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Corporate Bonds 87.6%
	Principal Amount		Value

ARGENTINA 2.6%
Electric Utilities 2.1%
Pampa Energia SA, 7.50%, 1/24/2027(a)	$	1,230,000	$ 1,134,060
Stoneway Capital Corp., 10.00%, 3/1/2027(a)		1,698,302	1,568,806

			2,702,866

Oil, Gas & Consumable Fuels 0.5%
YPF Energia Electrica SA, 10.00%, 7/25/2026(a)		605,000	603,488

			3,306,354




AUSTRALIA 0.3%
Chemicals 0.3%
Nufarm Australia Ltd., 5.75%, 4/30/2026(a)		410,000	387,450




BELGIUM 0.3%
Professional Services 0.3%
House of Finance NV (The), 4.38%, 7/15/2026(a)	EUR	325,000	368,352




BRAZIL 4.0%
Banks 0.3%
Banco BTG Pactual SA, 5.50%, 1/31/2023(a)	$	400,000	421,210

Chemicals 0.7%
Braskem Netherlands Finance BV, 4.50%, 1/10/2028(a)		815,000	822,906

Electric Utilities 0.5%
Light Servicos de Eletricidade SA, 7.25%, 5/3/2023(a)		585,000	627,413

Food Products 0.6%
Minerva Luxembourg SA, 5.88%, 1/19/2028(a)		800,000	782,080

Health Care Providers & Services 0.6%
Rede D’or Finance Sarl, 4.95%, 1/17/2028(a)		770,000	770,154

Independent Power and Renewable Electricity Producers 0.8%
Cemig Geracao e Transmissao SA, 9.25%, 12/5/2024(a)		860,000	998,460

Oil, Gas & Consumable Fuels 0.5%
Petrobras Global Finance BV, 8.75%, 5/23/2026		465,000	584,040

			5,006,263




CANADA 6.1%
Aerospace & Defense 2.1%
Bombardier, Inc.
6.00%, 10/15/2022(a)		840,000	838,950
6.13%, 1/15/2023(a)		660,000	669,900
7.88%, 4/15/2027(a)		1,085,000	1,098,562

			2,607,412

Chemicals 0.6%
NOVA Chemicals Corp.
4.88%, 6/1/2024(a)		130,000	133,926
5.25%, 6/1/2027(a)		585,000	610,020

			743,946

Commercial Services & Supplies 0.8%
GFL Environmental, Inc., 8.50%, 5/1/2027(a)		894,000	978,930

Energy Equipment & Services 1.6%
Ensign Drilling, Inc., 9.25%, 4/15/2024(a)		935,000	913,963
Tervita Corp., 7.63%, 12/1/2021(a)		1,121,000	1,143,420

			2,057,383

Metals & Mining 0.7%
Teck Resources Ltd., 5.20%, 3/1/2042		865,000	875,338


Corporate Bonds (continued)
	Principal Amount		Value

CANADA (continued)
Oil, Gas & Consumable Fuels 0.3%
Parkland Fuel Corp., 5.88%, 7/15/2027(a)	$	330,000	$ 339,488

			7,602,497




CHILE 1.3%
Airlines 1.3%
Latam Finance Ltd.
6.88%, 4/11/2024(a)		645,000	676,450
7.00%, 3/1/2026(a)		935,000	989,931

			1,666,381




FRANCE 1.3%
Banks 1.0%
BNP Paribas SA, (USD Swap Semi 5 Year + 4.15%), 6.63%, 3/25/2024(a)(b)(c)		325,000	338,812
Societe Generale SA, (USD Swap Semi 5 Year + 4.30%), 7.38%, 10/04/2023(a)(b)(c)		890,000	926,713

			1,265,525

Construction & Engineering 0.3%
Novafives SAS, 5.00%, 6/15/2025(a)	EUR	410,000	426,638

			1,692,163




GERMANY 1.5%
Auto Components 0.2%
IHO Verwaltungs GmbH, 3.88%, 5/15/2027(a)(d)(e)		204,154	225,119

Machinery 0.6%
Platin 1426 GmbH, 5.38%, 6/15/2023(a)		685,000	765,271

Pharmaceuticals 0.7%
Nidda BondCo GmbH, 5.00%, 9/30/2025(a)		300,000	334,331
Nidda Healthcare Holding GmbH, 3.50%, 9/30/2024(a)		490,000	563,259

			897,590

			1,887,980




INDONESIA 0.2%
Oil, Gas & Consumable Fuels 0.2%
Medco Oak Tree Pte. Ltd., 7.38%, 5/14/2026(a)	$	310,000	312,737




ITALY 1.5%
Banks 0.5%
Intesa Sanpaolo SpA, 5.71%, 1/15/2026(a)		555,000	572,032

Household Durables 0.5%
International Design Group SpA, 6.50%, 11/15/2025(a)	EUR	530,000	594,777

Pharmaceuticals 0.5%
Rossini Sarl, 6.75%, 10/30/2025(a)		530,000	633,581

			1,800,390




LUXEMBOURG 2.0%
Chemicals 0.6%
INEOS Finance plc, 2.88%, 5/1/2026(a)		710,000	793,830

Food Products 0.3%
FAGE International SA, 5.63%, 8/15/2026(a)	$	480,000	417,600

Media 0.7%
Altice Luxembourg SA
7.75%, 5/15/2022(a)		200,000	204,250
10.50%, 5/15/2027(a)		650,000	688,187

			892,437


Corporate Bonds (continued)
	Principal Amount		Value

LUXEMBOURG (continued)
Wireless Telecommunication Services 0.4%
Matterhorn Telecom SA, 4.00%, 11/15/2027(a)	EUR	500,000	$ 564,459

			2,668,326




MEXICO 2.3%
Banks 0.3%
Banco Mercantil del Norte SA, (US Treasury Yield Curve Rate T Note Constant Maturity 5 Year + 4.97%), 6.75%, 9/27/2024(a)(b)(c)	$	400,000	399,000

Consumer Finance 0.9%
Unifin Financiera SAB de CV SOFOM ENR, 8.38%, 1/27/2028(a)		1,180,000	1,169,651

Hotels, Restaurants & Leisure 1.1%
Grupo Posadas SAB de CV, 7.88%, 6/30/2022(a)		1,375,000	1,390,469

			2,959,120




NETHERLANDS 0.5%
Professional Services 0.5%
Intertrust Group BV, 3.38%, 11/15/2025(a)	EUR	580,000	681,290




NIGERIA 0.5%
Oil, Gas & Consumable Fuels 0.5%
SEPLAT Petroleum Development Co. plc, 9.25%, 4/1/2023(a)	$	650,000	692,250




SINGAPORE 1.1%
Consumer Finance 1.1%
Avation Capital SA, 6.50%, 5/15/2021(a)		1,395,000	1,433,362




SWITZERLAND 2.5%
Auto Components 0.4%
Garrett LX I Sarl, 5.13%, 10/15/2026(a)	EUR	535,000	559,672

Banks 0.6%
UBS Group Funding Switzerland AG, (USD Swap Semi 5 Year + 4.34%), 7.00%, 1/31/2024(a)(b)(c)	$	665,000	701,575

Capital Markets 1.5%
Credit Suisse Group AG, (USD Swap Semi 5 Year + 4.60%), 7.50%, 7/17/2023(a)(b)(c)		770,000	818,125
VistaJet Malta Finance plc, 10.50%, 6/1/2024(a)		1,112,000	1,100,880

			1,919,005

			3,180,252




UNITED ARAB EMIRATES 1.6%
Energy Equipment & Services 0.9%
Shelf Drilling Holdings Ltd., 8.25%, 2/15/2025(a)		1,240,000	1,140,800

Marine 0.7%
Topaz Marine SA, 9.13%, 7/26/2022(a)		895,000	935,275

			2,076,075




UNITED KINGDOM 1.7%
Banks 0.6%
Barclays plc, (USD Swap Semi 5 Year + 4.84%), 7.75%, 9/15/2023(b)(c)		800,000	815,000

Insurance 0.2%
Galaxy Bidco Ltd., 6.50%, 7/31/2026(a)	GBP	225,000	267,466

Oil, Gas & Consumable Fuels 0.5%
Neptune Energy Bondco plc, 6.63%, 5/15/2025(a)	$	675,000	680,062


Corporate Bonds (continued)
	Principal Amount		Value

UNITED KINGDOM (continued)
Road & Rail 0.4%
Ashtead Capital, Inc., 4.13%, 8/15/2025(a)	$	590,000	$ 594,425

			2,356,953




UNITED STATES 55.4%
Auto Components 1.2%
American Axle & Manufacturing, Inc., 6.25%, 3/15/2026		965,000	961,381
Panther BF Aggregator 2 LP, 4.38%, 5/15/2026(a)	EUR	415,000	471,508

			1,432,889

Biotechnology 1.4%
Horizon Pharma USA, Inc.
6.63%, 5/1/2023	$	569,000	588,005
5.50%, 8/1/2027(a)		1,125,000	1,154,385

			1,742,390

Building Products 0.9%
Builders FirstSource, Inc., 6.75%, 6/1/2027(a)		532,000	559,930
Summit Materials LLC, 6.50%, 3/15/2027(a)		526,000	556,245

			1,116,175

Chemicals 1.9%
Hexion, Inc., 7.88%, 7/15/2027(a)		605,000	598,950
Olin Corp., 5.63%, 8/1/2029		885,000	908,231
Trinseo Materials Operating SCA, 5.38%, 9/1/2025(a)		972,000	919,755

			2,426,936

Commercial Services & Supplies 1.8%
Covanta Holding Corp., 6.00%, 1/1/2027		1,025,000	1,058,313
Prime Security Services Borrower LLC
9.25%, 5/15/2023(a)		378,000	397,136
5.25%, 4/15/2024(a)		220,000	224,404
5.75%, 4/15/2026(a)		585,000	609,863

			2,289,716

Communications Equipment 0.0%^†
Avaya, Inc., 7.00%, 4/1/2019^¥(a)		2,135,000	0

Consumer Finance 0.8%
Ford Motor Credit Co. LLC, 5.58%, 3/18/2024		755,000	807,581
Springleaf Finance Corp., 6.63%, 1/15/2028		152,000	164,540

			972,121

Containers & Packaging 0.7%
Mauser Packaging Solutions Holding Co., 4.75%, 4/15/2024(a)	EUR	740,000	843,755

Diversified Financial Services 0.4%
Verscend Escrow Corp., 9.75%, 8/15/2026(a)	$	478,000	509,562

Diversified Telecommunication Services 1.9%
Frontier Communications Corp.
7.13%, 1/15/2023		900,000	531,000
8.50%, 4/1/2026(a)		1,170,000	1,143,324
Windstream Services LLC, 8.63%, 10/31/2025(a)(f)		734,000	746,845

			2,421,169

Electric Utilities 0.5%
Vistra Operations Co. LLC, 5.63%, 2/15/2027(a)		565,000	596,075

Electronic Equipment, Instruments & Components 1.1%
Belden, Inc.
3.38%, 7/15/2027(a)	EUR	780,000	912,202
3.88%, 3/15/2028(a)		455,000	537,684

			1,449,886


Corporate Bonds (continued)
	Principal Amount		Value

UNITED STATES (continued)
Energy Equipment & Services 2.4%
Archrock Partners LP, 6.88%, 4/1/2027(a)	$	615,000	$ 647,287
Exterran Energy Solutions LP, 8.13%, 5/1/2025		733,000	743,995
FTS International, Inc., 6.25%, 5/1/2022		540,000	480,600
Transocean Sentry Ltd., 5.38%, 5/15/2023(a)		72,000	72,180
Transocean, Inc., 7.25%, 11/1/2025(a)		799,000	751,060
USA Compression Partners LP, 6.88%, 9/1/2027(a)		257,000	267,257

			2,962,379

Entertainment 0.7%
Netflix, Inc.
4.88%, 4/15/2028		425,000	439,078
3.88%, 11/15/2029(a)	EUR	400,000	474,707

			913,785

Equity Real Estate Investment Trusts (REITs) 0.4%
MPT Operating Partnership LP, 4.63%, 8/1/2029	$	455,000	460,824

Food & Staples Retailing 0.6%
Albertsons Cos. LLC
5.75%, 3/15/2025		589,000	600,780
7.50%, 3/15/2026(a)		135,000	148,753

			749,533

Food Products 3.7%
Darling Ingredients, Inc., 5.25%, 4/15/2027(a)		585,000	609,863
JBS Investments II GmbH, 7.00%, 1/15/2026(a)		708,000	757,914
JBS USA LUX SA
6.75%, 2/15/2028(a)		460,000	495,880
6.50%, 4/15/2029(a)		375,000	402,656
5.50%, 1/15/2030(a)		565,000	565,000
Pilgrim’s Pride Corp., 5.88%, 9/30/2027(a)		902,000	947,100
Simmons Foods, Inc., 5.75%, 11/1/2024(a)		870,000	796,050

			4,574,463

Health Care Providers & Services 2.4%
BCPE Cycle Merger Sub II, Inc., 10.63%, 7/15/2027(a)		860,000	849,422
HCA, Inc., 5.63%, 9/1/2028		500,000	551,350
Surgery Center Holdings, Inc.
6.75%, 7/1/2025(a)		735,000	652,312
10.00%, 4/15/2027(a)		575,000	567,813
West Street Merger Sub, Inc., 6.38%, 9/1/2025(a)		405,000	371,587

			2,992,484

Health Care Technology 0.3%
IQVIA, Inc., 2.25%, 1/15/2028(a)	EUR	360,000	398,520

Hotels, Restaurants & Leisure 6.6%
Caesars Resort Collection LLC, 5.25%, 10/15/2025(a)	$	1,150,000	1,147,470
Enterprise Development Authority (The), 12.00%, 7/15/2024(a)		1,550,000	1,724,375
Golden Nugget, Inc., 8.75%, 10/1/2025(a)		1,215,000	1,272,712
International Game Technology plc, 6.25%, 1/15/2027(a)		465,000	504,525
MGM Resorts International, 5.50%, 4/15/2027		655,000	694,490
Scientific Games International, Inc.
3.38%, 2/15/2026(a)	EUR	625,000	701,723
8.25%, 3/15/2026(a)	$	1,220,000	1,305,742
VOC Escrow Ltd., 5.00%, 2/15/2028(a)		1,018,000	1,037,087

			8,388,124


Corporate Bonds (continued)
	Principal Amount		Value

UNITED STATES (continued)
Household Durables 3.4%
KB Home, 6.88%, 6/15/2027	$	980,000	$ 1,071,875
Lennar Corp., 5.00%, 6/15/2027		1,215,000	1,280,306
Taylor Morrison Communities, Inc.
5.88%, 6/15/2027(a)		1,322,000	1,381,490
5.75%, 1/15/2028(a)		544,000	563,764

			4,297,435

Independent Power and Renewable Electricity Producers 0.7%
Clearway Energy Operating LLC, 5.75%, 10/15/2025(a)		340,000	352,648
Talen Energy Supply LLC
10.50%, 1/15/2026(a)		15,000	14,100
7.25%, 5/15/2027(a)		398,000	392,874
6.63%, 1/15/2028(a)		120,000	115,050

			874,672

Insurance 0.8%
CNO Financial Group, Inc., 5.25%, 5/30/2029		510,000	550,800
Liberty Mutual Group, Inc., (EUR Swap Annual 5 Year + 3.70%), 3.63%, 5/23/2059(a)(c)	EUR	410,000	474,780

			1,025,580

Machinery 2.1%
Cloud Crane LLC, 10.13%, 8/1/2024(a)	$	1,000,000	1,070,000
EnPro Industries, Inc., 5.75%, 10/15/2026		905,000	934,413
Titan International, Inc., 6.50%, 11/30/2023		798,000	696,255

			2,700,668

Media 2.4%
Clear Channel Worldwide Holdings, Inc., 9.25%, 2/15/2024(a)		245,000	265,825
CSC Holdings LLC, 5.38%, 2/1/2028(a)		460,000	479,550
Diamond Sports Group LLC
5.38%, 8/15/2026(a)		70,000	71,137
6.63%, 8/15/2027(a)		409,000	417,947
Gray Television, Inc., 5.88%, 7/15/2026(a)		610,000	632,875
MDC Partners, Inc., 6.50%, 5/1/2024(a)		1,261,000	1,138,053

			3,005,387

Metals & Mining 2.3%
Commercial Metals Co., 5.75%, 4/15/2026		1,220,000	1,256,600
Joseph T Ryerson & Son, Inc., 11.00%, 5/15/2022(a)		1,550,000	1,637,420

			2,894,020

Oil, Gas & Consumable Fuels 5.9%
American Midstream Partners LP, 9.50%, 12/15/2021(a)(f)		1,641,000	1,591,770
Blue Racer Midstream LLC, 6.63%, 7/15/2026(a)		830,000	828,962
Centennial Resource Production LLC, 6.88%, 4/1/2027(a)		575,000	560,625
Endeavor Energy Resources LP, 5.75%, 1/30/2028(a)		410,000	434,600
EnLink Midstream LLC, 5.38%, 6/1/2029		70,000	72,166
Genesis Energy LP
6.50%, 10/1/2025		830,000	823,775
6.25%, 5/15/2026		865,000	853,106
Global Partners LP, 7.00%, 8/1/2027(a)		180,000	180,450
Indigo Natural Resources LLC, 6.88%, 2/15/2026(a)		880,000	741,400
PBF Holding Co. LLC, 7.25%, 6/15/2025		785,000	822,288
Targa Resources Partners LP
6.50%, 7/15/2027(a)		35,000	38,107


Corporate Bonds (continued)
	Principal Amount		Value

UNITED STATES (continued)
Targa Resources Partners LP (continued)
5.00%, 1/15/2028	$	425,000	$ 430,844

			7,378,093

Paper & Forest Products 0.9%
Schweitzer-Mauduit International, Inc., 6.88%, 10/1/2026(a)		1,055,000	1,078,737

Pharmaceuticals 1.7%
Bausch Health Americas, Inc., 8.50%, 1/31/2027(a)		85,000	93,615
Bausch Health Cos., Inc.
Reg. S, 4.50%, 5/15/2023	EUR	490,000	548,397
5.88%, 5/15/2023(a)	$	184,000	185,325
9.00%, 12/15/2025(a)		460,000	515,379
5.75%, 8/15/2027(a)		65,000	68,412
7.00%, 1/15/2028(a)		39,000	40,414
7.25%, 5/30/2029(a)		57,000	59,245
Par Pharmaceutical, Inc., 7.50%, 4/1/2027(a)		710,000	644,325

			2,155,112

Road & Rail 1.0%
Hertz Corp. (The)
7.63%, 6/1/2022(a)		947,000	981,679
7.13%, 8/1/2026(a)		245,000	250,219

			1,231,898

Software 0.6%
SS&C Technologies, Inc., 5.50%, 9/30/2027(a)		745,000	774,800

Specialty Retail 1.2%
L Brands, Inc., 5.25%, 2/1/2028		760,000	703,950
Michaels Stores, Inc., 8.00%, 7/15/2027(a)		856,000	828,180

			1,532,130

Thrifts & Mortgage Finance 1.1%
Freedom Mortgage Corp., 8.13%, 11/15/2024(a)		1,525,000	1,326,750

Trading Companies & Distributors 1.0%
Herc Holdings, Inc., 5.50%, 7/15/2027(a)		635,000	635,794
United Rentals North America, Inc., 5.25%, 1/15/2030		600,000	613,758

			1,249,552

Wireless Telecommunication Services 0.6%
Sprint Corp.
7.63%, 2/15/2025		100,000	110,753
7.63%, 3/1/2026		545,000	609,054

			69,485,427




ZAMBIA 0.9%
Metals & Mining 0.9%
First Quantum Minerals Ltd., 7.50%, 4/1/2025(a)		1,140,000	1,115,775

Total Corporate Bonds (cost $109,402,096)			110,679,397


Loan Participations 10.1%
	Principal Amount		Value

UNITED STATES 10.1%
Auto Components 0.7%
Trico Group LLC, Term Loan, (ICE LIBOR USD 3 Month + 7.00%), 9.33%, 2/2/2024 (c)		964,016	925,455

Commercial Services & Supplies 0.4%
West Corp., Term Loan, (ICE LIBOR USD 3 Month + 4.00%), 6.52%, 10/10/2024 (c)		581,928	542,648


Loan Participations (continued)
	Principal Amount		Value

Communications Equipment 0.3%
CommScope, Inc., Term Loan B2, (ICE LIBOR USD 1 Month + 3.25%), 5.48%, 4/6/2026 (c)	$	410,000	$ 410,103

Containers & Packaging 0.8%
Kloeckner Pentaplast, Term Loan, (ICE LIBOR USD 1 Month + 4.25%), 6.48%, 6/30/2022 (c)		1,120,050	1,017,375

Diversified Telecommunication Services 2.1%
CenturyLink, Inc., Term Loan, (ICE LIBOR USD 1 Month + 2.75%), 4.98%, 1/31/2025 (c)		950,177	943,706
Numericable US LLC, Term Loan B11, (ICE LIBOR USD 1 Month + 2.75%), 4.98%, 7/31/2025 (c)		1,143,675	1,100,787
Windstream Refinance, 1st Lien Term Loan, (ICE LIBOR USD 3 Month + 4.25%), 9.75%, 2/17/2024 (c)		620,000	625,165

			2,669,658

Health Care Providers & Services 0.9%
RegionalCare Hospital Partners Holdings, Inc., Term Loan B, (ICE LIBOR USD 1 Month + 4.50%), 6.77%, 11/16/2025 (c)		1,159,175	1,165,550

Hotels, Restaurants & Leisure 0.2%
SMG Holdings, Inc., Term Loan, (ICE LIBOR USD 1 Month + 3.00%), 5.23%, 1/23/2025 (c)		246,875	245,846

Machinery 0.3%
Shape Technologies Group, Inc., Term Loan, (ICE LIBOR USD 3 Month + 3.00%), 5.26%, 4/19/2025 (c)		435,600	415,453

Media 0.3%
Diamond Sports Group LLC, Term Loan, (ICE LIBOR USD 3 Month + 0.00%), 0.00%, 7/17/2026 (c)		355,000	355,586

Metals & Mining 1.7%
Aleris International, Inc., 1st Lien Term Loan, (ICE LIBOR USD 1 Month + 4.75%), 6.98%, 2/27/2023 (c)		1,470,150	1,472,355
Big River Steel LLC, 1st Lien Term Loan B, (ICE LIBOR USD 3 Month + 5.00%), 7.33%, 8/23/2023 (c)		609,150	610,673

			2,083,028

Multiline Retail 0.5%
Neiman Marcus Group Ltd. LLC, 1st Lien Term Loan, (ICE LIBOR USD 1 Month + 6.00%), 8.38%, 10/25/2023 (c)		703,301	603,080

Oil, Gas & Consumable Fuels 0.4%
Delek US Holdings, Inc., Term Loan B, (ICE LIBOR USD 3 Month + 2.25%), 4.58%, 3/31/2025 (c)		444,378	444,009

Personal Products 0.8%
Alphabet Holding Co., Inc., Term Loan, (ICE LIBOR USD 1 Month + 3.50%), 5.73%, 9/26/2024 (c)		1,081,261	1,021,791

Wireless Telecommunication Services 0.7%
Sprint Communications, Inc., Term Loan, (ICE LIBOR USD 1 Month + 3.00%), 5.25%, 2/2/2024 (c)		890,525	889,688

Total Loan Participations (cost $12,997,735)			12,789,270


Total Investments (cost $122,399,831) — 97.7%			123,468,667

Other assets in excess of liabilities — 2.3%			2,900,207


NET ASSETS — 100.0%			$ 126,368,874

^	Value determined using significant unobservable inputs.

¥	Fair valued security.

†	Amount rounds to less than 0.1%.

(a)

Rule 144A, Section 4(2), or other security which is restricted as to sale to institutional investors. These securities were deemed liquid pursuant to procedures approved by the Board of Trustees. The liquidity determination is unaudited. The aggregate value of these securities at July 31, 2019 was $88,036,511 which represents 69.67% of net assets.

(b)	Perpetual Bond Security. The rate reflected in the Statement of Investments is the rate in effect on July 31, 2019. The maturity date reflects the next call date.

(c)	Variable or floating rate security, linked to the referenced benchmark. The interest rate shown was the current rate as of July 31, 2019.

(d)	Variable or floating rate security, the interest rate of which adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. The interest rate shown was the current rate as of July 31, 2019.

(e)	PIK — Payment-in-kind security. Income may be paid in cash or additional notes, at the discretion of the issuer. The rate disclosed is the cash rate.

(f)	Step Bond. Coupon rate is set for an initial period and then increases to a higher coupon rate at a specific date. The rate shown is the rate at July 31, 2019.


ICE		Intercontinental Exchange
LIBOR		London Interbank Offered Rate
Reg. S		Regulation S - Security was purchased pursuant to Regulation S under the Securities Act of 1933, which exempts from registration securities offered and sold outside of the United States. Such security cannot be sold in the United States without either an effective registration statement filed pursuant to the Securities Act of 1933 or pursuant to an exemption from registration. Currently there is no restriction on trading this security.
REIT		Real Estate Investment Trust

Currency:
EUR		Euro
GBP		British Pound
USD		United States Dollar

In accordance with the authoritative guidance on fair value measurements and disclosures under accounting principles generally accepted in the United States of America, Nationwide Mutual Funds’ (the “Trust”) investment adviser to the Fund, Nationwide Fund Advisors (“NFA”), assigns a fair value to Fund investments in accordance with a hierarchy that prioritizes the various types of inputs used to measure fair value. The hierarchy gives the highest priority to readily available unadjusted quoted prices in active markets for identical assets (Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements) when market prices are not readily available or reliable.

• Level 2 — Other significant observable inputs (including quoted prices of similar securities, interest rates, prepayment speeds, credit risk, etc.)

• Level 3 — Significant unobservable inputs (including the Fund’s own assumptions in determining the fair value of investments)

Changes in valuation techniques may result in transfers into or out of an investment’s assigned level within the hierarchy.

An investment’s categorization within the hierarchy is based on the lowest level of any input that is significant to the fair valuation in its entirety. The inputs or methodology used to value investments are not intended to indicate the risk associated with investing in those investments.

The Trust’s Board of Trustees (the “Board of Trustees”) has delegated authority to NFA, and the Trust’s administrator, Nationwide Fund Management LLC (“NFM”), to assign a fair value under certain circumstances, as described below, pursuant to valuation procedures approved by the Board of Trustees. NFA and NFM have established a Fair Valuation Committee (“FVC”) to assign these fair valuations. The fair value of a security may differ from its quoted or published price. Fair valuation of portfolio securities may occur on a daily basis.

Securities may be fair valued in certain circumstances, such as where (i) market quotations are not readily available; (ii) an independent pricing service does not provide a value or the value provided by an independent pricing service is determined to be unreliable in the judgment of NFA/NFM or its designee; (iii) a significant event has occurred that affects the value of the Fund’s securities after trading has stopped (e.g., earnings announcements or news relating to natural disasters affecting an issuer’s operations); (iv) the securities are illiquid; (v) the securities have defaulted or been delisted from an exchange and are no longer trading; or (vi) any other circumstance in which the FVC believes that market quotations do not accurately reflect the value of a security.

The FVC will assign a fair value according to fair value methodologies. Information utilized by the FVC to obtain a fair value may include, among others, the following: (i) a multiple of earnings; (ii) the discount from market value of a similar, freely traded security; (iii) the yield-to-maturity for debt issues; or (iv) a combination of these and other methods. To arrive at the appropriate methodology, the FVC may consider a non-exclusive list of factors, which are specific to the security as well as whether the security is traded on the domestic or foreign markets. The FVC monitors the results of fair valuation determinations and regularly reports the results to the Board of Trustees. The Fund attempts to establish a price that it might reasonably expect to receive upon the current sale of that security. That said, there can be no assurance that the fair value assigned to a security is the price at which a security could have been sold during the period in which the particular fair value was used to value the security. To the extent the inputs used are observable, these securities are classified as Level 2 investments; otherwise, they are classified as Level 3 investments within the hierarchy.

The following table provides a summary of the inputs used to value the Fund’s net assets as of July 31, 2019. Please refer to the Statement of Investments for additional information on portfolio holdings.

Amounts designated as “–”, which may include fair valued securities, are zero or have been rounded to zero.

During the period ended July 31, 2019, the Fund held one corporate bond investment that was categorized as a Level 3 investment which was valued at $0.

The FVC continues to evaluate any information that could cause an adjustment to the fair value for this investment, such as market news, the progress of judicial and regulatory proceedings, and subadviser recommendations.

The following is a summary of the Fund’s derivative instruments categorized by risk exposure as of July 31, 2019. Please see below for information on the Fund’s policy regarding the objectives and strategies for using forward foreign currency contracts.

The Fund is subject to foreign currency exchange risk in the normal course of pursuing its objective(s). The Fund entered into forward foreign currency contracts in connection with planned purchases or sales of securities denominated in a foreign currency and/or to hedge the U.S. dollar value of portfolio securities denominated in a foreign currency and/or to manage currency exposures and/or to express a view on a foreign currency vs the U.S. dollar or other foreign currency. A forward foreign currency contract involves an obligation to purchase or sell a specific currency at a future date, which may be any fixed number of days from the date of the contract agreed upon by the parties, at a price set at the time of the contract. Forward foreign currency contracts are generally valued at the mean of the last quoted bid and ask prices, as provided by an independent pricing service approved by the Board of Trustees, and are generally categorized as Level 2 investments within the hierarchy. The market value of a forward foreign currency contract fluctuates with changes in foreign currency exchange rates. All commitments are marked-to-market daily at the applicable exchange rates and any resulting unrealized appreciation or depreciation is recorded. Realized gains or losses are recorded at the time the forward foreign currency contract matures or at the time of delivery of the currency. Forward foreign currency contracts entail the risk of unanticipated movements in the value of the foreign currency relative to the U.S. dollar, and the risk that the counterparties to the contracts may be unable to meet their obligations under the contract.

The following table provides a summary of the Fund’s derivative instruments categorized by risk exposure as of July 31, 2019:

Fair Values of Derivatives not Accounted for as Hedging Instruments as of July 31, 2019


Asset-Backed Securities 8.7%
	Principal Amount		Value

CANADA 0.0%
Airlines 0.0%^†
Air Canada Pass-Through Trust, Series 2013-1, Class B, 5.38%, 5/15/2021(a)	$	60,633	$ 62,434




UNITED STATES 8.7%
Automobiles 2.6%
CPS Auto Receivables Trust, Series 2018-A, Class D, 3.66%, 12/15/2023(a)		170,000	172,255
First Investors Auto Owner Trust, Series 2017-2A, Class E, 5.48%, 10/15/2024(a)		350,000	362,348
Foursight Capital Automobile Receivables Trust
Series 2018-1, Class E, 5.56%, 1/16/2024(a)		230,000	239,436
Series 2018-1, Class F, 6.82%, 4/15/2025(a)		1,080,000	1,118,257
Tidewater Auto Receivables Trust, Series 2018-AA, Class E, 5.48%, 10/15/2026(a)		750,000	765,240
United Auto Credit Securitization Trust, Series 2019-1, Class E, 4.29%, 8/12/2024(a)		650,000	653,644
Westlake Automobile Receivables Trust, Series 2018-3A, Class E, 4.90%, 12/15/2023(a)		490,000	505,313

			3,816,493

Home Equity 1.0%
Nationstar HECM Loan Trust, Series 2018-1A, Class M4, 4.70%, 2/25/2028(a)(b)		1,400,000	1,414,956

Other 5.1%
BCC Funding XIV LLC, Series 2018-1A, Class E, 6.00%, 4/21/2025(a)		750,000	767,610
Conn’s Receivables Funding LLC, Series 2018-A, Class C, 6.02%, 1/15/2023(a)		931,933	938,920
Progress Residential Trust
Series 2015-SFR2, Class F, 5.07%, 6/12/2032(a)		1,200,000	1,197,360
Series 2017-SFR1, Class E, 4.26%, 8/17/2034(a)		310,000	316,803
Series 2017-SFR1, Class F, 5.35%, 8/17/2034(a)		1,200,000	1,235,705
Series 2018-SFR1, Class F, 4.78%, 3/17/2035(a)		900,000	913,953
Series 2019-SFR2, Class E, 4.14%, 5/17/2036(a)		1,000,000	1,022,080
Tricon American Homes Trust
Series 2016-SFR1, Class F, 5.77%, 11/17/2033(a)		240,000	247,456
Series 2017-SFR2, Class D, 3.67%, 1/17/2036(a)		150,000	152,357
Series 2017-SFR2, Class E, 4.22%, 1/17/2036(a)		475,000	488,916
Series 2017-SFR2, Class F, 5.10%, 1/17/2036(a)		140,000	144,882

			7,426,042

			12,657,491

Total Asset-Backed Securities (cost $12,517,216)			12,719,925



Collateralized Mortgage Obligations 19.0%
	Principal Amount		Value


BERMUDA 3.3%
Bellemeade Re Ltd.
Series 2018-1A, Class M1B, 3.87%, 4/25/2028(a)(b)	$	1,020,000	$ 1,022,625
Series 2018-2A, Class B1, 4.92%, 8/25/2028(a)(b)		460,000	462,582
Eagle RE Ltd., Series 2019-1, Class M1B, 4.07%, 4/25/2029(a)(b)		1,190,000	1,187,228
Oaktown Re III Ltd., Series 2019-1A, Class B1B, 6.62%, 7/25/2029(a)(b)		1,520,000	1,520,456
Radnor RE Ltd., Series 2019-2, Class B1, 4.97%, 6/25/2029(a)(b)		640,000	639,998

			4,832,889




UNITED STATES 15.7%
Angel Oak Mortgage Trust LLC, Series 2017-1, Class B1, 6.23%, 1/25/2047(a)(b)		470,000	474,696
COLT Mortgage Loan Trust, Series 2017-2, Class B1, 4.56%, 10/25/2047(a)(b)		365,000	366,156
Connecticut Avenue Securities Trust, Series 2019-R04, Class 2B1, 7.52%, 6/25/2039(a)(b)		720,000	767,784
Deephaven Residential Mortgage Trust
Series 2018-2A, Class M1, 4.38%, 4/25/2058(a)(b)		350,000	358,405
Series 2018-2A, Class B2, 6.04%, 4/25/2058(a)(b)		940,000	953,479
Series 2019-3A, Class B2, 5.66%, 7/25/2059(a)(b)		400,000	399,984
FHLMC REMICS
Series 4395, Class TI, IO, 4.00%, 5/15/2026		164,335	12,507
Series 3927, Class AI, IO, 4.50%, 8/15/2026		446,162	31,565
Series 4097, Class CI, IO, 3.00%, 8/15/2027		607,903	46,767
Series 4123, Class DI, IO, 3.00%, 10/15/2027		1,567,561	124,565
Series 4244, Class AI, IO, 4.50%, 8/15/2028		323,431	25,945
FHLMC STACR Trust
Series 2018-HQA2, Class B2, 13.27%, 10/25/2048(a)(b)		1,090,000	1,268,463
Series 2019-DNA1, Class B2, 13.15%, 1/25/2049(a)(b)		1,700,000	2,032,534
Series 2019-HRP1, Class B1, 6.46%, 2/25/2049(a)(b)		1,100,000	1,145,298
Series 2019-HQA1, Class B2, 14.52%, 2/25/2049(a)(b)		600,000	729,233
Series 2019-HQA2, Class B1, 6.37%, 4/25/2049(a)(b)		550,000	581,926
Series 2019-HQA2, Class B2, 13.52%, 4/25/2049(a)(b)		510,000	590,069
Series 2019-DNA3, Class B2, 10.45%, 7/25/2049(a)(b)		1,410,000	1,499,102
FHLMC Structured Agency Credit Risk Debt Notes
Series 2015-HQ1, Class B, 13.02%, 3/25/2025(b)		405,035	545,027
Series 2015-HQA1, Class B, 11.07%, 3/25/2028(b)		566,210	701,129
Series 2017-HQA1, Class B1, 7.27%, 8/25/2029(b)		1,000,000	1,133,712


Collateralized Mortgage Obligations (continued)
	Principal Amount		Value


UNITED STATES (continued)
FNMA
Series 2016-C04, Class 1B, 12.52%, 1/25/2029(b)	$	199,570	$ 267,444
Series 2017-C07, Class 1B1, 6.27%, 5/28/2030(b)		1,800,000	1,928,297
Series 2018-C06, Class 1M2, 4.27%, 3/25/2031(b)		1,750,000	1,758,962
Series 2018-C06, Class 1B1, 6.02%, 3/25/2031(b)		600,000	629,886
Series 2019-R05, Class 1B1, 0.00%, 7/25/2039(a)(b)		500,000	506,309
FNMA REMICS
Series 2012-130, Class UI, IO, 3.00%, 12/25/2027		762,986	56,028
Series 2012-150, Class BI, IO, 3.00%, 1/25/2028		710,887	54,528
Series 2013-5, Class YI, IO, 3.00%, 2/25/2028		800,675	60,831
Series 2009-31, Class PI, IO, 5.00%, 11/25/2038		176,438	21,196
GNMA REMICS
Series 2011-167, Class , IO, 5.00%, 12/16/2020		11,734	216
Series 2013-84, Class SC, IO, 4.27%, 3/16/2040(b)		143,545	22,481
Series 2011-135, Class QI, IO, 4.50%, 6/16/2041		168,909	24,098
Series 2012-140, Class IC, IO, 3.50%, 11/20/2042		210,930	36,774
Series 2016-5, Class CS, IO, 3.88%, 1/20/2046(b)		286,056	51,767
Series 2016-20, Class SB, IO, 3.83%, 2/20/2046(b)		311,863	51,669
Series 2016-17, Class JS, IO, 3.83%, 2/20/2046(b)		271,342	42,720
Series 2016-81, Class , IO, 4.00%, 6/20/2046		172,782	30,001
Series 2016-88, Class SM, IO, 3.83%, 7/20/2046(b)		279,273	48,305
Series 2016-108, Class QI, IO, 4.00%, 8/20/2046		136,186	28,263
Series 2016-118, Class DS, IO, 3.83%, 9/20/2046(b)		283,660	54,141
Series 2016-145, Class UI, IO, 3.50%, 10/20/2046		198,004	35,312
STACR Trust
Series 2018-HRP2, Class B1, 6.47%, 2/25/2047(a)(b)		1,310,000	1,358,513
Series 2018-HRP2, Class B2, 12.77%, 2/25/2047(a)(b)		1,380,000	1,500,323
Verus Securitization Trust, Series 2019-INV2, Class B1, 4.45%, 7/25/2059(a)		430,000	429,910

			22,786,320

Total Collateralized Mortgage Obligations (cost $25,975,464)			27,619,209


Commercial Mortgage-Backed Securities 3.9%
	Principal Amount		Value


UNITED STATES 3.9%
COMM Mortgage Trust , Series 2015-CR26, Class D, 3.49%, 10/10/2048(b)		1,350,000	1,259,469


Commercial Mortgage-Backed Securities (continued)
	Principal Amount		Value


UNITED STATES (continued)
CSAIL Commercial Mortgage Trust , Series 2015-C4, Class D, 3.58%, 11/15/2048(b)	$	250,000	$ 243,238
GS Mortgage Securities Trust , Series 2016-GS4, Class D, 3.23%, 11/10/2049(a)(b)		1,340,000	1,231,089
Morgan Stanley Bank of America Merrill Lynch Trust , Series 2014-C16, Class D, 4.77%, 6/15/2047(a)(b)		950,000	820,297
Morgan Stanley Capital I Trust , Series 2016-UBS9, Class D, 3.00%, 3/15/2049(a)		785,000	711,957
UBS Commercial Mortgage Trust , Series 2017-C4, Class C, 4.45%, 10/15/2050(b)		810,000	855,447
Wells Fargo Commercial Mortgage Trust , Series 2016-NXS5, Class D, 4.88%, 1/15/2059(b)		125,000	130,628
WFRBS Commercial Mortgage Trust , Series 2013-C12, Class D, 4.40%, 3/15/2048(a)(b)		445,000	428,163
Total Commercial Mortgage-Backed Securities

(cost $5,315,410)			5,680,288


Corporate Bonds 51.9%
	Principal Amount		Value


ARGENTINA 0.9%
Electric Utilities 0.9%
Stoneway Capital Corp., 10.00%, 3/1/2027(a)		1,443,788	1,333,699




BERMUDA 0.7%
Beverages 0.7%
Bacardi Ltd., 5.30%, 5/15/2048(a)		1,000,000	1,067,308




BRAZIL 0.6%
Chemicals 0.6%
Braskem Netherlands Finance BV, 4.50%, 1/10/2028(a)		885,000	893,585




CANADA 1.3%
Aerospace & Defense 0.6%
Bombardier, Inc., 7.88%, 4/15/2027(a)		835,000	845,438

Energy Equipment & Services 0.5%
Tervita Corp., 7.63%, 12/1/2021(a)		704,000	718,080

Oil, Gas & Consumable Fuels 0.2%
Parkland Fuel Corp., 5.88%, 7/15/2027(a)		355,000	365,206

			1,928,724




CHILE 0.6%
Airlines 0.6%
Latam Finance Ltd., 7.00%, 3/1/2026(a)		895,000	947,581




DENMARK 0.3%
Banks 0.3%
Danske Bank A/S, 5.38%, 1/12/2024(a)		448,000	487,665




FRANCE 1.8%
Banks 1.8%
BNP Paribas SA, (USD Swap Semi 5 Year + 1.48%), 4.38%, 3/1/2033(a)(c)		1,825,000	1,893,046


Corporate Bonds (continued)
	Principal Amount		Value


FRANCE (continued)
Banks (continued)
Societe Generale SA, (USD Swap Semi 5 Year + 4.30%), 7.38%, 10/04/2023(a)(c)(d)	$	675,000	$ 702,844

			2,595,890





IRELAND 1.0%
Banks 0.4%
AIB Group plc, (ICE LIBOR USD 3 Month + 1.87%), 4.26%, 4/10/2025(a)(c)		620,000	637,069

Consumer Finance 0.6%
Avolon Holdings Funding Ltd., 3.63%, 5/1/2022(a)		800,000	810,960

			1,448,029





ITALY 1.7%
Banks 0.9%
UniCredit SpA, (USD ICE Swap Rate 5 Year + 3.70%), 5.86%, 6/19/2032(a)(c)		1,260,000	1,267,875

Household Durables 0.4%
International Design Group SpA, 6.50%, 11/15/2025(a)	EUR	585,000	656,499

Pharmaceuticals 0.4%
Rossini Sarl, 6.75%, 10/30/2025(a)		475,000	567,832

			2,492,206




LUXEMBOURG 1.1%
Chemicals 0.6%
INEOS Finance plc, 2.88%, 5/1/2026(a)		725,000	810,601

Media 0.5%
Altice Luxembourg SA, 10.50%, 5/15/2027(a)	$	700,000	741,125

			1,551,726




MEXICO 0.7%
Hotels, Restaurants & Leisure 0.7%
Grupo Posadas SAB de CV, 7.88%, 6/30/2022(a)		988,000	999,115




NETHERLANDS 1.2%
Banks 1.0%
ING Groep NV, 3.55%, 4/9/2024		1,440,000	1,490,417

Professional Services 0.2%
Intertrust Group BV, 3.38%, 11/15/2025(a)	EUR	300,000	352,391

			1,842,808




SINGAPORE 1.6%
Consumer Finance 0.8%
Avation Capital SA, 6.50%, 5/15/2021(a)	$	1,205,000	1,238,137

Trading Companies & Distributors 0.8%
BOC Aviation Ltd., 3.50%, 10/10/2024(a)		1,160,000	1,180,112

			2,418,249




SWITZERLAND 2.1%
Auto Components 0.3%
Garrett LX I Sarl, 5.13%, 10/15/2026(a)	EUR	475,000	496,905


Corporate Bonds (continued)
	Principal Amount		Value


SWITZERLAND (continued)
Banks 0.5%
UBS Group Funding Switzerland AG, (USD Swap Semi 5 Year + 4.34%), 7.00%, 1/31/2024(a)(c)(d)	$	640,000	$ 675,200

Capital Markets 1.3%
Credit Suisse Group AG, (USD Swap Semi 5 Year + 4.60%), 7.50%, 7/17/2023(a)(c)(d)		675,000	717,187
VistaJet Malta Finance plc, 10.50%, 6/1/2024(a)		1,208,000	1,195,920

			1,913,107

			3,085,212




UNITED ARAB EMIRATES 0.4%
Energy Equipment & Services 0.4%
Shelf Drilling Holdings Ltd., 8.25%, 2/15/2025(a)		560,000	515,200




UNITED KINGDOM 1.1%
Banks 0.9%
Barclays plc
(USD Swap Semi 5 Year + 4.84%), 7.75%, 9/15/2023(c)(d)		800,000	815,000
(ICE LIBOR USD 3 Month + 3.05%), 5.09%, 6/20/2030(c)		545,000	551,373

			1,366,373

Insurance 0.2%
Galaxy Bidco Ltd., 6.50%, 7/31/2026(a)	GBP	255,000	303,128

			1,669,501




UNITED STATES 34.8%
Auto Components 0.3%
Panther BF Aggregator 2 LP, 4.38%, 5/15/2026(a)	EUR	325,000	369,253

Banks 2.4%
Bank of America Corp., Series JJ, (ICE LIBOR USD 3 Month + 3.29%), 5.13%, 6/20/2024(c)(d)	$	1,410,000	1,425,933
Citigroup, Inc., (ICE LIBOR USD 3 Month + 0.90%), 3.35%, 4/24/2025(c)		1,070,000	1,098,697
JPMorgan Chase & Co., Series FF, (SOFR + 3.38%), 5.00%, 8/01/2024(c)(d)		932,000	941,320

			3,465,950

Biotechnology 0.9%
Horizon Pharma USA, Inc., 5.50%, 8/1/2027(a)		1,215,000	1,246,736

Building Products 0.4%
Summit Materials LLC, 6.50%, 3/15/2027(a)		505,000	534,038

Capital Markets 0.9%
Goldman Sachs Group, Inc. (The), (ICE LIBOR USD 3 Month + 1.16%), 3.81%, 4/23/2029(c)		1,210,000	1,266,199

Chemicals 0.8%
Hexion, Inc., 7.88%, 7/15/2027(a)		655,000	648,450
Olin Corp., 5.63%, 8/1/2029		605,000	620,881

			1,269,331

Commercial Services & Supplies 0.3%
Prime Security Services Borrower LLC
5.25%, 4/15/2024(a)		220,000	224,404
5.75%, 4/15/2026(a)		265,000	276,263

			500,667


Corporate Bonds (continued)
	Principal Amount		Value

UNITED STATES (continued)
Consumer Finance 1.4%
Ford Motor Credit Co. LLC, 5.58%, 3/18/2024	$	745,000	$ 796,884
General Motors Financial Co., Inc., 3.55%, 7/8/2022		1,270,000	1,290,003

			2,086,887

Diversified Financial Services 0.2%
Verscend Escrow Corp., 9.75%, 8/15/2026(a)		335,000	357,120

Diversified Telecommunication Services 1.2%
Frontier Communications Corp.
7.13%, 1/15/2023		750,000	442,500
8.50%, 4/1/2026(a)		265,000	258,958
Windstream Services LLC, 8.63%, 10/31/2025(a)(e)		1,000,000	1,017,500

			1,718,958

Electric Utilities 0.9%
Southern California Edison Co., Series B, 4.88%, 3/1/2049		600,000	698,845
Vistra Operations Co. LLC, 5.63%, 2/15/2027(a)		540,000	569,700

			1,268,545

Electronic Equipment, Instruments & Components 1.7%
Belden, Inc., 3.88%, 3/15/2028(a)	EUR	905,000	1,069,459
Flex Ltd., 4.88%, 6/15/2029	$	1,310,000	1,360,040

			2,429,499

Energy Equipment & Services 1.0%
Transocean Sentry Ltd., 5.38%, 5/15/2023(a)		785,000	786,963
Transocean, Inc., 7.25%, 11/1/2025(a)		769,000	722,860

			1,509,823

Entertainment 0.5%
Netflix, Inc., 3.88%, 11/15/2029(a)	EUR	560,000	664,589

Equity Real Estate Investment Trusts (REITs) 0.4%
MPT Operating Partnership LP, 4.63%, 8/1/2029	$	505,000	511,464

Food Products 0.9%
JBS USA LUX SA, 5.50%, 1/15/2030(a)		455,000	455,000
Simmons Foods, Inc., 5.75%, 11/1/2024(a)		911,000	833,565

			1,288,565

Health Care Equipment & Supplies 0.4%
Medtronic Global Holdings SCA, 1.75%, 7/2/2049	EUR	474,000	535,915

Health Care Providers & Services 1.0%
BCPE Cycle Merger Sub II, Inc., 10.63%, 7/15/2027(a)	$	930,000	918,561
Surgery Center Holdings, Inc., 10.00%, 4/15/2027(a)		585,000	577,688

			1,496,249

Health Care Technology 0.3%
IQVIA, Inc., 2.25%, 1/15/2028(a)	EUR	410,000	453,870

Hotels, Restaurants & Leisure 2.7%
Enterprise Development Authority (The), 12.00%, 7/15/2024(a)	$	1,175,000	1,307,187
MGM Resorts International, 5.50%, 4/15/2027		665,000	705,093
Scientific Games International, Inc.
3.38%, 2/15/2026(a)	EUR	135,000	151,572
8.25%, 3/15/2026(a)	$	1,195,000	1,278,985
VOC Escrow Ltd., 5.00%, 2/15/2028(a)		440,000	448,250

			3,891,087


Corporate Bonds (continued)
	Principal Amount		Value

UNITED STATES (continued)
Household Durables 1.8%
KB Home, 6.88%, 6/15/2027	$	935,000	$ 1,022,656
Lennar Corp., 5.00%, 6/15/2027		910,000	958,913
Taylor Morrison Communities, Inc., 5.75%, 1/15/2028(a)		609,000	631,125

			2,612,694

Independent Power and Renewable Electricity Producers 0.2%
Clearway Energy Operating LLC, 5.75%, 10/15/2025(a)		300,000	311,160

Insurance 2.5%
Chubb INA Holdings, Inc., 1.40%, 6/15/2031	EUR	630,000	745,289
CNO Financial Group, Inc., 5.25%, 5/30/2029	$	560,000	604,800
Farmers Exchange Capital III, (ICE LIBOR USD 3 Month + 3.45%), 5.45%, 10/15/2054(a)(c)		1,070,000	1,197,211
Liberty Mutual Group, Inc., (EUR Swap Annual 5 Year + 3.70%), 3.63%, 5/23/2059(a)(c)	EUR	950,000	1,100,100

			3,647,400

IT Services 0.9%
Fidelity National Information Services, Inc., 2.00%, 5/21/2030		465,000	572,902
Fiserv, Inc., 1.63%, 7/1/2030		630,000	749,815

			1,322,717

Machinery 0.6%
EnPro Industries, Inc., 5.75%, 10/15/2026	$	790,000	815,675

Media 1.3%
Diamond Sports Group LLC
5.38%, 8/15/2026(a)		76,000	77,235
6.63%, 8/15/2027(a)		445,000	454,734
MDC Partners, Inc., 6.50%, 5/1/2024(a)		1,517,000	1,369,093

			1,901,062

Oil, Gas & Consumable Fuels 3.8%
Blue Racer Midstream LLC, 6.63%, 7/15/2026(a)		715,000	714,106
EnLink Midstream LLC, 5.38%, 6/1/2029		75,000	77,321
EQT Corp., 3.90%, 10/1/2027		1,250,000	1,116,491
Genesis Energy LP
6.50%, 10/1/2025		880,000	873,400
6.25%, 5/15/2026		425,000	419,156
Midwest Connector Capital Co. LLC, 4.63%, 4/1/2029(a)		587,000	626,388
MPLX LP, 4.50%, 4/15/2038		610,000	617,599
Noble Energy, Inc., 5.25%, 11/15/2043		965,000	1,052,394

			5,496,855

Paper & Forest Products 0.7%
Schweitzer-Mauduit International, Inc., 6.88%, 10/1/2026(a)		940,000	961,150

Pharmaceuticals 0.4%
Bausch Health Cos., Inc.
7.00%, 1/15/2028(a)		257,000	266,316
7.25%, 5/30/2029(a)		373,000	387,689

			654,005

Road & Rail 0.2%
Hertz Corp. (The), 7.13%, 8/1/2026(a)		274,000	279,836

Semiconductors & Semiconductor Equipment 0.3%
Broadcom, Inc., 4.25%, 4/15/2026(a)		384,000	386,933


Corporate Bonds (continued)
	Principal Amount		Value

UNITED STATES (continued)
Specialty Retail 0.6%
Michaels Stores, Inc., 8.00%, 7/15/2027(a)	$	929,000	$ 898,808

Technology Hardware, Storage & Peripherals 0.4%
Dell International LLC, 4.90%, 10/1/2026(a)		560,000	585,965

Thrifts & Mortgage Finance 1.0%
Freedom Mortgage Corp.
8.13%, 11/15/2024(a)		1,175,000	1,022,250
8.25%, 4/15/2025(a)		580,000	506,050

			1,528,300

Tobacco 0.3%
Altria Group, Inc., 2.20%, 6/15/2027	EUR	410,000	492,555
Trading Companies & Distributors 0.5%
Herc Holdings, Inc., 5.50%, 7/15/2027(a)	$	685,000	685,856

Wireless Telecommunication Services 0.7%
T-Mobile USA, Inc., 4.75%, 2/1/2028		955,000	981,262

			50,426,978

Total Corporate Bonds
(cost $74,040,607)			75,703,476


Foreign Government Security 0.9%
	Principal Amount		Value

QATAR 0.9%
Qatar Government Bond, 4.82%, 3/14/2049 (a)		1,135,000	1,313,763

Total Foreign Government Security
(cost $1,135,000)			1,313,763



Loan Participations 9.5%
	Principal Amount		Value

UNITED STATES 9.5%
Auto Components 0.4%
Trico Group LLC, Term Loan, (ICE LIBOR USD 3 Month + 7.00%), 9.33%, 2/2/2024 (c)		619,255	594,485

Commercial Services & Supplies 0.1%
West Corp., Term Loan, (ICE LIBOR USD 3 Month + 4.00%), 6.52%, 10/10/2024 (c)		120,399	112,272

Communications Equipment 0.3%
CommScope, Inc., Term Loan B2, (ICE LIBOR USD 1 Month + 3.25%), 5.48%, 4/6/2026 (c)		395,000	395,099

Containers & Packaging 0.3%
Kloeckner Pentaplast, Term Loan, (ICE LIBOR USD 1 Month + 4.25%), 6.48%, 6/30/2022 (c)		451,950	410,520


Loan Participations (continued)
	Principal Amount		Value

Diversified Telecommunication Services 1.8%
CenturyLink, Inc., Term Loan, (ICE LIBOR USD 1 Month + 2.75%), 4.98%, 1/31/2025 (c)	$	1,203,889	$ 1,195,690
Numericable US LLC, Term Loan B11, (ICE LIBOR USD 1 Month + 2.75%), 4.98%, 7/31/2025 (c)		439,875	423,380
Windstream Corp., Term Loan B, (ICE LIBOR USD 3 Month + 5.00%), 10.50%, 3/29/2021 (c)		350,278	358,678
Windstream Refinance, 1st Lien Term Loan, (ICE LIBOR USD 3 Month + 4.25%), 9.75%, 2/17/2024 (c)		615,000	620,123

			2,597,871

Equity Real Estate Investment Trusts (REITs) 0.2%
Iron Mountain, Inc., 1st Lien Term Loan B, (ICE LIBOR USD 1 Month + 1.75%), 3.98%, 1/2/2026 (c)		330,813	325,437

Food Products 0.9%
JBS USA LLC, Term Loan B, (ICE LIBOR USD 1 Month + 2.50%), 4.73%, 5/1/2026 (c)		1,376,550	1,379,041

Health Care Providers & Services 0.7%
RegionalCare Hospital Partners Holdings, Inc., Term Loan B, (ICE LIBOR USD 1 Month + 4.50%), 6.77%, 11/16/2025 (c)		1,059,675	1,065,503

Machinery 0.4%
Shape Technologies Group, Inc., Term Loan, (ICE LIBOR USD 3 Month + 3.00%), 5.26%, 4/19/2025 (c)		668,250	637,343

Media 0.3%
Diamond Sports Group LLC, Term Loan, (ICE LIBOR USD 3 Month + 0.00%), 0.00%, 7/17/2026 (c)		380,000	380,627

Metals & Mining 0.9%
Aleris International, Inc., 1st Lien Term Loan, (ICE LIBOR USD 1 Month + 4.75%), 6.98%, 2/27/2023 (c)		1,237,500	1,239,356
Big River Steel LLC, 1st Lien Term Loan B, (ICE LIBOR USD 3 Month + 5.00%), 7.33%, 8/23/2023 (c)		122,813	123,120

			1,362,476

Multiline Retail 0.5%
Neiman Marcus Group Ltd. LLC, 1st Lien Term Loan, (ICE LIBOR USD 1 Month + 6.00%), 8.38%, 10/25/2023 (c)		870,997	746,880

Personal Products 0.6%
Alphabet Holding Co., Inc., Term Loan, (ICE LIBOR USD 1 Month + 3.50%), 5.73%, 9/26/2024 (c)		893,041	843,923

Pharmaceuticals 0.3%
Bausch Health Cos., Inc., Term Loan, (ICE LIBOR USD 1 Month + 3.00%), 5.38%, 6/2/2025 (c)		399,169	400,466

Semiconductors & Semiconductor Equipment 0.3%
Microchip Technology, Inc., Term Loan, (ICE LIBOR USD 1 Month + 2.00%), 4.24%, 5/29/2025 (c)		508,779	508,143


Loan Participations (continued)
	Principal Amount		Value

Wireless Telecommunication Services 1.5%
SBA Senior Finance II LLC, 2nd Lien Term Loan, (ICE LIBOR USD 1 Month + 2.00%), 4.24%, 4/6/2025 (c)	$	1,321,650	$ 1,317,434
Sprint Communications, Inc., Term Loan, (ICE LIBOR USD 1 Month + 3.00%), 5.25%, 2/2/2024 (c)		810,925	810,163

			2,127,597

Total Loan Participations (cost $13,953,432)			13,887,683


Total Investments (cost $132,937,129) — 93.9%			136,924,344

Other assets in excess of liabilities — 6.1%			8,870,633


NET ASSETS — 100.0%			$ 145,794,977

†	Amount rounds to less than 0.1%.

(a)

(b)	Variable or floating rate security, the interest rate of which adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. The interest rate shown was the current rate as of July 31, 2019.

(c)	Variable or floating rate security, linked to the referenced benchmark. The interest rate shown was the current rate as of July 31, 2019.

(d)	Perpetual Bond Security. The rate reflected in the Statement of Investments is the rate in effect on July 31, 2019. The maturity date reflects the next call date.

(e)	Step Bond. Coupon rate is set for an initial period and then increases to a higher coupon rate at a specific date. The rate shown is the rate at July 31, 2019.


FHLMC		Federal Home Loan Mortgage Corp.
FNMA		Federal National Mortgage Association
GNMA		Government National Mortgage Association
ICE		Intercontinental Exchange
IO		Interest only
LIBOR		London Interbank Offered Rate
REIT		Real Estate Investment Trust
REMICS		Real Estate Mortgage Investment Conduits
SOFR		Secured Overnight Financing Rate

Currency:
EUR		Euro
GBP		British Pound
USD		United States Dollar

Centrally Cleared Credit default swap contracts outstanding - buy protection as of July 31, 2019⁽¹⁾:

At July 31, 2019, the Fund had $1,783,443 segregated as collateral for credit default swap contracts.

At July 31, 2019, the Fund had $601,246 segregated as collateral with the broker for open futures contracts.

• Level 2 — Other significant observable inputs (including quoted prices of similar securities, interest rates, prepayment speeds, credit risk, etc.)

• Level 3 — Significant unobservable inputs (including the Fund’s own assumptions in determining the fair value of investments)

Changes in valuation techniques may result in transfers into or out of an investment’s assigned level within the hierarchy.

Amounts designated as “–”, which may include fair valued securities, are zero or have been rounded to zero.

Credit Default Swap Contracts. The Fund entered into credit default swap contracts during the period ended July 31, 2019. Credit default swap contracts are either privately negotiated agreements between the Fund and a counterparty or traded through a futures commission merchant and cleared through a clearinghouse that serves as a central counterparty.

The Fund uses credit default swap contracts to manage broad credit market spread exposure. The Fund segregates liquid assets to cover its obligations under its credit default swap contracts. Upfront premiums received at the beginning of the initiation period are included in the “Payable for variation margin on centrally cleared credit default swap contracts”. These upfront premiums are amortized and accreted daily and are recorded as realized gains or losses upon maturity or termination of the credit default swap contract.

As the protection purchaser in a credit default swap contract, the Fund pays the counterparty a periodic stream of payments over the term of the contract, provided that no credit event or default (or similar event) occurs. However, the Fund is required to receive the par (or other agreed-upon) value of a referenced debt obligation from the counterparty in the event of a default (or similar event) by a third party, such as a U.S. or foreign issuer, on the debt obligation. If a credit event or default (or similar event) occurs, the Fund either (i) receives from the counterparty an amount equal to the notional amount of the swap and the counterparty takes delivery of the referenced obligation, other deliverable obligations or underlying securities comprising the referenced index, or (ii) receives from the counterparty a net settlement amount in the form of cash or securities to the notional amount of the swap and the recovery value of the referenced obligation or underlying securities comprising the referenced index. As the purchaser in a credit default swap contract, the Fund’s investment would generate income only in the event of an actual default (or similar event) by the issuer of the underlying obligation.

Credit default swap contracts are marked-to-market daily based on valuations from independent pricing services. Credit default swap contracts are generally categorized as Level 2 investments within the hierarchy.

Implied credit spreads are utilized in determining the market value of credit default swap agreements on credit indices and serve as an indicator of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. Implied credit spreads utilized in valuing the Fund’s investments as of July 31, 2019 are disclosed in the Statement of Investments. The implied credit spread of a particular referenced entity reflects the cost of selling protection on such entity’s debt, and may include upfront payments required to be made to enter into the agreement. For credit default swap agreements on credit indices, the quoted market prices and resulting value serve as the indicator of the current status of the payment/performance risk. Wider credit spreads represent a deterioration of the referenced entity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement.

Certain clearinghouses currently offer clearing for limited types of derivatives transactions, such as credit derivatives. In a centrally cleared credit default swap contract, immediately following execution of the swap agreement, the swap agreement is novated to a central counterparty (the “CCP”) and the Fund’s counterparty on the swap agreement becomes the CCP. The Fund is required to interface with the CCP through a broker. Upon entering into a centrally cleared swap contract, the Fund is required to deposit initial margin with the broker in the form of cash or securities in an amount that varies depending on the size and risk profile of the particular swap. Securities deposited as initial margin are designated on the Statement of Investments and cash deposited is recorded on the Statement of Assets and Liabilities as cash pledged for centrally cleared credit default swap contracts. The daily change in valuation of centrally cleared credit default swap contracts is recorded as a receivable or payable for variation margin on centrally cleared credit default swap contracts. Payments received from (paid to) the counterparty, including at termination, are recorded as realized gains (losses).

The Fund is subject to foreign currency exchange risk in the normal course of pursuing its objective(s). The Fund entered into forward foreign currency contracts in connection with planned purchases or sales of securities denominated in a foreign currency and/or to hedge the U.S. dollar value of portfolio securities denominated in a foreign currency. A forward foreign currency contract involves an obligation to purchase or sell a specific currency at a future date, which may be any fixed number of days from the date of the contract agreed upon by the parties, at a price set at the time of the contract. Forward foreign currency contracts are generally valued at the mean of the last quoted bid and ask prices, as provided by an independent pricing service approved by the Board of Trustees, and are generally categorized as Level 2 investments within the hierarchy. The market value of a forward foreign currency contract fluctuates with changes in foreign currency exchange rates. All commitments are marked-to-market daily at the applicable exchange rates and any resulting unrealized appreciation or depreciation is recorded. Realized gains or losses are recorded at the time the forward foreign currency contract matures or at the time of delivery of the currency. Forward foreign currency contracts entail the risk of unanticipated movements in the value of the foreign currency relative to the U.S. dollar, and the risk that the counterparties to the contracts may be unable to meet their obligations under the contract.

The Fund is subject to interest rate risk in the normal course of pursuing its objective(s). The Fund entered into financial futures contracts (“futures contracts”) to gain exposure to and/or hedge against changes in interest rates. Futures contracts are contracts for delayed delivery of securities or currencies at a specific future date and at a specific price or currency amount.

Upon entering into a futures contract, the Fund is required to segregate an initial margin deposit of cash and/or other assets equal to a certain percentage of the futures contract’s notional value. Under a futures contract, the Fund agrees to receive from or pay to a broker an amount of cash equal to the daily fluctuation in value of the futures contract. Subsequent receipts or payments, known as “variation margin” receipts or payments, are made each day, depending on the fluctuation in the fair value of the futures contract, and are recognized by the Fund as unrealized gains or losses. Futures contracts are generally valued daily at their settlement price as provided by an independent pricing service approved by the Board of Trustees, and are generally categorized as Level 1 investments within the hierarchy.

A “sale” of a futures contract means a contractual obligation to deliver the securities or foreign currency called for by the contract at a fixed price or amount at a specified time in the future. A “purchase” of a futures contract means a contractual obligation to acquire the securities or foreign currency at a fixed price at a specified time in the future. When a futures contract is closed, the Fund records a realized gain or loss equal to the difference between the value of the futures contract at the time it was opened and its value at the time it was closed.

Should market conditions change unexpectedly, the Fund may not achieve the anticipated benefits of futures contracts and may realize a loss. The use of futures contracts for hedging purposes involves the risk of imperfect correlation in the movements in the price of the futures contracts and the underlying assets. The Fund’s investments in futures contracts entail limited counterparty credit risk because the Fund invests only in exchange-traded futures contracts, which are settled through the exchange and whose fulfillment is guaranteed by the credit of the exchange.

The following tables provide a summary of the Fund’s derivative instruments categorized by risk exposure as of July 31, 2019:

Fair Values of Derivatives not Accounted for as Hedging Instruments as of July 31, 2019

(a) Centrally cleared credit default swap contracts are included in the table at unrealized appreciation/(depreciation).


Common Stocks 98.9%
	Shares		Value

Aerospace & Defense 0.3%
Vectrus, Inc. *		4,600	$	186,024



Airlines 0.7%
JetBlue Airways Corp. *		16,000		307,680
Mesa Air Group, Inc. *		15,400		157,696

				465,376



Auto Components 1.2%
Dana, Inc.		19,300		322,503
Modine Manufacturing Co. *		20,250		277,830
Tower International, Inc.		3,835		118,118

				718,451



Banks 14.7%
Associated Banc-Corp.		24,300		526,581
Bancorp, Inc. (The) *		21,500		208,120
Bank of Commerce Holdings		20,294		218,566
BankUnited, Inc.		11,400		392,274
Boston Private Financial Holdings, Inc.		20,900		241,186
CIT Group, Inc.		9,200		465,060
Civista Bancshares, Inc.		7,200		159,624
Financial Institutions, Inc.		15,000		461,850
First Bancorp/PR		8,300		89,308
Flushing Financial Corp.		6,500		132,340
Hilltop Holdings, Inc.		21,900		496,692
IBERIABANK Corp.		6,800		534,276
Independent Bank Corp.		8,300		180,442
International Bancshares Corp.		11,900		447,797
Mercantile Bank Corp.		6,100		204,960
MidWestOne Financial Group, Inc.		12,201		379,085
Northrim Bancorp, Inc.		7,817		304,629
OFG Bancorp		20,200		457,126
Orrstown Financial Services, Inc.		9,600		219,552
Peoples Bancorp, Inc.		6,100		197,701
Popular, Inc.		9,900		569,844
Premier Financial Bancorp, Inc.		12,956		202,373
Republic Bancorp, Inc., Class A		3,100		148,087
Shore Bancshares, Inc.		8,300		136,120
Synovus Financial Corp.		13,200		503,844
TCF Financial Corp.		22,100		472,498
TriCo Bancshares		5,000		188,750
Univest Financial Corp.		5,800		159,268
WesBanco, Inc.		12,600		460,908

				9,158,861



Biotechnology 3.5%
Akebia Therapeutics, Inc. *		14,900		62,431
Alpine Immune Sciences, Inc. *		100		424
Arcus Biosciences, Inc. *		13,300		105,203
Ardelyx, Inc. *		17,141		41,310
Arrowhead Pharmaceuticals, Inc. *(a)		4,100		119,146
BioSpecifics Technologies Corp. *		3,000		174,300
Deciphera Pharmaceuticals, Inc. *		3,700		81,770
Dicerna Pharmaceuticals, Inc. *		6,100		83,143
Eagle Pharmaceuticals, Inc. *		1,300		71,318
Esperion Therapeutics, Inc. *		1,700		67,473
Five Prime Therapeutics, Inc. *		13,000		66,430
Iovance Biotherapeutics, Inc. *		4,900		120,491
Jounce Therapeutics, Inc. *		22,800		109,212
Kura Oncology, Inc. *		8,500		162,520
MEI Pharma, Inc. *(a)		40,700		69,190
Retrophin, Inc. *		6,100		120,719
Rocket Pharmaceuticals, Inc. *		5,600		68,208
Sangamo Therapeutics, Inc. *		17,600		211,376
Translate Bio, Inc. *		13,200		105,864


Common Stocks (continued)
	Shares		Value

Biotechnology (continued)
Veracyte, Inc. *		4,600	$	130,502
Viking Therapeutics, Inc. *(a)		28,900		222,241

				2,193,271



Building Products 2.0%
Builders FirstSource, Inc. *		24,600		422,628
Masonite International Corp. *		8,300		442,390
Resideo Technologies, Inc. *		21,000		396,060

				1,261,078



Capital Markets 2.0%
Blucora, Inc. *		13,700		410,178
Cowen, Inc., Class A *		8,600		151,016
Oaktree Specialty Lending Corp.		59,000		314,470
Silvercrest Asset Management Group, Inc., Class A		11,100		159,063
Victory Capital Holdings, Inc., Class A *		10,336		184,704

				1,219,431



Chemicals 1.9%
Cabot Corp.		8,400		375,648
Kraton Corp. *		13,500		414,045
Tredegar Corp.		24,400		406,748

				1,196,441



Commercial Services & Supplies 2.9%
Acme United Corp.		8,300		172,640
CECO Environmental Corp. *		17,000		156,910
Ennis, Inc.		7,700		156,541
Heritage-Crystal Clean, Inc. *		2,000		56,100
Knoll, Inc.		21,500		521,375
Matthews International Corp., Class A		11,950		408,092
Steelcase, Inc., Class A		19,400		328,054

				1,799,712



Communications Equipment 1.1%
Clearfield, Inc. *		8,000		106,000
Comtech Telecommunications Corp.		6,900		205,344
Harmonic, Inc. *		5,000		37,350
NETGEAR, Inc. *		5,700		192,945
PC-Tel, Inc. *		33,700		155,694

				697,333



Construction & Engineering 3.2%
Arcosa, Inc.		11,100		416,250
Construction Partners, Inc., Class A *		9,300		145,359
EMCOR Group, Inc.		5,500		464,145
Granite Construction, Inc.		800		28,400
Great Lakes Dredge & Dock Corp. *		22,500		241,425
Limbach Holdings, Inc. *		21,300		189,144
MYR Group, Inc. *		4,500		162,540
Quanta Services, Inc.		9,500		355,490

				2,002,753



Consumer Finance 1.6%
Enova International, Inc. *		4,800		129,360
Navient Corp.		29,000		410,350
OneMain Holdings, Inc.		10,900		451,805

				991,515



Containers & Packaging 0.6%
Graphic Packaging Holding Co.		23,700		352,182



Diversified Consumer Services 0.5%
Career Education Corp. *		7,900		149,784


Common Stocks (continued)
	Shares		Value

Diversified Consumer Services (continued)
Laureate Education, Inc., Class A *		11,300	$	185,207

				334,991



Diversified Telecommunication Services 0.3%
IDT Corp., Class B *		17,100		173,736



Electric Utilities 2.1%
Genie Energy Ltd., Class B (a)		16,300		179,626
Portland General Electric Co.		20,600		1,129,910

				1,309,536



Electrical Equipment 0.9%
Atkore International Group, Inc. *		14,500		395,705
Orion Energy Systems, Inc. *		43,800		141,036

				536,741



Electronic Equipment, Instruments & Components 5.6%
Anixter International, Inc. *		7,200		463,392
Avnet, Inc.		7,100		322,482
Bel Fuse, Inc., Class B		8,294		136,768
Belden, Inc.		2,100		95,466
Insight Enterprises, Inc. *		8,700		478,674
Jabil, Inc.		15,000		463,200
Methode Electronics, Inc.		13,400		401,330
MTS Systems Corp.		1,900		109,478
PC Connection, Inc.		4,500		147,195
PCM, Inc. *		7,000		243,810
ScanSource, Inc. *		12,350		419,283
Vishay Precision Group, Inc. *		4,400		179,256

				3,460,334



Energy Equipment & Services 0.6%
Exterran Corp. *		8,300		113,295
ProPetro Holding Corp. *		14,300		259,259

				372,554



Equity Real Estate Investment Trusts (REITs) 8.0%
Apartment Investment & Management Co., Class A		5,000		247,700
BRT Apartments Corp.		3,700		51,652
CareTrust REIT, Inc.		13,000		301,990
Community Healthcare Trust, Inc.		5,100		209,559
CoreSite Realty Corp.		2,900		303,949
Corporate Office Properties Trust		5,900		164,728
CubeSmart		9,500		322,525
CyrusOne, Inc.		5,400		309,960
EPR Properties		4,000		297,720
Front Yard Residential Corp.		24,700		296,647
GEO Group, Inc. (The)		18,100		322,361
Getty Realty Corp.		6,100		182,878
Independence Realty Trust, Inc.		4,300		53,105
Jernigan Capital, Inc.		15,800		313,472
Liberty Property Trust		5,900		308,570
NexPoint Residential Trust, Inc.		7,400		319,384
Rexford Industrial Realty, Inc.		7,300		302,220
Sotherly Hotels, Inc.		20,900		148,390
STORE Capital Corp.		7,300		249,733
Sunstone Hotel Investors, Inc.		23,300		307,793

				5,014,336



Food & Staples Retailing 0.4%
Ingles Markets, Inc., Class A		5,600		176,288
Performance Food Group Co. *		1,000		43,850

				220,138



Food Products 1.0%
Fresh Del Monte Produce, Inc.		6,900		209,277
John B Sanfilippo & Son, Inc.		2,190		190,333
Pilgrim’s Pride Corp. *		7,750		209,715

				609,325


Common Stocks (continued)
	Shares		Value

Health Care Equipment & Supplies 1.7%
Accuray, Inc. *		27,400	$	113,436
Apyx Medical Corp. *		18,922		136,995
Cardiovascular Systems, Inc. *		3,300		151,239
FONAR Corp. *		5,738		140,811
Pro-Dex, Inc. *		7,081		100,692
SeaSpine Holdings Corp. *		9,400		119,474
Sientra, Inc. *		25,000		152,500
Tactile Systems Technology, Inc. *		2,200		127,028

				1,042,175



Health Care Providers & Services 2.5%
MEDNAX, Inc. *		17,450		428,746
National HealthCare Corp.		2,160		189,216
National Research Corp.		1,800		121,356
R1 RCM, Inc. *		17,600		221,408
Select Medical Holdings Corp. *		25,700		430,218
Triple-S Management Corp., Class B *		6,306		151,218

				1,542,162



Health Care Technology 0.5%
MTBC, Inc. *		6,253		29,702
Simulations Plus, Inc.		7,300		283,386

				313,088



Hotels, Restaurants & Leisure 1.4%
Del Taco Restaurants, Inc. *		12,400		150,288
Everi Holdings, Inc. *		15,700		188,557
Extended Stay America, Inc.		23,500		392,920
RCI Hospitality Holdings, Inc.		9,400		159,330

				891,095



Household Durables 0.2%
Century Communities, Inc. *		4,800		132,336



Household Products 0.1%
Oil-Dri Corp. of America		2,495		88,398



Independent Power and Renewable Electricity Producers 0.2%
Atlantic Power Corp. *		58,600		140,054



Insurance 2.8%
Assurant, Inc.		3,500		396,760
CNO Financial Group, Inc.		10,500		177,555
Hallmark Financial Services, Inc. *		13,000		201,500
Old Republic International Corp.		19,500		444,795
Third Point Reinsurance Ltd. *		37,000		372,960
Universal Insurance Holdings, Inc.		5,500		136,455

				1,730,025



Interactive Media & Services 0.3%
Meet Group, Inc. (The) *		47,800		164,432



Internet & Direct Marketing Retail 0.8%
1-800-Flowers.com, Inc., Class A *		8,900		174,262
Expedia Group, Inc.		2,520		334,505

				508,767



IT Services 4.0%
CACI International, Inc., Class A *		1,900		408,785
Conduent, Inc. *		14,500		131,950
Hackett Group, Inc. (The)		9,400		154,348
ManTech International Corp., Class A		5,000		343,900
Perficient, Inc. *		3,700		126,429
Perspecta, Inc.		17,400		405,942
Presidio, Inc.		14,780		206,920
Sykes Enterprises, Inc. *		10,800		305,532
TTEC Holdings, Inc.		9,200		431,664

				2,515,470



Life Sciences Tools & Services 0.3%
Fluidigm Corp. *		8,900		104,575


Common Stocks (continued)
	Shares		Value

Life Sciences Tools & Services (continued)
Quanterix Corp. *		2,800	$	86,744

				191,319



Machinery 4.5%
Blue Bird Corp. *		7,900		163,688
Commercial Vehicle Group, Inc. *		6,900		56,028
Crane Co.		4,800		401,760
EnPro Industries, Inc.		3,100		220,224
LB Foster Co., Class A *		7,900		190,943
Milacron Holdings Corp. *		16,200		272,808
Oshkosh Corp.		4,800		401,136
Park-Ohio Holdings Corp.		5,300		162,180
Spartan Motors, Inc.		12,700		152,654
SPX FLOW, Inc. *		8,800		356,928
Wabash National Corp.		25,600		405,248

				2,783,597



Marine 0.5%
Matson, Inc.		7,600		310,916



Media 1.1%
Entravision Communications Corp., Class A		53,900		175,714
Fluent, Inc. *		28,900		150,280
Salem Media Group, Inc.		65,809		136,883
TechTarget, Inc. *		8,300		191,066

				653,943



Metals & Mining 1.1%
Mayville Engineering Co., Inc. *		6,000		79,020
Ramaco Resources, Inc. *		31,800		154,866
Ryerson Holding Corp. *		21,500		175,440
Steel Dynamics, Inc.		5,000		157,550
SunCoke Energy, Inc. *		17,600		133,584

				700,460



Mortgage Real Estate Investment Trusts (REITs) 1.0%
Arbor Realty Trust, Inc.		23,400		285,246
Blackstone Mortgage Trust, Inc., Class A		3,800		134,976
New Residential Investment Corp.		12,000		188,280

				608,502



Multi-Utilities 2.4%
Black Hills Corp.		7,470		591,250
NorthWestern Corp.		12,800		894,976

				1,486,226



Oil, Gas & Consumable Fuels 1.3%
Bonanza Creek Energy, Inc. *		7,400		161,320
CVR Energy, Inc.		1,600		84,912
Dorian LPG Ltd. *		17,100		156,465
International Seaways, Inc. *		9,700		164,997
Midstates Petroleum Co., Inc. *		14,700		66,885
Peabody Energy Corp.		8,200		172,692

				807,271



Paper & Forest Products 0.9%
Schweitzer-Mauduit International, Inc.		12,200		420,046
Verso Corp., Class A *		9,800		158,564

				578,610



Pharmaceuticals 1.3%
Amphastar Pharmaceuticals, Inc. *		6,300		126,945
ANI Pharmaceuticals, Inc. *		2,000		169,180
Collegium Pharmaceutical, Inc. *		11,000		120,670
Cumberland Pharmaceuticals, Inc. *		14,516		84,918
Cymabay Therapeutics, Inc. *		8,700		53,766
Prestige Consumer Healthcare, Inc. *		4,300		148,780


Common Stocks (continued)
	Shares		Value

Pharmaceuticals (continued)
SCYNEXIS, Inc. *		119,440	$	133,773

				838,032



Professional Services 2.2%
CRA International, Inc.		1,500		65,130
DLH Holdings Corp. *		32,500		156,000
ICF International, Inc.		2,000		170,380
Kelly Services, Inc., Class A		18,300		509,289
Korn Ferry		8,800		345,664
TrueBlue, Inc. *		7,400		146,298

				1,392,761



Road & Rail 0.3%
Universal Logistics Holdings, Inc.		8,059		158,682



Semiconductors & Semiconductor Equipment 2.8%
ACM Research, Inc., Class A *		8,700		151,641
Amtech Systems, Inc. *		27,000		158,760
FormFactor, Inc. *		25,700		431,246
Photronics, Inc. *		15,400		148,302
Rambus, Inc. *		23,000		286,580
Ultra Clean Holdings, Inc. *		9,800		142,982
Xperi Corp.		20,650		440,877

				1,760,388



Software 0.9%
Agilysys, Inc. *		6,800		166,804
GlobalSCAPE, Inc.		11,800		164,610
Progress Software Corp.		5,700		246,753

				578,167



Specialty Retail 0.6%
Sonic Automotive, Inc., Class A		12,500		344,625



Textiles, Apparel & Luxury Goods 1.6%
Kontoor Brands, Inc. *		12,300		360,759
Rocky Brands, Inc.		6,696		211,058
Steven Madden Ltd.		7,700		265,727
Vera Bradley, Inc. *		13,900		163,325

				1,000,869



Thrifts & Mortgage Finance 3.7%
Flagstar Bancorp, Inc.		7,200		248,256
Home Bancorp, Inc.		4,200		156,912
MGIC Investment Corp. *		46,400		596,240
Radian Group, Inc.		26,700		608,760
Riverview Bancorp, Inc.		24,800		210,800
Timberland Bancorp, Inc.		6,000		165,840
Walker & Dunlop, Inc.		5,200		303,368

				2,290,176



Tobacco 0.6%
Turning Point Brands, Inc.		2,300		85,399
Universal Corp.		4,700		279,650

				365,049



Trading Companies & Distributors 1.6%
Applied Industrial Technologies, Inc.		7,200		438,048
Herc Holdings, Inc. *		9,200		415,288
WESCO International, Inc. *		3,100		157,294

				1,010,630



Wireless Telecommunication Services 0.6%
Telephone & Data Systems, Inc.		12,200		394,548

Total Common Stocks (cost $57,968,751)				61,596,892


Exchange Traded Fund 0.6%
	Shares		Value


Vanguard Small-Cap Value ETF		2,600	$	341,952

Total Exchange Traded Fund (cost $337,952)				341,952


Short-Term Investment 0.1%
		Shares		Value

Money Market Fund 0.1%
Fidelity Investments Money Market Government Portfolio — Institutional Class, 2.23% (b)(c)		83,379		83,379

Total Short-Term Investment (cost $83,379)				83,379


Repurchase Agreement 0.4%
	Principal Amount		Value

BNP Paribas Securities Corp., 2.53%, dated 7/31/2019, due 8/1/2019, repurchase price $262,633, collateralized by U.S. Treasury Note, 1.50%, maturing 8/15/2026; total market value $267,959. (c)	$	262,615		262,615

Total Repurchase Agreement (cost $262,615)				262,615


Total Investments (cost $58,652,697) — 100.0%				62,284,838
Other assets in excess of liabilities — 0.0%^†				7,233


NET ASSETS — 100.0%			$	62,292,071

*	Denotes a non-income producing security.

^†	Amount rounds to less than 0.1%.

(a)

The security or a portion of this security is on loan at July 31, 2019. The total value of securities on loan at July 31, 2019 was $332,093, which was collateralized by cash used to purchase a money market fund and a repurchase agreement with a value of $83,379 and $262,615, respectively, a total value of $345,994.

(b)	Represents 7-day effective yield as of July 31, 2019.

(c)	Security was purchased with cash collateral held from securities on loan. The total value of securities purchased with cash collateral as of July 31, 2019 was $345,994.


CVR		Contingent Value Rights
ETF		Exchange Traded Fund
REIT		Real Estate Investment Trust

• Level 2 — Other significant observable inputs (including quoted prices of similar securities, interest rates, prepayment speeds, credit risk, etc.)

• Level 3 — Significant unobservable inputs (including the Fund’s own assumptions in determining the fair value of investments)

Changes in valuation techniques may result in transfers into or out of an investment’s assigned level within the hierarchy.

Amounts designated as “–”, which may include fair valued securities, are zero or have been rounded to zero.


Common Stocks 95.6%
	Shares		Value


ARGENTINA 1.9%
Internet & Direct Marketing Retail 1.2%
MercadoLibre, Inc. *		600	$	372,852

Software 0.7%
Globant SA *		2,000		212,000

				584,852




BRAZIL 9.3%
Banks 2.3%
Banco Bradesco SA, ADR		12,000		108,480
Banco do Estado do Rio Grande do Sul SA (Preference), Class B		50,000		308,018
Banco Santander Brasil SA, ADR		25,000		282,000

				698,498

Capital Markets 1.3%
B3 SA - Brasil Bolsa Balcao		35,000		386,927

Diversified Consumer Services 0.9%
YDUQS Part		30,000		269,629

Diversified Telecommunication Services 0.5%
Telefonica Brasil SA, ADR		10,000		136,400

Electric Utilities 0.4%
EDP - Energias do Brasil SA		25,000		126,364

Insurance 0.8%
IRB Brasil Resseguros S/A		10,000		248,929

Metals & Mining 1.7%
Vale SA, ADR		40,000		519,600

Oil, Gas & Consumable Fuels 1.4%
Petroleo Brasileiro SA, ADR *		28,000		421,400

				2,807,747




CHINA 32.4%
Auto Components 0.4%
Tianneng Power International Ltd.		150,000		119,907

Automobiles 0.4%
BAIC Motor Corp. Ltd., Class H Reg. S (a)		200,000		126,176

Banks 5.8%
Bank of China Ltd., Class H		350,000		142,057
China CITIC Bank Corp. Ltd., Class H		440,000		244,533
China Construction Bank Corp., Class H		680,000		523,516
China Merchants Bank Co. Ltd., Class H		70,000		348,674
Industrial & Commercial Bank of China Ltd., Class H		680,000		457,717

				1,716,497

Construction & Engineering 0.9%
China Communications Services Corp. Ltd., Class H		275,000		192,323
Sinopec Engineering Group Co. Ltd., Class H		110,000		86,495

				278,818

Construction Materials 0.7%
China Resources Cement Holdings Ltd.		220,000		202,799

Diversified Consumer Services 0.5%
New Oriental Education & Technology Group, Inc., ADR *		1,300		135,603

Diversified Financial Services 0.4%
Far East Horizon Ltd.		125,000		115,728

Diversified Telecommunication Services 0.6%
China Telecom Corp. Ltd., Class H		200,000		89,644
China Unicom Hong Kong Ltd.		90,000		87,197

				176,841


Common Stocks (continued)
	Shares		Value


CHINA (continued)
Electronic Equipment, Instruments & Components 0.4%
Kingboard Holdings Ltd.		50,000	$	122,970

Food Products 0.3%
Dali Foods Group Co. Ltd. Reg. S (a)		150,000		93,403

Gas Utilities 0.9%
China Resources Gas Group Ltd.		54,000		274,743

Health Care Providers & Services 0.3%
Sinopharm Group Co. Ltd., Class H		24,923		91,980

Hotels, Restaurants & Leisure 1.4%
Yum China Holdings, Inc.		9,000		409,500

Industrial Conglomerates 0.7%
CITIC Ltd.		150,000		198,069

Insurance 1.2%
Ping An Insurance Group Co. of China Ltd., Class H		30,000		355,824

Interactive Media & Services 5.3%
Baidu, Inc., ADR *		1,000		111,700
Tencent Holdings Ltd.		32,000		1,496,651

				1,608,351

Internet & Direct Marketing Retail 5.1%
Alibaba Group Holding Ltd., ADR *		7,500		1,298,325
Vipshop Holdings Ltd., ADR *		30,000		228,000

				1,526,325

Machinery 1.1%
Sinotruk Hong Kong Ltd.		70,000		103,251
Weichai Power Co. Ltd., Class H		150,000		232,244

				335,495

Oil, Gas & Consumable Fuels 1.8%
China Petroleum & Chemical Corp., Class H		300,000		193,253
China Shenhua Energy Co. Ltd., Class H		100,000		198,128
CNOOC Ltd.		90,000		148,013

				539,394

Pharmaceuticals 0.3%
China Resources Pharmaceutical Group Ltd. Reg. S (a)		80,000		87,356

Real Estate Management & Development 0.9%
China Overseas Land & Investment Ltd.		30,000		102,684
Guangzhou R&F Properties Co. Ltd., Class H		100,000		182,089

				284,773

Technology Hardware, Storage & Peripherals 0.9%
Lenovo Group Ltd.		350,000		281,184

Textiles, Apparel & Luxury Goods 0.8%
Li Ning Co. Ltd.		100,000		245,055

Wireless Telecommunication Services 1.3%
China Mobile Ltd.		45,000		383,047

				9,709,838




COLOMBIA 2.8%
Banks 1.8%
Bancolombia SA, ADR		5,500		274,340
Grupo Aval Acciones y Valores SA, ADR		35,000		262,850

				537,190

Oil, Gas & Consumable Fuels 1.0%
Ecopetrol SA, ADR		17,000		304,810

				842,000


Common Stocks (continued)
	Shares		Value


EGYPT 1.9%
Banks 1.9%
Commercial International Bank Egypt SAE (Registered), GDR Reg. S		135,000	$	580,169




HUNGARY 2.4%
Banks 1.3%
OTP Bank Nyrt.		10,000		416,856

Oil, Gas & Consumable Fuels 0.6%
MOL Hungarian Oil & Gas plc		17,300		176,043

Pharmaceuticals 0.5%
Richter Gedeon Nyrt		8,000		140,662

				733,561




INDIA 11.2%
Airlines 0.7%
InterGlobe Aviation Ltd. Reg. S (a)		9,000		204,463

Banks 0.6%
ICICI Bank Ltd., ADR		15,000		183,150

Consumer Finance 0.7%
Muthoot Finance Ltd.		25,000		220,779

Diversified Financial Services 0.6%
REC Ltd.		90,000		183,206

Food Products 1.1%
Nestle India Ltd.		2,000		339,168

Gas Utilities 0.6%
GAIL India Ltd.		100,000		185,788

Independent Power and Renewable Electricity Producers 0.6%
NTPC Ltd.		100,000		183,878

IT Services 3.5%
Infosys Ltd., ADR		36,000		407,520
Tata Consultancy Services Ltd.		10,000		319,817
Tech Mahindra Ltd.		14,000		129,412
Wipro Ltd.		46,666		179,995

				1,036,744

Metals & Mining 0.5%
Hindalco Industries Ltd.		50,000		138,176

Oil, Gas & Consumable Fuels 1.3%
Hindustan Petroleum Corp. Ltd.		40,000		155,197
Reliance Industries Ltd. *		13,000		220,197

				375,394

Pharmaceuticals 1.0%
Dr Reddy’s Laboratories Ltd.		8,000		298,839

				3,349,585




INDONESIA 5.0%
Banks 2.1%
Bank Negara Indonesia Persero Tbk. PT		320,000		188,618
Bank Rakyat Indonesia Persero Tbk. PT		1,400,000		446,145

				634,763

Diversified Telecommunication Services 1.1%
Telekomunikasi Indonesia Persero Tbk. PT		1,100,000		336,343

Food Products 0.6%
Indofood CBP Sukses Makmur Tbk. PT		220,000		167,347

Gas Utilities 0.4%
Perusahaan Gas Negara Tbk. PT		900,000		131,276

Media 0.3%
Surya Citra Media Tbk. PT		800,000		88,267

Real Estate Management & Development 0.5%
Pakuwon Jati Tbk. PT		3,000,000		156,788

				1,514,784


Common Stocks (continued)
	Shares		Value


MEXICO 1.9%
Food & Staples Retailing 0.6%
Wal-Mart de Mexico SAB de CV		60,000	$	177,022

Transportation Infrastructure 0.7%
Grupo Aeroportuario del Centro Norte SAB de CV, ADR		4,000		197,280

Wireless Telecommunication Services 0.6%
America Movil SAB de CV, Class L, ADR		15,000		209,850

				584,152




PAKISTAN 0.8%
Banks 0.3%
MCB Bank Ltd.		70,000		76,745

Chemicals 0.2%
Engro Fertilizers Ltd.		200,000		80,700

Oil, Gas & Consumable Fuels 0.3%
Oil & Gas Development Co. Ltd.		100,000		79,369

				236,814




RUSSIA 6.4%
Banks 1.5%
Sberbank of Russia PJSC, ADR		15,000		223,800
Sberbank of Russia PJSC, ADR		15,000		223,462

				447,262

Metals & Mining 1.7%
MMC Norilsk Nickel PJSC, ADR		12,000		277,066
Severstal PJSC, GDR Reg. S		15,000		240,889

				517,955

Oil, Gas & Consumable Fuels 3.2%
Gazprom PJSC, ADR		35,000		256,571
LUKOIL PJSC, ADR		7,000		570,151
Rosneft Oil Co. PJSC, GDR Reg. S		20,000		131,935

				958,657

				1,923,874




SINGAPORE 0.5%
Entertainment 0.5%
IGG, Inc.		170,000		162,010




SOUTH AFRICA 2.3%
Capital Markets 0.5%
Investec Ltd.		24,000		136,804

Internet & Direct Marketing Retail 1.1%
Naspers Ltd., Class N		1,500		364,939

Metals & Mining 0.7%
Kumba Iron Ore Ltd.		6,000		198,780

				700,523




SOUTH KOREA 8.1%
Automobiles 0.5%
Kia Motors Corp.		4,000		146,603

Banks 0.5%
KB Financial Group, Inc.		4,000		146,457

Electronic Equipment, Instruments & Components 0.5%
SFA Engineering Corp.		5,000		157,893

Household Durables 0.7%
LG Electronics, Inc.		4,000		219,532

IT Services 0.4%
Samsung SDS Co. Ltd.		700		121,998

Metals & Mining 0.8%
POSCO		1,200		227,930

Oil, Gas & Consumable Fuels 0.5%
SK Innovation Co. Ltd.		1,000		143,343


Common Stocks (continued)
	Shares		Value


SOUTH KOREA (continued)
Technology Hardware, Storage & Peripherals 3.3%
Samsung Electronics Co. Ltd.		26,000	$	991,985

Textiles, Apparel & Luxury Goods 0.5%
LF Corp.		7,000		144,651

Wireless Telecommunication Services 0.4%
SK Telecom Co. Ltd.		600		125,483

				2,425,875




TAIWAN 6.7%
Capital Markets 0.7%
Yuanta Financial Holding Co. Ltd.		400,000		224,691

Chemicals 0.4%
Grand Pacific Petrochemical *		200,000		131,080

Diversified Financial Services 0.6%
Chailease Holding Co. Ltd.		41,200		173,735

Electronic Equipment, Instruments & Components 0.7%
Zhen Ding Technology Holding Ltd.		60,000		219,348

Semiconductors & Semiconductor Equipment 3.6%
Taiwan Semiconductor Manufacturing Co. Ltd., ADR		25,000		1,065,750

Textiles, Apparel & Luxury Goods 0.7%
Ruentex Industries Ltd. *		100,000		212,871


				2,027,475




UNITED STATES 2.0%
Food Products 2.0%
JBS SA		90,000		587,210


Total Common Stocks (cost $25,761,437)				28,770,469


Exchange Traded Fund 2.2%
	Shares		Value


UNITED STATES 2.2%
VanEck Vectors Vietnam ETF (b)		40,000		647,200


Total Exchange Traded Fund (cost $724,776)				647,200


Short-Term Investment 0.5%
	Shares		Value


Money Market Fund 0.5%
Fidelity Investments Money Market Government Portfolio — Institutional Class, 2.23%(c)(d)		156,982		156,982


Total Short-Term Investment (cost $156,982)				156,982


Repurchase Agreement 1.6%
	Principal Amount		Value


BNP Paribas Securities Corp., 2.53%, dated 7/31/2019, due 8/1/2019, repurchase price $494,473, collateralized by U.S. Treasury Note, 1.50%, maturing 8/15/2026; total market value $504,501.(d)	$	494,438	$	494,438


Total Repurchase Agreement (cost $494,438)				494,438


Total Investments (cost $27,137,633) — 99.9%				30,069,089

Other assets in excess of liabilities — 0.1%				21,802


NET ASSETS — 100.0%			$	30,090,891

*	Denotes a non-income producing security.

(a)

(b)

The security or a portion of this security is on loan at July 31, 2019. The total value of securities on loan at July 31, 2019 was $640,728, which was collateralized by cash used to purchase a money market fund and a repurchase agreement with a value of $156,982 and $494,438, respectively, a total value of $651,420.

(c)	Represents 7-day effective yield as of July 31, 2019.

(d)	Security was purchased with cash collateral held from securities on loan. The total value of securities purchased with cash collateral as of July 31, 2019 was $651,420.


ADR		American Depositary Receipt
ETF		Exchange Traded Fund
GDR		Global Depositary Receipt
Preference		A special type of equity investment that shares in the earnings of the company, has limited voting rights, and may have a dividend preference. Preference shares may also have liquidation preference.
Reg. S		Regulation S - Security was purchased pursuant to Regulation S under the Securities Act of 1933, which exempts from registration securities offered and sold outside of the United States. Such security cannot be sold in the United States without either an effective registration statement filed pursuant to the Securities Act of 1933 or pursuant to an exemption from registration. Currently there is no restriction on trading this security.

• Level 2 — Other significant observable inputs (including quoted prices of similar securities, interest rates, prepayment speeds, credit risk, etc.)

• Level 3 — Significant unobservable inputs (including the Fund’s own assumptions in determining the fair value of investments)

Changes in valuation techniques may result in transfers into or out of an investment’s assigned level within the hierarchy.

Equity securities listed on a non-U.S. exchange (“non-U.S. securities”) are generally fair valued daily by an independent fair value pricing service approved by the Board of Trustees. The fair valuations for non-U.S. securities may not be the same as quoted or published prices of the securities on the exchange on which such securities trade. Such securities are categorized as Level 2 investments within the hierarchy. If daily fair value prices from the independent fair value pricing service are not available, such non-U.S. securities are generally valued at the last quoted sale price at the close of an exchange on which the security is traded and categorized as Level 1 investments within the hierarchy. Values of foreign securities, currencies, and other assets and liabilities denominated in foreign currencies are translated into U.S. dollars at the exchange rate of said currencies against the U.S. dollar, as of Valuation Time, as provided by an independent pricing service approved by the Board of Trustees.


Common Stocks 97.6%
	Shares		Value

ARGENTINA 0.9%
Internet & Direct Marketing Retail 0.4%
MercadoLibre, Inc. *		1,500	$	932,130

Software 0.5%
Globant SA *		10,000		1,060,000

				1,992,130




AUSTRALIA 8.1%
Banks 0.4%
Commonwealth Bank of Australia		15,000		842,476

Biotechnology 1.0%
CSL Ltd.		14,000		2,186,068

Capital Markets 2.1%
ASX Ltd.		45,000		2,708,184
Macquarie Group Ltd.		6,000		524,274
Magellan Financial Group Ltd.		25,000		1,052,967

				4,285,425

Equity Real Estate Investment Trusts (REITs) 0.8%
Goodman Group		175,000		1,768,010

Food Products 0.2%
Inghams Group Ltd.		150,000		414,593

Health Care Equipment & Supplies 0.6%
Cochlear Ltd.		9,000		1,345,485

Hotels, Restaurants & Leisure 0.7%
Aristocrat Leisure Ltd.		70,000		1,461,480

Metals & Mining 1.9%
BHP Group Ltd.		70,000		1,933,590
BHP Group plc		35,000		835,748
Rio Tinto plc		22,000		1,249,185

				4,018,523

Multiline Retail 0.4%
Wesfarmers Ltd.		30,000		801,724

				17,123,784




BRAZIL 1.4%
Banks 0.3%
Banco Bradesco SA, ADR		60,000		542,400

Capital Markets 0.3%
B3 SA - Brasil Bolsa Balcao		80,000		884,406

Diversified Telecommunication Services 0.4%
Telefonica Brasil SA, ADR		60,000		818,400

Metals & Mining 0.4%
Vale SA		60,000		783,104

				3,028,310




CANADA 0.6%
Food & Staples Retailing 0.3%
Empire Co. Ltd., Class A		25,000		661,653

Software 0.3%
Open Text Corp.		15,000		639,756

				1,301,409




CHINA 0.3%
Banks 0.3%
BOC Hong Kong Holdings Ltd.		170,000		650,640




COLOMBIA 0.8%
Banks 0.5%
Bancolombia SA, ADR		12,000		598,560
Grupo Aval Acciones y Valores SA, ADR		80,000		600,800

				1,199,360


Common Stocks (continued)
	Shares		Value

COLOMBIA (continued)
Oil, Gas & Consumable Fuels 0.3%
Ecopetrol SA, ADR		30,000	$	537,900

				1,737,260




DENMARK 0.5%
Pharmaceuticals 0.5%
Novo Nordisk A/S, Class B		21,000		1,007,930




EGYPT 1.0%
Banks 1.0%
Commercial International Bank Egypt SAE (Registered), GDR Reg. S		487,693		2,095,883




FINLAND 0.5%
Multiline Retail 0.2%
Tokmanni Group Corp.		55,000		497,065

Oil, Gas & Consumable Fuels 0.3%
Neste OYJ		18,000		595,020

				1,092,085




FRANCE 12.4%
Aerospace & Defense 0.3%
Thales SA		5,000		563,454

Auto Components 0.7%
Faurecia SE		31,500		1,486,644

Automobiles 1.0%
Peugeot SA		90,000		2,113,485

Chemicals 1.0%
Air Liquide SA		15,000		2,070,168

Construction & Engineering 2.1%
Bouygues SA		15,000		535,857
Eiffage SA		30,000		2,960,683
Vinci SA		8,500		871,138

				4,367,678

Electrical Equipment 1.0%
Schneider Electric SE		25,000		2,152,428

Food & Staples Retailing 0.3%
Carrefour SA		38,000		730,172

Food Products 0.5%
Danone SA		13,000		1,127,095

IT Services 0.4%
Capgemini SE		7,500		951,413

Media 0.7%
Lagardere SCA		70,000		1,587,231

Multi-Utilities 0.3%
Engie SA		46,000		704,406

Oil, Gas & Consumable Fuels 1.1%
TOTAL SA		45,000		2,331,757

Personal Products 1.3%
L’Oreal SA		10,000		2,673,928

Pharmaceuticals 0.5%
Ipsen SA		4,000		458,427
Sanofi		7,500		625,790

				1,084,217

Textiles, Apparel & Luxury Goods 1.2%
Kering SA		2,320		1,198,419
LVMH Moet Hennessy Louis Vuitton SE		3,500		1,447,226

				2,645,645

				26,589,721


Common Stocks (continued)
	Shares		Value

GERMANY 4.2%
Aerospace & Defense 0.5%
MTU Aero Engines AG		4,500	$	1,125,527

Construction Materials 0.2%
HeidelbergCement AG		7,000		508,236

Diversified Telecommunication Services 0.3%
Deutsche Telekom AG (Registered)		40,000		657,866

Insurance 1.4%
Allianz SE (Registered)		12,000		2,797,441

Professional Services 0.7%
Amadeus Fire AG		11,536		1,569,026

Textiles, Apparel & Luxury Goods 0.5%
adidas AG		3,000		962,046

Transportation Infrastructure 0.6%
Hamburger Hafen und Logistik AG		50,128		1,266,788

				8,886,930




HONG KONG 6.3%
Banks 1.0%
Dah Sing Banking Group Ltd.		950,000		1,654,519
Hang Seng Bank Ltd.		23,000		545,250

				2,199,769

Consumer Finance 0.3%
Sun Hung Kai & Co. Ltd.		1,200,000		549,434

Diversified Telecommunication Services 0.3%
HKT Trust & HKT Ltd.		400,000		639,094

Electric Utilities 0.5%
CLP Holdings Ltd.		90,000		975,470

Food Products 0.4%
WH Group Ltd. Reg. S (a)		850,000		828,824

Hotels, Restaurants & Leisure 0.2%
Cafe de Coral Holdings Ltd.		126,000		419,200

Industrial Conglomerates 0.9%
CK Hutchison Holdings Ltd.		200,000		1,871,114

Insurance 0.5%
AIA Group Ltd.		100,000		1,019,331

Real Estate Management & Development 2.2%
CK Asset Holdings Ltd.		250,000		1,880,601
New World Development Co. Ltd.		1,000,000		1,399,763
Sun Hung Kai Properties Ltd.		55,000		883,916
Swire Pacific Ltd., Class A		70,000		794,693

				4,958,973

				13,461,209




HUNGARY 1.1%
Banks 0.6%
OTP Bank Nyrt.		30,000		1,250,568

Oil, Gas & Consumable Fuels 0.3%
MOL Hungarian Oil & Gas plc		65,000		661,434

Pharmaceuticals 0.2%
Richter Gedeon Nyrt		26,000		457,151

				2,369,153




INDIA 0.5%
IT Services 0.5%
Infosys Ltd., ADR		100,000		1,132,000




INDONESIA 1.7%
Banks 0.7%
Bank Negara Indonesia Persero Tbk. PT		800,000		471,545
Bank Rakyat Indonesia Persero Tbk. PT		3,600,000		1,147,233

				1,618,778

Diversified Telecommunication Services 0.4%
Telekomunikasi Indonesia Persero Tbk. PT		2,500,000		764,416


Common Stocks (continued)
	Shares		Value

INDONESIA (continued)
Food Products 0.3%
Indofood CBP Sukses Makmur Tbk. PT		900,000	$	684,600

Gas Utilities 0.3%
Perusahaan Gas Negara Tbk. PT		4,300,000		627,206

				3,695,000




ISRAEL 2.1%
Banks 0.9%
Bank Leumi Le-Israel BM		170,000		1,239,889
Israel Discount Bank Ltd., Class A		180,000		780,146

				2,020,035

Software 1.2%
CyberArk Software Ltd. *		12,000		1,666,560
Nice Ltd., ADR *		5,000		763,600

				2,430,160

				4,450,195




ITALY 1.3%
Automobiles 0.4%
Ferrari NV		5,000		804,099

Electric Utilities 0.5%
Enel SpA		150,000		1,027,974

Oil, Gas & Consumable Fuels 0.4%
Eni SpA		60,000		939,296

				2,771,369




JAPAN 16.6%
Auto Components 0.7%
Bridgestone Corp.		20,900		784,531
Denso Corp.		15,000		636,513

				1,421,044

Automobiles 1.5%
Mazda Motor Corp.		64,000		630,318
Suzuki Motor Corp.		12,800		499,818
Toyota Motor Corp.		25,000		1,608,212
Yamaha Motor Co. Ltd.		35,000		613,028

				3,351,376

Banks 1.0%
Sumitomo Mitsui Financial Group, Inc.		60,000		2,100,939

Chemicals 1.5%
Mitsui Chemicals, Inc.		60,000		1,373,588
Teijin Ltd.		100,000		1,731,644

				3,105,232

Commercial Services & Supplies 0.8%
Kokuyo Co. Ltd.		130,000		1,752,789

Construction & Engineering 0.8%
Obayashi Corp.		175,000		1,654,716

Diversified Financial Services 0.3%
ORIX Corp.		45,000		643,403

Diversified Telecommunication Services 1.0%
Nippon Telegraph & Telephone Corp.		45,000		2,030,985

Electronic Equipment, Instruments & Components 1.4%
Hitachi Ltd.		60,000		2,134,137
Topcon Corp.		73,000		855,741

				2,989,878

Entertainment 1.0%
Nintendo Co. Ltd.		6,000		2,198,227

Health Care Equipment & Supplies 0.7%
Hoya Corp.		20,000		1,536,620

Household Durables 0.9%
Haseko Corp.		130,000		1,410,180
Sekisui Chemical Co. Ltd.		40,000		592,640

				2,002,820


Common Stocks (continued)
	Shares		Value

JAPAN (continued)
Insurance 0.7%
MS&AD Insurance Group Holdings, Inc.		44,000	$	1,442,079

Pharmaceuticals 1.7%
Astellas Pharma, Inc.		130,000		1,847,653
Shionogi & Co. Ltd.		35,000		1,940,787

				3,788,440

Professional Services 0.7%
Recruit Holdings Co. Ltd.		45,000		1,531,393

Semiconductors & Semiconductor Equipment 0.6%
Advantest Corp.		35,000		1,356,640

Technology Hardware, Storage & Peripherals 1.0%
Canon, Inc.		75,000		2,038,529

Trading Companies & Distributors 0.3%
Sumitomo Corp.		45,000		668,718

				35,613,828




NETHERLANDS 5.4%
Capital Markets 0.4%
Euronext NV Reg. S (a)		10,000		773,900

Chemicals 0.4%
Koninklijke DSM NV		7,000		866,241

Food & Staples Retailing 0.8%
Koninklijke Ahold Delhaize NV		80,000		1,808,788

Health Care Equipment & Supplies 0.6%
Koninklijke Philips NV		25,000		1,172,399

Insurance 0.4%
NN Group NV		20,000		751,177

IT Services 0.4%
Adyen NV Reg. S *(a)		1,000		754,837

Oil, Gas & Consumable Fuels 1.1%
Royal Dutch Shell plc, Class B		80,000		2,524,965

Professional Services 0.5%
Wolters Kluwer NV		15,000		1,086,808

Semiconductors & Semiconductor Equipment 0.8%
ASML Holding NV (Registered), NYRS		7,600		1,693,356

				11,432,471




NEW ZEALAND 0.9%
Diversified Telecommunication Services 0.3%
Spark New Zealand Ltd.		250,000		652,751

Health Care Equipment & Supplies 0.3%
Fisher & Paykel Healthcare Corp. Ltd.		50,000		540,259

Independent Power and Renewable Electricity Producers 0.3%
Meridian Energy Ltd.		200,000		615,555

				1,808,565




NORWAY 0.8%
Banks 0.4%
DNB ASA		45,000		804,448

Oil, Gas & Consumable Fuels 0.4%
Equinor ASA		45,000		803,379

				1,607,827




PAKISTAN 0.4%
Banks 0.1%
MCB Bank Ltd.		200,000		219,272

Chemicals 0.1%
Engro Fertilizers Ltd.		600,000		242,100

Oil, Gas & Consumable Fuels 0.2%
Oil & Gas Development Co. Ltd.		500,000		396,843

				858,215




RUSSIA 1.6%
Banks 0.4%
Sberbank of Russia PJSC, ADR		60,000		893,850


Common Stocks (continued)
	Shares		Value

RUSSIA (continued)
Metals & Mining 0.3%
Severstal PJSC, GDR Reg. S		40,000	$	642,369

Oil, Gas & Consumable Fuels 0.9%
LUKOIL PJSC, ADR		15,000		1,233,264
Rosneft Oil Co. PJSC, GDR Reg. S		80,000		527,740

				1,761,004

				3,297,223




SINGAPORE 0.9%
Real Estate Management & Development 0.4%
CapitaLand Ltd.		322,162		845,559

Road & Rail 0.5%
ComfortDelGro Corp. Ltd.		533,733		1,050,709

				1,896,268




SOUTH AFRICA 1.2%
Metals & Mining 1.2%
Anglo American plc		100,000		2,468,807




SPAIN 0.3%
Construction & Engineering 0.3%
ACS Actividades de Construccion y Servicios SA		13,519		545,653




SWEDEN 1.9%
Banks 0.4%
Skandinaviska Enskilda Banken AB, Class A		100,000		940,636

Commercial Services & Supplies 0.3%
Securitas AB, Class B		40,000		619,959

Communications Equipment 0.9%
Telefonaktiebolaget LM Ericsson, Class B		200,000		1,754,759

Specialty Retail 0.3%
Hennes & Mauritz AB, Class B		40,000		695,355

				4,010,709




SWITZERLAND 11.6%
Beverages 0.5%
Coca-Cola HBC AG *		30,000		1,036,172

Capital Markets 1.0%
Partners Group Holding AG		2,600		2,072,380

Food Products 2.9%
Nestle SA (Registered)		58,000		6,154,813

Health Care Equipment & Supplies 1.1%
Sonova Holding AG (Registered)		5,000		1,153,264
Straumann Holding AG (Registered)		1,500		1,222,980

				2,376,244

Insurance 1.1%
Swiss Life Holding AG (Registered)		5,000		2,417,284

Pharmaceuticals 3.6%
Novartis AG (Registered)		35,000		3,209,468
Roche Holding AG		16,000		4,284,075

				7,493,543

Technology Hardware, Storage & Peripherals 1.4%
Logitech International SA (Registered)		75,000		3,063,123

				24,613,559




THAILAND 0.3%
Entertainment 0.3%
Sea Ltd., ADR *		20,000		702,000




UNITED KINGDOM 11.4%
Beverages 1.2%
Diageo plc		60,000		2,503,481

Capital Markets 1.5%
3i Group plc		200,000		2,696,119


Common Stocks (continued)
	Shares		Value


UNITED KINGDOM (continued)
Capital Markets (continued)
Man Group plc		280,000	$	577,195

				3,273,314

Electronic Equipment, Instruments & Components 0.3%
Electrocomponents plc		100,000		737,206

Hotels, Restaurants & Leisure 1.7%
Compass Group plc		70,000		1,764,471
InterContinental Hotels Group plc		26,882		1,864,044

				3,628,515

Household Durables 0.5%
Persimmon plc		40,000		974,420

Insurance 0.8%
Direct Line Insurance Group plc		300,000		1,173,261
Hastings Group Holdings plc Reg. S (a)		250,000		587,751

				1,761,012

Interactive Media & Services 0.6%
Auto Trader Group plc Reg. S (a)		200,000		1,310,978

Personal Products 0.8%
Unilever NV		17,000		980,586
Unilever plc		11,500		692,627

				1,673,213

Pharmaceuticals 1.9%
AstraZeneca plc, ADR		40,000		1,736,400
GlaxoSmithKline plc		110,000		2,276,291

				4,012,691

Professional Services 1.2%
Experian plc		25,000		758,452
Intertek Group plc		12,000		829,550
RELX plc		38,000		901,311

				2,489,313

Specialty Retail 0.9%
WH Smith plc		75,000		1,928,721

				24,292,864




UNITED STATES 0.6%
Trading Companies & Distributors 0.6%
Ferguson plc		16,000		1,191,640

Total Common Stocks (cost $190,118,261)				207,724,637


Exchange Traded Fund 0.9%
	Shares		Value


UNITED STATES 0.9%
VanEck Vectors Vietnam ETF (b)		120,000		1,941,600

Total Exchange Traded Fund (cost $2,217,415)				1,941,600


Short-Term Investment 0.2%
	Shares		Value


Money Market Fund 0.2%
Fidelity Investments Money Market Government Portfolio — Institutional Class, 2.23%, (c)(d)		440,421	$	440,421

Total Short-Term Investment (cost $440,421)				440,421


Repurchase Agreement 0.7%
	Principal Amount		Value


BNP Paribas Securities Corp., 2.53%, dated 7/31/2019, due 8/1/2019, repurchase price $1,387,271, collateralized by U.S. Treasury Note, 1.50%, maturing 8/15/2026; total market value $1,415,406.(d)	$	1,387,174		1,387,174


Total Repurchase Agreement (cost $1,387,174)				1,387,174


Total Investments (cost $194,163,271) — 99.4%				211,493,832

Other assets in excess of liabilities — 0.6%				1,198,694


NET ASSETS — 100.0%			$	212,692,526

*	Denotes a non-income producing security.

(a)

(b)

The security or a portion of this security is on loan at July 31, 2019. The total value of securities on loan at July 31, 2019 was $1,797,598, which was collateralized by cash used to purchase a money market fund and a repurchase agreement with a value of $440,421 and $1,387,174, respectively, a total value of $1,827,595.

(c)	Represents 7-day effective yield as of July 31, 2019.

(d)	Security was purchased with cash collateral held from securities on loan. The total value of securities purchased with cash collateral as of July 31, 2019 was $1,827,595.


ADR		American Depositary Receipt
ETF		Exchange Traded Fund
GDR		Global Depositary Receipt
NYRS		New York Registry Shares
Reg. S		Regulation S - Security was purchased pursuant to Regulation S under the Securities Act of 1933, which exempts from registration securities offered and sold outside of the United States. Such security cannot be sold in the United States without either an effective registration statement filed pursuant to the Securities Act of 1933 or pursuant to an exemption from registration. Currently there is no restriction on trading this security.
REIT		Real Estate Investment Trust

• Level 2 — Other significant observable inputs (including quoted prices of similar securities, interest rates, prepayment speeds, credit risk, etc.)

• Level 3 — Significant unobservable inputs (including the Fund’s own assumptions in determining the fair value of investments)

Changes in valuation techniques may result in transfers into or out of an investment’s assigned level within the hierarchy.

The Fund is subject to foreign currency exchange risk in the normal course of pursuing its objective(s). The Fund entered into forward foreign currency contracts in connection with planned purchases or sales of securities denominated in a foreign currency and/or to hedge the U.S. dollar value of portfolio securities denominated in a foreign currency. A forward foreign currency contract involves an obligation to purchase or sell a specific currency at a future date, which may be any fixed number of days from the date of the contract agreed upon by the parties, at a price set at the time of the contract. Forward foreign currency contracts are generally valued at the mean of the last quoted bid and ask prices, as provided by an independent pricing service approved by the Board of Trustees, and are generally categorized as Level 2 investments within the hierarchy. The market value of a forward foreign currency contract fluctuates with changes in foreign currency exchange rates. All commitments are marked-to-market daily at the applicable exchange rates and any resulting unrealized appreciation or depreciation is recorded. Realized gains or losses are recorded at the time the forward foreign currency contract matures or at the time of delivery of the currency. Forward foreign currency contracts entail the risk of unanticipated movements in the value of the foreign currency relative to the U.S. dollar, and the risk that the counterparties to the contracts may be unable to meet their obligations under the contract.

The following table provides a summary of the Fund’s derivative instruments categorized by risk exposure as of July 31, 2019:

Fair Values of Derivatives not Accounted for as Hedging Instruments as of July 31, 2019


Common Stocks 99.3%
	Shares		Value


Biotechnology 7.1%
Acceleron Pharma, Inc. *		13,000	$	567,580
Alnylam Pharmaceuticals, Inc. *		3,500		271,565
Apellis Pharmaceuticals, Inc. *		15,000		418,950
Arcus Biosciences, Inc. *		25,000		197,750
Arena Pharmaceuticals, Inc. *		11,000		689,480
ArQule, Inc. *		52,141		526,103
Biogen, Inc. *		900		214,038
BioMarin Pharmaceutical, Inc. *		4,000		317,280
Bluebird Bio, Inc. *(a)		2,000		262,460
Celgene Corp. *		4,000		367,440
Esperion Therapeutics, Inc. *(a)		10,000		396,900
FibroGen, Inc. *		9,000		425,340
Gilead Sciences, Inc.		4,600		301,392
Global Blood Therapeutics, Inc. *		8,000		438,400
Ionis Pharmaceuticals, Inc. *		5,800		381,988
Iovance Biotherapeutics, Inc. *		13,000		319,670
Kura Oncology, Inc. *		30,000		573,600
Marker Therapeutics, Inc. *(a)		41,000		189,010
Medicines Co. (The) *		12,000		430,080
Neurocrine Biosciences, Inc. *		4,900		472,311
Sage Therapeutics, Inc. *		1,700		272,578
Sangamo Therapeutics, Inc. *		33,000		396,330
Vertex Pharmaceuticals, Inc. *		2,200		366,564
Viking Therapeutics, Inc. *(a)		34,000		261,460
Xencor, Inc. *		11,000		484,220

				9,542,489



Communications Equipment 4.8%
Cisco Systems, Inc.		114,970		6,369,338



Electronic Equipment, Instruments & Components 4.2%
Insight Enterprises, Inc. *		25,200		1,386,504
TE Connectivity Ltd.		21,005		1,940,862
Tech Data Corp. *		23,200		2,351,088

				5,678,454



Entertainment 3.9%
Activision Blizzard, Inc.		44,100		2,149,434
Electronic Arts, Inc. *		27,850		2,576,125
Sea Ltd., ADR-TH *		13,500		473,850

				5,199,409



Household Durables 2.0%
Sony Corp., ADR-JP		46,800		2,661,048



Interactive Media & Services 12.1%
Alphabet, Inc., Class A *		5,600		6,821,920
Alphabet, Inc., Class C *		2,646		3,219,335
Facebook, Inc., Class A *		31,265		6,072,601

				16,113,856



Internet & Direct Marketing Retail 3.7%
Amazon.com, Inc. *		2,670		4,984,303



IT Services 16.3%
Booz Allen Hamilton Holding Corp.		47,600		3,272,500
Cognizant Technology Solutions Corp., Class A		39,915		2,600,063
DXC Technology Co.		68,100		3,797,937
Euronet Worldwide, Inc. *		25,850		4,030,274
Fiserv, Inc. *		14,000		1,476,020
PayPal Holdings, Inc. *		27,050		2,986,320
Twilio, Inc., Class A *		18,800		2,615,268
Visa, Inc., Class A		5,930		1,055,540

				21,833,922


Common Stocks (continued)
	Shares		Value


Pharmaceuticals 0.7%
Aerie Pharmaceuticals, Inc. *		6,500	$	140,855
Catalent, Inc. *		7,000		395,430
Provention Bio, Inc. *(a)		40,199		424,501

				960,786



Semiconductors & Semiconductor Equipment 15.9%
Broadcom, Inc.		12,516		3,629,515
KLA Corp.		20,490		2,793,197
Lam Research Corp.		9,940		2,073,583
Maxim Integrated Products, Inc.		13,435		795,218
Micron Technology, Inc. *		20,300		911,267
NVIDIA Corp.		14,200		2,395,824
NXP Semiconductors NV		26,250		2,713,987
QUALCOMM, Inc.		20,155		1,474,540
Texas Instruments, Inc.		35,750		4,469,107

				21,256,238



Software 19.3%
Adobe, Inc. *		18,950		5,663,397
Avalara, Inc. *		5,900		480,732
HubSpot, Inc. *		6,150		1,099,128
LogMeIn, Inc.		8,530		648,024
Microsoft Corp.		83,200		11,337,664
Qualys, Inc. *		16,000		1,384,960
Rapid7, Inc. *		5,500		333,575
RingCentral, Inc., Class A *		20,900		2,967,382
Varonis Systems, Inc. *		9,050		650,786
Workday, Inc., Class A *		6,350		1,269,873

				25,835,521



Technology Hardware, Storage & Peripherals 9.3%
Apple, Inc.		29,350		6,252,724
HP, Inc.		132,410		2,785,906
NetApp, Inc.		57,500		3,363,175

				12,401,805


Total Common Stocks (cost $56,906,637)				132,837,169


Short-Term Investment 0.3%
	Shares		Value


Money Market Fund 0.3%
Fidelity Investments Money Market Government Portfolio — Institutional Class, 2.23% (b)(c)		344,732		344,732


Total Short-Term Investment (cost $344,732)				344,732


Repurchase Agreement 0.8%
		Principal Amount		Value


BNP Paribas Securities Corp., 2.53%, dated 7/31/2019, due 8/1/2019, repurchase price $1,085,862, collateralized by U.S. Treasury Note, 1.50%, maturing 8/15/2026; total market value $1,107,884. (c)	$	1,085,786		1,085,786


Repurchase Agreement (continued)
	Value



Total Repurchase Agreement (cost $1,085,786)		$ 1,085,786


Total Investments (cost $58,337,155) — 100.4%		134,267,687

Liabilities in excess of other assets — (0.4)%		(576,531)


NET ASSETS — 100.0%	$	133,691,156

*	Denotes a non-income producing security.

(a)

The security or a portion of this security is on loan at July 31, 2019. The total value of securities on loan at July 31, 2019 was $1,392,281, which was collateralized by cash used to purchase a money market fund and a repurchase agreement with a value of $344,732 and $1,085,786, respectively, a total value of $1,430,518.

(b)	Represents 7-day effective yield as of July 31, 2019.

(c)	Security was purchased with cash collateral held from securities on loan. The total value of securities purchased with cash collateral as of July 31, 2019 was $1,430,518.


ADR		American Depositary Receipt
JP		Japan

• Level 2 — Other significant observable inputs (including quoted prices of similar securities, interest rates, prepayment speeds, credit risk, etc.)

• Level 3 — Significant unobservable inputs (including the Fund’s own assumptions in determining the fair value of investments)

Changes in valuation techniques may result in transfers into or out of an investment’s assigned level within the hierarchy.

Amounts designated as “–”, which may include fair valued securities, are zero or have been rounded to zero.


Asset-Backed Securities 18.3%
	Principal Amount		Value

Airlines 2.0%
Air Canada Pass-Through Trust, Series 2015-1, Class B, 3.88%, 3/15/2023(a)	$	2,957,820	$	2,988,286
American Airlines Pass-Through Trust, Series 2013-2, Class B, 5.60%, 7/15/2020(a)		415,347		422,948
British Airways Pass-Through Trust, Series 2013-1, Class B, 5.63%, 6/20/2020(a)		175,216		177,704
Continental Airlines Pass-Through Trust, Series 2007-1, Class B, 6.90%, 4/19/2022		170,988		177,571
United Airlines Pass-Through Trust
Series 2014-1, Class B, 4.75%, 4/11/2022		978,616		1,006,017
Series 2016-1, Class B, 3.65%, 1/7/2026		2,625,042		2,637,208

				7,409,734





Automobiles 3.9%
Credit Acceptance Auto Loan Trust, Series 2016-3A, Class A, 2.15%, 4/15/2024(a)		330,271		330,166
Foursight Capital Automobile Receivables Trust, Series 2018-2, Class A2, 3.32%, 4/15/2022(a)		910,261		913,935
NextGear Floorplan Master Owner Trust, Series 2016-2A, Class A2, 2.19%, 9/15/2021(a)		10,000,000		9,993,775
OneMain Direct Auto Receivables Trust, Series 2018-1A, Class A, 3.43%, 12/16/2024(a)		3,000,000		3,044,763
United Auto Credit Securitization Trust, Series 2018-2, Class A, 2.89%, 3/10/2021(a)		366,497		366,572

				14,649,211





Home Equity 2.7%
Long Beach Mortgage Loan Trust, Series 2005-WL2, Class M2, 3.00%, 8/25/2035(b)		6,164,519		6,189,353
Park Place Securities, Inc. Asset-Backed Pass-Through Certificates, Series 2005-WCH1, Class M4, 3.51%, 1/25/2036(b)		1,029,000		1,034,945
Soundview Home Loan Trust, Series 2006-WF2, Class M1, 2.49%, 12/25/2036(b)		3,000,000		2,991,528
Structured Asset Securities Corp. Mortgage Pass-Through Certificates, Series 2004-6XS, Class A6, 5.13%, 3/25/2034(c)		1,826		1,836

				10,217,662





Other 9.7%
American Homes 4 Rent Trust, Series 2014-SFR3, Class A, 3.68%, 12/17/2036(a)		898,162		932,364
CCG Receivables Trust, Series 2018-2, Class A2, 3.09%, 12/15/2025(a)		2,656,485		2,675,358
Cedar Funding II CLO Ltd., Series 2013-1A, Class BR, 4.20%, 6/9/2030(a)(b)		3,000,000		2,996,919
CVS Pass-Through Trust, 6.94%, 1/10/2030		1,651,484		1,938,525
Golden Bear LLC, Series 2016-1A, Class A, 3.75%, 9/20/2047(a)		2,002,177		2,059,120
Goodgreen Trust, Series 2017-1A, Class A, 3.74%, 10/15/2052(a)		205,545		211,714


Asset-Backed Securities (continued)
	Principal Amount		Value

Other (continued)
HERO Funding Trust
Series 2015-2A, Class A, 3.99%, 9/20/2040(a)	$	330,184	$	348,000
Series 2015-1A, Class A, 3.84%, 9/21/2040(a)		1,422,241		1,472,521
Invitation Homes Trust, Series 2018-SFR3, Class A, 3.31%, 7/17/2037(a)(b)		1,944,207		1,946,360
Neuberger Berman Loan Advisers CLO 24 Ltd., Series 2017-24A, Class A, 3.53%, 4/19/2030(a)(b)		2,000,000		2,001,346
Neuberger Berman Loan Advisers CLO 32 Ltd., Series 2019-32A, Class A, 3.63%, 1/19/2032(a)(b)		500,000		499,576
NRZ Advance Receivables Trust 2015-ON1, Series 2019-T1, Class AT1, 2.59%, 7/15/2052(a)		2,642,000		2,634,616
Ocwen Master Advance Receivables Trust
Series 2018-T1, Class AT1, 3.30%, 8/15/2049(a)		1,600,000		1,600,160
Series 2016-T2, Class AT2, 2.72%, 8/16/2049(a)		8,150,000		8,148,682
Renew, Series 2018-1, Class A, 3.95%, 9/20/2053(a)		2,130,900		2,220,337
SPS Servicer Advance Receivables Trust, Series 2018-T1, Class AT1, 3.62%, 10/17/2050(a)		800,000		808,886
SPS Servicer Advance Receivables Trust Advance Receivables Backed Notes, Series 2016-T2, Class AT2, 2.75%, 11/15/2049(a)		3,600,000		3,597,190

				36,091,674


Total Asset-Backed Securities (cost $67,467,742)				68,368,281


Collateralized Mortgage Obligations 6.9%
	Principal Amount		Value

Alternative Loan Trust, Series 2007-2CB, Class 2A14, 5.75%, 3/25/2037		295,666		246,726
American Home Mortgage Investment Trust, Series 2004-3, Class 6A1, 5.32%, 10/25/2034(c)		24,701		25,002
Chase Mortgage Finance Corp., Series 2016-SH2, Class M2, 3.74%, 12/25/2045(a)(b)		6,235,780		6,424,673
CHL Mortgage Pass-Through Trust, Series 2005-15, Class A7, 5.50%, 8/25/2035		81,230		71,181
Citigroup Mortgage Loan Trust, Series 2015-RP2, Class A1, 3.50%, 1/25/2053(a)(b)		1,213,446		1,227,193
FNMA REMICS
Series 2003-33, Class LB, 5.50%, 5/25/2023		286,761		295,641
Series 2009-42, Class AP, 4.50%, 3/25/2039		86,787		88,760
MASTR Alternative Loan Trust, Series 2005-6, Class 1A5, 5.50%, 12/25/2035		248,331		235,904
New Residential Mortgage Loan Trust
Series 2019-RPL2, Class A1, 3.25%, 2/25/2049(a)(b)		4,000,000		4,053,642
Series 2016-3A, Class A1, 3.75%, 9/25/2056(a)(b)		1,647,860		1,689,326
Series 2019-1A, Class A1, 4.00%, 9/25/2057(a)(b)		1,658,725		1,695,832


Collateralized Mortgage Obligations (continued)
	Principal Amount		Value

New Residential Mortgage Loan Trust (continued)
Series 2019-2A, Class A1, 4.25%, 12/25/2057(a)(b)	$	522,420	$	541,430
Series 2018-5A, Class A1, 4.75%, 12/25/2057(a)(b)		3,408,538		3,566,604
Series 2018-2A, Class A1, 4.50%, 2/25/2058(a)(b)		1,683,068		1,756,066
RCO Trust, Series 2018-VFS1, Class A1, 4.27%, 12/26/2053(a)(b)		1,836,113		1,865,139
Sequoia Mortgage Trust
Series 2017-CH1, Class A2, 3.50%, 8/25/2047(a)(b)		801,062		810,552
Series 2018-CH4, Class A10, 4.50%, 10/25/2048(a)(b)		1,349,598		1,363,284


Total Collateralized Mortgage Obligations (cost $25,746,088)				25,956,955


Commercial Mortgage-Backed Securities 6.6%
	Principal Amount		Value

Aventura Mall Trust
Series 2013-AVM, Class A, 3.74%, 12/5/2032(a)(b)		590,000		596,353
Series 2018-AVM, Class A, 4.11%, 7/5/2040(a)(b)		700,000		773,799
BANK, Series 2019-BN17, Class A4, 3.71%, 4/15/2052		1,900,000		2,048,560
Barclays Commercial Mortgage Trust, Series 2019-C3, Class A4, 3.58%, 5/15/2052		850,000		906,586
BBCMS Mortgage Trust
Series 2016-ETC, Class C, 3.39%, 8/14/2036(a)		6,300,000		6,254,649
Series 2018-C2, Class A5, 4.31%, 12/15/2051		800,000		899,351
Benchmark Mortgage Trust
Series 2018-B5, Class A4, 4.21%, 7/15/2051		700,000		781,476
Series 2019-B11, Class AS, 3.78%, 5/15/2052		730,000		777,261
BENCHMARK Mortgage Trust
Series 2019-B10, Class A4, 3.72%, 3/15/2062		1,000,000		1,077,332
Series 2019-B10, Class AM, 3.98%, 3/15/2062		700,000		752,668
Core Industrial Trust, Series 2015-TEXW, Class B, 3.33%, 2/10/2034(a)		4,980,000		5,097,194
CSAIL Commercial Mortgage Trust, Series 2019-C15, Class A4, 4.05%, 3/15/2052		550,000		605,438
GS Mortgage Securities Corp. II, Series 2018-GS10, Class A5, 4.16%, 7/10/2051(b)		510,000		565,632
Natixis Commercial Mortgage Securities Trust, Series 2019-LVL, Class A, 3.89%, 8/15/2038(a)		400,000		431,956
UBS Commercial Mortgage Trust
Series 2018-C9, Class A4, 4.12%, 3/15/2051(b)		860,000		949,825
Series 2018-C10, Class A4, 4.31%, 5/15/2051		720,000		806,761
Series 2019-C16, Class A4, 3.60%, 4/15/2052		1,450,000		1,544,837


Total Commercial Mortgage-Backed Securities (cost $24,548,382)				24,869,678


Corporate Bonds 38.0%
	Principal Amount		Value

Aerospace & Defense 1.3%
Huntington Ingalls Industries, Inc.,
3.48%, 12/1/2027	$	1,250,000	$	1,281,200
Lockheed Martin Corp.,
3.55%, 1/15/2026		1,250,000		1,332,853
United Technologies Corp.,
4.13%, 11/16/2028		2,000,000		2,210,178

				4,824,231




Banks 5.4%
Bank of America Corp.,
4.20%, 8/26/2024		1,000,000		1,061,538
Series L, 3.95%, 4/21/2025		1,750,000		1,832,995
(ICE LIBOR USD 3 Month + 1.58%), 3.82%, 1/20/2028(d)		2,000,000		2,119,254
Citigroup, Inc.,
4.45%, 9/29/2027		2,000,000		2,156,328
Citizens Financial Group, Inc.,
3.75%, 7/1/2024		1,500,000		1,517,371
4.35%, 8/1/2025		2,000,000		2,098,836
Cooperatieve Rabobank UA,
5.75%, 12/1/2043		600,000		771,016
HSBC Holdings plc,
4.38%, 11/23/2026		1,000,000		1,063,630
JPMorgan Chase & Co.,
Series I, (ICE LIBOR USD 3 Month + 3.47%), 5.74%, 10/30/2019(d)(e)		717,000		720,585
3.88%, 9/10/2024		500,000		524,817
4.95%, 6/1/2045		1,500,000		1,799,432
UBS Group Funding Switzerland AG,
2.65%, 2/1/2022(a)		4,500,000		4,519,137

				20,184,939




Beverages 0.7%
Anheuser-Busch Cos. LLC,
3.65%, 2/1/2026		1,000,000		1,054,690
4.90%, 2/1/2046		1,000,000		1,135,582
Bacardi Ltd.,
5.30%, 5/15/2048(a)		550,000		587,019

				2,777,291




Capital Markets 1.4%
FMR LLC,
4.95%, 2/1/2033(a)		1,000,000		1,194,068
Nuveen Finance LLC,
4.13%, 11/1/2024(a)		3,405,000		3,645,325
S&P Global, Inc.,
4.50%, 5/15/2048		475,000		550,185

				5,389,578




Chemicals 0.4%
Cytec Industries, Inc.,
3.95%, 5/1/2025		600,000		612,657
Solvay Finance America LLC,
3.40%, 12/3/2020(a)		1,000,000		1,007,388

				1,620,045




Commercial Services & Supplies 0.3%
Aramark Services, Inc.,
5.00%, 2/1/2028(a)		1,100,000		1,146,750




Containers & Packaging 0.2%
Berry Global, Inc.,
4.88%, 7/15/2026(a)		900,000		936,000





Diversified Financial Services 0.7%
HERO Funding Trust,
Series 2015-3, Class A, 4.28%, 9/20/2041		1,327,820		1,394,453


Corporate Bonds (continued)
	Principal Amount		Value

Diversified Financial Services (continued)
Shell International Finance BV,
4.38%, 5/11/2045	$	1,000,000	$	1,161,469

				2,555,922





Diversified Telecommunication Services 1.9%
AT&T, Inc.,
3.40%, 5/15/2025		500,000		514,317
4.10%, 2/15/2028		1,500,000		1,593,552
4.30%, 2/15/2030		2,081,000		2,235,257
CCO Holdings LLC,
5.75%, 2/15/2026(a)		600,000		632,076
5.13%, 5/1/2027(a)		2,000,000		2,062,500

				7,037,702





Electric Utilities 4.1%
Alliant Energy Finance LLC,
4.25%, 6/15/2028(a)		2,000,000		2,119,887
Appalachian Power Co.,
3.40%, 6/1/2025		1,000,000		1,033,024
Entergy Arkansas LLC,
4.00%, 6/1/2028		2,750,000		2,980,205
Indiana Michigan Power Co.,
3.85%, 5/15/2028		1,250,000		1,348,078
ITC Holdings Corp.,
3.65%, 6/15/2024		3,000,000		3,125,217
Jersey Central Power & Light Co.,
4.30%, 1/15/2026(a)		500,000		540,758
Metropolitan Edison Co.,
4.30%, 1/15/2029(a)		1,000,000		1,102,080
Public Service Co. of Colorado,
2.90%, 5/15/2025		3,000,000		3,059,937

				15,309,186





Energy Equipment & Services 0.8%
Helmerich & Payne, Inc.,
4.65%, 3/15/2025		1,750,000		1,884,833
Transocean, Inc.,
8.51%, 12/15/2021(c)		1,000,000		1,042,500

				2,927,333





Entertainment 0.3%
Walt Disney Co. (The),
3.70%, 10/15/2025(a)		1,000,000		1,068,043





Equity Real Estate Investment Trusts (REITs) 1.1%
Piedmont Operating Partnership LP,
3.40%, 6/1/2023		1,500,000		1,502,992
4.45%, 3/15/2024		2,500,000		2,601,265

				4,104,257





Food & Staples Retailing 0.2%
CVS Pass-Through Trust,
7.51%, 1/10/2032(a)		736,908		908,985





Food Products 0.9%
Cargill, Inc.,
3.25%, 5/23/2029(a)		2,250,000		2,340,976
Grupo Bimbo SAB de CV,
3.88%, 6/27/2024(a)		1,000,000		1,028,473

				3,369,449





Health Care Equipment & Supplies 0.8%
Boston Scientific Corp.,
4.70%, 3/1/2049		750,000		874,127
Liberty Property LP,
3.75%, 4/1/2025		2,000,000		2,070,490

				2,944,617


Corporate Bonds (continued)
	Principal Amount		Value

Health Care Providers & Services 0.3%
CVS Health Corp.,
4.30%, 3/25/2028	$	1,000,000	$	1,062,599





Household Durables 1.0%
Newell Brands, Inc.,
5.00%, 11/15/2023		560,000		576,000
4.20%, 4/1/2026		3,000,000		3,002,333

				3,578,333





Industrial Conglomerates 0.1%
General Electric Co.,
4.65%, 10/17/2021		358,000		372,989



Insurance 1.7%
MassMutual Global Funding II,
3.40%, 3/8/2026(a)		2,000,000		2,084,506
Metropolitan Life Global Funding I,
3.45%, 12/18/2026(a)		3,000,000		3,151,535
Oil Insurance Ltd.,
(ICE LIBOR USD 3 Month + 2.98%), 5.30%, 9/30/2019(a)(d)(e)		1,000,000		971,046

				6,207,087





Media 0.6%
Charter Communications Operating LLC,
4.91%, 7/23/2025		1,000,000		1,078,191
Comcast Corp.,
4.70%, 10/15/2048		1,000,000		1,174,070

				2,252,261





Metals & Mining 0.1%
Compass Minerals International, Inc.,
4.88%, 7/15/2024(a)		500,000		480,315





Multi-Utilities 2.7%
Black Hills Corp.,
3.95%, 1/15/2026		1,750,000		1,829,836
3.15%, 1/15/2027		1,000,000		998,376
Dominion Energy, Inc.,
Series A, 4.60%, 3/15/2049		1,000,000		1,129,959
Southern Co. Gas Capital Corp.,
3.88%, 11/15/2025		1,250,000		1,314,838
3.25%, 6/15/2026		2,000,000		2,032,417
WEC Energy Group, Inc.,
3.55%, 6/15/2025		2,500,000		2,625,227

				9,930,653





Oil, Gas & Consumable Fuels 5.4%
Aker BP ASA,
4.75%, 6/15/2024(a)		2,250,000		2,317,500
Anadarko Petroleum Corp.,
6.60%, 3/15/2046		1,000,000		1,281,432
BP Capital Markets plc,
3.51%, 3/17/2025		2,500,000		2,625,414
Continental Resources, Inc.,
3.80%, 6/1/2024		1,250,000		1,279,262
Enbridge Energy Partners LP,
7.38%, 10/15/2045		625,000		908,961
Energy Transfer Operating LP,
4.20%, 4/15/2027		2,500,000		2,605,027
5.50%, 6/1/2027		1,000,000		1,120,406
Kinder Morgan, Inc.,
4.30%, 3/1/2028		500,000		534,437
5.05%, 2/15/2046		700,000		762,247
MPLX LP,
4.88%, 12/1/2024		1,000,000		1,089,744
Noble Energy, Inc.,
3.85%, 1/15/2028		1,000,000		1,020,907
Petroleos Mexicanos,
6.35%, 2/12/2048		1,391,000		1,213,926


Corporate Bonds (continued)
	Principal Amount		Value

Oil, Gas & Consumable Fuels (continued)
Sabine Pass Liquefaction LLC,
5.63%, 3/1/2025	$	2,000,000	$	2,219,930
Williams Cos., Inc. (The),
5.75%, 6/24/2044		1,000,000		1,162,978

				20,142,171




Pharmaceuticals 1.9%
Allergan Funding SCS,
3.85%, 6/15/2024		500,000		520,870
3.80%, 3/15/2025		1,500,000		1,552,803
Bristol-Myers Squibb Co.,
4.25%, 10/26/2049(a)		500,000		550,628
Shire Acquisitions Investments Ireland DAC,
3.20%, 9/23/2026		2,000,000		2,032,637
Teva Pharmaceutical Finance Netherlands III BV,
2.80%, 7/21/2023		1,500,000		1,306,875
3.15%, 10/1/2026		1,500,000		1,169,832

				7,133,645




Road & Rail 0.6%
Burlington Northern Santa Fe LLC,
3.00%, 4/1/2025		1,000,000		1,031,914
4.15%, 4/1/2045		1,000,000		1,108,646

				2,140,560




Semiconductors & Semiconductor Equipment 1.1%
QUALCOMM, Inc.,
2.60%, 1/30/2023		4,000,000		4,015,077




Software 0.8%
Microsoft Corp.,
3.30%, 2/6/2027		3,000,000		3,178,779




Technology Hardware, Storage & Peripherals 0.2%
Digital Equipment Corp.,
7.75%, 4/1/2023		825,000		934,538




Thrifts & Mortgage Finance 0.4%
BPCE SA,
5.70%, 10/22/2023(a)		1,500,000		1,641,085




Tobacco 0.6%
Reynolds American, Inc.,
4.45%, 6/12/2025		2,000,000		2,119,804


Total Corporate Bonds (cost $136,242,909)				142,294,224


Mortgage-Backed Securities 13.7%
	Principal Amount		Value

FNMA Pool
Pool# AM7838
3.56%, 2/1/2035		2,313,702		2,487,861
Pool# AM9070
3.77%, 8/1/2045		2,995,000		3,114,378
UMBS Pool
Pool# BC0180
4.00%, 1/1/2046		2,338,278		2,460,149
Pool# BC9003
3.00%, 11/1/2046		316,401		321,062
Pool# AS8483
3.00%, 12/1/2046		255,705		259,459
Pool# MA2863
3.00%, 1/1/2047		2,614,787		2,650,899


Mortgage-Backed Securities (continued)
	Principal Amount		Value

UMBS Pool (continued)
Pool# AS8810
3.50%, 2/1/2047	$	10,087,540	$	10,404,935
Pool# BM2003
4.00%, 10/1/2047		2,421,547		2,537,131
Pool# BM3355
3.50%, 2/1/2048		7,086,519		7,304,899
Pool# CA2208
4.50%, 8/1/2048		8,708,134		9,152,155
Pool# CA2469
4.00%, 10/1/2048		5,524,021		5,732,656
Pool# BN0906
4.00%, 11/1/2048		4,634,747		4,825,909


Total Mortgage-Backed Securities (cost $50,846,005)				51,251,493


Municipal Bonds 0.4%
	Principal Amount		Value

California 0.2%
Northern California Power Agency, RB, Series B, 7.31%, 6/1/2040		500,000		711,875




District of Columbia 0.2%
Metropolitan Washington Airports Authority, RB, Series D, 7.46%, 10/1/2046		600,000		951,150

Total Municipal Bonds (cost $1,334,689)				1,663,025


U.S. Treasury Obligations 13.4%
	Principal Amount		Value

U.S. Treasury Inflation Linked Notes, 0.63%, 1/15/2026 (f)		25,000,000		27,569,054
U.S. Treasury Notes
1.63%, 10/15/2020 (g)		1,200,000		1,194,328
2.50%, 1/31/2021		2,000,000		2,015,781
2.00%, 10/31/2022		7,000,000		7,030,899
2.25%, 10/31/2024		3,000,000		3,056,367
2.75%, 2/28/2025		3,500,000		3,660,918
2.88%, 5/31/2025		5,500,000		5,796,270


Total U.S. Treasury Obligations (cost $48,354,407)				50,323,617


Total Investments (cost $354,540,222) — 97.3%				364,727,273

Other assets in excess of liabilities — 2.7%				9,987,007


NET ASSETS — 100.0%			$	374,714,280

(a)

(b)	Variable or floating rate security, the interest rate of which adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. The interest rate shown was the current rate as of July 31, 2019.

(c)	Step Bond. Coupon rate is set for an initial period and then increases to a higher coupon rate at a specific date. The rate shown is the rate at July 31, 2019.

(d)	Variable or floating rate security, linked to the referenced benchmark. The interest rate shown was the current rate as of July 31, 2019.

(e)	Perpetual Bond Security. The rate reflected in the Statement of Investments is the rate in effect on July 31, 2019. The maturity date reflects the next call date.

(f)	Principal amounts are not adjusted for inflation.

(g)	Security or a portion of the security was used to cover the margin requirement for futures contracts.


CLO		Collateralized Loan Obligations
FNMA		Federal National Mortgage Association
ICE		Intercontinental Exchange
LIBOR		London Interbank Offered Rate
RB		Revenue Bond
REIT		Real Estate Investment Trust
REMICS		Real Estate Mortgage Investment Conduits
UMBS		Uniform Mortgage-Backed Securities

Currency:

USD		United States Dollar

• Level 2 — Other significant observable inputs (including quoted prices of similar securities, interest rates, prepayment speeds, credit risk, etc.)

• Level 3 — Significant unobservable inputs (including the Fund’s own assumptions in determining the fair value of investments)

Changes in valuation techniques may result in transfers into or out of an investment’s assigned level within the hierarchy.

Amounts designated as “—”, which may include fair valued securities, are zero or have been rounded to zero.

The Fund is subject to interest rate risk in the normal course of pursuing its objective(s). The Fund entered into financial futures contracts (“futures contracts”) to gain exposure to and/or hedge against changes in the interest rates. Futures contracts are contracts for delayed delivery of securities or currencies at a specific future date and at a specific price or currency amount.

The following tables provide a summary of the Fund’s derivative instruments categorized by risk exposure as of July 31, 2019:

Fair Values of Derivatives not Accounted for as Hedging Instruments as of July 31, 2019


Asset-Backed Securities 0.5%
	Principal Amount		Value

Airlines 0.0%^†
American Airlines Pass-Through Trust, Series 2013-2, Class A, 4.95%, 1/15/2023	$	124,152	$	130,261
United Airlines Pass-Through Trust, Series 2013-1, Class A, 4.30%, 8/15/2025		188,162		199,782

				330,043




Credit Card 0.5%
BA Credit Card Trust, Series 2018-A3, Class A3, 3.10%, 12/15/2023		2,500,000		2,547,351
Chase Issuance Trust, Series 2012-A7, Class A7, 2.16%, 9/15/2024		625,000		624,766
Citibank Credit Card Issuance Trust, Series 2017-A3, Class A3, 1.92%, 4/7/2022		1,000,000		997,028

				4,169,145


Total Asset-Backed Securities (cost $4,439,574)				4,499,188


Commercial Mortgage-Backed Securities 2.3%
	Principal Amount		Value

BBCMS Mortgage Trust, Series 2017-C1, Class A4, 3.67%, 2/15/2050		450,000		479,656
Benchmark Mortgage Trust, Series 2019-B11, Class A4, 3.28%, 5/15/2052		1,000,000		1,045,190
CFCRE Commercial Mortgage Trust, Series 2017-C8, Class A4, 3.57%, 6/15/2050		850,000		893,386
Citigroup Commercial Mortgage Trust
Series 2013-GC17, Class A4, 4.13%, 11/10/2046		650,000		693,574
Series 2014-GC25, Class A4, 3.64%, 10/10/2047		500,000		527,888
COMM Mortgage Trust
Series 2013-CR12, Class A4, 4.05%, 10/10/2046		300,000		318,455
Series 2014-CR16, Class A4, 4.05%, 4/10/2047		750,000		800,432
FHLMC Multifamily Structured Pass-Through Certificates REMICS
Series K020, Class A2, 2.37%, 5/25/2022		600,000		602,452
Series K026, Class A2, 2.51%, 11/25/2022		200,000		201,935
Series K031, Class A2, 3.30%, 4/25/2023(a)		100,000		103,852
Series K033, Class A2, 3.06%, 7/25/2023(a)		100,000		103,154
Series K038, Class A1, 2.60%, 10/25/2023		113,127		113,967
Series K037, Class A2, 3.49%, 1/25/2024		200,000		209,965
Series K038, Class A2, 3.39%, 3/25/2024		800,000		838,127
Series K066, Class A2, 3.12%, 6/25/2027		750,000		787,057
FNMA ACES REMICS
Series 2014-M6, Class A2, 2.68%, 5/25/2021(a)		89,817		90,250


Commercial Mortgage-Backed Securities (continued)
	Principal Amount		Value

FNMA ACES REMICS (continued)
Series 2014-M2, Class ASV2, 2.78%, 6/25/2021(a)	$	247,978	$	249,036
GS Mortgage Securities Trust
Series 2015-GC28, Class A2, 2.90%, 2/10/2048		999,108		999,139
Series 2015-GC30, Class A4, 3.38%, 5/10/2050		750,000		784,404
JP Morgan Chase Commercial Mortgage Securities Trust, Series 2011-C5, Class A3, 4.17%, 8/15/2046		310,827		318,900
JPMCC Commercial Mortgage Securities Trust, Series 2017-JP7, Class A5, 3.45%, 9/15/2050		750,000		792,407
Morgan Stanley Bank of America Merrill Lynch Trust
Series 2013-C7, Class A4, 2.92%, 2/15/2046		1,300,000		1,321,910
Series 2013-C10, Class ASB, 3.91%, 7/15/2046(a)		1,066,230		1,092,743
Series 2013-C10, Class A5, 4.08%, 7/15/2046(a)		250,000		264,861
Series 2014-C17, Class A5, 3.74%, 8/15/2047		1,500,000		1,585,311
Morgan Stanley Capital I Trust
Series 2016-UBS9, Class A4, 3.59%, 3/15/2049		900,000		951,602
Series 2017-H1, Class A5, 3.53%, 6/15/2050		750,000		793,688
Series 2019-H6, Class A4, 3.42%, 6/15/2052		150,000		157,510
Wells Fargo Commercial Mortgage Trust, Series 2015-SG1, Class A4, 3.79%, 9/15/2048		1,700,000		1,810,599
WFRBS Commercial Mortgage Trust
Series 2013-C11, Class A4, 3.04%, 3/15/2045		500,000		510,294
Series 2012-C7, Class A2, 3.43%, 6/15/2045		300,000		307,722


Total Commercial Mortgage-Backed Securities (cost $19,594,740)				19,749,466


Corporate Bonds 25.4%
	Principal Amount		Value

Aerospace & Defense 0.4%
Boeing Co. (The),
3.20%, 3/1/2029		500,000		513,823
3.30%, 3/1/2035		65,000		63,700
General Dynamics Corp.,
3.88%, 7/15/2021		150,000		154,083
L3Harris Technologies, Inc.,
4.95%, 2/15/2021(b)		250,000		257,443
3.83%, 4/27/2025		250,000		263,749
4.85%, 4/27/2035		55,000		62,217
Lockheed Martin Corp.,
3.55%, 1/15/2026		150,000		159,942
3.60%, 3/1/2035		55,000		57,853
4.07%, 12/15/2042		191,000		211,205
Northrop Grumman Corp.,
4.75%, 6/1/2043		250,000		293,373
Raytheon Co.,
3.13%, 10/15/2020		250,000		252,545


Corporate Bonds (continued)
	Principal Amount		Value

Aerospace & Defense (continued)
Raytheon Co., (continued)
3.15%, 12/15/2024	$	75,000	$	77,702
Rockwell Collins, Inc.,
3.50%, 3/15/2027		150,000		157,584
Textron, Inc.,
4.30%, 3/1/2024		250,000		264,025
United Technologies Corp.,
3.65%, 8/16/2023		200,000		209,504
4.13%, 11/16/2028		150,000		165,763
6.13%, 7/15/2038		150,000		200,373
4.50%, 6/1/2042		250,000		286,658
4.05%, 5/4/2047		100,000		108,697

				3,760,239




Air Freight & Logistics 0.1%
FedEx Corp.,
3.25%, 4/1/2026		45,000		46,408
3.30%, 3/15/2027		70,000		71,519
3.88%, 8/1/2042		50,000		47,118
4.55%, 4/1/2046		250,000		259,729
United Parcel Service, Inc.,
6.20%, 1/15/2038		205,000		284,047

				708,821




Auto Components 0.0%^†
Aptiv Corp.,
4.15%, 3/15/2024		150,000		157,471
BorgWarner, Inc.,
3.38%, 3/15/2025		70,000		71,922

				229,393




Automobiles 0.1%
Ford Motor Co.,
7.45%, 7/16/2031		100,000		118,252
5.29%, 12/8/2046		250,000		231,446
General Motors Co.,
4.20%, 10/1/2027		250,000		253,847
5.20%, 4/1/2045		250,000		244,061
Toyota Motor Corp.,
3.42%, 7/20/2023		200,000		208,329

				1,055,935




Banks 4.7%
Banco Santander SA,
4.25%, 4/11/2027		200,000		211,967
Bank of America Corp.,
(ICE LIBOR USD 3 Month + 0.37%), 2.74%, 1/23/2022(c)		250,000		250,754
(ICE LIBOR USD 3 Month + 1.16%), 3.12%, 1/20/2023(c)		500,000		507,336
(ICE LIBOR USD 3 Month + 0.93%), 2.82%, 7/21/2023(c)		500,000		504,006
4.10%, 7/24/2023		250,000		265,310
(ICE LIBOR USD 3 Month + 0.79%), 3.00%, 12/20/2023(c)		271,000		274,760
(ICE LIBOR USD 3 Month + 0.97%), 3.46%, 3/15/2025(c)		250,000		258,376
3.88%, 8/1/2025		250,000		266,362
4.45%, 3/3/2026		55,000		59,243
3.50%, 4/19/2026		145,000		151,465
4.25%, 10/22/2026		145,000		154,876
3.25%, 10/21/2027		250,000		256,361
Series L, 4.18%, 11/25/2027		100,000		106,229
(ICE LIBOR USD 3 Month + 1.04%), 3.42%, 12/20/2028(c)		281,000		289,521


Corporate Bonds (continued)
	Principal Amount		Value

Banks (continued)
Bank of America Corp., (continued)
(ICE LIBOR USD 3 Month + 1.07%), 3.97%, 3/5/2029(c)	$	250,000	$	266,952
(ICE LIBOR USD 3 Month + 1.31%), 4.27%, 7/23/2029(c)		500,000		546,302
(ICE LIBOR USD 3 Month + 1.21%), 3.97%, 2/7/2030(c)		250,000		267,882
5.88%, 2/7/2042		250,000		337,321
(ICE LIBOR USD 3 Month + 1.99%), 4.44%, 1/20/2048(c)		250,000		287,242
Bank of Montreal,
Series D, 3.10%, 4/13/2021		100,000		101,519
2.90%, 3/26/2022		750,000		759,850
Bank of Nova Scotia (The),
2.70%, 3/7/2022		100,000		101,016
2.38%, 1/18/2023		350,000		350,260
Barclays Bank plc,
5.14%, 10/14/2020		250,000		256,335
Barclays plc,
3.65%, 3/16/2025		200,000		200,280
4.34%, 1/10/2028		250,000		256,219
(ICE LIBOR USD 3 Month + 1.90%), 4.97%, 5/16/2029(c)		250,000		265,576
BB&T Corp.,
2.75%, 4/1/2022		250,000		252,311
2.85%, 10/26/2024		250,000		253,576
BBVA USA,
3.88%, 4/10/2025		250,000		257,778
BNP Paribas SA,
4.25%, 10/15/2024		250,000		262,350
Citibank NA,
3.65%, 1/23/2024		500,000		523,940
Citigroup, Inc.,
2.65%, 10/26/2020		250,000		250,650
3.88%, 10/25/2023		100,000		105,067
3.75%, 6/16/2024		300,000		316,349
3.30%, 4/27/2025		155,000		160,207
5.50%, 9/13/2025		250,000		281,534
3.70%, 1/12/2026		250,000		263,570
4.60%, 3/9/2026		105,000		113,437
3.40%, 5/1/2026		200,000		207,042
4.30%, 11/20/2026		200,000		213,248
(ICE LIBOR USD 3 Month + 1.39%), 3.67%, 7/24/2028(c)		250,000		260,850
(ICE LIBOR USD 3 Month + 1.15%), 3.52%, 10/27/2028(c)		250,000		258,037
(ICE LIBOR USD 3 Month + 1.34%), 3.98%, 3/20/2030(c)		350,000		373,995
6.63%, 6/15/2032		182,000		236,839
4.65%, 7/23/2048		250,000		294,137
Citizens Financial Group, Inc.,
2.85%, 7/27/2026		250,000		249,320
Comerica, Inc.,
4.00%, 2/1/2029		100,000		107,683
Cooperatieve Rabobank UA,
3.88%, 2/8/2022		250,000		258,934
5.25%, 5/24/2041		125,000		162,251
5.75%, 12/1/2043		250,000		321,257
Credit Suisse Group Funding Guernsey Ltd.,
3.13%, 12/10/2020		250,000		251,737
3.80%, 9/15/2022		250,000		258,270
4.55%, 4/17/2026		250,000		272,020
Discover Bank,
4.20%, 8/8/2023		250,000		264,932


Corporate Bonds (continued)
	Principal Amount		Value

Banks (continued)
Fifth Third Bancorp,
3.50%, 3/15/2022	$	300,000	$	307,529
3.95%, 3/14/2028		250,000		270,505
HSBC Bank USA NA,
5.88%, 11/1/2034		498,000		632,930
HSBC Holdings plc,
3.60%, 5/25/2023		200,000		207,517
4.25%, 3/14/2024		250,000		262,003
(ICE LIBOR USD 3 Month + 0.99%), 3.95%, 5/18/2024(c)		200,000		208,482
4.30%, 3/8/2026		200,000		213,801
3.90%, 5/25/2026		250,000		262,094
(ICE LIBOR USD 3 Month + 1.35%), 4.29%, 9/12/2026(c)		500,000		530,073
HSBC USA, Inc.,
2.75%, 8/7/2020		250,000		250,975
Huntington Bancshares, Inc.,
3.15%, 3/14/2021		250,000		252,641
ING Groep NV,
3.55%, 4/9/2024		400,000		414,005
JPMorgan Chase & Co.,
2.55%, 3/1/2021		250,000		250,696
4.35%, 8/15/2021		1,000,000		1,038,090
3.38%, 5/1/2023		250,000		256,357
3.63%, 5/13/2024		350,000		367,932
3.13%, 1/23/2025		250,000		256,265
3.30%, 4/1/2026		250,000		259,411
4.13%, 12/15/2026		250,000		269,282
(ICE LIBOR USD 3 Month + 1.25%), 3.96%, 1/29/2027(c)		250,000		267,461
(ICE LIBOR USD 3 Month + 1.36%), 3.88%, 7/24/2038(c)		300,000		319,694
5.60%, 7/15/2041		200,000		262,668
4.85%, 2/1/2044		250,000		301,988
(ICE LIBOR USD 3 Month + 1.58%), 4.26%, 2/22/2048(c)		250,000		278,887
KeyCorp,
5.10%, 3/24/2021		150,000		156,432
Korea Development Bank (The),
4.63%, 11/16/2021		200,000		210,158
Kreditanstalt fuer Wiederaufbau,
2.75%, 9/8/2020		300,000		302,111
2.00%, 11/30/2021		1,000,000		1,001,519
2.13%, 3/7/2022		2,000,000		2,010,995
2.88%, 4/3/2028		200,000		212,708
Landwirtschaftliche Rentenbank,
Series 36, 2.00%, 12/6/2021		500,000		500,470
Lloyds Banking Group plc,
4.50%, 11/4/2024		250,000		259,830
4.65%, 3/24/2026		250,000		259,902
4.34%, 1/9/2048		250,000		237,263
Mitsubishi UFJ Financial Group, Inc.,
3.46%, 3/2/2023		750,000		772,391
3.76%, 7/26/2023		200,000		209,048
3.85%, 3/1/2026		250,000		265,682
Mizuho Financial Group, Inc.,
(ICE LIBOR USD 3 Month + 0.84%), 2.72%, 7/16/2023(c)		400,000		401,386
3.17%, 9/11/2027		250,000		255,712
MUFG Americas Holdings Corp.,
3.00%, 2/10/2025		200,000		202,041
National Australia Bank Ltd.,
3.38%, 1/14/2026		250,000		261,929
PNC Bank NA,
2.95%, 1/30/2023		350,000		355,890
3.30%, 10/30/2024		250,000		260,030


Corporate Bonds (continued)
	Principal Amount		Value

Banks (continued)
Royal Bank of Canada,
2.50%, 1/19/2021	$	250,000	$	251,072
2.80%, 4/29/2022		350,000		353,814
Royal Bank of Scotland Group plc,
(ICE LIBOR USD 3 Month + 1.48%), 3.50%, 5/15/2023(c)		200,000		200,887
4.80%, 4/5/2026		250,000		268,554
(ICE LIBOR USD 3 Month + 1.91%), 5.08%, 1/27/2030(c)		250,000		270,546
Santander Holdings USA, Inc.,
4.40%, 7/13/2027		200,000		211,530
Santander UK Group Holdings plc,
2.88%, 10/16/2020		105,000		105,133
Santander UK plc,
2.50%, 1/5/2021		500,000		499,609
Sumitomo Mitsui Financial Group, Inc.,
2.78%, 7/12/2022		750,000		756,036
3.78%, 3/9/2026		500,000		530,646
SunTrust Bank,
2.45%, 8/1/2022		500,000		500,352
Toronto-Dominion Bank (The),
1.80%, 7/13/2021		750,000		745,025
US Bancorp,
4.13%, 5/24/2021		100,000		103,085
3.38%, 2/5/2024		750,000		781,920
Series X, 3.15%, 4/27/2027		250,000		260,004
Wells Fargo & Co.,
3.00%, 1/22/2021		500,000		504,283
2.50%, 3/4/2021		240,000		240,820
2.63%, 7/22/2022		250,000		251,425
3.75%, 1/24/2024		750,000		785,832
3.00%, 2/19/2025		60,000		61,102
3.00%, 4/22/2026		250,000		252,998
4.30%, 7/22/2027		200,000		215,748
5.38%, 2/7/2035		118,000		146,739
5.61%, 1/15/2044		333,000		421,277
3.90%, 5/1/2045		150,000		162,942
4.90%, 11/17/2045		250,000		292,262
4.40%, 6/14/2046		100,000		109,517
Westpac Banking Corp.,
2.10%, 5/13/2021		100,000		99,719
3.30%, 2/26/2024		350,000		363,683
(USD ICE Swap Rate 5 Year + 2.24%), 4.32%, 11/23/2031(c)		250,000		259,303

				40,667,287




Beverages 0.7%
Anheuser-Busch Cos. LLC,
3.65%, 2/1/2026		250,000		263,672
4.70%, 2/1/2036		350,000		390,013
4.90%, 2/1/2046		215,000		244,150
Anheuser-Busch InBev Worldwide, Inc.,
4.00%, 4/13/2028		100,000		108,512
4.75%, 1/23/2029		350,000		398,700
4.38%, 4/15/2038		100,000		107,992
4.60%, 4/15/2048		150,000		163,564
4.44%, 10/6/2048		130,000		139,037
5.55%, 1/23/2049		350,000		434,491
4.75%, 4/15/2058		150,000		166,070
5.80%, 1/23/2059		50,000		64,204
Coca-Cola Co. (The),
3.15%, 11/15/2020		200,000		202,317
3.20%, 11/1/2023		150,000		156,191
2.90%, 5/25/2027		100,000		103,895
Constellation Brands, Inc.,
3.50%, 5/9/2027		400,000		413,165


Corporate Bonds (continued)
	Principal Amount		Value

Beverages (continued)
Diageo Investment Corp.,
2.88%, 5/11/2022	$	500,000	$	507,654
Keurig Dr Pepper, Inc.,
3.20%, 11/15/2021		250,000		252,093
5.09%, 5/25/2048		175,000		198,318
Molson Coors Brewing Co.,
3.50%, 5/1/2022		100,000		102,413
3.00%, 7/15/2026		95,000		94,779
5.00%, 5/1/2042		150,000		163,117
PepsiCo, Inc.,
3.13%, 11/1/2020		200,000		202,101
3.60%, 3/1/2024		250,000		264,321
2.85%, 2/24/2026		175,000		180,136
3.45%, 10/6/2046		250,000		256,163

				5,577,068




Biotechnology 0.5%
AbbVie, Inc.,
2.90%, 11/6/2022		500,000		504,433
3.20%, 5/14/2026		185,000		186,189
4.50%, 5/14/2035		135,000		140,839
4.30%, 5/14/2036		100,000		102,021
4.40%, 11/6/2042		75,000		74,274
4.88%, 11/14/2048		150,000		157,025
Amgen, Inc.,
3.45%, 10/1/2020		200,000		202,356
2.70%, 5/1/2022		500,000		503,414
4.56%, 6/15/2048		187,000		204,285
4.66%, 6/15/2051		279,000		308,219
Baxalta, Inc.,
4.00%, 6/23/2025		30,000		31,797
Biogen, Inc.,
3.63%, 9/15/2022		250,000		258,018
4.05%, 9/15/2025		95,000		101,676
Celgene Corp.,
3.25%, 8/15/2022		200,000		205,029
4.63%, 5/15/2044		150,000		167,207
5.00%, 8/15/2045		250,000		297,923
Gilead Sciences, Inc.,
4.50%, 4/1/2021		100,000		103,497
3.70%, 4/1/2024		150,000		157,676
3.50%, 2/1/2025		145,000		152,005
3.65%, 3/1/2026		75,000		79,141
4.50%, 2/1/2045		250,000		274,150
4.75%, 3/1/2046		150,000		170,707

				4,381,881




Building Products 0.0%^†
Johnson Controls International plc,
3.90%, 2/14/2026		46,000		48,509
4.50%, 2/15/2047		100,000		103,516
Masco Corp.,
3.50%, 11/15/2027		100,000		99,205
Owens Corning,
4.30%, 7/15/2047		150,000		129,322

				380,552




Capital Markets 1.4%
Ameriprise Financial, Inc.,
4.00%, 10/15/2023		250,000		265,399
Bank of New York Mellon Corp. (The),
2.60%, 8/17/2020		200,000		200,698
2.95%, 1/29/2023		100,000		101,937
Series G, 3.00%, 2/24/2025		105,000		107,608
3.30%, 8/23/2029		250,000		258,920


Corporate Bonds (continued)
	Principal Amount		Value

Capital Markets (continued)
Brookfield Finance, Inc.,
4.25%, 6/2/2026	$	250,000	$	264,993
Charles Schwab Corp. (The),
4.00%, 2/1/2029		250,000		275,126
CME Group, Inc.,
3.00%, 3/15/2025		250,000		258,526
Credit Suisse USA, Inc.,
7.13%, 7/15/2032		195,000		279,746
Deutsche Bank AG,
Series D, 5.00%, 2/14/2022		250,000		258,765
4.10%, 1/13/2026		250,000		249,361
Franklin Resources, Inc.,
2.80%, 9/15/2022		250,000		252,622
Goldman Sachs Group, Inc. (The),
2.63%, 4/25/2021		500,000		500,932
5.75%, 1/24/2022		250,000		269,231
3.20%, 2/23/2023		500,000		509,759
(ICE LIBOR USD 3 Month + 0.99%), 2.90%, 7/24/2023(c)		500,000		503,780
3.63%, 2/20/2024		250,000		259,494
4.00%, 3/3/2024		250,000		264,020
3.75%, 2/25/2026		315,000		329,664
(ICE LIBOR USD 3 Month + 1.30%), 4.22%, 5/1/2029(c)		200,000		215,413
6.75%, 10/1/2037		100,000		132,592
(ICE LIBOR USD 3 Month + 1.37%), 4.02%, 10/31/2038(c)		250,000		259,709
(ICE LIBOR USD 3 Month + 1.43%), 4.41%, 4/23/2039(c)		250,000		273,060
6.25%, 2/1/2041		250,000		336,496
Intercontinental Exchange, Inc.,
3.45%, 9/21/2023		100,000		103,934
3.75%, 12/1/2025		80,000		85,348
Jefferies Group LLC,
6.88%, 4/15/2021		250,000		266,772
4.15%, 1/23/2030		100,000		99,662
Moody’s Corp.,
4.50%, 9/1/2022		100,000		105,672
Morgan Stanley,
5.50%, 7/28/2021		150,000		158,626
2.75%, 5/19/2022		350,000		352,538
4.10%, 5/22/2023		350,000		366,956
4.00%, 7/23/2025		155,000		165,209
3.88%, 1/27/2026		250,000		264,648
3.13%, 7/27/2026		250,000		253,492
4.35%, 9/8/2026		250,000		268,076
3.63%, 1/20/2027		250,000		261,253
3.95%, 4/23/2027		250,000		261,736
7.25%, 4/1/2032		226,000		320,332
(ICE LIBOR USD 3 Month + 1.43%), 4.46%, 4/22/2039(c)		100,000		111,840
4.38%, 1/22/2047		250,000		281,950
Northern Trust Corp.,
3.38%, 8/23/2021		50,000		51,079
3.65%, 8/3/2028		50,000		53,798
S&P Global, Inc.,
4.40%, 2/15/2026		250,000		276,496
State Street Corp.,
4.38%, 3/7/2021		300,000		309,938
3.30%, 12/16/2024		155,000		161,099
TD Ameritrade Holding Corp.,
2.95%, 4/1/2022		250,000		253,934
3.63%, 4/1/2025		250,000		263,229

				11,725,468


Corporate Bonds (continued)
	Principal Amount		Value

Chemicals 0.4%
Cabot Corp.,
4.00%, 7/1/2029	$	100,000	$	101,520
Dow Chemical Co. (The),
4.13%, 11/15/2021		150,000		154,888
3.50%, 10/1/2024		250,000		259,126
4.25%, 10/1/2034		100,000		105,916
4.38%, 11/15/2042		150,000		152,058
DuPont de Nemours, Inc.,
4.73%, 11/15/2028		500,000		562,459
Eastman Chemical Co.,
3.60%, 8/15/2022		250,000		256,274
Ecolab, Inc.,
4.35%, 12/8/2021		81,000		84,744
3.25%, 1/14/2023		250,000		256,795
Lubrizol Corp. (The),
6.50%, 10/1/2034		103,000		141,712
LyondellBasell Industries NV,
6.00%, 11/15/2021		400,000		426,575
4.63%, 2/26/2055		100,000		100,684
Mosaic Co. (The),
5.45%, 11/15/2033		150,000		170,456
Nutrien Ltd.,
3.15%, 10/1/2022		50,000		50,615
5.88%, 12/1/2036		125,000		147,887
6.13%, 1/15/2041		100,000		122,330
Praxair, Inc.,
4.05%, 3/15/2021		150,000		154,298
3.20%, 1/30/2026		250,000		262,038
Sherwin-Williams Co. (The),
4.50%, 6/1/2047		150,000		160,757

				3,671,132




Commercial Services & Supplies 0.1%
Cintas Corp. No. 2,
4.30%, 6/1/2021		100,000		103,589
Republic Services, Inc.,
5.25%, 11/15/2021		350,000		370,907
3.20%, 3/15/2025		100,000		103,129
Waste Management, Inc.,
2.90%, 9/15/2022		300,000		304,564
3.90%, 3/1/2035		90,000		95,090

				977,279




Communications Equipment 0.1%
Cisco Systems, Inc.,
2.50%, 9/20/2026		250,000		253,139
5.50%, 1/15/2040		250,000		334,218
Motorola Solutions, Inc.,
4.00%, 9/1/2024		150,000		155,787

				743,144




Construction Materials 0.0%^†
Vulcan Materials Co.,
3.90%, 4/1/2027		100,000		103,541




Consumer Finance 0.8%
AerCap Ireland Capital DAC,
3.65%, 7/21/2027		250,000		250,585
American Express Co.,
2.50%, 8/1/2022		1,000,000		1,003,140
3.63%, 12/5/2024		150,000		156,936
American Honda Finance Corp.,
2.20%, 6/27/2022		250,000		249,461
3.45%, 7/14/2023		100,000		103,901


Corporate Bonds (continued)
	Principal Amount		Value

Consumer Finance (continued)
Capital One Financial Corp.,
3.50%, 6/15/2023	$	350,000	$	361,389
3.75%, 4/24/2024		100,000		105,197
3.30%, 10/30/2024		100,000		103,537
3.75%, 3/9/2027		250,000		259,726
Caterpillar Financial Services Corp.,
2.75%, 8/20/2021		500,000		504,980
Discover Financial Services,
4.50%, 1/30/2026		100,000		107,680
Ford Motor Credit Co. LLC,
3.34%, 3/18/2021		250,000		251,304
5.88%, 8/2/2021		250,000		262,877
3.35%, 11/1/2022		200,000		199,798
3.66%, 9/8/2024		250,000		246,879
4.54%, 8/1/2026		200,000		201,699
General Motors Financial Co., Inc.,
4.38%, 9/25/2021		100,000		103,138
4.15%, 6/19/2023		500,000		516,616
5.25%, 3/1/2026		350,000		377,536
4.00%, 10/6/2026		250,000		252,435
John Deere Capital Corp.,
2.65%, 1/6/2022		140,000		141,398
2.70%, 1/6/2023		200,000		203,083
Synchrony Financial,
4.50%, 7/23/2025		190,000		201,009
Toyota Motor Credit Corp.,
2.95%, 4/13/2021		200,000		202,476
3.65%, 1/8/2029		500,000		542,436

				6,909,216




Containers & Packaging 0.0%^†
International Paper Co.,
4.80%, 6/15/2044		250,000		262,989




Diversified Consumer Services 0.1%
Massachusetts Institute of Technology,
4.68%, 7/1/2114		200,000		260,478
Northwestern University,
Series 2017, 3.66%, 12/1/2057		12,000		13,062
President & Fellows of Harvard College,
3.15%, 7/15/2046		50,000		50,920
3.30%, 7/15/2056		100,000		101,237
Princeton University,
5.70%, 3/1/2039		200,000		276,432
University of Notre Dame du Lac,
Series 2017, 3.39%, 2/15/2048		30,000		31,032

				733,161




Diversified Financial Services 0.3%
AXA Equitable Holdings, Inc.,
7.00%, 4/1/2028		92,000		109,645
5.00%, 4/20/2048		150,000		158,967
Bank One Corp.,
8.00%, 4/29/2027		202,000		267,790
Berkshire Hathaway, Inc.,
2.75%, 3/15/2023		200,000		203,851
GE Capital International Funding Co. Unlimited Co.,
2.34%, 11/15/2020		206,000		205,115
4.42%, 11/15/2035		582,000		588,576
National Rural Utilities Cooperative Finance Corp.,
3.40%, 2/7/2028		50,000		52,977
8.00%, 3/1/2032		61,000		89,824


Corporate Bonds (continued)
	Principal Amount		Value

Diversified Financial Services (continued)
Shell International Finance BV,
1.88%, 5/10/2021	$	250,000	$	248,752
4.13%, 5/11/2035		150,000		168,909
6.38%, 12/15/2038		250,000		357,838
4.00%, 5/10/2046		150,000		166,052
3.75%, 9/12/2046		150,000		160,033
Voya Financial, Inc.,
3.65%, 6/15/2026		100,000		104,320

				2,882,649




Diversified Telecommunication Services 1.1%
AT&T, Inc.,
3.80%, 3/15/2022		500,000		517,178
3.95%, 1/15/2025		350,000		369,573
3.60%, 7/15/2025		250,000		260,039
4.13%, 2/17/2026		250,000		267,527
2.95%, 7/15/2026		250,000		250,794
4.25%, 3/1/2027		250,000		268,899
4.50%, 5/15/2035		310,000		330,201
5.25%, 3/1/2037		250,000		283,719
5.35%, 9/1/2040		175,000		197,502
4.30%, 12/15/2042		267,000		267,675
4.65%, 6/1/2044		150,000		152,962
4.80%, 6/15/2044		150,000		158,313
4.75%, 5/15/2046		250,000		264,269
5.45%, 3/1/2047		200,000		231,150
4.50%, 3/9/2048		160,000		163,637
4.55%, 3/9/2049		100,000		102,963
British Telecommunications plc,
9.63%, 12/15/2030(d)		191,000		287,568
Deutsche Telekom International Finance BV,
8.75%, 6/15/2030(d)		106,000		155,208
Orange SA,
9.00%, 3/1/2031(d)		133,000		204,672
5.50%, 2/6/2044		100,000		125,512
Telefonica Emisiones SA,
5.46%, 2/16/2021		150,000		156,527
4.57%, 4/27/2023		200,000		215,149
4.10%, 3/8/2027		350,000		372,038
4.90%, 3/6/2048		150,000		164,173
5.52%, 3/1/2049		150,000		177,808
TELUS Corp.,
4.30%, 6/15/2049		100,000		107,569
Verizon Communications, Inc.,
3.50%, 11/1/2024		400,000		418,901
4.13%, 3/16/2027		250,000		271,735
4.33%, 9/21/2028		254,000		281,811
4.02%, 12/3/2029(b)		500,000		542,361
4.40%, 11/1/2034		300,000		332,581
4.81%, 3/15/2039		269,000		309,223
3.85%, 11/1/2042		250,000		256,191
6.55%, 9/15/2043		250,000		353,924
4.52%, 9/15/2048		250,000		278,108
5.01%, 4/15/2049		95,000		112,479

				9,209,939




Electric Utilities 1.2%
Appalachian Power Co.,
Series Y, 4.50%, 3/1/2049		250,000		288,931
Arizona Public Service Co.,
4.20%, 8/15/2048		50,000		54,926
CenterPoint Energy Houston Electric LLC,
3.95%, 3/1/2048		150,000		163,870


Corporate Bonds (continued)
	Principal Amount		Value

Electric Utilities (continued)
Cleveland Electric Illuminating Co. (The),
5.50%, 8/15/2024	$	200,000	$	226,102
Connecticut Light & Power Co. (The),
4.00%, 4/1/2048		100,000		111,693
Dominion Energy South Carolina, Inc.,
6.05%, 1/15/2038		200,000		263,569
DTE Electric Co.,
3.65%, 3/15/2024		250,000		262,693
3.70%, 3/15/2045		80,000		83,214
Duke Energy Corp.,
3.05%, 8/15/2022		200,000		202,939
3.75%, 4/15/2024		150,000		157,590
3.75%, 9/1/2046		250,000		248,685
4.20%, 6/15/2049		150,000		160,631
Duke Energy Florida LLC,
4.20%, 7/15/2048		50,000		56,163
Duke Energy Indiana LLC,
3.75%, 5/15/2046		250,000		260,507
Duke Energy Ohio, Inc.,
Series A, 5.40%, 6/15/2033		51,000		60,701
3.70%, 6/15/2046		100,000		103,261
Emera US Finance LP,
3.55%, 6/15/2026		250,000		257,336
Entergy Arkansas LLC,
3.50%, 4/1/2026		100,000		104,915
4.20%, 4/1/2049		250,000		280,376
Entergy Corp.,
5.13%, 9/15/2020		300,000		306,739
4.00%, 7/15/2022		200,000		208,091
Evergy, Inc.,
4.85%, 6/1/2021		100,000		103,251
Eversource Energy,
Series H, 3.15%, 1/15/2025		125,000		128,229
Exelon Corp.,
3.50%, 6/1/2022(d)		250,000		255,954
5.63%, 6/15/2035		250,000		305,644
FirstEnergy Corp.,
Series B, 4.25%, 3/15/2023		500,000		527,118
Florida Power & Light Co.,
5.65%, 2/1/2037		200,000		259,675
4.05%, 10/1/2044		100,000		111,246
4.13%, 6/1/2048		250,000		284,885
Georgia Power Co.,
4.30%, 3/15/2042		100,000		107,118
Hydro-Quebec,
Series HY, 8.40%, 1/15/2022		153,000		175,167
Series GF, 8.88%, 3/1/2026		109,000		150,439
Iberdrola International BV,
5.81%, 3/15/2025		82,000		93,367
Kansas City Power & Light Co.,
3.65%, 8/15/2025		100,000		105,405
Series 2019, 4.13%, 4/1/2049		250,000		279,305
MidAmerican Energy Co.,
5.80%, 10/15/2036		200,000		260,013
Nevada Power Co.,
5.45%, 5/15/2041		100,000		121,465
Northern States Power Co.,
4.00%, 8/15/2045		85,000		92,276
Ohio Power Co.,
4.15%, 4/1/2048		250,000		279,520
Oncor Electric Delivery Co. LLC,
5.30%, 6/1/2042		150,000		191,610
PacifiCorp,
5.25%, 6/15/2035		123,000		148,378
PPL Capital Funding, Inc.,
5.00%, 3/15/2044		250,000		282,705


Corporate Bonds (continued)
	Principal Amount		Value

Electric Utilities (continued)
Progress Energy, Inc.,
7.75%, 3/1/2031	$	164,000	$	230,322
Public Service Co. of Colorado,
3.60%, 9/15/2042		100,000		102,615
Public Service Electric & Gas Co.,
3.95%, 5/1/2042		200,000		218,735
Southern California Edison Co.,
Series B, 2.40%, 2/1/2022		250,000		249,481
6.00%, 1/15/2034		123,000		151,250
4.00%, 4/1/2047		250,000		257,874
Southern Co. (The),
3.25%, 7/1/2026		210,000		214,294
4.40%, 7/1/2046		250,000		266,641
Virginia Electric & Power Co.,
Series B, 4.20%, 5/15/2045		120,000		133,681
Wisconsin Electric Power Co.,
2.95%, 9/15/2021		250,000		252,190
5.63%, 5/15/2033		41,000		51,637
Wisconsin Power & Light Co.,
3.00%, 7/1/2029		250,000		255,048
Xcel Energy, Inc.,
6.50%, 7/1/2036		123,000		161,799

				10,671,269




Electrical Equipment 0.1%
ABB Finance USA, Inc.,
4.38%, 5/8/2042		100,000		117,969
Eaton Corp.,
2.75%, 11/2/2022		250,000		252,084
4.00%, 11/2/2032		150,000		166,099

				536,152




Electronic Equipment, Instruments & Components 0.1%
Arrow Electronics, Inc.,
4.50%, 3/1/2023		100,000		105,016
Corning, Inc.,
2.90%, 5/15/2022		365,000		369,545
5.35%, 11/15/2048		100,000		124,568
Tyco Electronics Group SA,
3.50%, 2/3/2022		150,000		153,441

				752,570




Energy Equipment & Services 0.1%
Baker Hughes a GE Co. LLC,
3.20%, 8/15/2021		250,000		253,436
3.34%, 12/15/2027		145,000		146,803
Halliburton Co.,
3.80%, 11/15/2025		100,000		104,874
6.70%, 9/15/2038		100,000		130,469
National Oilwell Varco, Inc.,
3.95%, 12/1/2042		100,000		89,663

				725,245




Entertainment 0.2%
NBCUniversal Media LLC,
5.95%, 4/1/2041		100,000		132,710
TWDC Enterprises 18 Corp.,
3.00%, 2/13/2026		50,000		51,926
3.70%, 12/1/2042		100,000		106,608
3.00%, 7/30/2046		60,000		57,238
Viacom, Inc.,
4.38%, 3/15/2043		200,000		199,084
Walt Disney Co. (The),
3.70%, 9/15/2024(b)		100,000		106,353
3.70%, 10/15/2025(b)		100,000		106,804


Corporate Bonds (continued)
	Principal Amount		Value

Entertainment (continued)
Walt Disney Co. (The), (continued)
7.28%, 6/30/2028(b)	$	53,000	$	69,839
6.55%, 3/15/2033(b)		450,000		614,360

				1,444,922




Equity Real Estate Investment Trusts (REITs) 0.6%
American Tower Corp.,
4.40%, 2/15/2026		25,000		26,996
3.95%, 3/15/2029		250,000		263,450
AvalonBay Communities, Inc.,
3.45%, 6/1/2025		100,000		104,736
Boston Properties LP,
2.75%, 10/1/2026		150,000		149,095
Crown Castle International Corp.,
3.70%, 6/15/2026		280,000		292,552
Duke Realty LP,
3.88%, 10/15/2022		250,000		259,378
ERP Operating LP,
2.85%, 11/1/2026		500,000		506,626
GLP Capital LP,
5.38%, 11/1/2023		50,000		53,904
5.30%, 1/15/2029		50,000		54,160
HCP, Inc.,
3.40%, 2/1/2025		300,000		308,202
Hospitality Properties Trust,
4.38%, 2/15/2030		100,000		95,709
Host Hotels & Resorts LP,
Series D, 3.75%, 10/15/2023		100,000		102,888
Series E, 4.00%, 6/15/2025		190,000		197,672
Kimco Realty Corp.,
4.45%, 9/1/2047		100,000		106,378
Omega Healthcare Investors, Inc.,
4.50%, 4/1/2027		250,000		261,435
Realty Income Corp.,
4.65%, 8/1/2023		250,000		269,969
Simon Property Group LP,
4.75%, 3/15/2042		250,000		294,408
Spirit Realty LP,
4.00%, 7/15/2029		85,000		86,843
UDR, Inc.,
3.20%, 1/15/2030		150,000		151,160
Ventas Realty LP,
4.25%, 3/1/2022		250,000		260,191
4.88%, 4/15/2049		150,000		168,301
Welltower, Inc.,
5.25%, 1/15/2022		300,000		318,191
4.13%, 3/15/2029		250,000		267,294
Weyerhaeuser Co.,
7.38%, 3/15/2032		100,000		138,724
WP Carey, Inc.,
3.85%, 7/15/2029		50,000		50,869

				4,789,131




Food & Staples Retailing 0.4%
Costco Wholesale Corp.,
2.25%, 2/15/2022		85,000		85,188
2.75%, 5/18/2024		200,000		204,818
Kroger Co. (The),
4.00%, 2/1/2024		100,000		105,560
7.50%, 4/1/2031		178,000		238,319
5.40%, 1/15/2049		100,000		111,720
Sysco Corp.,
3.75%, 10/1/2025		75,000		79,217
3.30%, 7/15/2026		130,000		134,173
Walgreen Co.,
3.10%, 9/15/2022		150,000		152,363


Corporate Bonds (continued)
	Principal Amount		Value

Food & Staples Retailing (continued)
Walgreens Boots Alliance, Inc.,
3.45%, 6/1/2026	$	305,000	$	310,964
4.50%, 11/18/2034		155,000		160,054
Walmart, Inc.,
3.40%, 6/26/2023		500,000		522,726
3.55%, 6/26/2025		100,000		106,510
7.55%, 2/15/2030		82,000		117,821
5.25%, 9/1/2035		92,000		118,290
6.20%, 4/15/2038		198,000		285,723
4.05%, 6/29/2048		250,000		286,893

				3,020,339




Food Products 0.4%
Archer-Daniels-Midland Co.,
2.50%, 8/11/2026		250,000		249,597
Campbell Soup Co.,
4.25%, 4/15/2021		100,000		102,570
4.15%, 3/15/2028		150,000		157,930
4.80%, 3/15/2048		50,000		52,828
Conagra Brands, Inc.,
4.60%, 11/1/2025		100,000		108,711
7.00%, 10/1/2028		154,000		190,594
5.40%, 11/1/2048		100,000		112,192
General Mills, Inc.,
3.15%, 12/15/2021		200,000		203,160
4.70%, 4/17/2048		150,000		167,660
JM Smucker Co. (The),
4.25%, 3/15/2035		100,000		103,936
Kellogg Co.,
3.25%, 4/1/2026		40,000		40,816
4.30%, 5/15/2028		250,000		275,496
Kraft Heinz Foods Co.,
3.00%, 6/1/2026		60,000		59,014
6.88%, 1/26/2039		70,000		86,445
5.20%, 7/15/2045		150,000		158,394
4.38%, 6/1/2046		250,000		240,052
Mead Johnson Nutrition Co.,
4.13%, 11/15/2025		110,000		119,747
Tyson Foods, Inc.,
4.50%, 6/15/2022		250,000		263,636
4.35%, 3/1/2029		250,000		275,332
4.55%, 6/2/2047		50,000		52,832
Unilever Capital Corp.,
2.00%, 7/28/2026		250,000		242,327
5.90%, 11/15/2032		144,000		192,422

				3,455,691




Gas Utilities 0.1%
Atmos Energy Corp.,
4.13%, 10/15/2044		100,000		111,010
CenterPoint Energy Resources Corp.,
4.50%, 1/15/2021		212,000		216,853
Dominion Energy Gas Holdings LLC,
2.80%, 11/15/2020		335,000		336,522
National Fuel Gas Co.,
3.75%, 3/1/2023		250,000		253,889

				918,274




Health Care Equipment & Supplies 0.3%
Abbott Laboratories,
3.88%, 9/15/2025		45,000		48,296
3.75%, 11/30/2026		226,000		243,852
5.30%, 5/27/2040		250,000		312,752
Baxter International, Inc.,
2.60%, 8/15/2026		230,000		229,099


Corporate Bonds (continued)
	Principal Amount		Value

Health Care Equipment & Supplies (continued)
Becton Dickinson and Co.,
3.13%, 11/8/2021	$	250,000	$	253,052
3.30%, 3/1/2023		250,000		252,809
4.67%, 6/6/2047		100,000		112,681
Boston Scientific Corp.,
4.70%, 3/1/2049		150,000		174,825
Koninklijke Philips NV,
5.00%, 3/15/2042		100,000		117,829
Medtronic, Inc.,
3.15%, 3/15/2022		135,000		138,375
4.38%, 3/15/2035		175,000		204,135
4.63%, 3/15/2045		150,000		186,299
Stryker Corp.,
3.38%, 11/1/2025		80,000		84,361
3.50%, 3/15/2026		35,000		36,794
4.63%, 3/15/2046		150,000		175,088
Zimmer Biomet Holdings, Inc.,
3.38%, 11/30/2021		150,000		152,306
4.25%, 8/15/2035		48,000		46,377

				2,768,930




Health Care Providers & Services 1.0%
Advocate Health & Hospitals Corp.,
4.27%, 8/15/2048		21,000		23,906
Aetna, Inc.,
6.63%, 6/15/2036		100,000		125,892
AmerisourceBergen Corp.,
4.25%, 3/1/2045		100,000		99,085
Anthem, Inc.,
3.50%, 8/15/2024		250,000		258,728
4.65%, 8/15/2044		250,000		272,808
Cardinal Health, Inc.,
3.20%, 6/15/2022		200,000		202,429
3.75%, 9/15/2025		170,000		174,785
Cigna Corp.,
3.40%, 9/17/2021(b)		100,000		101,766
4.38%, 10/15/2028(b)		200,000		216,913
4.90%, 12/15/2048(b)		150,000		164,540
Cigna Holding Co.,
3.25%, 4/15/2025		250,000		254,029
3.05%, 10/15/2027		100,000		99,605
CommonSpirit Health,
4.35%, 11/1/2042		50,000		50,679
CVS Health Corp.,
3.50%, 7/20/2022		500,000		512,630
3.70%, 3/9/2023		250,000		257,938
4.10%, 3/25/2025		250,000		263,080
4.30%, 3/25/2028		500,000		531,300
4.88%, 7/20/2035		100,000		108,899
4.78%, 3/25/2038		250,000		265,147
5.05%, 3/25/2048		350,000		379,354
Duke University Health System, Inc.,
Series 2017, 3.92%, 6/1/2047		138,000		153,416
Express Scripts Holding Co.,
3.90%, 2/15/2022		250,000		257,936
4.50%, 2/25/2026		100,000		108,157
4.80%, 7/15/2046		150,000		161,199
HCA, Inc.,
5.00%, 3/15/2024		200,000		216,956
4.50%, 2/15/2027		500,000		531,154
5.13%, 6/15/2039		30,000		31,506
5.25%, 6/15/2049		100,000		104,516
Humana, Inc.,
3.15%, 12/1/2022		250,000		254,275
2.90%, 12/15/2022		250,000		252,518


Corporate Bonds (continued)
	Principal Amount		Value

Health Care Providers & Services (continued)
Laboratory Corp. of America Holdings,
3.75%, 8/23/2022	$	200,000	$	206,368
McKesson Corp.,
3.95%, 2/16/2028		200,000		207,575
Northwell Healthcare, Inc.,
4.26%, 11/1/2047		20,000		21,501
Providence St Joseph Health Obligated Group,
Series A, 3.93%, 10/1/2048		15,000		15,800
Quest Diagnostics, Inc.,
4.20%, 6/30/2029		50,000		54,115
Stanford Health Care,
Series 2018, 3.80%, 11/15/2048		12,000		13,035
Sutter Health,
Series 2018, 4.09%, 8/15/2048		36,000		39,048
UnitedHealth Group, Inc.,
2.88%, 12/15/2021		500,000		506,699
3.70%, 12/15/2025		250,000		266,254
3.45%, 1/15/2027		250,000		263,420
3.38%, 4/15/2027		250,000		262,387
4.63%, 7/15/2035		25,000		29,309
5.80%, 3/15/2036		200,000		259,857
4.45%, 12/15/2048		250,000		284,083

				8,864,597





Hotels, Restaurants & Leisure 0.2%
Hyatt Hotels Corp.,
5.38%, 8/15/2021		100,000		104,606
Marriott International, Inc.,
Series N, 3.13%, 10/15/2021		250,000		252,530
McDonald’s Corp.,
3.70%, 1/30/2026		250,000		266,676
4.88%, 7/15/2040		50,000		57,220
4.88%, 12/9/2045		250,000		288,848
Sands China Ltd.,
5.40%, 8/8/2028		200,000		223,857
Starbucks Corp.,
3.80%, 8/15/2025		100,000		106,270
4.00%, 11/15/2028		250,000		273,488

				1,573,495




Household Durables 0.0%^†
Newell Brands, Inc.,
4.20%, 4/1/2026		280,000		280,218
Whirlpool Corp.,
3.70%, 5/1/2025		100,000		103,191

				383,409




Household Products 0.1%
Colgate-Palmolive Co.,
2.45%, 11/15/2021		100,000		100,916
Kimberly-Clark Corp.,
3.20%, 7/30/2046		210,000		204,260
Procter & Gamble Co. (The),
3.50%, 10/25/2047		100,000		106,953

				412,129




Independent Power and Renewable Electricity Producers 0.1%
Exelon Generation Co. LLC,
5.75%, 10/1/2041		150,000		172,000
5.60%, 6/15/2042		200,000		229,914
Oglethorpe Power Corp.,
5.05%, 10/1/2048		150,000		179,849


Corporate Bonds (continued)
	Principal Amount		Value

Independent Power and Renewable Electricity Producers (continued)
Southern Power Co.,
4.15%, 12/1/2025	$	250,000	$	266,296

				848,059




Industrial Conglomerates 0.3%
3M Co.,
3.00%, 8/7/2025		250,000		259,101
3.38%, 3/1/2029		250,000		264,453
5.70%, 3/15/2037		50,000		64,302
General Electric Co.,
5.30%, 2/11/2021		72,000		74,649
3.15%, 9/7/2022		200,000		202,665
2.70%, 10/9/2022		250,000		249,501
3.38%, 3/11/2024		150,000		153,828
6.75%, 3/15/2032		106,000		132,810
6.15%, 8/7/2037		144,000		172,532
6.88%, 1/10/2039		100,000		129,790
4.50%, 3/11/2044		100,000		101,873
Honeywell International, Inc.,
1.85%, 11/1/2021		500,000		496,057
Ingersoll-Rand Global Holding Co. Ltd.,
5.75%, 6/15/2043		50,000		62,509
Ingersoll-Rand Luxembourg Finance SA,
3.55%, 11/1/2024		250,000		259,645

				2,623,715




Insurance 1.0%
Aflac, Inc.,
3.63%, 11/15/2024		250,000		263,522
Alleghany Corp.,
4.95%, 6/27/2022		250,000		265,701
Allstate Corp. (The), (ICE LIBOR USD 3 Month + 2.12%),
6.50%, 5/15/2057(c)		145,000		168,297
American International Group, Inc.,
3.30%, 3/1/2021		445,000		450,881
3.90%, 4/1/2026		140,000		147,699
4.25%, 3/15/2029		250,000		269,614
4.80%, 7/10/2045		100,000		111,884
4.75%, 4/1/2048		150,000		168,194
Aon Corp.,
5.00%, 9/30/2020		400,000		411,704
Aon plc,
3.88%, 12/15/2025		100,000		106,571
Arch Capital Finance LLC,
4.01%, 12/15/2026		250,000		268,694
Berkshire Hathaway Finance Corp.,
4.40%, 5/15/2042		150,000		171,995
4.25%, 1/15/2049		250,000		283,222
Brighthouse Financial, Inc.,
3.70%, 6/22/2027		250,000		242,140
Chubb INA Holdings, Inc.,
2.70%, 3/13/2023		250,000		253,828
3.35%, 5/3/2026		45,000		47,315
4.35%, 11/3/2045		250,000		295,706
CNA Financial Corp.,
5.75%, 8/15/2021		250,000		265,710
Hartford Financial Services Group, Inc. (The),
6.10%, 10/1/2041		100,000		130,823
Lincoln National Corp.,
4.85%, 6/24/2021		50,000		52,151
6.15%, 4/7/2036		160,000		196,502
Loews Corp.,
4.13%, 5/15/2043		100,000		105,774


Corporate Bonds (continued)
	Principal Amount		Value

Insurance (continued)
Manulife Financial Corp.,
4.15%, 3/4/2026	$	100,000	$	108,292
Markel Corp.,
5.00%, 5/20/2049		100,000		111,772
Marsh & McLennan Cos., Inc.,
4.80%, 7/15/2021		300,000		311,222
4.90%, 3/15/2049		250,000		302,569
MetLife, Inc.,
3.05%, 12/15/2022(d)		250,000		255,580
5.70%, 6/15/2035		86,000		111,699
6.40%, 12/15/2036		200,000		231,908
4.60%, 5/13/2046		85,000		99,855
Nationwide Financial Services, Inc.,
6.75%, 5/15/2037(e)		75,000		84,000
Principal Financial Group, Inc.,
3.30%, 9/15/2022		250,000		254,092
Progressive Corp. (The),
3.75%, 8/23/2021		150,000		154,610
6.25%, 12/1/2032		113,000		151,013
Prudential Financial, Inc.,
6.63%, 6/21/2040		100,000		140,077
(ICE LIBOR USD 3 Month + 3.92%), 5.63%, 6/15/2043(c)		150,000		160,486
3.91%, 12/7/2047		130,000		137,354
Reinsurance Group of America, Inc.,
5.00%, 6/1/2021		100,000		104,449
Travelers Cos., Inc. (The),
4.00%, 5/30/2047		150,000		165,865
Travelers Property Casualty Corp.,
6.38%, 3/15/2033		133,000		183,076
Unum Group,
4.00%, 6/15/2029		250,000		256,536
Willis Towers Watson plc,
5.75%, 3/15/2021		100,000		104,895
XLIT Ltd.,
4.45%, 3/31/2025		150,000		161,481

				8,268,758





Interactive Media & Services 0.0%^†
Alphabet, Inc.,
3.63%, 5/19/2021		100,000		102,728
Baidu, Inc.,
4.38%, 5/14/2024		200,000		212,150

				314,878





Internet & Direct Marketing Retail 0.3%
Alibaba Group Holding Ltd.,
3.13%, 11/28/2021		200,000		202,662
4.20%, 12/6/2047		250,000		267,574
Amazon.com, Inc.,
3.30%, 12/5/2021		250,000		256,765
2.80%, 8/22/2024		150,000		153,647
3.15%, 8/22/2027		250,000		262,023
4.80%, 12/5/2034		100,000		122,732
3.88%, 8/22/2037		100,000		110,741
4.05%, 8/22/2047		200,000		227,329
eBay, Inc.,
3.25%, 10/15/2020		100,000		100,762
3.80%, 3/9/2022		140,000		144,448
Expedia Group, Inc.,
5.95%, 8/15/2020		150,000		155,212
QVC, Inc.,
4.38%, 3/15/2023		100,000		102,628

				2,106,523


Corporate Bonds (continued)
	Principal Amount		Value

IT Services 0.3%
Broadridge Financial Solutions, Inc.,
3.40%, 6/27/2026	$	80,000	$	83,208
DXC Technology Co.,
4.45%, 9/18/2022		100,000		104,759
Fidelity National Information Services, Inc.,
5.00%, 10/15/2025		250,000		281,539
Fiserv, Inc.,
4.75%, 6/15/2021		200,000		208,012
4.40%, 7/1/2049		200,000		213,192
International Business Machines Corp.,
2.90%, 11/1/2021		150,000		151,777
3.45%, 2/19/2026		250,000		262,716
5.88%, 11/29/2032		250,000		328,197
4.25%, 5/15/2049		300,000		325,104
Mastercard, Inc.,
3.95%, 2/26/2048		150,000		167,774
Visa, Inc.,
3.15%, 12/14/2025		195,000		203,495
4.15%, 12/14/2035		150,000		174,535
4.30%, 12/14/2045		200,000		237,640
Western Union Co. (The),
6.20%, 11/17/2036		100,000		109,753

				2,851,701





Life Sciences Tools & Services 0.1%
Bio-Rad Laboratories, Inc.,
4.88%, 12/15/2020		100,000		102,708
PerkinElmer, Inc.,
5.00%, 11/15/2021		100,000		104,642
Thermo Fisher Scientific, Inc.,
3.60%, 8/15/2021		250,000		255,109
3.20%, 8/15/2027		250,000		256,495

				718,954





Machinery 0.2%
Caterpillar, Inc.,
2.60%, 6/26/2022		250,000		252,891
6.05%, 8/15/2036		123,000		162,204
3.80%, 8/15/2042		97,000		104,071
Deere & Co.,
3.90%, 6/9/2042		100,000		110,960
Dover Corp.,
5.38%, 3/1/2041		50,000		59,428
IDEX Corp.,
4.20%, 12/15/2021		200,000		205,765
Illinois Tool Works, Inc.,
4.88%, 9/15/2041		200,000		245,553
Parker-Hannifin Corp.,
4.20%, 11/21/2034		250,000		277,044
Stanley Black & Decker, Inc.,
2.90%, 11/1/2022		150,000		152,442

				1,570,358





Media 0.8%
CBS Corp.,
2.50%, 2/15/2023		250,000		248,712
3.70%, 8/15/2024		250,000		259,403
5.50%, 5/15/2033		82,000		95,871
Charter Communications Operating LLC,
3.75%, 2/15/2028		500,000		503,054
5.05%, 3/30/2029		250,000		274,285
6.83%, 10/23/2055		250,000		303,824
Comcast Corp.,
3.45%, 10/1/2021		250,000		256,267
3.00%, 2/1/2024		250,000		256,591


Corporate Bonds (continued)
	Principal Amount		Value

Media (continued)
Comcast Corp., (continued)
3.15%, 3/1/2026	$	250,000	$	259,061
4.25%, 1/15/2033		100,000		112,159
7.05%, 3/15/2033		105,000		147,891
4.20%, 8/15/2034		150,000		167,010
6.50%, 11/15/2035		70,000		95,358
4.60%, 10/15/2038		250,000		289,676
4.00%, 8/15/2047		250,000		263,911
3.97%, 11/1/2047		296,000		309,072
4.70%, 10/15/2048		500,000		587,035
Discovery Communications LLC,
3.45%, 3/15/2025		135,000		136,925
4.90%, 3/11/2026		50,000		54,832
3.95%, 3/20/2028		100,000		103,229
5.00%, 9/20/2037		100,000		105,978
Fox Corp.,
5.48%, 1/25/2039(b)		150,000		177,733
Grupo Televisa SAB,
5.00%, 5/13/2045		250,000		252,820
Omnicom Group, Inc.,
3.63%, 5/1/2022		50,000		51,441
3.60%, 4/15/2026		250,000		258,274
Time Warner Cable LLC,
6.75%, 6/15/2039		150,000		179,923
5.50%, 9/1/2041		100,000		106,073
4.50%, 9/15/2042		250,000		236,969
WPP Finance 2010,
4.75%, 11/21/2021		100,000		104,522
3.75%, 9/19/2024		250,000		258,682

				6,456,581





Metals & Mining 0.2%
ArcelorMittal,
6.75%, 3/1/2041(d)		150,000		175,606
Barrick Gold Corp.,
5.25%, 4/1/2042		200,000		232,520
BHP Billiton Finance USA Ltd.,
6.42%, 3/1/2026		55,000		66,804
5.00%, 9/30/2043		150,000		188,180
Newmont Goldcorp Corp.,
5.88%, 4/1/2035		164,000		200,183
Nucor Corp.,
4.00%, 8/1/2023		250,000		263,392
Rio Tinto Alcan, Inc.,
5.75%, 6/1/2035		144,000		181,509
Rio Tinto Finance USA plc,
4.13%, 8/21/2042		50,000		55,689
Southern Copper Corp.,
6.75%, 4/16/2040		100,000		128,051
5.88%, 4/23/2045		50,000		59,849
Teck Resources Ltd.,
5.20%, 3/1/2042		150,000		151,793
Vale Overseas Ltd.,
6.88%, 11/21/2036		150,000		181,479

				1,885,055





Multiline Retail 0.1%
Dollar Tree, Inc.,
3.70%, 5/15/2023		200,000		206,226
Kohl’s Corp.,
3.25%, 2/1/2023		150,000		151,048
Nordstrom, Inc.,
4.00%, 10/15/2021		250,000		255,688
Target Corp.,
2.50%, 4/15/2026		250,000		252,478


Corporate Bonds (continued)
	Principal Amount		Value

Multiline Retail (continued)
Target Corp., (continued)
3.90%, 11/15/2047	$	100,000	$	108,005

				973,445





Multi-Utilities 0.5%
Ameren Corp.,
3.65%, 2/15/2026		250,000		259,523
Ameren Illinois Co.,
2.70%, 9/1/2022		350,000		353,636
Berkshire Hathaway Energy Co.,
3.50%, 2/1/2025		250,000		261,984
4.45%, 1/15/2049		250,000		287,213
CenterPoint Energy, Inc.,
2.50%, 9/1/2022		100,000		99,962
CMS Energy Corp.,
3.00%, 5/15/2026		250,000		252,174
Consolidated Edison Co. of New York, Inc.,
5.70%, 6/15/2040		150,000		197,864
3.95%, 3/1/2043		250,000		264,378
Consumers Energy Co.,
3.75%, 2/15/2050		150,000		160,676
Dominion Energy, Inc.,
4.25%, 6/1/2028		500,000		545,874
Series B, 5.95%, 6/15/2035		174,000		215,938
Series C, 4.90%, 8/1/2041		100,000		115,870
NiSource, Inc.,
5.95%, 6/15/2041		150,000		188,719
Puget Energy, Inc.,
3.65%, 5/15/2025		250,000		256,071
Sempra Energy,
4.05%, 12/1/2023		200,000		209,904
6.00%, 10/15/2039		100,000		124,022
4.00%, 2/1/2048		150,000		151,809
Southern Co. Gas Capital Corp.,
4.40%, 6/1/2043		100,000		106,042
WEC Energy Group, Inc.,
3.55%, 6/15/2025		100,000		105,009

				4,156,668





Oil, Gas & Consumable Fuels 2.3%
Anadarko Petroleum Corp.,
5.55%, 3/15/2026		250,000		280,723
6.45%, 9/15/2036		269,000		327,857
Apache Corp.,
3.63%, 2/1/2021		57,000		57,626
4.75%, 4/15/2043		250,000		232,091
BP Capital Markets America, Inc.,
4.50%, 10/1/2020		100,000		102,582
3.41%, 2/11/2026		250,000		261,618
BP Capital Markets plc,
3.56%, 11/1/2021		250,000		256,565
3.06%, 3/17/2022		210,000		214,285
3.51%, 3/17/2025		250,000		262,541
Buckeye Partners LP,
4.15%, 7/1/2023		250,000		245,613
Canadian Natural Resources Ltd.,
6.25%, 3/15/2038		210,000		262,241
Cenovus Energy, Inc.,
5.40%, 6/15/2047		175,000		190,337
Chevron Corp.,
2.36%, 12/5/2022		250,000		251,664
2.95%, 5/16/2026		250,000		257,855
Concho Resources, Inc.,
4.30%, 8/15/2028		250,000		267,616


Corporate Bonds (continued)
	Principal Amount		Value

Oil, Gas & Consumable Fuels (continued)
ConocoPhillips,
5.90%, 10/15/2032	$	123,000	$	159,765
6.50%, 2/1/2039		200,000		283,159
Devon Energy Corp.,
5.00%, 6/15/2045		200,000		228,432
Ecopetrol SA,
5.88%, 5/28/2045		125,000		140,394
El Paso Natural Gas Co. LLC,
8.38%, 6/15/2032(d)		50,000		69,468
Enable Midstream Partners LP,
5.00%, 5/15/2044(d)		50,000		47,582
Enbridge Energy Partners LP,
5.88%, 10/15/2025		250,000		289,316
Enbridge, Inc.,
5.50%, 12/1/2046		150,000		186,158
Encana Corp.,
6.50%, 2/1/2038		150,000		182,649
Energy Transfer Operating LP,
4.65%, 6/1/2021		100,000		103,474
5.20%, 2/1/2022		250,000		264,556
5.25%, 4/15/2029		250,000		279,372
6.05%, 6/1/2041		100,000		112,241
6.50%, 2/1/2042		250,000		296,018
Enterprise Products Operating LLC,
3.13%, 7/31/2029		100,000		100,571
6.13%, 10/15/2039		215,000		272,688
4.85%, 8/15/2042		150,000		166,686
4.95%, 10/15/2054		250,000		278,231
EOG Resources, Inc.,
4.10%, 2/1/2021		200,000		205,609
EQM Midstream Partners LP,
6.50%, 7/15/2048		100,000		98,085
Equinor ASA,
2.75%, 11/10/2021		500,000		505,251
2.45%, 1/17/2023		250,000		251,571
3.95%, 5/15/2043		150,000		163,140
Exxon Mobil Corp.,
3.18%, 3/15/2024		200,000		208,395
2.71%, 3/6/2025		250,000		255,290
3.04%, 3/1/2026		75,000		77,905
4.11%, 3/1/2046		100,000		114,593
Hess Corp.,
4.30%, 4/1/2027		250,000		256,909
7.30%, 8/15/2031		127,000		155,148
Husky Energy, Inc.,
3.95%, 4/15/2022		200,000		206,201
Kinder Morgan Energy Partners LP,
5.80%, 3/15/2035		144,000		167,036
6.38%, 3/1/2041		100,000		123,207
Kinder Morgan, Inc.,
4.30%, 6/1/2025		85,000		91,014
5.30%, 12/1/2034		200,000		228,203
5.05%, 2/15/2046		250,000		272,231
Magellan Midstream Partners LP,
4.25%, 9/15/2046		100,000		103,590
Marathon Oil Corp.,
6.80%, 3/15/2032		82,000		102,533
Marathon Petroleum Corp.,
5.13%, 3/1/2021		300,000		311,767
6.50%, 3/1/2041		100,000		125,729
MPLX LP,
4.50%, 7/15/2023		150,000		159,016
4.13%, 3/1/2027		250,000		260,421
4.00%, 3/15/2028		250,000		258,929
4.70%, 4/15/2048		150,000		151,612


Corporate Bonds (continued)
	Principal Amount		Value

Oil, Gas & Consumable Fuels (continued)
Nexen, Inc.,
5.88%, 3/10/2035	$	92,000	$	114,142
6.40%, 5/15/2037		100,000		132,524
Noble Energy, Inc.,
3.90%, 11/15/2024		250,000		260,372
6.00%, 3/1/2041		150,000		173,734
Occidental Petroleum Corp.,
3.13%, 2/15/2022		200,000		202,493
3.40%, 4/15/2026		140,000		142,360
3.00%, 2/15/2027		50,000		49,819
4.20%, 3/15/2048		150,000		148,550
ONEOK, Inc.,
4.95%, 7/13/2047		250,000		264,799
Petroleos Mexicanos,
6.38%, 2/4/2021		500,000		517,250
4.50%, 1/23/2026		250,000		229,375
6.50%, 3/13/2027		250,000		247,925
6.63%, 6/15/2035		201,000		187,583
5.50%, 6/27/2044		80,000		65,200
6.38%, 1/23/2045		250,000		218,562
5.63%, 1/23/2046		100,000		81,650
6.75%, 9/21/2047		359,000		325,398
Phillips 66,
5.88%, 5/1/2042		150,000		188,508
Phillips 66 Partners LP,
3.75%, 3/1/2028		250,000		256,595
Pioneer Natural Resources Co.,
3.95%, 7/15/2022		50,000		51,924
Plains All American Pipeline LP,
4.70%, 6/15/2044		200,000		194,161
Sabine Pass Liquefaction LLC,
6.25%, 3/15/2022		250,000		270,001
5.00%, 3/15/2027		250,000		272,507
Spectra Energy Partners LP,
3.50%, 3/15/2025		250,000		258,293
Suncor Energy, Inc.,
3.60%, 12/1/2024		120,000		124,985
5.95%, 5/15/2035		189,000		239,800
Sunoco Logistics Partners Operations LP,
5.35%, 5/15/2045		150,000		157,029
Total Capital International SA,
3.70%, 1/15/2024		500,000		528,746
TransCanada PipeLines Ltd.,
3.80%, 10/1/2020		250,000		253,612
4.25%, 5/15/2028		250,000		270,210
4.63%, 3/1/2034		250,000		278,751
5.85%, 3/15/2036		150,000		180,810
Valero Energy Corp.,
3.65%, 3/15/2025		205,000		212,532
7.50%, 4/15/2032		82,000		111,251
6.63%, 6/15/2037		100,000		127,898
Western Midstream Operating LP,
5.30%, 3/1/2048		150,000		132,924
Williams Cos., Inc. (The),
3.90%, 1/15/2025		250,000		260,972
5.40%, 3/4/2044		250,000		276,614
4.85%, 3/1/2048		100,000		106,452

				19,901,670





Paper & Forest Products 0.0%^†
Georgia-Pacific LLC,
8.88%, 5/15/2031		100,000		156,429





Pharmaceuticals 0.9%
Allergan Finance LLC,
3.25%, 10/1/2022		200,000		203,055


Corporate Bonds (continued)
	Principal Amount		Value


Pharmaceuticals (continued)
Allergan Funding SCS,
3.45%, 3/15/2022	$	155,000	$	157,898
3.85%, 6/15/2024		40,000		41,670
4.55%, 3/15/2035		100,000		103,300
4.75%, 3/15/2045		84,000		86,609
AstraZeneca plc,
3.38%, 11/16/2025		250,000		261,053
6.45%, 9/15/2037		50,000		68,367
4.38%, 8/17/2048		150,000		169,098
Bristol-Myers Squibb Co.,
2.00%, 8/1/2022		350,000		346,693
2.90%, 7/26/2024(b)		250,000		255,649
4.25%, 10/26/2049(b)		350,000		385,440
Eli Lilly & Co.,
2.75%, 6/1/2025		45,000		45,936
3.10%, 5/15/2027		200,000		208,879
3.88%, 3/15/2039		250,000		273,750
GlaxoSmithKline Capital plc,
2.85%, 5/8/2022		250,000		253,536
3.38%, 6/1/2029		250,000		264,533
GlaxoSmithKline Capital, Inc.,
5.38%, 4/15/2034		139,000		177,108
Johnson & Johnson,
2.95%, 9/1/2020		100,000		100,963
2.45%, 12/5/2021		250,000		252,664
2.45%, 3/1/2026		75,000		75,361
4.95%, 5/15/2033		287,000		354,702
3.63%, 3/3/2037		250,000		265,874
Merck & Co., Inc.,
2.75%, 2/10/2025		220,000		224,751
4.15%, 5/18/2043		250,000		281,993
Mylan NV,
3.15%, 6/15/2021		250,000		252,120
3.95%, 6/15/2026		100,000		102,037
Mylan, Inc.,
4.55%, 4/15/2028		150,000		157,942
Novartis Capital Corp.,
3.40%, 5/6/2024		250,000		262,632
3.00%, 11/20/2025		250,000		258,146
Pfizer, Inc.,
3.00%, 12/15/2026		250,000		258,561
7.20%, 3/15/2039		375,000		575,572
4.00%, 3/15/2049		100,000		109,263
Pharmacia LLC,
6.60%, 12/1/2028(d)		123,000		160,300
Shire Acquisitions Investments Ireland DAC,
2.40%, 9/23/2021		250,000		249,430
3.20%, 9/23/2026		190,000		193,100
Zoetis, Inc.,
3.25%, 2/1/2023		250,000		255,633
4.50%, 11/13/2025		115,000		126,241

				7,819,859





Professional Services 0.0%^†
Thomson Reuters Corp.,
3.35%, 5/15/2026		140,000		141,548





Road & Rail 0.3%
Burlington Northern Santa Fe LLC,
7.95%, 8/15/2030		144,000		207,109
5.05%, 3/1/2041		350,000		424,951
4.70%, 9/1/2045		150,000		178,010
Canadian National Railway Co.,
6.90%, 7/15/2028		168,000		221,693
6.20%, 6/1/2036		64,000		88,948


Corporate Bonds (continued)
	Principal Amount		Value


Road & Rail (continued)
Canadian Pacific Railway Co.,
2.90%, 2/1/2025	$	100,000	$	102,057
4.80%, 8/1/2045		150,000		179,048
CSX Corp.,
5.50%, 4/15/2041		100,000		122,660
3.95%, 5/1/2050		250,000		253,794
Norfolk Southern Corp.,
2.90%, 2/15/2023		92,000		93,713
5.59%, 5/17/2025		59,000		67,111
4.84%, 10/1/2041		15,000		17,410
4.45%, 6/15/2045		50,000		56,015
4.05%, 8/15/2052		132,000		138,864
Union Pacific Corp.,
3.25%, 8/15/2025		250,000		260,262
3.60%, 9/15/2037		250,000		255,107
4.05%, 3/1/2046		105,000		109,207
4.50%, 9/10/2048		150,000		169,642

				2,945,601





Semiconductors & Semiconductor Equipment 0.5%
Applied Materials, Inc.,
4.30%, 6/15/2021		300,000		311,540
4.35%, 4/1/2047		100,000		114,505
Broadcom Corp.,
3.63%, 1/15/2024		750,000		757,823
Broadcom, Inc.,
3.63%, 10/15/2024(b)		200,000		200,478
Intel Corp.,
1.70%, 5/19/2021		500,000		495,737
2.70%, 12/15/2022		250,000		253,900
3.70%, 7/29/2025		150,000		160,323
4.10%, 5/11/2047		100,000		111,205
3.73%, 12/8/2047		207,000		219,183
KLA Corp.,
4.65%, 11/1/2024		215,000		234,378
Lam Research Corp.,
3.80%, 3/15/2025		145,000		153,286
NXP BV,
4.30%, 6/18/2029(b)		150,000		155,129
QUALCOMM, Inc.,
2.60%, 1/30/2023		70,000		70,264
3.25%, 5/20/2027		250,000		255,886
4.65%, 5/20/2035		250,000		283,726
Texas Instruments, Inc.,
4.15%, 5/15/2048		100,000		115,564

				3,892,927




Software 0.6%
Adobe, Inc.,
3.25%, 2/1/2025		70,000		72,673
CA, Inc.,
4.50%, 8/15/2023		240,000		248,510
Microsoft Corp.,
3.00%, 10/1/2020		350,000		353,575
2.00%, 8/8/2023		250,000		249,383
2.88%, 2/6/2024		185,000		190,658
2.40%, 8/8/2026		215,000		215,691
3.30%, 2/6/2027		250,000		264,898
3.50%, 2/12/2035		65,000		69,647
3.45%, 8/8/2036		250,000		264,937
4.45%, 11/3/2045		75,000		90,628
3.70%, 8/8/2046		500,000		541,970
4.25%, 2/6/2047		250,000		294,903
4.50%, 2/6/2057		150,000		182,888
Oracle Corp.,
1.90%, 9/15/2021		500,000		496,237


Corporate Bonds (continued)
	Principal Amount		Value

Software (continued)
Oracle Corp., (continued)
2.40%, 9/15/2023	$	100,000	$	100,383
2.65%, 7/15/2026		145,000		145,567
3.25%, 5/15/2030		300,000		311,799
4.30%, 7/8/2034		350,000		397,786
4.13%, 5/15/2045		150,000		163,044
4.00%, 7/15/2046		100,000		106,685
4.00%, 11/15/2047		250,000		268,177

				5,030,039





Specialty Retail 0.2%
AutoZone, Inc.,
4.00%, 11/15/2020		200,000		203,272
3.25%, 4/15/2025		165,000		168,845
Home Depot, Inc. (The),
2.63%, 6/1/2022		250,000		253,494
3.35%, 9/15/2025		45,000		47,301
5.88%, 12/16/2036		230,000		310,370
5.95%, 4/1/2041		100,000		136,734
4.40%, 3/15/2045		200,000		231,354
Lowe’s Cos., Inc.,
6.50%, 3/15/2029		164,000		208,108
4.25%, 9/15/2044		250,000		257,010

				1,816,488





Technology Hardware, Storage & Peripherals 0.5%
Apple, Inc.,
2.30%, 5/11/2022		750,000		753,979
3.45%, 5/6/2024		300,000		316,036
2.50%, 2/9/2025		170,000		171,411
3.25%, 2/23/2026		95,000		99,342
2.45%, 8/4/2026		190,000		189,921
3.00%, 11/13/2027		350,000		361,907
3.85%, 5/4/2043		250,000		267,102
4.38%, 5/13/2045		145,000		166,527
4.65%, 2/23/2046		230,000		275,194
Dell International LLC,
4.42%, 6/15/2021(b)		500,000		514,105
6.02%, 6/15/2026(b)		240,000		265,354
8.35%, 7/15/2046(b)		150,000		191,251
Hewlett Packard Enterprise Co.,
4.90%, 10/15/2025(d)		500,000		548,830
HP, Inc.,
6.00%, 9/15/2041		100,000		111,146
NetApp, Inc.,
3.38%, 6/15/2021		150,000		151,611
Seagate HDD Cayman,
4.75%, 1/1/2025		200,000		202,846

				4,586,562





Textiles, Apparel & Luxury Goods 0.0%^†
NIKE, Inc.,
3.38%, 11/1/2046		100,000		100,136
VF Corp.,
3.50%, 9/1/2021		200,000		204,177

				304,313





Thrifts & Mortgage Finance 0.0%^†
BPCE SA,
4.00%, 4/15/2024		250,000		266,411





Tobacco 0.3%
Altria Group, Inc.,
2.85%, 8/9/2022		250,000		251,912
4.25%, 8/9/2042		100,000		97,329


Corporate Bonds (continued)
	Principal Amount		Value

Tobacco (continued)
Altria Group, Inc., (continued)
5.38%, 1/31/2044	$	100,000	$	109,710
5.95%, 2/14/2049		250,000		290,895
BAT Capital Corp.,
2.76%, 8/15/2022		150,000		149,981
3.22%, 8/15/2024		150,000		151,219
4.39%, 8/15/2037		100,000		96,377
4.54%, 8/15/2047		250,000		236,713
Philip Morris International, Inc.,
3.60%, 11/15/2023		250,000		260,663
3.25%, 11/10/2024		350,000		361,586
4.88%, 11/15/2043		150,000		172,606
4.25%, 11/10/2044		100,000		106,012
Reynolds American, Inc.,
4.45%, 6/12/2025		250,000		264,976
5.70%, 8/15/2035		75,000		84,212

				2,634,191





Trading Companies & Distributors 0.1%
Air Lease Corp.,
3.63%, 12/1/2027		250,000		252,937
Aircastle Ltd.,
5.00%, 4/1/2023		50,000		52,777
4.13%, 5/1/2024		100,000		102,694

				408,408





Water Utilities 0.0%^†
American Water Capital Corp.,
4.30%, 9/1/2045		150,000		165,938





Wireless Telecommunication Services 0.2%
America Movil SAB de CV,
3.13%, 7/16/2022		250,000		254,058
6.38%, 3/1/2035		123,000		161,674
Rogers Communications, Inc.,
5.00%, 3/15/2044		250,000		290,455
Vodafone Group plc,
7.88%, 2/15/2030		144,000		195,409
6.15%, 2/27/2037		75,000		91,952
5.25%, 5/30/2048		250,000		281,153

				1,274,701


Total Corporate Bonds (cost $206,161,566)				218,415,627


Foreign Government Securities 1.8%
	Principal Amount		Value

CANADA 0.4%
Canada Government Bond,
2.00%, 11/15/2022		250,000		250,848
Export Development Canada,
2.50%, 1/24/2023		500,000		509,427
Province of Alberta Canada,
3.30%, 3/15/2028		100,000		107,192
Province of British Columbia Canada,
2.00%, 10/23/2022		500,000		499,859
Province of New Brunswick Canada,
3.63%, 2/24/2028		100,000		108,738
Province of Ontario,
2.20%, 10/3/2022		500,000		502,146
3.05%, 1/29/2024		500,000		520,650


Foreign Government Securities (continued)
	Principal Amount		Value

CANADA (continued)
Province of Quebec,
2.50%, 4/20/2026	$	200,000	$	203,813
7.50%, 9/15/2029		200,000		289,863

				2,992,536




CHILE 0.1%
Republic of Chile,
3.24%, 2/6/2028		500,000		522,505




COLOMBIA 0.1%
Republic of Colombia,
4.00%, 2/26/2024		250,000		262,252
7.38%, 9/18/2037		100,000		137,626
5.00%, 6/15/2045		350,000		389,025

				788,903




HUNGARY 0.1%
Hungary Government Bond,
5.38%, 3/25/2024		500,000		559,800




INDONESIA 0.0%^†
Republic of Indonesia,
4.35%, 1/11/2048		250,000		262,843




ISRAEL 0.1%
Israel Government Bond,
3.15%, 6/30/2023		250,000		258,770
2.88%, 3/16/2026		250,000		258,203

				516,973




ITALY 0.0%^†
Republic of Italy,
5.38%, 6/15/2033		184,000		204,928




JAPAN 0.2%
Japan Bank for International Cooperation,
3.38%, 10/31/2023		1,000,000		1,049,717
2.88%, 6/1/2027		500,000		520,622

				1,570,339




MEXICO 0.2%
United Mexican States,
3.63%, 3/15/2022		500,000		514,005
4.13%, 1/21/2026		250,000		261,813
3.75%, 1/11/2028		250,000		252,875
6.75%, 9/27/2034		200,000		256,400
5.55%, 1/21/2045		200,000		231,100
4.60%, 1/23/2046		250,000		251,877
5.75%, 10/12/2110		200,000		217,400

				1,985,470




PANAMA 0.1%
Republic of Panama,
3.88%, 3/17/2028		200,000		213,752
6.70%, 1/26/2036		250,000		343,128

				556,880




PERU 0.0%^†
Republic of Peru,
5.63%, 11/18/2050		200,000		277,002


Foreign Government Securities (continued)
	Principal Amount		Value

PHILIPPINES 0.1%
Republic of Philippines,
7.75%, 1/14/2031	$	250,000	$	369,453
6.38%, 10/23/2034		250,000		350,309
3.95%, 1/20/2040		250,000		280,872

				1,000,634




POLAND 0.1%
Republic of Poland,
5.13%, 4/21/2021		125,000		131,036
3.00%, 3/17/2023		500,000		512,850
4.00%, 1/22/2024		250,000		268,398

				912,284




SOUTH KOREA 0.1%
Export-Import Bank of Korea,
4.00%, 1/29/2021		350,000		358,246
2.88%, 1/21/2025		350,000		356,840
Republic of Korea,
5.63%, 11/3/2025		200,000		237,337
2.50%, 6/19/2029		200,000		199,741

				1,152,164




SWEDEN 0.1%
Svensk Exportkredit AB,
3.13%, 11/8/2021		500,000		512,288
2.88%, 3/14/2023		200,000		206,387

				718,675




URUGUAY 0.1%
Oriental Republic of Uruguay,
4.50%, 8/14/2024		350,000		375,816
4.38%, 10/27/2027		250,000		272,190
5.10%, 6/18/2050		300,000		344,250

				992,256


Total Foreign Government Securities (cost $14,324,325)				15,014,192


Mortgage-Backed Securities 27.2%
	Principal Amount		Value

FHLMC Gold Pool
Pool# B16087
6.00%, 8/1/2019		228		228
Pool# G18022
5.50%, 11/1/2019		222		222
Pool# B14288
5.50%, 12/1/2019		509		509
Pool# J00935
5.00%, 12/1/2020		2,147		2,205
Pool# J00854
5.00%, 1/1/2021		2,642		2,714
Pool# J00855
5.50%, 1/1/2021		2,561		2,584
Pool# J01279
5.50%, 2/1/2021		766		774
Pool# J01570
5.50%, 4/1/2021		1,431		1,448
Pool# J06015
5.00%, 5/1/2021		4,256		4,372
Pool# J01771
5.00%, 5/1/2021		2,624		2,695


Mortgage-Backed Securities (continued)
	Principal Amount		Value

FHLMC Gold Pool (continued)
Pool# J05950
5.50%, 5/1/2021	$	10,970	$	11,090
Pool# G18122
5.00%, 6/1/2021		2,332		2,396
Pool# J01980
6.00%, 6/1/2021		3,246		3,255
Pool# J03074
5.00%, 7/1/2021		1,420		1,458
Pool# J03028
5.50%, 7/1/2021		607		608
Pool# C00351
8.00%, 7/1/2024		181		194
Pool# D60780
8.00%, 6/1/2025		959		1,031
Pool# G30267
5.00%, 8/1/2025		100,247		106,498
Pool# J13883
3.50%, 12/1/2025		307,832		317,994
Pool# J18702
3.00%, 3/1/2027		162,117		165,618
Pool# J18127
3.00%, 3/1/2027		157,398		160,799
Pool# J19106
3.00%, 5/1/2027		67,210		68,662
Pool# J20471
3.00%, 9/1/2027		292,753		299,072
Pool# D82854
7.00%, 10/1/2027		705		751
Pool# G14609
3.00%, 11/1/2027		400,926		409,582
Pool# C00566
7.50%, 12/1/2027		634		714
Pool# G15100
2.50%, 7/1/2028		125,039		126,064
Pool# C18271
7.00%, 11/1/2028		1,524		1,658
Pool# C00678
7.00%, 11/1/2028		897		1,017
Pool# C00836
7.00%, 7/1/2029		441		502
Pool# C31285
7.00%, 9/1/2029		996		1,107
Pool# C31282
7.00%, 9/1/2029		47		47
Pool# C32914
8.00%, 11/1/2029		708		722
Pool# G18536
2.50%, 1/1/2030		1,500,363		1,511,271
Pool# C37436
8.00%, 1/1/2030		1,386		1,617
Pool# C36429
7.00%, 2/1/2030		452		461
Pool# C36306
7.00%, 2/1/2030		450		462
Pool# C00921
7.50%, 2/1/2030		792		919
Pool# G01108
7.00%, 4/1/2030		326		371
Pool# C37703
7.50%, 4/1/2030		499		521
Pool# G18552
3.00%, 5/1/2030		674,911		689,480
Pool# J32243
3.00%, 7/1/2030		628,903		642,491
Pool# J32257
3.00%, 7/1/2030		43,240		44,173


Mortgage-Backed Securities (continued)
	Principal Amount		Value

FHLMC Gold Pool (continued)
Pool# J32255
3.00%, 7/1/2030	$	37,634	$	38,447
Pool# C41561
8.00%, 8/1/2030		1,388		1,437
Pool# C01051
8.00%, 9/1/2030		1,525		1,796
Pool# C43550
7.00%, 10/1/2030		2,247		2,376
Pool# C44017
7.50%, 10/1/2030		325		329
Pool# C43967
8.00%, 10/1/2030		3,445		3,451
Pool# C44957
8.00%, 11/1/2030		1,183		1,243
Pool# C01106
7.00%, 12/1/2030		6,340		7,295
Pool# C01103
7.50%, 12/1/2030		691		825
Pool# C46932
7.50%, 1/1/2031		472		485
Pool# C01116
7.50%, 1/1/2031		460		531
Pool# C47287
7.50%, 2/1/2031		1,013		1,053
Pool# G01217
7.00%, 3/1/2031		6,529		7,581
Pool# C48206
7.50%, 3/1/2031		1,249		1,250
Pool# C91366
4.50%, 4/1/2031		102,926		109,974
Pool# G18601
3.00%, 5/1/2031		38,910		39,750
Pool# G18605
3.00%, 6/1/2031		20,794		21,243
Pool# C91377
4.50%, 6/1/2031		53,690		57,377
Pool# C53324
7.00%, 6/1/2031		1,149		1,201
Pool# C01209
8.00%, 6/1/2031		486		546
Pool# C54792
7.00%, 7/1/2031		1,653		1,708
Pool# J35107
2.50%, 8/1/2031		42,965		43,278
Pool# G01309
7.00%, 8/1/2031		1,060		1,214
Pool# G01311
7.00%, 9/1/2031		6,753		7,781
Pool# C01222
7.00%, 9/1/2031		792		917
Pool# G01315
7.00%, 9/1/2031		233		269
Pool# J35522
2.50%, 10/1/2031		216,691		218,270
Pool# C58694
7.00%, 10/1/2031		3,157		3,362
Pool# C58647
7.00%, 10/1/2031		161		162
Pool# C60012
7.00%, 11/1/2031		535		548
Pool# C61298
8.00%, 11/1/2031		1,854		1,895
Pool# J35957
2.50%, 12/1/2031		374,887		377,275
Pool# C61105
7.00%, 12/1/2031		3,937		4,154


Mortgage-Backed Securities (continued)
	Principal Amount		Value

FHLMC Gold Pool (continued)
Pool# C01305
7.50%, 12/1/2031	$	548	$	608
Pool# C63171
7.00%, 1/1/2032		4,341		4,880
Pool# V61548
2.50%, 2/1/2032		398,799		401,463
Pool# G01391
7.00%, 4/1/2032		11,645		13,437
Pool# C01345
7.00%, 4/1/2032		3,923		4,504
Pool# C01370
8.00%, 4/1/2032		1,209		1,350
Pool# G16285
3.50%, 5/1/2032		32,712		34,031
Pool# C66916
7.00%, 5/1/2032		8,301		8,774
Pool# C01381
8.00%, 5/1/2032		10,059		11,667
Pool# C68300
7.00%, 6/1/2032		2,545		2,665
Pool# C68290
7.00%, 6/1/2032		1,696		1,809
Pool# G01449
7.00%, 7/1/2032		7,356		8,498
Pool# C69908
7.00%, 8/1/2032		17,833		19,767
Pool# C91558
3.50%, 9/1/2032		117,795		122,458
Pool# G16407
2.50%, 1/1/2033		149,606		150,745
Pool# G16408
2.50%, 1/1/2033		89,433		90,059
Pool# G01536
7.00%, 3/1/2033		9,817		11,284
Pool# G30646
3.00%, 5/1/2033		180,287		183,696
Pool# G30642
3.00%, 5/1/2033		77,052		78,513
Pool# K90535
3.00%, 5/1/2033		33,510		34,166
Pool# G18696
3.50%, 7/1/2033		38,490		39,869
Pool# A16419
6.50%, 11/1/2033		11,128		12,350
Pool# A16522
6.50%, 12/1/2033		19,784		22,810
Pool# C01806
7.00%, 1/1/2034		8,787		9,159
Pool# A21356
6.50%, 4/1/2034		35,050		39,675
Pool# C01851
6.50%, 4/1/2034		19,457		22,366
Pool# A22067
6.50%, 5/1/2034		23,690		26,980
Pool# A24301
6.50%, 5/1/2034		20,327		22,559
Pool# G18737
3.50%, 6/1/2034		270,351		279,808
Pool# A24988
6.50%, 7/1/2034		8,146		9,040
Pool# G01741
6.50%, 10/1/2034		8,232		9,515
Pool# G08023
6.50%, 11/1/2034		17,235		19,703
Pool# A33137
6.50%, 1/1/2035		2,741		3,042


Mortgage-Backed Securities (continued)
	Principal Amount		Value

FHLMC Gold Pool (continued)
Pool# G08064
6.50%, 4/1/2035	$	8,308	$	9,542
Pool# G01947
7.00%, 5/1/2035		8,330		9,646
Pool# G08088
6.50%, 10/1/2035		76,507		88,581
Pool# A39759
5.50%, 11/1/2035		7,601		8,502
Pool# A40376
5.50%, 12/1/2035		5,958		6,554
Pool# A42305
5.50%, 1/1/2036		16,058		17,556
Pool# A41548
7.00%, 1/1/2036		12,118		13,552
Pool# G08111
5.50%, 2/1/2036		22,015		24,647
Pool# A43886
5.50%, 3/1/2036		283,904		318,712
Pool# A43861
5.50%, 3/1/2036		47,730		51,145
Pool# G08116
5.50%, 3/1/2036		23,856		26,698
Pool# A43534
6.50%, 3/1/2036		1,607		1,784
Pool# A48735
5.50%, 5/1/2036		5,181		5,552
Pool# G08136
6.50%, 6/1/2036		10,411		11,906
Pool# A53039
6.50%, 10/1/2036		33,062		36,693
Pool# A53219
6.50%, 10/1/2036		873		969
Pool# G04251
6.50%, 4/1/2038		4,635		5,421
Pool# A79540
6.50%, 7/1/2038		1,127		1,251
Pool# G04569
6.50%, 8/1/2038		6,056		6,881
Pool# C92013
3.50%, 9/1/2038		452,133		467,798
Pool# A84252
6.50%, 1/1/2039		18,975		21,626
Pool# A84287
6.50%, 1/1/2039		10,696		12,362
Pool# G05535
4.50%, 7/1/2039		804,228		868,153
Pool# A91165
5.00%, 2/1/2040		1,344,829		1,469,094
Pool# G60342
4.50%, 5/1/2042		167,192		180,488
Pool# G60195
4.00%, 6/1/2042		402,330		426,821
Pool# G07158
3.50%, 10/1/2042		252,423		263,210
Pool# Q12051
3.50%, 10/1/2042		157,312		164,044
Pool# G07163
3.50%, 10/1/2042		130,265		135,839
Pool# Q11532
3.50%, 10/1/2042		107,090		111,673
Pool# Q12052
3.50%, 10/1/2042		69,424		72,388
Pool# C09020
3.50%, 11/1/2042		576,311		600,963
Pool# G07264
3.50%, 12/1/2042		273,036		284,636


Mortgage-Backed Securities (continued)
	Principal Amount		Value

FHLMC Gold Pool (continued)
Pool# Q14292
3.50%, 1/1/2043	$	55,484	$	57,858
Pool# Q14881
3.50%, 1/1/2043		50,179		52,315
Pool# Q15884
3.00%, 2/1/2043		561,057		572,058
Pool# V80002
2.50%, 4/1/2043		295,953		293,771
Pool# Q16915
3.00%, 4/1/2043		523,106		533,376
Pool# Q17675
3.50%, 4/1/2043		252,943		263,763
Pool# Q18523
3.50%, 5/1/2043		676,332		708,403
Pool# Q18751
3.50%, 6/1/2043		1,070,527		1,116,337
Pool# G07410
3.50%, 7/1/2043		98,322		102,812
Pool# Q20332
3.50%, 7/1/2043		24,830		25,893
Pool# G07459
3.50%, 8/1/2043		508,741		530,476
Pool# G60038
3.50%, 1/1/2044		758,642		791,079
Pool# Q26869
4.00%, 6/1/2044		780,666		824,856
Pool# G07946
4.00%, 7/1/2044		138,760		147,146
Pool# Q28607
3.50%, 9/1/2044		145,063		151,249
Pool# G61231
3.50%, 9/1/2044		23,977		24,998
Pool# G08609
3.50%, 10/1/2044		78,065		81,135
Pool# Q30833
4.00%, 1/1/2045		13,253		13,966
Pool# G60400
4.50%, 1/1/2045		129,258		138,516
Pool# Q34165
4.00%, 6/1/2045		260,590		274,695
Pool# V81873
4.00%, 8/1/2045		34,890		36,749
Pool# G08669
4.00%, 9/1/2045		198,192		208,711
Pool# Q38357
4.00%, 1/1/2046		13,115		13,804
Pool# G61365
4.50%, 1/1/2046		134,518		144,031
Pool# Q39434
3.50%, 3/1/2046		57,132		59,101
Pool# Q39440
4.00%, 3/1/2046		17,413		18,381
Pool# G08704
4.50%, 4/1/2046		25,941		27,599
Pool# Q40097
4.50%, 4/1/2046		1,774		1,882
Pool# G60582
3.50%, 5/1/2046		151,116		156,668
Pool# Q40718
3.50%, 5/1/2046		56,377		58,164
Pool# G08707
4.00%, 5/1/2046		245,641		258,416
Pool# G08708
4.50%, 5/1/2046		19,163		20,373
Pool# Q40728
4.50%, 5/1/2046		1,724		1,813


Mortgage-Backed Securities (continued)
	Principal Amount		Value

FHLMC Gold Pool (continued)
Pool# Q41548
3.00%, 7/1/2046	$	41,130	$	41,766
Pool# Q41903
3.50%, 7/1/2046		272,546		281,484
Pool# Q41491
3.50%, 7/1/2046		39,728		41,025
Pool# Q41935
3.50%, 7/1/2046		18,658		19,374
Pool# G61791
4.00%, 7/1/2046		23,529		24,803
Pool# Q41947
4.50%, 7/1/2046		11,841		12,511
Pool# G08715
3.00%, 8/1/2046		366,735		372,408
Pool# Q42596
3.50%, 8/1/2046		248,354		256,454
Pool# Q42393
3.50%, 8/1/2046		49,010		50,601
Pool# Q42203
3.50%, 8/1/2046		36,763		38,020
Pool# G61323
3.00%, 9/1/2046		332,484		339,000
Pool# G08721
3.00%, 9/1/2046		272,976		277,191
Pool# V82617
3.50%, 9/1/2046		154,968		160,489
Pool# G08722
3.50%, 9/1/2046		44,751		46,281
Pool# G60733
4.50%, 9/1/2046		51,046		55,092
Pool# G60722
3.00%, 10/1/2046		474,727		482,057
Pool# Q44035
3.00%, 10/1/2046		333,493		338,618
Pool# G61815
4.00%, 10/1/2046		23,255		24,472
Pool# G61257
3.00%, 11/1/2046		622,824		632,240
Pool# Q44452
3.00%, 11/1/2046		133,225		135,273
Pool# G08732
3.00%, 11/1/2046		42,670		43,272
Pool# Q44473
3.50%, 11/1/2046		36,061		37,220
Pool# Q44223
3.50%, 11/1/2046		29,152		30,083
Pool# G08734
4.00%, 11/1/2046		341,601		359,025
Pool# V82849
3.00%, 12/1/2046		1,715,730		1,742,096
Pool# G08737
3.00%, 12/1/2046		1,483,405		1,504,328
Pool# G60989
3.00%, 12/1/2046		194,034		197,026
Pool# Q45878
3.00%, 12/1/2046		50,675		51,392
Pool# G08738
3.50%, 12/1/2046		1,223,811		1,263,267
Pool# Q45024
3.50%, 12/1/2046		72,739		75,693
Pool# G61862
3.50%, 12/1/2046		50,089		51,726
Pool# G08741
3.00%, 1/1/2047		348,022		353,352
Pool# G08747
3.00%, 2/1/2047		543,931		551,633


Mortgage-Backed Securities (continued)
	Principal Amount		Value

FHLMC Gold Pool (continued)
Pool# G08748
3.50%, 2/1/2047	$	72,421	$	74,878
Pool# G08749
4.00%, 2/1/2047		603,522		633,356
Pool# G08751
3.50%, 3/1/2047		335,709		346,437
Pool# Q47592
3.50%, 4/1/2047		164,719		169,970
Pool# Q47484
3.50%, 4/1/2047		66,757		69,066
Pool# G60988
3.00%, 5/1/2047		1,034,466		1,050,470
Pool# Q48098
3.50%, 5/1/2047		251,151		260,057
Pool# G61390
3.00%, 6/1/2047		295,381		299,812
Pool# V83270
3.50%, 7/1/2047		124,617		128,564
Pool# G61339
3.00%, 8/1/2047		118,450		120,232
Pool# G08774
3.50%, 8/1/2047		191,196		197,263
Pool# Q49917
3.50%, 8/1/2047		83,195		85,819
Pool# Q53085
3.00%, 9/1/2047		94,125		95,622
Pool# G08779
3.50%, 9/1/2047		305,109		314,765
Pool# G61295
3.50%, 9/1/2047		183,229		190,658
Pool# G61622
3.00%, 10/1/2047		274,911		279,158
Pool# G08785
4.00%, 10/1/2047		20,634		21,530
Pool# Q52075
4.00%, 11/1/2047		374,351		391,349
Pool# V83598
3.50%, 12/1/2047		112,442		116,519
Pool# G67707
3.50%, 1/1/2048		214,751		224,361
Pool# T65458
3.50%, 2/1/2048		536,660		546,571
Pool# G61311
3.50%, 2/1/2048		400,919		413,545
Pool# G08800
3.50%, 2/1/2048		50,526		52,147
Pool# Q54460
4.00%, 2/1/2048		180,729		189,307
Pool# G08801
4.00%, 2/1/2048		134,531		140,172
Pool# G61298
4.00%, 2/1/2048		22,933		24,172
Pool# G61929
3.50%, 3/1/2048		125,197		129,135
Pool# Q54727
3.50%, 3/1/2048		92,028		94,873
Pool# Q55401
5.00%, 4/1/2048		26,597		28,309
Pool# V84237
3.50%, 5/1/2048		401,848		413,537
Pool# G08820
4.50%, 5/1/2048		577,736		608,491
Pool# G08816
3.50%, 6/1/2048		126,678		130,201
Pool# G08817
4.00%, 6/1/2048		46,537		48,405


Mortgage-Backed Securities (continued)
	Principal Amount		Value

FHLMC Gold Pool (continued)
Pool# G67713
4.00%, 6/1/2048	$	45,166	$	47,698
Pool# G67712
4.00%, 6/1/2048		22,278		23,774
Pool# G08824
4.00%, 7/1/2048		2,688,942		2,790,918
Pool# G08827
4.50%, 7/1/2048		306,334		321,295
Pool# Q57401
4.50%, 7/1/2048		68,088		72,233
Pool# Q57402
4.50%, 7/1/2048		24,453		25,986
Pool# G08831
4.00%, 8/1/2048		420,314		435,202
Pool# G08836
4.00%, 9/1/2048		1,578,692		1,634,611
Pool# G67716
4.50%, 10/1/2048		177,899		191,852
Pool# G08843
4.50%, 10/1/2048		81,582		85,564
Pool# G08852
4.00%, 12/1/2048		358,928		371,641
Pool# V85044
4.00%, 12/1/2048		120,342		126,353
Pool# V85082
4.50%, 12/1/2048		944,457		994,275
Pool# G61846
4.00%, 1/1/2049		926		962
Pool# V85139
4.50%, 1/1/2049		49,126		51,715
Pool# V85279
3.50%, 4/1/2049		81,158		84,258
Pool# Q63655
3.00%, 5/1/2049		160,479		161,995
Pool# Q63556
3.00%, 6/1/2049		30,724		31,014
Pool# G08882
4.00%, 6/1/2049		458,734		475,828
FHLMC Non Gold Pool
Pool# 1B8478
4.66%, 7/1/2041(a)		72,854		76,062
Pool# 2B0108
4.85%, 1/1/2042(a)		3,534		3,683
FNMA Pool
Pool# AC9890
4.59%, 4/1/2040(a)		385,207		402,762
Pool# AJ1249
4.57%, 9/1/2041(a)		88,065		91,852
Pool# AL1437
4.82%, 1/1/2042(a)		35,447		37,326
Pool# AK0714
4.92%, 2/1/2042(a)		8,474		8,814
Pool# AP1961
4.44%, 8/1/2042(a)		82,119		85,296
Pool# BF0203
3.00%, 2/1/2047		406,240		404,874
Pool# BF0206
4.00%, 2/1/2047		92,781		96,770
Pool# BF0200
3.50%, 11/1/2051		429,275		445,610
GNMA I Pool
Pool# 279461
9.00%, 11/15/2019		3		3
Pool# 376510
7.00%, 5/15/2024		458		480
Pool# 457801
7.00%, 8/15/2028		1,700		1,822


Mortgage-Backed Securities (continued)
	Principal Amount		Value

GNMA I Pool (continued)
Pool# 486936
6.50%, 2/15/2029	$	896	$	1,014
Pool# 502969
6.00%, 3/15/2029		2,446		2,684
Pool# 487053
7.00%, 3/15/2029		1,249		1,356
Pool# 781014
6.00%, 4/15/2029		2,016		2,269
Pool# 509099
7.00%, 6/15/2029		2,251		2,294
Pool# 470643
7.00%, 7/15/2029		8,788		9,183
Pool# 434505
7.50%, 8/15/2029		39		39
Pool# 416538
7.00%, 10/15/2029		94		94
Pool# 524269
8.00%, 11/15/2029		3,912		3,920
Pool# 781124
7.00%, 12/15/2029		6,066		6,990
Pool# 507396
7.50%, 9/15/2030		29,372		30,339
Pool# 531352
7.50%, 9/15/2030		1,823		1,866
Pool# 536334
7.50%, 10/15/2030		127		130
Pool# 540659
7.00%, 1/15/2031		584		589
Pool# 486019
7.50%, 1/15/2031		657		677
Pool# 535388
7.50%, 1/15/2031		400		407
Pool# 537406
7.50%, 2/15/2031		247		247
Pool# 528589
6.50%, 3/15/2031		14,219		15,653
Pool# 508473
7.50%, 4/15/2031		2,819		2,981
Pool# 544470
8.00%, 4/15/2031		1,776		1,780
Pool# 781287
7.00%, 5/15/2031		2,974		3,419
Pool# 781319
7.00%, 7/15/2031		891		1,045
Pool# 485879
7.00%, 8/15/2031		5,239		5,799
Pool# 572554
6.50%, 9/15/2031		31,532		34,711
Pool# 781328
7.00%, 9/15/2031		2,895		3,372
Pool# 550991
6.50%, 10/15/2031		541		595
Pool# 571267
7.00%, 10/15/2031		766		858
Pool# 574837
7.50%, 11/15/2031		1,406		1,428
Pool# 555171
6.50%, 12/15/2031		915		1,007
Pool# 781380
7.50%, 12/15/2031		886		1,050
Pool# 781481
7.50%, 1/15/2032		4,311		5,086
Pool# 580972
6.50%, 2/15/2032		133		146
Pool# 781401
7.50%, 2/15/2032		2,715		3,238


Mortgage-Backed Securities (continued)
	Principal Amount		Value

GNMA I Pool (continued)
Pool# 781916
6.50%, 3/15/2032	$	42,722	$	48,002
Pool# 552474
7.00%, 3/15/2032		3,428		3,875
Pool# 781478
7.50%, 3/15/2032		1,660		1,970
Pool# 781429
8.00%, 3/15/2032		2,914		3,508
Pool# 781431
7.00%, 4/15/2032		10,689		12,590
Pool# 552616
7.00%, 6/15/2032		28,198		31,623
Pool# 570022
7.00%, 7/15/2032		10,496		12,066
Pool# 595077
6.00%, 10/15/2032		5,745		6,568
Pool# 596657
7.00%, 10/15/2032		2,829		2,885
Pool# 552903
6.50%, 11/15/2032		81,332		89,594
Pool# 552952
6.00%, 12/15/2032		3,907		4,338
Pool# 602102
6.00%, 2/15/2033		10,809		11,862
Pool# 588192
6.00%, 2/15/2033		3,804		4,225
Pool# 553144
5.50%, 4/15/2033		17,131		18,994
Pool# 604243
6.00%, 4/15/2033		7,707		8,774
Pool# 611526
6.00%, 5/15/2033		6,077		6,665
Pool# 553320
6.00%, 6/15/2033		18,801		20,933
Pool# 573916
6.00%, 11/15/2033		24,415		26,781
Pool# 604788
6.50%, 11/15/2033		55,373		61,680
Pool# 781688
6.00%, 12/15/2033		26,902		30,745
Pool# 604875
6.00%, 12/15/2033		22,143		25,316
Pool# 781690
6.00%, 12/15/2033		10,795		12,343
Pool# 781699
7.00%, 12/15/2033		4,119		4,694
Pool# 621856
6.00%, 1/15/2034		24,024		26,361
Pool# 564799
6.00%, 3/15/2034		30,796		34,210
Pool# 630038
6.50%, 8/15/2034		46,403		51,088
Pool# 781804
6.00%, 9/15/2034		29,298		33,247
Pool# 781847
6.00%, 12/15/2034		24,109		27,581
Pool# 486921
5.50%, 2/15/2035		8,850		10,003
Pool# 781902
6.00%, 2/15/2035		26,260		30,022
Pool# 649513
5.50%, 10/15/2035		210,904		233,304
Pool# 649510
5.50%, 10/15/2035		104,103		112,501
Pool# 652207
5.50%, 3/15/2036		31,295		33,480


Mortgage-Backed Securities (continued)
	Principal Amount		Value

GNMA I Pool (continued)
Pool# 655519
5.00%, 5/15/2036	$	14,590	$	15,365
Pool# 652539
5.00%, 5/15/2036		12,342		13,432
Pool# 606308
5.50%, 5/15/2036		19,637		22,208
Pool# 606314
5.50%, 5/15/2036		5,154		5,515
Pool# 656666
6.00%, 6/15/2036		26,131		29,809
Pool# 657912
6.50%, 8/15/2036		3,416		3,760
Pool# 704630
5.50%, 7/15/2039		34,720		38,320
Pool# 757039
4.00%, 12/15/2040		252,350		269,801
Pool# 757038
4.00%, 12/15/2040		198,861		213,661
Pool# 755656
4.00%, 12/15/2040		81,614		87,699
Pool# 757044
4.00%, 12/15/2040		79,259		83,686
Pool# 742235
4.00%, 12/15/2040		71,805		76,251
Pool# 755655
4.00%, 12/15/2040		53,285		56,973
Pool# 757043
4.00%, 12/15/2040		37,917		40,743
Pool# 756631
4.00%, 12/15/2040		22,007		23,643
Pool# 755959
4.00%, 1/15/2041		179,980		193,392
Pool# 742244
4.00%, 1/15/2041		179,703		192,142
Pool# 753826
4.00%, 1/15/2041		72,389		76,871
Pool# 690662
4.00%, 1/15/2041		65,077		69,589
Pool# 719486
4.00%, 1/15/2041		24,884		26,244
Pool# 757557
4.00%, 2/15/2041		42,398		45,258
Pool# 757555
4.00%, 2/15/2041		36,122		38,260
Pool# AD6012
3.50%, 4/15/2043		340,770		355,689
Pool# AD7471
3.50%, 4/15/2043		307,951		321,428
Pool# AA6307
3.50%, 4/15/2043		197,546		206,190
Pool# AD9472
3.50%, 4/15/2043		181,222		189,302
Pool# AD7472
3.50%, 4/15/2043		140,732		146,392
Pool# AB3946
3.50%, 4/15/2043		96,642		100,848
Pool# AA6403
3.00%, 5/15/2043		716,533		734,760
Pool# 783781
3.50%, 6/15/2043		101,284		105,394
Pool# 784015
3.00%, 7/15/2043		40,366		41,331
Pool# 784714
3.00%, 1/15/2044		150,046		153,655
Pool# 784459
3.00%, 12/15/2046		104,699		106,994


Mortgage-Backed Securities (continued)
	Principal Amount		Value

GNMA I Pool (continued)
Pool# 784355
4.00%, 12/15/2046	$	83,788	$	88,910
Pool# 784500
3.00%, 2/15/2047		156,717		160,152
Pool# 784713
3.00%, 2/15/2047		31,000		31,683
Pool# 784458
3.50%, 12/15/2047		276,153		287,027
GNMA II Pool
Pool# 3851
5.50%, 5/20/2036		159,538		177,578
Pool# 4559
5.00%, 10/20/2039		247,005		271,159
Pool# 4715
5.00%, 6/20/2040		249,193		274,128
Pool# 4747
5.00%, 7/20/2040		138,667		152,523
Pool# 4771
4.50%, 8/20/2040		419,061		448,863
Pool# 4834
4.50%, 10/20/2040		1,109,280		1,188,301
Pool# 737727
4.00%, 12/20/2040		825,872		879,749
Pool# 737730
4.00%, 12/20/2040		255,735		272,307
Pool# 4923
4.50%, 1/20/2041		161,126		172,612
Pool# 4978
4.50%, 3/20/2041		24,218		25,942
Pool# 5017
4.50%, 4/20/2041		260,620		279,141
Pool# 5082
4.50%, 6/20/2041		436,721		467,722
Pool# 5175
4.50%, 9/20/2041		319,422		342,053
Pool# 675523
3.50%, 3/20/2042		311,060		324,139
Pool# MA0392
3.50%, 9/20/2042		1,751,620		1,834,766
Pool# MA0462
3.50%, 10/20/2042		623,139		652,719
Pool# MA0534
3.50%, 11/20/2042		1,608,081		1,684,002
Pool# MA0625
3.50%, 12/20/2042		456,703		478,148
Pool# MA0698
3.00%, 1/20/2043		391,319		403,301
Pool# MA0852
3.50%, 3/20/2043		717,880		751,037
Pool# MA0934
3.50%, 4/20/2043		844,578		883,371
Pool# AF1001
3.50%, 6/20/2043		244,643		255,722
Pool# MA1376
4.00%, 10/20/2043		711,289		751,837
Pool# AJ9335
3.50%, 10/20/2044		23,948		24,962
Pool# MA2754
3.50%, 4/20/2045		333,032		346,547
Pool# MA2824
2.50%, 5/20/2045		364,861		365,637
Pool# MA2825
3.00%, 5/20/2045		680,379		698,667
Pool# MA2891
3.00%, 6/20/2045		1,793,278		1,841,480
Pool# AO1103
3.50%, 9/20/2045		540,935		563,694


Mortgage-Backed Securities (continued)
	Principal Amount		Value

GNMA II Pool (continued)
Pool# AO1099
3.50%, 9/20/2045	$	18,592	$	19,374
Pool# MA3106
4.00%, 9/20/2045		99,136		104,406
Pool# MA3172
3.00%, 10/20/2045		196,473		201,757
Pool# MA3173
3.50%, 10/20/2045		12,626		13,162
Pool# MA3174
4.00%, 10/20/2045		18,462		19,425
Pool# MA3243
3.00%, 11/20/2045		171,496		176,113
Pool# MA3244
3.50%, 11/20/2045		232,584		241,552
Pool# MA3309
3.00%, 12/20/2045		343,079		352,308
Pool# MA3310
3.50%, 12/20/2045		94,797		98,648
Pool# MA3377
4.00%, 1/20/2046		50,908		53,763
Pool# 784119
3.00%, 2/20/2046		683,554		703,649
Pool# MA3521
3.50%, 3/20/2046		560,289		581,748
Pool# MA3522
4.00%, 3/20/2046		530,082		558,494
Pool# MA3596
3.00%, 4/20/2046		319,985		328,575
Pool# MA3597
3.50%, 4/20/2046		100,744		104,600
Pool# MA3662
3.00%, 5/20/2046		581,452		597,258
Pool# MA3735
3.00%, 6/20/2046		663,436		681,051
Pool# MA3736
3.50%, 6/20/2046		1,939,303		2,013,504
Pool# MA3802
3.00%, 7/20/2046		1,166,255		1,197,568
Pool# MA3804
4.00%, 7/20/2046		48,095		50,585
Pool# MA3873
3.00%, 8/20/2046		1,158,547		1,189,642
Pool# MA3876
4.50%, 8/20/2046		18,623		19,628
Pool# MA3936
3.00%, 9/20/2046		1,021,099		1,049,108
Pool# MA3939
4.50%, 9/20/2046		10,612		11,258
Pool# MA4126
3.00%, 12/20/2046		2,175,875		2,234,202
Pool# MA4127
3.50%, 12/20/2046		483,830		502,355
Pool# MA4194
2.50%, 1/20/2047		403,337		403,200
Pool# MA4196
3.50%, 1/20/2047		66,399		68,914
Pool# MA4261
3.00%, 2/20/2047		505,518		518,864
Pool# MA4262
3.50%, 2/20/2047		3,502,579		3,634,817
Pool# MA4264
4.50%, 2/20/2047		23,385		24,693
Pool# MA4321
3.50%, 3/20/2047		970,823		1,007,239
Pool# MA4382
3.50%, 4/20/2047		523,997		543,289


Mortgage-Backed Securities (continued)
	Principal Amount		Value

GNMA II Pool (continued)
Pool# AZ1974
3.50%, 4/20/2047	$	215,104	$	224,156
Pool# MA4384
4.50%, 4/20/2047		24,565		25,774
Pool# MA4512
4.50%, 6/20/2047		71,353		74,828
Pool# MA4585
3.00%, 7/20/2047		40,138		41,122
Pool# MA4587
4.00%, 7/20/2047		109,978		114,767
Pool# BC1888
3.50%, 8/20/2047		320,328		333,826
Pool# MA4652
3.50%, 8/20/2047		286,039		296,127
Pool# 784471
3.50%, 8/20/2047		250,234		258,721
Pool# MA4653
4.00%, 8/20/2047		40,662		42,470
Pool# 784408
3.50%, 10/20/2047		145,066		150,249
Pool# MA4836
3.00%, 11/20/2047		417,326		426,864
Pool# MA4837
3.50%, 11/20/2047		601,687		622,459
Pool# MA4838
4.00%, 11/20/2047		2,158,893		2,253,794
Pool# MA4899
3.00%, 12/20/2047		426,767		436,521
Pool# MA4900
3.50%, 12/20/2047		654,611		677,210
Pool# 784421
3.50%, 12/20/2047		279,557		290,047
Pool# MA4962
3.50%, 1/20/2048		641,176		663,311
Pool# MA5078
4.00%, 3/20/2048		1,094,609		1,140,471
Pool# 784480
3.50%, 4/20/2048		111,870		115,897
Pool# 784479
3.50%, 4/20/2048		70,653		73,302
Pool# 784481
3.50%, 4/20/2048		24,867		25,643
Pool# MA5137
4.00%, 4/20/2048		447,289		464,722
Pool# BD4034
4.00%, 4/20/2048		69,738		73,222
Pool# MA5139
5.00%, 4/20/2048		113,801		119,654
Pool# MA5192
4.00%, 5/20/2048		1,615,884		1,681,005
Pool# MA5194
5.00%, 5/20/2048		55,878		58,577
Pool# MA5265
4.50%, 6/20/2048		890,574		928,501
Pool# MA5331
4.50%, 7/20/2048		324,610		338,335
Pool# MA5398
4.00%, 8/20/2048		981,521		1,019,774
Pool# MA5399
4.50%, 8/20/2048		703,155		733,205
Pool# BJ2692
4.00%, 11/20/2048		48,153		50,026
Pool# MA5597
5.00%, 11/20/2048		93,016		97,507
Pool# 784656
4.50%, 12/20/2048		335,034		351,343


Mortgage-Backed Securities (continued)
	Principal Amount		Value

GNMA II Pool (continued)
Pool# BK2856
4.50%, 12/20/2048	$	51,747	$	54,259
Pool# MA5711
4.50%, 1/20/2049		153,932		160,441
Pool# MA5764
4.50%, 2/20/2049		245,582		256,306
Pool# MA5818
4.50%, 3/20/2049		246,304		256,718
Pool# MA5878
5.00%, 4/20/2049		83,225		87,458
Pool# MA5933
5.00%, 5/20/2049		55,746		58,792
Pool# MA6040
4.00%, 7/20/2049		206,000		214,347
Pool# MA6041
4.50%, 7/20/2049		477,000		500,592
GNMA TBA
2.50%, 8/15/2049		35,000		34,992
3.00%, 8/15/2049		308,000		314,792
3.50%, 8/15/2049		2,132,000		2,204,538
4.00%, 8/15/2049		2,959,500		3,073,834
4.50%, 8/15/2049		1,327,000		1,381,946
5.00%, 8/15/2049		1,021,000		1,069,178
4.00%, 9/15/2049		1,225,000		1,271,942
UMBS Pool
Pool# 969977
5.00%, 5/1/2023		94,963		97,503
Pool# AA2549
4.00%, 4/1/2024		50,873		52,828
Pool# 935348
5.50%, 6/1/2024		9,784		9,808
Pool# AC1374
4.00%, 8/1/2024		63,932		66,388
Pool# AC1529
4.50%, 9/1/2024		27,795		28,788
Pool# AD0244
4.50%, 10/1/2024		22,134		22,930
Pool# AD4089
4.50%, 5/1/2025		214,777		225,470
Pool# 890216
4.50%, 7/1/2025		37,996		39,897
Pool# AH1361
3.50%, 12/1/2025		142,661		147,298
Pool# AH1518
3.50%, 12/1/2025		72,356		74,708
Pool# AE6384
4.00%, 1/1/2026		13,644		14,200
Pool# AL0298
4.00%, 5/1/2026		206,620		216,349
Pool# AB4277
3.00%, 1/1/2027		633,075		646,374
Pool# AP4746
3.00%, 8/1/2027		101,599		103,735
Pool# AP7855
3.00%, 9/1/2027		640,405		653,862
Pool# AP4640
3.00%, 9/1/2027		67,529		68,948
Pool# AQ5096
3.00%, 11/1/2027		136,736		139,598
Pool# AB6887
3.00%, 11/1/2027		111,363		113,705
Pool# AQ4532
3.00%, 11/1/2027		92,449		94,394
Pool# AQ7406
3.00%, 11/1/2027		69,107		70,560
Pool# AQ3758
3.00%, 11/1/2027		67,907		69,335


Mortgage-Backed Securities (continued)
	Principal Amount		Value

UMBS Pool (continued)
Pool# AB6886
3.00%, 11/1/2027	$	54,003	$	55,154
Pool# AQ2884
3.00%, 12/1/2027		63,607		64,945
Pool# AS0487
2.50%, 9/1/2028		259,239		261,216
Pool# 930998
4.50%, 4/1/2029		31,983		33,896
Pool# MA0243
5.00%, 11/1/2029		18,008		19,136
Pool# BM1507
2.50%, 12/1/2029		99,869		100,512
Pool# AL8077
3.50%, 12/1/2029		21,849		22,642
Pool# MA0268
5.00%, 12/1/2029		15,435		16,400
Pool# AX7727
2.50%, 3/1/2030		426,408		429,272
Pool# AD5655
5.00%, 5/1/2030		35,275		37,487
Pool# AB1038
5.00%, 5/1/2030		22,251		23,646
Pool# MA0443
5.00%, 5/1/2030		21,792		23,159
Pool# AS5412
2.50%, 7/1/2030		60,250		60,655
Pool# AS5420
3.00%, 7/1/2030		87,430		89,267
Pool# AL7152
3.50%, 7/1/2030		524,133		544,865
Pool# AS5702
2.50%, 8/1/2030		457,403		460,477
Pool# AZ4898
2.50%, 8/1/2030		316,428		318,554
Pool# AY8448
3.00%, 8/1/2030		280,552		286,436
Pool# AZ2953
3.00%, 9/1/2030		341,060		348,227
Pool# AZ5718
3.00%, 9/1/2030		340,694		347,835
Pool# MA0559
5.00%, 9/1/2030		7,680		8,162
Pool# AS6060
3.00%, 10/1/2030		377,278		384,979
Pool# AZ9234
3.50%, 10/1/2030		24,826		25,676
Pool# AS6272
2.50%, 12/1/2030		85,456		86,030
Pool# AH1515
4.00%, 12/1/2030		329,503		344,569
Pool# AD0716
6.50%, 12/1/2030		215,704		241,921
Pool# BA6532
2.50%, 1/1/2031		78,305		78,830
Pool# MA0641
4.00%, 2/1/2031		333,905		349,179
Pool# 560868
7.50%, 2/1/2031		482		487
Pool# BC0774
3.00%, 3/1/2031		61,516		62,921
Pool# AS6919
3.50%, 3/1/2031		67,693		70,072
Pool# BC5968
2.50%, 4/1/2031		101,335		101,953
Pool# BC4430
3.00%, 4/1/2031		28,082		28,662


Mortgage-Backed Securities (continued)
	Principal Amount		Value

UMBS Pool (continued)
Pool# AL8566
3.00%, 6/1/2031	$	78,343	$	79,986
Pool# AL8565
3.00%, 6/1/2031		67,412		68,827
Pool# AL8561
3.50%, 6/1/2031		52,145		54,346
Pool# AS8028
2.50%, 9/1/2031		254,351		256,066
Pool# BM1888
2.50%, 10/1/2031		738,316		743,852
Pool# MA2775
2.50%, 10/1/2031		522,262		525,777
Pool# AS8038
2.50%, 10/1/2031		281,393		283,287
Pool# BC4777
2.50%, 10/1/2031		173,325		174,492
Pool# AS8612
3.00%, 10/1/2031		109,798		112,002
Pool# 607212
7.50%, 10/1/2031		2,564		2,614
Pool# 607632
6.50%, 11/1/2031		63		70
Pool# MA2830
2.50%, 12/1/2031		194,960		196,273
Pool# BM3814
2.50%, 12/1/2031		131,705		132,813
Pool# AS8609
3.00%, 1/1/2032		101,787		103,930
Pool# AL9786
3.00%, 1/1/2032		69,218		70,861
Pool# AL9585
3.50%, 1/1/2032		25,456		26,532
Pool# BM1036
2.50%, 2/1/2032		843,756		849,437
Pool# BM4624
3.00%, 2/1/2032		92,668		94,782
Pool# AS8767
3.00%, 2/1/2032		88,034		89,886
Pool# AL9740
3.00%, 2/1/2032		44,644		45,583
Pool# AL9871
3.00%, 2/1/2032		35,105		35,938
Pool# BM1007
2.50%, 3/1/2032		218,879		220,148
Pool# AL9899
3.00%, 3/1/2032		134,027		136,847
Pool# BM3269
2.50%, 4/1/2032		215,367		216,644
Pool# MA1029
3.50%, 4/1/2032		293,986		305,411
Pool# AS9695
3.50%, 5/1/2032		117,990		122,842
Pool# BM4088
3.00%, 6/1/2032		83,434		85,253
Pool# 890786
3.50%, 6/1/2032		83,592		87,123
Pool# MA1107
3.50%, 7/1/2032		80,372		83,489
Pool# BH6610
3.50%, 7/1/2032		26,174		27,051
Pool# BM1669
3.00%, 8/1/2032		42,641		43,707
Pool# BH5355
3.50%, 8/1/2032		35,465		36,768
Pool# MA1166
3.50%, 9/1/2032		463,127		481,129


Mortgage-Backed Securities (continued)
	Principal Amount		Value

UMBS Pool (continued)
Pool# BM5167
3.50%, 9/1/2032	$	24,020	$	24,870
Pool# CA0586
2.50%, 10/1/2032		21,950		22,104
Pool# BH9391
3.50%, 10/1/2032		27,265		28,266
Pool# BM3389
3.00%, 11/1/2032		84,846		86,862
Pool# BM3977
3.00%, 12/1/2032		193,362		197,427
Pool# CA0951
3.00%, 12/1/2032		128,381		131,046
Pool# BM4338
2.50%, 1/1/2033		205,281		206,663
Pool# BM3919
3.00%, 2/1/2033		41,821		42,816
Pool# 656559
6.50%, 2/1/2033		24,622		27,310
Pool# 694846
6.50%, 4/1/2033		7,800		8,652
Pool# AB9402
3.00%, 5/1/2033		212,544		216,573
Pool# AB9403
3.00%, 5/1/2033		86,138		87,718
Pool# AB9300
3.00%, 5/1/2033		75,965		77,341
Pool# MA3372
4.00%, 5/1/2033		61,849		64,650
Pool# 254767
5.50%, 6/1/2033		507,467		564,491
Pool# MA1527
3.00%, 8/1/2033		426,805		434,620
Pool# 750229
6.50%, 10/1/2033		20,335		22,555
Pool# 725228
6.00%, 3/1/2034		531,215		604,201
Pool# 725424
5.50%, 4/1/2034		578,287		647,316
Pool# 788027
6.50%, 9/1/2034		16,873		18,715
Pool# 735141
5.50%, 1/1/2035		294,833		330,040
Pool# 735227
5.50%, 2/1/2035		328,800		368,071
Pool# AL4260
5.50%, 9/1/2036		42,035		47,044
Pool# 310104
5.50%, 8/1/2037		318,226		356,268
Pool# 955194
7.00%, 11/1/2037		206,520		244,385
Pool# MA3464
3.50%, 9/1/2038		225,581		233,473
Pool# AB1735
3.50%, 11/1/2040		7,739		7,927
Pool# AB2067
3.50%, 1/1/2041		394,015		410,588
Pool# AB2068
3.50%, 1/1/2041		233,756		243,576
Pool# 932888
3.50%, 1/1/2041		128,448		134,499
Pool# 932891
3.50%, 1/1/2041		23,457		24,539
Pool# AL6521
5.00%, 4/1/2041		795,905		868,259
Pool# AL5863
4.50%, 6/1/2041		507,113		547,001


Mortgage-Backed Securities (continued)
	Principal Amount		Value

UMBS Pool (continued)
Pool# AI9920
4.00%, 9/1/2041	$	13,907	$	14,395
Pool# AI9851
4.50%, 9/1/2041		55,078		59,452
Pool# AL0761
5.00%, 9/1/2041		587,147		641,080
Pool# AJ5431
4.50%, 10/1/2041		108,052		116,633
Pool# AL0933
5.00%, 10/1/2041		111,792		122,032
Pool# AJ4861
4.00%, 12/1/2041		212,104		224,879
Pool# AX5316
4.50%, 1/1/2042		19,747		21,312
Pool# AL2499
4.50%, 1/1/2042		8,973		9,696
Pool# AX5297
5.00%, 1/1/2042		25,808		28,154
Pool# AW8167
3.50%, 2/1/2042		533,923		556,332
Pool# AB5185
3.50%, 5/1/2042		371,640		387,129
Pool# AO3575
4.50%, 5/1/2042		60,756		64,584
Pool# 890621
5.00%, 5/1/2042		77,739		84,807
Pool# AO4647
3.50%, 6/1/2042		623,376		649,534
Pool# AO8036
4.50%, 7/1/2042		892,757		963,558
Pool# AP2092
4.50%, 8/1/2042		32,710		34,298
Pool# AP6579
3.50%, 9/1/2042		705,880		735,603
Pool# AP7489
4.00%, 9/1/2042		479,930		508,898
Pool# AP6756
4.00%, 9/1/2042		14,781		15,609
Pool# AL2782
4.50%, 9/1/2042		83,852		90,482
Pool# AB6524
3.50%, 10/1/2042		1,173,120		1,222,561
Pool# AB7074
3.00%, 11/1/2042		995,398		1,014,318
Pool# AP8785
3.00%, 11/1/2042		132,566		135,064
Pool# AB6786
3.50%, 11/1/2042		397,032		413,720
Pool# AL2677
3.50%, 11/1/2042		179,967		187,550
Pool# AB7362
3.00%, 12/1/2042		539,061		549,281
Pool# MA1273
3.50%, 12/1/2042		286,319		298,380
Pool# AR4210
3.50%, 1/1/2043		239,412		249,500
Pool# AR8213
3.50%, 4/1/2043		242,345		252,556
Pool# AB9238
3.00%, 5/1/2043		675,767		688,609
Pool# AB9237
3.00%, 5/1/2043		469,524		478,449
Pool# AB9236
3.00%, 5/1/2043		110,888		112,996
Pool# AB9362
3.50%, 5/1/2043		490,166		510,867


Mortgage-Backed Securities (continued)
	Principal Amount		Value

UMBS Pool (continued)
Pool# AT4145
3.00%, 6/1/2043	$	229,059	$	233,382
Pool# AB9814
3.00%, 7/1/2043		638,625		650,758
Pool# AS0203
3.00%, 8/1/2043		284,816		290,230
Pool# AS0255
4.50%, 8/1/2043		216,826		233,737
Pool# AS0516
3.00%, 9/1/2043		295,361		300,969
Pool# AL6951
3.50%, 10/1/2043		433,568		451,793
Pool# BM4222
3.00%, 1/1/2044		407,237		414,973
Pool# AS2276
4.50%, 4/1/2044		365,626		391,615
Pool# AW1006
4.00%, 5/1/2044		158,999		170,291
Pool# AL7767
4.50%, 6/1/2044		12,743		13,749
Pool# AS3161
4.00%, 8/1/2044		450,716		474,922
Pool# BM4650
3.00%, 10/1/2044		747,304		761,605
Pool# CA0688
3.50%, 10/1/2044		250,162		260,604
Pool# BC5090
4.00%, 10/1/2044		64,933		68,741
Pool# AS3946
4.00%, 12/1/2044		576,966		613,139
Pool# AL8303
3.00%, 1/1/2045		134,764		137,322
Pool# BM4384
4.00%, 1/1/2045		160,910		169,805
Pool# BM3611
4.00%, 1/1/2045		111,391		117,951
Pool# BM3804
3.50%, 2/1/2045		45,646		47,565
Pool# AL9555
4.00%, 2/1/2045		1,425,035		1,509,786
Pool# AX9524
4.00%, 2/1/2045		444,004		475,542
Pool# AS4418
4.00%, 2/1/2045		313,297		335,548
Pool# AS4375
4.00%, 2/1/2045		220,848		236,534
Pool# AL6889
4.50%, 2/1/2045		93,377		100,703
Pool# BM3931
3.00%, 3/1/2045		91,699		93,386
Pool# AY1312
3.50%, 3/1/2045		914,027		952,614
Pool# AS4578
4.00%, 3/1/2045		148,907		159,483
Pool# BM3664
3.00%, 5/1/2045		408,020		415,753
Pool# AS4921
3.50%, 5/1/2045		624,851		649,321
Pool# AS5012
4.00%, 5/1/2045		586,418		628,070
Pool# BM5562
4.00%, 6/1/2045		141,199		149,250
Pool# AL7207
4.50%, 8/1/2045		114,819		123,850
Pool# AZ2947
4.00%, 9/1/2045		370,273		389,770


Mortgage-Backed Securities (continued)
	Principal Amount		Value

UMBS Pool (continued)
Pool# BA2164
3.00%, 11/1/2045	$	92,255	$	93,663
Pool# AS6213
4.00%, 11/1/2045		37,741		39,838
Pool# AS6282
3.50%, 12/1/2045		1,076,147		1,116,762
Pool# AS6311
3.50%, 12/1/2045		840,973		868,720
Pool# BC0326
3.50%, 12/1/2045		196,328		202,813
Pool# AS6362
4.50%, 12/1/2045		23,801		25,495
Pool# AS6474
3.50%, 1/1/2046		142,602		148,896
Pool# AS6539
3.50%, 1/1/2046		126,199		131,767
Pool# AS6527
4.00%, 1/1/2046		127,956		134,585
Pool# BC2667
4.00%, 2/1/2046		39,394		41,423
Pool# AL9781
4.50%, 2/1/2046		195,194		210,439
Pool# BM4621
3.50%, 3/1/2046		117,579		122,497
Pool# BA6972
4.00%, 3/1/2046		45,416		47,770
Pool# BC0823
3.50%, 4/1/2046		195,830		203,116
Pool# AS7026
4.00%, 4/1/2046		242,038		255,304
Pool# AS7251
4.00%, 5/1/2046		304,954		320,541
Pool# AL8833
4.00%, 6/1/2046		157,035		168,187
Pool# AS7593
3.50%, 7/1/2046		740,109		765,993
Pool# AS7594
3.50%, 7/1/2046		688,270		712,335
Pool# AS7545
3.50%, 7/1/2046		303,276		314,465
Pool# AL8824
3.50%, 7/1/2046		90,206		94,186
Pool# BC1452
4.00%, 7/1/2046		896,357		942,446
Pool# MA2705
3.00%, 8/1/2046		521,901		529,644
Pool# BC1489
3.00%, 8/1/2046		45,540		46,217
Pool# BD4890
3.50%, 8/1/2046		624,769		644,780
Pool# AS7760
4.00%, 8/1/2046		201,339		212,145
Pool# AS7648
4.00%, 8/1/2046		170,156		179,390
Pool# AS7795
4.00%, 8/1/2046		133,421		140,666
Pool# BD3911
4.00%, 8/1/2046		23,040		24,200
Pool# BD3923
4.00%, 8/1/2046		16,894		17,744
Pool# AS7770
4.50%, 8/1/2046		23,774		25,178
Pool# AL8947
3.50%, 9/1/2046		28,692		29,839
Pool# AL9263
3.00%, 10/1/2046		100,336		101,814


Mortgage-Backed Securities (continued)
	Principal Amount		Value

UMBS Pool (continued)
Pool# BM3932
3.50%, 10/1/2046	$	203,565	$	209,976
Pool# AL9234
3.50%, 10/1/2046		50,960		53,209
Pool# BC4766
4.50%, 10/1/2046		35,228		37,289
Pool# AS8154
4.50%, 10/1/2046		23,201		24,554
Pool# BC9003
3.00%, 11/1/2046		139,120		141,169
Pool# MA2806
3.00%, 11/1/2046		111,634		113,281
Pool# AS8369
3.50%, 11/1/2046		552,280		571,607
Pool# BE5067
3.50%, 11/1/2046		427,702		442,103
Pool# BE5038
4.00%, 11/1/2046		23,779		25,583
Pool# MA2833
3.00%, 12/1/2046		2,685,358		2,724,916
Pool# AS8483
3.00%, 12/1/2046		709,782		720,201
Pool# BC9067
3.00%, 12/1/2046		129,133		131,032
Pool# AS8488
3.00%, 12/1/2046		128,437		130,329
Pool# AS8509
3.00%, 12/1/2046		26,365		26,793
Pool# BM1121
3.50%, 12/1/2046		476,762		496,094
Pool# AS8572
3.50%, 12/1/2046		414,267		427,306
Pool# AS8417
3.50%, 12/1/2046		192,218		198,286
Pool# AS8492
3.50%, 12/1/2046		108,099		112,869
Pool# AS8650
3.00%, 1/1/2047		909,757		923,112
Pool# AL9697
3.00%, 1/1/2047		337,904		342,891
Pool# AS8647
3.00%, 1/1/2047		250,624		254,310
Pool# BE5775
3.00%, 1/1/2047		199,407		202,335
Pool# AS8692
3.50%, 1/1/2047		277,754		288,134
Pool# BM3204
3.50%, 1/1/2047		193,564		202,099
Pool# BD2440
3.50%, 1/1/2047		68,754		70,921
Pool# AL9774
3.50%, 1/1/2047		66,375		69,475
Pool# BE7115
4.50%, 1/1/2047		14,240		15,001
Pool# MA2895
3.00%, 2/1/2047		3,516,759		3,568,448
Pool# BM3688
3.50%, 2/1/2047		440,983		455,213
Pool# BD5046
3.50%, 2/1/2047		79,692		82,312
Pool# AL9859
3.00%, 3/1/2047		598,878		607,689
Pool# AL9848
3.00%, 3/1/2047		352,735		357,922
Pool# AS8966
4.00%, 3/1/2047		72,975		76,660


Mortgage-Backed Securities (continued)
	Principal Amount		Value

UMBS Pool (continued)
Pool# AS8979
4.50%, 3/1/2047	$	46,336	$	49,628
Pool# BM3707
2.50%, 4/1/2047		92,858		91,740
Pool# AS9463
3.50%, 4/1/2047		363,066		377,774
Pool# AS9451
3.50%, 4/1/2047		357,283		370,206
Pool# BD7122
4.00%, 4/1/2047		657,527		690,258
Pool# AS9467
4.00%, 4/1/2047		20,030		21,132
Pool# AS9470
4.50%, 4/1/2047		159,411		170,602
Pool# BH0304
4.50%, 4/1/2047		26,397		28,023
Pool# AS9562
3.00%, 5/1/2047		64,489		65,430
Pool# BM3237
3.50%, 5/1/2047		242,826		254,007
Pool# AS9577
3.50%, 5/1/2047		201,819		209,560
Pool# AS9586
4.00%, 5/1/2047		1,107,676		1,175,903
Pool# BM1268
4.00%, 5/1/2047		326,353		344,222
Pool# BE3670
3.50%, 6/1/2047		448,025		464,186
Pool# AS9794
3.50%, 6/1/2047		200,306		208,984
Pool# BM3549
4.00%, 6/1/2047		276,579		290,741
Pool# BE3702
4.00%, 6/1/2047		181,225		189,019
Pool# BM1295
4.50%, 6/1/2047		153,415		163,648
Pool# BE9624
4.50%, 6/1/2047		93,186		98,433
Pool# BM3801
3.00%, 7/1/2047		314,380		318,996
Pool# BM1551
3.50%, 7/1/2047		268,843		279,744
Pool# AS9909
3.50%, 7/1/2047		146,874		152,825
Pool# AS9973
4.00%, 7/1/2047		22,959		23,902
Pool# 890673
3.00%, 8/1/2047		253,163		256,947
Pool# MA3087
3.50%, 8/1/2047		543,943		560,810
Pool# BM1658
3.50%, 8/1/2047		258,737		268,506
Pool# BH7375
3.50%, 8/1/2047		153,239		157,997
Pool# CA0123
4.00%, 8/1/2047		333,132		352,968
Pool# BH2597
4.00%, 8/1/2047		233,092		244,128
Pool# CA0133
4.00%, 8/1/2047		100,920		105,699
Pool# CA0407
3.50%, 9/1/2047		434,348		449,974
Pool# CA0265
4.00%, 9/1/2047		740,324		775,376
Pool# BH4004
4.00%, 9/1/2047		253,571		265,576


Mortgage-Backed Securities (continued)
	Principal Amount		Value

UMBS Pool (continued)
Pool# CA0392
4.00%, 9/1/2047	$	119,401	$	124,754
Pool# BM3556
4.00%, 9/1/2047		44,995		48,246
Pool# CA0487
3.50%, 10/1/2047		778,426		806,391
Pool# BM1959
3.50%, 10/1/2047		270,749		282,689
Pool# CA0493
4.00%, 10/1/2047		545,850		570,967
Pool# CA0549
4.00%, 10/1/2047		150,548		156,688
Pool# CA0496
4.50%, 10/1/2047		171,009		184,418
Pool# CA0623
4.50%, 10/1/2047		43,378		45,790
Pool# CA0693
3.50%, 11/1/2047		627,031		649,556
Pool# BM3358
3.50%, 11/1/2047		69,863		73,399
Pool# CA0696
4.00%, 11/1/2047		522,936		544,260
Pool# CA0808
4.00%, 11/1/2047		161,863		169,270
Pool# BM3191
4.00%, 11/1/2047		61,307		64,394
Pool# BM3379
3.00%, 12/1/2047		416,563		423,509
Pool# BJ1699
4.00%, 12/1/2047		189,540		198,915
Pool# CA1015
4.00%, 1/1/2048		293,971		306,118
Pool# CA1025
4.50%, 1/1/2048		1,008,642		1,064,950
Pool# CA1242
3.50%, 2/1/2048		118,230		123,750
Pool# MA3277
4.00%, 2/1/2048		401,144		417,654
Pool# BK1972
4.50%, 3/1/2048		47,338		50,417
Pool# CA1510
3.50%, 4/1/2048		160,478		166,039
Pool# CA1531
3.50%, 4/1/2048		47,111		49,311
Pool# CA1551
4.00%, 4/1/2048		2,677,154		2,795,439
Pool# CA1560
4.50%, 4/1/2048		106,694		113,780
Pool# BJ2681
5.00%, 4/1/2048		35,153		37,409
Pool# BM4024
3.50%, 5/1/2048		24,308		25,443
Pool# MA3358
4.50%, 5/1/2048		547,123		573,494
Pool# MA3384
4.00%, 6/1/2048		93,077		96,662
Pool# CA1898
4.50%, 6/1/2048		162,901		175,609
Pool# CA1951
4.00%, 7/1/2048		161,470		168,522
Pool# CA1988
4.50%, 7/1/2048		131,033		137,967
Pool# BK6577
4.50%, 7/1/2048		38,839		40,817
Pool# CA2065
5.00%, 7/1/2048		84,833		91,649


Mortgage-Backed Securities (continued)
	Principal Amount		Value

UMBS Pool (continued)
Pool# BK4766
4.50%, 8/1/2048	$	400,000	$	428,278
Pool# CA2216
5.00%, 8/1/2048		100,000		108,554
Pool# CA2376
4.00%, 9/1/2048		345,510		359,506
Pool# MA3495
4.00%, 10/1/2048		568,562		588,364
Pool# BM4664
4.50%, 10/1/2048		116,191		124,317
Pool# MA3521
4.00%, 11/1/2048		435,000		450,150
Pool# MA3536
4.00%, 12/1/2048		446,668		462,224
Pool# CA2779
4.50%, 12/1/2048		143,016		153,127
Pool# BN3944
4.00%, 1/1/2049		98,169		102,934
Pool# BN6135
4.00%, 2/1/2049		228,475		237,957
Pool# ZA6536
4.00%, 3/1/2049		74,389		77,463
Pool# ZA6380
4.00%, 3/1/2049		73,430		76,477
Pool# CA3387
4.00%, 4/1/2049		229,000		242,241
Pool# CA3382
5.00%, 4/1/2049		51,357		55,751
Pool# CA3489
4.00%, 5/1/2049		136,605		144,670
Pool# MA3665
4.50%, 5/1/2049		407,571		427,486
Pool# FM1051
4.50%, 5/1/2049		222,597		234,177
Pool# CA3669
4.00%, 6/1/2049		261,851		275,794
Pool# CA3639
4.00%, 6/1/2049		107,509		112,840
Pool# CA3825
4.00%, 7/1/2049		67,920		71,997
Pool# CA3844
4.50%, 7/1/2049		365,000		383,988
UMBS, 15 Year, Single Family TBA
2.50%, 8/25/2034		1,146,000		1,152,538
3.00%, 8/25/2034		2,850,598		2,906,870
3.50%, 8/25/2034		1,415,000		1,461,053
4.00%, 8/25/2034		550,000		571,234
UMBS, 30 Year, Single Family TBA
2.50%, 8/25/2049		281,000		277,619
3.00%, 8/25/2049		1,150,000		1,159,816
3.50%, 8/25/2049		8,866,000		9,081,416
4.00%, 8/25/2049		4,549,504		4,709,327
4.50%, 8/25/2049		3,613,000		3,789,134
5.00%, 8/25/2049		175,000		185,951
5.50%, 8/25/2049		23,000		24,654


Total Mortgage-Backed Securities (cost $230,456,709)				233,728,868



Municipal Bonds 0.7%
	Principal Amount		Value

California 0.3%
Bay Area Toll Authority, RB
Series F-2, 6.26%, 4/1/2049	$	150,000	$	226,894
Series S-3, 6.91%, 10/1/2050		100,000		162,292
California State, GO, 7.60%, 11/1/2040		100,000		163,861
East Bay Municipal Utility District, RB, 5.87%, 6/1/2040		100,000		136,311
Los Angeles Community College District, GO, 6.75%, 8/1/2049		100,000		159,664
Los Angeles Unified School District, GO, Series RY, 6.76%, 7/1/2034		100,000		138,218
Los Angeles, Department of Water & Power, RB, Series D, 6.57%, 7/1/2045		210,000		317,421
San Diego County Water Authority, RB, Series B, 6.14%, 5/1/2049		125,000		177,089
Santa Clara Valley Transportation Authority, RB, Series A, 5.88%, 4/1/2032		200,000		246,896
State of California, GO
7.55%, 4/1/2039		125,000		200,466
7.63%, 3/1/2040		220,000		351,081
University of California, RB
Series AX, 3.06%, 7/1/2025		50,000		51,888
Series R, 5.77%, 5/15/2043		50,000		65,948
Series AD, 4.86%, 5/15/2112		200,000		243,954

				2,641,983





Connecticut 0.0%^†
State of Connecticut, GO, Series D, 5.09%, 10/1/2030		200,000		231,596





Georgia 0.0%^†
Municipal Electric Authority of Georgia, Refunding, RB, Series A, 6.66%, 4/1/2057		149,000		202,273





Illinois 0.1%
State of Illinois, GO, 5.10%, 6/1/2033		435,000		449,207





Massachusetts 0.0%^†
Commonwealth of Massachusetts, RB, Series A, 5.73%, 6/1/2040		150,000		197,687





New Jersey 0.1%
New Jersey Economic Development Authority, RB, NATL-RE Insured, Series A, 7.43%, 2/15/2029		150,000		190,014
New Jersey Turnpike Authority, RB, Series F, 7.41%, 1/1/2040		165,000		259,751
Rutgers-State University of New Jersey, RB, Series H, 5.67%, 5/1/2040		250,000		324,533

				774,298





New York 0.1%
Metropolitan Transportation Authority, RB, Series C, 7.34%, 11/15/2039		140,000		218,173
New York City Municipal Water Finance Authority, Water and Sewer System Revenue Taxable, Second General Resolution, RB, 5.88%, 6/15/2044		100,000		142,417
New York City Transitional Finance Authority, Future Tax Secured, RB, Series B, 5.57%, 11/1/2038		100,000		127,172


Municipal Bonds (continued)
	Principal Amount		Value

New York (continued)
Port Authority of New York & New Jersey, RB
6.04%, 12/1/2029	$	300,000	$	391,506
4.46%, 10/1/2062		100,000		120,859

				1,000,127





Oregon 0.0%^†
Oregon School Boards Association, Limited Tax Pension, GO, AGM Insured, 5.53%, 6/30/2028		200,000		236,114





Texas 0.1%
Dallas Independent School District, Texas School Building, GO, PSF-GTD, Series C, 6.45%, 2/15/2035		150,000		159,461
Texas State Taxable Build America Bond, GO, 5.52%, 4/1/2039		50,000		66,457
Texas Transportation Commission, RB, Series B, 5.18%, 4/1/2030		100,000		120,582

				346,500





Wisconsin 0.0%^†
State of Wisconsin Bond, RB, Series C, 3.15%, 5/1/2027		20,000		20,876


Total Municipal Bonds (cost $5,004,527)				6,100,661


Supranational 1.3%
	Principal Amount		Value

Asian Development Bank
1.75%, 6/8/2021		500,000		498,043
2.63%, 1/30/2024		500,000		515,569
2.50%, 11/2/2027		500,000		515,736
2.75%, 1/19/2028		200,000		210,114
European Bank for Reconstruction & Development, 2.75%, 3/7/2023		250,000		257,408
European Investment Bank
1.63%, 6/15/2021		500,000		496,528
1.38%, 9/15/2021		750,000		741,144
2.13%, 10/15/2021		250,000		251,016
2.25%, 3/15/2022		750,000		756,156
2.63%, 3/15/2024		500,000		515,979
2.50%, 10/15/2024		500,000		514,221
Inter-American Development Bank
1.88%, 3/15/2021		250,000		249,442
2.13%, 1/18/2022		500,000		502,406
1.75%, 9/14/2022		250,000		248,765
2.63%, 1/16/2024		500,000		514,081
2.00%, 6/2/2026		200,000		200,128
International Bank for Reconstruction & Development
2.75%, 7/23/2021		1,250,000		1,269,948
1.38%, 9/20/2021		500,000		494,405
7.63%, 1/19/2023		677,000		806,104
3.00%, 9/27/2023		250,000		261,206
2.50%, 3/19/2024		500,000		513,548
2.50%, 7/29/2025		250,000		257,701
International Finance Corp., 2.25%, 1/25/2021		500,000		501,424

Total Supranational (cost $10,863,467)				11,091,072



U.S. Government Agency Securities 1.3%
	Principal Amount		Value

FFCB, 2.85%, 9/20/2021	$	745,000	$	758,539
FHLB
3.63%, 6/11/2021		1,200,000		1,235,497
3.13%, 6/13/2025		1,075,000		1,143,867
5.50%, 7/15/2036		300,000		417,167
FHLMC
2.38%, 2/16/2021		2,000,000		2,011,285
1.13%, 8/12/2021		1,137,000		1,118,725
2.38%, 1/13/2022		1,650,000		1,666,933
6.75%, 9/15/2029		388,000		543,418
6.75%, 3/15/2031		400,000		577,228
6.25%, 7/15/2032		365,000		521,113
FNMA
2.63%, 1/11/2022		355,000		360,616
6.25%, 5/15/2029		500,000		675,007
Tennessee Valley Authority, 4.88%, 1/15/2048		300,000		395,775


Total U.S. Government Agency Securities (cost $10,728,721)				11,425,170


U.S. Treasury Obligations 38.7%
	Principal Amount		Value

U.S. Treasury Bonds
8.13%, 8/15/2021		1,800,000		2,018,672
7.13%, 2/15/2023		1,000,000		1,178,906
6.25%, 8/15/2023		869,000		1,016,730
6.00%, 2/15/2026		1,444,500		1,805,456
5.50%, 8/15/2028		5,300,000		6,830,582
5.25%, 11/15/2028		2,500,000		3,184,570
4.50%, 5/15/2038		500,000		670,820
4.50%, 8/15/2039		185,000		249,584
4.38%, 11/15/2039		1,080,000		1,434,459
3.88%, 8/15/2040		600,000		748,594
4.25%, 11/15/2040		500,000		655,273
3.75%, 8/15/2041		2,900,000		3,557,598
3.13%, 11/15/2041		2,000,000		2,236,406
3.13%, 2/15/2042		2,650,000		2,961,893
3.13%, 2/15/2043		1,250,000		1,393,799
3.63%, 8/15/2043		2,000,000		2,413,828
3.75%, 11/15/2043		1,850,000		2,276,656
3.63%, 2/15/2044		800,000		966,125
3.38%, 5/15/2044		1,700,000		1,974,391
3.13%, 8/15/2044		2,400,000		2,675,813
3.00%, 11/15/2044		7,000,000		7,643,125
3.00%, 5/15/2045		800,000		874,187
2.88%, 8/15/2045		2,500,000		2,670,215
3.00%, 11/15/2045		3,200,000		3,499,250
2.50%, 2/15/2046		4,200,000		4,176,867
2.50%, 5/15/2046		2,950,000		2,932,600
2.25%, 8/15/2046		6,000,000		5,665,547
2.88%, 11/15/2046		2,700,000		2,887,312
3.00%, 2/15/2047		400,000		438,312
3.00%, 5/15/2047		1,600,000		1,751,625
2.75%, 8/15/2047		1,000,000		1,042,930
3.00%, 8/15/2048		1,250,000		1,370,117
U.S. Treasury Notes
1.38%, 8/31/2020		1,000,000		992,813
2.13%, 8/31/2020		1,000,000		1,000,742
2.63%, 8/31/2020		4,500,000		4,525,137
1.75%, 10/31/2020		5,500,000		5,481,523
2.63%, 11/15/2020		2,360,000		2,377,977
1.63%, 11/30/2020		2,000,000		1,990,156
2.00%, 11/30/2020		2,000,000		1,999,844


U.S. Treasury Obligations (continued)
	Principal Amount		Value

U.S. Treasury Notes (continued)
1.75%, 12/31/2020	$	8,000,000	$	7,972,188
2.38%, 12/31/2020		3,000,000		3,015,820
2.13%, 1/31/2021		3,000,000		3,006,094
2.25%, 2/15/2021		6,000,000		6,024,609
3.63%, 2/15/2021		2,500,000		2,561,621
2.50%, 2/28/2021		10,000,000		10,078,516
2.25%, 3/31/2021		3,000,000		3,014,648
2.25%, 4/30/2021		2,000,000		2,010,781
3.13%, 5/15/2021		1,250,000		1,275,488
1.38%, 5/31/2021		2,000,000		1,979,687
1.13%, 6/30/2021		2,000,000		1,970,547
2.13%, 6/30/2021		3,500,000		3,513,535
2.25%, 7/31/2021		5,000,000		5,032,617
2.13%, 8/15/2021		1,500,000		1,506,328
2.88%, 10/15/2021		6,500,000		6,637,363
1.75%, 11/30/2021		2,000,000		1,993,906
2.00%, 12/31/2021		2,000,000		2,006,094
1.50%, 1/31/2022		2,000,000		1,981,953
1.75%, 2/28/2022		3,000,000		2,991,211
1.75%, 3/31/2022		1,000,000		997,109
1.75%, 4/30/2022		2,000,000		1,994,453
1.88%, 4/30/2022		2,000,000		2,000,391
1.75%, 5/15/2022		1,700,000		1,694,820
1.75%, 5/31/2022		2,000,000		1,993,594
1.75%, 6/30/2022		1,000,000		997,305
2.13%, 6/30/2022		500,000		503,828
1.88%, 7/31/2022		4,000,000		4,002,031
2.00%, 7/31/2022		4,500,000		4,519,160
1.63%, 8/15/2022		5,200,000		5,164,250
1.63%, 8/31/2022		5,000,000		4,965,039
1.88%, 8/31/2022		3,500,000		3,502,051
1.75%, 9/30/2022		2,000,000		1,993,594
1.88%, 9/30/2022		500,000		500,469
2.00%, 11/30/2022		1,400,000		1,406,398
2.13%, 12/31/2022		4,500,000		4,541,309
1.50%, 2/28/2023		1,000,000		987,891
1.50%, 3/31/2023		2,500,000		2,468,750
1.63%, 5/31/2023		2,000,000		1,983,047
1.38%, 6/30/2023		2,700,000		2,651,484
2.50%, 8/15/2023		3,800,000		3,895,148
1.38%, 8/31/2023		3,700,000		3,631,059
2.75%, 8/31/2023		2,000,000		2,070,391
2.13%, 11/30/2023		3,900,000		3,943,113
2.25%, 12/31/2023		11,500,000		11,689,121
2.25%, 1/31/2024		4,800,000		4,881,000
2.75%, 2/15/2024		4,500,000		4,675,078
2.13%, 3/31/2024		4,500,000		4,553,613
2.00%, 4/30/2024		2,000,000		2,012,734
2.25%, 4/30/2024		2,700,000		2,748,621
2.50%, 5/15/2024		1,700,000		1,750,004
2.00%, 5/31/2024		3,500,000		3,525,840
2.00%, 6/30/2024		3,500,000		3,522,285
2.13%, 7/31/2024		1,500,000		1,518,574
1.88%, 8/31/2024		1,000,000		1,000,742
2.25%, 10/31/2024		1,000,000		1,018,789
2.25%, 11/15/2024		3,160,000		3,219,744
2.13%, 11/30/2024		1,200,000		1,215,234
2.50%, 1/31/2025		1,500,000		1,548,516
2.00%, 2/15/2025		6,500,000		6,538,340
2.63%, 3/31/2025		3,200,000		3,326,250
2.13%, 5/15/2025		1,600,000		1,620,250
2.00%, 8/15/2025		2,000,000		2,010,937
3.00%, 10/31/2025		500,000		531,875
2.25%, 11/15/2025		1,500,000		1,529,941
1.63%, 2/15/2026		1,500,000		1,472,461
1.63%, 5/15/2026		2,000,000		1,960,938
1.50%, 8/15/2026		6,400,000		6,215,500


U.S. Treasury Obligations (continued)
	Principal Amount		Value

U.S. Treasury Notes (continued)
2.00%, 11/15/2026	$	2,700,000	$	2,710,125
2.25%, 2/15/2027		5,300,000		5,409,520
2.38%, 5/15/2027		4,000,000		4,120,938
2.25%, 8/15/2027		3,500,000		3,572,598
2.25%, 11/15/2027		10,370,000		10,580,641
2.75%, 2/15/2028		1,000,000		1,059,844
2.88%, 5/15/2028		3,000,000		3,211,641
2.63%, 2/15/2029		1,657,000		1,743,410
2.38%, 5/15/2029		2,000,000		2,062,500

Total U.S. Treasury Obligations (cost $324,086,503)				333,107,728


Total Investments (cost $825,660,132) — 99.2%				853,131,972


Other assets in excess of liabilities — 0.8%				7,312,080


NET ASSETS — 100.0%			$	860,444,052

†	Amount rounds to less than 0.1%.

(a)	Variable or floating rate security, the interest rate of which adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. The interest rate shown was the current rate as of July 31, 2019.

(b)

(c)	Variable or floating rate security, linked to the referenced benchmark. The interest rate shown was the current rate as of July 31, 2019.

(d)	Step Bond. Coupon rate is set for an initial period and then increases to a higher coupon rate at a specific date. The rate shown is the rate at July 31, 2019.

(e)	Investment in affiliate.


ACES		Alternative Credit Enhancement Services
AGM		Assured Guaranty Municipal Corp.
FFCB		Federal Farm Credit Bank
FHLB		Federal Home Loan Bank
FHLMC		Federal Home Loan Mortgage Corp.
FNMA		Federal National Mortgage Association
GNMA		Government National Mortgage Association
GO		General Obligation
ICE		Intercontinental Exchange
LIBOR		London Interbank Offered Rate
NATL		National Public Finance Guarantee Corp.
PSF-GTD		Permanent School Fund Guaranteed
RB		Revenue Bond
RE		Reinsured
REIT		Real Estate Investment Trust
REMICS		Real Estate Mortgage Investment Conduits
TBA		To Be Announced; Security is subject to delayed delivery
UMBS		Uniform Mortgage-Backed Securities

Currency:



USD		United States Dollar

• Level 2 — Other significant observable inputs (including quoted prices of similar securities, interest rates, prepayment speeds, credit risk, etc.)

• Level 3 — Significant unobservable inputs (including the Fund’s own assumptions in determining the fair value of investments)

Changes in valuation techniques may result in transfers into or out of an investment’s assigned level within the hierarchy.

At July 31, 2019, 100% of the market value of the Fund was determined based on Level 2 inputs.


Asset-Backed Securities 1.3%
	Principal Amount		Value

Airlines 0.1%
United Airlines Pass-Through Trust, Series 2016-1, Class B, 3.65%, 1/7/2026	$	871,528	$	875,567




Other 1.2%
Diamond CLO Ltd., Series 2019-1A, Class A1, 4.22%, 4/25/2029(a)(b)		9,000,000		9,000,000
SBA Tower Trust, 3.87%, 10/8/2024(b)		5,000,000		5,156,214

				14,156,214


Total Asset-Backed Securities (cost $14,798,787)				15,031,781


Collateralized Mortgage Obligations 1.6%
	Principal Amount		Value

FHLMC REMICS
Series 4039, Class ME, 2.00%, 12/15/2040		703,728		696,573
Series 4026, Class WJ, 2.75%, 8/15/2041		2,323,073		2,361,092
JP Morgan Mortgage Trust
Series 2017-5, Class A1A, 3.00%, 10/26/2048(a)(b)		10,274,454		10,292,392
Series 2019-3, Class A3, 4.00%, 9/25/2049(a)(b)		5,309,431		5,424,879


Total Collateralized Mortgage Obligations (cost $18,710,685)				18,774,936


Commercial Mortgage-Backed Securities 1.7%

	Principal Amount		Value

GNMA REMICS, Series 2019-34, Class AL, 3.15%, 5/16/2059		11,633,231		11,799,655
Wells Fargo Commercial Mortgage Trust, Series 2015-NXS4, Class A4, 3.72%, 12/15/2048		8,500,000		9,055,417


Total Commercial Mortgage-Backed Securities (cost $20,328,825)				20,855,072


Corporate Bonds 40.2%

	Principal Amount		Value

Aerospace & Defense 0.0%^†
DynCorp International, Inc.,
11.88%, 11/30/2020(c)		128,791		128,946




Air Freight & Logistics 0.8%
FedEx Corp.,
4.05%, 2/15/2048		6,910,000		6,695,737
United Parcel Service of America, Inc.,
8.38%, 4/1/2020		2,500,000		2,596,368

				9,292,105


Corporate Bonds (continued)
	Principal Amount		Value

Auto Components 0.3%
American Axle & Manufacturing, Inc.,
6.63%, 10/15/2022	$	2,056,000	$	2,081,844
Cooper Tire & Rubber Co.,
8.00%, 12/15/2019		1,550,000		1,573,048

				3,654,892




Banks 3.8%
Citigroup, Inc.,
5.38%, 8/9/2020		860,000		885,594
3.70%, 1/12/2026		2,253,000		2,375,293
3.20%, 10/21/2026		4,000,000		4,087,878
ING Groep NV,
4.10%, 10/2/2023		6,000,000		6,342,991
JPMorgan Chase & Co.,
3.20%, 6/15/2026		11,655,000		12,019,117
Landwirtschaftliche Rentenbank,
3.13%, 11/14/2023		10,400,000		10,931,218
National Westminster Bank plc,
Series C, (ICE LIBOR USD 3 Month + 0.25%), 2.81%, 8/28/2019(d)(e)		130,000		102,537
People’s United Financial, Inc.,
3.65%, 12/6/2022		3,740,000		3,830,467
Royal Bank of Canada,
2.50%, 1/19/2021		4,000,000		4,017,161

				44,592,256




Biotechnology 0.8%
Amgen, Inc.,
5.15%, 11/15/2041		3,875,000		4,477,738
5.38%, 5/15/2043		1,320,000		1,516,884
Biogen, Inc.,
5.20%, 9/15/2045		3,250,000		3,709,942

				9,704,564




Capital Markets 2.5%
Apollo Management Holdings LP,
4.87%, 2/15/2029(b)		3,000,000		3,274,098
BlackRock, Inc.,
3.25%, 4/30/2029		7,445,000		7,805,285
FMR LLC,
7.57%, 6/15/2029(b)		1,000,000		1,375,319
4.95%, 2/1/2033(b)		5,150,000		6,149,451
Morgan Stanley,
3.13%, 7/27/2026		3,658,000		3,709,088
7.25%, 4/1/2032		5,600,000		7,937,442

				30,250,683




Chemicals 1.5%
Blue Cube Spinco LLC,
9.75%, 10/15/2023		2,765,000		3,041,500
Chemours Co. (The),
7.00%, 5/15/2025		525,000		514,956
Chevron Phillips Chemical Co. LLC,
3.40%, 12/1/2026(b)		6,865,000		7,074,199
Cornerstone Chemical Co.,
6.75%, 8/15/2024(b)		1,000,000		922,500
FXI Holdings, Inc.,
7.88%, 11/1/2024(b)		6,500,000		5,850,000

				17,403,155




Commercial Services & Supplies 0.7%
Cimpress NV,
7.00%, 6/15/2026(b)		5,000,000		5,012,500


Corporate Bonds (continued)
	Principal Amount		Value

Commercial Services & Supplies (continued)
Harland Clarke Holdings Corp.,
8.38%, 8/15/2022(b)	$	150,000	$	126,750
ILFC E-Capital Trust I,
+ 1.55%, 14.50% Cap), 4.09%, 12/21/2065(b)(e)		3,000,000		2,100,000
Prime Security Services Borrower LLC,
9.25%, 5/15/2023(b)		1,017,000		1,068,486

				8,307,736




Communications Equipment 0.0%^†
CommScope Technologies LLC,
6.00%, 6/15/2025(b)		130,000		118,300





Construction & Engineering 0.0%^†
Michael Baker International LLC,
8.75%, 3/1/2023(b)		85,000		85,638
Tutor Perini Corp.,
6.88%, 5/1/2025(b)		60,000		58,875

				144,513




Consumer Finance 1.0%
American Express Co.,
3.00%, 10/30/2024		3,877,000		3,950,601
Capital One Financial Corp.,
3.20%, 1/30/2023		8,000,000		8,160,190
Enova International, Inc.,
8.50%, 9/1/2024(b)		40,000		38,600
SquareTwo Financial Corp.,
0.00%, 5/24/2019^¥(f)		126,572		0

				12,149,391




Containers & Packaging 0.1%
International Paper Co.,
5.00%, 9/15/2035		1,400,000		1,561,693




Diversified Consumer Services 0.1%
Service Corp. International,
5.38%, 5/15/2024		1,099,000		1,127,926




Diversified Telecommunication Services 0.1%
CCO Holdings LLC,
5.13%, 2/15/2023		1,350,000		1,370,250
5.88%, 4/1/2024(b)		200,000		208,000

				1,578,250




Electric Utilities 2.1%
Drax Finco plc,
6.63%, 11/1/2025(b)		800,000		832,000
Duke Energy Carolinas LLC,
4.00%, 9/30/2042		6,515,000		7,009,605
Duke Energy Florida LLC,
3.80%, 7/15/2028		7,325,000		7,953,474
Entergy Arkansas LLC,
4.20%, 4/1/2049		4,550,000		5,102,836
Kansas City Power & Light Co.,
4.20%, 3/15/2048		2,760,000		3,080,563
MidAmerican Energy Co.,
4.25%, 7/15/2049		1,000,000		1,159,220

				25,137,698


Corporate Bonds (continued)
	Principal Amount		Value

Electronic Equipment, Instruments & Components 0.7%
Corning, Inc.,
7.25%, 8/15/2036	$	6,312,000	$	7,644,733




Energy Equipment & Services 0.6%
Bristow Group, Inc.,
8.75%, 3/1/2023(b)(g)(h)		3,500,000		3,360,000
McDermott Technology Americas, Inc.,
10.63%, 5/1/2024(b)		5,000,000		4,118,750
Transocean Phoenix 2 Ltd.,
7.75%, 10/15/2024(b)		45,000		48,038

				7,526,788




Entertainment 0.4%
Walt Disney Co. (The),
6.15%, 3/1/2037(b)		3,000,000		4,097,067




Equity Real Estate Investment Trusts (REITs) 0.5%
Crown Castle International Corp.,
5.20%, 2/15/2049		2,000,000		2,364,455
HCP, Inc.,
3.25%, 7/15/2026		1,000,000		1,011,724
Public Storage,
3.39%, 5/1/2029		2,750,000		2,885,792

				6,261,971




Food & Staples Retailing 0.2%
Sysco Corp.,
4.85%, 10/1/2045		2,345,000		2,706,370




Health Care Equipment & Supplies 0.0%^†
Hill-Rom Holdings, Inc.,
5.75%, 9/1/2023(b)		75,000		77,344




Health Care Providers & Services 1.0%
Anthem, Inc.,
5.10%, 1/15/2044		4,680,000		5,390,962
HCA, Inc.,
4.50%, 2/15/2027		6,135,000		6,517,266

				11,908,228




Hotels, Restaurants & Leisure 1.8%
McDonald’s Corp.,
4.60%, 5/26/2045		3,000,000		3,332,382
4.88%, 12/9/2045		5,000,000		5,776,956
Royal Caribbean Cruises Ltd.,
7.50%, 10/15/2027		1,973,000		2,470,611
VOC Escrow Ltd.,
5.00%, 2/15/2028(b)		2,000,000		2,037,500
Wyndham Destinations, Inc.,
6.35%, 10/1/2025(i)		7,272,000		7,961,386

				21,578,835




Household Durables 0.2%
M/I Homes, Inc.,
5.63%, 8/1/2025		75,000		76,125
NVR, Inc.,
3.95%, 9/15/2022		1,994,000		2,044,849
Shea Homes LP,
5.88%, 4/1/2023(b)		45,000		46,296
6.13%, 4/1/2025(b)		10,000		10,375

				2,177,645


Corporate Bonds (continued)
	Principal Amount		Value

Household Products 0.3%
Central Garden & Pet Co.,
6.13%, 11/15/2023	$	3,694,000	$	3,832,525





Independent Power and Renewable Electricity Producers 0.0%^†
Vistra Energy Corp.,
8.00%, 1/15/2025(b)		125,000		132,188
8.13%, 1/30/2026(b)		100,000		107,500

				239,688





Industrial Conglomerates 0.9%
General Electric Co.,
(ICE LIBOR USD 3 Month + 1.00%), 3.41%, 3/15/2023(e)		10,000,000		9,936,433
Ingersoll-Rand Global Holding Co. Ltd.,
4.30%, 2/21/2048		1,000,000		1,041,374

				10,977,807





Insurance 1.8%
Brighthouse Financial, Inc.,
3.70%, 6/22/2027		3,000,000		2,905,674
Fidelity National Financial, Inc.,
4.50%, 8/15/2028		4,500,000		4,739,790
Navigators Group, Inc. (The),
5.75%, 10/15/2023		5,000,000		5,578,263
Sompo International Holdings Ltd.,
4.70%, 10/15/2022		4,052,000		4,216,862
Torchmark Corp.,
7.88%, 5/15/2023		2,975,000		3,533,521

				20,974,110





Interactive Media & Services 0.1%
Tencent Holdings Ltd.,
3.60%, 1/19/2028(b)		1,000,000		1,031,174





Internet & Direct Marketing Retail 0.5%
Amazon.com, Inc.,
4.05%, 8/22/2047		4,750,000		5,399,050





Machinery 0.6%
BCD Acquisition, Inc.,
9.63%, 9/15/2023(b)		5,372,000		5,607,025
Meritor, Inc.,
6.25%, 2/15/2024		1,890,000		1,946,700

				7,553,725





Media 0.6%
Comcast Cable Communications Holdings, Inc.,
9.46%, 11/15/2022		4,050,000		4,958,892
Comcast Cable Holdings LLC,
9.88%, 6/15/2022		1,165,000		1,388,587
Omnicom Group, Inc.,
3.60%, 4/15/2026		601,000		620,891
Sirius XM Radio, Inc.,
5.38%, 4/15/2025(b)		125,000		129,844

				7,098,214





Metals & Mining 0.4%
Alcoa Nederland Holding BV,
6.75%, 9/30/2024(b)		20,000		21,000


Corporate Bonds (continued)
	Principal Amount		Value

Metals & Mining (continued)
Allegheny Technologies, Inc.,
5.95%, 1/15/2021	$	5,000,000	$	5,118,750

				5,139,750





Multiline Retail 0.4%
Dillard’s, Inc.,
7.75%, 7/15/2026		4,595,000		5,151,339





Oil, Gas & Consumable Fuels 5.7%
BP Capital Markets America, Inc.,
3.41%, 2/11/2026		3,500,000		3,662,659
Buckeye Partners LP,
3.95%, 12/1/2026		2,000,000		1,782,487
CITGO Petroleum Corp.,
6.25%, 8/15/2022(b)		4,000,000		4,040,000
Enviva Partners LP,
8.50%, 11/1/2021		10,650,000		10,982,813
HollyFrontier Corp.,
5.88%, 4/1/2026		9,000,000		9,959,280
NuStar Logistics LP,
6.00%, 6/1/2026		2,418,000		2,550,990
ONEOK Partners LP,
6.85%, 10/15/2037		3,793,000		4,782,347
PBF Holding Co. LLC,
7.00%, 11/15/2023		5,390,000		5,593,742
7.25%, 6/15/2025		3,000,000		3,142,500
Sunoco Logistics Partners Operations LP,
5.35%, 5/15/2045		4,500,000		4,710,879
Tengizchevroil Finance Co. International Ltd.,
4.00%, 8/15/2026(b)		3,000,000		3,068,280
TransCanada PipeLines Ltd.,
6.20%, 10/15/2037		5,315,000		6,704,803
Valero Energy Corp.,
8.75%, 6/15/2030		2,500,000		3,495,196
7.50%, 4/15/2032		2,641,000		3,583,093

				68,059,069





Paper & Forest Products 0.5%
Boise Cascade Co.,
5.63%, 9/1/2024(b)		75,000		76,875
Louisiana-Pacific Corp.,
4.88%, 9/15/2024		6,200,000		6,324,000

				6,400,875





Pharmaceuticals 0.7%
Merck & Co., Inc.,
3.88%, 1/15/2021		5,005,000		5,111,479
Pfizer, Inc.,
3.60%, 9/15/2028		3,070,000		3,263,867

				8,375,346





Real Estate Management & Development 0.1%
Hunt Cos., Inc.,
6.25%, 2/15/2026(b)		400,000		378,000
Ohana Military Communities LLC,
5.78%, 10/1/2036(b)		1,000,000		1,233,145

				1,611,145





Road & Rail 1.3%
Ashtead Capital, Inc.,
5.63%, 10/1/2024(b)		3,500,000		3,609,375


Corporate Bonds (continued)
	Principal Amount		Value

Road & Rail (continued)
Burlington Northern Santa Fe LLC,
4.90%, 4/1/2044	$	7,050,000	$	8,525,524
Union Pacific Corp.,
3.55%, 8/15/2039		2,750,000		2,772,030

				14,906,929




Semiconductors & Semiconductor Equipment 0.6%
Broadcom Corp.,
3.50%, 1/15/2028		7,100,000		6,670,547
NVIDIA Corp.,
3.20%, 9/16/2026		592,000		610,637

				7,281,184




Software 0.4%
Citrix Systems, Inc.,
4.50%, 12/1/2027		4,000,000		4,169,856




Specialty Retail 2.9%
Advance Auto Parts, Inc.,
4.50%, 12/1/2023		8,310,000		8,856,815
Foot Locker, Inc.,
8.50%, 1/15/2022		7,915,000		8,785,650
Home Depot, Inc. (The),
4.50%, 12/6/2048		3,250,000		3,864,565
L Brands, Inc.,
6.69%, 1/15/2027		1,800,000		1,786,500
6.95%, 3/1/2033		5,800,000		4,785,000
Rent-A-Center, Inc.,
6.63%, 11/15/2020		6,015,000		6,020,413

				34,098,943




Technology Hardware, Storage & Peripherals 1.2%
Apple, Inc.,
2.85%, 5/11/2024		4,501,000		4,618,870
3.75%, 11/13/2047		4,700,000		4,980,269
Dell International LLC,
8.10%, 7/15/2036(b)		1,241,000		1,560,873
Seagate HDD Cayman,
4.25%, 3/1/2022		3,000,000		3,065,746

				14,225,758




Textiles, Apparel & Luxury Goods 0.7%
Michael Kors USA, Inc.,
4.00%, 11/1/2024(b)		4,000,000		4,063,034
Tapestry, Inc.,
4.13%, 7/15/2027		3,570,000		3,631,599

				7,694,633




Thrifts & Mortgage Finance 0.0%^†
Provident Funding Associates LP,
6.38%, 6/15/2025(b)		155,000		149,575




Tobacco 0.3%
Altria Group, Inc.,
4.50%, 5/2/2043		3,860,000		3,821,645




Trading Companies & Distributors 1.0%
Air Lease Corp.,
3.25%, 3/1/2025		5,150,000		5,161,703
Beacon Roofing Supply, Inc.,
6.38%, 10/1/2023		60,000		61,950
4.88%, 11/1/2025(b)		2,000,000		1,980,000


Corporate Bonds (continued)
	Principal Amount		Value

Trading Companies & Distributors (continued)
Fortress Transportation & Infrastructure Investors LLC,
6.75%, 3/15/2022(b)	$	4,000,000	$	4,160,000

				11,363,653




Wireless Telecommunication Services 0.0%^†
Sprint Corp.,
7.25%, 9/15/2021		75,000		80,531
7.88%, 9/15/2023		250,000		278,750

				359,281



Total Corporate Bonds (cost $465,196,544)				479,046,363



Mortgage-Backed Securities 30.8%
	Principal Amount		Value

FHLMC Gold Pool
Pool# J14732
4.00%, 3/1/2026		31		32
Pool# C91768
3.50%, 7/1/2034		5,745,303		5,971,981
Pool# G30692
3.50%, 8/1/2034		6,773,623		7,039,274
Pool# G30782
3.50%, 2/1/2035		2,118,305		2,201,946
Pool# C91846
3.00%, 9/1/2035		2,035,927		2,074,504
Pool# C91859
3.50%, 12/1/2035		2,116,239		2,192,646
Pool# C91868
3.50%, 4/1/2036		5,225,490		5,414,096
Pool# C92036
4.00%, 2/1/2039		14,222,379		14,859,479
Pool# A95406
4.00%, 12/1/2040		1,052,018		1,115,978
Pool# Q06025
4.00%, 2/1/2042		1,463,000		1,555,855
Pool# Q10392
3.50%, 8/1/2042		3,184,627		3,320,424
Pool# G08541
3.50%, 8/1/2043		4,611,803		4,808,763
Pool# G08554
3.50%, 10/1/2043		2,651,405		2,764,629
Pool# G08588
4.00%, 5/1/2044		2,283,809		2,409,866
Pool# C09071
4.00%, 2/1/2045		3,821,146		4,027,612
Pool# G08702
3.50%, 4/1/2046		12,832,055		13,257,426
Pool# G08721
3.00%, 9/1/2046		7,760,558		7,880,398
Pool# G08726
3.00%, 10/1/2046		11,377,460		11,552,594
Pool# Q44665
3.00%, 11/1/2046		7,109,614		7,218,685
Pool# Q46283
4.00%, 2/1/2047		7,210,662		7,581,408
Pool# G08758
4.00%, 4/1/2047		11,078,986		11,610,205


Mortgage-Backed Securities (continued)
	Principal Amount		Value

FHLMC Gold Pool (continued)
Pool# G08761
3.50%, 5/1/2047	$	10,158,209	$	10,481,000
Pool# Q50035
3.50%, 8/1/2047		12,901,011		13,307,600
Pool# G08779
3.50%, 9/1/2047		10,595,165		10,930,469
Pool# G08793
4.00%, 12/1/2047		10,573,377		11,024,199
FNMA Pool
Pool# AL8289,
2.42%, 4/1/2046 (a)		10,174,945		10,287,772
UMBS Pool
Pool# MA0848
3.50%, 9/1/2026		3,500,497		3,614,261
Pool# AL4235
3.50%, 1/1/2027		4,311,700		4,451,827
Pool# AL4180
3.50%, 9/1/2028		2,054,335		2,121,099
Pool# MA2124
3.00%, 12/1/2029		1,072,591		1,095,071
Pool# MA3313
3.50%, 3/1/2033		6,950,278		7,195,552
Pool# MA3340
3.50%, 4/1/2033		7,321,844		7,580,051
Pool# AL6591
3.00%, 9/1/2033		5,180,971		5,275,830
Pool# MA1608
3.50%, 10/1/2033		6,503,833		6,756,533
Pool# MA1982
3.50%, 8/1/2034		8,201,054		8,519,122
Pool# MA2610
3.00%, 5/1/2036		8,705,050		8,864,510
Pool# MA3697
3.00%, 7/1/2039		9,957,748		10,109,612
Pool# AE0311
3.50%, 8/1/2040		5,455,177		5,678,728
Pool# AB1845
4.00%, 11/1/2040		5,987,458		6,347,498
Pool# AH0315
4.00%, 12/1/2040		8,267,586		8,764,194
Pool# AJ9278
3.50%, 12/1/2041		5,914,061		6,162,067
Pool# AW8165
4.00%, 1/1/2042		4,340,142		4,600,610
Pool# AJ8414
4.00%, 2/1/2042		3,325,783		3,526,272
Pool# AB4696
4.00%, 3/1/2042		2,031,114		2,158,435
Pool# AU2592
3.50%, 8/1/2043		3,136,509		3,268,454
Pool# AX4312
3.50%, 2/1/2045		2,996,258		3,097,610
Pool# AZ7353
3.50%, 11/1/2045		4,945,559		5,109,467
Pool# AS6408
3.50%, 1/1/2046		7,631,043		7,882,056
Pool# AS8583
3.50%, 1/1/2047		12,876,233		13,264,893
Pool# MA3058
4.00%, 7/1/2047		9,673,826		10,111,650
Pool# MA3088
4.00%, 8/1/2047		3,987,073		4,159,202
Pool# CA1191
3.50%, 11/1/2047		9,209,731		9,494,902


Mortgage-Backed Securities (continued)
	Principal Amount		Value

UMBS Pool (continued)
Pool# BM3280
4.50%, 11/1/2047	$	6,666,562	$	7,120,980
Pool# BN4180
4.00%, 12/1/2048		8,813,443		9,140,892
Pool# MA3691
3.00%, 7/1/2049		16,928,670		17,078,675


Total Mortgage-Backed Securities (cost $363,102,912)				367,438,894


U.S. Government Agency Security 0.8%
	Principal Amount		Value

FHLMC,
2.40%, 6/10/2022		9,955,000		9,969,369


Total U.S. Government Agency Security (cost $9,955,000)				9,969,369


U.S. Treasury Obligations 21.6%
	Principal Amount		Value

U.S. Treasury Bonds
3.00%, 5/15/2047		3,750,000		4,105,371
3.00%, 2/15/2049		2,500,000		2,743,848
2.88%, 5/15/2049		7,250,000		7,777,041
U.S. Treasury Inflation Linked Notes
0.13%, 4/15/2022 (j)		11,000,000		11,461,587
0.38%, 7/15/2027 (j)		10,000,000		10,580,501
U.S. Treasury Notes
3.63%, 2/15/2020		5,500,000		5,540,820
2.63%, 8/15/2020		10,000,000		10,058,984
1.38%, 8/31/2020		5,000,000		4,964,063
2.38%, 12/31/2020		7,500,000		7,539,551
2.00%, 8/31/2021		4,500,000		4,508,789
2.75%, 2/15/2024		12,500,000		12,986,328
2.25%, 4/30/2024		10,800,000		10,994,484
2.50%, 1/31/2025		28,275,000		29,189,520
2.75%, 2/28/2025		10,000,000		10,459,766
3.00%, 9/30/2025		7,500,000		7,974,023
2.50%, 2/28/2026		21,240,000		21,995,016
2.00%, 11/15/2026		20,690,000		20,767,588
2.38%, 5/15/2027		19,250,000		19,832,012
2.25%, 11/15/2027		5,000,000		5,101,562
2.88%, 5/15/2028		21,365,000		22,872,234
2.38%, 5/15/2029		25,745,000		26,549,531


Total U.S. Treasury Obligations (cost $253,429,725)				258,002,619


Preferred Stocks 0.8%
	Shares		Value

Consumer Finance 0.0%^†
SquareTwo Financial Corp., 0.00%, *^¥(f)(k)		355		0




Insurance 0.5%
Enstar Group Ltd., 7.00%, 3/1/2024(k)		140,000		3,715,600


Preferred Stocks (continued)
	Shares		Value

Insurance (continued)
Maiden Holdings North America Ltd., 7.75%, 12/1/2043(k)		75,000	$	1,656,000
PartnerRe Ltd., 7.25%, 4/29/2021(k)		31,383		852,362

				6,223,962




Mortgage Real Estate Investment Trusts (REITs) 0.2%
Two Harbors Investment Corp., (ICE LIBOR USD 3 Month + 5.35%), 7.63%, 7/27/2027(e)(k)		100,000		2,590,000




Thrifts & Mortgage Finance 0.1%
FHLMC, (ICE LIBOR USD 3 Month + 4.16%, 7.88% Floor), 8.38%, 12/31/2022*(e)(h)(k)		35,000		408,450


Total Preferred Stocks (cost $9,567,324)				9,222,412


Short-Term Investment 0.0%^†
	Shares		Value

Money Market Fund 0.0%^†

Fidelity Investments Money Market Government Portfolio — Institutional Class, 2.23% (l)(m)		273,655		273,655

Total Short-Term Investment (cost $273,655)				273,655


Repurchase Agreement 0.1%
	Principal Amount		Value

BNP Paribas Securities Corp. 2.53%, dated 7/31/2019, due 8/1/2019, repurchase price $861,978, collateralized by U.S. Treasury Note, 1.50%, maturing 8/15/2026; total market value $879,459. (m)	$	861,917		861,917

Total Repurchase Agreement (cost $861,917)				861,917


Total Investments (cost $1,156,225,374) — 98.9%				1,179,477,018

Other assets in excess of liabilities — 1.1%				13,175,209


NET ASSETS — 100.0%			$	1,192,652,227

*	Denotes a non-income producing security.

^	Value determined using significant unobservable inputs.

¥	Fair valued security.

†	Amount rounds to less than 0.1%.

(a)	Variable or floating rate security, the interest rate of which adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. The interest rate shown was the current rate as of July 31, 2019.

(b)

(c)	PIK -- Payment-in-kind security. Income may be paid in cash or additional notes, at the discretion of the issuer. The rate disclosed is the blend rate.

(d)	Perpetual Bond Security. The rate reflected in the Statement of Investments is the rate in effect on July 31, 2019. The maturity date reflects the next call date.

(e)	Variable or floating rate security, linked to the referenced benchmark. The interest rate shown was the current rate as of July 31, 2019.

(f)	Zero Coupon Security. Debt security that pays no cash income but is sold at substantial discount from its value at maturity.

(g)	Security in default.

(h)

The security or a portion of this security is on loan at July 31, 2019. The total value of securities on loan at July 31, 2019 was $1,071,944, which was collateralized by cash used to purchase a money market fund and a repurchase agreement with a value of $273,655 and $861,917, respectively, a total value of $1,135,572.

(i)	Step Bond. Coupon rate is set for an initial period and then increases to a higher coupon rate at a specific date. The rate shown is the rate at July 31, 2019.

(j)	Principal amounts are not adjusted for inflation.

(k)	The date shown reflects the next call date on which the issuer may redeem the security at par value. The coupon rate for this security is based on par value and is currently in effect as of July 31, 2019.

(l)	Represents 7-day effective yield as of July 31, 2019.

(m)	Security was purchased with cash collateral held from securities on loan. The total value of securities purchased with cash collateral as of July 31, 2019 was $1,135,572.


FHLMC		Federal Home Loan Mortgage Corp.
FNMA		Federal National Mortgage Association
GNMA		Government National Mortgage Association
ICE		Intercontinental Exchange
LIBOR		London Interbank Offered Rate
REIT		Real Estate Investment Trust
REMICS		Real Estate Mortgage Investment Conduits
UMBS		Uniform Mortgage-Backed Securities

Currency:

USD		United States Dollar

• Level 2 — Other significant observable inputs (including quoted prices of similar securities, interest rates, prepayment speeds, credit risk, etc.)

• Level 3 — Significant unobservable inputs (including the Fund’s own assumptions in determining the fair value of investments)

Changes in valuation techniques may result in transfers into or out of an investment’s assigned level within the hierarchy.

Amounts designated as “–”, which may include fair valued securities, are zero or have been rounded to zero.

During the period ended July 31, 2019, the Fund held one corporate bond and one preferred stock investment that were categorized as Level 3 investments which were each valued at $0.

The following is a reconciliation of assets for which Level 3 inputs were used in determining fair value:

Transfers into or out of Level 3 are generally due to a change in market value methodology. If a security was valued using the last quoted sales price from the local exchange on which it traded and applied a fair value factor received from an independent fair value pricing service, it resulted in a Level 2 classification. If the FVC determined a fair value for a security, it resulted in a Level 3 classification.

The FVC continues to evaluate any information that could cause an adjustment to the fair value for these investments, such as market news, the progress of judicial and regulatory proceedings, and subadviser recommendations.


Investment Companies 75.7%
	Shares		Value

Alternative Assets 5.7%
Nationwide Amundi Strategic Income Fund, Class R6 (a)		93,234	$	969,630


Total Alternative Assets (cost $967,348)				969,630




Equity Funds 35.3%
Nationwide International Index Fund, Class R6 (a)		187,271		1,423,256
Nationwide Mid Cap Market Index Fund, Class R6 (a)		22,117		345,473
Nationwide Multi-Cap Portfolio, Class R6 (a)		373,457		4,261,144


Total Equity Funds (cost $5,738,089)				6,029,873




Fixed Income Funds 34.7%
Nationwide Bond Index Fund, Class R6 (a)		285,940		3,193,953
Nationwide Core Plus Bond Fund, Class R6 (a)		156,053		1,608,906
Nationwide Inflation-Protected Securities Fund, Class R6 (a)		113,432		1,134,319


Total Fixed Income Funds (cost $5,803,264)				5,937,178


Total Investment Companies (cost $12,508,701)				12,936,681


Exchange Traded Funds 4.6%
	Shares		Value

Equity Fund 1.4%
iShares Core MSCI Emerging Markets ETF		4,967		249,244




Fixed Income Fund 3.2%
iShares 20+ Year Treasury Bond ETF		4,105		545,513


Total Exchange Traded Funds (cost $820,722)				794,757


Investment Contract 19.7%
	Principal Amount		Value

Nationwide Contract, 2.50% ^¥(a)(b)	$	3,374,195		3,374,195


Total Investment Contract (cost $3,374,195)				3,374,195


Total Investments (cost $16,703,618) — 100.0%				17,105,633

Liabilities in excess of other assets — 0.0%^†				(8,462	)


NET ASSETS — 100.0%			$	17,097,171

^	Value determined using significant unobservable inputs.

¥	Fair valued security.

†	Amount rounds to less than 0.1%.

(a)	Investment in affiliate.

(b)	The Nationwide Contract is issued by Nationwide Life Insurance Company. The interest rate is assessed and may change quarterly. The security is restricted and has been deemed liquid pursuant to procedures approved by the Board of Trustees. The liquidity determination is unaudited.


ETF		Exchange Traded Fund

• Level 2 — Other significant observable inputs (including quoted prices of similar securities, interest rates, prepayment speeds, credit risk, etc.)

• Level 3 — Significant unobservable inputs (including the Fund’s own assumptions in determining the fair value of investments)

Changes in valuation techniques may result in transfers into or out of an investment’s assigned level within the hierarchy.

The following is a reconciliation of assets for which Level 3 inputs were used in determining fair value:

* Purchases include reinvestment of income and realized gain distributions, as applicable.

The following table represents the Fund’s Level 3 financial instrument. The significant unobservable inputs used in the fair value measurement of Funds investment in the Nationwide Contract include interest rate and daily transactions value. Significant change in any of these inputs would significantly change the fair value measure of the Nationwide Contract. The interest rate and daily transactions value results in stable valuation of the Nationwide Contract.


Investment Companies 82.0%
	Shares		Value

Alternative Assets 4.4%
Nationwide Amundi Strategic Income Fund, Class R6 (a)		864,904	$	8,995,002


Total Alternative Assets (cost $8,993,703)				8,995,002




Equity Funds 44.3%
Nationwide International Index Fund, Class R6 (a)		3,226,929		24,524,658
Nationwide Mid Cap Market Index Fund, Class R6 (a)		391,692		6,118,223
Nationwide Multi-Cap Portfolio, Class R6 (a)		5,192,328		59,244,459
Nationwide Small Cap Index Fund, Class R6 (a)		81,507		825,661


Total Equity Funds (cost $85,180,681)				90,713,001




Fixed Income Funds 33.3%
Nationwide Bond Index Fund, Class R6 (a)		3,657,858		40,858,274
Nationwide Core Plus Bond Fund, Class R6 (a)		1,667,819		17,195,212
Nationwide Inflation-Protected Securities Fund, Class R6 (a)		1,016,758		10,167,577


Total Fixed Income Funds (cost $66,724,608)				68,221,063


Total Investment Companies (cost $160,898,992)				167,929,066


Exchange Traded Funds 5.1%
	Shares		Value

Equity Fund 2.9%
iShares Core MSCI Emerging Markets ETF		116,630		5,852,493




Fixed Income Fund 2.2%
iShares 20+ Year Treasury Bond ETF		34,637		4,602,911


Total Exchange Traded Funds (cost $10,799,158)				10,455,404


Investment Contract 12.9%
	Principal Amount		Value


Nationwide Contract, 2.50% ^¥(a)(b)	$	26,477,826		26,477,826

Total Investment Contract (cost $26,477,826)				26,477,826


Total Investments (cost $198,175,976) — 100.0%				204,862,296

Liabilities in excess of other assets — 0.0%^†				(89,919	)


NET ASSETS — 100.0%			$	204,772,377

^	Value determined using significant unobservable inputs.

¥	Fair valued security.

†	Amount rounds to less than 0.1%.

(a)	Investment in affiliate.

(b)	The Nationwide Contract is issued by Nationwide Life Insurance Company. The interest rate is assessed and may change quarterly. The security is restricted and has been deemed liquid pursuant to procedures approved by the Board of Trustees. The liquidity determination is unaudited.


ETF		Exchange Traded Fund

• Level 2 — Other significant observable inputs (including quoted prices of similar securities, interest rates, prepayment speeds, credit risk, etc.)

• Level 3 — Significant unobservable inputs (including the Fund’s own assumptions in determining the fair value of investments)

Changes in valuation techniques may result in transfers into or out of an investment’s assigned level within the hierarchy.

The following is a reconciliation of assets for which Level 3 inputs were used in determining fair value:

* Purchases include reinvestment of income and realized gain distributions, as applicable.


Investment Companies 84.2%
	Shares		Value


Alternative Assets 3.7%
Nationwide Amundi Strategic Income Fund, Class R6 (a)		1,051,780	$ 10,938,511


Total Alternative Assets (cost $10,930,239)			10,938,511




Equity Funds 52.5%
Nationwide International Index Fund, Class R6 (a)		5,831,929	44,322,659
Nationwide Mid Cap Market Index Fund, Class R6 (a)		654,000	10,215,481
Nationwide Multi-Cap Portfolio, Class R6 (a)		8,395,049	95,787,504
Nationwide Small Cap Index Fund, Class R6 (a)		593,922	6,016,432


Total Equity Funds (cost $148,988,982)			156,342,076




Fixed Income Funds 28.0%
Nationwide Bond Index Fund, Class R6 (a)		5,002,807	55,881,352
Nationwide Core Plus Bond Fund, Class R6 (a)		2,110,323	21,757,429
Nationwide Inflation-Protected Securities Fund, Class R6 (a)		598,679	5,986,791


Total Fixed Income Funds (cost $81,888,475)			83,625,572


Total Investment Companies (cost $241,807,696)			250,906,159



Exchange Traded Funds 6.9%
	Shares		Value


Equity Fund 4.3%
iShares Core MSCI Emerging Markets ETF		254,700	12,780,846



Fixed Income Fund 2.6%
iShares 20+ Year Treasury Bond ETF		59,818	7,949,214

Total Exchange Traded Funds (cost $21,657,705)			20,730,060




Investment Contract 8.9%
	Principal Amount		Value


Nationwide Contract, 2.50% ^¥(a)(b)	$	26,480,495	26,480,495

Total Investment Contract (cost $26,480,495)			26,480,495

Total Investments (cost $289,945,896) — 100.0%			298,116,714

Liabilities in excess of other assets — 0.0%^†			(148,338)


NET ASSETS — 100.0%			$ 297,968,376

^	Value determined using significant unobservable inputs.

¥	Fair valued security.

†	Amount rounds to less than 0.1%.

(a)	Investment in affiliate.

(b)	The Nationwide Contract is issued by Nationwide Life Insurance Company. The interest rate is assessed and may change quarterly. The security is restricted and has been deemed liquid pursuant to procedures approved by the Board of Trustees. The liquidity determination is unaudited.

• Level 2 — Other significant observable inputs (including quoted prices of similar securities, interest rates, prepayment speeds, credit risk, etc.)

• Level 3 — Significant unobservable inputs (including the Fund’s own assumptions in determining the fair value of investments)

Changes in valuation techniques may result in transfers into or out of an investment’s assigned level within the hierarchy.

The following is a reconciliation of assets for which Level 3 inputs were used in determining fair value:

* Purchases include reinvestment of income and realized gain distributions, as applicable.


Investment Companies 89.9%
	Shares		Value

Alternative Assets 2.7%
Nationwide Amundi Strategic Income Fund, Class R6 (a)		808,655	$ 8,410,008


Total Alternative Assets (cost $8,396,363)			8,410,008




Equity Funds 62.3%
Nationwide International Index Fund, Class R6 (a)		7,362,895	55,957,998
Nationwide Mid Cap Market Index Fund, Class R6 (a)		923,993	14,432,775
Nationwide Multi-Cap Portfolio, Class R6 (a)		10,437,161	119,088,011
Nationwide Small Cap Index Fund, Class R6 (a)		709,060	7,182,775


Total Equity Funds (cost $188,947,157)			196,661,559




Fixed Income Funds 24.9%
Nationwide Bond Index Fund, Class R6 (a)		4,986,916	55,703,855
Nationwide Core Plus Bond Fund, Class R6 (a)		1,930,544	19,903,912
Nationwide Inflation-Protected Securities Fund, Class R6 (a)		317,656	3,176,557


Total Fixed Income Funds (cost $77,154,119)			78,784,324


Total Investment Companies (cost $274,497,639)			283,855,891



Exchange Traded Funds 6.0%

	Shares		Value

Equity Fund 5.5%
iShares Core MSCI Emerging Markets ETF		345,836	17,354,051



Fixed Income Fund 0.5%
iShares iBoxx $ High Yield Corporate Bond ETF		18,230	1,584,735


Total Exchange Traded Funds (cost $20,585,964)			18,938,786



Investment Contract 4.1%

	Principal Amount		Value


Nationwide Contract, 2.50% ^¥(a)(b)	$	13,049,858	13,049,858


Total Investment Contract (cost $13,049,858)			13,049,858


Total Investments (cost $308,133,461) — 100.0%			315,844,535

Liabilities in excess of other assets — 0.0%^†			(128,622)


NET ASSETS — 100.0%			$ 315,715,913

^	Value determined using significant unobservable inputs.

¥	Fair valued security.

†	Amount rounds to less than 0.1%.

(a)	Investment in affiliate.

• Level 2 — Other significant observable inputs (including quoted prices of similar securities, interest rates, prepayment speeds, credit risk, etc.)

• Level 3 — Significant unobservable inputs (including the Fund’s own assumptions in determining the fair value of investments)

Changes in valuation techniques may result in transfers into or out of an investment’s assigned level within the hierarchy.

The following is a reconciliation of assets for which Level 3 inputs were used in determining fair value:

* Purchases include reinvestment of income and realized gain distributions, as applicable.


Investment Companies 88.8%
	Shares		Value

Alternative Assets 2.5%
Nationwide Amundi Strategic Income Fund, Class R6 (a)		651,205	$ 6,772,536


Total Alternative Assets (cost $6,759,884)			6,772,536




Equity Funds 72.3%
Nationwide International Index Fund, Class R6 (a)		7,104,182	53,991,785
Nationwide Mid Cap Market Index Fund, Class R6 (a)		956,678	14,943,303
Nationwide Multi-Cap Portfolio, Class R6 (a)		10,221,101	116,622,768
Nationwide Small Cap Index Fund, Class R6 (a)		734,155	7,436,992


Total Equity Funds (cost $185,788,271)			192,994,848




Fixed Income Funds 14.0%
Nationwide Bond Index Fund, Class R6 (a)		2,595,242	28,988,850
Nationwide Core Plus Bond Fund, Class R6 (a)		819,061	8,444,522


Total Fixed Income Funds (cost $36,737,460)			37,433,372


Total Investment Companies (cost $229,285,615)			237,200,756


Exchange Traded Funds 8.1%
	Shares		Value


Equity Fund 7.1%
iShares Core MSCI Emerging Markets ETF		377,190	18,927,394




Fixed Income Fund 1.0%
iShares iBoxx $ High Yield Corporate Bond ETF		30,854	2,682,138

Total Exchange Traded Funds (cost $23,327,412)			21,609,532


Investment Contract 3.1%
	Principal Amount		Value



Nationwide Contract, 2.50% ^¥(a)(b)	$	8,392,466	8,392,466

Total Investment Contract (cost $8,392,466)			8,392,466


Total Investments (cost $261,005,493) — 100.0%			267,202,754

Liabilities in excess of other assets — 0.0%^†			(111,821)


NET ASSETS — 100.0%			$ 267,090,933

^	Value determined using significant unobservable inputs.

¥	Fair valued security.

†	Amount rounds to less than 0.1%.

(a)	Investment in affiliate.

(b)	The Nationwide Contract is issued by Nationwide Life Insurance Company. The interest rate is assessed and may change quarterly. The security is restricted and has been deemed liquid pursuant to procedures approved by the Board of Trustees. The liquidity determination is unaudited.


ETF		Exchange Traded Fund

• Level 2 — Other significant observable inputs (including quoted prices of similar securities, interest rates, prepayment speeds, credit risk, etc.)

• Level 3 — Significant unobservable inputs (including the Fund’s own assumptions in determining the fair value of investments)

Changes in valuation techniques may result in transfers into or out of an investment’s assigned level within the hierarchy.

The following is a reconciliation of assets for which Level 3 inputs were used in determining fair value:

* Purchases include reinvestment of income and realized gain distributions, as applicable.


Investment Companies 88.7%
	Shares		Value


Alternative Assets 0.1%
Nationwide Amundi Strategic Income Fund, Class R6 (a)		28,228	$ 293,573


Total Alternative Assets (cost $291,885)			293,573



Equity Funds 78.3%
Nationwide International Index Fund, Class R6 (a)		5,918,997	44,984,377
Nationwide Mid Cap Market Index Fund, Class R6 (a)		1,004,884	15,696,290
Nationwide Multi-Cap Portfolio, Class R6 (a)		9,401,891	107,275,574
Nationwide Small Cap Index Fund, Class R6 (a)		612,017	6,199,731


Total Equity Funds (cost $167,318,030)			174,155,972



Fixed Income Funds 10.3%
Nationwide Bond Index Fund, Class R6 (a)		1,448,970	16,184,999
Nationwide Core Plus Bond Fund, Class R6 (a)		656,616	6,769,713


Total Fixed Income Funds (cost $22,500,831)			22,954,712


Total Investment Companies (cost $190,110,746)			197,404,257



Exchange Traded Funds 9.2%
	Shares		Value


Equity Fund 7.3%
iShares Core MSCI Emerging Markets ETF		324,878	$16,302,378



Fixed Income Fund 1.9%
iShares iBoxx $ High Yield Corporate Bond ETF		50,221	4,365,712


Total Exchange Traded Funds (cost $22,073,498)			20,668,090



Investment Contract 2.1%
	Principal Amount		Value



Nationwide Contract, 2.50% ^¥(a)(b)	$	4,596,579	4,596,579


Total Investment Contract (cost $4,596,579)			4,596,579


Total Investments
(cost $216,780,823) — 100.0%			222,668,926

Liabilities in excess of other assets — 0.0%^†			(103,733)


NET ASSETS — 100.0%			$ 222,565,193

^	Value determined using significant unobservable inputs.

¥	Fair valued security.

†	Amount rounds to less than 0.1%.

(a)	Investment in affiliate.

(b)	The Nationwide Contract is issued by Nationwide Life Insurance Company. The interest rate is assessed and may change quarterly. The security is restricted and has been deemed liquid pursuant to procedures approved by the Board of Trustees. The liquidity determination is unaudited.


ETF		Exchange Traded Fund

• Level 2 — Other significant observable inputs (including quoted prices of similar securities, interest rates, prepayment speeds, credit risk, etc.)

• Level 3 — Significant unobservable inputs (including the Fund’s own assumptions in determining the fair value of investments)

Changes in valuation techniques may result in transfers into or out of an investment’s assigned level within the hierarchy.

The following is a reconciliation of assets for which Level 3 inputs were used in determining fair value:

* Purchases include reinvestment of income and realized gain distributions, as applicable.


Investment Companies 90.7%
	Shares		Value


Equity Funds 81.5%
Nationwide International Index Fund, Class R6 (a)		4,894,335	$	37,196,945
Nationwide Mid Cap Market Index Fund, Class R6 (a)		774,223		12,093,361
Nationwide Multi-Cap Portfolio, Class R6 (a)		7,758,730		88,527,108
Nationwide Small Cap Index Fund, Class R6 (a)		525,602		5,324,352


Total Equity Funds (cost $137,156,183)				143,141,766





Fixed Income Funds 9.2%
Nationwide Bond Index Fund, Class R6 (a)		1,112,734		12,429,234
Nationwide Core Plus Bond Fund, Class R6 (a)		353,222		3,641,721


Total Fixed Income Funds (cost $15,764,937)				16,070,955


Total Investment Companies (cost $152,921,120)				159,212,721




Exchange Traded Funds 9.3%
	Shares		Value


Equity Fund 7.3%
iShares Core MSCI Emerging Markets ETF		256,171		12,854,661



Fixed Income Fund 2.0% iShares iBoxx $ High Yield Corporate Bond ETF		40,500		3,520,665


Total Exchange Traded Funds (cost $17,528,324)				16,375,326



Investment Contract 0.1%
	Principal Amount		Value


Nationwide Contract, 2.50% ^¥(a)(b)	$	177,090		177,090


Total Investment Contract (cost $177,090)				177,090


Total Investments
(cost $170,626,534) — 100.1%				175,765,137

Liabilities in excess of other assets — (0.1)%				(89,994	)


NET ASSETS — 100.0%			$	175,675,143

^	Value determined using significant unobservable inputs.

¥	Fair valued security.

(a)	Investment in affiliate.

(b)	The Nationwide Contract is issued by Nationwide Life Insurance Company. The interest rate is assessed and may change quarterly. The security is restricted and has been deemed liquid pursuant to procedures approved by the Board of Trustees. The liquidity determination is unaudited.


ETF		Exchange Traded Fund

• Level 2 — Other significant observable inputs (including quoted prices of similar securities, interest rates, prepayment speeds, credit risk, etc.)

• Level 3 — Significant unobservable inputs (including the Fund’s own assumptions in determining the fair value of investments)

Changes in valuation techniques may result in transfers into or out of an investment’s assigned level within the hierarchy.

The following is a reconciliation of assets for which Level 3 inputs were used in determining fair value:

* Purchases include reinvestment of income and realized gain distributions, as applicable.


Investment Companies 90.2%
	Shares		Value


Equity Funds 83.0%
Nationwide International Index Fund, Class R6 (a)		4,073,322	$ 30,957,245
Nationwide Mid Cap Market Index Fund, Class R6 (a)		732,181	11,436,666
Nationwide Multi-Cap Portfolio, Class R6 (a)		6,515,094	74,337,217
Nationwide Small Cap Index Fund, Class R6 (a)		437,834	4,435,260

Total Equity Funds (cost $116,497,899)			121,166,388




Fixed Income Funds 7.2%
Nationwide Bond Index Fund, Class R6 (a)		798,522	8,919,493
Nationwide Core Plus Bond Fund, Class R6 (a)		150,216	1,548,724

Total Fixed Income Funds (cost $10,273,977)			10,468,217

Total Investment Companies (cost $126,771,876)			131,634,605



Exchange Traded Funds 9.8%
	Shares		Value


Equity Fund 7.8%
iShares Core MSCI Emerging Markets ETF		227,238	11,402,803




Fixed Income Fund 2.0%
iShares iBoxx $ High Yield Corporate Bond ETF		33,741	2,933,105

Total Exchange Traded Funds (cost $15,279,044)			14,335,908


Total Investments (cost $142,050,920) — 100.0%			145,970,513

Liabilities in excess of other assets — 0.0%^†			(56,548)


NET ASSETS — 100.0%			$ 145,913,965

†	Amount rounds to less than 0.1%.

(a)	Investment in affiliate.


ETF		Exchange Traded Fund

• Level 2 — Other significant observable inputs (including quoted prices of similar securities, interest rates, prepayment speeds, credit risk, etc.)

• Level 3 — Significant unobservable inputs (including the Fund’s own assumptions in determining the fair value of investments)

Changes in valuation techniques may result in transfers into or out of an investment’s assigned level within the hierarchy.

At July 31, 2019, 100% of the market value of the Fund was determined based on Level 1 inputs.


Investment Companies 91.1%
	Shares		Value


Equity Funds 84.1%
Nationwide International Index Fund, Class R6 (a)		2,290,755	$	17,409,738
Nationwide Mid Cap Market Index Fund, Class R6 (a)		427,290		6,674,271
Nationwide Multi-Cap Portfolio, Class R6 (a)		3,700,176		42,219,005
Nationwide Small Cap Index Fund, Class R6 (a)		265,937		2,693,937


Total Equity Funds (cost $66,381,261)				68,996,951



Fixed Income Funds 7.0%
Nationwide Bond Index Fund, Class R6 (a)		445,354		4,974,605
Nationwide Core Plus Bond Fund, Class R6 (a)		80,457		829,514


Total Fixed Income Funds (cost $5,661,364)				5,804,119


Total Investment Companies (cost $72,042,625)				74,801,070

Exchange Traded Funds 8.9%
	Shares		Value


Equity Fund 7.8%
iShares Core MSCI Emerging Markets ETF		128,169		6,431,520



Fixed Income Fund 1.1%
iShares iBoxx $ High Yield Corporate Bond ETF		9,963		866,084


Total Exchange Traded Funds (cost $7,816,622)				7,297,604

Total Investments (cost $79,859,247) — 100.0%				82,098,674

Liabilities in excess of other assets — 0.0%^†				(40,921	)


NET ASSETS — 100.0%			$	82,057,753

†	Amount rounds to less than 0.1%.

(a)	Investment in affiliate.


ETF		Exchange Traded Fund

• Level 2 — Other significant observable inputs (including quoted prices of similar securities, interest rates, prepayment speeds, credit risk, etc.)

• Level 3 — Significant unobservable inputs (including the Fund’s own assumptions in determining the fair value of investments)

Changes in valuation techniques may result in transfers into or out of an investment’s assigned level within the hierarchy.

At July 31, 2019, 100% of the market value of the Fund was determined based on Level 1 inputs.


Investment Companies 90.7%
	Shares		Value


Equity Funds 84.6%
Nationwide International Index Fund, Class R6 (a)		625,768	$ 4,755,840
Nationwide Mid Cap Market Index Fund, Class R6 (a)		116,856	1,825,287
Nationwide Multi-Cap Portfolio, Class R6 (a)		1,020,531	11,644,264
Nationwide Small Cap Index Fund, Class R6 (a)		72,861	738,084


Total Equity Funds (cost $18,329,073)			18,963,475




Fixed Income Funds 6.1%
Nationwide Bond Index Fund, Class R6 (a)		102,399	1,143,801
Nationwide Core Plus Bond Fund, Class R6 (a)		21,980	226,609


Total Fixed Income Funds (cost $1,330,010)			1,370,410


Total Investment Companies (cost $19,659,083)			20,333,885



Exchange Traded Funds 9.3%
	Shares		Value


Equity Fund 8.3%
iShares Core MSCI Emerging Markets ETF		37,110	1,862,180




Fixed Income Fund 1.0%
iShares iBoxx $ High Yield Corporate Bond ETF		2,591	225,235


Total Exchange Traded Funds (cost $2,212,298)			2,087,415


Total Investments (cost $21,871,381) — 100.0%			22,421,300

Liabilities in excess of other assets — 0.0%^†			(6,643)


NET ASSETS — 100.0%			$ 22,414,657

†	Amount rounds to less than 0.1%.

(a)	Investment in affiliate.

ETF	Exchange Traded Fund

• Level 2 — Other significant observable inputs (including quoted prices of similar securities, interest rates, prepayment speeds, credit risk, etc.)

• Level 3 — Significant unobservable inputs (including the Fund’s own assumptions in determining the fair value of investments)

Changes in valuation techniques may result in transfers into or out of an investment’s assigned level within the hierarchy.

At July 31, 2019, 100% of the market value of the Fund was determined based on Level 1 inputs.

Nationwide Destination Retirement Fund (formerly, Nationwide Destination 2015 Fund)


Investment Companies 76.8%
	Shares		Value


Alternative Assets 5.7%
Nationwide Amundi Strategic Income Fund, Class R6 (a)		367,487	$ 3,821,863

Total Alternative Assets (cost $3,819,547)			3,821,863




Equity Funds 37.3%
Nationwide International Index Fund, Class R6 (a)		868,342	6,599,399
Nationwide Mid Cap Market Index Fund, Class R6 (a)		98,076	1,531,942
Nationwide Multi-Cap Portfolio, Class R6 (a)		1,479,650	16,882,804
Nationwide Small Cap Index Fund, Class R6 (a)		8,696	88,094

Total Equity Funds (cost $23,638,245)			25,102,239




Fixed Income Funds 33.8%
Nationwide Bond Index Fund, Class R6 (a)		1,081,591	12,081,375
Nationwide Core Plus Bond Fund, Class R6 (a)		615,065	6,341,325
Nationwide Inflation-Protected Securities Fund, Class R6 (a)		430,223	4,302,228

Total Fixed Income Funds (cost $22,238,729)			22,724,928

Total Investment Companies (cost $49,696,521)			51,649,030


Exchange Traded Funds 5.0%
	Shares		Value


Equity Fund 1.9%
iShares Core MSCI Emerging Markets ETF		26,348	1,322,143





Fixed Income Fund 3.1%
iShares 20+ Year Treasury Bond ETF		15,563	2,068,167

Total Exchange Traded Funds (cost $3,451,137)			3,390,310




Investment Contract 18.2%
	Principal Amount		Value



Nationwide Contract, 2.50% ^¥(a)(b)	$	12,278,160	12,278,160

Total Investment Contract (cost $12,278,160)			12,278,160


Total Investments (cost $65,425,818) — 100.0%			67,317,500

Liabilities in excess of other assets — 0.0%^†			(29,777)


NET ASSETS — 100.0%			$ 67,287,723

^	Value determined using significant unobservable inputs.

¥	Fair valued security.

^†	Amount rounds to less than 0.1%.

(a)	Investment in affiliate.

(b)	The Nationwide Contract is issued by Nationwide Life Insurance Company. The interest rate is assessed and may change quarterly. The security is restricted and has been deemed liquid pursuant to procedures approved by the Board of Trustees. The liquidity determination is unaudited.

ETF	Exchange Traded Fund

Nationwide Destination Retirement Fund (formerly, Nationwide Destination 2015 Fund) (Continued)

• Level 2 — Other significant observable inputs (including quoted prices of similar securities, interest rates, prepayment speeds, credit risk, etc.)

• Level 3 — Significant unobservable inputs (including the Fund’s own assumptions in determining the fair value of investments)

Changes in valuation techniques may result in transfers into or out of an investment’s assigned level within the hierarchy.

Nationwide Destination Retirement Fund (formerly, Nationwide Destination 2015 Fund) (Continued)

The following is a reconciliation of assets for which Level 3 inputs were used in determining fair value:

* Purchases include reinvestment of income and realized gain distributions, as applicable.


Common Stocks 99.3%
	Shares		Value

Aerospace & Defense 4.8%
United Technologies Corp.		8,831	$	1,179,822



Auto Components 3.2%
BorgWarner, Inc.		20,852		788,206



Banks 11.9%
Citigroup, Inc.		27,710		1,971,844
JPMorgan Chase & Co.		7,931		919,996

				2,891,840



Beverages 4.4%
PepsiCo, Inc.		8,431		1,077,566



Consumer Finance 4.6%
Discover Financial Services		12,515		1,123,096




Diversified Financial Services 5.9%
Berkshire Hathaway, Inc., Class B *		6,973		1,432,463



Entertainment 5.1%
Walt Disney Co. (The)		8,650		1,237,036



Health Care Equipment & Supplies 8.4%
Abbott Laboratories		23,482		2,045,282



Household Durables 4.2%
NVR, Inc. *		307		1,026,651



Household Products 4.9%
Procter & Gamble Co. (The)		10,142		1,197,162



Insurance 11.7%
American International Group, Inc.		24,055		1,346,840
MetLife, Inc.		30,448		1,504,740

				2,851,580



Interactive Media & Services 10.2%
Alphabet, Inc., Class A *		1,196		1,456,967
Facebook, Inc., Class A *		5,358		1,040,684

				2,497,651



Oil, Gas & Consumable Fuels 2.2%
Cimarex Energy Co.		10,799		547,185



Pharmaceuticals 3.9%
Pfizer, Inc.		24,567		954,182



Software 4.5%
Microsoft Corp.		8,040		1,095,611



Specialty Retail 4.9%
TJX Cos., Inc. (The)		21,748		1,186,571



Tobacco 4.5%
Philip Morris International, Inc.		13,131		1,097,883


Total Investments (cost $21,549,447) — 99.3%				24,229,787

Other assets in excess of liabilities — 0.7%				178,761

NET ASSETS — 100.0%			$	24,408,548

*	Denotes a non-income producing security.

• Level 2 — Other significant observable inputs (including quoted prices of similar securities, interest rates, prepayment speeds, credit risk, etc.)

• Level 3 — Significant unobservable inputs (including the Fund’s own assumptions in determining the fair value of investments)

Changes in valuation techniques may result in transfers into or out of an investment’s assigned level within the hierarchy.

At July 31, 2019, 100% of the market value of the Fund was determined based on Level 1 inputs.


Common Stocks 77.3%

	Shares		Value


Aerospace & Defense 2.0%
Arconic, Inc.		3,133	$	78,450
Boeing Co. (The)		4,058		1,384,508
General Dynamics Corp.		2,108		391,962
Huntington Ingalls Industries, Inc.		324		73,969
L3Harris Technologies, Inc.		1,718		356,657
Lockheed Martin Corp.		1,909		691,383
Northrop Grumman Corp.		1,318		455,461
Raytheon Co.		2,158		393,382
Textron, Inc.		1,866		91,994
TransDigm Group, Inc. *		382		185,438
United Technologies Corp.		6,295		841,012

				4,944,216




Air Freight & Logistics 0.5%
CH Robinson Worldwide, Inc.		1,027		85,990
Expeditors International of Washington, Inc.		1,374		104,905
FedEx Corp.		1,858		316,845
United Parcel Service, Inc., Class B		5,408		646,094

				1,153,834




Airlines 0.3%
Alaska Air Group, Inc.		990		62,726
American Airlines Group, Inc.		3,124		95,313
Delta Air Lines, Inc.		4,663		284,630
Southwest Airlines Co.		3,782		194,887
United Airlines Holdings, Inc. *		1,732		159,188

				796,744




Auto Components 0.1%
Aptiv plc		2,017		176,790
BorgWarner, Inc.		1,661		62,786

				239,576




Automobiles 0.3%
Ford Motor Co.		30,249		288,273
General Motors Co.		10,222		412,355
Harley-Davidson, Inc.		1,228		43,938

				744,566



Banks 4.3%
Bank of America Corp.		68,599		2,104,617
BB&T Corp.		5,911		304,594
Citigroup, Inc.		17,936		1,276,326
Citizens Financial Group, Inc.		3,580		133,391
Comerica, Inc.		1,211		88,645
Fifth Third Bancorp		5,710		169,530
First Republic Bank		1,280		127,181
Huntington Bancshares, Inc.		8,147		116,095
JPMorgan Chase & Co.		25,197		2,922,852
KeyCorp		7,841		144,039
M&T Bank Corp.		1,075		176,569
People’s United Financial, Inc.		2,969		48,751
PNC Financial Services Group, Inc. (The)		3,506		501,007
Regions Financial Corp.		7,848		125,019
SunTrust Banks, Inc.		3,436		228,838
SVB Financial Group *		418		96,963
US Bancorp		11,626		664,426
Wells Fargo & Co.		31,438		1,521,913
Zions Bancorp NA		1,456		65,622

				10,816,378




Beverages 1.4%
Brown-Forman Corp., Class B		1,300		71,253
Coca-Cola Co. (The)		29,800		1,568,374
Constellation Brands, Inc., Class A		1,290		253,898
Molson Coors Brewing Co., Class B		1,463		78,987
Monster Beverage Corp. *		3,001		193,474


Common Stocks (continued)
	Shares		Value


Beverages (continued)
PepsiCo, Inc.		10,880	$	1,390,573

				3,556,559




Biotechnology 1.6%
AbbVie, Inc.		11,473		764,331
Alexion Pharmaceuticals, Inc. *		1,731		196,105
Amgen, Inc.		4,748		885,882
Biogen, Inc. *		1,506		358,157
Celgene Corp. *		5,473		502,750
Gilead Sciences, Inc.		9,854		645,634
Incyte Corp. *		1,381		117,274
Regeneron Pharmaceuticals, Inc. *		607		184,989
Vertex Pharmaceuticals, Inc. *		1,977		329,408

				3,984,530




Building Products 0.2%
Allegion plc		748		77,448
AO Smith Corp.		1,070		48,631
Fortune Brands Home & Security, Inc.		1,076		59,115
Johnson Controls International plc		6,161		261,473
Masco Corp.		2,289		93,323

				539,990




Capital Markets 2.1%
Affiliated Managers Group, Inc.		400		34,316
Ameriprise Financial, Inc.		1,052		153,077
Bank of New York Mellon Corp. (The)		6,600		309,672
BlackRock, Inc.		927		433,539
Cboe Global Markets, Inc.		866		94,662
Charles Schwab Corp. (The)		9,173		396,457
CME Group, Inc.		2,792		542,821
E*TRADE Financial Corp.		1,920		93,677
Franklin Resources, Inc.		2,308		75,310
Goldman Sachs Group, Inc. (The)		2,647		582,684
Intercontinental Exchange, Inc.		4,398		386,408
Invesco Ltd.		3,029		58,127
MarketAxess Holdings, Inc.		298		100,438
Moody’s Corp.		1,287		275,856
Morgan Stanley		9,947		443,238
MSCI, Inc.		657		149,297
Nasdaq, Inc.		930		89,624
Northern Trust Corp.		1,716		168,168
Raymond James Financial, Inc.		957		77,201
S&P Global, Inc.		1,922		470,794
State Street Corp.		2,935		170,494
T. Rowe Price Group, Inc.		1,852		209,998

				5,315,858




Chemicals 1.5%
Air Products & Chemicals, Inc.		1,699		387,831
Albemarle Corp. (a)		827		60,338
Celanese Corp.		966		108,356
CF Industries Holdings, Inc.		1,721		85,293
Corteva, Inc.		5,804		171,218
Dow, Inc.		5,804		281,146
DuPont de Nemours, Inc.		5,803		418,745
Eastman Chemical Co.		1,090		82,132
Ecolab, Inc.		1,959		395,189
FMC Corp.		1,015		87,716
International Flavors & Fragrances, Inc.		788		113,464
Linde plc		4,222		807,584
LyondellBasell Industries NV, Class A		2,134		178,594
Mosaic Co. (The)		2,770		69,776
PPG Industries, Inc.		1,853		217,524


Common Stocks (continued)
	Shares		Value


Chemicals (continued)
Sherwin-Williams Co. (The)		631	$	323,728

				3,788,634




Commercial Services & Supplies 0.3%
Cintas Corp.		657		171,109
Copart, Inc. *		1,576		122,187
Republic Services, Inc.		1,673		148,312
Rollins, Inc.		1,159		38,861
Waste Management, Inc.		3,017		352,989

				833,458




Communications Equipment 0.9%
Arista Networks, Inc. *		406		111,021
Cisco Systems, Inc.		33,208		1,839,723
F5 Networks, Inc. *		451		66,171
Juniper Networks, Inc.		2,574		69,549
Motorola Solutions, Inc.		1,270		210,769

				2,297,233




Construction & Engineering 0.0%^†
Jacobs Engineering Group, Inc.		888		73,269
Quanta Services, Inc.		1,103		41,274

				114,543




Construction Materials 0.1%
Martin Marietta Materials, Inc.		485		120,158
Vulcan Materials Co.		1,025		141,809

				261,967




Consumer Finance 0.6%
American Express Co.		5,309		660,280
Capital One Financial Corp.		3,621		334,653
Discover Financial Services		2,546		228,478
Synchrony Financial		4,951		177,642

				1,401,053




Containers & Packaging 0.3%
Amcor plc *		12,580		133,348
Avery Dennison Corp.		649		74,551
Ball Corp.		2,595		185,491
International Paper Co.		3,108		136,472
Packaging Corp. of America		734		74,112
Sealed Air Corp.		1,189		49,688
Westrock Co.		2,078		74,912

				728,574




Distributors 0.1%
Genuine Parts Co.		1,134		110,134
LKQ Corp. *		2,348		63,232

				173,366




Diversified Consumer Services 0.0%^†
H&R Block, Inc.		1,543		42,726




Diversified Financial Services 1.3%
Berkshire Hathaway, Inc., Class B *		15,034		3,088,435
Jefferies Financial Group, Inc.		1,953		41,657

				3,130,092




Diversified Telecommunication Services 1.5%
AT&T, Inc.		56,615		1,927,741
CenturyLink, Inc.		7,410		89,587
Verizon Communications, Inc.		32,083		1,773,227

				3,790,555




Electric Utilities 1.5%
Alliant Energy Corp.		1,840		91,153
American Electric Power Co., Inc.		3,817		335,171
Duke Energy Corp.		5,643		489,361
Edison International		2,527		188,362
Entergy Corp.		1,472		155,473
Evergy, Inc.		1,916		115,899
Eversource Energy		2,458		186,464
Exelon Corp.		7,499		337,905


Common Stocks (continued)
	Shares		Value


Electric Utilities (continued)
FirstEnergy Corp.		3,907	$	171,791
NextEra Energy, Inc.		3,717		770,051
Pinnacle West Capital Corp.		896		81,733
PPL Corp.		5,590		165,632
Southern Co. (The)		8,077		453,927
Xcel Energy, Inc.		3,983		237,427

				3,780,349




Electrical Equipment 0.4%
AMETEK, Inc.		1,787		160,133
Eaton Corp. plc		3,255		267,528
Emerson Electric Co.		4,769		309,413
Rockwell Automation, Inc.		927		149,043

				886,117




Electronic Equipment, Instruments & Components 0.4%
Amphenol Corp., Class A		2,318		216,316
Corning, Inc.		6,097		187,483
FLIR Systems, Inc.		1,012		50,256
IPG Photonics Corp. *		277		36,290
Keysight Technologies, Inc. *		1,459		130,609
TE Connectivity Ltd.		2,625		242,550

				863,504




Energy Equipment & Services 0.4%
Baker Hughes a GE Co.		3,994		101,408
Halliburton Co.		6,830		157,090
Helmerich & Payne, Inc.		802		39,843
National Oilwell Varco, Inc.		3,062		72,937
Schlumberger Ltd.		10,713		428,199
TechnipFMC plc		3,321		91,460

				890,937




Entertainment 1.5%
Activision Blizzard, Inc.		5,913		288,200
Electronic Arts, Inc. *		2,295		212,287
Netflix, Inc. *		3,394		1,096,228
Take-Two Interactive Software, Inc. *		882		108,063
Viacom, Inc., Class B		2,742		83,220
Walt Disney Co. (The)		13,542		1,936,641

				3,724,639




Equity Real Estate Investment Trusts (REITs) 2.3%
Alexandria Real Estate Equities, Inc.		890		130,260
American Tower Corp.		3,431		726,068
Apartment Investment & Management Co., Class A		1,159		57,417
AvalonBay Communities, Inc.		1,074		224,241
Boston Properties, Inc.		1,199		159,407
Crown Castle International Corp.		3,213		428,164
Digital Realty Trust, Inc.		1,611		184,234
Duke Realty Corp.		2,800		93,324
Equinix, Inc.		653		327,871
Equity Residential		2,866		226,099
Essex Property Trust, Inc.		510		154,132
Extra Space Storage, Inc.		991		111,379
Federal Realty Investment Trust		581		76,698
HCP, Inc.		3,714		118,588
Host Hotels & Resorts, Inc.		5,759		100,149
Iron Mountain, Inc.		2,234		65,702
Kimco Realty Corp.		3,133		60,185
Macerich Co. (The)		800		26,440
Mid-America Apartment Communities, Inc.		887		104,524
Prologis, Inc.		4,876		393,054
Public Storage		1,162		282,087
Realty Income Corp.		2,442		169,011
Regency Centers Corp.		1,305		87,044


Common Stocks (continued)
	Shares		Value


Equity Real Estate Investment Trusts (REITs) (continued)
SBA Communications Corp. *		884	$	216,942
Simon Property Group, Inc.		2,389		387,496
SL Green Realty Corp.		652		52,864
UDR, Inc.		2,146		98,845
Ventas, Inc.		2,865		192,786
Vornado Realty Trust		1,351		86,896
Welltower, Inc.		3,140		260,997
Weyerhaeuser Co.		5,795		147,251

				5,750,155




Food & Staples Retailing 1.1%
Costco Wholesale Corp.		3,411		940,174
Kroger Co. (The)		6,256		132,377
Sysco Corp.		3,668		251,515
Walgreens Boots Alliance, Inc.		6,066		330,536
Walmart, Inc.		10,850		1,197,623

				2,852,225




Food Products 0.9%
Archer-Daniels-Midland Co.		4,391		180,382
Campbell Soup Co.		1,547		63,953
Conagra Brands, Inc.		3,779		109,100
General Mills, Inc.		4,621		245,421
Hershey Co. (The)		1,081		164,031
Hormel Foods Corp. (a)		2,123		87,022
JM Smucker Co. (The)		886		98,514
Kellogg Co.		1,982		115,392
Kraft Heinz Co. (The)		4,826		154,480
Lamb Weston Holdings, Inc.		1,142		76,651
McCormick & Co., Inc. (Non-Voting)		952		150,930
Mondelez International, Inc., Class A		11,159		596,895
Tyson Foods, Inc., Class A		2,291		182,135

				2,224,906




Gas Utilities 0.0%^†
Atmos Energy Corp.		907		98,899




Health Care Equipment & Supplies 2.8%
Abbott Laboratories		13,690		1,192,399
ABIOMED, Inc. *		351		97,775
Align Technology, Inc. *		565		118,130
Baxter International, Inc.		3,715		311,948
Becton Dickinson and Co.		2,091		528,605
Boston Scientific Corp. *		10,802		458,653
Cooper Cos., Inc. (The)		384		129,562
Danaher Corp.		4,889		686,904
Dentsply Sirona, Inc.		1,813		98,718
Edwards Lifesciences Corp. *		1,608		342,263
Hologic, Inc. *		2,141		109,726
IDEXX Laboratories, Inc. *		668		188,409
Intuitive Surgical, Inc. *		896		465,481
Medtronic plc		10,405		1,060,686
ResMed, Inc.		1,115		143,500
Stryker Corp.		2,417		507,038
Teleflex, Inc.		351		119,249
Varian Medical Systems, Inc. *		705		82,746
Zimmer Biomet Holdings, Inc.		1,584		214,046

				6,855,838




Health Care Providers & Services 2.1%
AmerisourceBergen Corp.		1,217		106,062
Anthem, Inc.		1,994		587,452
Cardinal Health, Inc.		2,318		106,002
Centene Corp. *		3,204		166,896
Cigna Corp.		2,938		499,225
CVS Health Corp.		10,091		563,784
DaVita, Inc. *		993		59,431
HCA Healthcare, Inc.		2,067		275,965


Common Stocks (continued)
	Shares		Value


Health Care Providers & Services (continued)
Henry Schein, Inc. *		1,136	$	75,589
Humana, Inc.		1,049		311,291
Laboratory Corp. of America Holdings *		767		128,488
McKesson Corp.		1,488		206,758
Quest Diagnostics, Inc.		1,042		106,367
UnitedHealth Group, Inc.		7,382		1,838,192
Universal Health Services, Inc., Class B		651		98,210
WellCare Health Plans, Inc. *		390		112,028

				5,241,740




Health Care Technology 0.1%
Cerner Corp.		2,518		180,415




Hotels, Restaurants & Leisure 1.5%
Carnival Corp.		3,107		146,744
Chipotle Mexican Grill, Inc. *		189		150,355
Darden Restaurants, Inc.		961		116,819
Hilton Worldwide Holdings, Inc.		2,270		219,169
Marriott International, Inc., Class A		2,152		299,257
McDonald’s Corp.		5,922		1,247,884
MGM Resorts International		3,970		119,179
Norwegian Cruise Line Holdings Ltd. *		1,684		83,257
Royal Caribbean Cruises Ltd.		1,333		155,081
Starbucks Corp.		9,393		889,423
Wynn Resorts Ltd.		755		98,203
Yum! Brands, Inc.		2,373		267,010

				3,792,381




Household Durables 0.2%
DR Horton, Inc.		2,689		123,506
Garmin Ltd.		946		74,346
Leggett & Platt, Inc.		968		38,691
Lennar Corp., Class A		2,272		108,079
Mohawk Industries, Inc. *		467		58,230
Newell Brands, Inc.		2,980		42,286
PulteGroup, Inc.		1,937		61,035
Whirlpool Corp.		476		69,249

				575,422




Household Products 1.4%
Church & Dwight Co., Inc.		1,910		144,090
Clorox Co. (The)		995		161,787
Colgate-Palmolive Co.		6,661		477,860
Kimberly-Clark Corp.		2,664		361,372
Procter & Gamble Co. (The)		19,459		2,296,940

				3,442,049




Independent Power and Renewable Electricity Producers 0.1%
AES Corp.		5,158		86,603
NRG Energy, Inc.		2,056		70,192

				156,795




Industrial Conglomerates 1.1%
3M Co.		4,473		781,523
General Electric Co.		67,681		707,267
Honeywell International, Inc.		5,644		973,364
Roper Technologies, Inc.		802		291,647

				2,753,801




Insurance 1.9%
Aflac, Inc.		5,774		303,943
Allstate Corp. (The)		2,589		278,059
American International Group, Inc.		6,749		377,877
Aon plc		1,856		351,248
Arthur J Gallagher & Co.		1,432		129,496
Assurant, Inc.		485		54,980
Chubb Ltd.		3,543		541,512
Cincinnati Financial Corp.		1,180		126,649
Everest Re Group Ltd.		327		80,651


Common Stocks (continued)
	Shares		Value


Insurance (continued)
Hartford Financial Services Group, Inc. (The)		2,791	$	160,845
Lincoln National Corp.		1,561		101,996
Loews Corp.		2,043		109,382
Marsh & McLennan Cos., Inc.		3,968		392,038
MetLife, Inc.		7,395		365,461
Principal Financial Group, Inc.		1,964		113,991
Progressive Corp. (The)		4,517		365,787
Prudential Financial, Inc.		3,165		320,646
Torchmark Corp.		778		71,047
Travelers Cos., Inc. (The)		2,039		298,958
Unum Group		1,631		52,110
Willis Towers Watson plc		1,003		195,806

				4,792,482




Interactive Media & Services 3.9%
Alphabet, Inc., Class A *		2,324		2,831,097
Alphabet, Inc., Class C *		2,378		2,893,265
Facebook, Inc., Class A *		18,640		3,620,447
TripAdvisor, Inc. *		790		34,878
Twitter, Inc. *		5,647		238,925

				9,618,612




Internet & Direct Marketing Retail 2.8%
Amazon.com, Inc. *		3,209		5,990,497
Booking Holdings, Inc. *		336		633,901
eBay, Inc.		6,415		264,234
Expedia Group, Inc.		1,050		139,377

				7,028,009




IT Services 4.3%
Accenture plc, Class A		4,950		953,271
Akamai Technologies, Inc. *		1,272		112,101
Alliance Data Systems Corp.		357		56,021
Automatic Data Processing, Inc.		3,367		560,673
Broadridge Financial Solutions, Inc.		901		114,535
Cognizant Technology Solutions Corp., Class A		4,450		289,873
DXC Technology Co.		2,084		116,225
Fidelity National Information Services, Inc.		4,686		624,410
Fiserv, Inc. *		4,327		456,196
FleetCor Technologies, Inc. *		670		190,394
Gartner, Inc. *		698		97,252
Global Payments, Inc.		1,221		205,030
International Business Machines Corp.		6,876		1,019,298
Jack Henry & Associates, Inc.		602		84,099
Mastercard, Inc., Class A		6,972		1,898,266
Paychex, Inc.		2,476		205,632
PayPal Holdings, Inc. *		9,119		1,006,738
Total System Services, Inc.		1,263		171,414
VeriSign, Inc. *		818		172,672
Visa, Inc., Class A		13,508		2,404,424
Western Union Co. (The)		3,412		71,652

				10,810,176




Leisure Products 0.0%^†
Hasbro, Inc.		899		108,923




Life Sciences Tools & Services 0.8%
Agilent Technologies, Inc.		2,461		170,818
Illumina, Inc. *		1,137		340,395
IQVIA Holdings, Inc. *		1,242		197,689
Mettler-Toledo International, Inc. *		190		143,783
PerkinElmer, Inc.		884		76,130
Thermo Fisher Scientific, Inc.		3,109		863,307
Waters Corp. *		540		113,702

				1,905,824


Common Stocks (continued)
	Shares		Value


Machinery 1.2%
Caterpillar, Inc.		4,447	$	585,537
Cummins, Inc.		1,123		184,172
Deere & Co.		2,463		407,996
Dover Corp.		1,128		109,247
Flowserve Corp.		965		48,279
Fortive Corp.		2,283		173,622
Illinois Tool Works, Inc.		2,335		360,127
Ingersoll-Rand plc		1,890		233,717
PACCAR, Inc.		2,688		188,536
Parker-Hannifin Corp.		980		171,579
Pentair plc		1,197		46,456
Snap-on, Inc.		417		63,638
Stanley Black & Decker, Inc.		1,175		173,418
Wabtec Corp. (a)		1,253		97,333
Xylem, Inc.		1,397		112,165

				2,955,822




Media 1.1%
CBS Corp. (Non-Voting), Class B		2,701		139,129
Charter Communications, Inc., Class A *		1,342		517,180
Comcast Corp., Class A		35,150		1,517,425
Discovery, Inc., Class A *		1,151		34,887
Discovery, Inc., Class C *		2,796		78,959
DISH Network Corp., Class A *		1,789		60,576
Fox Corp., Class A		2,746		102,481
Fox Corp., Class B		1,341		49,885
Interpublic Group of Cos., Inc. (The)		3,132		71,785
News Corp., Class A		2,825		37,177
News Corp., Class B		898		12,087
Omnicom Group, Inc.		1,700		136,374

				2,757,945




Metals & Mining 0.2%
Freeport-McMoRan, Inc.		11,250		124,425
Newmont Goldcorp Corp.		6,356		232,121
Nucor Corp.		2,345		127,521

				484,067




Multiline Retail 0.4%
Dollar General Corp.		2,001		268,174
Dollar Tree, Inc. *		1,845		187,729
Kohl’s Corp.		1,287		69,318
Macy’s, Inc.		2,490		56,598
Nordstrom, Inc. (a)		866		28,673
Target Corp.		3,989		344,649

				955,141




Multi-Utilities 0.8%
Ameren Corp.		1,899		143,735
CenterPoint Energy, Inc.		3,895		112,994
CMS Energy Corp.		2,202		128,200
Consolidated Edison, Inc.		2,538		215,629
Dominion Energy, Inc.		6,227		462,604
DTE Energy Co.		1,410		179,225
NiSource, Inc.		2,905		86,249
Public Service Enterprise Group, Inc.		3,914		223,685
Sempra Energy		2,121		287,247
WEC Energy Group, Inc.		2,445		208,950

				2,048,518




Oil, Gas & Consumable Fuels 3.4%
Anadarko Petroleum Corp.		3,874		285,359
Apache Corp.		2,817		68,791
Cabot Oil & Gas Corp.		3,300		63,228
Chevron Corp.		14,777		1,819,197
Cimarex Energy Co.		796		40,333
Concho Resources, Inc.		1,574		153,748


Common Stocks (continued)
	Shares		Value


Oil, Gas & Consumable Fuels (continued)
ConocoPhillips		8,765	$	517,836
Devon Energy Corp.		3,294		88,938
Diamondback Energy, Inc.		1,201		124,220
EOG Resources, Inc.		4,485		385,037
Exxon Mobil Corp.		32,825		2,440,867
Hess Corp.		1,979		128,319
HollyFrontier Corp.		1,230		61,217
Kinder Morgan, Inc.		15,063		310,599
Marathon Oil Corp.		6,290		88,500
Marathon Petroleum Corp.		5,179		292,044
Noble Energy, Inc.		3,767		83,175
Occidental Petroleum Corp.		5,796		297,683
ONEOK, Inc.		3,188		223,415
Phillips 66		3,245		332,807
Pioneer Natural Resources Co.		1,327		183,179
Valero Energy Corp.		3,238		276,040
Williams Cos., Inc. (The)		9,374		230,975

				8,495,507




Personal Products 0.1%
Coty, Inc., Class A		2,553		27,853
Estee Lauder Cos., Inc. (The), Class A		1,690		311,281

				339,134




Pharmaceuticals 3.3%
Allergan plc		2,387		383,113
Bristol-Myers Squibb Co.		12,694		563,741
Eli Lilly & Co.		6,706		730,619
Johnson & Johnson		20,599		2,682,402
Merck & Co., Inc.		19,983		1,658,389
Mylan NV *		4,010		83,809
Nektar Therapeutics *		1,266		36,030
Perrigo Co. plc		983		53,092
Pfizer, Inc.		43,066		1,672,683
Zoetis, Inc.		3,703		425,438

				8,289,316




Professional Services 0.3%
Equifax, Inc.		939		130,605
IHS Markit Ltd. *		2,821		181,729
Nielsen Holdings plc		2,849		65,983
Robert Half International, Inc.		911		55,034
Verisk Analytics, Inc.		1,268		192,381

				625,732




Real Estate Management & Development 0.1%
CBRE Group, Inc., Class A *		2,428		128,708




Road & Rail 0.8%
CSX Corp.		6,000		422,400
JB Hunt Transport Services, Inc.		646		66,131
Kansas City Southern		787		97,383
Norfolk Southern Corp.		2,068		395,236
Union Pacific Corp.		5,490		987,926

				1,969,076




Semiconductors & Semiconductor Equipment 3.0%
Advanced Micro Devices, Inc. *		6,832		208,034
Analog Devices, Inc.		2,892		339,694
Applied Materials, Inc.		7,288		359,809
Broadcom, Inc.		3,073		891,139
Intel Corp.		34,730		1,755,602
KLA Corp.		1,251		170,536
Lam Research Corp.		1,160		241,988
Maxim Integrated Products, Inc.		2,126		125,838
Microchip Technology, Inc.		1,839		173,638
Micron Technology, Inc. *		8,576		384,977
NVIDIA Corp.		4,726		797,371
Qorvo, Inc. *		932		68,306


Common Stocks (continued)
	Shares		Value


Semiconductors & Semiconductor Equipment (continued)
QUALCOMM, Inc.		9,434	$	690,191
Skyworks Solutions, Inc.		1,354		115,469
Texas Instruments, Inc.		7,275		909,448
Xilinx, Inc.		1,960		223,852

				7,455,892




Software 5.1%
Adobe, Inc. *		3,787		1,131,783
ANSYS, Inc. *		651		132,231
Autodesk, Inc. *		1,696		264,864
Cadence Design Systems, Inc. *		2,178		160,976
Citrix Systems, Inc.		949		89,434
Fortinet, Inc. *		1,130		90,750
Intuit, Inc.		2,023		560,998
Microsoft Corp.		59,459		8,102,478
Oracle Corp.		18,820		1,059,566
salesforce.com, Inc. *		6,025		930,863
Symantec Corp.		4,770		102,841
Synopsys, Inc. *		1,163		154,400

				12,781,184




Specialty Retail 1.8%
Advance Auto Parts, Inc.		546		82,249
AutoZone, Inc. *		189		212,255
Best Buy Co., Inc.		1,808		138,366
CarMax, Inc. *		1,326		116,370
Foot Locker, Inc.		871		35,763
Gap, Inc. (The)		1,600		31,200
Home Depot, Inc. (The)		8,535		1,823,844
L Brands, Inc.		1,794		46,554
Lowe’s Cos., Inc.		6,099		618,439
O’Reilly Automotive, Inc. *		603		229,598
Ross Stores, Inc.		2,869		304,200
Tiffany & Co.		864		81,147
TJX Cos., Inc. (The)		9,443		515,210
Tractor Supply Co.		964		104,893
Ulta Beauty, Inc. *		427		149,130

				4,489,218




Technology Hardware, Storage & Peripherals 3.2%
Apple, Inc.		33,916		7,225,465
Hewlett Packard Enterprise Co.		10,494		150,799
HP, Inc.		11,662		245,368
NetApp, Inc.		1,918		112,184
Seagate Technology plc		1,993		92,296
Western Digital Corp.		2,313		124,647
Xerox Corp.		1,577		50,622

				8,001,381




Textiles, Apparel & Luxury Goods 0.6%
Capri Holdings Ltd. *		1,105		39,327
Hanesbrands, Inc.		2,657		42,751
NIKE, Inc., Class B		9,745		838,362
PVH Corp.		575		51,129
Ralph Lauren Corp.		410		42,734
Tapestry, Inc.		2,320		71,758
Under Armour, Inc., Class A *		1,371		31,629
Under Armour, Inc., Class C *		1,388		28,232
VF Corp.		2,514		219,699

				1,365,621




Tobacco 0.7%
Altria Group, Inc.		14,506		682,797
Philip Morris International, Inc.		12,075		1,009,591

				1,692,388




Trading Companies & Distributors 0.1%
Fastenal Co.		4,446		136,937
United Rentals, Inc. *		622		78,714


Common Stocks (continued)
	Shares		Value

Trading Companies & Distributors (continued)
WW Grainger, Inc.		348	$	101,278

				316,929



Water Utilities 0.1%
American Water Works Co., Inc.		1,426		163,676



Wireless Telecommunication Services 0.1%
T-Mobile US, Inc. *		2,482		197,890

Total Common Stocks (cost $174,999,119)				192,501,795



Purchased Options 2.1%
	Number of Contracts		Value

Call Options 2.1%
Future Equity Index Options: 1.0%
S&P 500 E-Mini Index 9/20/2019 at USD 2,800.00, American Style Notional Amount: USD 14,901,900 Exchange Traded^*		100		1,005,000
S&P 500 E-Mini Index 10/18/2019 at USD 2,700.00, European Style Notional Amount: USD 14,901,900 Exchange Traded^*		100		1,519,500
S&P 500 E-Mini Index 8/16/2019 at USD 3,000.00, European Style Notional Amount: USD 24,588,135 Exchange Traded^*		165		194,700

				2,719,200

Future Interest Rate Options: 1.1%
U.S. Treasury 30 Year Bond 9/20/2019 at USD 149.00, American Style Notional Amount: USD 209,000 Exchange Traded^*		209		1,257,265
U.S. Treasury 30 Year Bond 10/25/2019 at USD 148.00, American Style Notional Amount: USD 209,000 Exchange Traded^*		209		1,482,594

				2,739,859

Total Purchased Options (cost $5,355,935)				5,459,059


Short-Term Investments 13.3%
	Shares		Value

Money Market Fund 0.0%^†
Fidelity Investments Money Market Government Portfolio — Institutional Class, 2.23% (b)(c)		40,349		40,349




	Principal Amount		Value

U.S. Treasury Obligation 13.3%
U.S. Treasury Bills, 2.14% 9/5/2019	$	33,155,000		33,090,661

Total Short-Term Investment (cost $33,126,633)				33,131,010


Repurchase Agreement 0.1%
	Principal Amount		Value

BNP Paribas Securities Corp., 2.53%, dated 7/31/2019, due 8/1/2019, repurchase price $127,094, collateralized by U.S. Treasury Note, 1.50%, maturing 8/15/2026; total market value $129,672. (c)	$	127,085	$	127,085

Total Repurchase Agreement (cost $127,085)				127,085


Total Investments (cost $213,608,772) — 92.8%				231,218,949
Other assets in excess of liabilities — 7.2%				17,815,026

NET ASSETS — 100.0%			$	249,033,975

*	Denotes a non-income producing security.

†	Amount rounds to less than 0.1%.

(a)

The security or a portion of this security is on loan at July 31, 2019. The total value of securities on loan at July 31, 2019 was $247,917, which was collateralized by cash used to purchase a money market fund and a repurchase agreement with a value of $40,349 and $127,085, respectively, and by $89,598 of collateral in the form of U.S. Government Treasury Securities, interest rates ranging from 0.00% - 3.00%, and maturity dates ranging from 9/12/2019 – 2/15/2047; a total value of $257,032.

(b)	Represents 7-day effective yield as of July 31, 2019.

(c)	Security was purchased with cash collateral held from securities on loan. The total value of securities purchased with cash collateral as of July 31, 2019 was $167,434.


REIT		Real Estate Investment Trust

Currency:

USD		United States Dollar

At July 31, 2019, the Fund had $1,797,946 segregated as collateral with the broker for open futures contracts.

• Level 2 — Other significant observable inputs (including quoted prices of similar securities, interest rates, prepayment speeds, credit risk, etc.)

• Level 3 — Significant unobservable inputs (including the Fund’s own assumptions in determining the fair value of investments)

Changes in valuation techniques may result in transfers into or out of an investment’s assigned level within the hierarchy.

The Fund has long positions in options on equity index futures contracts and bond treasury futures contracts, which are exchange-traded. Such option investments are utilized to gain exposure to the value of equities and bonds. The purchase of call options provides a measure of downside risk control. Writing put options serves as a limited long hedge because increases in the value of the hedged investment would be offset to the extent of the premium received for writing the option. However, if the security depreciates to a price lower than the strike price of the put option, it can be expected that the put option will be exercised, and the Fund will be obligated to purchase the security at more than its market value. The Fund segregates liquid assets to cover its obligations under its option contracts.

Options traded on an exchange are valued at the settlement price provided by an independent pricing service as approved by the Board. If a settlement price is not available, such options are valued at the last quoted sale price, if available, and otherwise at the average bid/ask price. Exchange-traded options are generally categorized as Level 1 investments within the hierarchy. Options traded in the over-the-counter (“OTC”) market, and which are not quoted by NASDAQ, are valued at the last quoted bid price, and are generally categorized as Level 2 investments within the hierarchy. The value of an option position reflects, among other things, the implied price volatility of the underlying investment, the current market value of the underlying investment, the time remaining until expiration of the option, the relationship of the strike price to the market price of the underlying investment, and general market conditions. Options that expire unexercised have no value. American-style options, can be exercised at any time prior to the expiration date of the option. European-style options can only be exercised at expiration of the option.

The Fund effectively terminates its right or obligation under an option by entering into a closing transaction. Closing transactions permit the Fund to realize the profit or limit the loss on an option position prior to its exercise or expiration.

If the Fund is unable to affect a closing transaction for an option it purchased, it would have to exercise the option to realize any profit. The inability to enter into a closing purchase transaction for a covered call option written by the Fund could cause material losses because the Fund would be unable to sell the investment used as a cover for the written option until the option expires or is exercised.

The writing and purchasing of options is a highly specialized activity that involves investment techniques and risks different from those associated with ordinary portfolio securities transactions. Imperfect correlation between options and the securities markets may detract from the effectiveness of attempted hedging. Transactions using OTC options (other than options purchased by the Fund) expose the Fund to counterparty risk. To the extent required by Securities and Exchange Commission (“SEC”), guidelines, the Fund will not enter into any options transactions unless it owns either (i) an offsetting (“covered”) position in securities, other options, or futures or (ii) cash and liquid obligations with a value sufficient at all times to cover its potential obligations to the extent not covered as provided in (i) above. A Fund will also earmark or set aside cash and/or appropriate liquid assets in a segregated custodial account as required by SEC and U.S. Commodity Futures Trading Commission regulations. Assets used as cover or held in a segregated account cannot be sold while the position in the corresponding option or futures contract is open, unless they are replaced with similar assets. As a result, the commitment of a large portion of the Fund’s assets to earmarking or segregated accounts as a cover could impede portfolio management or the Fund’s ability to meet redemption requests or other current obligations.

The Fund is subject to equity price and interest rate risk in the normal course of pursuing its objective(s). The Fund entered into financial futures contracts (“futures contracts”) to gain exposure to the value of equities and to gain exposure to and/or hedge against changes in interest rates. Futures contracts are contracts for delayed delivery of securities or currencies at a specific future date and at a specific price or currency amount.

The following tables provide a summary of the Fund’s derivative instruments categorized by risk exposure as of July 31, 2019:

Fair Values of Derivatives not Accounted for as Hedging Instruments as of July 31, 2019


Asset-Backed Security 0.6%
	Principal Amount		Value

CHILE 0.6%
Airlines 0.6%
Latam Airlines Pass-Through Trust, Series 2015-1, Class A, 4.20%, 11/15/2027	$	462,676	$	467,488

Total Asset-Backed Securities (cost $446,484)				467,488


Corporate Bonds 28.1%
	Principal Amount		Value

ARGENTINA 2.0%
Diversified Telecommunication Services 1.0%
Telecom Argentina SA, Reg. S, 6.50%, 6/15/2021		810,000		805,950

Oil, Gas & Consumable Fuels 1.0%
Transportadora de Gas del Sur SA, 6.75%, 5/2/2025(a)		800,000		749,200

				1,555,150




BAHRAIN 0.8%
Oil, Gas & Consumable Fuels 0.8%
Oil and Gas Holding Co. BSCC (The), 7.63%, 11/7/2024(a)		580,000		648,657




BRAZIL 1.6%
Chemicals 0.5%
Braskem Netherlands Finance BV, Reg. S, 4.50%, 1/10/2028		400,000		403,880

Food Products 0.6%
Minerva Luxembourg SA, Reg. S, 6.50%, 9/20/2026		450,000		458,438

Paper & Forest Products 0.5%
Suzano Austria GmbH, Reg. S, 5.00%, 1/15/2030		383,000		392,192

				1,254,510




CHINA 0.9%
Automobiles 0.9%
Geely Automobile Holdings Ltd., Reg. S, 3.63%, 1/25/2023		700,000		702,604




COLOMBIA 0.6%
Oil, Gas & Consumable Fuels 0.6%
Transportadora de Gas Internacional SA ESP, 5.55%, 11/1/2028(a)		400,000		453,504




CONGO, DEMOCRATIC REPUBLIC OF THE 0.5%
Machinery 0.5%
HTA Group Ltd., Reg. S, 9.13%, 3/8/2022		390,000		407,511




DOMINICAN REPUBLIC 0.5%
Electric Utilities 0.5%
AES Andres BV, Reg. S, 7.95%, 5/11/2026		340,000		366,778




INDIA 1.1%
Electric Utilities 0.6%
Adani Transmission Ltd., 4.00%, 8/3/2026(a)		500,000		507,567

Metals & Mining 0.5%
Vedanta Resources Ltd., Reg. S, 6.13%, 8/9/2024		450,000		422,628

				930,195




INDONESIA 1.0%
Electric Utilities 1.0%
Perusahaan Listrik Negara PT, 6.25%, 1/25/2049(a)		620,000		761,167


Corporate Bonds (continued)
	Principal Amount		Value

JAMAICA 0.2%
Wireless Telecommunication Services 0.2%
Digicel Group One Ltd., 8.25%, 12/30/2022(a)		$ 200,000	$	122,125




MEXICO 4.3%
Banks 0.5%
BBVA Bancomer SA, Reg. S, (US Treasury Yield Curve Rate T Note Constant Maturity 5 Year + 2.65%), 5.13%, 1/18/2033(b)		420,000		403,725

Chemicals 0.6%
Mexichem SAB de CV, Reg. S, 5.50%, 1/15/2048		425,000		427,125

Consumer Finance 1.1%
Credito Real SAB de CV SOFOM ER, 9.50%, 2/7/2026(a)		370,000		413,956
Unifin Financiera SAB de CV SOFOM ENR Reg. S, 7.00%, 1/15/2025		238,000		229,375
(US Treasury Yield Curve Rate T Note Constant Maturity 5 Year + 6.31%), 8.88%, 1/29/2025(a)(b)(c)		259,000		235,369

				878,700

Equity Real Estate Investment Trusts (REITs) 0.5%
Trust F/1401, Reg. S, 6.95%, 1/30/2044		375,000		420,004

Oil, Gas & Consumable Fuels 0.6%
Petroleos Mexicanos, Reg. S, 7.19%, 9/12/2024		MXN 11,891,200		513,468

Wireless Telecommunication Services 1.0%
Sixsigma Networks Mexico SA de CV, 7.50%, 5/2/2025(a)		$ 800,000		770,840

				3,413,862




NIGERIA 0.5%
Construction & Engineering 0.5%
IHS Netherlands Holdco BV, Reg. S, 9.50%, 10/27/2021		390,000		403,182




PANAMA 1.0%
Banks 1.0%
Global Bank Corp., (ICE LIBOR USD 3 Month + 3.30%), 5.25%, 4/16/2029(a)(b)		770,000		813,312




POLAND 1.1%
Banks 1.1%
Powszechna Kasa Oszczednosci Bank Polski SA, Reg. S, 4.63%, 9/26/2022		800,000		841,811




RUSSIA 1.0%
Consumer Finance 1.0%
GTLK Europe DAC, Reg. S, 5.13%, 5/31/2024		740,000		754,800




SAUDI ARABIA 1.0%
Oil, Gas & Consumable Fuels 1.0%
Saudi Arabian Oil Co. 2.88%, 4/16/2024(a)		363,000		366,065
4.25%, 4/16/2039(a)		200,000		208,166
Reg. S, 4.25%, 4/16/2039		200,000		208,167

				782,398




SINGAPORE 1.2%
Oil, Gas & Consumable Fuels 1.2%
Puma International Financing SA, 5.00%, 1/24/2026(a)		1,000,000		942,477




SOUTH AFRICA 0.9%
Chemicals 0.4%
SASOL Financing USA LLC, 5.88%, 3/27/2024		307,000		328,963


Corporate Bonds (continued)
	Principal Amount		Value

SOUTH AFRICA (continued)
Diversified Telecommunication Services 0.5%
Liquid Telecommunications Financing plc, Reg. S, 8.50%, 7/13/2022		$ 365,000	$	367,321

				696,284




SPAIN 0.5%
Construction & Engineering 0.5%
International Airport Finance SA, 12.00%, 3/15/2033(a)		357,000		401,268




THAILAND 0.8%
Oil, Gas & Consumable Fuels 0.8%
PTTEP Treasury Center Co. Ltd., (US Treasury Yield Curve Rate T Note Constant Maturity 5 Year + 2.72%), 4.60%, 7/17/2022(a)(b)(c)		600,000		613,672




TOGO 1.1%
Banks 1.1%
Ecobank Transnational, Inc., 9.50%, 4/18/2024(a)		770,000		874,620




TUNISIA 1.6%
Banks 1.6%
Banque Centrale de Tunisie International Bond
6.75%, 10/31/2023(a)		EUR 608,000		693,315
6.38%, 7/15/2026(a)		479,000		530,423

				1,223,738




TURKEY 1.0%
Banks 1.0%
Turkiye Garanti Bankasi A/S, Reg. S, 5.88%, 3/16/2023		$ 800,000		791,072




UKRAINE 0.5%
Metals & Mining 0.5%
Metinvest BV, 8.50%, 4/23/2026(a)		338,000		359,294




UNITED ARAB EMIRATES 1.5%
Airlines 0.7%
Zahidi Ltd., Reg. S, 4.50%, 3/22/2028		541,439		550,232

Diversified Financial Services 0.5%
ICD Sukuk Co. Ltd., Reg. S, 5.00%, 2/1/2027		370,000		385,030

Multi-Utilities 0.3%
Abu Dhabi National Energy Co. PJSC, 4.88%, 4/23/2030(a)		200,000		224,004

				1,159,266




VENEZUELA, BOLIVARIAN REPUBLIC OF 0.1%
Oil, Gas & Consumable Fuels 0.1%
Petroleos de Venezuela SA, Reg. S, 5.50%, 4/12/2037(d)		560,000		78,400




ZAMBIA 0.8%
Metals & Mining 0.8%
First Quantum Minerals Ltd. Reg. S, 7.25%, 5/15/2022		400,000		402,620
Reg. S, 6.88%, 3/1/2026		200,000		189,000

				591,620

Total Corporate Bonds (cost $21,308,323)				21,943,277


Foreign Government Securities 65.2%
	Principal Amount		Value

ANGOLA 0.5%
Republic of Angola, Reg. S, 8.25%, 5/9/2028		400,000		425,270


Foreign Government Securities (continued)
	Principal Amount	Value

ARGENTINA 0.4%
Republic of Argentina
(ARLLMONP + 0.00%), 28.97%, 6/21/2020 (b)	ARS 3,929,680	$	87,096
7.50%, 4/22/2026	$ 267,000		228,285

			315,381




ARMENIA 0.7%
Republic of Armenia, Reg. S, 7.15%, 3/26/2025	448,000		517,075




BAHAMAS 2.0%
Commonwealth of the Bahamas, 6.00%, 11/21/2028 (a)	1,390,000		1,529,014




BELIZE 0.5%
Republic of Belize, Reg. S, 4.94%, 2/20/2034 (e)	685,400		418,951




BRAZIL 5.5%
Brazil Notas do Tesouro Nacional, 10.00%, 1/1/2023	BRL 11,194,000		3,253,332
Federative Republic of Brazil, 10.00%, 1/1/2025	3,606,000		1,076,972

			4,330,304




COLOMBIA 2.4%
Republic of Colombia, 7.50%, 8/26/2026	COP 1,053,700,000		356,672
Titulos de Tesoreria, 7.75%, 9/18/2030	4,303,200,000		1,496,947

			1,853,619




COSTA RICA 0.9%
Republic of Costa Rica Reg. S, 10.35%, 6/19/2030	CRC 262,000,000		469,986
Reg. S, 7.00%, 4/4/2044	$ 200,000		203,752
Reg. S, 7.16%, 3/12/2045	21,000		21,709

			695,447




CZECH REPUBLIC 0.9%
Czech Republic Government Bond 2.00%, 10/13/2033	CZK 13,300,000		603,347
Reg. S, 4.20%, 12/4/2036	2,380,000		140,857

			744,204




DOMINICAN REPUBLIC 1.0%
Dominican Republic Bond, Reg. S, 5.50%, 1/27/2025	$ 705,000		749,070




ECUADOR 1.1%
Republic of Ecuador, Reg. S, 10.75%, 3/28/2022	752,000		831,908




EGYPT 2.4%
Arab Republic of Egypt
6.13%, 1/31/2022 (a)	388,000		405,266
6.20%, 3/1/2024 (a)	212,000		224,983
7.60%, 3/1/2029 (a)	242,000		259,090
5.63%, 4/16/2030 (a)	EUR 668,000		752,962
8.70%, 3/1/2049 (a)	$ 200,000		218,500

			1,860,801




EL SALVADOR 1.3%
Republic of El Salvador
Reg. S, 5.88%, 1/30/2025	626,000		643,215
Reg. S, 8.63%, 2/28/2029	224,000		262,082
Reg. S, 8.25%, 4/10/2032	119,000		135,660

			1,040,957




GABON 1.2%
Republic of Gabon, Reg. S, 6.38%, 12/12/2024	971,000		963,717


Foreign Government Securities (continued)
	Principal Amount	Value

GEORGIA 1.2%
Republic of Georgia, Reg. S, 6.88%, 4/12/2021	$ 911,000	$	958,908




GHANA 0.6%
Ghana Government Bond, 8.63%, 6/16/2049 (a)	467,000		473,296




INDONESIA 4.5%
Republic of Indonesia
8.38%, 3/15/2024	IDR 8,352,000,000		633,660
8.38%, 9/15/2026	11,666,000,000		887,289
6.63%, 5/15/2033	12,831,000,000		840,830
8.38%, 3/15/2034	15,714,000,000		1,190,943

			3,552,722




MALAYSIA 0.9%
Malaysia Government Bond
3.84%, 4/15/2033	MYR 1,507,000		365,566
4.64%, 11/7/2033	1,320,000		347,841

			713,407




MEXICO 6.7%
United Mexican States
10.00%, 12/5/2024	MXN 6,603,600		385,374
5.75%, 3/5/2026	40,426,600		1,930,604
7.50%, 6/3/2027	16,504,600		862,610
8.50%, 5/31/2029	20,750,300		1,156,040
8.50%, 11/18/2038	15,968,200		885,903

			5,220,531




NIGERIA 0.8%
Nigeria Government Bond
7.14%, 2/23/2030 (a)	$ 297,000		306,516
7.63%, 11/28/2047 (a)	300,000		301,674

			608,190




PAPUA NEW GUINEA 1.1%
Papua New Guinea Government International Bond
8.38%, 10/4/2028 (a)	400,000		432,000
Reg. S, 8.38%, 10/4/2028	400,000		432,000

			864,000




PARAGUAY 1.3%
Republic of Paraguay, 5.40%, 3/30/2050 (a)	920,000		1,035,009




PERU 2.9%
Republic of Peru
Reg. S, 8.20%, 8/12/2026	PEN 2,066,000		784,936
Reg. S, 5.94%, 2/12/2029 (a)	3,664,000		1,238,229
Reg. S, 6.90%, 8/12/2037	713,000		262,926

			2,286,091




PHILIPPINES 1.8%
Republic of Philippines
6.25%, 3/22/2028	PHP 15,700,000		341,127
6.88%, 1/10/2029	36,000,000		821,099
6.25%, 1/14/2036	10,000,000		228,543

			1,390,769




QATAR 3.0%
Qatar Government Bond
4.50%, 4/23/2028 (a)	$ 1,450,000		1,634,875
Reg. S, 4.82%, 3/14/2049	591,000		684,082

			2,318,957


Foreign Government Securities (continued)
	Principal Amount	Value

ROMANIA 0.1%
Socialist Republic of Romania, 5.00%, 2/12/2029	RON 250,000	$	61,210




RUSSIA 2.3%
Russian Federal Bond - OFZ
7.00%, 12/15/2021	RUB 24,728,000		389,879
7.10%, 10/16/2024	86,952,000		1,373,472

			1,763,351




SAUDI ARABIA 4.4%
Kingdom of Saudi Arabia
Reg. S, 3.63%, 3/4/2028	$ 1,481,000		1,546,312
4.38%, 4/16/2029	443,000		488,592
Reg. S, 4.50%, 4/17/2030	356,000		396,050
Reg. S, 4.63%, 10/4/2047	957,000		1,025,712

			3,456,666




SENEGAL 1.3%
Republic of Senegal
Reg. S, 4.75%, 3/13/2028	EUR 573,000		661,921
6.25%, 5/23/2033 (a)	$ 380,000		376,409

			1,038,330




SERBIA 0.9%
Republic of Serbia
Reg. S, 7.25%, 9/28/2021	296,000		323,433
1.50%, 6/26/2029 (a)	EUR 358,000		398,929

			722,362




SOUTH AFRICA 1.1%
Republic of South Africa
7.75%, 2/28/2023	ZAR 6,287,000		441,794
8.25%, 3/31/2032	2,475,000		158,536
6.25%, 3/31/2036	5,000,000		251,749

			852,079




SRI LANKA 1.0%
Democratic Socialist Republic of Sri Lanka, 7.55%, 3/28/2030 (a)	$ 780,000		793,607




THAILAND 3.2%
Kingdom of Thailand
Reg. S, 1.25%, 3/12/2028 (f)	THB 66,527,893		2,098,850
3.78%, 6/25/2032	10,456,000		409,511

			2,508,361




TURKEY 1.1%
Republic of Turkey
12.20%, 1/18/2023	TRY 4,085,000		674,124
7.10%, 3/8/2023	1,340,000		186,798

			860,922




UKRAINE 2.6%
Ukraine Government Bond
Reg. S, 7.75%, 9/1/2023	$ 1,298,000		1,387,562
Reg. S, 7.38%, 9/25/2032	600,000		609,600

			1,997,162




URUGUAY 1.0%
Oriental Republic of Uruguay, 4.38%, 12/15/2028 (f)	UYU 24,382,229		768,270




UZBEKISTAN 0.5%
Republic of Uzbekistan, Reg. S, 4.75%, 2/20/2024	$ 382,000		402,735


Foreign Government Securities (continued)
	Principal Amount		Value

VENEZUELA, BOLIVARIAN REPUBLIC OF 0.1%
Bolivarian Republic of Venezuela, Reg. S, 11.75%, 10/21/2026 (d)	$	445,000	$	67,862


Total Foreign Government Securities (cost $48,696,974)				50,990,515


Total Investments (cost $70,451,781) — 93.9%				73,401,280

Other assets in excess of liabilities — 6.1%				4,738,624

NET ASSETS — 100.0%			$	78,139,904

(a)

(b)	Variable or floating rate security, linked to the referenced benchmark. The interest rate shown was the current rate as of July 31, 2019.

(c)	Perpetual Bond Security. The rate reflected in the Statement of Investments is the rate in effect on July 31, 2019. The maturity date reflects the next call date.

(d)	Security in default.

(e)	Step Bond. Coupon rate is set for an initial period and then increases to a higher coupon rate at a specific date. The rate shown is the rate at July 31, 2019.

(f)	Principal amounts are not adjusted for inflation.


ARLLMONP		Argentina Blended Policy Rate
ICE		Intercontinental Exchange
LIBOR		London Interbank Offered Rate
Reg. S		Regulation S — Security was purchased pursuant to Regulation S under the Securities Act of 1933, which exempts from registration securities offered and sold outside of the United States. Such security cannot be sold in the United States without either an effective registration statement filed pursuant to the Securities Act of 1933 or pursuant to an exemption from registration. Currently there is no restriction on trading this security.
REIT		Real Estate Investment Trust

Currency:
ARS		Argentina Peso
BRL		Brazilian Real
COP		Colombian Peso
CRC		Costa Rica Colón
CZK		Czech Republic Koruna
EUR		Euro
IDR		Indonesian Rupiah
MXN		Mexican Peso
MYR		Malaysia Ringgit
PEN		Peru Nuevo Sol
PHP		Philippines Peso
RON		Romanian Leu
RUB		Russia Ruble
THB		Thailand Baht
TRY		Turkish Lira
USD		United States Dollar
UYU		Uruguayan Peso
ZAR		South African Rand

Centrally Cleared Interest rate swap contracts outstanding as of July 31, 2019:

At July 31, 2019, the Fund had $84,235 segregated as collateral for interest rate swap contracts.

• Level 2 — Other significant observable inputs (including quoted prices of similar securities, interest rates, prepayment speeds, credit risk, etc.)

• Level 3 — Significant unobservable inputs (including the Fund’s own assumptions in determining the fair value of investments)

Changes in valuation techniques may result in transfers into or out of an investment’s assigned level within the hierarchy.

At July 31, 2019, 100% of the market value of the Fund was determined based on Level 2 inputs.

Interest Rate Swap Contracts. The Fund entered into interest rate swap contracts to hedge against investment risks, to manage portfolio duration, to obtain exposure to the investment characteristics of certain bonds or groups of bonds, and/or to otherwise increase returns. Interest rate swap contracts are swaps contracts in which the parties exchange their rights to receive payments on a security or other reference rate. For example, the parties might swap the right to receive floating rate payments for the right to receive fixed rate payments. The Fund has segregated liquid assets to cover its obligations under the interest rate swap contract.

Interest rate swap contracts are valued daily and unrealized appreciation (depreciation) is recorded. Certain interest rate swap contracts may accrue periodic interest on a daily basis as a component of unrealized appreciation (depreciation); the Fund will realize a gain or loss upon the payment or receipt of accrued interest. The Fund will realize a gain or a loss when the interest rate swap is terminated. The use of interest rate swap contracts involves the risk that the investment adviser will not accurately predict anticipated changes in interest rates, which may result in losses to the Fund. Interest rate swap contracts also involve the possible failure of a counterparty to perform in accordance with the terms of the swap agreement. If a counterparty defaults on its obligations under a swap agreement, the Fund may lose any amount it expected to receive from the counterparty, potentially including amounts in excess of the Fund’s initial investment. Interest rate swap contracts are marked-to-market daily based on valuations from an independent pricing service. Interest rate swap contracts are generally categorized as Level 2 investments within the hierarchy.

The Fund is subject to foreign currency exchange risk in the normal course of pursuing its objective(s). The Fund entered into forward foreign currency contracts in connection with planned purchases or sales of securities denominated in a foreign currency, to express a view on a foreign currency vs the U.S. dollar or other foreign currency and/or to hedge the U.S. dollar value of portfolio securities denominated in a foreign currency. A forward foreign currency contract involves an obligation to purchase or sell a specific currency at a future date, which may be any fixed number of days from the date of the contract agreed upon by the parties, at a price set at the time of the contract. Forward foreign currency contracts are generally valued at the mean of the last quoted bid and ask prices, as provided by an independent pricing service approved by the Board of Trustees, and are generally categorized as Level 2 investments within the hierarchy. The market value of a forward foreign currency contract fluctuates with changes in foreign currency exchange rates. All commitments are marked-to-market daily at the applicable exchange rates and any resulting unrealized appreciation or depreciation is recorded. Realized gains or losses are recorded at the time the forward foreign currency contract matures or at the time of delivery of the currency. Forward foreign currency contracts entail the risk of unanticipated movements in the value of the foreign currency relative to the U.S. dollar, and the risk that the counterparties to the contracts may be unable to meet their obligations under the contract.

The following tables provide a summary of the Fund’s derivative instruments categorized by risk exposure as of July 31, 2019:

Fair Values of Derivatives not Accounted for as Hedging Instruments as of July 31, 2019

(a) Centrally cleared interest rate swap contracts are included in the table at unrealized appreciation/(depreciation).


Common Stocks 99.2%
	Shares		Value

Aerospace & Defense 3.6%
Boeing Co. (The)		31,215	$	10,649,934
Lockheed Martin Corp.		35,678		12,921,501
United Technologies Corp.		101,830		13,604,488

				37,175,923


Airlines 0.3%
Southwest Airlines Co.		54,821		2,824,926


Banks 3.3%
Bank of America Corp.		1,107,578		33,980,493


Beverages 2.4%
Coca-Cola Co. (The)		418,237		22,011,813
Monster Beverage Corp. *		43,630		2,812,826

				24,824,639


Biotechnology 1.0%
Alnylam Pharmaceuticals, Inc. *		9,507		737,648
Biogen, Inc. *		5,143		1,223,108
Incyte Corp. *		17,013		1,444,744
Regeneron Pharmaceuticals, Inc. *		2,109		642,739
Seattle Genetics, Inc. *		31,662		2,397,130
Vertex Pharmaceuticals, Inc. *		25,367		4,226,650

				10,672,019


Capital Markets 2.3%
Blackstone Group, Inc. (The), Class A		128,036		6,143,167
Raymond James Financial, Inc.		56,629		4,568,261
TD Ameritrade Holding Corp.		245,296		12,534,626

				23,246,054


Chemicals 1.9%
Celanese Corp.		43,154		4,840,584
Dow, Inc.		40,332		1,953,682
DuPont de Nemours, Inc.		20,915		1,509,226
FMC Corp.		38,842		3,356,726
Linde plc		22,331		4,271,474
PPG Industries, Inc.		33,061		3,881,031

				19,812,723


Construction & Engineering 0.4%
Jacobs Engineering Group, Inc.		55,915		4,613,547


Consumer Finance 0.6%
American Express Co.		48,690		6,055,575


Containers & Packaging 1.0%
Ball Corp.		69,192		4,945,844
Crown Holdings, Inc. *		43,238		2,767,664
International Paper Co.		57,346		2,518,063

				10,231,571


Diversified Financial Services 0.8%
AXA Equitable Holdings, Inc.		48,343		1,086,751
Berkshire Hathaway, Inc., Class B *		36,058		7,407,395

				8,494,146


Diversified Telecommunication Services 1.7%
Verizon Communications, Inc.		316,502		17,493,066


Electric Utilities 1.9%
Edison International		102,300		7,625,442
Exelon Corp.		137,919		6,214,630
NextEra Energy, Inc.		26,112		5,409,623

				19,249,695


Electrical Equipment 0.4%
AMETEK, Inc.		24,641		2,208,080
Rockwell Automation, Inc.		9,200		1,479,176

				3,687,256


Energy Equipment & Services 0.5%
Schlumberger Ltd.		140,330		5,608,990


Entertainment 1.5%
Liberty Media Corp-Liberty Formula One, Class C *		60,640		2,388,003


Common Stocks (continued)
	Shares		Value

Entertainment (continued)
Netflix, Inc. *		17,727	$	5,725,644
Spotify Technology SA *		9,614		1,489,593
Walt Disney Co. (The)		39,186		5,603,990

				15,207,230


Equity Real Estate Investment Trusts (REITs) 3.1%
Alexandria Real Estate Equities, Inc.		36,038		5,274,522
American Tower Corp.		57,615		12,192,486
Equinix, Inc.		12,934		6,494,161
HCP, Inc.		110,151		3,517,122
Public Storage		20,471		4,969,540

				32,447,831


Food Products 0.7%
Mondelez International, Inc., Class A		142,528		7,623,823


Health Care Equipment & Supplies 4.5%
Abbott Laboratories		203,838		17,754,290
Baxter International, Inc.		76,870		6,454,774
Boston Scientific Corp. *		303,829		12,900,579
Danaher Corp.		65,006		9,133,343

				46,242,986


Health Care Providers & Services 2.8%
Anthem, Inc.		59,361		17,488,344
HCA Healthcare, Inc.		46,686		6,233,048
UnitedHealth Group, Inc.		19,592		4,878,604

				28,599,996


Hotels, Restaurants & Leisure 1.6%
Marriott International, Inc., Class A		18,416		2,560,929
McDonald’s Corp.		53,581		11,290,588
MGM Resorts International		88,647		2,661,183

				16,512,700


Household Durables 1.0%
Lennar Corp., Class A		207,208		9,856,885


Household Products 1.9%
Procter & Gamble Co. (The)		165,434		19,527,829


Independent Power and Renewable Electricity Producers 0.8%
NRG Energy, Inc.		251,909		8,600,173


Industrial Conglomerates 0.2%
3M Co.		4,745		829,046
General Electric Co.		126,375		1,320,619

				2,149,665


Insurance 3.9%
American International Group, Inc.		175,177		9,808,160
Athene Holding Ltd., Class A *		136,339		5,570,811
Hartford Financial Services Group, Inc. (The)		118,041		6,802,703
Marsh & McLennan Cos., Inc.		79,407		7,845,412
Progressive Corp. (The)		46,820		3,791,484
Prudential Financial, Inc.		61,293		6,209,594

				40,028,164


Interactive Media & Services 6.1%
Alphabet, Inc., Class A *		31,795		38,732,669
Facebook, Inc., Class A *		126,226		24,516,876

				63,249,545


Internet & Direct Marketing Retail 6.3%
Amazon.com, Inc. *		28,390		52,997,884
Expedia Group, Inc.		86,930		11,539,088

				64,536,972


IT Services 5.0%
FleetCor Technologies, Inc. *		29,954		8,512,028
Global Payments, Inc.		71,736		12,045,909
GoDaddy, Inc., Class A *		65,182		4,783,055
PayPal Holdings, Inc. *		64,490		7,119,696


Common Stocks (continued)
	Shares		Value

IT Services (continued)
Total System Services, Inc.		23,210	$	3,150,062
Visa, Inc., Class A		89,093		15,858,554

				51,469,304


Life Sciences Tools & Services 1.1%
Thermo Fisher Scientific, Inc.		40,464		11,236,044


Machinery 2.7%
Caterpillar, Inc.		17,284		2,275,784
Dover Corp.		5,601		542,457
Fortive Corp.		51,527		3,918,628
Illinois Tool Works, Inc.		36,620		5,647,903
Ingersoll-Rand plc		57,689		7,133,822
Wabtec Corp. (a)		104,303		8,102,257

				27,620,851


Media 2.5%
Charter Communications, Inc., Class A *		18,383		7,084,441
Comcast Corp., Class A		426,677		18,419,646

				25,504,087


Metals & Mining 0.1%
Freeport-McMoRan, Inc.		28,863		319,225
Nucor Corp.		15,707		854,146

				1,173,371


Multi-Utilities 1.5%
National Grid plc, ADR-UK		38,567		1,983,886
Sempra Energy		97,399		13,190,747

				15,174,633


Oil, Gas & Consumable Fuels 4.3%
Chevron Corp.		60,298		7,423,287
Concho Resources, Inc.		18,007		1,758,924
Diamondback Energy, Inc.		22,518		2,329,037
Encana Corp.		431,956		1,974,039
Exxon Mobil Corp.		221,031		16,435,865
Marathon Petroleum Corp.		99,432		5,606,970
Noble Energy, Inc.		107,277		2,368,676
TC Energy Corp.		140,999		6,903,311

				44,800,109


Pharmaceuticals 4.8%
Allergan plc		45,634		7,324,257
AstraZeneca plc, ADR-UK		306,789		13,317,710
Bristol-Myers Squibb Co.		220,007		9,770,511
Elanco Animal Health, Inc. *		4,782		157,615
Mylan NV *		123,771		2,586,814
Pfizer, Inc.		375,528		14,585,507
Teva Pharmaceutical Industries Ltd., ADR-IL *		166,330		1,318,997

				49,061,411


Professional Services 1.5%
Equifax, Inc.		19,684		2,737,847
IHS Markit Ltd. *		191,392		12,329,473

				15,067,320


Road & Rail 1.2%
JB Hunt Transport Services, Inc.		16,585		1,697,806
Norfolk Southern Corp.		56,605		10,818,348

				12,516,154


Semiconductors & Semiconductor Equipment 4.2%
Advanced Micro Devices, Inc. *		231,667		7,054,260
Intel Corp.		164,157		8,298,136
KLA Corp.		31,620		4,310,438
Marvell Technology Group Ltd.		340,293		8,936,094
Micron Technology, Inc. *		131,050		5,882,835


Common Stocks (continued)
	Shares		Value

Semiconductors & Semiconductor Equipment (continued)
Texas Instruments, Inc.		46,668	$	5,833,967
Xilinx, Inc.		23,760		2,713,630

				43,029,360


Software 6.8%
Adobe, Inc. *		13,722		4,100,957
Autodesk, Inc. *		9,165		1,431,298
Microsoft Corp.		297,050		40,479,004
salesforce.com, Inc. *		43,007		6,644,582
ServiceNow, Inc. *		8,503		2,358,647
Slack Technologies, Inc., Class A *		1,700		56,814
Splunk, Inc. *		11,266		1,524,402
SS&C Technologies Holdings, Inc.		211,452		10,139,123
Workday, Inc., Class A *		18,248		3,649,235

				70,384,062


Specialty Retail 2.7%
Lowe’s Cos., Inc.		123,009		12,473,113
TJX Cos., Inc. (The)		281,116		15,337,689

				27,810,802


Technology Hardware, Storage & Peripherals 3.1%
Apple, Inc.		123,701		26,353,261
Western Digital Corp.		100,097		5,394,227

				31,747,488


Textiles, Apparel & Luxury Goods 0.3%
NIKE, Inc., Class B		33,757		2,904,115


Tobacco 0.9%
Philip Morris International, Inc.		115,328		9,642,574

Total Common Stocks (cost $877,906,680)				1,021,696,107


Exchange Traded Fund 0.5%
	Shares		Value

Equity Fund 0.5%

SPDR S&P 500 ETF Trust		18,084		5,378,724

Total Exchange Traded Fund (cost $5,362,528)				5,378,724


Total Investments (cost $883,269,208) — 99.7%				1,027,074,831

Other assets in excess of liabilities — 0.3%				3,595,815


NET ASSETS — 100.0%			$	1,030,670,646

*	Denotes a non-income producing security.

(a)

The security or a portion of this security is on loan at July 31, 2019. The total value of securities on loan at July 31, 2019 was $4,188,739, which was collateralized by $4,485,996 in the form of U.S. Government Treasury Securities, interest rates ranging from 0.00% - 3.00%, and maturity dates ranging from 9/12/2019 – 2/15/2047.


ADR		American Depositary Receipt
ETF		Exchange Traded Fund
IL		Israel
REIT		Real Estate Investment Trust
UK		United Kingdom

• Level 2 — Other significant observable inputs (including quoted prices of similar securities, interest rates, prepayment speeds, credit risk, etc.)

• Level 3 — Significant unobservable inputs (including the Fund’s own assumptions in determining the fair value of investments)

Changes in valuation techniques may result in transfers into or out of an investment’s assigned level within the hierarchy.

At July 31, 2019, 100% of the market value of the Fund was determined based on Level 1 inputs.


Common Stocks 98.0%
	Shares		Value

Banks 2.7%
East West Bancorp, Inc.		193,651	$	9,297,185
Signature Bank		56,570		7,210,412

				16,507,597




Biotechnology 0.7%
Ligand Pharmaceuticals, Inc. *		47,952		4,388,088




Building Products 1.2%
Fortune Brands Home & Security, Inc.		131,305		7,213,897




Capital Markets 4.2%
Intercontinental Exchange, Inc.		162,413		14,269,606
Raymond James Financial, Inc.		136,562		11,016,457

				25,286,063




Commercial Services & Supplies 3.1%
Copart, Inc. *		241,026		18,686,746




Distributors 2.3%
Pool Corp.		74,072		14,027,015




Diversified Consumer Services 1.9%
Grand Canyon Education, Inc. *		104,218		11,335,792




Electronic Equipment, Instruments & Components 6.8%
Amphenol Corp., Class A		169,268		15,796,090
Cognex Corp.		140,694		6,191,943
National Instruments Corp.		212,877		8,889,743
Trimble, Inc. *		248,856		10,516,655

				41,394,431




Health Care Equipment & Supplies 15.3%
ABIOMED, Inc. *		43,031		11,986,715
Align Technology, Inc. *		34,435		7,199,670
Cooper Cos., Inc. (The)		41,240		13,914,376
IDEXX Laboratories, Inc. *		63,085		17,793,124
Masimo Corp. *		43,439		6,856,846
STERIS plc		108,305		16,122,282
Teleflex, Inc.		34,632		11,765,876
Varian Medical Systems, Inc. *		58,737		6,893,962

				92,532,851




Health Care Providers & Services 1.5%
HealthEquity, Inc. *		111,589		9,148,066




Health Care Technology 3.3%
Cerner Corp.		86,403		6,190,775
Medidata Solutions, Inc. *		151,372		13,830,860

				20,021,635




Hotels, Restaurants & Leisure 1.4%
Texas Roadhouse, Inc.		152,102		8,400,593




Household Products 2.6%
Church & Dwight Co., Inc.		207,280		15,637,203




Industrial Conglomerates 2.1%
Roper Technologies, Inc.		35,456		12,893,574




IT Services 10.5%
Broadridge Financial Solutions, Inc.		129,555		16,469,032
EPAM Systems, Inc. *		23,783		4,608,907
Fiserv, Inc. *		181,518		19,137,443
Gartner, Inc. *		76,382		10,642,304
Global Payments, Inc.		75,841		12,735,221

				63,592,907




Leisure Products 1.8%
Hasbro, Inc. (a)		91,046		11,031,133




Machinery 4.4%
IDEX Corp.		87,370		14,697,381
Snap-on, Inc.		34,341		5,240,780
WABCO Holdings, Inc. *		49,322		6,530,726

				26,468,887




Professional Services 6.5%
CoStar Group, Inc. *		37,417		23,026,422


Common Stocks (continued)
	Shares		Value

Professional Services (continued)
Verisk Analytics, Inc.		106,841	$	16,209,916

				39,236,338




Road & Rail 1.3%
JB Hunt Transport Services, Inc.		75,456		7,724,431




Semiconductors & Semiconductor Equipment 1.6%
Microchip Technology, Inc. (a)		101,782		9,610,256




Software 13.2%
ANSYS, Inc. *		71,995		14,623,624
Blackline, Inc. *		98,666		4,400,503
HubSpot, Inc. *		13,405		2,395,742
Intuit, Inc.		73,087		20,267,756
RealPage, Inc. *		220,718		13,790,461
SS&C Technologies Holdings, Inc.		182,879		8,769,048
Tyler Technologies, Inc. *		68,462		15,975,608

				80,222,742




Specialty Retail 6.0%
Burlington Stores, Inc. *		75,026		13,560,949
O’Reilly Automotive, Inc. *		36,942		14,066,036
Ulta Beauty, Inc. *		25,172		8,791,321

				36,418,306




Textiles, Apparel & Luxury Goods 1.3%
Carter’s, Inc.		84,527		7,862,702




Trading Companies & Distributors 2.3%
Fastenal Co.		188,332		5,800,626
Watsco, Inc.		48,144		7,829,177

				13,629,803

Total Common Stocks (cost $405,346,132)				593,271,056


Short-Term Investment 0.3%
	Shares		Value

Money Market Fund 0.3%
Fidelity Investments Money Market Government Portfolio — Institutional Class, 2.23% (b)(c)		1,790,054		1,790,054

Total Short-Term Investment (cost $1,790,054)				1,790,054


Repurchase Agreement 0.9%
	Principal Amount		Value

BNP Paribas Securities Corp., 2.53%, dated 7/31/2019, due 8/1/2019, repurchase price $5,638,442, collateralized by U.S. Treasury Note, 1.50%, maturing 8/15/2026; total market value $5,752,793. (c)	$	5,638,046		5,638,046

Total Repurchase Agreement (cost $5,638,046)				5,638,046


Total Investments (cost $412,774,232) — 99.2%				600,699,156
Other assets in excess of liabilities — 0.8%				4,898,093

NET ASSETS — 100.0%			$	605,597,249

• Level 2 — Other significant observable inputs (including quoted prices of similar securities, interest rates, prepayment speeds, credit risk, etc.)

• Level 3 — Significant unobservable inputs (including the Fund’s own assumptions in determining the fair value of investments)

Changes in valuation techniques may result in transfers into or out of an investment’s assigned level within the hierarchy.

Amounts designated as “–”, which may include fair valued securities, are zero or have been rounded to zero.


Common Stocks 95.5%
	Shares		Value

Airlines 1.7%
Allegiant Travel Co.		122,347	$	18,333,698




Auto Components 3.7%
Dorman Products, Inc. *		190,473		13,691,199
Fox Factory Holding Corp. *		346,392		27,739,072

				41,430,271




Banks 2.5%
Pacific Premier Bancorp, Inc. (a)		429,688		13,591,032
Texas Capital Bancshares, Inc. *		222,640		14,010,735

				27,601,767




Biotechnology 0.8%
Ligand Pharmaceuticals, Inc. *		93,691		8,573,663




Building Products 3.4%
AAON, Inc.		360,719		18,324,525
Trex Co., Inc. *		237,389		19,406,551

				37,731,076




Capital Markets 2.0%
MarketAxess Holdings, Inc.		65,065		21,929,508




Chemicals 2.9%
Balchem Corp.		181,062		18,584,204
Sensient Technologies Corp.		197,356		13,453,758

				32,037,962




Commercial Services & Supplies 0.3%
Healthcare Services Group, Inc.		116,748		2,791,445




Diversified Consumer Services 3.2%
Bright Horizons Family Solutions, Inc. *		236,125		35,907,529




Electronic Equipment, Instruments & Components 2.6%
ePlus, Inc. *		189,911		14,414,245
Novanta, Inc. *		118,835		9,992,835
Rogers Corp. *		27,781		4,407,733

				28,814,813




Food Products 2.1%
J&J Snack Foods Corp.		127,825		23,754,998




Health Care Equipment & Supplies 11.5%
Cantel Medical Corp.		253,402		23,383,937
Globus Medical, Inc., Class A *		336,980		15,359,548
LeMaitre Vascular, Inc.		300,178		9,932,890
Masimo Corp. *		199,042		31,418,780
Neogen Corp. *		301,161		21,502,895
STAAR Surgical Co. *		87,790		2,573,125
Tactile Systems Technology, Inc. *		407,269		23,515,712

				127,686,887




Health Care Providers & Services 4.4%
HealthEquity, Inc. *		267,028		21,890,955
LHC Group, Inc. *		93,021		11,774,598
PetIQ, Inc. *(a)		446,544		15,289,667

				48,955,220




Health Care Technology 6.8%
Medidata Solutions, Inc. *		296,947		27,132,047
Omnicell, Inc. *		320,546		24,108,265
Tabula Rasa HealthCare, Inc. *(a)		156,902		9,456,484
Vocera Communications, Inc. *(a)		575,915		14,783,738

				75,480,534




Hotels, Restaurants & Leisure 1.5%
Texas Roadhouse, Inc.		298,633		16,493,501




Insurance 2.3%
Kinsale Capital Group, Inc.		284,446		25,560,317




IT Services 1.6%
ExlService Holdings, Inc. *		250,734		17,247,992




Life Sciences Tools & Services 2.6%
Bio-Techne Corp.		137,798		28,958,250




Machinery 7.5%
Barnes Group, Inc.		242,727		12,631,513
Donaldson Co., Inc.		378,137		18,887,943
Middleby Corp. (The) *		76,835		10,325,087


Common Stocks (continued)
	Shares		Value

Machinery (continued)
Proto Labs, Inc. *		133,725	$	13,920,773
RBC Bearings, Inc. *		167,858		27,308,818

				83,074,134




Multiline Retail 1.9%
Ollie’s Bargain Outlet Holdings, Inc. *		253,121		21,436,817




Pharmaceuticals 0.9%
Supernus Pharmaceuticals, Inc. *		291,609		9,730,992




Professional Services 2.9%
Exponent, Inc.		465,227		32,007,618




Road & Rail 2.7%
Genesee & Wyoming, Inc., Class A *		155,637		17,090,499
Marten Transport Ltd.		623,252		12,508,668

				29,599,167




Semiconductors & Semiconductor Equipment 3.2%
Inphi Corp. *		297,790		17,929,936
Monolithic Power Systems, Inc.		116,447		17,252,787

				35,182,723




Software 18.1%
Alarm.com Holdings, Inc. *		356,646		17,800,202
Blackbaud, Inc.		206,065		18,751,915
Blackline, Inc. *		267,309		11,921,981
Bottomline Technologies DE, Inc. *		378,699		15,939,441
Descartes Systems Group, Inc. (The) *		459,186		16,668,452
Envestnet, Inc. *		349,194		24,935,943
Fair Isaac Corp. *		96,985		33,694,529
Paycom Software, Inc. *		97,731		23,528,738
Q2 Holdings, Inc. *		218,848		17,479,390
Tyler Technologies, Inc. *		84,421		19,699,640

				200,420,231




Thrifts & Mortgage Finance 0.9%
Axos Financial, Inc. *		353,274		10,354,461




Trading Companies & Distributors 1.5%
Beacon Roofing Supply, Inc. *		177,129		6,417,384
SiteOne Landscape Supply, Inc. *(a)		136,214		10,062,128

				16,479,512

Total Common Stocks (cost $763,886,162)				1,057,575,086


Short-Term Investment 0.8%
	Shares		Value

Money Market Fund 0.8%
Fidelity Investments Money Market Government Portfolio — Institutional Class, 2.23% (b)(c)		8,405,067		8,405,067

Total Short-Term Investment (cost $8,405,067)				8,405,067


Repurchase Agreement 2.4%
	Principal Amount		Value

BNP Paribas Securities Corp., 2.53%, dated 7/31/2019, due 8/1/2019, repurchase price $26,474,888, collateralized by U.S. Treasury Note, 1.50%, maturing 8/15/2026; total market value $27,011,811. (c)	$	26,473,028	$	26,473,028

Total Repurchase Agreement (cost $26,473,028)			$	26,473,028


Total Investments (cost $798,764,257) — 98.7%				1,092,453,181
Other assets in excess of liabilities — 1.3%				14,760,965

NET ASSETS — 100.0%			$	1,107,214,146

*	Denotes a non-income producing security.

(a)

The security or a portion of this security is on loan at July 31, 2019. The total value of securities on loan at July 31, 2019 was $34,721,751, which was collateralized by cash used to purchase a money market fund and a repurchase agreement with a value of $8,405,067 and $26,473,028, respectively, and by $115,957 of collateral in the form of U.S. Government Treasury Securities, interest rates ranging from 0.00% - 3.00%, and maturity dates ranging from 9/12/2019 – 2/15/2047; a total value of $34,994,052.

(b)	Represents 7-day effective yield as of July 31, 2019.

(c)	Security was purchased with cash collateral held from securities on loan. The total value of securities purchased with cash collateral as of July 31, 2019 was $34,878,095.

• Level 2 — Other significant observable inputs (including quoted prices of similar securities, interest rates, prepayment speeds, credit risk, etc.)

• Level 3 — Significant unobservable inputs (including the Fund’s own assumptions in determining the fair value of investments)

Changes in valuation techniques may result in transfers into or out of an investment’s assigned level within the hierarchy.

Amounts designated as “–”, which may include fair valued securities, are zero or have been rounded to zero.


Common Stocks 97.1%
	Shares		Value

AUSTRALIA 1.9%
Commercial Services & Supplies 1.9%
Brambles Ltd.		114,958	$	1,029,272




AUSTRIA 0.8%
Banks 0.8%
Erste Group Bank AG *		11,672		417,435




CANADA 0.9%
Entertainment 0.9%
Entertainment One Ltd.		86,035		459,875




CHINA 2.4%
Chemicals 0.0%^†
Tianhe Chemicals Group Ltd. Reg. S *^¥(a)		2,702,000		0

Insurance 1.6%
Ping An Insurance Group Co. of China Ltd., Class H		73,000		865,837

Wireless Telecommunication Services 0.8%
China Mobile Ltd.		50,000		425,608

				1,291,445




DENMARK 1.7%
Biotechnology 0.7%
Genmab A/S *		1,989		366,636

Marine 1.0%
AP Moller - Maersk A/S, Class B		495		554,397

				921,033




FINLAND 0.8%
Banks 0.8%
Nordea Bank Abp		68,818		440,196




GERMANY 4.3%
Auto Components 1.0%
Continental AG		3,909		540,729

Chemicals 1.1%
LANXESS AG		9,663		578,367

Machinery 1.1%
Jungheinrich AG (Preference)		11,761		261,798
KION Group AG		6,395		343,323

				605,121

Software 1.1%
SAP SE		4,720		585,506

				2,309,723




INDIA 1.5%
Banks 1.5%
Axis Bank Ltd., GDR Reg. S		17,023		832,976




INDONESIA 1.0%
Banks 1.0%
Bank Mandiri Persero Tbk. PT		919,700		520,710




JAPAN 7.1%
Diversified Financial Services 0.7%
ORIX Corp.		26,200		374,603

Entertainment 1.3%
Nintendo Co. Ltd.		1,900		696,105

Household Durables 1.1%
Sony Corp.		10,100		573,623

Machinery 1.2%
MINEBEA MITSUMI, Inc.		16,000		273,768
Nabtesco Corp.		14,600		393,202

				666,970


Common Stocks (continued)
	Shares		Value

JAPAN (continued)
Personal Products 1.5%
Kao Corp.		10,900	$	797,085

Pharmaceuticals 1.3%
Takeda Pharmaceutical Co. Ltd.		20,659		714,783

				3,823,169




NETHERLANDS 2.2%
Chemicals 1.2%
Koninklijke DSM NV		5,303		656,240

Semiconductors & Semiconductor Equipment 1.0%
NXP Semiconductors NV		5,196		537,214

				1,193,454




NORWAY 0.9%
Oil, Gas & Consumable Fuels 0.9%
Equinor ASA		26,151		466,870




SOUTH AFRICA 1.4%
Internet & Direct Marketing Retail 1.4%
Naspers Ltd., Class N		3,103		754,936




SWITZERLAND 5.8%
Health Care Equipment & Supplies 0.8%
Alcon, Inc. *		7,108		411,119

Insurance 2.0%
Zurich Insurance Group AG		3,170		1,102,517

Pharmaceuticals 1.6%
Novartis AG (Registered)		9,499		871,050

Textiles, Apparel & Luxury Goods 1.4%
Cie Financiere Richemont SA (Registered)		8,854		755,713

				3,140,399




UNITED KINGDOM 10.1%
Chemicals 1.9%
Linde plc		5,282		1,010,340

Electronic Equipment, Instruments & Components 1.3%
Spectris plc		22,746		705,876

Multi-Utilities 0.9%
Centrica plc		515,607		474,388

Personal Products 1.9%
Unilever NV		17,341		1,000,256

Pharmaceuticals 1.4%
GlaxoSmithKline plc		37,494		775,884

Software 1.8%
Sage Group plc (The)		112,840		984,183

Trading Companies & Distributors 0.9%
Ashtead Group plc		17,983		491,048

				5,441,975




UNITED STATES 54.3%
Airlines 1.6%
Delta Air Lines, Inc.		14,211		867,439

Banks 1.5%
Investors Bancorp, Inc.		24,170		274,571
US Bancorp		9,285		530,638

				805,209

Biotechnology 2.6%
Cyclerion Therapeutics, Inc. *		2,021		18,775
Incyte Corp. *		6,446		547,394
Ironwood Pharmaceuticals, Inc. *		50,389		535,635
Medicines Co. (The) *(b)		8,744		313,385

				1,415,189


Common Stocks (continued)
	Shares		Value

UNITED STATES (continued)
Building Products 1.3%
Allegion plc		6,900	$	714,426

Capital Markets 3.0%
Ameriprise Financial, Inc.		3,973		578,111
T. Rowe Price Group, Inc.		9,375		1,063,031

				1,641,142

Chemicals 2.4%
Ecolab, Inc.		6,422		1,295,510

Commercial Services & Supplies 0.7%
MSA Safety, Inc.		3,816		402,016

Entertainment 3.0%
Electronic Arts, Inc. *		3,791		350,668
Walt Disney Co. (The)		8,670		1,239,896

				1,590,564

Equity Real Estate Investment Trusts (REITs) 1.7%
Simon Property Group, Inc.		5,773		936,381

Food & Staples Retailing 1.3%
Costco Wholesale Corp.		2,577		710,299

Health Care Equipment & Supplies 1.2%
LivaNova plc *		3,600		277,380
Medtronic plc		3,400		346,596

				623,976

Health Care Providers & Services 3.1%
Laboratory Corp. of America Holdings *		3,251		544,608
UnitedHealth Group, Inc.		4,445		1,106,849

				1,651,457

Household Durables 1.1%
Mohawk Industries, Inc. *		4,794		597,764

Household Products 1.5%
Procter & Gamble Co. (The)		6,715		792,639

Insurance 2.1%
Marsh & McLennan Cos., Inc.		11,676		1,153,589

Internet & Direct Marketing Retail 3.2%
Amazon.com, Inc. *		931		1,737,972

IT Services 1.8%
Visa, Inc., Class A		5,543		986,654

Life Sciences Tools & Services 1.7%
Bio-Rad Laboratories, Inc., Class A *		2,855		899,040

Machinery 2.5%
AGCO Corp.		10,696		823,592
Gardner Denver Holdings, Inc. *		15,919		524,849

				1,348,441

Media 2.1%
Comcast Corp., Class A		26,752		1,154,884

Oil, Gas & Consumable Fuels 2.8%
EOG Resources, Inc.		5,469		469,514
Hess Corp.		15,628		1,013,319

				1,482,833

Pharmaceuticals 3.0%
Elanco Animal Health, Inc. *		14,812		488,204
Eli Lilly & Co.		3,070		334,477
Johnson & Johnson		5,967		777,022

				1,599,703

Semiconductors & Semiconductor Equipment 1.2%
Micron Technology, Inc. *		14,427		647,628


Common Stocks (continued)
	Shares		Value

UNITED STATES (continued)
Software 4.1%
Adobe, Inc. *		2,111	$	630,893
Microsoft Corp.		11,054		1,506,328


				2,137,221

Specialty Retail 2.3%
TJX Cos., Inc. (The)		22,210		1,211,778

Technology Hardware, Storage & Peripherals 1.5%
Western Digital Corp.		14,715		792,991

				29,196,745

Total Common Stocks (cost $44,890,626)				52,240,213


Short-Term Investment 0.0%†
	Shares		Value

Money Market Fund 0.0%†
Fidelity Investments Money Market Government Portfolio — Institutional Class, 2.23%(c)(d)		22,818		22,818

Total Short-Term Investment (cost $22,818)				22,818


Repurchase Agreement 0.1%
	Principal Amount		Value

BNP Paribas Securities Corp., 2.53%, dated 7/31/2019, due 8/1/2019, repurchase price $71,874, collateralized by U.S. Treasury Note, 1.50%, maturing 8/15/2026; total market value $73,332. (d)	$	71,869		71,869


Total Repurchase Agreement (cost $71,869)				71,869


Total Investments (cost $44,985,313) — 97.2%				52,334,900

Other assets in excess of liabilities — 2.8%				1,496,000


NET ASSETS — 100.0%			$	53,830,900

*	Denotes a non-income producing security.

^	Value determined using significant unobservable inputs.

¥	Fair valued security.

†	Amount rounds to less than 0.1%.

(a)

(b)

The security or a portion of this security is on loan at July 31, 2019. The total value of securities on loan at July 31, 2019 was $90,496, which was collateralized by cash used to purchase a money market fund and a repurchase agreement with a value of $22,818 and $71,869, respectively, a total value of $94,687.

(c)	Represents 7-day effective yield as of July 31, 2019.

(d)	Security was purchased with cash collateral held from securities on loan. The total value of securities purchased with cash collateral as of July 31, 2019 was $94,687.

• Level 2 — Other significant observable inputs (including quoted prices of similar securities, interest rates, prepayment speeds, credit risk, etc.)

• Level 3 — Significant unobservable inputs (including the Fund’s own assumptions in determining the fair value of investments)

Changes in valuation techniques may result in transfers into or out of an investment’s assigned level within the hierarchy.

Amounts designated as “–”, which may include fair valued securities, are zero or have been rounded to zero.

During the period ended July 31, 2019, the Fund held one common stock investment that was categorized as Level 3 investment which was valued at $0.


Asset-Backed Securities 4.2%
	Principal Amount		Value

Other 4.2%
CCG Receivables Trust, Series 2019-1, Class A2, 2.80%, 9/14/2026(a)	$	6,353,324	$	6,382,767
FNMA, REMICS Series 1998-73, Class MZ, 6.30%, 10/17/2038		155,764		156,893
NRZ Advance Receivables Trust 2015-ON1, Series 2019-T1, Class AT1, 2.59%, 7/15/2052(a)		3,303,000		3,293,768

Total Asset-Backed Securities (cost $9,811,672)				9,833,428


Collateralized Mortgage Obligations 1.0%
	Principal Amount		Value

FHLMC REMICS
Series 1684, Class I, 6.50%, 3/15/2024		132,438		146,660
Series 2296, Class H, 6.50%, 3/15/2031		16		16
FNMA REMICS
Series 1990-7, Class B, 8.50%, 1/25/2020		302		304
Series 1993-16, Class Z, 7.50%, 2/25/2023		7,811		8,202
Series 1993-226, Class PK, 6.00%, 12/25/2023		64,249		67,873
Series 2013-59, Class MX, 2.50%, 9/25/2042		1,999,825		2,008,681

Total Collateralized Mortgage Obligations (cost $2,233,836)				2,231,736


Corporate Bond 0.9%
	Principal Amount		Value

Diversified Financial Services 0.9%
Private Export Funding Corp.,
Series HH, 1.45%, 8/15/2019		2,000,000		1,999,295

Total Corporate Bond (cost $2,000,085)				1,999,295


Foreign Government Security 0.8%
	Principal Amount		Value

UNITED STATES 0.8%
Ukraine Government AID Bond, 1.47%, 9/29/2021		2,000,000		1,980,160

Total Foreign Government Security (cost $2,000,000)				1,980,160


Mortgage-Backed Securities 1.2%
	Principal Amount		Value

FNMA Pool
Pool# 874982 6.81%, 11/1/2025		1,468,744		1,669,447


Mortgage-Backed Securities (continued)
	Principal Amount		Value

FNMA Pool (continued)
Pool# 773298 4.91%, 4/1/2035(b)	$	615,729	$	641,714
Pool# 745769 4.39%, 7/1/2036(b)		351,703		366,938
Pool# 813605 4.69%, 7/1/2036(b)		125,334		130,309

Total Mortgage-Backed Securities (cost $2,611,589)				2,808,408


U.S. Government Agency Securities 4.8%
	Principal Amount		Value

FFCB, 2.43%, 9/13/2027		3,000,000		3,024,243
FHLB 5.37%, 9/9/2024		2,615,000		3,053,733
3.00%, 3/12/2027		2,000,000		2,124,507
Tennessee Valley Authority, 2.25%, 3/15/2020		3,000,000		3,001,077


Total U.S. Government Agency Securities (cost $11,006,051)				11,203,560


U.S. Treasury Obligations 87.0%
	Principal Amount		Value

U.S. Treasury Inflation Linked Bonds 2.38%, 1/15/2025 (c)		11,300,000		17,083,791
1.75%, 1/15/2028 (c)		4,800,000		6,570,652
3.63%, 4/15/2028 (c)		5,000,000		10,153,911
2.50%, 1/15/2029 (c)		4,750,000		6,816,432
3.88%, 4/15/2029 (c)		3,300,000		6,877,453
2.13%, 2/15/2041 (c)		7,375,000		11,214,025
0.75%, 2/15/2042 (c)		7,600,000		8,746,594
0.63%, 2/15/2043 (c)		13,050,000		14,267,478
0.88%, 2/15/2047 (c)		5,000,000		5,477,779
U.S. Treasury Inflation Linked Notes 1.38%, 1/15/2020 (c)		1,700,000		2,005,003
0.13%, 4/15/2020 (c)		7,800,000		8,430,041
0.13%, 4/15/2021 (c)		10,500,000		11,207,428
0.63%, 7/15/2021 (c)		11,300,000		12,880,114
0.13%, 1/15/2022 (c)(d)		6,000,000		6,725,098
0.13%, 7/15/2022 (c)		10,550,000		11,683,260
0.13%, 7/15/2024 (c)		11,150,000		11,987,290
0.25%, 1/15/2025 (c)		5,000,000		5,400,791
0.38%, 7/15/2025 (c)		12,000,000		13,085,781
0.13%, 7/15/2026 (c)		6,000,000		6,371,359
0.38%, 1/15/2027 (c)		10,250,000		10,951,948
0.38%, 7/15/2027 (c)		9,250,000		9,786,964
0.50%, 1/15/2028 (c)		5,000,000		5,282,010

Total U.S. Treasury Obligations (cost $201,656,304)				203,005,202


Total Investments
(cost $231,319,537) — 99.9%				233,061,789

Other assets in excess of liabilities — 0.1%				206,722


NET ASSETS — 100.0%			$	233,268,511

• Level 2 — Other significant observable inputs (including quoted prices of similar securities, interest rates, prepayment speeds, credit risk, etc.)

• Level 3 — Significant unobservable inputs (including the Fund’s own assumptions in determining the fair value of investments)

Changes in valuation techniques may result in transfers into or out of an investment’s assigned level within the hierarchy.

Amounts designated as “–”, which may include fair valued securities, are zero or have been rounded to zero.

The Fund is subject to interest rate risk in the normal course of pursuing its objective(s). The Fund entered into financial futures contracts (“futures contracts”) to gain exposure to and/ or hedge against changes in interest rates. Futures contracts are contracts for delayed delivery of securities or currencies at a specific future date and at a specific price or currency amount.

The following tables provide a summary of the Fund’s derivative instruments categorized by risk exposure as of July 31, 2019:

Fair Values of Derivatives not Accounted for as Hedging Instruments as of July 31, 2019


Common Stocks 99.3%
	Shares		Value

AUSTRALIA 8.0%

Banks 2.1%
Australia & New Zealand Banking Group Ltd.		275,837	$	5,250,907
Bank of Queensland Ltd.		40,530		258,265
Bendigo & Adelaide Bank Ltd.		46,113		361,542
Commonwealth Bank of Australia		170,268		9,563,116
National Australia Bank Ltd.		262,808		5,109,275
Westpac Banking Corp.		330,370		6,456,786

				26,999,891

Beverages 0.1%
Coca-Cola Amatil Ltd.		47,888		345,956
Treasury Wine Estates Ltd.		69,773		841,041

				1,186,997

Biotechnology 0.5%
CSL Ltd.		43,567		6,802,887

Capital Markets 0.3%
ASX Ltd.		18,679		1,124,137
Macquarie Group Ltd.		30,870		2,697,388

				3,821,525

Chemicals 0.1%
Incitec Pivot Ltd.		161,079		382,560
Orica Ltd.		38,356		571,148

				953,708

Commercial Services & Supplies 0.1%
Brambles Ltd.		154,562		1,383,865

Construction & Engineering 0.0%^†
CIMIC Group Ltd.		8,551		212,996

Construction Materials 0.0%^†
Boral Ltd.		103,823		365,379

Diversified Financial Services 0.0%^†
AMP Ltd.		277,480		338,704
Challenger Ltd.		47,382		228,859

				567,563

Diversified Telecommunication Services 0.1%
Telstra Corp. Ltd.		398,216		1,078,629
TPG Telecom Ltd.		32,780		155,924

				1,234,553

Electric Utilities 0.0%^†
AusNet Services		181,656		220,186

Energy Equipment & Services 0.0%^†
WorleyParsons Ltd.		28,634		314,262

Equity Real Estate Investment Trusts (REITs) 0.5%
Dexus		98,757		883,805
Goodman Group		158,493		1,601,241
GPT Group (The)		172,557		730,515
Mirvac Group		344,412		756,075
Scentre Group		516,209		1,404,679
Stockland		236,355		737,352
Vicinity Centres		313,997		558,813

				6,672,480

Food & Staples Retailing 0.3%
Coles Group Ltd.*		108,861		1,054,847
Woolworths Group Ltd.		120,372		2,924,439

				3,979,286

Gas Utilities 0.1%
APA Group		111,013		835,513


Common Stocks (continued)
	Shares		Value

AUSTRALIA (continued)
Health Care Equipment & Supplies 0.1%
Cochlear Ltd.		5,463	$	816,709

Health Care Providers & Services 0.1%
Ramsay Health Care Ltd.		13,102		651,405
Sonic Healthcare Ltd.		42,425		811,232

				1,462,637

Hotels, Restaurants & Leisure 0.2%
Aristocrat Leisure Ltd.		55,795		1,164,904
Crown Resorts Ltd.		35,525		287,897
Domino’s Pizza Enterprises Ltd.		5,159		135,846
Flight Centre Travel Group Ltd.		6,025		188,952
Tabcorp Holdings Ltd.		176,350		538,458

				2,316,057

Insurance 0.3%
Insurance Australia Group Ltd.		224,338		1,319,971
Medibank Pvt Ltd.		251,759		619,118
QBE Insurance Group Ltd.		124,313		1,059,072
Suncorp Group Ltd.		126,067		1,161,548

				4,159,709

Interactive Media & Services 0.0%^†
REA Group Ltd.		5,289		353,077

IT Services 0.0%^†
Computershare Ltd.		43,467		470,069

Metals & Mining 2.0%
Alumina Ltd.		250,230		397,906
BHP Group Ltd.		283,342		7,826,677
BHP Group plc		200,895		4,797,075
BlueScope Steel Ltd.		52,360		466,402
Fortescue Metals Group Ltd.		132,486		743,585
Newcrest Mining Ltd.		74,537		1,779,970
Rio Tinto Ltd.		36,086		2,436,845
Rio Tinto plc		109,001		6,189,200
South32 Ltd.		497,010		1,065,383

				25,703,043

Multiline Retail 0.2%
Harvey Norman Holdings Ltd.		59,475		177,901
Wesfarmers Ltd.		110,081		2,941,819

				3,119,720

Multi-Utilities 0.1%
AGL Energy Ltd.		63,672		911,109

Oil, Gas & Consumable Fuels 0.4%
Caltex Australia Ltd.		25,321		465,933
Oil Search Ltd.		133,132		638,511
Origin Energy Ltd.		170,818		917,176
Santos Ltd.		168,889		831,563
Washington H Soul Pattinson & Co. Ltd.		11,597		179,287
Woodside Petroleum Ltd.		88,816		2,085,807

				5,118,277

Professional Services 0.0%^†
SEEK Ltd.		31,885		454,513

Real Estate Management & Development 0.0%^†
Lendlease Group		55,377		549,408

Road & Rail 0.1%
Aurizon Holdings Ltd.		192,301		751,518

Transportation Infrastructure 0.3%
Sydney Airport		106,608		607,942


Common Stocks (continued)
	Shares		Value

AUSTRALIA (continued)
Transportation Infrastructure (continued)
Transurban Group		254,039	$	2,694,329

				3,302,271

				105,039,208




AUSTRIA 0.2%
Banks 0.1%
Erste Group Bank AG*		29,209		1,044,625
Raiffeisen Bank International AG		14,875		347,612

				1,392,237

Electric Utilities 0.0%^†
Verbund AG		6,001		336,479

Machinery 0.0%^†
ANDRITZ AG		6,555		234,170

Metals & Mining 0.0%^†
voestalpine AG		10,207		270,259

Oil, Gas & Consumable Fuels 0.1%
OMV AG		13,902		694,926

				2,928,071




BELGIUM 1.1%

Banks 0.1%
KBC Group NV		24,227		1,555,963

Beverages 0.6%
Anheuser-Busch InBev SA/NV		72,691		7,352,167

Chemicals 0.1%
Solvay SA		7,172		733,253
Umicore SA(a)		20,334		634,421

				1,367,674

Diversified Financial Services 0.1%
Groupe Bruxelles Lambert SA		7,833		739,126

Diversified Telecommunication Services 0.0%^†
Proximus SADP		13,940		397,299

Food & Staples Retailing 0.0%^†
Colruyt SA		5,305		275,640

Insurance 0.1%
Ageas		17,521		942,877

Media 0.0%^†
Telenet Group Holding NV		4,656		228,940

Pharmaceuticals 0.1%
UCB SA		12,163		949,773

				13,809,459




CHILE 0.0%^†
Metals & Mining 0.0%^†
Antofagasta plc		39,306		442,493



CHINA 0.2%

Banks 0.1%
BOC Hong Kong Holdings Ltd.		347,100		1,328,454

Biotechnology 0.1%
BeiGene Ltd., ADR*		3,420		469,703

Machinery 0.0%^†
Yangzijiang Shipbuilding Holdings Ltd.		239,666		248,894

				2,047,051


Common Stocks (continued)
	Shares		Value

COLOMBIA 0.0%^†

Wireless Telecommunication Services 0.0%^†
Millicom International Cellular SA, SDR		6,049	$	310,978




DENMARK 1.7%
Banks 0.1%
Danske Bank A/S		64,254		952,424

Beverages 0.1%
Carlsberg A/S, Class B		10,385		1,416,321

Biotechnology 0.1%
Genmab A/S*		5,769		1,063,411

Chemicals 0.2%
Chr Hansen Holding A/S		10,086		878,676
Novozymes A/S, Class B		21,255		985,967

				1,864,643

Commercial Services & Supplies 0.1%
ISS A/S		15,223		426,951

Electric Utilities 0.1%
Orsted A/S Reg. S(b)		17,652		1,607,868

Electrical Equipment 0.1%
Vestas Wind Systems A/S		18,380		1,506,300

Health Care Equipment & Supplies 0.1%
Coloplast A/S, Class B		11,534		1,343,339
Demant A/S*		10,859		320,160

				1,663,499

Insurance 0.0%^†
Tryg A/S		10,895		332,583

Marine 0.1%
AP Moller - Maersk A/S, Class A		343		366,073
AP Moller - Maersk A/S, Class B		635		711,196

				1,077,269

Pharmaceuticals 0.6%
H Lundbeck A/S		7,229		278,917
Novo Nordisk A/S, Class B		164,593		7,899,912

				8,178,829

Road & Rail 0.1%
DSV A/S		17,078		1,627,573

Textiles, Apparel & Luxury Goods 0.0%^†
Pandora A/S		10,637		408,607

				22,126,278




FINLAND 1.1%
Auto Components 0.0%^†
Nokian Renkaat OYJ		11,788		337,901

Banks 0.1%
Nordea Bank Abp		288,839		1,847,564

Communications Equipment 0.2%
Nokia OYJ		538,500		2,901,650

Diversified Telecommunication Services 0.1%
Elisa OYJ		13,148		617,279

Electric Utilities 0.1%
Fortum OYJ		42,872		984,777

Insurance 0.1%
Sampo OYJ, Class A		41,889		1,743,310

Machinery 0.2%
Kone OYJ, Class B		32,903		1,875,416
Metso OYJ		8,768		337,288


Common Stocks (continued)
	Shares		Value

FINLAND (continued)
Machinery (continued)
Wartsila OYJ Abp		42,969	$	538,524

				2,751,228

Oil, Gas & Consumable Fuels 0.1%
Neste OYJ		40,454		1,337,273

Paper & Forest Products 0.2%
Stora Enso OYJ, Class R		55,627		640,322
UPM-Kymmene OYJ		51,819		1,397,276

				2,037,598

Pharmaceuticals 0.0%^†
Orion OYJ, Class B		9,760		334,629

				14,893,209




FRANCE 10.9%
Aerospace & Defense 1.1%
Airbus SE		55,549		7,853,254
Dassault Aviation SA		257		352,205
Safran SA		31,669		4,538,179
Thales SA		10,323		1,163,308

				13,906,946

Air Freight & Logistics 0.0%^†
Bollore SA		81,557		350,323

Auto Components 0.2%
Cie Generale des Etablissements Michelin SCA		16,508		1,826,053
Faurecia SE		6,859		323,711
Valeo SA		23,722		740,429

				2,890,193

Automobiles 0.2%
Peugeot SA		57,100		1,340,889
Renault SA		18,662		1,036,941

				2,377,830

Banks 0.6%
BNP Paribas SA		107,200		4,981,286
Credit Agricole SA		107,408		1,274,849
Societe Generale SA		72,820		1,783,776

				8,039,911

Beverages 0.3%
Pernod Ricard SA		20,332		3,559,954
Remy Cointreau SA*		2,184		321,216

				3,881,170

Building Products 0.1%
Cie de Saint-Gobain		46,981		1,798,982

Capital Markets 0.1%
Amundi SA Reg. S(b)		5,500		379,033
Natixis SA		94,702		379,613

				758,646

Chemicals 0.5%
Air Liquide SA		40,794		5,630,029
Arkema SA		6,503		585,263

				6,215,292

Commercial Services & Supplies 0.1%
Edenred		23,230		1,164,872
Societe BIC SA		2,723		188,926

				1,353,798

Construction & Engineering 0.5%
Bouygues SA		21,834		779,993
Eiffage SA		7,612		751,224


Common Stocks (continued)
	Shares		Value

FRANCE (continued)
Construction & Engineering (continued)
Vinci SA		48,285	$	4,948,577

				6,479,794

Construction Materials 0.0%^†
Imerys SA		3,788		157,982

Diversified Financial Services 0.1%
Eurazeo SE		4,321		289,723
Wendel SA		2,490		341,377

				631,100

Diversified Telecommunication Services 0.2%
Iliad SA		2,730		280,217
Orange SA		190,629		2,828,515

				3,108,732

Electric Utilities 0.1%
Electricite de France SA		58,451		721,199

Electrical Equipment 0.5%
Legrand SA		25,168		1,774,199
Schneider Electric SE		52,211		4,495,216

				6,269,415

Electronic Equipment, Instruments & Components 0.0%^†
Ingenico Group SA		5,574		529,285

Entertainment 0.2%
Ubisoft Entertainment SA*		8,126		673,831
Vivendi SA		87,433		2,430,124

				3,103,955

Equity Real Estate Investment Trusts (REITs) 0.3%
Covivio		4,179		426,072
Gecina SA		4,285		651,529
ICADE		3,124		271,046
Klepierre SA		18,847		579,804
Unibail-Rodamco-Westfield		13,109		1,754,926

				3,683,377

Food & Staples Retailing 0.1%
Carrefour SA		57,469		1,104,269
Casino Guichard Perrachon SA(a)		4,862		179,240

				1,283,509

Food Products 0.4%
Danone SA		58,591		5,079,815

Health Care Equipment & Supplies 0.0%^†
BioMerieux		3,645		308,234

Hotels, Restaurants & Leisure 0.1%
Accor SA		18,060		803,668
Sodexo SA		8,273		947,348

				1,751,016

Household Durables 0.0%^†
SEB SA		2,138		342,450

Insurance 0.4%
AXA SA		184,520		4,663,642
CNP Assurances		15,763		325,965
SCOR SE		15,727		646,500

				5,636,107

IT Services 0.3%
Atos SE		9,320		750,835
Capgemini SE		15,145		1,921,220
Worldline SA Reg. S*(b)		7,842		560,646

				3,232,701

Life Sciences Tools & Services 0.0%^†
Sartorius Stedim Biotech		2,447		389,959


Common Stocks (continued)
	Shares		Value

FRANCE (continued)
Machinery 0.1%
Alstom SA		14,465	$	621,762

Media 0.1%
Eutelsat Communications SA		15,743		300,883
JCDecaux SA		7,695		222,161
Publicis Groupe SA		20,556		1,016,283

				1,539,327

Multi-Utilities 0.3%
Engie SA		173,740		2,660,511
Suez		37,163		545,514
Veolia Environnement SA		51,960		1,306,692

				4,512,717

Oil, Gas & Consumable Fuels 0.9%
TOTAL SA		227,352		11,780,660

Personal Products 0.5%
L’Oreal SA		24,055		6,432,133

Pharmaceuticals 0.7%
Ipsen SA		3,462		396,769
Sanofi		107,497		8,969,405

				9,366,174

Professional Services 0.1%
Bureau Veritas SA		27,472		684,729
Teleperformance		5,587		1,169,234

				1,853,963

Software 0.1%
Dassault Systemes SE		12,347		1,869,122

Textiles, Apparel & Luxury Goods 1.6%
EssilorLuxottica SA		26,936		3,631,139
Hermes International		2,997		2,106,176
Kering SA		7,274		3,757,456
LVMH Moet Hennessy Louis Vuitton SE		26,499		10,957,157

				20,451,928

Transportation Infrastructure 0.1%
Aeroports de Paris		2,930		505,156
Getlink SE		45,388		654,746

				1,159,902

				143,869,409




GERMANY 8.5%
Aerospace & Defense 0.1%
MTU Aero Engines AG		5,048		1,262,592

Air Freight & Logistics 0.2%
Deutsche Post AG (Registered)		94,324		3,075,155

Airlines 0.0%^†
Deutsche Lufthansa AG (Registered)		21,700		344,937

Auto Components 0.1%
Continental AG		10,370		1,434,473

Automobiles 0.9%
Bayerische Motoren Werke AG		31,526		2,324,079
Bayerische Motoren Werke AG (Preference)		5,317		315,967
Daimler AG (Registered)		86,660		4,484,243
Porsche Automobil Holding SE (Preference)		14,719		974,376
Volkswagen AG		3,212		550,530
Volkswagen AG (Preference)		17,741		2,970,434

				11,619,629


Common Stocks (continued)
	Shares		Value

GERMANY (continued)
Banks 0.1%
Commerzbank AG		95,802	$	654,395

Capital Markets 0.3%
Deutsche Bank AG (Registered)		184,414		1,433,677
Deutsche Boerse AG		18,222		2,548,824

				3,982,501

Chemicals 0.7%
BASF SE		87,623		5,854,831
Covestro AG Reg. S(b)		16,624		754,652
Evonik Industries AG		17,824		511,381
Fuchs Petrolub SE (Preference)		6,531		252,180
LANXESS AG		8,441		505,225
Symrise AG		12,302		1,139,628

				9,017,897

Construction & Engineering 0.0%^†
Hochtief AG		2,534		287,543

Construction Materials 0.1%
HeidelbergCement AG		14,448		1,048,998

Diversified Telecommunication Services 0.4%
Deutsche Telekom AG (Registered)		317,411		5,220,346
Telefonica Deutschland Holding AG		85,329		215,228
United Internet AG (Registered)		11,075		331,218

				5,766,792

Food & Staples Retailing 0.0%^†
METRO AG(a)		18,069		279,638

Health Care Equipment & Supplies 0.1%
Carl Zeiss Meditec AG		3,849		423,149
Sartorius AG (Preference)		3,337		683,771
Siemens Healthineers AG Reg. S(b)		14,275		596,362

				1,703,282

Health Care Providers & Services 0.3%
Fresenius Medical Care AG & Co. KGaA		20,321		1,415,474
Fresenius SE & Co. KGaA		39,541		1,996,712

				3,412,186

Hotels, Restaurants & Leisure 0.0%^†
TUI AG		39,770		392,016

Household Products 0.2%
Henkel AG & Co. KGaA		9,903		931,122
Henkel AG & Co. KGaA (Preference)		16,761		1,727,793

				2,658,915

Independent Power and Renewable Electricity Producers 0.1%
Uniper SE		19,541		603,410

Industrial Conglomerates 0.6%
Siemens AG (Registered)		72,981		8,011,386

Insurance 1.1%
Allianz SE (Registered)		40,493		9,439,732
Hannover Rueck SE		5,742		899,432
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen (Registered)		14,321		3,452,444

				13,791,608

Internet & Direct Marketing Retail 0.1%
Delivery Hero SE Reg. S*(b)		10,755		516,815
Zalando SE Reg. S*(b)		11,984		551,870

				1,068,685

IT Services 0.1%
Wirecard AG		11,397		1,905,164


Common Stocks (continued)
	Shares		Value

GERMANY (continued)
Machinery 0.1%
GEA Group AG		16,466	$	413,965
KION Group AG		6,376		342,304
Knorr-Bremse AG		4,624		470,324

				1,226,593

Media 0.0%^†
Axel Springer SE(a)		5,054		349,300

Metals & Mining 0.0%^†
thyssenkrupp AG		41,747		539,019

Multi-Utilities 0.3%
E.ON SE		208,815		2,089,614
Innogy SE		12,771		536,119
Innogy SE Reg. S(b)		24		1,156
RWE AG		52,301		1,414,796

				4,041,685

Personal Products 0.1%
Beiersdorf AG		9,786		1,137,088

Pharmaceuticals 0.5%
Bayer AG (Registered)		88,929		5,776,049
Merck KGaA		12,548		1,285,707

				7,061,756

Real Estate Management & Development 0.3%
Aroundtown SA		75,065		600,490
Deutsche Wohnen SE		33,477		1,231,649
Vonovia SE		46,770		2,289,126

				4,121,265

Semiconductors & Semiconductor Equipment 0.2%
Infineon Technologies AG		119,493		2,264,420

Software 0.9%
SAP SE		93,977		11,657,639

Textiles, Apparel & Luxury Goods 0.5%
adidas AG		17,143		5,497,449
HUGO BOSS AG		6,042		381,378
Puma SE		8,420		588,455

				6,467,282

Trading Companies & Distributors 0.1%
Brenntag AG		15,000		737,619

Transportation Infrastructure 0.0%^†
Fraport AG Frankfurt Airport Services Worldwide		4,070		340,802

Wireless Telecommunication Services 0.0%^†
1&1 Drillisch AG		5,496		165,603

				112,431,273




HONG KONG 3.5%
Banks 0.2%
Bank of East Asia Ltd. (The)		130,350		377,207
Hang Seng Bank Ltd.		72,100		1,709,241

				2,086,448

Capital Markets 0.3%
Hong Kong Exchanges & Clearing Ltd.		113,000		3,816,253

Diversified Telecommunication Services 0.1%
HKT Trust & HKT Ltd.		380,420		607,810
PCCW Ltd.		449,000		255,687

				863,497

Electric Utilities 0.2%
CK Infrastructure Holdings Ltd.		59,500		461,018
CLP Holdings Ltd.		154,500		1,674,557


Common Stocks (continued)
	Shares		Value

HONG KONG (continued)
Electric Utilities (continued)
HK Electric Investments & HK Electric Investments Ltd. Reg. S		277,000	$	280,977
Power Assets Holdings Ltd.		131,800		943,443

				3,359,995

Equity Real Estate Investment Trusts (REITs) 0.2%
Link REIT		200,551		2,338,664

Food & Staples Retailing 0.0%^†
Dairy Farm International Holdings Ltd.		35,400		265,213

Food Products 0.1%
Vitasoy International Holdings Ltd.		72,000		337,825
WH Group Ltd. Reg. S(b)		912,000		889,279

				1,227,104

Gas Utilities 0.2%
Hong Kong & China Gas Co. Ltd.		960,831		2,118,679

Hotels, Restaurants & Leisure 0.0%^†
Melco Resorts & Entertainment Ltd., ADR		19,790		444,681
Shangri-La Asia Ltd.		123,333		149,747

				594,428

Industrial Conglomerates 0.3%
CK Hutchison Holdings Ltd.		256,886		2,403,315
Jardine Matheson Holdings Ltd.		21,000		1,264,620
Jardine Matheson Holdings Ltd.		400		24,340
Jardine Strategic Holdings Ltd.		19,800		674,190
Jardine Strategic Holdings Ltd.		1,700		58,557
NWS Holdings Ltd.		151,645		281,408

				4,706,430

Insurance 0.9%
AIA Group Ltd.		1,152,200		11,744,729

Machinery 0.1%
Techtronic Industries Co. Ltd.		131,500		984,584

Real Estate Management & Development 0.8%
CK Asset Holdings Ltd.		244,886		1,842,132
Hang Lung Properties Ltd.		184,000		433,373
Henderson Land Development Co. Ltd.		136,352		703,686
Hongkong Land Holdings Ltd.		104,700		632,388
Hongkong Land Holdings Ltd.		8,700		53,109
Hysan Development Co. Ltd.		63,673		303,754
Kerry Properties Ltd.		61,000		230,016
New World Development Co. Ltd.		593,829		831,220
Sino Land Co. Ltd.		318,200		516,951
Sun Hung Kai Properties Ltd.		151,200		2,429,966
Swire Pacific Ltd., Class A		46,500		527,903
Swire Properties Ltd.		104,400		378,097
Wharf Holdings Ltd. (The)		125,270		305,446
Wharf Real Estate Investment Co. Ltd.		116,270		735,673
Wheelock & Co. Ltd.		82,000		517,619

				10,441,333

Road & Rail 0.1%
MTR Corp. Ltd.		147,714		968,638

Semiconductors & Semiconductor Equipment 0.0%^†
ASM Pacific Technology Ltd.		26,900		315,745

Textiles, Apparel & Luxury Goods 0.0%^†
Yue Yuen Industrial Holdings Ltd.		63,000		176,575

				46,008,315




IRELAND 0.6%
Banks 0.1%
AIB Group plc		80,348		273,485


Common Stocks (continued)
	Shares		Value

IRELAND (continued)
Banks (continued)
Bank of Ireland Group plc		94,265	$	414,930

				688,415

Building Products 0.1%
Kingspan Group plc		14,869		725,275

Construction Materials 0.2%
CRH plc		78,610		2,616,131
James Hardie Industries plc CHDI		43,819		589,768

				3,205,899

Containers & Packaging 0.0%^†
Smurfit Kappa Group plc		21,037		657,157

Food Products 0.1%
Kerry Group plc, Class A		14,916		1,727,588

Hotels, Restaurants & Leisure 0.0%^†
Flutter Entertainment plc		7,362		583,018

Trading Companies & Distributors 0.1%
AerCap Holdings NV*		12,082		658,832

				8,246,184




ISRAEL 0.6%
Aerospace & Defense 0.0%^†
Elbit Systems Ltd.		2,177		349,135

Banks 0.2%
Bank Hapoalim BM*		108,401		822,373
Bank Leumi Le-Israel BM		142,064		1,036,138
Israel Discount Bank Ltd., Class A		111,305		482,412
Mizrahi Tefahot Bank Ltd.*		14,257		342,713

				2,683,636

Chemicals 0.0%^†
Israel Chemicals Ltd.		72,254		389,460

IT Services 0.1%
Wix.com Ltd.*		4,145		615,615

Pharmaceuticals 0.1%
Teva Pharmaceutical Industries Ltd., ADR*		104,190		826,227

Real Estate Management & Development 0.0%^†
Azrieli Group Ltd.		4,017		281,566

Software 0.2%
Check Point Software Technologies Ltd.*		12,133		1,358,289
CyberArk Software Ltd.*		3,557		493,996
Nice Ltd.*		5,910		902,668

				2,754,953

				7,900,592




ITALY 2.0%
Aerospace & Defense 0.0%^†
Leonardo SpA		37,717		459,565

Auto Components 0.0%^†
Pirelli & C SpA Reg. S(b)		39,668		234,122

Automobiles 0.1%
Ferrari NV		11,905		1,914,560

Banks 0.5%
FinecoBank Banca Fineco SpA		56,749		562,231
Intesa Sanpaolo SpA		1,426,123		3,081,902
Mediobanca Banca di Credito Finanziario SpA		58,006		579,385


Common Stocks (continued)
	Shares		Value

ITALY (continued)
Banks (continued)
UniCredit SpA		190,983	$	2,240,887

				6,464,405

Beverages 0.0%^†
Davide Campari-Milano SpA		53,307		494,441

Diversified Telecommunication Services 0.1%
Telecom Italia SpA*		1,405,766		774,212

Electric Utilities 0.5%
Enel SpA		777,720		5,329,839
Terna Rete Elettrica Nazionale SpA		135,250		823,140

				6,152,979

Electrical Equipment 0.0%^†
Prysmian SpA		21,810		449,067

Gas Utilities 0.1%
Snam SpA		199,028		976,631

Insurance 0.2%
Assicurazioni Generali SpA		104,764		1,950,232
Poste Italiane SpA Reg. S(b)		47,782		510,370

				2,460,602

Oil, Gas & Consumable Fuels 0.3%
Eni SpA		244,261		3,823,888

Pharmaceuticals 0.0%^†
Recordati SpA		9,593		429,803

Textiles, Apparel & Luxury Goods 0.1%
Moncler SpA		17,102		701,032

Transportation Infrastructure 0.1%
Atlantia SpA		48,103		1,236,385

				26,571,692




JAPAN 23.9%
Air Freight & Logistics 0.1%
SG Holdings Co. Ltd.		13,800		363,874
Yamato Holdings Co. Ltd.		29,100		570,629

				934,503

Airlines 0.1%
ANA Holdings, Inc.		11,500		385,999
Japan Airlines Co. Ltd.		11,074		346,592

				732,591

Auto Components 0.6%
Aisin Seiki Co. Ltd.		15,300		498,268
Bridgestone Corp.		54,600		2,049,540
Denso Corp.		40,900		1,735,558
Koito Manufacturing Co. Ltd.		10,400		520,908
NGK Spark Plug Co. Ltd.		13,700		260,900
Stanley Electric Co. Ltd.		12,400		306,284
Sumitomo Electric Industries Ltd.		73,200		906,046
Sumitomo Rubber Industries Ltd.		14,100		153,981
Toyoda Gosei Co. Ltd.		6,700		122,917
Toyota Industries Corp.		14,100		730,697
Yokohama Rubber Co. Ltd. (The)		11,300		207,777

				7,492,876

Automobiles 1.8%
Honda Motor Co. Ltd.		155,900		3,865,946
Isuzu Motors Ltd.		51,700		570,098
Mazda Motor Corp.		52,160		513,709
Mitsubishi Motors Corp.		60,099		265,618
Nissan Motor Co. Ltd.		219,000		1,430,360
Subaru Corp.		59,700		1,388,716
Suzuki Motor Corp.		35,200		1,374,500


Common Stocks (continued)
	Shares		Value

JAPAN (continued)
Automobiles (continued)
Toyota Motor Corp.		217,920	$	14,018,456
Yamaha Motor Co. Ltd.		26,000		455,392


				23,882,795

Banks 1.4%
Aozora Bank Ltd.		10,200		233,233
Bank of Kyoto Ltd. (The)		5,300		205,020
Chiba Bank Ltd. (The)		52,700		259,795
Concordia Financial Group Ltd.		98,700		347,302
Fukuoka Financial Group, Inc.		16,720		305,352
Japan Post Bank Co. Ltd.		37,800		366,633
Mebuki Financial Group, Inc.		80,630		198,350
Mitsubishi UFJ Financial Group, Inc.		1,176,284		5,814,695
Mizuho Financial Group, Inc.		2,310,419		3,266,791
Resona Holdings, Inc.		199,601		810,634
Seven Bank Ltd.		64,100		173,263
Shinsei Bank Ltd.		16,800		253,501
Shizuoka Bank Ltd. (The)		44,100		303,174
Sumitomo Mitsui Financial Group, Inc.		127,105		4,450,664
Sumitomo Mitsui Trust Holdings, Inc.		32,176		1,098,890


				18,087,297

Beverages 0.3%
Asahi Group Holdings Ltd.		33,900		1,462,120
Coca-Cola Bottlers Japan Holdings, Inc.		14,000		342,478
Kirin Holdings Co. Ltd.		77,500		1,684,080
Suntory Beverage & Food Ltd.		13,900		548,902


				4,037,580

Biotechnology 0.0%^†
PeptiDream, Inc.*		8,900		497,173

Building Products 0.3%
AGC, Inc.		17,020		521,196
Daikin Industries Ltd.		23,700		2,942,132
LIXIL Group Corp.		24,100		416,791
TOTO Ltd.		13,700		548,437


				4,428,556

Capital Markets 0.2%
Daiwa Securities Group, Inc.		156,700		675,605
Japan Exchange Group, Inc.		49,500		724,985
Nomura Holdings, Inc.		336,100		1,101,685
SBI Holdings, Inc.		23,770		542,011


				3,044,286

Chemicals 1.0%
Air Water, Inc.		13,400		218,551
Asahi Kasei Corp.		122,600		1,247,507
Daicel Corp.		22,800		193,043
Hitachi Chemical Co. Ltd.		9,700		266,371
JSR Corp.		16,800		278,413
Kaneka Corp.		4,700		174,536
Kansai Paint Co. Ltd.		17,800		350,515
Kuraray Co. Ltd.		31,600		374,254
Mitsubishi Chemical Holdings Corp.		123,100		875,416
Mitsubishi Gas Chemical Co., Inc.		14,500		193,099
Mitsui Chemicals, Inc.		16,820		385,063
Nippon Paint Holdings Co. Ltd.		14,500		630,633
Nissan Chemical Corp.		12,700		556,121
Nitto Denko Corp.		15,810		782,717
Shin-Etsu Chemical Co. Ltd.		34,700		3,534,512
Showa Denko KK		12,600		339,179
Sumitomo Chemical Co. Ltd.		139,000		635,039
Taiyo Nippon Sanso Corp.		13,700		282,096
Teijin Ltd.		17,760		307,540
Toray Industries, Inc.		133,000		915,664


Common Stocks (continued)
	Shares		Value

JAPAN (continued)
Chemicals (continued)
Tosoh Corp.		24,900	$	348,371


				12,888,640

Commercial Services & Supplies 0.2%
Dai Nippon Printing Co. Ltd.		22,050		462,433
Park24 Co. Ltd.		9,900		214,085
Secom Co. Ltd.		20,400		1,603,227
Sohgo Security Services Co. Ltd.		6,400		310,688
Toppan Printing Co. Ltd.		25,000		408,363


				2,998,796

Construction & Engineering 0.2%
JGC Corp.		18,900		245,453
Kajima Corp.		41,200		530,276
Obayashi Corp.		61,000		576,787
Shimizu Corp.		53,300		429,919
Taisei Corp.		20,400		704,256


				2,486,691

Construction Materials 0.0%^†
Taiheiyo Cement Corp.		10,700		300,923

Consumer Finance 0.0%^†
Acom Co. Ltd.		38,600		136,446
AEON Financial Service Co. Ltd.		9,600		155,567
Credit Saison Co. Ltd.		17,000		206,640


				498,653

Containers & Packaging 0.0%^†
Toyo Seikan Group Holdings Ltd.		14,700		256,523

Diversified Consumer Services 0.0%^†
Benesse Holdings, Inc.		6,900		161,754

Diversified Financial Services 0.2%
Mitsubishi UFJ Lease & Finance Co. Ltd.		37,300		197,901
ORIX Corp.		124,800		1,784,370
Tokyo Century Corp.		4,500		185,798


				2,168,069

Diversified Telecommunication Services 0.2%
Nippon Telegraph & Telephone Corp.		62,008		2,798,608

Electric Utilities 0.3%
Chubu Electric Power Co., Inc.		61,600		868,574
Chugoku Electric Power Co., Inc. (The)(a)		28,100		350,930
Kansai Electric Power Co., Inc. (The)		67,600		833,634
Kyushu Electric Power Co., Inc.		34,400		342,211
Tohoku Electric Power Co., Inc.		42,600		426,673
Tokyo Electric Power Co. Holdings, Inc.*		140,400		674,876


				3,496,898

Electrical Equipment 0.4%
Fuji Electric Co. Ltd.		12,240		375,542
Mitsubishi Electric Corp.		173,200		2,263,423
Nidec Corp.		21,300		2,857,374


				5,496,339

Electronic Equipment, Instruments & Components 1.3%
Alps Alpine Co. Ltd.		21,500		393,019
Hamamatsu Photonics KK		13,100		482,998
Hirose Electric Co. Ltd.		2,765		289,495
Hitachi High-Technologies Corp.		6,100		304,588
Hitachi Ltd.		92,160		3,278,035
Keyence Corp.		8,736		4,985,514
Kyocera Corp.		30,300		1,853,592
Murata Manufacturing Co. Ltd.		54,900		2,420,978
Nippon Electric Glass Co. Ltd.		8,000		179,439


Common Stocks (continued)
	Shares		Value

JAPAN (continued)
Electronic Equipment, Instruments & Components (continued)
Omron Corp.		18,600	$	887,650
Shimadzu Corp.		20,700		498,839
TDK Corp.		12,400		955,374
Yaskawa Electric Corp.		23,700		785,197
Yokogawa Electric Corp.		21,300		381,990


				17,696,708

Entertainment 0.4%
Konami Holdings Corp.		8,800		375,296
Nexon Co. Ltd.*		47,000		745,744
Nintendo Co. Ltd.		10,800		3,956,808
Toho Co. Ltd.		11,100		430,747


				5,508,595

Equity Real Estate Investment Trusts (REITs) 0.3%
Daiwa House REIT Investment Corp.		173		423,461
Japan Prime Realty Investment Corp.		86		380,644
Japan Real Estate Investment Corp.		121		757,395
Japan Retail Fund Investment Corp.		262		526,865
Nippon Building Fund, Inc.		127		891,904
Nippon Prologis REIT, Inc.		159		382,454
Nomura Real Estate Master Fund, Inc.		360		571,813
United Urban Investment Corp.		293		495,794


				4,430,330

Food & Staples Retailing 0.4%
Aeon Co. Ltd.		62,500		1,083,040
FamilyMart UNY Holdings Co. Ltd.		24,800		530,926
Lawson, Inc.		4,600		228,680
Seven & i Holdings Co. Ltd.		71,800		2,441,531
Sundrug Co. Ltd.		6,000		165,562
Tsuruha Holdings, Inc.		3,700		377,346
Welcia Holdings Co. Ltd.		5,100		237,026


				5,064,111

Food Products 0.4%
Ajinomoto Co., Inc.		43,600		778,870
Calbee, Inc.		6,800		190,992
Kikkoman Corp.		13,500		610,329
MEIJI Holdings Co. Ltd.		11,798		819,157
NH Foods Ltd.		8,500		314,096
Nisshin Seifun Group, Inc.		19,952		377,667
Nissin Foods Holdings Co. Ltd.		5,900		365,015
Toyo Suisan Kaisha Ltd.		7,700		305,814
Yakult Honsha Co. Ltd.		11,600		653,892
Yamazaki Baking Co. Ltd.		12,500		190,303


				4,606,135

Gas Utilities 0.1%
Osaka Gas Co. Ltd.		35,880		658,635
Toho Gas Co. Ltd.		7,200		274,668
Tokyo Gas Co. Ltd.		37,280		930,339


				1,863,642

Health Care Equipment & Supplies 0.6%
Asahi Intecc Co. Ltd.		18,200		472,878
Hoya Corp.		36,200		2,781,282
Olympus Corp.		113,200		1,236,152
Sysmex Corp.		16,000		1,157,055
Terumo Corp.		61,700		1,794,939


				7,442,306

Health Care Providers & Services 0.1%
Alfresa Holdings Corp.		18,100		438,462
Medipal Holdings Corp.		16,200		344,641
Suzuken Co. Ltd.		7,180		396,179


				1,179,282


Common Stocks (continued)
	Shares		Value

JAPAN (continued)
Health Care Technology 0.1%
M3, Inc.		39,900	$	809,082

Hotels, Restaurants & Leisure 0.2%
McDonald’s Holdings Co. Japan Ltd.		5,824		261,558
Oriental Land Co. Ltd.		18,900		2,490,583


				2,752,141

Household Durables 0.9%
Casio Computer Co. Ltd.		19,300		219,993
Iida Group Holdings Co. Ltd.		12,400		203,540
Nikon Corp.		30,800		416,167
Panasonic Corp.		208,402		1,760,999
Rinnai Corp.		3,500		235,782
Sekisui Chemical Co. Ltd.		35,900		531,894
Sekisui House Ltd.		60,400		1,014,815
Sharp Corp.		19,700		248,224
Sony Corp.		121,000		6,872,122


				11,503,536

Household Products 0.2%
Lion Corp.		20,700		406,852
Pigeon Corp.		10,800		397,012
Unicharm Corp.		39,200		1,110,818


				1,914,682

Independent Power and Renewable Electricity Producers 0.0%^†
Electric Power Development Co. Ltd.		13,000		292,273

Industrial Conglomerates 0.2%
Keihan Holdings Co. Ltd.		8,500		345,107
Toshiba Corp.		53,270		1,698,941


				2,044,048

Insurance 0.8%
Dai-ichi Life Holdings, Inc.		104,700		1,536,112
Japan Post Holdings Co. Ltd.		152,900		1,497,370
MS&AD Insurance Group Holdings, Inc.		46,055		1,509,431
Sompo Holdings, Inc.		32,125		1,331,338
Sony Financial Holdings, Inc.		16,800		407,299
T&D Holdings, Inc.		51,100		573,658
Tokio Marine Holdings, Inc.		62,300		3,306,979


				10,162,187

Interactive Media & Services 0.1%
Kakaku.com, Inc.		11,900		247,378
LINE Corp.*		7,500		238,813
Yahoo Japan Corp.		276,600		809,098


				1,295,289

Internet & Direct Marketing Retail 0.1%
Mercari, Inc.*		7,100		189,813
Rakuten, Inc.		83,600		854,522
ZOZO, Inc.		18,200		344,080


				1,388,415

IT Services 0.3%
Fujitsu Ltd.		19,110		1,499,828
GMO Payment Gateway, Inc.		3,900		284,356
Itochu Techno-Solutions Corp.		9,200		235,552
Nomura Research Institute Ltd.		33,954		600,070
NTT Data Corp.		58,300		765,489
Obic Co. Ltd.		6,400		677,445
Otsuka Corp.		9,700		381,779


				4,444,519

Leisure Products 0.2%
Bandai Namco Holdings, Inc.		19,349		1,035,215
Sankyo Co. Ltd.		3,500		120,577
Sega Sammy Holdings, Inc.		18,200		233,668
Shimano, Inc.		7,200		1,016,273


Common Stocks (continued)
	Shares		Value

JAPAN (continued)
Leisure Products (continued)
Yamaha Corp.		13,000	$	613,214


				3,018,947

Machinery 1.2%
Amada Holdings Co. Ltd.		34,300		376,331
Daifuku Co. Ltd.		9,300		508,817
FANUC Corp.		18,500		3,295,763
Hino Motors Ltd.		27,500		220,783
Hitachi Construction Machinery Co. Ltd.		9,400		221,238
Hoshizaki Corp.		5,000		353,332
IHI Corp.		14,600		347,932
JTEKT Corp.		21,800		257,666
Kawasaki Heavy Industries Ltd.		14,320		310,171
Komatsu Ltd.		87,500		1,950,786
Kubota Corp.		100,200		1,552,711
Kurita Water Industries Ltd.		9,400		237,326
Makita Corp.		21,600		708,688
MINEBEA MITSUMI, Inc.		35,700		610,846
MISUMI Group, Inc.		27,500		618,990
Mitsubishi Heavy Industries Ltd.		30,620		1,264,331
Nabtesco Corp.		9,900		266,623
NGK Insulators Ltd.		24,200		361,017
NSK Ltd.		33,500		283,509
SMC Corp.		5,500		1,998,652
Sumitomo Heavy Industries Ltd.		10,900		351,689
THK Co. Ltd.		10,600		267,083


				16,364,284

Marine 0.0%^†
Mitsui OSK Lines Ltd.		10,000		245,080
Nippon Yusen KK		15,140		251,607


				496,687

Media 0.1%
CyberAgent, Inc.		9,100		367,533
Dentsu, Inc.		20,761		691,770
Hakuhodo DY Holdings, Inc.		22,100		346,816


				1,406,119

Metals & Mining 0.3%
Hitachi Metals Ltd.		22,500		237,282
JFE Holdings, Inc.		46,800		619,516
Kobe Steel Ltd.		26,700		171,774
Maruichi Steel Tube Ltd.		5,800		152,667
Mitsubishi Materials Corp.		9,400		258,257
Nippon Steel Corp.		76,106		1,195,146
Sumitomo Metal Mining Co. Ltd.		22,000		625,611


				3,260,253

Multiline Retail 0.2%
Isetan Mitsukoshi Holdings Ltd.		29,378		233,683
J Front Retailing Co. Ltd.		22,600		265,707
Marui Group Co. Ltd.		16,900		365,862
Pan Pacific International Holdings Corp.		11,100		708,270
Ryohin Keikaku Co. Ltd.		2,200		391,250


				1,964,772

Oil, Gas & Consumable Fuels 0.2%
Idemitsu Kosan Co. Ltd.		18,044		497,184
Inpex Corp.		98,600		864,977
JXTG Holdings, Inc.		305,217		1,435,607


				2,797,768

Paper & Forest Products 0.0%^†
Oji Holdings Corp.		83,200		429,745

Personal Products 0.6%
Kao Corp.		46,300		3,385,780


Common Stocks (continued)
	Shares		Value

JAPAN (continued)
Personal Products (continued)
Kobayashi Pharmaceutical Co. Ltd.		5,000	$	356,899
Kose Corp.		3,200		544,337
Pola Orbis Holdings, Inc.		9,600		240,937
Shiseido Co. Ltd.		38,200		2,811,828


				7,339,781

Pharmaceuticals 1.5%
Astellas Pharma, Inc.		178,800		2,541,234
Chugai Pharmaceutical Co. Ltd.		21,700		1,549,585
Daiichi Sankyo Co. Ltd.		53,900		3,271,478
Eisai Co. Ltd.		23,700		1,281,206
Hisamitsu Pharmaceutical Co., Inc.		5,300		213,252
Kyowa Kirin Co. Ltd.		24,400		402,828
Mitsubishi Tanabe Pharma Corp.		24,400		276,680
Ono Pharmaceutical Co. Ltd.		36,700		666,486
Otsuka Holdings Co. Ltd.		37,900		1,393,471
Santen Pharmaceutical Co. Ltd.		35,300		568,937
Shionogi & Co. Ltd.		26,700		1,480,543
Sumitomo Dainippon Pharma Co. Ltd.		15,300		280,883
Taisho Pharmaceutical Holdings Co. Ltd.		3,270		248,763
Takeda Pharmaceutical Co. Ltd.		141,197		4,885,288


				19,060,634

Professional Services 0.3%
Persol Holdings Co. Ltd.		18,400		441,721
Recruit Holdings Co. Ltd.		113,500		3,862,514


				4,304,235

Real Estate Management & Development 0.6%
Aeon Mall Co. Ltd.		11,250		173,467
Daito Trust Construction Co. Ltd.		6,800		879,439
Daiwa House Industry Co. Ltd.		53,100		1,504,103
Hulic Co. Ltd.		26,500		227,612
Mitsubishi Estate Co. Ltd.		111,500		2,039,676
Mitsui Fudosan Co. Ltd.		84,300		1,907,659
Nomura Real Estate Holdings, Inc.		13,000		263,766
Sumitomo Realty & Development Co. Ltd.		31,900		1,161,779
Tokyu Fudosan Holdings Corp.		58,600		339,597


				8,497,098

Road & Rail 1.0%
Central Japan Railway Co.		13,700		2,750,049
East Japan Railway Co.		29,090		2,666,880
Hankyu Hanshin Holdings, Inc.		21,700		761,444
Keikyu Corp.		22,000		369,902
Keio Corp.		9,980		616,036
Keisei Electric Railway Co. Ltd.		11,800		433,745
Kintetsu Group Holdings Co. Ltd.		16,650		787,018
Kyushu Railway Co.		14,700		418,478
Nagoya Railroad Co. Ltd.		16,600		457,019
Nippon Express Co. Ltd.		7,650		430,467
Odakyu Electric Railway Co. Ltd.		27,250		608,782
Seibu Holdings, Inc.		21,300		334,907
Tobu Railway Co. Ltd.		19,100		543,715
Tokyu Corp.		47,650		835,319
West Japan Railway Co.		15,900		1,298,365


				13,312,126

Semiconductors & Semiconductor Equipment 0.4%
Advantest Corp.		19,100		740,338
Disco Corp.		2,900		533,135
Renesas Electronics Corp.*		77,900		456,311
Rohm Co. Ltd.		9,400		655,425
SUMCO Corp.		24,300		319,884


Common Stocks (continued)
	Shares		Value

JAPAN (continued)
Semiconductors & Semiconductor Equipment (continued)
Tokyo Electron Ltd.		14,800	$	2,512,677


				5,217,770

Software 0.1%
Oracle Corp. Japan		3,200		265,595
Trend Micro, Inc.		11,900		519,246


				784,841

Specialty Retail 0.5%
ABC-Mart, Inc.		3,500		221,152
Fast Retailing Co. Ltd.		5,600		3,353,881
Hikari Tsushin, Inc.		1,900		419,423
Nitori Holdings Co. Ltd.		7,800		1,052,392
Shimamura Co. Ltd.		2,400		169,664
USS Co. Ltd.		20,400		404,536
Yamada Denki Co. Ltd.		63,600		281,184


				5,902,232

Technology Hardware, Storage & Peripherals 0.5%
Brother Industries Ltd.		20,300		359,693
Canon, Inc.		95,200		2,587,573
FUJIFILM Holdings Corp.		34,400		1,630,623
Konica Minolta, Inc.		43,100		356,802
NEC Corp.		24,800		1,009,480
Ricoh Co. Ltd.		62,000		568,264
Seiko Epson Corp.		28,400		418,174


				6,930,609

Tobacco 0.2%
Japan Tobacco, Inc.		114,700		2,546,212

Trading Companies & Distributors 0.9%
ITOCHU Corp.		129,800		2,476,648
Marubeni Corp.		151,900		985,560
Mitsubishi Corp.		129,400		3,479,785
Mitsui & Co. Ltd.		157,300		2,560,335
MonotaRO Co. Ltd.		13,000		284,088
Sumitomo Corp.		113,600		1,688,142
Toyota Tsusho Corp.		19,400		560,763


				12,035,321

Transportation Infrastructure 0.0%^†
Japan Airport Terminal Co. Ltd.		4,800		199,160
Kamigumi Co. Ltd.		9,600		220,558


				419,718

Wireless Telecommunication Services 1.3%
KDDI Corp.		169,800		4,433,894
NTT DOCOMO, Inc.		128,500		3,080,760
Softbank Corp.		158,200		2,130,453
SoftBank Group Corp.		157,600		7,985,886


				17,630,993


				314,806,977




LUXEMBOURG 0.2%
Energy Equipment & Services 0.0%^†
Tenaris SA		44,355		555,554

Life Sciences Tools & Services 0.0%^†
Eurofins Scientific SE		1,055		449,385

Media 0.1%
RTL Group SA		3,311		162,663
SES SA, FDR		34,353		571,022


				733,685


Common Stocks (continued)
	Shares		Value

LUXEMBOURG (continued)
Metals & Mining 0.1%
ArcelorMittal		64,488	$	1,026,720


				2,765,344




MACAU 0.2%
Hotels, Restaurants & Leisure 0.2%
Galaxy Entertainment Group Ltd.		207,000		1,418,171
MGM China Holdings Ltd.(a)		94,000		153,908
Sands China Ltd.		235,100		1,136,321
SJM Holdings Ltd.		177,000		193,330
Wynn Macau Ltd.		143,600		321,276


				3,223,006




MALTA 0.0%^†
Capital Markets 0.0%^†
BGP Holdings plc*^¥		1,554,139		0




MEXICO 0.0%^†
Metals & Mining 0.0%^†
Fresnillo plc		22,841		165,872




NETHERLANDS 4.8%
Banks 0.4%
ABN AMRO Bank NV, CVA Reg. S(b)		40,950		811,330
ING Groep NV		370,320		4,110,139


				4,921,469

Beverages 0.3%
Heineken Holding NV		11,186		1,132,902
Heineken NV		24,695		2,650,515


				3,783,417

Chemicals 0.3%
Akzo Nobel NV		21,778		2,054,325
Koninklijke DSM NV		17,150		2,122,289


				4,176,614

Diversified Financial Services 0.0%^†
EXOR NV		10,788		750,005

Diversified Telecommunication Services 0.1%
Koninklijke KPN NV		341,599		973,645

Food & Staples Retailing 0.2%
Koninklijke Ahold Delhaize NV		111,627		2,523,870

Health Care Equipment & Supplies 0.3%
Koninklijke Philips NV		88,945		4,171,161

Insurance 0.1%
Aegon NV		172,940		853,313
NN Group NV		29,577		1,110,878


				1,964,191

IT Services 0.1%
Adyen NV Reg. S*(b)		995		751,063

Oil, Gas & Consumable Fuels 1.9%
Koninklijke Vopak NV		6,967		342,874
Royal Dutch Shell plc, Class A		423,329		13,295,036
Royal Dutch Shell plc, Class B		357,320		11,277,756


				24,915,666

Professional Services 0.2%
Randstad NV		11,567		579,563
Wolters Kluwer NV		26,944		1,952,197


				2,531,760

Semiconductors & Semiconductor Equipment 0.9%
ASML Holding NV		40,702		9,027,932


Common Stocks (continued)
	Shares		Value

NETHERLANDS (continued)
Semiconductors & Semiconductor Equipment (continued)
NXP Semiconductors NV		28,256	$	2,921,388


				11,949,320


				63,412,181




NEW ZEALAND 0.3%

Construction Materials 0.0%^†
Fletcher Building Ltd.		80,227		261,158

Diversified Telecommunication Services 0.0%^†
Spark New Zealand Ltd.		175,830		459,092

Food Products 0.1%
a2 Milk Co. Ltd.*		69,521		816,913

Health Care Equipment & Supplies 0.1%
Fisher & Paykel Healthcare Corp. Ltd.		56,363		609,013

Health Care Providers & Services 0.0%^†
Ryman Healthcare Ltd.		34,475		291,606

Independent Power and Renewable Electricity Producers 0.0%^†
Meridian Energy Ltd.		121,902		375,187

Transportation Infrastructure 0.1%
Auckland International Airport Ltd.		89,442		545,344


				3,358,313




NORWAY 0.7%
Banks 0.1%
DNB ASA		93,457		1,670,695

Chemicals 0.1%
Yara International ASA		16,618		779,908

Diversified Telecommunication Services 0.1%
Telenor ASA		71,429		1,447,688

Food Products 0.1%
Mowi ASA		42,907		1,031,532
Orkla ASA		75,201		638,243


				1,669,775

Insurance 0.0%^†
Gjensidige Forsikring ASA		19,306		375,259

Media 0.0%^†
Schibsted ASA, Class B		8,471		216,997

Metals & Mining 0.1%
Norsk Hydro ASA		123,820		422,681

Oil, Gas & Consumable Fuels 0.2%
Aker BP ASA(a)		9,479		268,918
Equinor ASA		95,774		1,709,841


				1,978,759


				8,561,762




PORTUGAL 0.2%
Electric Utilities 0.1%
EDP - Energias de Portugal SA		247,505		904,387

Food & Staples Retailing 0.0%^†
Jeronimo Martins SGPS SA		26,204		422,477

Oil, Gas & Consumable Fuels 0.1%
Galp Energia SGPS SA		47,164		732,776


				2,059,640




RUSSIA 0.0%^†
Metals & Mining 0.0%^†
Evraz plc		48,296		383,253


Common Stocks (continued)
	Shares		Value

SINGAPORE 1.3%
Aerospace & Defense 0.0%^†
Singapore Technologies Engineering Ltd.		141,200	$	434,133

Airlines 0.0%^†
Singapore Airlines Ltd.		48,913		343,171

Banks 0.6%
DBS Group Holdings Ltd.		171,250		3,272,873
Oversea-Chinese Banking Corp. Ltd.		305,389		2,546,670
United Overseas Bank Ltd.		120,562		2,311,465


				8,131,008

Capital Markets 0.1%
Singapore Exchange Ltd.		83,700		481,615

Distributors 0.0%^†
Jardine Cycle & Carriage Ltd.		8,726		214,002

Diversified Telecommunication Services 0.2%
Singapore Telecommunications Ltd.		769,803		1,858,873

Electronic Equipment, Instruments & Components 0.0%^†
Venture Corp. Ltd.		24,800		278,220

Equity Real Estate Investment Trusts (REITs) 0.1%
Ascendas REIT		258,275		573,026
CapitaLand Commercial Trust		259,886		389,204
CapitaLand Mall Trust		262,400		499,273
Suntec REIT		211,000		292,104


				1,753,607

Food Products 0.1%
Golden Agri-Resources Ltd.		492,571		105,421
Wilmar International Ltd.		174,758		505,554


				610,975

Hotels, Restaurants & Leisure 0.0%^†
Genting Singapore Ltd.		569,417		380,043

Industrial Conglomerates 0.1%
Keppel Corp. Ltd.		141,400		653,736
Sembcorp Industries Ltd.		103,843		175,668


				829,404

Media 0.0%^†
Singapore Press Holdings Ltd.		135,400		217,151

Real Estate Management & Development 0.1%
CapitaLand Ltd.		252,745		663,364
City Developments Ltd.		43,499		306,478
UOL Group Ltd.		52,313		278,805


				1,248,647

Road & Rail 0.0%^†
ComfortDelGro Corp. Ltd.		199,720		393,170

Transportation Infrastructure 0.0%^†
SATS Ltd.		57,200		200,128


				17,374,147




SOUTH AFRICA 0.2%
Capital Markets 0.0%^†
Investec plc		65,733		372,658

Metals & Mining 0.2%
Anglo American plc		100,510		2,481,398


				2,854,056




SPAIN 2.9%
Banks 0.9%
Banco Bilbao Vizcaya Argentaria SA		630,750		3,195,646
Banco de Sabadell SA		546,302		476,456


Common Stocks (continued)
	Shares		Value

SPAIN (continued)
Banks (continued)
Banco Santander SA		1,548,971	$	6,593,571
Bankia SA		107,396		212,115
Bankinter SA		65,090		421,238
CaixaBank SA		348,430		858,116


				11,757,142

Biotechnology 0.1%
Grifols SA		28,573		924,175

Construction & Engineering 0.2%
ACS Actividades de Construccion y Servicios SA		24,523		989,796
Ferrovial SA		47,943		1,246,449


				2,236,245

Diversified Telecommunication Services 0.3%
Cellnex Telecom SA Reg. S*(b)		18,568		692,514
Telefonica SA		447,805		3,417,801


				4,110,315

Electric Utilities 0.5%
Endesa SA		30,837		762,047
Iberdrola SA		574,193		5,440,364
Red Electrica Corp. SA		42,025		794,418


				6,996,829

Electrical Equipment 0.0%^†
Siemens Gamesa Renewable Energy SA		23,792		332,202

Gas Utilities 0.1%
Enagas SA		21,065		457,704
Naturgy Energy Group SA		28,706		726,608


				1,184,312

Insurance 0.0%^†
Mapfre SA		108,882		298,154

IT Services 0.3%
Amadeus IT Group SA		41,922		3,279,130

Oil, Gas & Consumable Fuels 0.2%
Repsol SA		137,080		2,173,286

Specialty Retail 0.2%
Industria de Diseno Textil SA		104,183		3,107,117

Transportation Infrastructure 0.1%
Aena SME SA Reg. S(b)		6,553		1,181,244


				37,580,151




SWEDEN 2.4%
Banks 0.3%
Skandinaviska Enskilda Banken AB, Class A		155,625		1,463,865
Svenska Handelsbanken AB, Class A		143,518		1,292,537
Swedbank AB, Class A		87,922		1,199,999


				3,956,401

Building Products 0.2%
Assa Abloy AB, Class B		94,936		2,174,443

Commercial Services & Supplies 0.0%^†
Securitas AB, Class B		29,567		458,258

Communications Equipment 0.2%
Telefonaktiebolaget LM Ericsson, Class B		292,960		2,570,371

Construction & Engineering 0.0%^†
Skanska AB, Class B		31,852		594,645

Diversified Financial Services 0.3%
Industrivarden AB, Class C		14,961		324,988
Investor AB, Class B		43,077		2,049,888


Common Stocks (continued)
	Shares		Value

SWEDEN (continued)
Diversified Financial Services (continued)
Kinnevik AB, Class B		24,215	$	616,822
L E Lundbergforetagen AB, Class B		6,536		242,287


				3,233,985

Diversified Telecommunication Services 0.1%
Telia Co. AB		273,255		1,218,708

Electronic Equipment, Instruments & Components 0.1%
Hexagon AB, Class B		25,099		1,217,602

Food & Staples Retailing 0.0%^†
ICA Gruppen AB		7,862		348,471

Household Durables 0.1%
Electrolux AB Series B		22,422		518,556
Husqvarna AB, Class B		41,324		366,509


				885,065

Household Products 0.1%
Essity AB, Class B		58,868		1,748,870

Machinery 0.7%
Alfa Laval AB		30,082		562,295
Atlas Copco AB, Class A		65,195		1,996,986
Atlas Copco AB, Class B		37,885		1,034,696
Epiroc AB, Class A		63,981		700,639
Epiroc AB, Class B		35,206		365,399
Sandvik AB		106,745		1,642,726
SKF AB, Class B		35,088		575,500
Volvo AB, Class B		142,024		2,110,285


				8,988,526

Metals & Mining 0.0%^†
Boliden AB*		26,033		590,530

Oil, Gas & Consumable Fuels 0.0%^†
Lundin Petroleum AB		18,331		575,518

Specialty Retail 0.1%
Hennes & Mauritz AB, Class B(a)		76,819		1,335,412

Tobacco 0.1%
Swedish Match AB		17,082		652,875

Wireless Telecommunication Services 0.1%
Tele2 AB, Class B		47,371		676,927


				31,226,607




SWITZERLAND 9.7%
Beverages 0.0%^†
Coca-Cola HBC AG*		19,126		660,594

Building Products 0.1%
Geberit AG (Registered)		3,596		1,656,301

Capital Markets 0.7%
Credit Suisse Group AG (Registered)*		244,092		2,956,108
Julius Baer Group Ltd.*		21,348		912,107
Partners Group Holding AG		1,787		1,424,363
UBS Group AG (Registered)*		366,609		4,073,695


				9,366,273

Chemicals 0.4%
Clariant AG (Registered)*		17,775		325,390
EMS-Chemie Holding AG (Registered)		764		476,831
Givaudan SA (Registered)		875		2,321,761
Sika AG (Registered)		12,106		1,749,271


				4,873,253

Construction Materials 0.2%
LafargeHolcim Ltd. (Registered)*		46,111		2,258,007


Common Stocks (continued)
	Shares		Value

SWITZERLAND (continued)
Diversified Financial Services 0.0%^†
Pargesa Holding SA		3,702	$	277,826

Diversified Telecommunication Services 0.1%
Swisscom AG (Registered)		2,515		1,219,838

Electrical Equipment 0.2%
ABB Ltd. (Registered)		176,325		3,314,191

Food Products 2.5%
Barry Callebaut AG (Registered)		199		389,274
Chocoladefabriken Lindt & Spruengli AG		107		787,795
Chocoladefabriken Lindt & Spruengli AG (Registered)		10		826,363
Nestle SA (Registered)		292,888		31,080,532


				33,083,964

Health Care Equipment & Supplies 0.3%
Alcon, Inc.*		41,606		2,406,446
Sonova Holding AG (Registered)		5,391		1,243,450
Straumann Holding AG (Registered)		1,002		816,951


				4,466,847

Insurance 0.8%
Baloise Holding AG (Registered)		4,738		854,981
Swiss Life Holding AG (Registered)		3,323		1,606,527
Swiss Re AG		29,032		2,811,935
Zurich Insurance Group AG		14,472		5,033,325


				10,306,768

Life Sciences Tools & Services 0.2%
Lonza Group AG (Registered)*		7,053		2,412,768

Machinery 0.1%
Schindler Holding AG		3,825		882,578
Schindler Holding AG (Registered)		1,853		416,203


				1,298,781

Marine 0.1%
Kuehne + Nagel International AG (Registered)		5,107		751,650

Metals & Mining 0.3%
Glencore plc*		1,070,140		3,445,634

Pharmaceuticals 2.9%
Novartis AG (Registered)		207,310		19,010,140
Roche Holding AG		67,180		17,987,755
Vifor Pharma AG		4,162		616,222


				37,614,117

Professional Services 0.2%
Adecco Group AG (Registered)		15,184		828,842
SGS SA (Registered)		519		1,280,145


				2,108,987

Real Estate Management & Development 0.0%^†
Swiss Prime Site AG (Registered)*		7,373		648,960

Semiconductors & Semiconductor Equipment 0.1%
STMicroelectronics NV		66,302		1,216,936

Software 0.1%
Temenos AG (Registered)*		6,114		1,073,895

Specialty Retail 0.0%^†
Dufry AG (Registered)*		4,121		361,698

Textiles, Apparel & Luxury Goods 0.4%
Cie Financiere Richemont SA (Registered)		50,026		4,269,854
Swatch Group AG (The)		2,898		840,374


Common Stocks (continued)
	Shares		Value

SWITZERLAND (continued)
Textiles, Apparel & Luxury Goods (continued)
Swatch Group AG (The) (Registered)		4,961	$	270,288


				5,380,516


				127,797,804




UNITED ARAB EMIRATES 0.0%^†
Health Care Providers & Services 0.0%^†
NMC Health plc(a)		10,900		327,283




UNITED KINGDOM 13.9%
Aerospace & Defense 0.3%
BAE Systems plc		301,738		2,006,019
Meggitt plc		70,516		509,914
Rolls-Royce Holdings plc*		163,362		1,708,121


				4,224,054

Airlines 0.0%^†
easyJet plc		16,834		197,099

Automobiles 0.1%
Fiat Chrysler Automobiles NV		101,985		1,355,418

Banks 2.0%
Barclays plc		1,640,409		3,078,059
HSBC Holdings plc		1,917,325		15,269,957
Lloyds Banking Group plc		6,822,565		4,418,874
Royal Bank of Scotland Group plc		452,036		1,193,991
Standard Chartered plc		266,498		2,185,737


				26,146,618

Beverages 0.8%
Coca-Cola European Partners plc		22,676		1,253,529
Diageo plc		231,542		9,661,017


				10,914,546

Capital Markets 0.5%
3i Group plc		90,676		1,222,367
Hargreaves Lansdown plc		27,836		708,169
London Stock Exchange Group plc		29,581		2,386,516
Schroders plc		11,841		427,245
St James’s Place plc		49,900		592,189
Standard Life Aberdeen plc		243,239		880,319


				6,216,805

Chemicals 0.1%
Croda International plc		12,433		707,445
Johnson Matthey plc		18,789		732,331


				1,439,776

Commercial Services & Supplies 0.1%
G4S plc		144,899		335,804
Rentokil Initial plc		176,835		932,831


				1,268,635

Diversified Telecommunication Services 0.1%
BT Group plc		800,700		1,869,034

Electric Utilities 0.1%
SSE plc		98,563		1,316,274

Electrical Equipment 0.1%
Melrose Industries plc		471,671		1,058,267

Electronic Equipment, Instruments & Components 0.1%
Halma plc		36,302		879,933

Energy Equipment & Services 0.0%^†
John Wood Group plc		61,198		390,881

Equity Real Estate Investment Trusts (REITs) 0.2%
British Land Co. plc (The)		85,605		529,077
Land Securities Group plc		71,986		695,974


Common Stocks (continued)
	Shares		Value

UNITED KINGDOM (continued)
Equity Real Estate Investment Trusts (REITs) (continued)
Segro plc		105,425	$	977,881


				2,202,932

Food & Staples Retailing 0.3%
J Sainsbury plc		170,907		407,984
Tesco plc		934,081		2,532,132
Wm Morrison Supermarkets plc		226,455		536,484


				3,476,600

Food Products 0.1%
Associated British Foods plc		34,482		1,011,883

Health Care Equipment & Supplies 0.1%
Smith & Nephew plc		82,190		1,862,185

Hotels, Restaurants & Leisure 0.5%
Compass Group plc		151,777		3,825,802
GVC Holdings plc		55,639		399,435
InterContinental Hotels Group plc		16,707		1,158,492
Merlin Entertainments plc Reg. S(b)		66,868		365,145
Whitbread plc		12,780		701,206


				6,450,080

Household Durables 0.2%
Barratt Developments plc		95,300		744,271
Berkeley Group Holdings plc		12,135		572,781
Persimmon plc		30,266		737,295
Taylor Wimpey plc		321,092		629,411


				2,683,758

Household Products 0.4%
Reckitt Benckiser Group plc		67,652		5,245,345

Industrial Conglomerates 0.1%
DCC plc		9,538		801,275
Smiths Group plc		36,586		727,323


				1,528,598

Insurance 0.8%
Admiral Group plc		18,519		487,087
Aviva plc		370,564		1,824,653
Direct Line Insurance Group plc		130,580		510,681
Legal & General Group plc		564,481		1,790,448
Prudential plc		247,005		5,094,206
RSA Insurance Group plc		101,203		690,932


				10,398,007

Interactive Media & Services 0.0%^†
Auto Trader Group plc Reg. S(b)		91,815		601,837

Internet & Direct Marketing Retail 0.0%^†
Ocado Group plc*		43,465		653,625

Machinery 0.2%
CNH Industrial NV		98,172		991,432
Spirax-Sarco Engineering plc		7,039		768,199
Weir Group plc (The)		24,631		446,060


				2,205,691

Media 0.3%
Informa plc		121,514		1,283,015
ITV plc		348,268		465,425
Pearson plc		75,147		797,258
WPP plc		118,102		1,390,441


				3,936,139

Multiline Retail 0.1%
Marks & Spencer Group plc		189,295		474,499
Next plc		13,407		985,879

				1,460,378


Common Stocks (continued)
	Shares		Value

UNITED KINGDOM (continued)
Multi-Utilities 0.3%
Centrica plc		547,801	$	504,008
National Grid plc		325,319		3,343,651


				3,847,659

Oil, Gas & Consumable Fuels 1.0%
BP plc		1,937,234		12,775,710

Paper & Forest Products 0.1%
Mondi plc		46,411		1,014,249

Personal Products 1.1%
Unilever NV		139,370		8,039,077
Unilever plc		105,864		6,376,019


				14,415,096

Pharmaceuticals 1.5%
AstraZeneca plc		120,854		10,373,190
GlaxoSmithKline plc		473,298		9,794,219


				20,167,409

Professional Services 0.6%
Experian plc		86,603		2,627,368
Intertek Group plc		15,669		1,083,186
RELX plc		186,651		4,427,100


				8,137,654

Software 0.1%
Micro Focus International plc		32,908		689,685
Sage Group plc (The)		105,303		918,445


				1,608,130

Specialty Retail 0.0%^†
Kingfisher plc		210,264		565,685

Textiles, Apparel & Luxury Goods 0.1%
Burberry Group plc		39,801		1,085,788

Tobacco 0.8%
British American Tobacco plc		218,826		7,808,434
Imperial Brands plc		91,037		2,302,782


				10,111,216

Trading Companies & Distributors 0.2%
Ashtead Group plc		45,241		1,235,361
Bunzl plc		32,651		854,464


				2,089,825

Water Utilities 0.1%
Severn Trent plc		23,015		564,034
United Utilities Group plc		63,225		605,310


				1,169,344

Wireless Telecommunication Services 0.4%
Vodafone Group plc		2,539,021		4,624,299


				182,606,462




UNITED STATES 0.2%
Hotels, Restaurants & Leisure 0.0%^†
Carnival plc		15,822		714,082

Life Sciences Tools & Services 0.1%
QIAGEN NV*		22,552		859,274

Trading Companies & Distributors 0.1%
Ferguson plc		21,747		1,619,662


				3,193,018


Total Common Stocks (cost $1,139,580,435)				1,308,320,088


Short-Term Investment 0.0%^†
	Shares		Value

Money Market Fund 0.0%^†
Fidelity Investments Money Market Government Portfolio — Institutional Class, 2.23% (c)(d)	$	435,423	$	435,423

Total Short-Term Investment (cost $435,423)				435,423



Repurchase Agreement 0.1%
	Principal Amount		Value

BNP Paribas Securities Corp., 2.53%, dated 7/31/2019, due 8/1/2019, repurchase price $1,371,526, collateralized by U.S. Treasury Note, 1.50%, maturing 8/15/2026; total market value $1,399,341.(d)		1,371,429		1,371,429


Total Repurchase Agreement (cost $1,371,429)				1,371,429


Total Investments (cost $1,141,387,287) — 99.4%				1,310,126,940
Other assets in excess of liabilities — 0.6%				8,067,533


NET ASSETS — 100.0%			$	1,318,194,473

*	Denotes a non-income producing security.

^	Value determined using significant unobservable inputs.

¥	Fair valued security.

†	Amount rounds to less than 0.1%.

(a)

The security or a portion of this security is on loan at July 31, 2019. The total value of securities on loan at July 31, 2019 was $3,648,428, which was collateralized by cash used to purchase a money market fund and a repurchase agreement with a value of $435,423 and $1,371,429, respectively, and by $2,089,155 of collateral in the form of U.S. Government Treasury Securities, interest rates ranging from 0.00% - 3.00%, and maturity dates ranging from 9/12/2019 – 2/15/2047; a total value of $3,896,007.

(b)

(c)	Represents 7-day effective yield as of July 31, 2019.

(d)	Security was purchased with cash collateral held from securities on loan. The total value of securities purchased with cash collateral as of July 31, 2019 was $1,806,852.


ADR		American Depositary Receipt
CHDI		Clearing House Electronic Subregister System (CHESS) Depository Interest
CVA		Dutch Certification
FDR		Fiduciary Depositary Receipt
Preference		A special type of equity investment that shares in the earnings of the company, has limited voting rights, and may have a dividend preference. Preference shares may also have liquidation preference.
Reg. S		Regulation S - Security was purchased pursuant to Regulation S under the Securities Act of 1933, which exempts from registration securities offered and sold outside of the United States. Such security cannot be sold in the United States without either an effective registration statement filed pursuant to the Securities Act of 1933 or pursuant to an exemption from registration. Currently there is no restriction on trading this security.
REIT		Real Estate Investment Trust
SDR		Swedish Depository Receipt

At July 31, 2019 the fund had $582,873 segregated in foreign currency as collateral with the broker for open futures contract.

• Level 2 — Other significant observable inputs (including quoted prices of similar securities, interest rates, prepayment speeds, credit risk, etc.)

• Level 3 — Significant unobservable inputs (including the Fund’s own assumptions in determining the fair value of investments)

Changes in valuation techniques may result in transfers into or out of an investment’s assigned level within the hierarchy.

Amounts designated as “–”, which may include fair valued securities, are zero or have been rounded to zero.

During the period ended July 31, 2019, the Fund held one international common stock investment that was categorized as Level 3 investment which was valued at $0.

The Fund is subject to equity price risk in the normal course of pursuing its objective(s). The Fund entered into financial futures contracts (“futures contracts”) to gain exposure to the value of equities and foreign currencies. Futures contracts are contracts for delayed delivery of securities or currencies at a specific future date and at a specific price or currency amount.

The following table provides a summary of the Fund’s derivative instruments categorized by risk exposure as of July 31, 2019:

Fair Values of Derivatives not Accounted for as Hedging Instruments as of July 31, 2019


Common Stocks 95.9%
	Shares		Value

AUSTRALIA 4.8%
Capital Markets 0.2%
Pendal Group Ltd.		189,166	$	998,182

Chemicals 0.2%
Nufarm Ltd.		358,942		1,188,490

Containers & Packaging 0.8%
Orora Ltd.		1,589,032		3,666,724

Equity Real Estate Investment Trusts (REITs) 0.5%
Charter Hall Education Trust		932,525		2,410,670

Insurance 0.6%
AUB Group Ltd.		370,206		3,009,263

IT Services 0.7%
NEXTDC Ltd. *		691,692		3,248,157

Oil, Gas & Consumable Fuels 0.5%
Beach Energy Ltd.		337,116		487,808
FAR Ltd. *(a)		2,635,052		111,018
Karoon Energy Ltd. *(a)		602,025		681,276
Viva Energy Group Ltd. Reg. S (b)		186,509		305,740
Whitehaven Coal Ltd.		408,871		1,031,754

				2,617,596

Software 0.9%
Bravura Solutions Ltd.		1,040,038		3,436,957
WiseTech Global Ltd.		32,840		712,822

				4,149,779

Trading Companies & Distributors 0.1%
Seven Group Holdings Ltd.		21,776		266,017

Transportation Infrastructure 0.3%
Atlas Arteria Ltd.		139,278		777,489
Qube Holdings Ltd.		305,280		656,418

				1,433,907

				22,988,785




AUSTRIA 0.6%
Air Freight & Logistics 0.0%^†
Oesterreichische Post AG		6,668		221,294

Banks 0.4%
BAWAG Group AG Reg. S (b)		42,458		1,688,818

Construction Materials 0.1%
Wienerberger AG		26,314		602,452

Electrical Equipment 0.1%
Zumtobel Group AG *		69,955		579,435

				3,091,999




BELGIUM 2.2%
Biotechnology 1.2%
Galapagos NV *		34,538		5,992,810

Equity Real Estate Investment Trusts (REITs) 0.8%
Warehouses De Pauw CVA, CVA		23,017		3,843,255

Media 0.2%
Telenet Group Holding NV		20,420		1,004,070

				10,840,135




BRAZIL 1.5%
Chemicals 0.3%
Braskem SA (Preference), Class A *		152,200		1,357,551

IT Services 1.0%
Pagseguro Digital Ltd., Class A *		63,640		2,767,067
StoneCo Ltd., Class A *(a)		53,531		1,874,120

				4,641,187


Common Stocks (continued)
	Shares		Value

BRAZIL (continued)
Water Utilities 0.2%
Cia de Saneamento do Parana		47,100	$	1,056,444

				7,055,182




CANADA 3.4%
Chemicals 0.3%
EcoSynthetix, Inc. *		558,049		1,412,247

Gas Utilities 2.2%
AltaGas Canada, Inc.		573,653		11,214,008

Metals & Mining 0.7%
ERO Copper Corp. *		171,712		3,243,507

Oil, Gas & Consumable Fuels 0.2%
Gran Tierra Energy, Inc. *		155,368		251,923
Parex Resources, Inc. *		28,928		494,480

				746,403

				16,616,165




CHINA 2.6%
Air Freight & Logistics 0.3%
Sinotrans Ltd., Class H		3,722,355		1,276,794

Auto Components 0.1%
Nexteer Automotive Group Ltd.		676,000		699,728

Biotechnology 0.3%
Zai Lab Ltd., ADR *		49,013		1,574,297

Chemicals 0.2%
Sinopec Shanghai Petrochemical Co. Ltd., Class H		3,426,000		1,196,055

Containers & Packaging 0.3%
AMVIG Holdings Ltd.		5,991,891		1,385,412

Electronic Equipment, Instruments & Components 0.3%
Kingboard Holdings Ltd.		527,500		1,297,339

Independent Power and Renewable Electricity Producers 0.3%
China Longyuan Power Group Corp. Ltd., Class H		1,592,245		976,660
Huaneng Renewables Corp. Ltd., Class H		1,876,000		509,850

				1,486,510

Interactive Media & Services 0.2%
Wise Talent Information Technology Co. Ltd. Reg. S *(a)		370,200		878,800

Internet & Direct Marketing Retail 0.1%
Maoyan Entertainment Reg. S *(b)		237,254		376,689

Machinery 0.0%^†
Precision Tsugami China Corp. Ltd. Reg. S		47,000		44,891

Marine 0.3%
SITC International Holdings Co. Ltd.		1,135,000		1,240,191

Professional Services 0.1%
51job, Inc., ADR *		4,914		381,081

Software 0.1%
Kingdee International Software Group Co. Ltd.		583,000		551,836

				12,389,623




COLOMBIA 0.8%
Oil, Gas & Consumable Fuels 0.3%
Canacol Energy Ltd. *		328,764		1,252,980

Wireless Telecommunication Services 0.5%
Millicom International Cellular SA, SDR		52,055		2,676,139

				3,929,119


Common Stocks (continued)
	Shares		Value

DENMARK 0.5%
Biotechnology 0.3%
Zealand Pharma A/S *		43,742	$	983,150

Building Products 0.1%
Rockwool International A/S, Class B		2,640		644,282

Machinery 0.1%
FLSmidth & Co. A/S		7,556		309,078
Nilfisk Holding A/S *		5,968		151,997

				461,075

Marine 0.0%^†
Dfds A/S		6,198		227,730

				2,316,237




FINLAND 1.4%
Chemicals 0.3%
Kemira OYJ		87,616		1,287,102

Diversified Telecommunication Services 0.2%
DNA OYJ		41,059		949,305

Machinery 0.3%
Cargotec OYJ, Class B		27,694		823,570
Konecranes OYJ		13,432		394,361

				1,217,931

Real Estate Management & Development 0.6%
Kojamo OYJ		218,772		3,074,435

				6,528,773




FRANCE 2.8%
Airlines 0.1%
Air France-KLM *		33,304		346,874

Gas Utilities 0.0%^†
Rubis SCA		97		5,438

Health Care Equipment & Supplies 0.6%
BioMerieux		35,222		2,978,492

Household Durables 0.8%
Kaufman & Broad SA		98,980		4,060,625

IT Services 0.2%
Worldline SA Reg. S *(b)		14,055		1,004,830

Road & Rail 0.1%
ALD SA Reg. S (b)		17,742		264,913

Semiconductors & Semiconductor Equipment 0.4%
SOITEC *		18,335		1,895,156

Specialty Retail 0.5%
Maisons du Monde SA Reg. S (b)		127,238		2,529,593

Trading Companies & Distributors 0.1%
Rexel SA		48,047		536,686

				13,622,607




GERMANY 2.9%
Biotechnology 0.2%
Affimed NV *		304,070		912,210

Electrical Equipment 0.2%
OSRAM Licht AG (a)		19,629		745,168
SGL Carbon SE *		16,231		110,328

				855,496

Health Care Equipment & Supplies 0.5%
Sartorius AG (Preference)		11,544		2,365,434

Industrial Conglomerates 0.6%
Rheinmetall AG		27,002		3,087,040

Internet & Direct Marketing Retail 0.8%
Delivery Hero SE Reg. S *(b)		72,195		3,469,220

Machinery 0.0%^†
Stabilus SA		4,548		208,761


Common Stocks (continued)
	Shares		Value

GERMANY (continued)
Metals & Mining 0.2%
Aurubis AG		26,466	$	1,158,698

Professional Services 0.3%
Bertrandt AG		19,992		1,342,550

Road & Rail 0.0%^†
Sixt SE		2,154		220,581

Semiconductors & Semiconductor Equipment 0.1%
Siltronic AG		7,502		583,994

				14,203,984




GHANA 0.4%
Oil, Gas & Consumable Fuels 0.4%
Kosmos Energy Ltd.		100,382		603,296
Tullow Oil plc		606,778		1,415,225

				2,018,521




GREECE 0.4%
Diversified Telecommunication Services 0.4%
Hellenic Telecommunications Organization SA		123,955		1,701,938




HONG KONG 1.3%
Equity Real Estate Investment Trusts (REITs) 0.2%
Champion REIT		1,032,000		765,860

IT Services 0.5%
SUNeVision Holdings Ltd.		2,819,611		2,083,528

Machinery 0.3%
Singamas Container Holdings Ltd.		10,577,427		1,387,276

Marine 0.3%
Pacific Basin Shipping Ltd.		7,841,000		1,615,122

Transportation Infrastructure 0.0%^†
Hutchison Port Holdings Trust		947,800		207,924

				6,059,710




INDIA 0.4%
Capital Markets 0.2%
Edelweiss Financial Services Ltd.		493,594		1,047,337

Entertainment 0.2%
PVR Ltd.		34,039		747,154

Software 0.0%^†
Cyient Ltd.		4,167		27,934

				1,822,425




INDONESIA 0.2%
Diversified Telecommunication Services 0.2%
Link Net Tbk. PT		3,614,235		1,167,077




IRELAND 2.5%
Containers & Packaging 1.3%
Smurfit Kappa Group plc		188,489		5,888,047

Equity Real Estate Investment Trusts (REITs) 0.6%
Irish Residential Properties REIT plc		1,585,354		3,007,068

Marine 0.2%
Irish Continental Group plc		240,108		1,111,507

Media 0.4%
Tarsus Group plc		416,258		2,150,934

				12,157,556




ISRAEL 0.9%
IT Services 0.6%
Wix.com Ltd. *		18,976		2,818,315

Oil, Gas & Consumable Fuels 0.2%
Delek Group Ltd.		4,877		743,387


Common Stocks (continued)
	Shares		Value

ISRAEL (continued)
Oil, Gas & Consumable Fuels (continued)
Tamar Petroleum Ltd. Reg. S (b)		110,155	$	321,301

				1,064,688

Pharmaceuticals 0.1%
MediWound Ltd. *		227,990		642,932

				4,525,935




ITALY 6.8%
Capital Markets 0.5%
Anima Holding SpA Reg. S (b)		179,629		662,297
Banca Generali SpA		62,431		1,817,147

				2,479,444

Commercial Services & Supplies 0.6%
Fila SpA (a)		209,686		3,067,595

Construction Materials 0.7%
Buzzi Unicem SpA		158,279		3,214,107

Diversified Financial Services 0.8%
Banca Farmafactoring SpA Reg. S (b)		464,637		2,517,908
Cerved Group SpA		166,088		1,305,602

				3,823,510

Gas Utilities 0.8%
Italgas SpA		598,592		3,787,077

Health Care Equipment & Supplies 1.3%
DiaSorin SpA		57,911		6,699,306

Hotels, Restaurants & Leisure 0.5%
Autogrill SpA		225,209		2,372,527

Independent Power and Renewable Electricity Producers 0.1%
ERG SpA		13,193		254,742

Machinery 0.5%
Interpump Group SpA		81,629		2,298,094

Textiles, Apparel & Luxury Goods 0.9%
OVS SpA Reg. S *(a)(b)		1,204,555		2,118,971
Salvatore Ferragamo SpA		108,358		2,268,597

				4,387,568

Transportation Infrastructure 0.1%
Enav SpA Reg. S (b)		68,732		378,899
Societa Iniziative Autostradali e Servizi SpA		18,135		344,470

				723,369

				33,107,339




JAPAN 22.0%
Auto Components 1.0%
Musashi Seimitsu Industry Co. Ltd.		54,900		716,312
NGK Spark Plug Co. Ltd.		73,900		1,407,334
Nippon Seiki Co. Ltd.		76,400		1,337,919
TPR Co. Ltd.		42,200		731,267
Unipres Corp.		44,100		717,746

				4,910,578

Banks 0.8%
Bank of Kyoto Ltd. (The)		71,516		2,766,456
San-In Godo Bank Ltd. (The)		161,243		969,947

				3,736,403

Capital Markets 0.4%
Jafco Co. Ltd.		54,800		2,032,542

Chemicals 0.8%
Daicel Corp.		168,761		1,428,864
JSR Corp.		88,607		1,468,412
Tokyo Ohka Kogyo Co. Ltd.		28,730		973,156

				3,870,432


Common Stocks (continued)
	Shares		Value

JAPAN (continued)
Commercial Services & Supplies 0.1%
Raksul, Inc. *		9,674	$	333,346

Construction & Engineering 0.3%
JGC Corp.		115,900		1,505,186

Construction Materials 0.4%
Sumitomo Osaka Cement Co. Ltd.		22,596		861,558
Taiheiyo Cement Corp.		38,109		1,071,765

				1,933,323

Consumer Finance 0.6%
Acom Co. Ltd.		775,300		2,740,589

Diversified Financial Services 0.5%
Tokyo Century Corp.		55,400		2,287,374

Entertainment 0.7%
DeNA Co. Ltd.		59,082		1,133,785
Heroz, Inc. *		1,660		247,456
Toei Co. Ltd.		13,990		1,922,717

				3,303,958

Equity Real Estate Investment Trusts (REITs) 3.0%
Comforia Residential REIT, Inc.		1,833		5,481,595
Ichigo Office REIT Investment		5,143		4,885,588
Nippon Accommodations Fund, Inc.		764		4,498,551

				14,865,734

Food & Staples Retailing 0.9%
Create SD Holdings Co. Ltd.		75,100		1,687,307
Tsuruha Holdings, Inc.		27,200		2,774,001

				4,461,308

Food Products 0.9%
Ajinomoto Co., Inc.		139,530		2,492,564
Itoham Yonekyu Holdings, Inc.		290,300		1,905,550

				4,398,114

Gas Utilities 0.1%
Nippon Gas Co. Ltd.		10,300		290,376

Health Care Equipment & Supplies 0.2%
Asahi Intecc Co. Ltd.		32,400		841,827

Hotels, Restaurants & Leisure 0.9%
Kyoritsu Maintenance Co. Ltd.		95,500		4,117,252

Interactive Media & Services 0.4%
Dip Corp.		89,900		1,837,777

Internet & Direct Marketing Retail 1.8%
ASKUL Corp.		110,700		2,740,088
Yume No Machi Souzou Iinkai Co. Ltd. (a)		189,180		2,854,887
ZOZO, Inc.		166,650		3,150,601

				8,745,576

IT Services 2.7%
Argo Graphics, Inc.		16,302		370,756
GMO Payment Gateway, Inc.		81,369		5,932,770
NET One Systems Co. Ltd.		52,600		1,383,426
Nihon Unisys Ltd.		25,700		841,637
Obic Co. Ltd.		39,030		4,131,355
TechMatrix Corp.		39,100		783,168

				13,443,112

Machinery 0.7%
Daifuku Co. Ltd.		3,774		206,481
Ebara Corp.		32,200		866,022
Fuji Corp.		55,674		743,070
MINEBEA MITSUMI, Inc.		20,300		347,344
Nabtesco Corp.		15,660		421,749
Nittoku Engineering Co. Ltd. (a)		15,800		435,352


Common Stocks (continued)
	Shares		Value

JAPAN (continued)
Machinery (continued)
THK Co. Ltd.		22,600	$	569,441

				3,589,459

Marine 0.0%^†
Nippon Yusen KK		14,536		241,569

Media 1.4%
CyberAgent, Inc.		10,941		441,887
Hakuhodo DY Holdings, Inc.		206,154		3,235,179
Nippon Television Holdings, Inc.		223,673		3,075,636

				6,752,702

Multiline Retail 0.5%
H2O Retailing Corp.		197,215		2,231,926

Oil, Gas & Consumable Fuels 0.4%
Idemitsu Kosan Co. Ltd.		58,600		1,614,665
Japan Petroleum Exploration Co. Ltd.		4,400		95,858

				1,710,523

Professional Services 0.6%
BayCurrent Consulting, Inc.		27,450		1,242,173
SMS Co. Ltd.		22,200		492,256
TechnoPro Holdings, Inc.		25,100		1,400,830

				3,135,259

Road & Rail 0.3%
Hitachi Transport System Ltd.		8,700		269,927
Nikkon Holdings Co. Ltd.		12,035		280,831
Sankyu, Inc.		12,500		669,306
Seino Holdings Co. Ltd.		29,645		369,996

				1,590,060

Semiconductors & Semiconductor Equipment 0.6%
Lasertec Corp.		15,510		742,797
SCREEN Holdings Co. Ltd.		22,651		1,228,064
Tri Chemical Laboratories, Inc.		7,100		364,236
Ulvac, Inc.		15,600		653,968

				2,989,065

Software 0.6%
Infomart Corp.		153,050		2,055,182
Sansan, Inc. *		6,241		339,615
Systena Corp.		41,350		685,667

				3,080,464

Transportation Infrastructure 0.4%
Japan Airport Terminal Co. Ltd. (a)		38,900		1,614,030
Mitsubishi Logistics Corp.		12,700		338,842

				1,952,872

				106,928,706




JERSEY 0.5%
Capital Markets 0.5%
Sanne Group plc		337,034		2,255,398




KAZAKHSTAN 1.2%
Metals & Mining 0.7%
KAZ Minerals plc		498,390		3,488,078

Oil, Gas & Consumable Fuels 0.5%
NAC Kazatomprom JSC, GDR Reg. S		144,081		2,202,966

				5,691,044




LUXEMBOURG 0.3%
Banks 0.3%
Addiko Bank AG *		92,430		1,655,538


Common Stocks (continued)
	Shares		Value

MALAYSIA 0.8%
Electronic Equipment, Instruments & Components 0.0%^†
Inari Amertron Bhd.		286,955	$	113,725

Hotels, Restaurants & Leisure 0.7%
Genting Malaysia Bhd.		3,430,700		3,214,857

Semiconductors & Semiconductor Equipment 0.1%
ViTrox Corp. Bhd.		274,300		464,310

				3,792,892




MEXICO 0.6%
Chemicals 0.6%
Alpek SAB de CV		1,254,400		1,352,340
Mexichem SAB de CV		817,341		1,497,454

				2,849,794




NETHERLANDS 3.5%
Air Freight & Logistics 0.0%^†
PostNL NV (a)		92,130		157,734

Biotechnology 0.5%
Merus NV *		142,353		2,242,060

Chemicals 0.6%
Corbion NV		86,339		2,809,157

Construction & Engineering 0.1%
Boskalis Westminster (a)		18,077		408,947

Hotels, Restaurants & Leisure 0.3%
DP Eurasia NV Reg. S *(b)		1,523,592		1,558,337

Internet & Direct Marketing Retail 0.3%
Takeaway.com NV Reg. S *(a)(b)		16,613		1,484,123

IT Services 0.6%
InterXion Holding NV *		38,503		2,899,276

Trading Companies & Distributors 1.1%
IMCD NV		60,508		5,312,880

				16,872,514




NEW ZEALAND 1.0%
Airlines 0.0%^†
Air New Zealand Ltd.		112,291		199,249

Health Care Equipment & Supplies 0.6%
Fisher & Paykel Healthcare Corp. Ltd.		240,551		2,599,199

Oil, Gas & Consumable Fuels 0.4%
New Zealand Refining Co. Ltd. (The)		1,311,811		1,859,470

Software 0.0%^†
Xero Ltd. *		4,267		188,672

				4,846,590




NORWAY 0.9%
Aerospace & Defense 0.1%
Kongsberg Gruppen ASA		20,147		255,368

Banks 0.8%
SpareBank 1 SMN		332,688		3,657,645

Construction & Engineering 0.0%^†
Veidekke ASA		19,830		178,816

Oil, Gas & Consumable Fuels 0.0%^†
DNO ASA		100,796		169,116

				4,260,945




PORTUGAL 0.3%
Media 0.3%
NOS SGPS SA		249,133		1,548,345




RUSSIA 0.2%
Interactive Media & Services 0.1%
Mail.Ru Group Ltd., GDR Reg. S *		15,449		393,201


Common Stocks (continued)
	Shares		Value

RUSSIA (continued)
Professional Services 0.1%
HeadHunter Group plc, ADR		19,100	$	347,238

				740,439




SINGAPORE 0.3%
Air Freight & Logistics 0.0%^†
Singapore Post Ltd.		309,840		216,944

Electronic Equipment, Instruments & Components 0.2%
Venture Corp. Ltd.		54,422		610,536

Machinery 0.0%^†
Sembcorp Marine Ltd. *		162,800		158,330

Semiconductors & Semiconductor Equipment 0.1%
Kulicke & Soffa Industries, Inc.		13,285		300,640

				1,286,450




SOUTH AFRICA 0.6%
Construction Materials 0.3%
PPC Ltd. *		4,147,141		1,413,018

Containers & Packaging 0.3%
Nampak Ltd. *		2,243,715		1,534,754

				2,947,772




SOUTH KOREA 0.6%
Auto Components 0.2%
S&T Motiv Co. Ltd.		18,993		801,663

Diversified Telecommunication Services 0.2%
LG Uplus Corp.		111,916		1,226,594

Software 0.2%
Douzone Bizon Co. Ltd.		13,473		726,816

				2,755,073




SPAIN 2.8%
Air Freight & Logistics 0.0%^†
Cia de Distribucion Integral Logista Holdings SA		9,587		199,797

Banks 0.3%
Liberbank SA		2,178,740		815,114
Unicaja Banco SA Reg. S (b)		722,901		570,813

				1,385,927

Commercial Services & Supplies 0.1%
Atento SA *		211,222		492,147

Construction & Engineering 0.0%^†
Fomento de Construcciones y Contratas SA		14,770		187,711

Diversified Telecommunication Services 1.3%
Cellnex Telecom SA Reg. S *(b)		160,378		5,981,477

Equity Real Estate Investment Trusts (REITs) 0.4%
Arima Real Estate SOCIMI SA *		191,603		2,115,649

Food Products 0.7%
Ebro Foods SA		54,499		1,093,882
Viscofan SA		40,069		1,963,140

				3,057,022

Machinery 0.0%^†
Zardoya Otis SA		35,219		240,835

				13,660,565




SWEDEN 4.4%
Aerospace & Defense 0.1%
Saab AB, Class B (a)		17,963		565,409

Capital Markets 0.6%
Vostok Emerging Finance Ltd., SDR *		11,102,901		3,030,616



Common Stocks (continued)


	Shares		Value

SWEDEN (continued)
Commercial Services & Supplies 0.1%
Bravida Holding AB Reg. S (b)		46,123	$	382,709

Construction & Engineering 0.1%
NCC AB, Class B (a)		15,769		251,810
Sweco AB, Class B		15,162		421,557

				673,367

Containers & Packaging 0.3%
BillerudKorsnas AB (a)		130,323		1,510,291

Hotels, Restaurants & Leisure 0.2%
SkiStar AB		101,106		1,168,578

Machinery 0.6%
Trelleborg AB, Class B		194,282		2,678,537

Paper & Forest Products 0.2%
Svenska Cellulosa AB SCA, Class B		108,301		898,258

Real Estate Management & Development 2.1%
Catena AB		156,284		4,887,991
Fastighets AB Balder, Class B *		138,572		4,742,689

				9,630,680

Trading Companies & Distributors 0.1%
Indutrade AB		18,934		533,988

				21,072,433




SWITZERLAND 4.4%
Air Freight & Logistics 0.1%
Panalpina Welttransport Holding AG (Registered) *		1,946		437,293

Commercial Services & Supplies 0.1%
IWG plc		138,171		637,881

Life Sciences Tools & Services 1.6%
Tecan Group AG (Registered)		31,602		8,030,679

Machinery 0.8%
Bucher Industries AG (Registered)		1,528		455,682
Conzzeta AG (Registered)		296		232,259
OC Oerlikon Corp. AG (Registered)		219,735		2,353,595
SFS Group AG		3,482		267,169
VAT Group AG Reg. S *(b)		5,539		692,177

				4,000,882

Professional Services 0.1%
DKSH Holding AG		7,211		363,653

Real Estate Management & Development 0.6%
PSP Swiss Property AG (Registered)		23,786		2,850,181

Software 0.6%
Temenos AG (Registered) *		15,344		2,695,101

Specialty Retail 0.5%
Dufry AG (Registered) *		26,238		2,302,892

				21,318,562




TAIWAN 2.0%
Electrical Equipment 0.2%
Bizlink Holding, Inc.		96,000		728,875
Voltronic Power Technology Corp. *		8,500		182,978

				911,853

Electronic Equipment, Instruments & Components 0.7%
Chroma ATE, Inc.		296,358		1,388,064
E Ink Holdings, Inc.		275,000		302,500
ITEQ Corp.		172,000		750,394
Kingpak Technology, Inc.		95,000		452,180
Walsin Technology Corp.		60,753		340,757

				3,233,895


Common Stocks (continued)
	Shares		Value

TAIWAN (continued)
Industrial Conglomerates 0.3%
Far Eastern New Century Corp.		1,686,115	$	1,600,906

Machinery 0.0%^†
Airtac International Group		21,000		216,216

Semiconductors & Semiconductor Equipment 0.7%
Globalwafers Co. Ltd.		45,790		486,997
King Yuan Electronics Co. Ltd.		596,000		619,332
LandMark Optoelectronics Corp.		60,000		472,773
Novatek Microelectronics Corp.		75,000		395,554
Realtek Semiconductor Corp.		147,000		977,253
Vanguard International Semiconductor Corp.		150,000		302,463

				3,254,372

Technology Hardware, Storage & Peripherals 0.1%
Getac Technology Corp.		371,315		542,003

				9,759,245




THAILAND 0.2%
Marine 0.2%
Precious Shipping PCL *		3,427,500		946,152




UKRAINE 0.1%
Metals & Mining 0.1%
Ferrexpo plc		197,273		614,571




UNITED ARAB EMIRATES 0.6%
Health Care Providers & Services 0.5%
NMC Health plc (a)		77,873		2,338,212

IT Services 0.1%
Network International Holdings plc Reg. S *(b)		73,771		548,165

				2,886,377




UNITED KINGDOM 10.8%
Aerospace & Defense 0.3%
Cobham plc *		487,234		980,835
QinetiQ Group plc		115,250		405,376
Ultra Electronics Holdings plc		12,904		304,112

				1,690,323

Airlines 0.0%^†
Dart Group plc		18,265		168,111

Beverages 0.4%
Fevertree Drinks plc		67,475		1,911,968

Capital Markets 0.8%
Intermediate Capital Group plc		178,243		3,016,658
XPS Pensions Group plc Reg. S		526,895		740,268

				3,756,926

Commercial Services & Supplies 0.4%
Aggreko plc		54,080		549,330
Babcock International Group plc		52,611		303,627
Rentokil Initial plc		230,257		1,214,640

				2,067,597

Construction & Engineering 0.2%
Balfour Beatty plc		139,906		349,873
John Laing Group plc Reg. S (b)		97,887		457,498

				807,371

Electronic Equipment, Instruments & Components 0.5%
Halma plc		98,755		2,393,748

Equity Real Estate Investment Trusts (REITs) 2.1%
Derwent London plc		80,075		2,837,362
Safestore Holdings plc		439,982		3,336,714


Common Stocks (continued)
	Shares		Value

UNITED KINGDOM (continued)
Equity Real Estate Investment Trusts (REITs) (continued)
UNITE Group plc (The)		300,307	$	3,761,789

				9,935,865

Food Products 0.4%
Cranswick plc		40,381		1,308,643
Tate & Lyle plc		88,695		808,314

				2,116,957

Hotels, Restaurants & Leisure 1.3%
Domino’s Pizza Group plc		596,929		1,782,417
Restaurant Group plc (The)		1,805,693		3,350,338
SSP Group plc		143,054		1,221,020

				6,353,775

Insurance 0.9%
Beazley plc		380,099		2,668,484
Hiscox Ltd.		82,204		1,702,357
Sabre Insurance Group plc Reg. S (b)		61,392		197,214

				4,568,055

Internet & Direct Marketing Retail 0.6%
Just Eat plc *		299,943		2,751,017

Machinery 1.2%
IMI plc		53,950		677,327
Rotork plc		783,504		2,916,310
Spirax-Sarco Engineering plc		21,256		2,319,765

				5,913,402

Multiline Retail 0.6%
B&M European Value Retail SA		695,014		3,129,700

Oil, Gas & Consumable Fuels 0.2%
Cairn Energy plc *		428,056		819,556
Premier Oil plc *		83,042		83,974

				903,530

Professional Services 0.1%
RWS Holdings plc		35,311		279,322

Road & Rail 0.3%
Firstgroup plc *		401,068		559,266
National Express Group plc		137,322		697,644

				1,256,910

Trading Companies & Distributors 0.3%
Grafton Group plc		52,482		461,216
Travis Perkins plc		50,193		835,199

				1,296,415

Transportation Infrastructure 0.2%
BBA Aviation plc		201,608		780,764

				52,081,756




UNITED STATES 1.0%
Auto Components 0.3%
TI Fluid Systems plc Reg. S (b)		551,177		1,316,221

Biotechnology 0.4%
UroGen Pharma Ltd. *(a)		71,633		2,442,685

Building Products 0.1%
Reliance Worldwide Corp. Ltd.		154,600		385,949

Oil, Gas & Consumable Fuels 0.2%
Diversified Gas & Oil plc Reg. S		573,451		743,133

				4,887,988


Common Stocks (continued)
	Shares		Value

URUGUAY 0.4%
Hotels, Restaurants & Leisure 0.4%
Arcos Dorados Holdings, Inc., Class A		217,280	$	1,727,376


Total Common Stocks (cost $443,211,156)				463,529,635


Exchange Traded Fund 2.6%
	Shares		Value

UNITED STATES 2.6%
iShares MSCI EAFE Small-Cap ETF (a)		221,413		12,518,691


Total Exchange Traded Fund (cost $11,824,952)				12,518,691


Rights 0.0%^†
	Number of Rights		Value

CANADA 0.0%^†
Biotechnology 0.0%^†
Clementia Pharmaceuticals, Inc., CVR*¥		16,268		17,407




TAIWAN 0.0%^†
Electronic Equipment, Instruments & Components 0.0%^†
Kingpak Technology, Inc., expiring at an exercise price of $1.00 on 8/19/2019*¥		9,913		13,708


Total Rights (cost $–)				31,115


Short-Term Investment 1.0%
	Shares		Value

Money Market Fund 1.0%
Fidelity Investments Money Market Government Portfolio — Institutional Class, 2.23%(c)(d)		4,860,484		4,860,484

Total Short-Term Investment (cost $4,860,484)				4,860,484


Repurchase Agreement 3.2%
	Principal Amount		Value

BNP Paribas Securities Corp., 2.53%, dated 7/31/2019, due 8/1/2019, repurchase price $15,309,904, collateralized by U.S. Treasury Note, 1.50%, maturing 8/15/2026; total market value $15,620,396.(d)	$	15,308,828		15,308,828


Total Repurchase Agreement (cost $15,308,828)				15,308,828



	Value


Total Investments (cost $475,205,420) — 102.7%	$	496,248,753

Liabilities in excess of other assets — (2.7)%		(12,881,293)


NET ASSETS — 100.0%	$	483,367,460

*	Denotes a non-income producing security.

¥	Fair valued security.

†	Amount rounds to less than 0.1%.

(a)

The security or a portion of this security is on loan at July 31, 2019. The total value of securities on loan at July 31, 2019 was $20,675,111, which was collateralized by cash used to purchase a money market fund and a repurchase agreement with a value of $4,860,484 and $15,308,828, respectively, and by $1,405,682 of collateral in the form of U.S. Government Treasury Securities, interest rates ranging from 0.00% - 3.00%, and maturity dates ranging from 9/12/2019 – 2/15/2047; a total value of $21,574,994.

(b)

(c)	Represents 7-day effective yield as of July 31, 2019.

(d)	Security was purchased with cash collateral held from securities on loan. The total value of securities purchased with cash collateral as of July 31, 2019 was $20,169,312.


ADR		American Depositary Receipt
CVA		Dutch Certification
CVR		Contingent Value Rights
ETF		Exchange Traded Fund
GDR		Global Depositary Receipt
Preference		A special type of equity investment that shares in the earnings of the company, has limited voting rights, and may have a dividend preference. Preference shares may also have liquidation preference.
Reg. S		Regulation S - Security was purchased pursuant to Regulation S under the Securities Act of 1933, which exempts from registration securities offered and sold outside of the United States. Such security cannot be sold in the United States without either an effective registration statement filed pursuant to the Securities Act of 1933 or pursuant to an exemption from registration. Currently there is no restriction on trading this security.
REIT		Real Estate Investment Trust
SDR		Swedish Depository Receipt

• Level 2 — Other significant observable inputs (including quoted prices of similar securities, interest rates, prepayment speeds, credit risk, etc.)

• Level 3 — Significant unobservable inputs (including the Fund’s own assumptions in determining the fair value of investments)

Changes in valuation techniques may result in transfers into or out of an investment’s assigned level within the hierarchy.

Amounts designated as “–”, which may include fair valued securities, are zero or have been rounded to zero.


Investment Companies 91.5%
	Shares		Value

Alternative Assets 2.0%
Nationwide Amundi Global High Yield Fund, Class R6 (a)		1,004,434	$ 9,903,722
Nationwide Emerging Markets Debt Fund, Class R6 (a)		989,569	9,955,062


Total Alternative Assets (cost $19,906,573)			19,858,784



Equity Funds 87.5%
Nationwide International Index Fund, Class R6 (a)		29,122,565	221,331,490
Nationwide International Small Cap Fund, Class R6 (a)		4,104,020	39,152,349
Nationwide Loomis All Cap Growth Fund, Class R6 (a)		3,251,809	40,452,500
Nationwide Mid Cap Market Index Fund, Class R6 (a)		7,691,594	120,142,699
Nationwide Multi-Cap Portfolio, Class R6 (a)		39,001,539	445,007,563


Total Equity Funds (cost $822,739,270)			866,086,601



Fixed Income Funds 2.0%
Nationwide Bond Index Fund, Class R6 (a)		1,308,036	14,610,764
Nationwide Core Plus Bond Fund, Class R6 (a)		474,422	4,891,291


Total Fixed Income Funds (cost $19,215,853)			19,502,055


Total Investment Companies (cost $861,861,696)			905,447,440


Exchange Traded Fund 8.6%
	Shares		Value

Equity Fund 8.6%
iShares Core MSCI Emerging Markets ETF		1,685,312	84,568,956

Total Exchange Traded Fund (cost $90,897,401)			84,568,956


Total Investments (cost $952,759,097) — 100.1%			990,016,396

Liabilities in excess of other assets — (0.1)%			(554,666)


NET ASSETS — 100.0%			$ 989,461,730

(a)	Investment in affiliate.


ETF		Exchange Traded Fund

• Level 2 — Other significant observable inputs (including quoted prices of similar securities, interest rates, prepayment speeds, credit risk, etc.)

• Level 3 — Significant unobservable inputs (including the Fund’s own assumptions in determining the fair value of investments)

Changes in valuation techniques may result in transfers into or out of an investment’s assigned level within the hierarchy.

At July 31, 2019, 100% of the market value of the Fund was determined based on Level 1 inputs.


Investment Companies 73.1%
	Shares		Value

Alternative Assets 6.1%
Nationwide Amundi Global High Yield Fund, Class R6 (a)		1,366,945	$ 13,478,082
Nationwide Amundi Strategic Income Fund, Class R6 (a)		1,911,737	19,882,067
Nationwide Emerging Markets Debt Fund, Class R6 (a)		673,242	6,772,812


Total Alternative Assets (cost $40,306,927)			40,132,961



Equity Funds 21.0%
Nationwide International Index Fund, Class R6 (a)		4,739,588	36,020,870
Nationwide International Small Cap Fund, Class R6 (a)		349,100	3,330,415
Nationwide Mid Cap Market Index Fund, Class R6 (a)		872,582	13,629,727
Nationwide Multi-Cap Portfolio, Class R6 (a)		7,546,006	86,099,925


Total Equity Funds (cost $132,987,438)			139,080,937



Fixed Income Funds 46.0%
Nationwide Bond Index Fund, Class R6 (a)		10,687,387	119,378,112
Nationwide Core Plus Bond Fund, Class R6 (a)		5,811,381	59,915,337
Nationwide Inflation-Protected Securities Fund, Class R6 (a)		3,298,427	32,984,267
Nationwide Loomis Short Term Bond Fund, Class R6 (a)		9,110,163	91,557,139


Total Fixed Income Funds (cost $300,399,238)			303,834,855


Total Investment Companies (cost $473,693,603)			483,048,753


Exchange Traded Funds 3.4%
	Shares		Value

Equity Fund 1.4%
iShares Core MSCI Emerging Markets ETF		191,023	9,585,534



Fixed Income Fund 2.0%
iShares 20+ Year Treasury Bond ETF		99,214	13,184,549


Total Exchange Traded Funds (cost $23,682,162)			22,770,083


Investment Contract 23.5%
	Principal Amount		Value

Nationwide Contract, 2.50% ^¥(a)(b)	$	155,024,824	155,024,824


Total Investment Contract (cost $155,024,824)			155,024,824


Total Investments (cost $652,400,589) — 100.0%			660,843,660

Liabilities in excess of other assets — 0.0%^†			(106,567)


NET ASSETS — 100.0%			$ 660,737,093

• Level 2 — Other significant observable inputs (including quoted prices of similar securities, interest rates, prepayment speeds, credit risk, etc.)

• Level 3 — Significant unobservable inputs (including the Fund’s own assumptions in determining the fair value of investments)

Changes in valuation techniques may result in transfers into or out of an investment’s assigned level within the hierarchy.

The following is a reconciliation of assets for which Level 3 inputs were used in determining fair value:

* Purchases include reinvestment of income and realized gain distributions, as applicable.


Investment Companies 83.7%
	Shares		Value

Alternative Assets 6.6%
Nationwide Amundi Global High Yield Fund, Class R6 (a)		3,873,805	$ 38,195,714
Nationwide Amundi Strategic Income Fund, Class R6 (a)		1,811,582	18,840,452
Nationwide Emerging Markets Debt Fund, Class R6 (a)		2,544,191	25,594,560


Total Alternative Assets (cost $82,620,607)			82,630,726



Equity Funds 60.8%
Nationwide International Index Fund, Class R6 (a)		23,608,140	179,421,862
Nationwide International Small Cap Fund, Class R6 (a)		2,637,822	25,164,820
Nationwide Loomis All Cap Growth Fund, Class R6 (a)		2,090,337	26,003,786
Nationwide Mid Cap Market Index Fund, Class R6 (a)		4,324,050	67,541,659
Nationwide Multi-Cap Portfolio, Class R6 (a)		41,304,326	471,282,355


Total Equity Funds (cost $727,862,949)			769,414,482



Fixed Income Funds 16.3%
Nationwide Bond Index Fund, Class R6 (a)		7,292,271	81,454,665
Nationwide Core Plus Bond Fund, Class R6 (a)		6,098,996	62,880,644
Nationwide Inflation-Protected Securities Fund, Class R6 (a)		1,246,172	12,461,721
Nationwide Loomis Short Term Bond Fund, Class R6 (a)		4,912,512	49,370,742


Total Fixed Income Funds (cost $204,635,065)			206,167,772


Total Investment Companies (cost $1,015,118,621)			1,058,212,980


Exchange Traded Funds 5.8%
	Shares		Value

Equity Fund 4.8%
iShares Core MSCI Emerging Markets ETF		1,209,333	60,684,330



Fixed Income Fund 1.0%
iShares 20+ Year Treasury Bond ETF		95,514	12,692,856

Total Exchange Traded Funds (cost $77,172,036)			73,377,186


Investment Contract 10.6%
	Principal Amount		Value


Nationwide Contract, 2.50% ^¥(a)(b)	$	134,121,694	134,121,694

Total Investment Contract (cost $134,121,694)			134,121,694


Total Investments (cost $1,226,412,351) — 100.1%			1,265,711,860

Liabilities in excess of other assets — (0.1)%			(665,525)


NET ASSETS — 100.0%			$ 1,265,046,335

• Level 2 — Other significant observable inputs (including quoted prices of similar securities, interest rates, prepayment speeds, credit risk, etc.)

• Level 3 — Significant unobservable inputs (including the Fund’s own assumptions in determining the fair value of investments)

Changes in valuation techniques may result in transfers into or out of an investment’s assigned level within the hierarchy.

The following is a reconciliation of assets for which Level 3 inputs were used in determining fair value:

* Purchases include reinvestment of income and realized gain distributions, as applicable.


Investment Companies 92.9%
	Shares		Value

Alternative Assets 6.5%
Nationwide Amundi Global High Yield Fund, Class R6 (a)		4,728,074	$ 46,618,806
Nationwide Amundi Strategic Income Fund, Class R6 (a)		2,203,511	22,916,516
Nationwide Emerging Markets Debt Fund, Class R6 (a)		3,104,969	31,235,992


Total Alternative Assets (cost $100,760,250)			100,771,314




Equity Funds 75.1%
Nationwide International Index Fund, Class R6 (a)		35,760,381	271,778,898
Nationwide International Small Cap Fund, Class R6 (a)		5,634,589	53,753,975
Nationwide Loomis All Cap Growth Fund, Class R6 (a)		3,827,676	47,616,286
Nationwide Mid Cap Market Index Fund, Class R6 (a)		8,047,700	125,705,079
Nationwide Multi-Cap Portfolio, Class R6 (a)		58,423,766	666,615,174


Total Equity Funds (cost $1,110,505,737)			1,165,469,412




Fixed Income Funds 11.3%
Nationwide Bond Index Fund, Class R6 (a)		8,892,228	99,326,187
Nationwide Core Plus Bond Fund, Class R6 (a)		5,954,429	61,390,163
Nationwide Inflation-Protected Securities Fund, Class R6 (a)		1,520,741	15,207,407


Total Fixed Income Funds (cost $173,674,302)			175,923,757


Total Investment Companies (cost $1,384,940,289)			1,442,164,483


Exchange Traded Fund 7.2%
	Shares		Value


Equity Fund 7.2%
iShares Core MSCI Emerging Markets ETF		2,221,018	111,450,683

Total Exchange Traded Fund (cost $116,797,778)			111,450,683


Total Investments (cost $1,501,738,067) — 100.1%			1,553,615,166

Liabilities in excess of other assets — (0.1)%			(859,532)


NET ASSETS — 100.0%			$ 1,552,755,634


(a)		Investment in affiliate.

ETF		Exchange Traded Fund

• Level 2 — Other significant observable inputs (including quoted prices of similar securities, interest rates, prepayment speeds, credit risk, etc.)

• Level 3 — Significant unobservable inputs (including the Fund’s own assumptions in determining the fair value of investments)

Changes in valuation techniques may result in transfers into or out of an investment’s assigned level within the hierarchy.

At July 31, 2019, 100% of the market value of the fund was determined based on Level 1 inputs.


Investment Companies 79.1%
	Shares		Value


Alternative Assets 5.5%
Nationwide Amundi Global High Yield Fund, Class R6 (a)		1,354,550	$ 13,355,862
Nationwide Amundi Strategic Income Fund, Class R6 (a)		633,352	6,586,862
Nationwide Emerging Markets Debt Fund, Class R6 (a)		444,837	4,475,064


Total Alternative Assets (cost $24,462,202)			24,417,788




Equity Funds 41.3%
Nationwide International Index Fund, Class R6 (a)		5,691,852	43,258,074
Nationwide International Small Cap Fund, Class R6 (a)		461,276	4,400,573
Nationwide Mid Cap Market Index Fund, Class R6 (a)		1,298,570	20,283,658
Nationwide Multi-Cap Portfolio, Class R6 (a)		9,962,198	113,668,679


Total Equity Funds (cost $172,307,654)			181,610,984




Fixed Income Funds 32.3%
Nationwide Bond Index Fund, Class R6 (a)		5,684,765	63,498,830
Nationwide Core Plus Bond Fund, Class R6 (a)		2,985,281	30,778,246
Nationwide Inflation-Protected Securities Fund, Class R6 (a)		1,306,916	13,069,164
Nationwide Loomis Short Term Bond Fund, Class R6 (a)		3,434,573	34,517,456


Total Fixed Income Funds (cost $140,426,502)			141,863,696


Total Investment Companies (cost $337,196,358)			347,892,468


Exchange Traded Funds 4.4%
	Shares		Value


Equity Fund 3.4%
iShares Core MSCI Emerging Markets ETF		296,591	14,882,937




Fixed Income Fund 1.0%
iShares 20+ Year Treasury Bond ETF		33,334	4,429,755

Total Exchange Traded Funds (cost $20,063,203)			19,312,692


Investment Contract 16.5%
	Principal Amount		Value



Nationwide Contract, 2.50% ^¥(a)(b)	$	72,458,238	72,458,238

Total Investment Contract (cost $72,458,238)			72,458,238


Total Investments (cost $429,717,799) — 100.0%			439,663,398

Liabilities in excess of other assets — 0.0%^†			(196,742)


NET ASSETS — 100.0%			$ 439,466,656

• Level 2 — Other significant observable inputs (including quoted prices of similar securities, interest rates, prepayment speeds, credit risk, etc.)

• Level 3 — Significant unobservable inputs (including the Fund’s own assumptions in determining the fair value of investments)

Changes in valuation techniques may result in transfers into or out of an investment’s assigned level within the hierarchy.

The following is a reconciliation of assets for which Level 3 inputs were used in determining fair value:

* Purchases include reinvestment of income and realized gain distributions, as applicable.


Long Positions 100.0%
Common Stocks 100.0%
	Shares		Value


Automobiles 4.3%
General Motors Co.		24,123	$	973,122




Banks 8.4%
JPMorgan Chase & Co.		6,134		711,544
US Bancorp		8,672		495,605
Wells Fargo & Co.		14,701		711,675

				1,918,824




Beverages 2.0%
Coca-Cola Co. (The)		8,773		461,723




Biotechnology 3.9%
AbbVie, Inc.		6,618		440,891
Amgen, Inc.		2,452		457,494

				898,385




Building Products 2.0%
Lennox International, Inc.		1,346		345,222
PGT Innovations, Inc. *		7,089		114,275

				459,497




Capital Markets 1.5%
S&P Global, Inc.		1,382		338,521




Chemicals 4.2%
Ecolab, Inc.		2,149		433,518
Sherwin-Williams Co. (The)		1,022		524,327

				957,845




Communications Equipment 1.9%
Cisco Systems, Inc.		7,891		437,161




Diversified Consumer Services 1.2%
Grand Canyon Education, Inc. *		2,437		265,072




Diversified Telecommunication Services 4.2%
AT&T, Inc.		27,936		951,221




Electronic Equipment, Instruments & Components 1.0%
Littelfuse, Inc.		1,283		216,776




Health Care Equipment & Supplies 4.0%
Align Technology, Inc. *		1,674		350,000
Masimo Corp. *		3,602		568,576

				918,576




Health Care Providers & Services 2.6%
BioTelemetry, Inc. *		5,937		278,742
UnitedHealth Group, Inc.		1,261		314,002

				592,744




Hotels, Restaurants & Leisure 1.7%
Starbucks Corp.		4,046		383,116




Insurance 1.3%
Primerica, Inc.		2,409		295,560




Interactive Media & Services 2.5%
Alphabet, Inc., Class A *		162		197,348
Facebook, Inc., Class A *		1,902		369,426

				566,774




Internet & Direct Marketing Retail 1.9%
Amazon.com, Inc. *		237		442,427




IT Services 14.2%
Broadridge Financial Solutions, Inc.		3,159		401,572
EPAM Systems, Inc. *		1,971		381,960
Fiserv, Inc. *		5,202		548,447
FleetCor Technologies, Inc. *		1,215		345,267
Global Payments, Inc.		2,390		401,329
International Business Machines Corp.		3,264		483,855
Mastercard, Inc., Class A		2,467		671,690

				3,234,120




Machinery 1.4%
Caterpillar, Inc.		2,370		312,058

Long Positions (continued)


Common Stocks (continued)
	Shares		Value

Oil, Gas & Consumable Fuels 7.5%
Chevron Corp.		7,094	$	873,342
Royal Dutch Shell plc, Class B, ADR-NL		13,279		842,818

				1,716,160




Pharmaceuticals 4.0%
Pfizer, Inc.		10,382		403,237
Zoetis, Inc.		4,419		507,699

				910,936




Professional Services 2.1%
Verisk Analytics, Inc.		3,128		474,580




Real Estate Management & Development 2.0%
CBRE Group, Inc., Class A *		8,768		464,792




Road & Rail 1.8%
CSX Corp.		5,736		403,814




Semiconductors & Semiconductor Equipment 3.6%
Broadcom, Inc.		1,721		499,073
ON Semiconductor Corp. *		15,172		326,349

				825,422




Software 2.4%
Paycom Software, Inc. *		2,288		550,836




Specialty Retail 5.1%
Five Below, Inc. *		3,121		366,593
Floor & Decor Holdings, Inc., Class A *		8,202		321,108
Home Depot, Inc. (The)		2,276		486,358

				1,174,059




Technology Hardware, Storage & Peripherals 3.0%
Apple, Inc.		3,166		674,485




Tobacco 4.3%
Philip Morris International, Inc.		11,778		984,758

Total Common Stocks (cost $19,414,185)				22,803,364


Total Investments (cost $19,414,185) — 100.0%				22,803,364

Liabilities in excess of other assets — 0.0%				(5,188	)


NET ASSETS — 100.0%			$	22,798,176


Short Positions 35.2%
Common Stocks 14.3%
	Shares		Value

Automobiles 1.5%
Harley-Davidson, Inc.		9,600		343,488




Building Products 1.5%
Patrick Industries, Inc. *		7,300		334,851




Electronic Equipment, Instruments & Components 2.9%
Cognex Corp.		7,500		330,075
Coherent, Inc. *		2,400		333,240

				663,315




Household Durables 1.0%
Leggett & Platt, Inc.		6,000		239,820




Leisure Products 1.6%
Brunswick Corp.		7,300		358,868




Machinery 1.8%
Snap-on, Inc.		1,000		152,610
Welbilt, Inc. *		15,800		259,436

				412,046


Short Positions (continued)
Common Stocks (continued)
	Shares		Value


Multiline Retail 0.9%
Dollar Tree, Inc. *		2,000	$	203,500




Semiconductors & Semiconductor Equipment 3.1%
Advanced Energy Industries, Inc. *		6,300		367,920
Maxim Integrated Products, Inc.		5,800		343,302

				711,222

Total Common Stocks (proceeds $3,087,156)				3,267,110


Exchange Traded Funds 20.9%
	Shares		Value


Exchange Traded Funds 20.9%

iShares Russell 2000 ETF		13,345		2,089,293
SPDR S&P 500 ETF Trust		9,010		2,679,845

Total Exchange Traded Funds (proceeds $4,523,062)				4,769,138


TOTAL SECURITIES SOLD SHORT (proceeds $7,610,218) — 35.2%			$	8,036,248

*	Denotes a non-income producing security.


ADR		American Depositary Receipt
ETF		Exchange Traded Fund
NL		Netherlands

• Level 2 — Other significant observable inputs (including quoted prices of similar securities, interest rates, prepayment speeds, credit risk, etc.)

• Level 3 — Significant unobservable inputs (including the Fund’s own assumptions in determining the fair value of investments)

Changes in valuation techniques may result in transfers into or out of an investment’s assigned level within the hierarchy.

At July 31, 2019, 100% of the market value of the Fund was determined based on Level 1 inputs.


Common Stocks 99.5%
	Shares		Value

Air Freight & Logistics 3.7%
Expeditors International of Washington, Inc.		163,939	$	12,516,743




Beverages 6.2%
Coca-Cola Co. (The)		101,020		5,316,682
Monster Beverage Corp. *		248,080		15,993,718

				21,310,400




Biotechnology 5.1%
Amgen, Inc.		18,404		3,433,818
BioMarin Pharmaceutical, Inc. *		66,233		5,253,602
Regeneron Pharmaceuticals, Inc. *		28,343		8,637,813

				17,325,233




Capital Markets 6.7%
FactSet Research Systems, Inc.		22,933		6,359,321
MSCI, Inc.		35,468		8,059,748
SEI Investments Co.		140,564		8,376,209

				22,795,278




Communications Equipment 2.8%
Cisco Systems, Inc.		171,750		9,514,950




Consumer Finance 1.3%
American Express Co.		35,049		4,359,044




Energy Equipment & Services 1.4%
Schlumberger Ltd.		122,345		4,890,130




Food Products 2.1%
Danone SA, ADR-FR		413,343		7,117,766




Health Care Equipment & Supplies 1.6%
Alcon, Inc. *		9,550		561,062
Varian Medical Systems, Inc. *		42,780		5,021,089

				5,582,151




Health Care Technology 2.5%
Cerner Corp.		116,981		8,381,689




Hotels, Restaurants & Leisure 8.3%
Starbucks Corp.		125,000		11,836,250
Yum China Holdings, Inc.		240,958		10,963,589
Yum! Brands, Inc.		49,405		5,559,051

				28,358,890




Household Products 3.2%
Colgate-Palmolive Co.		69,887		5,013,694
Procter & Gamble Co. (The)		51,456		6,073,866

				11,087,560




Interactive Media & Services 10.2%
Alphabet, Inc., Class A *		6,441		7,846,426
Alphabet, Inc., Class C *		6,441		7,836,636
Facebook, Inc., Class A *		98,077		19,049,496

				34,732,558




Internet & Direct Marketing Retail 11.8%
Alibaba Group Holding Ltd., ADR-CN *		102,547		17,751,911
Amazon.com, Inc. *		12,119		22,623,507

				40,375,418




IT Services 6.3%
Automatic Data Processing, Inc.		20,718		3,449,961
Visa, Inc., Class A		100,547		17,897,366

				21,347,327




Machinery 2.3%
Deere & Co.		47,196		7,818,017




Pharmaceuticals 4.3%
Merck & Co., Inc.		28,239		2,343,555
Novartis AG, ADR-CH		47,748		4,372,762
Novo Nordisk A/S, ADR-DK		164,782		7,896,353

				14,612,670




Semiconductors & Semiconductor Equipment 5.1%
NVIDIA Corp.		49,035		8,273,185


Common Stocks (continued)
	Shares		Value

Semiconductors & Semiconductor Equipment (continued)
QUALCOMM, Inc.		125,288	$	9,166,070

				17,439,255




Software 11.6%
Autodesk, Inc. *		90,530		14,138,070
Microsoft Corp.		61,185		8,337,680
Oracle Corp.		302,511		17,031,369

				39,507,119




Textiles, Apparel & Luxury Goods 3.0%
Under Armour, Inc., Class A *		442,542		10,209,444


Total Investments (cost $290,046,061) — 99.5%				339,281,642

Other assets in excess of liabilities — 0.5%				1,762,594


NET ASSETS — 100.0%			$	341,044,236

*	Denotes a non-income producing security.


ADR		American Depositary Receipt
CH		Switzerland
CN		China
DK		Denmark
FR		France

• Level 2 — Other significant observable inputs (including quoted prices of similar securities, interest rates, prepayment speeds, credit risk, etc.)

• Level 3 — Significant unobservable inputs (including the Fund’s own assumptions in determining the fair value of investments)

Changes in valuation techniques may result in transfers into or out of an investment’s assigned level within the hierarchy.

At July 31, 2019, 100% of the market value of the Fund was determined based on Level 1 inputs.


Asset-Backed Securities 9.9%
	Principal Amount		Value

Airlines 0.4%
Continental Airlines Pass-Through Trust, Series 2010-1, Class A, 4.75%, 1/12/2021	$	1,271,171	$	1,304,604




Automobiles 6.7%
ACC Trust, Series 2018-1, Class A, 3.70%, 12/21/2020(a)		76,233		76,325
Americredit Automobile Receivables Trust
Series 2019-1, Class A3, 2.97%, 11/20/2023		665,000		672,701
Series 2019-2, Class B, 2.54%, 7/18/2024		2,180,000		2,179,443
Avis Budget Rental Car Funding AESOP LLC, Series 2019-2A, Class A, 3.35%, 9/22/2025(a)		2,030,000		2,089,977
CPS Auto Receivables Trust
Series 2018-D, Class B, 3.61%, 11/15/2022(a)		1,145,000		1,158,025
Series 2018-A, Class C, 3.05%, 12/15/2023(a)		235,000		235,473
Credit Acceptance Auto Loan Trust, Series 2018-2A, Class A, 3.47%, 5/17/2027(a)		1,295,000		1,311,213
Drive Auto Receivables Trust
Series 2018-1, Class B, 2.88%, 2/15/2022		112,029		112,033
Series 2019-3, Class B, 2.65%, 2/15/2024		995,000		997,366
DT Auto Owner Trust
Series 2018-3A, Class B, 3.56%, 9/15/2022(a)		1,385,000		1,400,768
Series 2018-2A, Class C, 3.67%, 3/15/2024(a)		1,175,000		1,189,978
Series 2019-1A, Class C, 3.61%, 11/15/2024(a)		540,000		547,040
Series 2019-2A, Class C, 3.18%, 2/18/2025(a)		235,000		237,199
Exeter Automobile Receivables Trust
Series 2018-1A, Class B, 2.75%, 4/15/2022(a)		685,556		685,926
Series 2018-2A, Class B, 3.27%, 5/16/2022(a)		1,220,000		1,223,669
Flagship Credit Auto Trust
Series 2018-2, Class B, 3.56%, 5/15/2023(a)		1,550,000		1,573,434
Series 2018-4, Class B, 3.88%, 10/16/2023(a)		380,000		390,333
Ford Credit Auto Owner Trust, Series 2018-1, Class A, 3.19%, 7/15/2031(a)		1,900,000		1,954,254
GLS Auto Receivables Issuer Trust, Series 2019-2A, Class A, 3.06%, 4/17/2023(a)		674,397		677,409
GLS Auto Receivables Trust, Series 2018-3A, Class B, 3.78%, 8/15/2023(a)		650,000		659,576
NextGear Floorplan Master Owner Trust
Series 2018-1A, Class A2, 3.22%, 2/15/2023(a)		1,060,000		1,071,272
Series 2018-2A, Class A2, 3.69%, 10/15/2023(a)		845,000		867,156
Santander Drive Auto Receivables Trust
Series 2019-2, Class C, 2.90%, 10/15/2024		1,035,000		1,041,245
Series 2018-5, Class C, 3.81%, 12/16/2024		340,000		345,540
Westlake Automobile Receivables Trust
Series 2018-1A, Class B, 2.67%, 5/17/2021(a)		1,505,000		1,505,556


Asset-Backed Securities (continued)
	Principal Amount		Value

Automobiles (continued)
Series 2019-1A, Class B, 3.26%, 10/17/2022(a)	$	485,000	$	488,588
Series 2019-2A, Class B, 2.62%, 7/15/2024(a)		1,495,000		1,495,453

				26,186,952




Other 2.4%
Mariner Finance Issuance Trust, Series 2017-BA, Class A, 2.92%, 12/20/2029(a)		1,710,000		1,709,125
Onemain Financial Issuance Trust, Series 2018-1A, Class A, 3.30%, 3/14/2029(a)		3,585,000		3,622,455
Planet Fitness Master Issuer LLC, Series 2018-1A, Class A2II, 4.67%, 9/5/2048(a)		923,025		969,241
SCF Equipment Leasing LLC, Series 2018-1A, Class A2, 3.63%, 10/20/2024(a)		966,125		972,136
Sofi Consumer Loan Program Trust, Series 2018-2, Class A2, 3.35%, 4/26/2027(a)		2,210,000		2,224,503

				9,497,460




Student Loan 0.4%
Massachusetts Educational Financing Authority, Series 2018-A, Class A, 3.85%, 5/25/2033		833,825		891,942
Sofi Professional Loan Program LLC, Series 2018-A, Class A2B, 2.95%, 2/25/2042(a)		700,000		708,254

				1,600,196


Total Asset-Backed Securities (cost $38,071,519)				38,589,212


Collateralized Mortgage Obligations 20.0%
	Principal Amount		Value

Federal Agricultural Mortgage Corp., Series 2017-1, Class A2, 3.73%, 3/25/2047(a)(b)		573,986		579,667
FHLMC REMICS
Series 1666, Class J, 6.25%, 1/15/2024		184,976		194,903
Series 3747, Class CY, 4.50%, 10/15/2040		1,000,000		1,139,822
Series 3934, Class KB, 5.00%, 10/15/2041		1,000,000		1,165,526
Series 4030, Class BE, 4.00%, 4/15/2042		2,511,000		2,784,384
FNMA REMICS
Series 2010-92, Class B, 4.50%, 8/25/2030		1,500,000		1,687,594
Series 2017-82, Class FG, 2.52%, 11/25/2032(b)		17,530,719		17,439,286
Series 2004-29, Class PS, IO, 5.33%, 5/25/2034(b)		2,214,867		420,701
Series 2004-37, Class AL, 4.50%, 6/25/2034		1,100,000		1,256,102
Series 2016-32, Class SA, IO, 3.83%, 10/25/2034(b)		11,994,177		1,782,730
Series 2014-78, Class QY, 3.00%, 12/25/2034		6,125,455		6,235,268
Series 2010-57, Class SA, IO, 4.18%, 6/25/2040(b)		3,350,374		521,722
Series 2010-63, Class SA, IO, 4.23%, 6/25/2040(b)		2,940,163		460,619


Collateralized Mortgage Obligations (continued)
	Principal Amount		Value

FNMA REMICS (continued)
Series 2010-118, Class SN, IO, 4.33%, 10/25/2040(b)	$	14,255,040	$	2,910,096
Series 2013-18, Class FB, 2.62%, 10/25/2041(b)		1,804,384		1,810,807
Series 2012-14, Class Z, 4.00%, 3/25/2042		880,781		983,912
Series 2016-40, Class GA, 4.62%, 7/25/2046(b)		865,558		904,902
Series 2017-26, Class ID, IO, 3.50%, 4/25/2047		1,380,260		222,315
GNMA REMICS
Series 2009-61, Class ZQ, 6.00%, 8/16/2039		2,978,982		3,938,256
Series 2019-21, Class , IO, 4.50%, 2/20/2049		11,983,497		2,010,083
Series 2012-H20, Class PT, 3.28%, 7/20/2062(b)		999,546		1,004,361
Series 2018-H02, Class ZJ, 4.51%, 10/20/2064(b)		480,064		518,618
Series 2017-H12, Class EZ, 5.13%, 6/20/2066(b)		560,462		615,032
Series 2017-H13, Class JZ, 5.22%, 5/20/2067(b)		611,891		647,366
Series 2017-H22, Class FD, 2.63%, 11/20/2067(b)		1,463,385		1,460,474
Series 2017-H25, Class FD, 2.58%, 12/20/2067(b)		1,801,558		1,796,184
Series 2019-H01, Class FT, 2.83%, 10/20/2068(b)		11,514,462		11,497,247
Series 2019-H07, Class BZ, 4.28%, 1/20/2069(b)		3,747,197		4,414,043
Series 2019-H05, Class FT, 2.83%, 4/20/2069(b)		7,744,820		7,733,132
Wells Fargo Mortgage Backed Securities Trust, Series 2003-M, Class A1, 4.90%, 12/25/2033(b)		157,590		163,434

Total Collateralized Mortgage Obligations (cost $76,508,564)				78,298,586


Commercial Mortgage-Backed Securities 7.8%
	Principal Amount		Value

COMM Mortgage Trust, Series 2013-CR6, Class A4, 3.10%, 3/10/2046		4,450,000		4,535,649
GNMA REMICS, Series 2018-82 IO, 0.51%, 5/16/2058(b)		24,598,374		1,226,738
GS Mortgage Securities Trust, Series 2014-GC18, Class A4, 4.07%, 1/10/2047		4,139,865		4,415,339
Hudsons Bay Simon JV Trust, Series 2015-HB10, Class A10, 4.16%, 8/5/2034(a)		2,015,000		2,082,522
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2013-C11, Class A4, 4.15%, 8/15/2046(b)		1,130,000		1,200,869
Starwood Retail Property Trust, Series 2014-STAR, Class A, 3.54%, 11/15/2027(a)(b)		660,544		659,165
UBS-Barclays Commercial Mortgage Trust
Series 2013-C5, Class A4, 3.18%, 3/10/2046		6,270,000		6,435,001
Series 2013-C6, Class A4, 3.24%, 4/10/2046		4,440,000		4,569,977


Commercial Mortgage-Backed Securities (continued)
	Principal Amount		Value

Wells Fargo Commercial Mortgage Trust, Series 2013-LC12, Class A4, 4.22%, 7/15/2046(b)	$	1,505,000	$	1,601,877
WFRBS Commercial Mortgage Trust, Series 2014-C19, Class A5, 4.10%, 3/15/2047		3,490,000		3,735,319

Total Commercial Mortgage-Backed Securities (cost $30,303,413)				30,462,456


Corporate Bonds 42.7%
	Principal Amount		Value


Aerospace & Defense 0.6%
Boeing Co. (The), 3.75%, 2/1/2050		1,355,000		1,362,787
Spirit AeroSystems, Inc., 4.60%, 6/15/2028		210,000		223,626
United Technologies Corp., 4.50%, 6/1/2042		630,000		722,377

				2,308,790





Air Freight & Logistics 0.5%
FedEx Corp., 3.10%, 8/5/2029		1,940,000		1,919,838





Automobiles 0.9%
BMW US Capital LLC, 1.85%, 9/15/2021(a)		1,090,000		1,077,074
Hyundai Capital America, 3.95%, 2/1/2022(a)		1,320,000		1,351,553
Volkswagen Group of America Finance LLC, 4.75%, 11/13/2028(a)		1,100,000		1,199,270

				3,627,897





Banks 12.0%
ABN AMRO Bank NV, 2.65%, 1/19/2021(a)		1,905,000		1,910,947
Bank of America Corp.,
(ICE LIBOR USD 3 Month + 1.32%), 4.08%, 4/23/2040(c)		1,140,000		1,227,179
Bank of Ireland Group plc, 4.50%, 11/25/2023(a)		620,000		646,577
Banque Federative du Credit Mutuel SA, 3.75%, 7/20/2023(a)		765,000		799,112
Barclays plc,
(ICE LIBOR USD 3 Month + 1.40%), 4.61%, 2/15/2023(c)		945,000		972,389
(ICE LIBOR USD 3 Month + 1.61%), 3.93%, 5/7/2025(c)		545,000		550,609
BB&T Corp., 3.05%, 6/20/2022		1,620,000		1,649,329
2.50%, 8/1/2024		1,950,000		1,947,382
Citibank NA,
(ICE LIBOR USD 3 Month + 0.60%), 2.84%, 5/20/2022(c)		745,000		749,701
Citigroup, Inc.,
(ICE LIBOR USD 3 Month + 0.72%), 3.14%, 1/24/2023(c)		1,280,000		1,296,803
Citizens Bank NA, 2.25%, 3/2/2020		1,075,000		1,073,210
Comerica Bank, 2.50%, 7/23/2024		1,150,000		1,148,407
Comerica, Inc., 3.70%, 7/31/2023		570,000		594,045


Corporate Bonds (continued)
	Principal Amount		Value


Banks (continued)
Cooperatieve Rabobank UA, 2.75%, 1/10/2023	$	460,000	$	465,211
Credit Agricole SA, 3.75%, 4/24/2023(a)		1,365,000		1,415,485
Danske Bank A/S, 3.88%, 9/12/2023(a)		1,910,000		1,964,682
HSBC Holdings plc,
(ICE LIBOR USD 3 Month + 1.35%), 4.29%, 9/12/2026(c)		1,005,000		1,065,447
ING Groep NV, 4.63%, 1/6/2026(a)		1,055,000		1,155,210
JPMorgan Chase & Co.,
(ICE LIBOR USD 3 Month + 0.70%), 3.21%, 4/1/2023(c)		1,005,000		1,022,495
Lloyds Banking Group plc, 4.05%, 8/16/2023		1,440,000		1,501,881
Mitsubishi UFJ Financial Group, Inc., 3.20%, 7/18/2029		1,945,000		1,971,351
National Australia Bank Ltd., 3.70%, 11/4/2021		1,675,000		1,727,562
NatWest Markets plc, 3.63%, 9/29/2022(a)		1,920,000		1,946,292
PNC Financial Services Group, Inc. (The), 2.60%, 7/23/2026		1,855,000		1,851,182
Royal Bank of Scotland Group plc,
(ICE LIBOR USD 3 Month + 1.76%), 4.27%, 3/22/2025(c)		305,000		312,352
Santander Holdings USA, Inc., 3.70%, 3/28/2022		1,930,000		1,971,635
3.50%, 6/7/2024		1,250,000		1,266,923
Santander UK plc, 2.50%, 1/5/2021		1,735,000		1,733,642
(ICE LIBOR USD 3 Month + 0.62%), 3.14%, 6/1/2021(c)		425,000		425,655
2.88%, 6/18/2024		1,595,000		1,593,513
Standard Chartered plc,
(ICE LIBOR USD 3 Month + 1.56%), 3.79%, 5/21/2025(a)(c)		1,015,000		1,034,281
Sumitomo Mitsui Financial Group, Inc., 2.78%, 7/12/2022		1,385,000		1,396,146
3.04%, 7/16/2029		1,565,000		1,568,030
Svenska Handelsbanken AB, 3.90%, 11/20/2023		1,035,000		1,096,784
UniCredit SpA, 3.75%, 4/12/2022(a)		1,730,000		1,760,071
US Bancorp, 3.95%, 11/17/2025		575,000		621,785
3.00%, 7/30/2029		900,000		905,951
Westpac Banking Corp., 2.80%, 1/11/2022		525,000		531,522

				46,870,778





Beverages 0.8%
Anheuser-Busch InBev Worldwide, Inc., 4.60%, 4/15/2048		180,000		196,277
Bacardi Ltd., 5.30%, 5/15/2048(a)		965,000		1,029,952
Brown-Forman Corp., 3.50%, 4/15/2025		390,000		409,672
PepsiCo, Inc., 3.38%, 7/29/2049		1,355,000		1,356,643

				2,992,544





Building Products 0.2%
CRH America Finance, Inc., 4.50%, 4/4/2048(a)		600,000		605,740


Corporate Bonds (continued)
	Principal Amount		Value


Capital Markets 1.0%
E*TRADE Financial Corp., 2.95%, 8/24/2022	$	1,075,000	$	1,082,784
Lehman Brothers Holdings, Inc., 5.63%, 1/24/2013(d)		4,000,000		54,800
Northern Trust Corp.,
(ICE LIBOR USD 3 Month + 1.13%), 3.38%, 5/8/2032(c)		1,750,000		1,775,851
State Street Corp.,
(ICE LIBOR USD 3 Month + 0.64%), 2.65%, 5/15/2023(c)		1,080,000		1,088,033

				4,001,468





Chemicals 0.4%
Cabot Corp., 4.00%, 7/1/2029		925,000		939,055
Methanex Corp., 5.65%, 12/1/2044		825,000		795,780

				1,734,835





Consumer Finance 3.1%
American Express Co., 3.70%, 8/3/2023		1,005,000		1,049,550
2.50%, 7/30/2024		1,150,000		1,146,434
American Honda Finance Corp., 3.63%, 10/10/2023		575,000		603,884
Avolon Holdings Funding Ltd., 3.63%, 5/1/2022(a)		705,000		714,658
Capital One Financial Corp., 3.90%, 1/29/2024		1,325,000		1,395,654
Caterpillar Financial Services Corp., 3.65%, 12/7/2023		965,000		1,016,679
Discover Financial Services, 4.50%, 1/30/2026		905,000		974,506
Ford Motor Credit Co. LLC, 2.98%, 8/3/2022		1,400,000		1,384,328
4.54%, 8/1/2026		900,000		907,646
General Motors Financial Co., Inc., 5.25%, 3/1/2026		690,000		744,285
Harley-Davidson Financial Services, Inc., 4.05%, 2/4/2022(a)		400,000		411,589
3.35%, 2/15/2023(a)		610,000		615,415
John Deere Capital Corp., 2.60%, 3/7/2024		255,000		256,759
2.80%, 7/18/2029		1,025,000		1,031,457

				12,252,844





Containers & Packaging 0.3%
WRKCo, Inc., 4.65%, 3/15/2026		1,070,000		1,164,351





Diversified Financial Services 0.9%
GE Capital International Funding Co. Unlimited Co., 4.42%, 11/15/2035		645,000		652,288
Mitsubishi UFJ Lease & Finance Co. Ltd., 2.65%, 9/19/2022(a)		1,400,000		1,397,600
National Rural Utilities Cooperative Finance Corp., 4.30%, 3/15/2049		470,000		539,431
ORIX Corp., 3.25%, 12/4/2024		635,000		652,135
Pine Street Trust II, 5.57%, 2/15/2049(a)		275,000		299,058

				3,540,512


Corporate Bonds (continued)
	Principal Amount		Value


Diversified Telecommunication Services 0.4%
AT&T, Inc.,
(ICE LIBOR USD 3 Month + 1.18%), 3.62%, 6/12/2024(c)	$	775,000	$	789,314
Deutsche Telekom International Finance BV, 4.75%, 6/21/2038(a)		815,000		896,334

				1,685,648





Electric Utilities 1.5%
Alliant Energy Finance LLC, 4.25%, 6/15/2028(a)		1,335,000		1,415,025
Duke Energy Corp., 2.65%, 9/1/2026		450,000		445,389
Entergy Mississippi LLC, 3.85%, 6/1/2049		1,010,000		1,075,380
Entergy Texas, Inc., 3.45%, 12/1/2027		415,000		421,424
Ohio Power Co., 4.00%, 6/1/2049		380,000		417,524
Vistra Operations Co. LLC, 4.30%, 7/15/2029(a)		1,975,000		1,986,180

				5,760,922





Electronic Equipment, Instruments & Components 0.4%
Flex Ltd., 4.88%, 6/15/2029		1,410,000		1,463,861
Trimble, Inc., 4.15%, 6/15/2023		120,000		124,931

				1,588,792





Energy Equipment & Services 0.1%
Baker Hughes a GE Co. LLC, 4.08%, 12/15/2047		440,000		429,059





Entertainment 0.3%
Viacom, Inc., 6.88%, 4/30/2036		830,000		1,054,909





Equity Real Estate Investment Trusts (REITs) 1.4%
Boston Properties LP, 4.13%, 5/15/2021		1,475,000		1,515,957
3.40%, 6/21/2029		945,000		970,940
Brixmor Operating Partnership LP, 3.65%, 6/15/2024		995,000		1,019,258
ERP Operating LP, 3.00%, 7/1/2029		405,000		410,781
HCP, Inc., 3.50%, 7/15/2029		160,000		162,158
Omega Healthcare Investors, Inc., 4.50%, 1/15/2025		405,000		422,968
Sabra Health Care LP, 4.80%, 6/1/2024		365,000		376,279
Ventas Realty LP, 4.88%, 4/15/2049		480,000		538,562

				5,416,903





Food & Staples Retailing 0.7%
Alimentation Couche-Tard, Inc., 2.70%, 7/26/2022(a)		1,710,000		1,709,992
Sysco Corp., 3.55%, 3/15/2025		1,000,000		1,045,452

				2,755,444





Food Products 0.5%
Bunge Ltd. Finance Corp., 4.35%, 3/15/2024		1,000,000		1,046,802


Corporate Bonds (continued)
	Principal Amount		Value


Food Products (continued)
Kraft Heinz Foods Co., 4.00%, 6/15/2023	$	810,000	$	847,142
3.00%, 6/1/2026		180,000		177,041

				2,070,985





Gas Utilities 0.3%
Southern California Gas Co.,
Series WW, 3.95%, 2/15/2050		1,010,000		1,084,608





Health Care Equipment & Supplies 0.4%
Abbott Laboratories, 3.40%, 11/30/2023		1,508,000		1,569,242





Health Care Providers & Services 1.4%
Cigna Corp., 3.75%, 7/15/2023(a)		910,000		945,149
Express Scripts Holding Co., 4.75%, 11/15/2021		1,690,000		1,772,534
4.50%, 2/25/2026		140,000		151,419
Fresenius Medical Care US Finance III, Inc., 3.75%, 6/15/2029(a)		1,030,000		1,022,481
HCA, Inc., 5.25%, 6/15/2049		1,215,000		1,269,866
UnitedHealth Group, Inc., 2.88%, 8/15/2029		330,000		330,959

				5,492,408





Hotels, Restaurants & Leisure 0.7%
Las Vegas Sands Corp., 3.90%, 8/8/2029		440,000		445,319
Marriott International, Inc.,
Series Z, 4.15%, 12/1/2023		655,000		694,413
Royal Caribbean Cruises Ltd., 2.65%, 11/28/2020		1,725,000		1,727,401

				2,867,133





Household Durables 0.5%
DR Horton, Inc., 2.55%, 12/1/2020		1,080,000		1,079,240
Panasonic Corp., 2.54%, 7/19/2022(a)		975,000		975,061

				2,054,301





Independent Power and Renewable Electricity Producers 0.4%
Exelon Generation Co. LLC, 4.25%, 6/15/2022		1,330,000		1,387,523





Insurance 2.6%
Aflac, Inc., 4.75%, 1/15/2049		355,000		419,853
American Financial Group, Inc., 3.50%, 8/15/2026		1,075,000		1,084,649
American International Group, Inc., 3.30%, 3/1/2021		1,560,000		1,580,616
Assurant, Inc., 4.20%, 9/27/2023		565,000		586,637
Athene Holding Ltd., 4.13%, 1/12/2028		370,000		373,532
AXIS Specialty Finance LLC, 3.90%, 7/15/2029		485,000		497,691
Brighthouse Financial, Inc., 3.70%, 6/22/2027		1,115,000		1,079,942
4.70%, 6/22/2047		805,000		701,374


Corporate Bonds (continued)
	Principal Amount		Value


Insurance (continued)
Enstar Group Ltd., 4.95%, 6/1/2029	$	530,000	$	543,158
Jackson National Life Global Funding, 3.88%, 6/11/2025(a)		195,000		207,095
PartnerRe Finance B LLC, 3.70%, 7/2/2029		1,345,000		1,376,170
Reliance Standard Life Global Funding II, 3.85%, 9/19/2023(a)		1,400,000		1,452,952
Unum Group, 4.00%, 6/15/2029		305,000		312,973

				10,216,642




IT Services 1.1%
Fiserv, Inc., 3.50%, 7/1/2029		1,345,000		1,375,962
IBM Credit LLC, 2.20%, 9/8/2022		1,075,000		1,069,412
International Business Machines Corp., 3.30%, 5/15/2026		125,000		129,801
4.25%, 5/15/2049		405,000		438,891
Western Union Co. (The), 4.25%, 6/9/2023		1,240,000		1,297,615

				4,311,681




Machinery 1.1%
Kennametal, Inc., 4.63%, 6/15/2028		1,210,000		1,267,251
Nvent Finance SARL, 4.55%, 4/15/2028		845,000		865,842
Timken Co. (The), 4.50%, 12/15/2028		660,000		688,528
Wabtec Corp.,
(ICE LIBOR USD 3 Month + 1.30%), 3.71%, 9/15/2021(c)		420,000		420,100
4.95%, 9/15/2028(e)		1,005,000		1,085,222

				4,326,943




Media 0.6%
Charter Communications Operating LLC, 5.13%, 7/1/2049		960,000		978,594
Cox Communications, Inc., 3.15%, 8/15/2024(a)		1,075,000		1,094,060
Interpublic Group of Cos., Inc. (The), 3.50%, 10/1/2020		310,000		313,547

				2,386,201




Metals & Mining 0.6%
ArcelorMittal, 3.60%, 7/16/2024		1,795,000		1,808,683
Glencore Funding LLC, 4.13%, 3/12/2024(a)		585,000		606,577

				2,415,260




Multi-Utilities 0.2%
Dominion Energy, Inc., 3.07%, 8/15/2024(e)		810,000		817,129




Oil, Gas & Consumable Fuels 1.9%
Apache Corp., 5.35%, 7/1/2049		970,000		985,104
Enbridge Energy Partners LP, 4.38%, 10/15/2020		2,155,000		2,199,072
Kinder Morgan, Inc., 7.80%, 8/1/2031		1,195,000		1,613,162
Midwest Connector Capital Co. LLC, 3.63%, 4/1/2022(a)		830,000		847,294


Corporate Bonds (continued)
	Principal Amount		Value


Oil, Gas & Consumable Fuels (continued)
Petroleos Mexicanos, 6.38%, 2/4/2021	$	770,000	$	796,565
Total Capital International SA, 2.83%, 1/10/2030		1,080,000		1,085,281

				7,526,478




Pharmaceuticals 0.2%
Bayer US Finance II LLC, 3.38%, 7/15/2024(a)		605,000		610,293




Professional Services 0.2%
Experian Finance plc, 4.25%, 2/1/2029(a)		670,000		736,914




Road & Rail 1.1%
Burlington Northern Santa Fe LLC, 3.55%, 2/15/2050		590,000		595,767
Penske Truck Leasing Co. LP, 4.13%, 8/1/2023(a)		1,315,000		1,377,750
4.45%, 1/29/2026(a)		240,000		257,674
Ryder System, Inc., 3.75%, 6/9/2023		600,000		624,712
3.88%, 12/1/2023		525,000		551,500
Union Pacific Corp., 3.95%, 8/15/2059		970,000		973,253

				4,380,656




Semiconductors & Semiconductor Equipment 0.7%
Marvell Technology Group Ltd., 4.20%, 6/22/2023		940,000		982,209
Microchip Technology, Inc., 3.92%, 6/1/2021		355,000		361,119
Micron Technology, Inc., 4.66%, 2/15/2030		1,360,000		1,376,931

				2,720,259




Specialty Retail 0.7%
AutoNation, Inc., 3.50%, 11/15/2024		800,000		806,279
4.50%, 10/1/2025		675,000		705,134
Best Buy Co., Inc., 4.45%, 10/1/2028		1,000,000		1,064,517

				2,575,930




Technology Hardware, Storage & Peripherals 0.3%
Hewlett Packard Enterprise Co., 3.50%, 10/5/2021		475,000		483,441
Seagate HDD Cayman, 4.88%, 3/1/2024		685,000		701,632

				1,185,073




Textiles, Apparel & Luxury Goods 0.1%
Ralph Lauren Corp., 3.75%, 9/15/2025		290,000		305,845




Thrifts & Mortgage Finance 0.5%
Nationwide Building Society,
(ICE LIBOR USD 3 Month + 1.39%), 4.36%, 8/1/2024(a)(c)		1,310,000		1,363,730
(ICE LIBOR USD 3 Month + 1.86%), 3.96%, 7/18/2030(a)(c)		745,000		750,645

				2,114,375


Corporate Bonds (continued)
	Principal Amount		Value


Tobacco 0.2%
Imperial Brands Finance plc, 3.50%, 7/26/2026(a)	$	760,000	$	756,026





Trading Companies & Distributors 0.7%
Air Lease Corp., 3.50%, 1/15/2022		125,000		128,044
3.88%, 7/3/2023		1,260,000		1,307,036
Aircastle Ltd., 4.25%, 6/15/2026		565,000		571,724
Aviation Capital Group LLC, 3.88%, 5/1/2023(a)		835,000		860,781

				2,867,585





Wireless Telecommunication Services 0.2%
SK Telecom Co. Ltd., 3.75%, 4/16/2023(a)		560,000		579,927
Vodafone Group plc, 4.13%, 5/30/2025		365,000		387,813

				967,740

Total Corporate Bonds (cost $166,178,909)				167,458,504


Foreign Government Securities 0.6%
	Principal Amount		Value


CANADA 0.3%
Province of Saskatchewan, 9.38%, 12/15/2020		1,000,000		1,092,246





MEXICO 0.0%^†
United Mexican States, 4.50%, 4/22/2029		235,000		250,275





PANAMA 0.3%
Republic of Panama, 3.16%, 1/23/2030		1,135,000		1,145,215

Total Foreign Government Securities (cost $2,390,574)				2,487,736


Mortgage-Backed Securities 7.8%
	Principal Amount		Value

FNMA Pool
Pool# AN3476 4.03%, 11/1/2031		4,081,729		4,591,125
Pool# AM6492 3.76%, 8/1/2034		2,325,808		2,572,965
GNMA I Pool
Pool# 348637 7.50%, 5/15/2023		7,908		8,238
Pool# 354696 6.50%, 12/15/2023		4,725		5,201
Pool# 369270 6.50%, 12/15/2023		1,829		2,013
Pool# 368677 7.50%, 1/15/2024		6,282		6,492
Pool# 359986 7.50%, 1/15/2024		514		515
Pool# 362734 7.50%, 1/15/2024		181		182


Mortgage-Backed Securities (continued)
	Principal Amount		Value

GNMA I Pool (continued)
Pool# 371909 6.50%, 2/15/2024	$	14,857	$	16,355
Pool# 392055 7.00%, 4/15/2024		3,611		3,615
Pool# 442138 8.00%, 11/15/2026		27,628		29,846
Pool# 439463 8.00%, 12/15/2026		778		779
Pool# 399109 7.50%, 2/15/2027		7,475		7,866
Pool# 435777 7.50%, 2/15/2027		2,785		2,802
Pool# 445661 7.50%, 7/15/2027		2,976		3,024
Pool# 443887 7.50%, 8/15/2027		5,041		5,120
Pool# 455381 7.50%, 8/15/2027		3,707		4,006
Pool# 450591 7.50%, 8/15/2027		658		674
Pool# 453295 7.50%, 8/15/2027		389		401
Pool# 446699 6.00%, 8/15/2028		13,141		14,413
Pool# 482748 6.00%, 9/15/2028		33,428		36,666
Pool# 460906 6.00%, 9/15/2028		8,329		9,136
Pool# 476969 6.50%, 1/15/2029		26,103		28,736
Pool# 781029 6.50%, 5/15/2029		92,961		105,155
Pool# 503106 6.50%, 6/15/2029		11,159		12,284
GNMA II Pool
Pool# 767673 4.63%, 4/20/2064(b)		1,085,759		1,166,454
Pool# BA7614 4.53%, 5/20/2067(b)		967,252		1,047,356
Pool# BC3943 4.46%, 6/20/2067(b)		4,101,015		4,484,479
Pool# BB0088 4.70%, 7/20/2067(b)		4,103,520		4,559,918
UMBS Pool
Pool# 292234 8.00%, 8/1/2024		658		659
Pool# 293495 8.00%, 9/1/2024		5		5
Pool# 303300 8.50%, 5/1/2025		2,863		3,074
Pool# 342718 6.50%, 5/1/2026		12,379		13,730
Pool# 250764 7.50%, 12/1/2026		32,146		35,061
Pool# 402854 6.00%, 12/1/2027		6,358		6,988
Pool# 251497 6.00%, 12/1/2027		318		349
Pool# 415652 6.50%, 3/1/2028		3,153		3,497
Pool# 432037 6.00%, 7/1/2028		34,975		38,445
Pool# 437979 6.00%, 8/1/2028		10,503		11,545
Pool# 446099 6.00%, 10/1/2028		4,960		5,452
Pool# 450653 6.00%, 12/1/2028		46,793		51,463


Mortgage-Backed Securities (continued)
	Principal Amount		Value

UMBS Pool (continued)
Pool# 440738 6.00%, 12/1/2028	$	41,069	$	45,423
Pool# 453865 6.00%, 12/1/2028		36,118		39,702
Pool# 252212 6.50%, 1/1/2029		75,618		85,285
Pool# 504076 6.50%, 6/1/2029		32,452		36,363
Pool# 484939 6.50%, 6/1/2029		9,679		10,735
Pool# 252570 6.50%, 7/1/2029		32,173		36,432
Pool# 506638 6.50%, 8/1/2029		13,921		15,441
Pool# 535300 6.50%, 5/1/2030		40,827		45,841
Pool# 539932 7.00%, 5/1/2030		5,703		5,704
Pool# 725027 5.00%, 11/1/2033		541,839		590,998
Pool# 725205 5.00%, 3/1/2034		183,212		200,012
Pool# MA3209 3.00%, 12/1/2047		5,219,839		5,293,675
Pool# MA3275 3.00%, 2/1/2048		5,228,164		5,295,157

Total Mortgage-Backed Securities (cost $29,903,596)				30,596,852


U.S. Treasury Obligations 8.9%
	Principal Amount		Value

U.S. Treasury Bonds 4.25%, 5/15/2039		1,075,000		1,404,555
4.38%, 11/15/2039		2,400,000		3,187,687
3.00%, 2/15/2049		17,505,000		19,212,421
U.S. Treasury Notes 2.00%, 5/31/2024		4,460,000		4,492,927
2.00%, 6/30/2024		6,600,000		6,642,024

Total U.S. Treasury Obligations (cost $33,290,602)				34,939,614


Short-Term Investments 1.0%
	Principal Amount		Value


U.S. Treasury Obligations 1.0%
U.S. Treasury Bills 2.03%, 8/13/2019		395,000		394,728
2.12%, 9/10/2019		420,000		419,064
2.06%, 10/3/2019		3,125,000		3,113,875

Total Short-Term Investments (cost $3,927,569)				3,927,667


Short-Term Investments 1.0%
	Value


Total Investments
(cost $380,574,746) — 98.7%	$	386,760,627
Other assets in excess of liabilities — 1.3%		5,033,606


NET ASSETS — 100.0%	$	391,794,233

†	Amount rounds to less than 0.1%.

(a)

(b)	Variable or floating rate security, the interest rate of which adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. The interest rate shown was the current rate as of July 31, 2019.

(c)	Variable or floating rate security, linked to the referenced benchmark. The interest rate shown was the current rate as of July 31, 2019.

(d)	Security in default.

(e)	Step Bond. Coupon rate is set for an initial period and then increases to a higher coupon rate at a specific date. The rate shown is the rate at July 31, 2019.


FHLMC		Federal Home Loan Mortgage Corp.
FNMA		Federal National Mortgage Association
GNMA		Government National Mortgage Association
ICE		Intercontinental Exchange
IO		Interest only
LIBOR		London Interbank Offered Rate
REIT		Real Estate Investment Trust
REMICS		Real Estate Mortgage Investment Conduits

Currency:

USD United States Dollar

At July 31, 2019, the Fund had $405,692 segregated as collateral with the broker for open futures contracts.

• Level 2 — Other significant observable inputs (including quoted prices of similar securities, interest rates, prepayment speeds, credit risk, etc.)

• Level 3 — Significant unobservable inputs (including the Fund’s own assumptions in determining the fair value of investments)

Changes in valuation techniques may result in transfers into or out of an investment’s assigned level within the hierarchy.

The Fund is subject to interest rate risk in the normal course of pursuing its objective(s). The Fund entered into financial futures contracts (“futures contracts”) to gain exposure to and/ or hedge against changes in interest rates. Futures contracts are contracts for delayed delivery of securities or currencies at a specific future date and at a specific price or currency amount.

The following tables provide a summary of the Fund’s derivative instruments categorized by risk exposure as of July 31, 2019:

Fair Values of Derivatives not Accounted for as Hedging Instruments as of July 31, 2019


Asset-Backed Securities 18.1%
	Principal Amount		Value


Automobiles 12.5%
ACC Trust, Series 2018-1, Class A, 3.70%, 12/21/2020(a)	$	59,660	$	59,733
Americredit Automobile Receivables Trust
Series 2019-1, Class A3, 2.97%, 11/20/2023		430,000		434,979
Series 2019-2, Class B, 2.54%, 7/18/2024		1,255,000		1,254,680
Avis Budget Rental Car Funding AESOP LLC, Series 2019-2A, Class A, 3.35%, 9/22/2025(a)		1,305,000		1,343,556
Bank of The West Auto Trust, Series 2019-1, Class A3, 2.43%, 4/15/2024(a)		485,000		485,087
CPS Auto Receivables Trust
Series 2018-D, Class B, 3.61%, 11/15/2022(a)		1,010,000		1,021,489
Series 2019-C, Class B, 2.63%, 8/15/2023(a)		380,000		379,233
Series 2018-A, Class C, 3.05%, 12/15/2023(a)		120,000		120,242
Credit Acceptance Auto Loan Trust, Series 2018-2A, Class A, 3.47%, 5/17/2027(a)		800,000		810,016
Drive Auto Receivables Trust
Series 2018-1, Class B, 2.88%, 2/15/2022		290,223		290,233
Series 2019-3, Class B, 2.65%, 2/15/2024		365,000		365,868
DT Auto Owner Trust
Series 2018-3A, Class B, 3.56%, 9/15/2022(a)		950,000		960,816
Series 2018-2A, Class C, 3.67%, 3/15/2024(a)		755,000		764,624
Series 2019-1A, Class C, 3.61%, 11/15/2024(a)		350,000		354,563
Series 2019-2A, Class C, 3.18%, 2/18/2025(a)		85,000		85,795
Exeter Automobile Receivables Trust
Series 2018-1A, Class B, 2.75%, 4/15/2022(a)		351,347		351,537
Series 2018-2A, Class B, 3.27%, 5/16/2022(a)		800,000		802,406
First Investors Auto Owner Trust
Series 2018-2A, Class A1, 3.23%, 12/15/2022(a)		418,631		420,503
Series 2019-1A, Class A, 2.89%, 3/15/2024(a)		435,755		438,140
Flagship Credit Auto Trust
Series 2018-2, Class B, 3.56%, 5/15/2023(a)		995,000		1,010,044
Series 2018-3, Class B, 3.59%, 12/16/2024(a)		460,000		467,490
Ford Credit Auto Owner Trust, Series 2019-B, Class A2A, 2.35%, 2/15/2022		615,000		614,842
Ford Credit Floorplan Master Owner Trust, Series 2019-1, Class A, 2.84%, 3/15/2024		735,000		745,887
Foursight Capital Automobile Receivables Trust, Series 2018-2, Class A3, 3.64%, 5/15/2023(a)		770,000		781,365
GLS Auto Receivables Issuer Trust, Series 2019-2A, Class A, 3.06%, 4/17/2023(a)		840,686		844,442
GLS Auto Receivables Trust, Series 2018-3A, Class B, 3.78%, 8/15/2023(a)		430,000		436,335
GM Financial Consumer Automobile Receivables Trust, Series 2019-3, Class A3, 2.18%, 4/16/2024		475,000		474,591


Asset-Backed Securities (continued)
	Principal Amount		Value


Automobiles (continued)
Hyundai Auto Receivables Trust, Series 2016-B, Class A3, 1.29%, 4/15/2021	$	1,082,194	$	1,078,722
NextGear Floorplan Master Owner Trust
Series 2018-1A, Class A2, 3.22%, 2/15/2023(a)		610,000		616,487
Series 2018-2A, Class A2, 3.69%, 10/15/2023(a)		580,000		595,207
Nissan Auto Receivables Owner Trust, Series 2017-B, Class A3, 1.75%, 10/15/2021		4,295,931		4,283,591
Prestige Auto Receivables Trust, Series 2019-1A, Class A3, 2.45%, 5/15/2023(a)		1,135,000		1,133,636
Santander Drive Auto Receivables Trust
Series 2018-4, Class B, 3.27%, 1/17/2023		530,000		532,932
Series 2019-2, Class C, 2.90%, 10/15/2024		485,000		487,926
Toyota Auto Receivables Owner Trust, Series 2017-A, Class A3, 1.73%, 2/16/2021		1,553,061		1,550,325
Westlake Automobile Receivables Trust
Series 2018-1A, Class B, 2.67%, 5/17/2021(a)		765,000		765,283
Series 2018-3A, Class A2A, 2.98%, 1/18/2022(a)		607,244		608,526
Series 2019-1A, Class B, 3.26%, 10/17/2022(a)		80,000		80,592
Series 2019-2A, Class B, 2.62%, 7/15/2024(a)		905,000		905,274
Wheels SPV 2 LLC, Series 2019-1A, Class A2, 2.30%, 5/22/2028(a)		380,000		379,227
World Omni Automobile Lease Securitization Trust, Series 2018-A, Class A3, 2.83%, 7/15/2021		805,000		808,107

				29,944,331





Credit Card 2.4%
American Express Credit Account Master Trust, Series 2017-3, Class A, 1.77%, 11/15/2022		4,675,000		4,658,553
World Financial Network Credit Card Master Trust, Series 2019-B, Class A, 2.49%, 4/15/2026		1,200,000		1,206,112

				5,864,665





Other 2.8%
Diamond Resorts Owner Trust, Series 2018-1, Class A, 3.70%, 1/21/2031(a)		364,337		369,551
Mariner Finance Issuance Trust, Series 2017-BA, Class A, 2.92%, 12/20/2029(a)		890,000		889,544
Onemain Financial Issuance Trust, Series 2018-1A, Class A, 3.30%, 3/14/2029(a)		1,965,000		1,985,530
SCF Equipment Leasing LLC, Series 2018-1A, Class A2, 3.63%, 10/20/2024(a)		617,157		620,996
Sofi Consumer Loan Program Trust
Series 2018-2, Class A2, 3.35%, 4/26/2027(a)		1,240,000		1,248,138
Series 2018-4, Class A, 3.54%, 11/26/2027(a)		1,125,427		1,133,809
Verizon Owner Trust, Series 2018-A, Class A1A, 3.23%, 4/20/2023		445,000		451,986

				6,699,554


Asset-Backed Securities (continued)
	Principal Amount		Value


Student Loan 0.4%
Massachusetts Educational Financing Authority, Series 2018-A, Class A, 3.85%, 5/25/2033	$	552,957	$	591,498
Sofi Professional Loan Program LLC, Series 2018-A, Class A1, 2.62%, 2/25/2042(a)(b)		308,416		307,647

				899,145


Total Asset-Backed Securities (cost $43,153,538)				43,407,695


Collateralized Mortgage Obligations 5.5%
	Principal Amount		Value

FHLMC REMICS
Series 3755, Class AL, 1.50%, 11/15/2020		14,021		13,905
Series 3645, Class EH, 3.00%, 12/15/2020		1,597		1,593
Series 3852, Class EA, 4.50%, 12/15/2021		4,088		4,106
Series 4060, Class EA, 1.75%, 6/15/2022		127,872		126,429
Series 2611, Class HD, 5.00%, 5/15/2023		75,402		78,045
Series 3585, Class LA, 3.50%, 10/15/2024		18,066		18,409
Series 3609, Class LE, 3.00%, 12/15/2024		1,067		1,066
Series 3718, Class BC, 2.00%, 2/15/2025		38,187		38,092
Series 3721, Class PE, 3.50%, 9/15/2040		108,949		113,281
FNMA REMICS
Series 2010-95, Class BK, 1.50%, 2/25/2020		4,237		4,222
Series 2012-99, Class TC, 1.50%, 9/25/2022		176,326		174,121
Series 2012-100, Class WA, 1.50%, 9/25/2027		299,380		292,037
Series 2012-93, Class DP, 1.50%, 9/25/2027		270,498		265,487
Series 2010-66, Class QA, 4.50%, 8/25/2039		5,395		5,409
GNMA REMICS
Series 2004-76, Class QA, 4.00%, 1/20/2034		2,823		2,820
Series 2009-104, Class KE, 2.50%, 8/16/2039		47,293		46,943
Series 2010-4, Class JC, 3.00%, 8/16/2039		15,259		15,284
Series 2009-88, Class QE, 3.00%, 9/16/2039		98,836		99,794
Series 2011-39, Class NE, 3.50%, 9/16/2039		122,276		124,419
Series 2010-H22, Class FE, 2.78%, 5/20/2059(b)		244,644		244,265
Series 2010-H02, Class FA, 3.08%, 2/20/2060(b)		510,343		512,245
Series 2011-H11, Class FA, 2.93%, 3/20/2061(b)		273,580		273,672
Series 2011-H23, Class HA, 3.00%, 12/20/2061		69,401		69,438
Series 2012-H18, Class NA, 2.95%, 8/20/2062(b)		140,109		140,156


Collateralized Mortgage Obligations (continued)
	Principal Amount		Value

GNMA REMICS (continued)
Series 2013-H02, Class FD, 2.77%, 12/20/2062(b)	$	1,632,512	$	1,627,576
Series 2013-H14, Class FC, 2.90%, 6/20/2063(b)		1,550,908		1,550,445
Series 2016-H13, Class FT, 3.01%, 5/20/2066(b)		148,675		148,877
Series 2017-H14, Class FK, 2.48%, 5/20/2067(b)		1,397,720		1,389,895
Series 2017-H24, Class FJ, 2.68%, 10/20/2067(b)		2,047,257		2,044,837
Series 2017-H25, Class FD, 2.58%, 12/20/2067(b)		1,381,632		1,377,510
Series 2019-H01, Class FJ, 2.73%, 9/20/2068(b)		383,649		382,627
Series 2019-H01, Class FT, 2.83%, 10/20/2068(b)		571,117		570,263
Series 2019-H05, Class FT, 2.83%, 4/20/2069(b)		1,456,994		1,454,795
Wells Fargo Mortgage Backed Securities Trust, Series 2003-M, Class A1, 4.90%, 12/25/2033(b)		54,558		56,582


Total Collateralized Mortgage Obligations (cost $13,328,212)				13,268,645


Commercial Mortgage-Backed Securities 2.4%
	Principal Amount		Value

BENCHMARK Mortgage Trust, Series 2019-B10, Class A1, 2.79%, 3/15/2062		1,805,917		1,829,409
Starwood Retail Property Trust, Series 2014-STAR, Class A, 3.54%, 11/15/2027(a)(b)		339,198		338,490
UBS-Barclays Commercial Mortgage Trust, Series 2013-C5, Class A4, 3.18%, 3/10/2046		2,440,000		2,504,211
Wells Fargo Commercial Mortgage Trust, Series 2013-LC12, Class A4, 4.22%, 7/15/2046(b)		1,015,000		1,080,336


Total Commercial Mortgage-Backed Securities (cost $5,731,834)				5,752,446


Corporate Bonds 65.5%
	Principal Amount		Value


Aerospace & Defense 0.8%
Boeing Co. (The), 2.70%, 2/1/2027		1,205,000		1,205,848
United Technologies Corp., 3.65%, 8/16/2023		705,000		738,503

				1,944,351





Airlines 0.7%
Delta Air Lines, Inc., 2.60%, 12/4/2020		1,620,000		1,618,021





Auto Components 0.3%
Icahn Enterprises LP, 6.25%, 5/15/2026(a)		610,000		629,825


Corporate Bonds (continued)
	Principal Amount		Value


Automobiles 2.7%
BMW US Capital LLC, 3.45%, 4/12/2023(a)	$	750,000	$	773,387
Daimler Finance North America LLC, 1.75%, 10/30/2019(a)		1,160,000		1,158,002
Hyundai Capital America, 2.55%, 4/3/2020(a)		845,000		844,567
3.00%, 6/20/2022(a)		1,200,000		1,200,131
Nissan Motor Acceptance Corp., 2.15%, 9/28/2020(a)		1,735,000		1,724,975
Volkswagen Group of America Finance LLC, 4.25%, 11/13/2023(a)		765,000		812,443

				6,513,505





Banks 17.3%
ANZ New Zealand Int’l Ltd., 2.75%, 1/22/2021(a)		1,560,000		1,567,795
Bank of Ireland Group plc, 4.50%, 11/25/2023(a)		360,000		375,432
Barclays plc,
(ICE LIBOR USD 3 Month + 1.40%), 4.61%, 2/15/2023(c)		415,000		427,028
(ICE LIBOR USD 3 Month + 1.38%), 3.90%, 5/16/2024(c)		850,000		843,719
BB&T Corp., 3.05%, 6/20/2022		1,240,000		1,262,449
2.50%, 8/1/2024		1,150,000		1,148,456
BNP Paribas SA,
(ICE LIBOR USD 3 Month + 2.24%), 4.70%, 1/10/2025(a)(c)		545,000		583,825
Canadian Imperial Bank of Commerce, 2.70%, 2/2/2021		210,000		211,324
Citibank NA, 2.10%, 6/12/2020		500,000		499,114
Citigroup, Inc.,
(ICE LIBOR USD 3 Month + 0.72%), 3.14%, 1/24/2023(c)		650,000		658,533
Comerica Bank, 2.50%, 7/23/2024		715,000		714,009
Comerica, Inc., 3.70%, 7/31/2023		375,000		390,819
Commonwealth Bank of Australia, 3.45%, 3/16/2023(a)		680,000		704,331
Credit Agricole SA, 3.75%, 4/24/2023(a)		595,000		617,006
Danske Bank A/S, 3.88%, 9/12/2023(a)		1,225,000		1,260,071
Fifth Third Bank, 3.35%, 7/26/2021		1,370,000		1,396,526
ING Groep NV, 4.10%, 10/2/2023		790,000		835,161
JPMorgan Chase & Co., 4.25%, 10/15/2020		2,500,000		2,555,436
(ICE LIBOR USD 3 Month + 0.70%), 3.21%, 4/1/2023(c)		590,000		600,271
KeyBank NA, 3.30%, 2/1/2022		500,000		511,569
Lloyds Banking Group plc, 4.05%, 8/16/2023		935,000		975,180
Mitsubishi UFJ Financial Group, Inc., 2.67%, 7/25/2022		685,000		687,692
2.80%, 7/18/2024		1,205,000		1,211,790
Mizuho Financial Group, Inc.,
(ICE LIBOR USD 3 Month + 0.84%), 2.72%, 7/16/2023(c)		1,150,000		1,153,985
National Australia Bank Ltd., 3.70%, 11/4/2021		1,125,000		1,160,302


Corporate Bonds (continued)
	Principal Amount		Value


Banks (continued)
National Bank of Canada, 2.15%, 6/12/2020	$	2,000,000	$	1,996,826
NatWest Markets plc, 3.63%, 9/29/2022(a)		1,200,000		1,216,432
PNC Financial Services Group, Inc. (The), 2.60%, 7/23/2026		1,150,000		1,147,633
Royal Bank of Canada, 2.80%, 4/29/2022		1,260,000		1,273,729
Santander Holdings USA, Inc., 3.70%, 3/28/2022		1,800,000		1,838,831
3.50%, 6/7/2024		760,000		770,289
Santander UK plc, 2.50%, 1/5/2021		880,000		879,311
(ICE LIBOR USD 3 Month + 0.62%), 3.14%, 6/1/2021(c)		545,000		545,840
Standard Chartered plc,
(ICE LIBOR USD 3 Month + 1.56%), 3.79%, 5/21/2025(a)(c)		600,000		611,397
Sumitomo Mitsui Financial Group, Inc., 2.70%, 7/16/2024		1,210,000		1,208,754
SunTrust Bank,
(ICE LIBOR USD 3 Month + 0.30%), 2.59%, 1/29/2021(c)		1,545,000		1,545,651
(ICE LIBOR USD 3 Month + 0.50%), 3.53%, 10/26/2021(c)		1,045,000		1,058,453
Svenska Handelsbanken AB, 3.90%, 11/20/2023		685,000		725,891
Toronto-Dominion Bank (The), 3.25%, 6/11/2021		1,450,000		1,475,532
US Bancorp, 2.40%, 7/30/2024		1,200,000		1,197,977
Westpac Banking Corp., 2.65%, 1/25/2021		1,445,000		1,452,986
2.80%, 1/11/2022		325,000		329,037

				41,626,392





Beverages 2.2%
Bacardi Ltd., 4.45%, 5/15/2025(a)		565,000		597,095
Constellation Brands, Inc., 3.20%, 2/15/2023		1,635,000		1,668,698
Molson Coors Brewing Co., 2.25%, 3/15/2020		2,970,000		2,964,151

				5,229,944





Biotechnology 0.7%
Amgen, Inc., 2.20%, 5/11/2020		1,665,000		1,661,648



Building Products 0.2%
American Woodmark Corp., 4.88%, 3/15/2026(a)		95,000		94,050
Builders FirstSource, Inc., 6.75%, 6/1/2027(a)		380,000		399,950

				494,000





Capital Markets 3.6%
Ameriprise Financial, Inc., 3.00%, 3/22/2022		505,000		512,459
Ares Capital Corp., 4.20%, 6/10/2024		750,000		766,519
Bank of New York Mellon (The),
(ICE LIBOR USD 3 Month + 0.28%), 2.78%, 6/4/2021(c)		2,405,000		2,406,998
Charles Schwab Corp. (The), 3.25%, 5/21/2021		120,000		122,167


Corporate Bonds (continued)
	Principal Amount		Value


Capital Markets (continued)
Deutsche Bank AG, 2.70%, 7/13/2020	$	890,000	$	885,462
Lehman Brothers Holdings, Inc., 5.63%, 1/24/2013(d)		500,000		6,850
State Street Corp., 1.95%, 5/19/2021		1,700,000		1,691,535
UBS AG, 2.20%, 6/8/2020(a)		1,770,000		1,767,383
USAA Capital Corp., 2.63%, 6/1/2021(a)		555,000		558,837

				8,718,210





Chemicals 0.7%
Cabot Corp., 4.00%, 7/1/2029		480,000		487,294
Dow Chemical Co. (The), 3.15%, 5/15/2024(a)		605,000		617,667
Ecolab, Inc., 4.35%, 12/8/2021		445,000		465,570

				1,570,531





Commercial Services & Supplies 0.0%^†
IAA, Inc., 5.50%, 6/15/2027(a)		70,000		73,194





Consumer Finance 6.1%
American Express Co., 3.70%, 11/5/2021		1,310,000		1,348,489
3.70%, 8/3/2023		665,000		694,479
2.50%, 7/30/2024		295,000		294,085
American Honda Finance Corp., 2.00%, 2/14/2020		1,670,000		1,667,281
2.20%, 6/27/2022		1,200,000		1,197,413
Avolon Holdings Funding Ltd., 3.63%, 5/1/2022(a)		440,000		446,028
5.25%, 5/15/2024(a)		820,000		880,204
Capital One Financial Corp., 3.90%, 1/29/2024		855,000		900,592
Caterpillar Financial Services Corp.,
Series I, 2.65%, 5/17/2021		665,000		670,303
3.15%, 9/7/2021		490,000		499,932
Ford Motor Credit Co. LLC, 5.58%, 3/18/2024		870,000		930,589
4.54%, 8/1/2026		585,000		589,970
Harley-Davidson Financial Services, Inc., 4.05%, 2/4/2022(a)		230,000		236,664
3.35%, 2/15/2023(a)		395,000		398,506
John Deere Capital Corp., 2.60%, 3/7/2024		160,000		161,104
2.80%, 7/18/2029		325,000		327,047
Navient Corp., 7.25%, 1/25/2022		890,000		967,875
Springleaf Finance Corp., 6.13%, 3/15/2024		800,000		866,750
Synchrony Financial, 2.85%, 7/25/2022		155,000		155,072
4.38%, 3/19/2024		120,000		126,362
Toyota Motor Credit Corp., 3.05%, 1/8/2021		1,235,000		1,250,495

				14,609,240



Diversified Financial Services 0.3%
AXA Equitable Holdings, Inc., 3.90%, 4/20/2023		585,000		609,174


Corporate Bonds (continued)
		Principal Amount		Value


Diversified Telecommunication Services 0.5%
British Telecommunications plc, 4.50%, 12/4/2023	$	400,000	$	427,053
Virgin Media Secured Finance plc, 5.50%, 5/15/2029(a)		740,000		758,130

				1,185,183





Electric Utilities 2.2%
Alliant Energy Finance LLC, 3.75%, 6/15/2023(a)		820,000		850,131
American Electric Power Co., Inc., 2.15%, 11/13/2020		1,635,000		1,628,963
Edison International, 2.13%, 4/15/2020		880,000		876,304
Eversource Energy,
Series N, 3.80%, 12/1/2023		1,155,000		1,216,076
Vistra Operations Co. LLC, 3.55%, 7/15/2024(a)		615,000		619,253

				5,190,727





Electronic Equipment, Instruments & Components 0.3%
Flex Ltd., 4.88%, 6/15/2029		590,000		612,537
Trimble, Inc., 4.15%, 6/15/2023		80,000		83,288

				695,825





Equity Real Estate Investment Trusts (REITs) 2.4%
Digital Realty Trust LP, 2.75%, 2/1/2023		1,235,000		1,234,440
ERP Operating LP, 3.00%, 7/1/2029		130,000		131,856
GLP Capital LP, 5.25%, 6/1/2025		600,000		644,460
iStar, Inc., 4.63%, 9/15/2020		1,235,000		1,247,350
MGM Growth Properties Operating Partnership LP, 5.75%, 2/1/2027(a)		505,000		544,900
MPT Operating Partnership LP, 4.63%, 8/1/2029		600,000		607,680
Sabra Health Care LP, 4.80%, 6/1/2024		215,000		221,643
Simon Property Group LP, 2.63%, 6/15/2022		1,165,000		1,176,910

				5,809,239





Food Products 0.7%
Bunge Ltd. Finance Corp., 4.35%, 3/15/2024		795,000		832,207
Conagra Brands, Inc.,
(ICE LIBOR USD 3 Month + 0.50%), 2.81%, 10/9/2020(c)		200,000		199,767
Kraft Heinz Foods Co., 4.00%, 6/15/2023		600,000		627,513

				1,659,487





Gas Utilities 0.3%
CenterPoint Energy Resources Corp., 3.55%, 4/1/2023		750,000		773,540



Health Care Equipment & Supplies 1.0%
Becton Dickinson and Co.,
(ICE LIBOR USD 3 Month + 0.88%), 3.19%, 12/29/2020(c)		1,079,000		1,079,270


Corporate Bonds (continued)
	Principal Amount		Value


Health Care Equipment & Supplies (continued)
Zimmer Biomet Holdings, Inc.,
(ICE LIBOR USD 3 Month + 0.75%), 3.17%, 3/19/2021(c)	$	1,395,000	$	1,395,079

				2,474,349





Health Care Providers & Services 2.9%
Cigna Corp., 3.75%, 7/15/2023(a)		805,000		836,094
CVS Health Corp., 3.70%, 3/9/2023		2,295,000		2,367,872
Express Scripts Holding Co., 4.75%, 11/15/2021		1,665,000		1,746,313
4.50%, 2/25/2026		120,000		129,788
Fresenius Medical Care US Finance III, Inc., 3.75%, 6/15/2029(a)		460,000		456,642
HCA, Inc., 4.13%, 6/15/2029		215,000		220,239
McKesson Corp., 3.65%, 11/30/2020		1,270,000		1,289,195

				7,046,143





Hotels, Restaurants & Leisure 1.2%
Las Vegas Sands Corp., 3.90%, 8/8/2029		175,000		177,116
Marriott International, Inc.,
Series Y, (ICE LIBOR USD 3 Month + 0.60%), 3.12%, 12/1/2020(c)		1,280,000		1,284,109
Royal Caribbean Cruises Ltd., 2.65%, 11/28/2020		1,460,000		1,462,032

				2,923,257





Household Durables 0.7%
DR Horton, Inc., 2.55%, 12/1/2020		720,000		719,493
Panasonic Corp., 2.54%, 7/19/2022(a)		590,000		590,037
Taylor Morrison Communities, Inc., 5.75%, 1/15/2028(a)		400,000		414,532

				1,724,062





Industrial Conglomerates 0.1%
Honeywell International, Inc., 1.85%, 11/1/2021		315,000		312,516





Insurance 2.9%
Assurant, Inc., 4.20%, 9/27/2023		305,000		316,680
Enstar Group Ltd., 4.95%, 6/1/2029		315,000		322,820
Marsh & McLennan Cos., Inc., 3.50%, 12/29/2020		645,000		654,540
MassMutual Global Funding II, 2.25%, 7/1/2022(a)		990,000		987,269
Metropolitan Life Global Funding I, 2.05%, 6/12/2020(a)		1,770,000		1,766,301
2.40%, 6/17/2022(a)		560,000		561,169
New York Life Global Funding, 2.88%, 4/10/2024(a)		1,245,000		1,267,424
Reliance Standard Life Global Funding II, 3.85%, 9/19/2023(a)		870,000		902,906
Unum Group, 4.00%, 6/15/2029		95,000		97,484

				6,876,593


Corporate Bonds (continued)
	Principal Amount		Value


Interactive Media & Services 0.5%
Baidu, Inc., 3.88%, 9/29/2023	$	1,030,000	$	1,066,297





Internet & Direct Marketing Retail 0.7%
eBay, Inc., 2.15%, 6/5/2020		1,670,000		1,665,913





IT Services 1.1%
IBM Credit LLC, 2.20%, 9/8/2022		620,000		616,777
International Business Machines Corp., 2.85%, 5/13/2022		585,000		592,466
3.00%, 5/15/2024		620,000		634,365
Western Union Co. (The), 4.25%, 6/9/2023		825,000		863,333

				2,706,941





Machinery 0.2%
Wabtec Corp.,
(ICE LIBOR USD 3 Month + 1.30%), 3.71%, 9/15/2021(c)		400,000		400,095





Media 1.0%
Comcast Corp., 3.45%, 10/1/2021		1,350,000		1,383,843
DISH DBS Corp., 5.00%, 3/15/2023		275,000		265,375
Interpublic Group of Cos., Inc. (The), 3.50%, 10/1/2020		295,000		298,375
Sirius XM Radio, Inc., 4.63%, 7/15/2024(a)		380,000		391,134

				2,338,727





Metals & Mining 0.8%
ArcelorMittal, 3.60%, 7/16/2024		1,110,000		1,118,461
Commercial Metals Co., 5.75%, 4/15/2026		365,000		375,950
Glencore Funding LLC, 4.13%, 3/12/2024(a)		380,000		394,016

				1,888,427





Mortgage Real Estate Investment Trusts (REITs) 0.1%
Starwood Property Trust, Inc., 3.63%, 2/1/2021		240,000		241,320





Multi-Utilities 0.7%
Dominion Energy, Inc., 3.07%, 8/15/2024(e)		590,000		595,193
DTE Energy Co.,
Series B, 2.60%, 6/15/2022		845,000		846,779
Public Service Enterprise Group, Inc., 2.88%, 6/15/2024		255,000		257,934

				1,699,906





Oil, Gas & Consumable Fuels 3.8%
Antero Midstream Partners LP, 5.75%, 1/15/2028(a)		840,000		784,350
BP Capital Markets plc,
(ICE LIBOR USD 3 Month + 0.25%), 2.77%, 11/24/2020(c)		1,180,000		1,181,281
Enbridge Energy Partners LP, 4.38%, 10/15/2020		2,285,000		2,331,731
EQM Midstream Partners LP, 4.75%, 7/15/2023		1,430,000		1,463,394


Corporate Bonds (continued)
	Principal Amount		Value


Oil, Gas & Consumable Fuels (continued)
Midwest Connector Capital Co. LLC, 3.63%, 4/1/2022(a)	$	770,000	$	786,044
MPLX LP, 3.38%, 3/15/2023		780,000		798,491
Phillips 66,
(ICE LIBOR USD 3 Month + 0.60%), 3.12%, 2/26/2021(c)		1,215,000		1,215,126
Total Capital International SA, 2.22%, 7/12/2021		595,000		595,160

				9,155,577





Pharmaceuticals 2.4%
AstraZeneca plc, 3.50%, 8/17/2023		695,000		722,754
Bayer US Finance II LLC, 3.38%, 7/15/2024(a)		385,000		388,368
Bristol-Myers Squibb Co., 2.00%, 8/1/2022		100,000		99,055
Pfizer, Inc., 3.20%, 9/15/2023		675,000		700,618
Shire Acquisitions Investments Ireland DAC, 1.90%, 9/23/2019		2,535,000		2,532,970
Takeda Pharmaceutical Co. Ltd., 4.00%, 11/26/2021(a)		1,270,000		1,310,270

				5,754,035





Road & Rail 0.7%
Penske Truck Leasing Co. LP, 4.13%, 8/1/2023(a)		845,000		885,322
Ryder System, Inc., 2.88%, 6/1/2022		75,000		75,661
3.75%, 6/9/2023		380,000		395,651
3.88%, 12/1/2023		350,000		367,667

				1,724,301





Semiconductors & Semiconductor Equipment 0.9%
Broadcom, Inc., 3.13%, 4/15/2021(a)		615,000		618,401
Marvell Technology Group Ltd., 4.20%, 6/22/2023		600,000		626,942
Microchip Technology, Inc., 3.92%, 6/1/2021		230,000		233,964
Micron Technology, Inc., 4.66%, 2/15/2030		570,000		577,096

				2,056,403





Technology Hardware, Storage & Peripherals 0.1%
Hewlett Packard Enterprise Co., 3.50%, 10/5/2021		325,000		330,775





Thrifts & Mortgage Finance 0.1%
Nationwide Building Society,
(ICE LIBOR USD 3 Month + 1.86%), 3.96%, 7/18/2030(a)(c)		235,000		236,781





Tobacco 0.7%
BAT Capital Corp., 2.76%, 8/15/2022		1,265,000		1,264,840
Imperial Brands Finance plc, 3.50%, 7/26/2026(a)		475,000		472,516

				1,737,356


Corporate Bonds (continued)
	Principal Amount		Value


Trading Companies & Distributors 0.8%
Air Lease Corp., 3.50%, 1/15/2022	$	1,380,000	$	1,413,610
Aviation Capital Group LLC, 3.88%, 5/1/2023(a)		515,000		530,901

				1,944,511





Wireless Telecommunication Services 0.1%
SK Telecom Co. Ltd., 3.75%, 4/16/2023(a)		315,000		326,209

Total Corporate Bonds (cost $155,250,377)				157,242,530


Foreign Government Securities 0.8%
	Principal Amount		Value



JAPAN 0.7%
Japan Bank for International Cooperation, 2.13%, 11/16/2020		1,636,000		1,634,713




PANAMA 0.1%
Republic of Panama, 3.16%, 1/23/2030		350,000		353,150

Total Foreign Government Securities (cost $1,983,470)				1,987,863


Mortgage-Backed Securities 2.6%
	Principal Amount		Value

FHLMC Gold Pool
Pool# G11712 4.50%, 7/1/2020		16,690		17,113
Pool# G18065 5.00%, 7/1/2020		2,285		2,355
Pool# G11723 5.50%, 7/1/2020		4,767		4,795
Pool# G14780 2.50%, 7/1/2023		1,038,358		1,044,831
Pool# G14899 3.00%, 11/1/2023		224,412		228,983
Pool# G13746 4.50%, 1/1/2025		121,432		125,833
Pool# J11719 4.00%, 2/1/2025		40,695		42,278
Pool# G13888 5.00%, 6/1/2025		34,859		36,033
Pool# J12635 4.00%, 7/1/2025		121,445		126,391
Pool# J12604 4.00%, 7/1/2025		116,580		121,358
Pool# G13908 4.00%, 10/1/2025		28,718		29,890
Pool# J19197 3.00%, 5/1/2027		349,658		357,202
Pool# G18437 3.00%, 6/1/2027		425,296		434,472
Pool# C00748 6.00%, 4/1/2029		11,510		12,863
Pool# C01418 5.50%, 10/1/2032		64,932		71,356


Mortgage-Backed Securities (continued)
	Principal Amount		Value

FHLMC Gold Pool (continued)
Pool# G01740 5.50%, 12/1/2034	$	37,736	$	42,280
Pool# G04342 6.00%, 4/1/2038		44,620		50,780
FHLMC Non Gold Pool
Pool# 972136 4.77%, 1/1/2034(b)		76,219		80,159
Pool# 848191 4.73%, 12/1/2034(b)		273,468		288,185
FNMA Pool
Pool# 815323, 4.13%, 1/1/2035 (b)		73,657		76,125
GNMA II Pool
Pool# 5080, 4.00%, 6/20/2026		96,891		100,943
UMBS Pool
Pool# AB4251 2.50%, 1/1/2022		35,649		35,853
Pool# AQ6703 2.50%, 11/1/2022		609,831		613,325
Pool# 981257 5.00%, 5/1/2023		48,750		50,054
Pool# MA1577 2.50%, 9/1/2023		772,825		777,252
Pool# 931892 4.50%, 9/1/2024		406,474		421,071
Pool# AL0802 4.50%, 4/1/2025		95,281		99,234
Pool# AB2518 4.00%, 3/1/2026		78,702		82,080
Pool# AB4998 3.00%, 4/1/2027		610,505		623,335
Pool# MA1174 3.00%, 9/1/2027		90,050		91,950
Pool# 190307 8.00%, 6/1/2030		928		1,114
Pool# 253516 8.00%, 11/1/2030		585		684
Pool# 725773 5.50%, 9/1/2034		81,071		90,765
Pool# 811773 5.50%, 1/1/2035		72,925		81,524


Total Mortgage-Backed Securities (cost $6,247,645)				6,262,466


U.S. Treasury Obligation 3.9%
	Principal Amount		Value

U.S. Treasury Notes, 2.13%, 5/15/2022		9,365,000		9,432,677

Total U.S. Treasury Obligation (cost $9,465,596)				9,432,677


Total Investments (cost $235,160,672) — 98.8%				237,354,322
Other assets in excess of liabilities — 1.2%				2,862,220


NET ASSETS — 100.0%			$	240,216,542

†	Amount rounds to less than 0.1%.

(a)

(b)	Variable or floating rate security, the interest rate of which adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. The interest rate shown was the current rate as of July 31, 2019.

(c)	Variable or floating rate security, linked to the referenced benchmark. The interest rate shown was the current rate as of July 31, 2019.

(d)	Security in default.

(e)	Step Bond. Coupon rate is set for an initial period and then increases to a higher coupon rate at a specific date. The rate shown is the rate at July 31, 2019.


FHLMC		Federal Home Loan Mortgage Corp.
FNMA		Federal National Mortgage Association
GNMA		Government National Mortgage Association
ICE		Intercontinental Exchange
LIBOR		London Interbank Offered Rate
REIT		Real Estate Investment Trust
REMICS		Real Estate Mortgage Investment Conduits
Currency:

USD		United States Dollar

At July 31, 2019, the Fund has $355,171 segregated as collateral with the broker for open futures contracts.

• Level 2 — Other significant observable inputs (including quoted prices of similar securities, interest rates, prepayment speeds, credit risk, etc.)

• Level 3 — Significant unobservable inputs (including the Fund’s own assumptions in determining the fair value of investments)

Changes in valuation techniques may result in transfers into or out of an investment’s assigned level within the hierarchy.

Amounts designated as “–”, which may include fair valued securities, are zero or have been rounded to zero.

The Fund is subject to interest rate risk in the normal course of pursuing its objective(s). The Fund entered into financial futures contracts (“futures contracts”) to gain exposure to and/ or hedge against changes in interest rates. Futures contracts are contracts for delayed delivery of securities or currencies at a specific future date and at a specific price or currency amount.

The following tables provide a summary of the Fund’s derivative instruments categorized by risk exposure as of July 31, 2019:

Fair Values of Derivatives not Accounted for as Hedging Instruments as of July 31, 2019


Common Stocks 99.5%
	Shares		Value

Aerospace & Defense 1.2%
Axon Enterprise, Inc. *		29,740	$	2,088,343
Curtiss-Wright Corp.		21,393		2,714,985
Teledyne Technologies, Inc. *		18,124		5,279,159

				10,082,487


Air Freight & Logistics 0.4%
XPO Logistics, Inc. *		45,992		3,103,540



Airlines 0.3%
JetBlue Airways Corp. *		150,522		2,894,538



Auto Components 1.1%
Adient plc		44,144		1,048,420
Dana, Inc.		72,871		1,217,675
Delphi Technologies plc		43,993		824,429
Gentex Corp.		127,833		3,505,181
Goodyear Tire & Rubber Co. (The)		116,273		1,596,428
Visteon Corp. *(a)		14,356		945,773

				9,137,906


Automobiles 0.2%
Thor Industries, Inc.		26,163		1,559,315



Banks 7.3%
Associated Banc-Corp.		81,979		1,776,485
BancorpSouth Bank		46,099		1,377,899
Bank of Hawaii Corp.		20,501		1,747,710
Bank OZK		60,462		1,848,928
Cathay General Bancorp		38,196		1,421,655
Chemical Financial Corp.		35,788		1,504,527
Commerce Bancshares, Inc.		49,192		2,992,349
Cullen/Frost Bankers, Inc.		31,557		2,996,022
East West Bancorp, Inc.		72,797		3,494,984
First Financial Bankshares, Inc.		67,873		2,222,841
First Horizon National Corp.		157,732		2,586,805
FNB Corp.		162,427		1,957,245
Fulton Financial Corp.		84,432		1,435,344
Hancock Whitney Corp.		42,874		1,780,128
Home BancShares, Inc.		77,305		1,520,589
International Bancshares Corp.		27,683		1,041,711
PacWest Bancorp		59,436		2,296,013
Pinnacle Financial Partners, Inc.		36,182		2,197,695
Prosperity Bancshares, Inc.		33,195		2,303,401
Signature Bank		27,557		3,512,415
Sterling Bancorp		104,815		2,290,208
Synovus Financial Corp.		78,776		3,006,880
TCF Financial Corp.		82,120		1,755,726
Texas Capital Bancshares, Inc. *		25,145		1,582,375
Trustmark Corp.		32,381		1,150,821
UMB Financial Corp.		22,087		1,507,659
Umpqua Holdings Corp.		110,278		1,925,454
United Bankshares, Inc.		51,076		1,919,947
Valley National Bancorp		165,928		1,851,756
Webster Financial Corp.		46,086		2,350,386
Wintrust Financial Corp.		28,341		2,027,515

				63,383,473



Beverages 0.2%
Boston Beer Co., Inc. (The), Class A *		4,375		1,716,400



Biotechnology 0.7%
Exelixis, Inc. *		150,933		3,210,345
Ligand Pharmaceuticals, Inc. *		9,802		896,981
United Therapeutics Corp. *		21,913		1,736,386

				5,843,712



Building Products 0.9%
Lennox International, Inc.		17,654		4,527,898
Resideo Technologies, Inc. *		61,370		1,157,438
Trex Co., Inc. *		29,260		2,392,005

				8,077,341



Common Stocks (continued)
	Shares		Value

Capital Markets 2.6%
Eaton Vance Corp.		57,053	$	2,538,858
Evercore, Inc., Class A		20,539		1,773,953
FactSet Research Systems, Inc.		19,126		5,303,640
Federated Investors, Inc., Class B		48,094		1,671,267
Interactive Brokers Group, Inc., Class A		37,554		1,925,018
Janus Henderson Group plc		81,991		1,645,559
Legg Mason, Inc.		43,468		1,637,005
SEI Investments Co.		64,079		3,818,468
Stifel Financial Corp.		35,393		2,116,855

				22,430,623



Chemicals 2.7%
Ashland Global Holdings, Inc.		31,374		2,493,605
Cabot Corp.		29,243		1,307,747
Chemours Co. (The)		82,009		1,563,912
Ingevity Corp. *		20,929		2,062,344
Minerals Technologies, Inc.		17,623		938,425
NewMarket Corp.		4,365		1,840,328
Olin Corp.		82,457		1,654,912
PolyOne Corp.		38,920		1,275,408
RPM International, Inc.		65,559		4,446,867
Scotts Miracle-Gro Co. (The)		19,699		2,209,834
Sensient Technologies Corp.		21,166		1,442,886
Valvoline, Inc.		94,128		1,900,444

				23,136,712



Commercial Services & Supplies 1.6%
Brink’s Co. (The)		24,943		2,248,861
Clean Harbors, Inc. *		25,430		1,978,708
Deluxe Corp.		22,200		990,564
Healthcare Services Group, Inc. (a)		37,506		896,769
Herman Miller, Inc.		29,416		1,333,721
HNI Corp.		21,677		742,221
MSA Safety, Inc.		17,609		1,855,108
Stericycle, Inc. *		42,803		1,967,226
Tetra Tech, Inc.		27,397		2,169,842

				14,183,020



Communications Equipment 1.2%
Ciena Corp. *		71,584		3,237,028
InterDigital, Inc.		15,867		1,022,311
Lumentum Holdings, Inc. *		38,212		2,163,946
NetScout Systems, Inc. *		35,543		925,540
Plantronics, Inc.		16,791		644,774
ViaSat, Inc. *		28,490		2,324,499

				10,318,098



Construction & Engineering 1.4%
AECOM *		78,698		2,829,193
Dycom Industries, Inc. *(a)		15,906		877,375
EMCOR Group, Inc.		28,056		2,367,646
Fluor Corp.		69,986		2,275,245
Granite Construction, Inc.		23,415		831,233
MasTec, Inc. *		30,904		1,585,993
Valmont Industries, Inc.		10,932		1,504,243

				12,270,928



Construction Materials 0.2%
Eagle Materials, Inc.		22,066		1,826,623



Consumer Finance 0.5%
Green Dot Corp., Class A *		24,207		1,227,053
Navient Corp.		106,527		1,507,357
SLM Corp.		216,205		1,969,627

				4,704,037



Containers & Packaging 1.1%
AptarGroup, Inc.		31,606		3,824,958
Greif, Inc., Class A		13,394		468,254
Owens-Illinois, Inc.		78,084		1,325,086


Common Stocks (continued)
	Shares		Value

Containers & Packaging (continued)
Silgan Holdings, Inc.		39,354	$	1,182,981
Sonoco Products Co.		50,040		3,003,901

				9,805,180



Distributors 0.4%
Pool Corp.		19,893		3,767,137



Diversified Consumer Services 1.0%
Adtalem Global Education, Inc. *		28,300		1,340,571
Graham Holdings Co., Class B		2,176		1,616,180
Service Corp. International		91,151		4,205,707
Sotheby’s *		16,712		997,874
Weight Watchers International, Inc. *		19,702		426,548

				8,586,880



Electric Utilities 1.6%
ALLETE, Inc.		25,820		2,245,049
Hawaiian Electric Industries, Inc.		54,486		2,440,973
IDACORP, Inc.		25,201		2,572,014
OGE Energy Corp.		100,120		4,300,154
PNM Resources, Inc.		39,840		1,978,853

				13,537,043



Electrical Equipment 1.3%
Acuity Brands, Inc.		19,960		2,679,031
EnerSys		21,435		1,459,938
Hubbell, Inc.		27,263		3,540,918
nVent Electric plc		79,497		1,970,731
Regal Beloit Corp.		21,416		1,705,142

				11,355,760



Electronic Equipment, Instruments & Components 3.9%
Arrow Electronics, Inc. *		42,374		3,076,776
Avnet, Inc.		53,165		2,414,754
Belden, Inc.		19,734		897,108
Cognex Corp.		85,709		3,772,053
Coherent, Inc. *(a)		12,099		1,679,946
Jabil, Inc.		69,582		2,148,692
Littelfuse, Inc.		12,368		2,089,697
National Instruments Corp.		56,061		2,341,108
SYNNEX Corp.		20,750		2,044,705
Tech Data Corp. *		18,249		1,849,354
Trimble, Inc. *		125,853		5,318,548
Vishay Intertechnology, Inc.		66,190		1,125,230
Zebra Technologies Corp., Class A *		26,997		5,693,397

				34,451,368



Energy Equipment & Services 0.8%
Apergy Corp. *		38,709		1,259,204
Core Laboratories NV		22,184		1,112,971
McDermott International, Inc. *(a)		91,778		589,215
Oceaneering International, Inc. *		50,078		773,705
Patterson-UTI Energy, Inc.		104,305		1,213,067
Transocean Ltd. *		253,910		1,543,773
Valaris plc (a)		99,935		818,468

				7,310,403



Entertainment 1.0%
Cinemark Holdings, Inc.		53,299		2,127,696
Live Nation Entertainment, Inc. *		69,860		5,034,112
World Wrestling Entertainment, Inc., Class A		21,837		1,589,297

				8,751,105



Equity Real Estate Investment Trusts (REITs) 9.9%
Alexander & Baldwin, Inc.		34,410		808,979
American Campus Communities, Inc.		68,652		3,209,481
Brixmor Property Group, Inc.		149,042		2,828,817
Camden Property Trust		48,356		5,015,001
CoreCivic, Inc.		59,553		1,010,614


Common Stocks (continued)
	Shares		Value

Equity Real Estate Investment Trusts (REITs) (continued)
CoreSite Realty Corp.		18,455	$	1,934,269
Corporate Office Properties Trust		56,044		1,564,748
Cousins Properties, Inc.		72,682		2,556,953
CyrusOne, Inc.		56,605		3,249,127
Douglas Emmett, Inc.		80,912		3,302,828
EastGroup Properties, Inc.		18,382		2,214,663
EPR Properties		37,760		2,810,477
First Industrial Realty Trust, Inc.		63,263		2,416,014
GEO Group, Inc. (The)		60,622		1,079,678
Healthcare Realty Trust, Inc.		64,628		2,066,803
Highwoods Properties, Inc.		51,863		2,350,950
Hospitality Properties Trust		82,247		2,032,323
JBG SMITH Properties		60,595		2,371,082
Kilroy Realty Corp.		50,503		4,012,968
Lamar Advertising Co., Class A		42,798		3,463,214
Liberty Property Trust		74,163		3,878,725
Life Storage, Inc.		23,324		2,273,857
Mack-Cali Realty Corp.		45,184		1,074,476
Medical Properties Trust, Inc.		219,872		3,847,760
National Retail Properties, Inc.		81,366		4,250,560
Omega Healthcare Investors, Inc.		107,537		3,903,593
Pebblebrook Hotel Trust		65,338		1,828,811
PotlatchDeltic Corp.		33,805		1,244,700
PS Business Parks, Inc.		10,011		1,751,925
Rayonier, Inc.		64,839		1,882,925
Sabra Health Care REIT, Inc.		90,610		1,870,190
Senior Housing Properties Trust		120,835		990,847
Spirit Realty Capital, Inc.		43,654		1,926,015
Tanger Factory Outlet Centers, Inc.		47,726		757,889
Taubman Centers, Inc.		30,593		1,239,628
Uniti Group, Inc.		90,964		765,917
Urban Edge Properties		60,223		1,007,531
Weingarten Realty Investors		59,840		1,670,134

				86,464,472



Food & Staples Retailing 0.5%
Casey’s General Stores, Inc.		18,321		2,966,353
Sprouts Farmers Market, Inc. *		58,997		998,819

				3,965,172



Food Products 1.6%
Flowers Foods, Inc.		92,015		2,180,755
Hain Celestial Group, Inc. (The) *		45,484		990,187
Ingredion, Inc.		33,354		2,577,931
Lancaster Colony Corp.		9,767		1,521,894
Post Holdings, Inc. *		33,365		3,577,395
Sanderson Farms, Inc.		9,751		1,277,576
Tootsie Roll Industries, Inc.		9,704		362,541
TreeHouse Foods, Inc. *		28,079		1,666,208

				14,154,487



Gas Utilities 1.8%
National Fuel Gas Co.		43,167		2,060,793
New Jersey Resources Corp.		44,626		2,225,499
ONE Gas, Inc.		26,352		2,402,775
Southwest Gas Holdings, Inc.		26,707		2,374,519
Spire, Inc.		25,381		2,091,648
UGI Corp.		87,120		4,450,961

				15,606,195



Health Care Equipment & Supplies 4.0%
Avanos Medical, Inc. *		24,104		981,515
Cantel Medical Corp.		18,175		1,677,189
Globus Medical, Inc., Class A *		38,636		1,761,029
Haemonetics Corp. *		25,611		3,126,591
Hill-Rom Holdings, Inc.		33,397		3,561,456
ICU Medical, Inc. *		8,351		2,124,828
Inogen, Inc. *		9,092		559,158


Common Stocks (continued)
	Shares		Value

Health Care Equipment & Supplies (continued)
Integra LifeSciences Holdings Corp. *		35,484	$	2,249,331
LivaNova plc *		24,168		1,862,144
Masimo Corp. *		24,552		3,875,533
NuVasive, Inc. *		25,951		1,728,337
STERIS plc		42,290		6,295,289
West Pharmaceutical Services, Inc.		36,754		5,045,222

				34,847,622



Health Care Providers & Services 2.4%
Acadia Healthcare Co., Inc. *		44,854		1,432,637
Amedisys, Inc. *		14,585		2,011,126
Chemed Corp.		7,973		3,232,174
Covetrus, Inc. *(a)		48,046		1,137,249
Encompass Health Corp.		49,443		3,156,441
HealthEquity, Inc. *		34,768		2,850,281
MEDNAX, Inc. *		43,283		1,063,463
Molina Healthcare, Inc. *		31,320		4,158,670
Patterson Cos., Inc.		41,985		831,303
Tenet Healthcare Corp. *		42,195		994,536

				20,867,880



Health Care Technology 0.4%
Allscripts Healthcare Solutions, Inc. *		83,246		857,434
Medidata Solutions, Inc. *		31,141		2,845,353

				3,702,787



Hotels, Restaurants & Leisure 4.1%
Boyd Gaming Corp.		39,965		1,058,673
Brinker International, Inc. (a)		19,061		759,581
Caesars Entertainment Corp. *		292,728		3,465,900
Cheesecake Factory, Inc. (The) (a)		20,803		896,193
Churchill Downs, Inc.		17,694		2,117,087
Cracker Barrel Old Country Store, Inc. (a)		12,026		2,089,037
Domino’s Pizza, Inc.		20,559		5,027,292
Dunkin’ Brands Group, Inc.		41,336		3,313,494
Eldorado Resorts, Inc. *(a)		32,549		1,468,611
International Speedway Corp., Class A		12,085		544,792
Jack in the Box, Inc.		12,911		927,397
Marriott Vacations Worldwide Corp.		19,507		1,994,201
Papa John’s International, Inc. (a)		11,382		505,588
Penn National Gaming, Inc. *		54,043		1,054,919
Scientific Games Corp. *		28,318		579,103
Six Flags Entertainment Corp.		35,821		1,892,423
Texas Roadhouse, Inc.		33,413		1,845,400
Wendy’s Co. (The)		91,156		1,658,128
Wyndham Destinations, Inc.		46,824		2,203,537
Wyndham Hotels & Resorts, Inc.		48,663		2,751,893

				36,153,249



Household Durables 1.6%
Helen of Troy Ltd. *		12,511		1,855,131
KB Home		42,286		1,110,853
NVR, Inc. *		1,688		5,644,908
Tempur Sealy International, Inc. *		22,994		1,844,579
Toll Brothers, Inc.		66,202		2,381,286
TRI Pointe Group, Inc. *		72,272		989,404
Tupperware Brands Corp.		24,994		382,658

				14,208,819



Household Products 0.2%
Energizer Holdings, Inc. (a)		31,803		1,338,270



Industrial Conglomerates 0.5%
Carlisle Cos., Inc.		28,540		4,115,753




Insurance 5.3%
Alleghany Corp. *		7,223		4,953,028


Common Stocks (continued)
	Shares		Value

Insurance (continued)
American Financial Group, Inc.		35,438	$	3,628,142
Brighthouse Financial, Inc. *		57,924		2,268,883
Brown & Brown, Inc.		117,085		4,206,864
CNO Financial Group, Inc.		80,025		1,353,223
First American Financial Corp.		56,068		3,241,852
Genworth Financial, Inc., Class A *		254,501		1,015,459
Hanover Insurance Group, Inc. (The)		20,357		2,640,506
Kemper Corp.		31,257		2,751,241
Mercury General Corp.		13,566		769,328
Old Republic International Corp.		142,433		3,248,897
Primerica, Inc.		21,177		2,598,206
Reinsurance Group of America, Inc.		31,291		4,878,893
RenaissanceRe Holdings Ltd.		22,087		4,001,060
WR Berkley Corp.		72,355		5,020,713

				46,576,295



Interactive Media & Services 0.2%
Cars.com, Inc. *(a)		30,658		582,502
Yelp, Inc. *		35,556		1,246,238

				1,828,740



IT Services 3.2%
CACI International, Inc., Class A *		12,440		2,676,466
CoreLogic, Inc. *		40,709		1,855,109
KBR, Inc.		70,755		1,866,517
Leidos Holdings, Inc.		72,129		5,921,791
LiveRamp Holdings, Inc. *		34,709		1,828,817
MAXIMUS, Inc.		31,916		2,346,145
Perspecta, Inc.		69,997		1,633,030
Sabre Corp.		137,400		3,230,274
Science Applications International Corp.		25,456		2,173,179
WEX, Inc. *		21,632		4,717,290

				28,248,618



Leisure Products 0.9%
Brunswick Corp.		43,553		2,141,066
Mattel, Inc. *(a)		172,769		2,522,427
Polaris Industries, Inc.		28,713		2,718,260

				7,381,753



Life Sciences Tools & Services 1.7%
Bio-Rad Laboratories, Inc., Class A *		10,020		3,155,298
Bio-Techne Corp.		18,943		3,980,871
Charles River Laboratories International, Inc. *		24,512		3,297,845
PRA Health Sciences, Inc. *		29,558		2,953,140
Syneos Health, Inc. *		30,953		1,581,389

				14,968,543



Machinery 5.0%
AGCO Corp.		32,260		2,484,020
Colfax Corp. *		47,626		1,318,288
Crane Co.		25,461		2,131,086
Donaldson Co., Inc.		63,784		3,186,011
Graco, Inc.		83,286		4,004,391
IDEX Corp.		37,866		6,369,818
ITT, Inc.		43,914		2,741,112
Kennametal, Inc.		41,208		1,424,973
Lincoln Electric Holdings, Inc.		31,410		2,654,773
Nordson Corp.		25,861		3,663,469
Oshkosh Corp.		34,969		2,922,359
Terex Corp.		31,489		958,840
Timken Co. (The)		34,265		1,566,253
Toro Co. (The)		53,235		3,876,573
Trinity Industries, Inc.		64,940		1,272,824
Woodward, Inc.		27,962		3,132,862

			43,707,652


Common Stocks (continued)
	Shares		Value

Marine 0.2%
Kirby Corp. *		26,964	$	2,112,899



Media 1.2%
AMC Networks, Inc., Class A *		22,736		1,213,648
Cable One, Inc.		2,480		3,017,664
John Wiley & Sons, Inc., Class A		22,536		1,025,613
Meredith Corp. (a)		20,042		1,099,504
New York Times Co. (The), Class A		71,058		2,535,350
TEGNA, Inc.		108,210		1,643,710

				10,535,489



Metals & Mining 2.0%
Allegheny Technologies, Inc. *		63,038		1,372,337
Carpenter Technology Corp.		23,701		1,066,782
Commercial Metals Co.		59,784		1,046,818
Compass Minerals International, Inc.		17,205		960,899
Reliance Steel & Aluminum Co.		33,628		3,361,119
Royal Gold, Inc.		32,771		3,750,641
Steel Dynamics, Inc.		111,159		3,502,620
United States Steel Corp. (a)		86,224		1,295,947
Worthington Industries, Inc.		19,492		783,968

				17,141,131



Multiline Retail 0.3%
Dillard’s, Inc., Class A (a)		8,912		648,616
Ollie’s Bargain Outlet Holdings, Inc. *		26,206		2,219,386

				2,868,002



Multi-Utilities 0.8%
Black Hills Corp.		27,174		2,150,822
MDU Resources Group, Inc.		99,074		2,649,239
NorthWestern Corp.		25,228		1,763,942

				6,564,003



Oil, Gas & Consumable Fuels 1.9%
Callon Petroleum Co. *		115,664		569,067
Chesapeake Energy Corp. *(a)		530,126		959,528
CNX Resources Corp. *		97,766		803,637
EQT Corp.		127,795		1,930,982
Equitrans Midstream Corp.		102,039		1,692,827
Matador Resources Co. *		52,621		927,708
Murphy Oil Corp.		81,631		1,962,409
Oasis Petroleum, Inc. *		137,522		669,732
PBF Energy, Inc., Class A		59,944		1,674,236
QEP Resources, Inc. *		120,335		595,658
Range Resources Corp. (a)		106,108		603,755
Southwestern Energy Co. *(a)		275,143		605,315
World Fuel Services Corp.		33,636		1,313,149
WPX Energy, Inc. *		198,530		2,072,653

				16,380,656



Paper & Forest Products 0.3%
Domtar Corp.		31,561		1,339,764
Louisiana-Pacific Corp.		61,743		1,613,962

				2,953,726



Personal Products 0.2%
Edgewell Personal Care Co. *		27,465		835,760
Nu Skin Enterprises, Inc., Class A		27,753		1,109,565

				1,945,325



Pharmaceuticals 0.6%
Catalent, Inc. *		72,881		4,117,048
Mallinckrodt plc *(a)		42,342		288,349
Prestige Consumer Healthcare, Inc. *(a)		26,295		909,807

				5,315,204



Professional Services 0.7%
ASGN, Inc. *		26,409		1,665,087
Insperity, Inc.		18,777		1,996,934


Common Stocks (continued)
	Shares		Value

Professional Services (continued)
ManpowerGroup, Inc.		29,920	$	2,733,192

				6,395,213



Real Estate Management & Development 0.4%
Jones Lang LaSalle, Inc.		25,886		3,771,331



Road & Rail 1.9%
Avis Budget Group, Inc. *		32,350		1,177,217
Genesee & Wyoming, Inc., Class A *		28,268		3,104,109
Knight-Swift Transportation Holdings, Inc. (a)		62,343		2,234,373
Landstar System, Inc.		20,088		2,235,192
Old Dominion Freight Line, Inc.		32,389		5,408,315
Ryder System, Inc.		26,659		1,419,858
Werner Enterprises, Inc.		21,672		718,427

				16,297,491



Semiconductors & Semiconductor Equipment 3.8%
Cirrus Logic, Inc. *		29,068		1,425,786
Cree, Inc. *		52,467		3,262,398
Cypress Semiconductor Corp.		183,026		4,204,107
First Solar, Inc. *		37,939		2,446,686
MKS Instruments, Inc.		27,187		2,314,429
Monolithic Power Systems, Inc.		19,813		2,935,494
Semtech Corp. *		33,400		1,765,858
Silicon Laboratories, Inc. *		21,678		2,432,489
Synaptics, Inc. *		17,594		566,175
Teradyne, Inc.		85,725		4,777,454
Universal Display Corp.		21,251		4,485,661
Versum Materials, Inc.		54,638		2,840,083

				33,456,620



Software 3.4%
ACI Worldwide, Inc. *		55,299		1,855,835
Blackbaud, Inc.		24,684		2,246,244
CDK Global, Inc.		60,837		3,155,615
CommVault Systems, Inc. *		19,191		872,039
Fair Isaac Corp. *		14,500		5,037,590
j2 Global, Inc.		23,253		2,071,610
LogMeIn, Inc.		24,920		1,893,172
Manhattan Associates, Inc. *		32,308		2,745,857
PTC, Inc. *		51,786		3,510,055
Teradata Corp. *		58,569		2,144,797
Tyler Technologies, Inc. *		19,177		4,474,953

				30,007,767



Specialty Retail 1.9%
Aaron’s, Inc.		33,849		2,134,180
American Eagle Outfitters, Inc.		81,833		1,447,626
AutoNation, Inc. *		28,556		1,390,106
Bed Bath & Beyond, Inc. (a)		66,066		641,501
Dick’s Sporting Goods, Inc.		33,778		1,255,528
Five Below, Inc. *		27,990		3,287,705
Michaels Cos., Inc. (The) *		45,683		313,842
Murphy USA, Inc. *		14,964		1,322,219
Sally Beauty Holdings, Inc. *		60,310		828,659
Signet Jewelers Ltd.		26,383		478,588
Urban Outfitters, Inc. *(a)		34,299		816,659
Williams-Sonoma, Inc. (a)		39,417		2,628,326

				16,544,939



Technology Hardware, Storage & Peripherals 0.2%
NCR Corp. *		60,457		2,044,051



Textiles, Apparel & Luxury Goods 0.8%
Carter’s, Inc.		22,612		2,103,368
Deckers Outdoor Corp. *		14,576		2,277,938
Skechers U.S.A., Inc., Class A *		67,214		2,550,099

				6,931,405



Thrifts & Mortgage Finance 0.6%
LendingTree, Inc. *(a)		3,736		1,205,009


Common Stocks (continued)
	Shares		Value

Thrifts & Mortgage Finance (continued)
New York Community Bancorp, Inc.		233,750	$	2,695,138
Washington Federal, Inc.		40,234		1,471,760

				5,371,907



Trading Companies & Distributors 0.7%
GATX Corp.		18,106		1,391,627
MSC Industrial Direct Co., Inc., Class A		22,496		1,598,341
NOW, Inc. *		55,103		675,012
Watsco, Inc.		16,120		2,621,434

				6,286,414



Water Utilities 0.5%
Aqua America, Inc.		107,905		4,526,615



Wireless Telecommunication Services 0.2%
Telephone & Data Systems, Inc.		46,997		1,519,883

Total Common Stocks (cost $732,974,719)				869,340,007



Short-Term Investment 0.6%
	Shares		Value

Money Market Fund 0.6%
Fidelity Investments Money Market Government Portfolio — Institutional Class, 2.23%(b)(c)		4,991,414		4,991,414

Total Short-Term Investment (cost $4,991,414)				4,991,414



Repurchase Agreement 1.8%

	Principal Amount		Value

BNP Paribas Securities Corp., 2.53%, dated 7/31/2019, due 8/1/2019, repurchase price $15,722,317, collateralized by U.S. Treasury Note, 1.50%, maturing 8/15/2026; total market value $16,041,173. (c)	$	15,721,212		15,721,212

Total Repurchase Agreement (cost $15,721,212)				15,721,212


Total Investments (cost $753,687,345) — 101.9%				890,052,633

Liabilities in excess of other assets — (1.9)%				(16,462,892	)


NET ASSETS — 100.0%			$	873,589,741

*	Denotes a non-income producing security.

(a)

The security or a portion of this security is on loan at July 31, 2019. The total value of securities on loan at July 31, 2019 was $26,340,131, which was collateralized by cash used to purchase a money market fund and a repurchase agreement with a value of $4,991,414 and $15,721,212, respectively, and by $6,736,614 of collateral in the form of U.S. Government Treasury Securities, interest rates ranging from 0.00% - 3.00%, and maturity dates ranging from 9/12/2019 – 2/15/2047; a total value of $27,449,240.

(b)	Represents 7-day effective yield as of July 31, 2019.

(c)	Security was purchased with cash collateral held from securities on loan. The total value of securities purchased with cash collateral as of July 31, 2019 was $20,712,626.


REIT		Real Estate Investment Trust

At July 31, 2019, the Fund has $365,800 segregated as collateral with the broker for open futures contracts.

• Level 2 — Other significant observable inputs (including quoted prices of similar securities, interest rates, prepayment speeds, credit risk, etc.)

• Level 3 — Significant unobservable inputs (including the Fund’s own assumptions in determining the fair value of investments)

Changes in valuation techniques may result in transfers into or out of an investment’s assigned level within the hierarchy.

Amounts designated as “–”, which may include fair valued securities, are zero or have been rounded to zero.

The Fund is subject to equity price risk in the normal course of pursuing its objective(s). The Fund entered into financial futures contracts (“futures contracts”) to gain exposure to the value of equities. Futures contracts are contracts for delayed delivery of securities or currencies at a specific future date and at a specific price or currency amount.

The following table provides a summary of the Fund’s derivative instruments categorized by risk exposure as of July 31, 2019:

Fair Values of Derivatives not Accounted for as Hedging Instruments as of July 31, 2019


Asset-Backed Securities 4.4%
	Principal Amount		Value


Automobiles 0.2%
Avis Budget Rental Car Funding AESOP LLC
Series 2019-1A, Class A, 3.45%, 3/20/2023(a)	$	1,560,000	$	1,593,391
Series 2017-2A, Class A, 2.97%, 3/20/2024(a)		2,000,000		2,029,354
Ford Credit Floorplan Master Owner Trust, Series 2018-4, Class A, 4.06%, 11/15/2030		1,150,000		1,239,347
Hertz Vehicle Financing II LP, Series 2016-4A, Class A, 2.65%, 7/25/2022(a)		1,200,000		1,198,711

				6,060,803





Home Equity 0.7%
Aegis Asset-Backed Securities Trust Mortgage Pass-Through Certificates, Series 2005-4, Class M2, 2.74%, 10/25/2035(b)		2,330,000		2,218,982
Argent Securities, Inc. Asset-Backed Pass-Through Certificates, Series 2003-W5, Class M1, 3.32%, 10/25/2033(b)		1,302,747		1,308,859
Bear Stearns Asset-Backed Securities I Trust, Series 2004-HE7, Class M1, 3.17%, 8/25/2034(b)		5,616,657		5,630,534
CWABS, Inc. Trust, Series 2004-6, Class 1A1, 2.81%, 12/25/2034(b)		1,298,197		1,297,687
Morgan Stanley ABS Capital I, Inc. Trust, Series 2004-OP1, Class M1, 3.14%, 11/25/2034(b)		1,258,036		1,268,573
New Residential Mortgage Loan Trust, Series 2018-1A, Class A1A, 4.00%, 12/25/2057(a)(b)		3,565,030		3,691,536
RAAC Series Trust, Series 2005-SP3, Class M2, 3.07%, 12/25/2035(b)		1,370,000		1,375,756

				16,791,927





Other 2.4%
AMMC CLO 21 Ltd., Series 2017-21A, Class A, 3.83%, 11/2/2030(a)(b)		392,000		391,114
Apidos CLO XII, Series 2013-12A, Class AR, 3.38%, 4/15/2031(a)(b)		1,100,000		1,093,204
Avery Point V CLO Ltd., Series 2014-5A, Class AR, 3.28%, 7/17/2026(a)(b)		974,930		975,565
Babson CLO Ltd., Series 2015-IA, Class AR, 3.27%, 1/20/2031(a)(b)		1,500,000		1,484,886
Benefit Street Partners CLO IV Ltd., Series 2014-IVA, Class A1RR, 3.53%, 1/20/2029(a)(b)		1,385,000		1,384,296
BlueMountain CLO Ltd.
Series 2012-2A, Class AR2, 3.57%, 11/20/2028(a)(b)		910,000		908,250
Series 2015-3A, Class A1R, 3.28%, 4/20/2031(a)(b)		1,215,000		1,200,509
Burnham Park CLO Ltd., Series 2016-1A, Class A, 3.71%, 10/20/2029(a)(b)		2,250,000		2,256,363
Carlyle Global Market Strategies CLO Ltd., Series 2014-2RA, Class A1, 3.57%, 5/15/2031(a)(b)		2,710,000		2,689,138
Carlyle US CLO Ltd.
Series 2017-1A, Class A1B, 3.51%, 4/20/2031(a)(b)		2,250,000		2,252,059
Series 2017-1A, Class A1A, 3.58%, 4/20/2031(a)(b)		450,000		450,837
Catskill Park CLO Ltd., Series 2017-1A, Class A2, 3.98%, 4/20/2029(a)(b)		1,300,000		1,297,284


Asset-Backed Securities (continued)
	Principal Amount		Value


Other (continued)
CBAM Ltd., Series 2017-1A, Class A1, 3.53%, 7/20/2030(a)(b)	$	300,000	$	300,694
Cumberland Park CLO Ltd., Series 2015-2A, Class BR, 3.68%, 7/20/2028(a)(b)		510,000		506,505
Cutwater Ltd., Series 2014-1A, Class A1AR, 3.55%, 7/15/2026(a)(b)		1,598,062		1,598,859
Dryden 71 CLO Ltd., Series 2018-71A, Class A, 3.45%, 1/15/2029(a)(b)		2,500,000		2,507,850
Flatiron CLO 17 Ltd., Series 2017-1A, Class A, 3.77%, 5/15/2030(a)(b)		3,340,000		3,344,987
Halcyon Loan Advisors Funding Ltd., Series 2017-2A, Class A2, 4.00%, 1/17/2030(a)(b)		750,000		741,230
JFIN CLO 2014 Ltd., Series 2014-1A, Class AR, 3.23%, 4/21/2025(a)(b)		1,250,649		1,249,739
LCM XXIV Ltd., Series 24A, Class A, 3.59%, 3/20/2030(a)(b)		1,250,000		1,252,490
Legacy Mortgage Asset Trust, Series 2019-GS1, Class A1, 4.00%, 1/25/2059(a)(c)		3,603,575		3,646,929
Midocean Credit CLO VII, Series 2017-7A, Class B, 4.20%, 7/15/2029(a)(b)		1,000,000		998,982
Myers Park CLO Ltd., Series 2018-1A, Class B1, 3.88%, 10/20/2030(a)(b)		510,000		504,355
Neuberger Berman Loan Advisers CLO 24 Ltd., Series 2017-24A, Class A, 3.53%, 4/19/2030(a)(b)		2,400,000		2,401,615
Newark BSL CLO 2 Ltd., Series 2017-1A, Class A1, 3.55%, 7/25/2030(a)(b)		835,000		834,295
Parallel Ltd., Series 2018-2A, Class A2, 4.13%, 10/20/2031(a)(b)		250,000		248,961
Shackleton 2013-III CLO Ltd., Series 2013-3A, Class BR, 3.85%, 7/15/2030(a)(b)		750,000		740,987
Sofi Consumer Loan Program LLC, Series 2017-2, Class A, 3.28%, 2/25/2026(a)		3,367,504		3,385,997
Sudbury Mill CLO Ltd., Series 2013-1A, Class A1R, 3.45%, 1/17/2026(a)(b)		1,152,509		1,154,006
Sunnova Helios II Issuer LLC, Series 2018-1A, Class A, 4.87%, 7/20/2048(a)		2,440,093		2,563,872
Symphony CLO XVIII Ltd., Series 2016-18A, Class B, 4.06%, 1/23/2028(a)(b)		750,000		748,484
TCI-Cent CLO Ltd., Series 2016-1A, Class A2, 4.46%, 12/21/2029(a)		1,500,000		1,498,544
TCW CLO AMR Ltd., Series 2019-1A, Class A, 4.12%, 2/15/2029(a)(b)		1,060,000		1,059,312
THL Credit Wind River CLO Ltd.
Series 2017-1A, Class A, 3.64%, 4/18/2029(a)(b)		2,000,000		2,004,258
Series 2017-3A, Class A, 3.55%, 10/15/2030(a)(b)		466,489		466,297
Towd Point Mortgage Trust, Series 2019-HY2, Class A1, 3.27%, 5/25/2058(a)(b)		5,995,476		6,036,527
Tryon Park CLO Ltd.
Series 2013-1A, Class A1SR, 3.19%, 4/15/2029(a)(b)		1,425,000		1,416,819
Series 2013-1A, Class A2R, 3.80%, 4/15/2029(a)(b)		1,500,000		1,483,305
Venture 31 CLO Ltd., Series 2018-31A, Class A1, 3.31%, 4/20/2031(a)(b)		1,800,000		1,780,189

				60,859,593


Asset-Backed Securities (continued)
	Principal Amount		Value


Student Loan 1.1%
Brazos Higher Education Authority, Inc., Series 2005-1, Class 1A4, 2.50%, 3/26/2029(b)	$	4,489,063	$	4,485,471
DRB Prime Student Loan Trust, Series 2015-B, Class A1, 4.17%, 10/27/2031(a)(b)		1,573,613		1,598,997
Earnest Student Loan Program LLC, Series 2017-A, Class A2, 2.65%, 1/25/2041(a)		1,357,216		1,355,403
Navient Student Loan Trust
Series 2015-1, Class A2, 2.87%, 4/25/2040(b)		928,903		919,180
Series 2017-3A, Class A2, 2.87%, 7/26/2066(a)(b)		4,000,000		4,009,856
Nelnet Student Loan Trust
Series 2006-2, Class A6, 2.66%, 4/25/2031(a)(b)		4,800,000		4,795,651
Series 2012-2A, Class A, 3.07%, 12/26/2033(a)(b)		2,882,333		2,860,230
SLM Private Education Loan Trust, Series 2010-A, Class 2A, 5.58%, 5/16/2044(a)(b)		2,803,781		2,817,709
SLM Student Loan Trust, Series 2005-7, Class A4, 2.43%, 10/25/2029(b)		609,662		604,389
SMB Private Education Loan Trust
Series 2015-C, Class A3, 4.28%, 8/16/2032(a)(b)		3,220,000		3,300,367
Series 2017-A, Class B, 3.50%, 6/17/2041(a)		1,000,000		1,004,853

				27,752,106


Total Asset-Backed Securities (cost $110,633,169)				111,464,429



Collateralized Mortgage Obligations 1.9%
	Principal Amount		Value

Connecticut Avenue Securities Trust
Series 2019-R02, Class 1M1, 3.12%, 8/25/2031(a)(b)		1,310,074		1,311,770
Series 2019-R03, Class 1M1, 3.02%, 9/25/2031(a)(b)		2,976,311		2,977,918
DSLA Mortgage Loan Trust, Series 2007-AR1, Class 1A1B, 2.44%, 4/19/2047(b)		1,412,263		1,260,758
FHLMC Structured Agency Credit Risk Debt Notes
Series 2017-DNA2, Class M2, 5.72%, 10/25/2029(b)		1,990,000		2,127,830
Series 2017-DNA3, Class M2, 4.77%, 3/25/2030(b)		1,200,000		1,227,635
FNMA
Series 2014-C02, Class 1M2, 4.87%, 5/25/2024(b)		2,186,384		2,279,339
Series 2014-C02, Class 2M2, 4.87%, 5/25/2024(b)		1,512,173		1,571,631
Series 2014-C03, Class 1M2, 5.27%, 7/25/2024(b)		1,315,165		1,390,868
Series 2016-C02, Class 1M2, 8.27%, 9/25/2028(b)		1,609,904		1,774,513
Series 2016-C04, Class 1M2, 6.52%, 1/25/2029(b)		1,680,000		1,791,802
Series 2017-C03, Class 1M1, 3.22%, 10/25/2029(b)		2,595,674		2,603,109
Series 2019-R05, Class 1M1, 0.00%, 7/25/2039(a)(b)		2,250,000		2,250,237
Series , Class , 3.00%, 7/1/2049		1,500,000		1,512,070
GSMSC Resecuritization Trust, Series 2015-7R, Class A, 2.55%, 9/26/2037(a)(b)		3,102,360		3,053,428


Collateralized Mortgage Obligations (continued)
	Principal Amount		Value

FNMA (continued)
Morgan Stanley Mortgage Loan Trust, Series 2005-2AR, Class A, 2.53%, 4/25/2035(b)	$	2,810,913	$	2,782,335
New Residential Mortgage Loan Trust
Series 2017-3A, Class A1, 4.00%, 4/25/2057(a)(b)		5,717,122		5,906,620
Series 2019-2A, Class A1, 4.25%, 12/25/2057(a)(b)		5,989,168		6,207,111
Seasoned Credit Risk Transfer Trust, Series 2017-1, Class M1, 4.00%, 1/25/2056(a)(b)		3,230,000		3,253,208
WaMu Mortgage Pass-Through Trust, Series 2004-AR9, Class A7, 4.39%, 8/25/2034(b)		3,484,438		3,530,349

Total Collateralized Mortgage Obligations (cost $48,625,815)				48,812,531


Commercial Mortgage-Backed Securities 2.0%
	Principal Amount		Value

BAMLL Commercial Mortgage Securities Trust, Series 2018-DSNY, Class A, 3.17%, 9/15/2034(a)(b)		2,500,000		2,498,418
BANK
Series 2017-BNK8, Class A4, 3.49%, 11/15/2050		1,200,000		1,269,719
Series 2017-BNK9, Class A4, 3.54%, 11/15/2054		1,406,400		1,493,824
Series 2017-BNK5, Class A5, 3.39%, 6/15/2060		2,000,000		2,106,114
BBCMS Mortgage Trust, Series 2017-DELC, Class A, 3.17%, 8/15/2036(a)(b)		2,610,000		2,608,333
BX Commercial Mortgage Trust, Series 2019-IMC, Class A, 3.33%, 4/15/2034(a)(b)		4,420,000		4,426,908
BX Trust, Series 2018-MCSF, Class A, 2.90%, 4/15/2035(a)(b)		2,660,000		2,653,865
CHT Mortgage Trust, Series 2017-CSMO, Class A, 3.26%, 11/15/2036(a)(b)		1,670,000		1,670,512
Citigroup Commercial Mortgage Trust, Series 2019-SST2, Class A, 3.25%, 12/15/2036(a)(b)		2,350,000		2,347,056
Credit Suisse Commercial Mortgage Securities Corp., Series 2019-SKLZ, Class A, 3.58%, 1/15/2034(a)(b)		3,700,000		3,709,192
Credit Suisse Mortgage Capital Certificates, Series 2019-ICE4, Class A, 3.31%, 5/15/2036(a)(b)		4,260,000		4,273,521
Great Wolf Trust, Series 2017-WOLF, Class A, 3.17%, 9/15/2034(a)(b)		3,650,000		3,651,076
GS Mortgage Securities Corp. Trust, Series 2019-SOHO, Class A, 3.22%, 6/15/2036(a)(b)		4,200,000		4,203,903
GS Mortgage Securities Trust
Series 2015-GS1, Class A3, 3.73%, 11/10/2048		2,000,000		2,135,431
Series 2017-GS8, Class A4, 3.47%, 11/10/2050		1,250,000		1,313,800
JPMCC Commercial Mortgage Securities Trust, Series 2017-JP6, Class A5, 3.49%, 7/15/2050		2,000,000		2,111,552
Morgan Stanley Capital I Trust
Series 2019-BPR, Class A, 3.72%, 5/15/2036(a)(b)		1,780,000		1,779,996
Series 2018-H4, Class XA, IO, 0.87%, 12/15/2051(b)		21,444,696		1,409,082
Rosslyn Portfolio Trust, Series 2017-ROSS, Class A, 3.27%, 6/15/2033(a)(b)		2,400,000		2,400,752


Commercial Mortgage-Backed Securities (continued)
	Principal Amount		Value

Wells Fargo Commercial Mortgage Trust, Series 2018-C44, Class A5, 4.21%, 5/15/2051	$	2,000,000	$	2,219,041

Total Commercial Mortgage-Backed Securities (cost $49,156,827)				50,282,095


Common Stocks 63.5%
	Shares		Value


Aerospace & Defense 1.5%
AAR Corp. (d)		1,809		75,725
Aerojet Rocketdyne Holdings, Inc. *(d)		3,910		167,035
AeroVironment, Inc. *(d)		1,144		62,748
Arconic, Inc. (d)		21,445		536,983
Astronics Corp. *(d)		1,300		47,892
Axon Enterprise, Inc. *(d)		3,125		219,438
Boeing Co. (The) (d)		28,529		9,733,524
BWX Technologies, Inc. (d)		5,106		275,265
Cubic Corp. (d)		1,679		111,150
Curtiss-Wright Corp. (d)		2,288		290,370
Ducommun, Inc. *(d)		582		24,531
General Dynamics Corp. (d)		13,740		2,554,816
HEICO Corp. (d)		6,200		719,117
Hexcel Corp. (d)		4,570		373,643
Huntington Ingalls Industries, Inc. (d)		2,193		500,662
Kratos Defense & Security Solutions, Inc. *(d)		4,829		119,035
L3Harris Technologies, Inc. (d)		11,907		2,471,893
Lockheed Martin Corp. (d)		13,299		4,816,499
Maxar Technologies, Inc. (d)(e)		3,225		23,736
Mercury Systems, Inc. *(d)		2,859		233,066
Moog, Inc., Class A (d)		1,722		140,274
National Presto Industries, Inc. (d)		270		24,832
Northrop Grumman Corp. (d)		8,525		2,945,984
Park Aerospace Corp. (d)		1,058		19,245
Parsons Corp. *(d)		1,004		36,857
Raytheon Co. (d)		15,072		2,747,475
Spirit AeroSystems Holdings, Inc., Class A (d)		5,542		425,847
Teledyne Technologies, Inc. *(d)		1,919		558,966
Textron, Inc. (d)		12,541		618,271
TransDigm Group, Inc. *(d)		2,623		1,273,309
Triumph Group, Inc. (d)		2,667		64,622
United Technologies Corp. (d)		43,629		5,828,834
Vectrus, Inc. *(d)		605		24,466
Wesco Aircraft Holdings, Inc. *(d)		2,759		29,052

				38,095,162





Air Freight & Logistics 0.3%
Air Transport Services Group, Inc. *(d)		3,207		74,755
Atlas Air Worldwide Holdings, Inc. *(d)		1,211		55,282
CH Robinson Worldwide, Inc. (d)		7,208		603,526
Echo Global Logistics, Inc. *(d)		1,572		33,106
Expeditors International of Washington, Inc. (d)		9,224		704,252
FedEx Corp. (d)		12,981		2,213,650
Forward Air Corp. (d)		1,562		98,406
Hub Group, Inc., Class A *(d)		1,792		81,267
Radiant Logistics, Inc. *(d)		1,796		9,860
United Parcel Service, Inc., Class B (d)		37,521		4,482,634
XPO Logistics, Inc. *(d)		4,924		332,272

				8,689,010





Airlines 0.3%
Alaska Air Group, Inc. (d)		6,485		410,890
Allegiant Travel Co. (d)		699		104,745
American Airlines Group, Inc. (d)		21,485		655,507
Copa Holdings SA, Class A (d)		1,695		171,365
Delta Air Lines, Inc. (d)		31,182		1,903,349
Hawaiian Holdings, Inc. (d)		2,577		66,976
JetBlue Airways Corp. *(d)		16,179		311,122
Mesa Air Group, Inc. *(d)		939		9,615
SkyWest, Inc. (d)		2,697		163,735


Common Stocks (continued)
	Shares		Value


Airlines (continued)
Southwest Airlines Co. (d)		26,272	$	1,353,796
Spirit Airlines, Inc. *(d)		3,685		156,355
United Airlines Holdings, Inc. *(d)		12,967		1,191,797

				6,499,252





Auto Components 0.2%
Adient plc (d)		4,695		111,506
American Axle & Manufacturing Holdings, Inc. *(d)		5,986		72,251
Aptiv plc (d)		13,830		1,212,199
BorgWarner, Inc. (d)		11,134		420,865
Cooper Tire & Rubber Co. (d)		2,687		72,334
Cooper-Standard Holdings, Inc. *(d)		888		43,938
Dana, Inc. (d)		7,735		129,252
Dorman Products, Inc. *(d)		1,440		103,507
Fox Factory Holding Corp. *(d)		2,014		161,281
Gentex Corp. (d)		13,773		377,656
Gentherm, Inc. *(d)		1,826		74,702
Goodyear Tire & Rubber Co. (The) (d)		12,522		171,927
LCI Industries (d)		1,306		119,669
Lear Corp. (d)		3,344		423,952
Modine Manufacturing Co. *(d)		2,700		37,044
Motorcar Parts of America, Inc. *(d)		1,052		18,810
Standard Motor Products, Inc. (d)		1,090		50,151
Stoneridge, Inc. *(d)		1,526		49,702
Tenneco, Inc., Class A (d)		2,612		23,612
Tower International, Inc. (d)		1,092		33,634
Visteon Corp. *(d)		1,517		99,940

				3,807,932





Automobiles 0.3%
Ford Motor Co. (d)		210,386		2,004,978
General Motors Co. (d)		66,843		2,696,447
Harley-Davidson, Inc. (d)		8,473		303,164
Tesla, Inc. *(d)(e)		7,569		1,828,746
Thor Industries, Inc. (d)		2,850		169,860
Winnebago Industries, Inc. (d)		1,620		65,286

				7,068,481





Banks 3.6%
1st Constitution Bancorp (d)		334		6,082
1st Source Corp. (d)		768		36,058
ACNB Corp. (d)		409		15,256
Allegiance Bancshares, Inc. *(d)		877		29,432
Amalgamated Bank, Class A (d)		618		10,605
Amerant Bancorp, Inc. *(d)(e)		1,077		19,795
American National Bankshares, Inc. (d)		482		17,829
Ameris Bancorp (d)		3,513		139,712
Ames National Corp. (d)		401		10,951
Arrow Financial Corp. (d)		679		22,584
Associated Banc-Corp. (d)		8,716		188,876
Atlantic Capital Bancshares, Inc. *(d)		1,286		23,650
Atlantic Union Bankshares Corp. (d)		4,412		167,788
Banc of California, Inc. (d)		2,537		39,653
BancFirst Corp. (d)		840		49,006
Bancorp, Inc. (The) *(d)		2,733		26,455
BancorpSouth Bank (d)		5,158		154,173
Bank First Corp. (d)(e)		312		18,065
Bank of America Corp. (d)		462,477		14,188,794
Bank of Commerce Holdings (d)		782		8,422
Bank of Hawaii Corp. (d)		2,168		184,822
Bank of Marin Bancorp (d)		725		31,697
Bank of NT Butterfield & Son Ltd. (The) (d)		2,911		91,493
Bank of Princeton (The) (d)		250		6,892
Bank OZK (d)		6,545		200,146
Bank7 Corp. *(d)		169		3,196
BankFinancial Corp. (d)		637		8,542
BankUnited, Inc. (d)		4,906		168,815
Bankwell Financial Group, Inc. (d)		304		8,542
Banner Corp. (d)		1,728		102,401
Bar Harbor Bankshares (d)		830		21,074
Baycom Corp. *(d)		468		10,717
BB&T Corp. (d)		41,202		2,123,139


Common Stocks (continued)
	Shares		Value


Banks (continued)
BCB Bancorp, Inc. (d)		630	$	8,083
Berkshire Hills Bancorp, Inc. (d)		2,521		82,689
BOK Financial Corp. (d)		1,750		146,440
Boston Private Financial Holdings, Inc. (d)		3,745		43,217
Bridge Bancorp, Inc. (d)		734		21,440
Brookline Bancorp, Inc. (d)		4,332		64,244
Bryn Mawr Bank Corp. (d)		901		33,409
Business First Bancshares, Inc. (d)		710		17,707
Byline Bancorp, Inc. *(d)		1,300		24,843
C&F Financial Corp. (d)		148		8,036
Cadence Bancorp (d)		6,735		115,438
Cambridge Bancorp (d)		243		19,003
Camden National Corp. (d)		692		30,939
Capital Bancorp, Inc. *(d)		358		4,561
Capital City Bank Group, Inc. (d)		761		19,649
Capstar Financial Holdings, Inc. (d)		658		10,660
Carolina Financial Corp. (d)		1,167		40,985
Carter Bank & Trust *(d)		1,228		24,499
Cathay General Bancorp (d)		3,857		143,558
CBTX, Inc. (d)		1,000		30,140
CenterState Bank Corp. (d)		6,296		153,119
Central Pacific Financial Corp. (d)		1,260		37,132
Central Valley Community Bancorp (d)		526		10,904
Century Bancorp, Inc., Class A (d)		171		14,321
Chemical Financial Corp. (d)		3,954		166,226
Chemung Financial Corp. (d)		159		6,939
CIT Group, Inc. (d)		5,191		262,405
Citigroup, Inc. (d)		124,593		8,866,038
Citizens & Northern Corp. (d)		690		17,678
Citizens Financial Group, Inc. (d)		24,708		920,620
City Holding Co. (d)		868		67,227
Civista Bancshares, Inc. (d)		858		19,022
CNB Financial Corp. (d)		655		18,484
Coastal Financial Corp. *(d)		350		5,561
Codorus Valley Bancorp, Inc. (d)		412		9,641
Colony Bankcorp, Inc. (d)		335		5,611
Columbia Banking System, Inc. (d)		3,741		141,073
Comerica, Inc. (d)		8,238		603,022
Commerce Bancshares, Inc. (d)		5,349		325,380
Community Bank System, Inc. (d)		2,560		168,934
Community Bankers Trust Corp. (d)		976		7,769
Community Financial Corp. (The) (d)		220		7,157
Community Trust Bancorp, Inc. (d)		888		37,554
ConnectOne Bancorp, Inc. (d)		1,855		42,405
Cullen/Frost Bankers, Inc. (d)		3,039		288,523
Customers Bancorp, Inc. *(d)		1,518		31,301
CVB Financial Corp. (d)		7,233		159,198
DNB Financial Corp. (d)		156		7,143
Eagle Bancorp, Inc. (d)		1,810		72,961
East West Bancorp, Inc. (d)		7,819		375,390
Enterprise Bancorp, Inc. (d)		538		16,436
Enterprise Financial Services Corp. (d)		1,313		54,726
Equity Bancshares, Inc., Class A *(d)		821		21,748
Esquire Financial Holdings, Inc. *(d)		285		7,310
Evans Bancorp, Inc. (d)		213		7,894
Farmers & Merchants Bancorp, Inc. (d)		601		17,213
Farmers National Banc Corp. (d)		1,428		20,863
FB Financial Corp. (d)		935		35,539
Fidelity D&D Bancorp, Inc. (d)		125		8,246
Fifth Third Bancorp (d)		39,520		1,173,349
Financial Institutions, Inc. (d)		701		21,584
First Bancorp (d)		1,553		57,368
First Bancorp, Inc. (d)		607		15,909
First Bancorp/PR (d)		11,470		123,417
First Bancshares, Inc. (The) (d)		973		32,313
First Bank (d)		748		8,512
First Busey Corp. (d)		2,853		77,117
First Business Financial Services, Inc. (d)		378		9,008
First Capital, Inc. (d)		144		8,172
First Choice Bancorp (d)		460		10,212
First Citizens BancShares, Inc., Class A (d)		400		186,808
First Commonwealth Financial Corp. (d)		4,408		60,698
First Community Bankshares, Inc. (d)		849		28,076
First Financial Bancorp (d)		5,032		128,266


Common Stocks (continued)
	Shares		Value


Banks (continued)
First Financial Bankshares, Inc. (d)		6,967	$	228,169
First Financial Corp. (d)		748		32,471
First Financial Northwest, Inc. (d)		362		5,350
First Foundation, Inc. (d)		2,124		31,945
First Guaranty Bancshares, Inc. (d)		210		4,589
First Hawaiian, Inc. (d)		7,331		196,178
First Horizon National Corp. (d)		16,860		276,504
First Internet Bancorp (d)		441		9,296
First Interstate BancSystem, Inc., Class A (d)		2,056		82,302
First Merchants Corp. (d)		2,700		106,407
First Mid Bancshares, Inc. (d)		793		27,025
First Midwest Bancorp, Inc. (d)		5,446		117,797
First Northwest Bancorp (d)		405		6,508
First of Long Island Corp. (The) (d)		1,314		29,066
First Republic Bank (d)		8,948		889,073
Flushing Financial Corp. (d)		1,529		31,130
FNB Corp. (d)		16,630		200,391
FNCB Bancorp, Inc. (d)		783		6,225
Franklin Financial Network, Inc. (d)		726		21,417
Franklin Financial Services Corp. (d)		189		6,899
Fulton Financial Corp. (d)		8,915		151,555
FVCBankcorp, Inc. *(d)		539		9,713
German American Bancorp, Inc. (d)		1,399		44,138
Glacier Bancorp, Inc. (d)		4,273		179,081
Great Southern Bancorp, Inc. (d)		500		29,980
Great Western Bancorp, Inc. (d)		2,576		87,120
Guaranty Bancshares, Inc. (d)		492		15,163
Hancock Whitney Corp. (d)		4,632		192,321
Hanmi Financial Corp. (d)		1,366		29,355
HarborOne Bancorp, Inc. *(d)		863		16,526
Hawthorn Bancshares, Inc. (d)		258		6,303
Heartland Financial USA, Inc. (d)		1,728		83,100
Heritage Commerce Corp. (d)		1,885		23,317
Heritage Financial Corp. (d)		2,007		57,240
Hilltop Holdings, Inc. (d)		3,817		86,570
Home BancShares, Inc. (d)		7,797		153,367
HomeTrust Bancshares, Inc. (d)		885		23,125
Hope Bancorp, Inc. (d)		6,448		95,108
Horizon Bancorp, Inc. (d)		1,682		29,300
Howard Bancorp, Inc. *(d)		579		8,621
Huntington Bancshares, Inc. (d)		56,074		799,055
IBERIABANK Corp. (d)		2,893		227,303
Independent Bank Corp. (d)		3,015		164,982
Independent Bank Group, Inc. (d)		1,977		112,313
International Bancshares Corp. (d)		3,029		113,981
Investar Holding Corp. (d)		419		10,102
Investors Bancorp, Inc. (d)		12,316		139,910
JPMorgan Chase & Co. (d)		173,506		20,126,696
KeyCorp (d)		54,063		993,137
Lakeland Bancorp, Inc. (d)		2,569		42,080
Lakeland Financial Corp. (d)		1,320		60,707
LCNB Corp. (d)		763		13,742
LegacyTexas Financial Group, Inc. (d)		2,529		108,089
Level One Bancorp, Inc. (d)		230		5,419
Live Oak Bancshares, Inc. (d)(e)		1,371		26,693
M&T Bank Corp. (d)		7,330		1,203,953
Macatawa Bank Corp. (d)		1,169		12,017
Mackinac Financial Corp. (d)		419		6,453
MainStreet Bancshares, Inc. *(d)		321		7,325
Malvern Bancorp, Inc. *(d)		341		7,243
MBT Financial Corp. (d)		804		8,667
Mercantile Bank Corp. (d)		950		31,920
Metropolitan Bank Holding Corp. *(d)		400		16,788
Mid Penn Bancorp, Inc. (d)		312		8,128
Midland States Bancorp, Inc. (d)		1,252		33,954
MidSouth Bancorp, Inc. (d)		706		8,634
MidWestOne Financial Group, Inc. (d)		676		21,003
MutualFirst Financial, Inc. (d)		266		8,669
MVB Financial Corp. (d)		425		7,399
National Bank Holdings Corp., Class A (d)		1,553		56,343
National Bankshares, Inc. (d)		381		13,960
NBT Bancorp, Inc. (d)		2,280		88,236
Nicolet Bankshares, Inc. *(d)		446		29,307


Common Stocks (continued)
	Shares		Value


Banks (continued)
Northeast Bank (d)		335	$	7,353
Northrim Bancorp, Inc. (d)		414		16,134
Norwood Financial Corp. (d)		257		8,897
Oak Valley Bancorp (d)		309		5,791
OFG Bancorp (d)		2,676		60,558
Ohio Valley Banc Corp. (d)		185		6,671
Old Line Bancshares, Inc. (d)		883		24,936
Old National Bancorp (d)		9,313		164,002
Old Second Bancorp, Inc. (d)		1,308		17,187
Opus Bank (d)		1,198		26,847
Origin Bancorp, Inc. (d)		1,063		37,003
Orrstown Financial Services, Inc. (d)		463		10,589
Pacific Mercantile Bancorp *(d)		883		6,817
Pacific Premier Bancorp, Inc. (d)		3,301		104,411
PacWest Bancorp (d)		6,360		245,687
Park National Corp. (d)		745		70,470
Parke Bancorp, Inc. (d)		406		9,732
PCB Bancorp (d)		562		9,329
Peapack Gladstone Financial Corp. (d)		1,090		30,989
Penns Woods Bancorp, Inc. (d)		206		9,344
Peoples Bancorp of North Carolina, Inc. (d)		207		5,614
Peoples Bancorp, Inc. (d)		811		26,285
Peoples Financial Services Corp. (d)		401		19,400
People’s United Financial, Inc. (d)		21,354		350,633
People’s Utah Bancorp (d)		858		25,997
Pinnacle Financial Partners, Inc. (d)		4,049		245,936
PNC Financial Services Group, Inc. (The) (d)		24,307		3,473,470
Popular, Inc. (d)		5,131		295,340
Preferred Bank (d)		789		42,756
Premier Financial Bancorp, Inc. (d)		591		9,231
Prosperity Bancshares, Inc. (d)		3,609		250,429
QCR Holdings, Inc. (d)		860		32,904
RBB Bancorp (d)		921		18,512
Red River Bancshares, Inc. *(d)		31		1,461
Regions Financial Corp. (d)		54,573		869,348
Reliant Bancorp, Inc. (d)		459		11,411
Renasant Corp. (d)		3,104		111,403
Republic Bancorp, Inc., Class A (d)		525		25,079
Republic First Bancorp, Inc. *(d)		1,968		8,561
S&T Bancorp, Inc. (d)		1,815		69,097
Sandy Spring Bancorp, Inc. (d)		1,855		67,596
SB One Bancorp (d)		372		8,523
Seacoast Banking Corp. of Florida *(d)		2,798		75,658
Select Bancorp, Inc. *(d)		739		8,388
ServisFirst Bancshares, Inc. (d)		2,536		86,376
Shore Bancshares, Inc. (d)		565		9,266
Sierra Bancorp (d)		638		16,633
Signature Bank (d)		2,888		368,104
Simmons First National Corp., Class A (d)		4,703		121,102
SmartFinancial, Inc. *(d)		754		16,354
South Plains Financial, Inc. (d)		152		2,653
South State Corp. (d)		1,890		151,332
Southern First Bancshares, Inc. *(d)		436		17,780
Southern National Bancorp of Virginia, Inc. (d)		1,136		18,085
Southside Bancshares, Inc. (d)		1,750		60,585
Spirit of Texas Bancshares, Inc. *(d)		698		14,965
Sterling Bancorp (d)		11,150		243,628
Stock Yards Bancorp, Inc. (d)		1,046		40,010
Summit Financial Group, Inc. (d)		640		17,030
SunTrust Banks, Inc. (d)		23,705		1,578,753
SVB Financial Group *(d)		2,785		646,036
Synovus Financial Corp. (d)		8,107		309,444
TCF Financial Corp. (d)		8,702		186,049
Texas Capital Bancshares, Inc. *(d)		2,697		169,722
Tompkins Financial Corp. (d)		801		65,658
Towne Bank (d)		3,563		100,263
TriCo Bancshares (d)		1,498		56,550
TriState Capital Holdings, Inc. *(d)		1,440		30,240
Triumph Bancorp, Inc. *(d)		1,310		40,885
Trustmark Corp. (d)		3,438		122,187
UMB Financial Corp. (d)		2,385		162,800
Umpqua Holdings Corp. (d)		11,903		207,826


Common Stocks (continued)
	Shares		Value


Banks (continued)
Union Bankshares, Inc. (d)		174	$	5,775
United Bankshares, Inc. (d)		5,294		199,001
United Community Banks, Inc. (d)		3,547		101,799
United Security Bancshares (d)		611		6,550
Unity Bancorp, Inc. (d)		355		7,352
Univest Financial Corp. (d)		1,295		35,561
US Bancorp (d)		77,889		4,451,356
Valley National Bancorp (d)		17,392		194,095
Veritex Holdings, Inc. (d)		2,764		70,731
Washington Trust Bancorp, Inc. (d)		822		41,289
Webster Financial Corp. (d)		4,918		250,818
Wells Fargo & Co. (d)		218,523		10,578,698
WesBanco, Inc. (d)		2,869		104,948
West Bancorporation, Inc. (d)		903		19,126
Westamerica Bancorp (d)		1,384		88,714
Western Alliance Bancorp *(d)		5,216		257,879
Wintrust Financial Corp. (d)		3,014		215,622
Zions Bancorp NA (d)		9,467		426,678

				90,989,764





Beverages 1.0%
Boston Beer Co., Inc. (The), Class A *(d)		445		174,582
Brown-Forman Corp., Class A (d)		11,977		652,557
Celsius Holdings, Inc. *(d)(e)		1,135		5,664
Coca-Cola Co. (The) (d)		206,501		10,868,148
Coca-Cola Consolidated, Inc. (d)		258		75,731
Constellation Brands, Inc., Class A (d)		8,520		1,676,906
Craft Brew Alliance, Inc. *(d)		743		11,673
Keurig Dr Pepper, Inc. (d)		10,998		309,484
MGP Ingredients, Inc. (d)(e)		688		34,393
Molson Coors Brewing Co., Class B (d)		9,397		507,344
Monster Beverage Corp. *(d)		20,825		1,342,588
National Beverage Corp. (d)(e)		619		26,945
New Age Beverages Corp. *(d)(e)		4,072		15,229
PepsiCo, Inc. (d)		75,384		9,634,829
Primo Water Corp. *(d)		1,878		27,738

				25,363,811





Biotechnology 1.6%
AbbVie, Inc. (d)		79,653		5,306,483
Abeona Therapeutics, Inc. *(d)		1,458		3,776
ACADIA Pharmaceuticals, Inc. *(d)		5,652		138,926
Acceleron Pharma, Inc. *(d)		2,445		106,749
Achillion Pharmaceuticals, Inc. *(d)		7,484		33,004
Acorda Therapeutics, Inc. *(d)		2,440		16,909
Adamas Pharmaceuticals, Inc. *(d)(e)		1,015		6,354
ADMA Biologics, Inc. *(d)(e)		1,232		4,460
Aduro Biotech, Inc. *(d)		2,978		3,931
Adverum Biotechnologies, Inc. *(d)		2,875		38,554
Aeglea BioTherapeutics, Inc. *(d)		1,183		10,600
Affimed NV *(d)		2,709		8,127
Agenus, Inc. *(d)(e)		5,994		14,446
AgeX Therapeutics, Inc. *(d)		967		2,833
Agios Pharmaceuticals, Inc. *(d)(e)		2,804		134,900
Aimmune Therapeutics, Inc. *(d)		2,319		44,641
Akcea Therapeutics, Inc. *(d)(e)		720		15,574
Akebia Therapeutics, Inc. *(d)		6,091		25,521
Akero Therapeutics, Inc. *(e)		1,148		27,782
Albireo Pharma, Inc. *(d)		591		15,301
Alder Biopharmaceuticals, Inc. *(d)		3,776		38,213
Aldeyra Therapeutics, Inc. *(d)		1,011		5,540
Alector, Inc. *(d)(e)		444		9,377
Alexion Pharmaceuticals, Inc. *(d)		11,633		1,317,903
Alkermes plc *(d)		8,361		193,641
Allakos, Inc. *(d)(e)		937		32,579
Allogene Therapeutics, Inc. *(d)		2,106		65,286
Alnylam Pharmaceuticals, Inc. *(d)		5,714		443,349
AMAG Pharmaceuticals, Inc. *(d)		1,876		15,496
Amgen, Inc. (d)		32,869		6,132,698
Amicus Therapeutics, Inc. *(d)		12,488		154,851
AnaptysBio, Inc. *(d)		1,326		71,219
Anavex Life Sciences Corp. *(d)		1,938		4,961
Anika Therapeutics, Inc. *(d)		750		41,317
Apellis Pharmaceuticals, Inc. *(d)		2,592		72,395
Arcus Biosciences, Inc. *(d)		1,911		15,116


Common Stocks (continued)
	Shares		Value


Biotechnology (continued)
Ardelyx, Inc. *(d)		2,128	$	5,128
Arena Pharmaceuticals, Inc. *(d)		2,687		168,421
ArQule, Inc. *(d)		5,469		55,182
Arrowhead Pharmaceuticals, Inc. *(d)		4,982		144,777
Assembly Biosciences, Inc. *(d)		1,267		15,838
Atara Biotherapeutics, Inc. *(d)		2,432		34,705
Athenex, Inc. *(d)		3,252		58,536
Athersys, Inc. *(d)(e)		5,779		8,033
Atreca, Inc., Class A *		1,336		16,900
Audentes Therapeutics, Inc. *(d)		2,381		92,669
Avid Bioservices, Inc. *(d)		2,537		16,440
Avrobio, Inc. *(d)		963		20,435
Axcella Health, Inc. *(d)		72		611
Beyondspring, Inc. *(d)(e)		655		10,978
BioCryst Pharmaceuticals, Inc. *(d)		5,774		18,304
Biogen, Inc. *(d)		10,397		2,472,615
Biohaven Pharmaceutical Holding Co. Ltd. *(d)		1,802		77,558
BioMarin Pharmaceutical, Inc. *(d)		9,665		766,628
BioSpecifics Technologies Corp. *(d)		346		20,103
BioTime, Inc. *(d)(e)		4,839		5,323
Bioxcel Therapeutics, Inc. *(d)		273		2,940
Bluebird Bio, Inc. *(d)(e)		2,959		388,310
Blueprint Medicines Corp. *(d)		2,592		259,589
Calithera Biosciences, Inc. *(d)		1,561		6,619
Calyxt, Inc. *(d)		422		3,920
Cara Therapeutics, Inc. *(d)		1,850		44,289
CareDx, Inc. *(d)		2,202		72,160
CASI Pharmaceuticals, Inc. *(d)		2,282		7,120
Catalyst Pharmaceuticals, Inc. *(d)		5,334		26,617
Celcuity, Inc. *(d)		258		5,872
Celgene Corp. *(d)		37,797		3,472,032
Cellular Biomedicine Group, Inc. *(d)		547		7,543
CEL-SCI Corp. *(d)(e)		1,179		8,595
Checkpoint Therapeutics, Inc. *(d)		1,037		2,727
ChemoCentryx, Inc. *(d)		2,265		18,075
Chimerix, Inc. *(d)		2,188		7,877
Clovis Oncology, Inc. *(d)		2,527		26,660
Coherus Biosciences, Inc. *(d)		3,259		54,816
Concert Pharmaceuticals, Inc. *(d)		1,298		13,058
Constellation Pharmaceuticals, Inc. *(d)		697		6,447
Corbus Pharmaceuticals Holdings, Inc. *(d)(e)		2,935		17,610
Cortexyme, Inc. *(d)		130		4,602
Crinetics Pharmaceuticals, Inc. *(d)(e)		648		13,141
Cue Biopharma, Inc. *(d)		805		6,690
Cyclerion Therapeutics, Inc. *(d)		1,261		11,715
Cytokinetics, Inc. *(d)		2,967		36,168
CytomX Therapeutics, Inc. *(d)		2,403		24,775
Deciphera Pharmaceuticals, Inc. *(d)		824		18,210
Denali Therapeutics, Inc. *(d)		2,498		53,332
Dicerna Pharmaceuticals, Inc. *(d)		2,813		38,341
Dynavax Technologies Corp. *(d)(e)		3,604		9,947
Eagle Pharmaceuticals, Inc. *(d)		486		26,662
Editas Medicine, Inc. *(d)(e)		2,696		68,074
Eidos Therapeutics, Inc. *(d)(e)		635		20,688
Eiger BioPharmaceuticals, Inc. *(d)		1,404		15,542
Emergent BioSolutions, Inc. *(d)		2,455		108,364
Enanta Pharmaceuticals, Inc. *(d)		927		69,544
Enochian Biosciences, Inc. *(d)(e)		182		890
Epizyme, Inc. *(d)		4,219		55,944
Esperion Therapeutics, Inc. *(d)		1,342		53,264
Evelo Biosciences, Inc. *(d)(e)		630		3,849
Exact Sciences Corp. *(d)		6,804		783,208
Exelixis, Inc. *(d)		16,157		343,659
Fate Therapeutics, Inc. *(d)		2,767		61,012
FibroGen, Inc. *(d)		4,153		196,271
Five Prime Therapeutics, Inc. *(d)		1,532		7,829
Flexion Therapeutics, Inc. *(d)		1,960		19,678
Forty Seven, Inc. *(d)		755		6,720
G1 Therapeutics, Inc. *(d)		1,882		46,692
Galectin Therapeutics, Inc. *(d)(e)		1,451		5,369
Genomic Health, Inc. *(d)		1,453		106,025
Geron Corp. *(d)(e)		10,305		12,366
Gilead Sciences, Inc. (d)		68,595		4,494,344


Common Stocks (continued)
	Shares		Value


Biotechnology (continued)
Global Blood Therapeutics, Inc. *(d)		2,924	$	160,235
GlycoMimetics, Inc. *(d)		1,885		17,399
Gossamer Bio, Inc. *(d)		1,145		22,728
Gritstone Oncology, Inc. *(d)(e)		1,489		15,635
Halozyme Therapeutics, Inc. *(d)		7,118		120,935
Harpoon Therapeutics, Inc. *(d)		268		3,991
Heron Therapeutics, Inc. *(d)		3,974		69,307
Homology Medicines, Inc. *(d)		1,316		23,398
Hookipa Pharma, Inc. *		306		2,231
ImmunoGen, Inc. *(d)		7,791		17,530
Immunomedics, Inc. *(d)		9,293		137,072
Incyte Corp. *(d)		9,580		813,534
Inovio Pharmaceuticals, Inc. *(d)(e)		5,371		14,824
Insmed, Inc. *(d)		4,155		91,202
Intellia Therapeutics, Inc. *(d)		2,037		36,870
Intercept Pharmaceuticals, Inc. *(d)		1,334		83,842
Intrexon Corp. *(d)(e)		4,044		32,312
Invitae Corp. *(d)		4,653		125,119
Ionis Pharmaceuticals, Inc. *(d)		6,902		454,566
Iovance Biotherapeutics, Inc. *(d)		6,150		151,229
Ironwood Pharmaceuticals, Inc. *(d)		8,361		88,877
Jounce Therapeutics, Inc. *(d)		729		3,492
Kadmon Holdings, Inc. *(d)		5,876		15,395
KalVista Pharmaceuticals, Inc. *(d)		705		11,696
Karyopharm Therapeutics, Inc. *(d)(e)		3,192		28,122
Kezar Life Sciences, Inc. *(d)		703		3,958
Kindred Biosciences, Inc. *(d)		2,113		14,411
Kiniksa Pharmaceuticals Ltd., Class A *(d)		852		10,054
Kodiak Sciences, Inc. *(d)		1,401		17,246
Krystal Biotech, Inc. *(d)		489		23,477
Kura Oncology, Inc. *(d)		1,579		30,190
La Jolla Pharmaceutical Co. *(d)(e)		925		7,733
Lexicon Pharmaceuticals, Inc. *(d)(e)		2,535		3,422
Ligand Pharmaceuticals, Inc. *(d)		1,034		94,621
LogicBio Therapeutics, Inc. *(d)		378		4,725
MacroGenics, Inc. *(d)		2,565		36,910
Madrigal Pharmaceuticals, Inc. *(d)(e)		415		36,225
Magenta Therapeutics, Inc. *(d)		1,147		15,496
MannKind Corp. *(d)(e)		8,425		9,436
Marker Therapeutics, Inc. *(d)(e)		1,221		5,629
Medicines Co. (The) *(d)		3,777		135,368
MediciNova, Inc. *(d)(e)		2,099		20,024
MEI Pharma, Inc. *(d)		3,085		5,245
MeiraGTx Holdings plc *(d)		862		23,490
Mersana Therapeutics, Inc. *(d)		1,630		5,705
Millendo Therapeutics, Inc. *(d)(e)		424		4,159
Minerva Neurosciences, Inc. *(d)		1,338		8,884
Mirati Therapeutics, Inc. *(d)		1,343		142,089
Moderna, Inc. *(d)		1,462		19,152
Molecular Templates, Inc. *(d)		767		5,039
Momenta Pharmaceuticals, Inc. *(d)		5,349		60,444
Mustang Bio, Inc. *(d)		1,256		3,831
Myriad Genetics, Inc. *(d)		3,775		110,004
Natera, Inc. *(d)		3,007		82,933
Neon Therapeutics, Inc. *(d)		636		1,819
Neurocrine Biosciences, Inc. *(d)		4,880		470,383
NextCure, Inc. *(d)		130		2,856
Novavax, Inc. *(d)(e)		1,204		5,189
Oncocyte Corp. *(d)(e)		973		1,722
OPKO Health, Inc. *(d)(e)		17,322		36,549
Organogenesis Holdings, Inc. *(d)(e)		468		2,321
Palatin Technologies, Inc. *(d)(e)		9,278		8,438
PDL BioPharma, Inc. *(d)		6,823		19,650
Pfenex, Inc. *(d)		1,348		7,926
PhaseBio Pharmaceuticals, Inc. *(d)		620		4,842
Pieris Pharmaceuticals, Inc. *(d)		2,104		11,572
PolarityTE, Inc. *(d)		638		3,037
Portola Pharmaceuticals, Inc. *(d)(e)		3,589		95,755
Precision BioSciences, Inc. *(d)		413		5,315
Principia Biopharma, Inc. *(d)(e)		728		27,038
Progenics Pharmaceuticals, Inc. *(d)		4,631		24,915
Protagonist Therapeutics, Inc. *(d)		684		7,538
Prothena Corp. plc *(d)		2,334		21,846
PTC Therapeutics, Inc. *(d)		3,112		149,905


Common Stocks (continued)
	Shares		Value


Biotechnology (continued)
Puma Biotechnology, Inc. *(d)(e)		1,493	$	14,407
Ra Pharmaceuticals, Inc. *(d)		1,682		57,255
Radius Health, Inc. *(d)		2,472		53,049
Recro Pharma, Inc. *(d)		871		8,362
Regeneron Pharmaceuticals, Inc. *(d)		4,419		1,346,734
REGENXBIO, Inc. *(d)		1,786		79,316
Repligen Corp. *(d)		2,541		239,845
Replimune Group, Inc. *(d)		517		6,421
Retrophin, Inc. *(d)		2,200		43,538
Rhythm Pharmaceuticals, Inc. *(d)		1,258		24,217
Rigel Pharmaceuticals, Inc. *(d)		9,127		20,810
Rocket Pharmaceuticals, Inc. *(d)		1,636		19,926
Rubius Therapeutics, Inc. *(d)(e)		1,889		25,124
Sage Therapeutics, Inc. *(d)		2,712		434,842
Sangamo Therapeutics, Inc. *(d)		6,174		74,150
Sarepta Therapeutics, Inc. *(d)		3,725		554,466
Savara, Inc. *(d)		1,440		3,658
Scholar Rock Holding Corp. *(d)		943		11,589
Seattle Genetics, Inc. *(d)		5,882		445,326
Seres Therapeutics, Inc. *(d)(e)		967		2,640
Solid Biosciences, Inc. *(d)		682		3,908
Sorrento Therapeutics, Inc. *(d)(e)		6,402		17,221
Spark Therapeutics, Inc. *(d)		1,842		184,237
Spectrum Pharmaceuticals, Inc. *(d)		6,100		46,238
Spero Therapeutics, Inc. *(d)		466		4,842
Stemline Therapeutics, Inc. *(d)		2,181		28,942
Sutro Biopharma, Inc. *(d)		478		5,387
Syndax Pharmaceuticals, Inc. *(d)		904		8,678
Synlogic, Inc. *(d)		725		4,067
Synthorx, Inc. *(d)		333		5,495
Syros Pharmaceuticals, Inc. *(d)		2,088		15,618
TCR2 Therapeutics, Inc. *(d)		82		1,274
TG Therapeutics, Inc. *(d)		4,233		31,705
Tocagen, Inc. *(d)		960		5,107
Translate Bio, Inc. *(d)		1,598		12,816
Turning Point Therapeutics, Inc. *(d)		372		14,820
Twist Bioscience Corp. *(d)		1,131		38,137
Tyme Technologies, Inc. *(d)(e)		2,686		2,955
Ultragenyx Pharmaceutical, Inc. *(d)		2,908		175,236
United Therapeutics Corp. *(d)		2,331		184,708
UNITY Biotechnology, Inc. *(d)(e)		1,629		11,501
UroGen Pharma Ltd. *(d)		1,021		34,816
Vanda Pharmaceuticals, Inc. *(d)		2,906		36,180
VBI Vaccines, Inc. *(d)		3,841		2,811
Veracyte, Inc. *(d)		2,510		71,209
Vericel Corp. *(d)		2,374		45,391
Vertex Pharmaceuticals, Inc. *(d)		13,826		2,303,688
Viking Therapeutics, Inc. *(d)(e)		3,498		26,900
Voyager Therapeutics, Inc. *(d)		1,298		28,569
X4 Pharmaceuticals, Inc. *(d)		318		3,784
XBiotech, Inc. *(d)		759		5,343
Xencor, Inc. *(d)		2,548		112,163
Y-mAbs Therapeutics, Inc. *(d)		1,106		24,741
ZIOPHARM Oncology, Inc. *(d)(e)		8,589		59,608

				41,171,614





Building Products 0.3%
AAON, Inc. (d)		2,192		111,354
Advanced Drainage Systems, Inc. (d)		1,918		63,160
Allegion plc (d)		5,056		523,498
American Woodmark Corp. *(d)		798		67,710
AO Smith Corp. (d)		7,456		338,875
Apogee Enterprises, Inc. (d)		1,390		56,378
Armstrong Flooring, Inc. *(d)		961		8,034
Armstrong World Industries, Inc. (d)		2,625		256,489
Builders FirstSource, Inc. *(d)		6,107		104,918
Caesarstone Ltd. (d)		1,270		17,869
Continental Building Products, Inc. *(d)		1,835		45,104
Cornerstone Building Brands, Inc. *(d)		2,785		16,209
CSW Industrials, Inc. (d)		806		56,912
Fortune Brands Home & Security, Inc. (d)		7,488		411,391
Gibraltar Industries, Inc. *(d)		1,752		72,603
Griffon Corp. (d)		1,944		31,784
Insteel Industries, Inc. (d)		1,019		19,881
JELD-WEN Holding, Inc. *(d)		3,687		80,782


Common Stocks (continued)
	Shares		Value


Building Products (continued)
Johnson Controls International plc (d)		48,148	$	2,043,401
Lennox International, Inc. (d)		1,915		491,159
Masco Corp. (d)		15,762		642,617
Masonite International Corp. *(d)		1,303		69,450
Owens Corning (d)		5,765		334,370
Patrick Industries, Inc. *(d)		1,235		56,650
PGT Innovations, Inc. *(d)		2,962		47,747
Quanex Building Products Corp. (d)		1,756		32,697
Resideo Technologies, Inc. *(d)		6,643		125,287
Simpson Manufacturing Co., Inc. (d)		2,390		147,606
Trex Co., Inc. *(d)		3,143		256,940
Universal Forest Products, Inc. (d)		3,181		128,608

				6,659,483





Capital Markets 1.6%
Affiliated Managers Group, Inc. (d)		2,742		235,236
Ameriprise Financial, Inc. (d)		7,205		1,048,400
Ares Management Corp. (d)		3,458		101,146
Artisan Partners Asset Management, Inc., Class A (d)		2,759		81,639
Assetmark Financial Holdings, Inc. *		72		2,037
Associated Capital Group, Inc., Class A (d)		87		3,251
B. Riley Financial, Inc. (d)		1,085		20,463
Bank of New York Mellon Corp. (The) (d)		45,731		2,145,699
BGC Partners, Inc., Class A (d)		15,568		85,780
BlackRock, Inc. (d)		6,360		2,974,445
Blucora, Inc. *(d)		2,589		77,515
Brightsphere Investment Group, Inc. (d)		3,837		41,056
Cboe Global Markets, Inc. (d)		5,980		653,674
Charles Schwab Corp. (The) (d)		64,469		2,786,350
CME Group, Inc. (d)		19,050		3,703,701
Cohen & Steers, Inc. (d)		1,215		63,630
Cowen, Inc., Class A *(d)		1,569		27,552
Diamond Hill Investment Group, Inc. (d)		175		24,666
Donnelley Financial Solutions, Inc. *(d)		1,792		24,425
E*TRADE Financial Corp. (d)		13,230		645,492
Eaton Vance Corp. (d)		6,041		268,824
Evercore, Inc., Class A (d)		2,190		189,150
FactSet Research Systems, Inc. (d)		2,018		559,591
Federated Investors, Inc., Class B (d)		5,170		179,657
Focus Financial Partners, Inc., Class A *(d)		1,572		43,875
Franklin Resources, Inc. (d)		15,223		496,726
GAIN Capital Holdings, Inc. (d)(e)		863		3,676
GAMCO Investors, Inc., Class A (d)		237		4,811
Goldman Sachs Group, Inc. (The) (d)		17,703		3,896,961
Greenhill & Co., Inc. (d)		977		16,218
Hamilton Lane, Inc., Class A (d)		1,163		68,268
Houlihan Lokey, Inc. (d)		1,578		72,588
Interactive Brokers Group, Inc., Class A (d)		3,934		201,657
Intercontinental Exchange, Inc. (d)		29,865		2,623,939
INTL. FCStone, Inc. *(d)		865		35,275
Invesco Ltd. (d)		21,251		407,807
Janus Henderson Group plc (d)		8,212		164,815
Ladenburg Thalmann Financial Services, Inc. (d)		6,439		19,897
Lazard Ltd., Class A (d)		4,843		187,473
Legg Mason, Inc. (d)		4,550		171,353
LPL Financial Holdings, Inc. (d)		4,475		375,318
MarketAxess Holdings, Inc. (d)		1,978		666,665
Moelis & Co., Class A (d)		2,551		92,958
Moody’s Corp. (d)		8,805		1,887,264
Morgan Stanley (d)		64,961		2,894,662
Morningstar, Inc. (d)		1,059		160,947
MSCI, Inc. (d)		4,416		1,003,492
Nasdaq, Inc. (d)		6,137		591,423
Northern Trust Corp. (d)		10,789		1,057,322
Och-Ziff Capital Management Group, Inc., Class A (d)		933		21,720
Oppenheimer Holdings, Inc., Class A (d)		575		16,755
Owl Rock Capital Corp. *		814		12,902
Piper Jaffray Cos. (d)		745		57,588
PJT Partners, Inc., Class A (d)		1,208		50,929


Common Stocks (continued)
	Shares		Value


Capital Markets (continued)
Pzena Investment Management, Inc., Class A (d)		796	$	6,479
Raymond James Financial, Inc. (d)		6,783		547,185
S&P Global, Inc. (d)		13,198		3,232,850
Safeguard Scientifics, Inc. *(d)		882		10,302
SEI Investments Co. (d)		6,979		415,879
Siebert Financial Corp. *(d)		329		3,889
Silvercrest Asset Management Group, Inc., Class A (d)		387		5,546
State Street Corp. (d)		20,092		1,167,144
Stifel Financial Corp. (d)		3,722		222,613
T. Rowe Price Group, Inc. (d)		12,341		1,399,346
TD Ameritrade Holding Corp. (d)		14,722		752,294
Value Line, Inc. (d)		47		1,227
Virtu Financial, Inc., Class A (d)		2,566		55,631
Virtus Investment Partners, Inc. (d)		346		37,077
Waddell & Reed Financial, Inc., Class A (d)		4,052		70,910
Westwood Holdings Group, Inc. (d)		481		15,055
WisdomTree Investments, Inc. (d)		7,067		43,815

				41,235,905





Chemicals 1.2%
Advanced Emissions Solutions, Inc. (d)(e)		740		9,420
AdvanSix, Inc. *(d)		1,552		39,793
Air Products & Chemicals, Inc. (d)		11,802		2,694,043
Albemarle Corp. (d)(e)		5,663		413,172
American Vanguard Corp. (d)		1,603		22,891
Amyris, Inc. *(d)(e)		1,681		5,194
Ashland Global Holdings, Inc. (d)		3,376		268,324
Axalta Coating Systems Ltd. *(d)		11,100		328,893
Balchem Corp. (d)		1,725		177,054
Cabot Corp. (d)		3,105		138,856
Celanese Corp. (d)		6,693		750,754
CF Industries Holdings, Inc. (d)		11,864		587,980
Chase Corp. (d)		397		41,121
Chemours Co. (The) (d)		8,779		167,416
Corteva, Inc. (d)		40,393		1,191,594
Dow, Inc. (d)		40,118		1,943,316
DuPont de Nemours, Inc. (d)		40,408		2,915,841
Eastman Chemical Co. (d)		7,430		559,850
Ecolab, Inc. (d)		13,610		2,745,545
Element Solutions, Inc. *(d)		12,150		121,743
Ferro Corp. *(d)		4,448		65,519
Flotek Industries, Inc. *(d)		2,438		7,485
FMC Corp. (d)		7,069		610,903
FutureFuel Corp. (d)		1,515		17,650
GCP Applied Technologies, Inc. *(d)		2,887		63,601
Hawkins, Inc. (d)		535		23,363
HB Fuller Co. (d)		2,734		130,713
Huntsman Corp. (d)		11,992		246,436
Ingevity Corp. *(d)		2,236		220,335
Innophos Holdings, Inc. (d)		1,077		29,262
Innospec, Inc. (d)		1,306		121,954
International Flavors & Fragrances, Inc. (d)		5,747		827,511
Intrepid Potash, Inc. *(d)		5,404		20,211
Koppers Holdings, Inc. *(d)		1,020		27,846
Kraton Corp. *(d)		1,679		51,495
Kronos Worldwide, Inc. (d)		1,269		17,017
Linde plc (d)		29,217		5,588,628
Livent Corp. *(d)		7,831		50,432
LSB Industries, Inc. *(d)		1,021		5,095
LyondellBasell Industries NV, Class A (d)		15,774		1,320,126
Marrone Bio Innovations, Inc. *(d)		2,342		3,115
Minerals Technologies, Inc. (d)		1,907		101,548
Mosaic Co. (The) (d)		18,960		477,602
NewMarket Corp. (d)		368		155,152
Olin Corp. (d)		8,842		177,459
OMNOVA Solutions, Inc. *(d)		2,573		25,601
Orion Engineered Carbons SA (d)		3,168		61,713
PolyOne Corp. (d)		4,164		136,454
PPG Industries, Inc. (d)		12,708		1,491,792
PQ Group Holdings, Inc. *(d)		2,127		33,160
Quaker Chemical Corp. (d)		704		131,923


Common Stocks (continued)
	Shares		Value


Chemicals (continued)
Rayonier Advanced Materials, Inc. (d)		2,697	$	12,541
RPM International, Inc. (d)		6,915		469,044
Scotts Miracle-Gro Co. (The) (d)		2,121		237,934
Sensient Technologies Corp. (d)		2,265		154,405
Sherwin-Williams Co. (The) (d)		4,468		2,292,263
Stepan Co. (d)		1,095		108,569
Trecora Resources *(d)		964		9,148
Tredegar Corp. (d)		1,399		23,321
Trinseo SA (d)		2,206		85,615
Tronox Holdings plc, Class A (d)		5,172		57,202
Valhi, Inc. (d)		1,319		2,836
Valvoline, Inc. (d)		10,130		204,525
Westlake Chemical Corp. (d)		1,896		128,113
WR Grace & Co. (d)		3,074		208,448

				31,357,865





Commercial Services & Supplies 0.4%
ABM Industries, Inc. (d)		3,565		150,051
ACCO Brands Corp. (d)		5,519		53,976
ADT, Inc. (d)(e)		6,058		38,468
Advanced Disposal Services, Inc. *(d)		3,908		126,502
Brady Corp., Class A (d)		2,573		133,101
BrightView Holdings, Inc. *(d)		1,677		33,137
Brink’s Co. (The) (d)		2,674		241,088
Casella Waste Systems, Inc., Class A *(d)		2,394		104,378
CECO Environmental Corp. *(d)		1,790		16,522
Charah Solutions, Inc. *(d)		429		2,231
Cimpress NV *(d)		1,171		112,943
Cintas Corp. (d)		4,594		1,196,461
Clean Harbors, Inc. *(d)		2,772		215,689
CompX International, Inc. (d)		74		1,217
Copart, Inc. *(d)		10,626		823,834
Covanta Holding Corp. (d)		6,332		109,037
Deluxe Corp. (d)		2,349		104,812
Ennis, Inc. (d)		1,370		27,852
Healthcare Services Group, Inc. (d)		3,960		94,684
Heritage-Crystal Clean, Inc. *(d)		823		23,085
Herman Miller, Inc. (d)		3,188		144,544
HNI Corp. (d)		2,348		80,396
IAA, Inc. *(d)		7,149		334,216
Interface, Inc. (d)		3,139		43,507
KAR Auction Services, Inc. (d)		7,166		191,619
Kimball International, Inc., Class B (d)		1,926		33,397
Knoll, Inc. (d)		2,595		62,929
LSC Communications, Inc. (d)		1,479		1,479
Matthews International Corp., Class A (d)		1,619		55,289
McGrath RentCorp (d)		1,298		88,407
Mobile Mini, Inc. (d)		2,420		82,183
MSA Safety, Inc. (d)		1,888		198,901
NL Industries, Inc. *(d)		378		1,924
NRC Group Holdings Corp. *(d)		459		5,627
PICO Holdings, Inc. *(d)		821		8,284
Pitney Bowes, Inc. (d)		9,129		36,972
Quad/Graphics, Inc. (d)		1,891		21,387
Republic Services, Inc. (d)		11,453		1,015,308
Rollins, Inc. (d)		7,616		255,364
RR Donnelley & Sons Co. (d)		3,133		6,329
SP Plus Corp. *(d)		1,220		42,127
Steelcase, Inc., Class A (d)		4,659		78,784
Stericycle, Inc. *(d)		4,773		219,367
Team, Inc. *(d)(e)		1,603		26,546
Tetra Tech, Inc. (d)		2,921		231,343
UniFirst Corp. (d)		811		159,662
US Ecology, Inc. (d)		1,153		73,365
Viad Corp. (d)		1,050		72,597
VSE Corp. (d)		534		15,999
Waste Management, Inc. (d)		22,870		2,675,790

				9,872,710





Communications Equipment 0.7%
Acacia Communications, Inc. *(d)		2,016		135,415
ADTRAN, Inc. (d)		2,578		28,642
Aerohive Networks, Inc. *(d)		1,976		8,773
Applied Optoelectronics, Inc. *(d)(e)		865		8,659


Common Stocks (continued)
	Shares		Value


Communications Equipment (continued)
Arista Networks, Inc. *(d)		3,204	$	876,134
CalAmp Corp. *(d)		1,867		20,836
Calix, Inc. *(d)		2,633		16,535
Casa Systems, Inc. *(d)		1,429		9,417
Ciena Corp. *(d)		8,299		375,281
Cisco Systems, Inc. (d)		237,571		13,161,433
Clearfield, Inc. *(d)		502		6,651
CommScope Holding Co., Inc. *(d)		10,239		146,213
Comtech Telecommunications Corp. (d)		1,287		38,301
DASAN Zhone Solutions, Inc. *(d)		280		2,820
Digi International, Inc. *(d)		1,561		20,496
EchoStar Corp., Class A *(d)		2,560		116,531
Extreme Networks, Inc. *(d)		6,353		51,713
F5 Networks, Inc. *(d)		3,216		471,852
Finisar Corp. *(d)(e)		6,319		148,686
Harmonic, Inc. *(d)		4,390		32,793
Infinera Corp. *(d)		9,290		35,859
Inseego Corp. *(d)(e)		2,004		10,421
InterDigital, Inc. (d)		1,719		110,755
Juniper Networks, Inc. (d)		18,400		497,168
KVH Industries, Inc. *(d)		732		7,393
Lumentum Holdings, Inc. *(d)		4,104		232,410
Motorola Solutions, Inc. (d)		8,879		1,473,559
NETGEAR, Inc. *(d)		1,687		57,105
NetScout Systems, Inc. *(d)		4,019		104,655
Plantronics, Inc. (d)		1,805		69,312
Ribbon Communications, Inc. *(d)		3,459		17,018
TESSCO Technologies, Inc. (d)		281		4,136
Ubiquiti Networks, Inc. (d)		815		104,915
ViaSat, Inc. *(d)		3,007		245,341
Viavi Solutions, Inc. *(d)		12,331		180,896

				18,828,124





Construction & Engineering 0.1%
AECOM *(d)		8,377		301,153
Aegion Corp. *(d)		1,678		31,630
Ameresco, Inc., Class A *(d)		1,245		17,741
Arcosa, Inc. (d)		2,607		97,762
Argan, Inc. (d)		806		33,167
Comfort Systems USA, Inc. (d)		1,954		82,068
Concrete Pumping Holdings, Inc. *(d)		508		2,057
Construction Partners, Inc., Class A *(d)		547		8,550
Dycom Industries, Inc. *(d)		1,627		89,745
EMCOR Group, Inc. (d)		2,992		252,495
Fluor Corp. (d)		7,568		246,036
Granite Construction, Inc. (d)		2,527		89,708
Great Lakes Dredge & Dock Corp. *(d)		3,203		34,368
IES Holdings, Inc. *(d)		368		6,664
Jacobs Engineering Group, Inc. (d)		7,096		585,491
MasTec, Inc. *(d)		3,214		164,942
MYR Group, Inc. *(d)		923		33,339
Northwest Pipe Co. *(d)		574		13,409
NV5 Global, Inc. *(d)		546		43,391
Primoris Services Corp. (d)		2,309		48,397
Quanta Services, Inc. (d)		7,617		285,028
Sterling Construction Co., Inc. *(d)		1,473		18,442
Tutor Perini Corp. *(d)		2,147		28,040
Valmont Industries, Inc. (d)		1,161		159,754
WillScot Corp. *(d)		2,781		44,274

				2,717,651





Construction Materials 0.1%
Eagle Materials, Inc. (d)		2,455		203,225
Forterra, Inc. *(d)		837		5,441
Martin Marietta Materials, Inc. (d)		3,357		831,697
Summit Materials, Inc., Class A *(d)		6,030		111,193
United States Lime & Minerals, Inc. (d)		88		7,117
US Concrete, Inc. *(d)(e)		881		41,486
Vulcan Materials Co. (d)		7,064		977,304

				2,177,463





Consumer Finance 0.5%
Ally Financial, Inc. (d)		21,061		693,118
American Express Co. (d)		36,812		4,578,308


Common Stocks (continued)
	Shares		Value


Consumer Finance (continued)
Capital One Financial Corp. (d)		25,143	$	2,323,716
Credit Acceptance Corp. *(d)		565		270,087
Curo Group Holdings Corp. *(d)		789		9,799
Discover Financial Services (d)		17,430		1,564,168
Elevate Credit, Inc. *(d)		993		4,131
Encore Capital Group, Inc. *(d)		1,613		58,036
Enova International, Inc. *(d)		1,814		48,887
EZCORP, Inc., Class A *(d)		2,766		27,245
FirstCash, Inc. (d)		2,279		229,359
Green Dot Corp., Class A *(d)		2,659		134,785
LendingClub Corp. *(d)		3,452		51,021
Medallion Financial Corp. *(d)		922		4,619
Navient Corp. (d)		11,400		161,310
Nelnet, Inc., Class A (d)		943		58,994
OneMain Holdings, Inc. (d)		3,525		146,111
PRA Group, Inc. *(d)		2,469		76,860
Regional Management Corp. *(d)		558		13,465
Santander Consumer USA Holdings, Inc. (d)		5,717		153,844
SLM Corp. (d)		23,318		212,427
Synchrony Financial (d)		37,117		1,331,758
World Acceptance Corp. *(d)		353		44,736

				12,196,784





Containers & Packaging 0.2%
AptarGroup, Inc. (d)		3,412		412,920
Ardagh Group SA (d)		1,055		17,545
Avery Dennison Corp. (d)		4,543		521,854
Ball Corp. (d)		17,794		1,271,915
Berry Global Group, Inc. *(d)		7,086		319,224
Crown Holdings, Inc. *(d)		7,001		448,134
Graphic Packaging Holding Co. (d)		15,866		235,769
Greif, Inc., Class A (d)		1,711		62,840
International Paper Co. (d)		21,381		938,840
Myers Industries, Inc. (d)		1,969		31,839
Owens-Illinois, Inc. (d)		8,341		141,547
Packaging Corp. of America (d)		4,935		498,287
Sealed Air Corp. (d)		8,385		350,409
Silgan Holdings, Inc. (d)		4,151		124,779
Sonoco Products Co. (d)		5,310		318,759
UFP Technologies, Inc. *(d)		397		17,293
Westrock Co. (d)		13,694		493,669

				6,205,623





Distributors 0.1%
Core-Mark Holding Co., Inc. (d)		2,418		90,506
Funko, Inc., Class A *(d)(e)		927		23,184
Genuine Parts Co. (d)		7,563		734,519
Greenlane Holdings, Inc., Class A *(d)(e)		279		2,352
LKQ Corp. *(d)		16,879		454,551
Pool Corp. (d)		2,074		392,753
Weyco Group, Inc. (d)		277		7,623

				1,705,488





Diversified Consumer Services 0.1%
Adtalem Global Education, Inc. *(d)		3,020		143,057
American Public Education, Inc. *(d)		876		28,925
Bright Horizons Family Solutions, Inc. *(d)		3,094		470,505
Career Education Corp. *(d)		3,641		69,033
Carriage Services, Inc. (d)		954		18,240
Chegg, Inc. *(d)		5,981		268,667
Collectors Universe, Inc. (d)		359		8,512
frontdoor, Inc. *(d)		4,566		208,392
Graham Holdings Co., Class B (d)		226		167,857
Grand Canyon Education, Inc. *(d)		2,537		275,949
H&R Block, Inc. (d)		10,564		292,517
Houghton Mifflin Harcourt Co. *(d)		5,436		31,801
K12, Inc. *(d)		2,035		60,745
Laureate Education, Inc., Class A *(d)		5,090		83,425
OneSpaWorld Holdings Ltd. *(d)		2,442		38,242
Regis Corp. *(d)		1,603		29,335
Select Interior Concepts, Inc., Class A *(d)		1,317		15,080
Service Corp. International (d)		9,500		438,330


Common Stocks (continued)
	Shares		Value


Diversified Consumer Services (continued)
ServiceMaster Global Holdings, Inc. *(d)		7,133	$	379,690
Sotheby’s *(d)		1,673		99,895
Strategic Education, Inc. (d)		1,129		200,951
Weight Watchers International, Inc. *(d)		2,502		54,168

				3,383,316





Diversified Financial Services 0.9%
AXA Equitable Holdings, Inc. (d)		15,875		356,870
Banco Latinoamericano de Comercio Exterior SA, Class E (d)		1,646		34,599
Berkshire Hathaway, Inc., Class B *(d)		105,300		21,631,779
Cannae Holdings, Inc. *(d)		3,632		105,146
FGL Holdings (d)		7,797		63,546
GWG Holdings, Inc. (d)		74		804
Jefferies Financial Group, Inc. (d)		13,900		296,487
Marlin Business Services Corp. (d)		395		9,168
On Deck Capital, Inc. *(d)		3,935		14,087
Voya Financial, Inc. (d)		7,756		435,654

				22,948,140





Diversified Telecommunication Services 1.1%
AT&T, Inc. (d)		392,510		13,364,965
ATN International, Inc. (d)		584		32,862
Bandwidth, Inc., Class A *(d)		870		64,815
CenturyLink, Inc. (d)		58,691		709,574
Cincinnati Bell, Inc. *(d)		2,230		8,519
Cogent Communications Holdings, Inc. (d)		2,264		142,655
Consolidated Communications Holdings, Inc. (d)(e)		3,787		17,837
Frontier Communications Corp. *(d)(e)		4,823		6,366
GCI Liberty, Inc., Class A *(d)		5,278		315,255
IDT Corp., Class B *(d)		751		7,630
Intelsat SA *(d)		3,601		81,527
Iridium Communications, Inc. *(d)		5,316		135,239
Ooma, Inc. *(d)		873		11,375
ORBCOMM, Inc. *(d)		4,087		23,950
Pareteum Corp. *(d)(e)		4,814		16,849
pdvWireless, Inc. *(d)		504		22,423
Verizon Communications, Inc. (d)		223,009		12,325,707
Vonage Holdings Corp. *(d)		12,146		150,610
Zayo Group Holdings, Inc. *(d)		12,208		411,776

				27,849,934





Electric Utilities 1.2%
ALLETE, Inc. (d)		2,773		241,112
Alliant Energy Corp. (d)		12,780		633,121
American Electric Power Co., Inc. (d)		26,584		2,334,341
Avangrid, Inc. (d)		3,025		152,914
Duke Energy Corp. (d)		39,282		3,406,535
Edison International (d)		17,108		1,275,230
El Paso Electric Co. (d)		2,176		144,182
Entergy Corp. (d)		10,193		1,076,585
Evergy, Inc. (d)		13,129		794,173
Eversource Energy (d)		17,104		1,297,509
Exelon Corp. (d)		52,259		2,354,791
FirstEnergy Corp. (d)		28,612		1,258,070
Genie Energy Ltd., Class B (d)		650		7,163
Hawaiian Electric Industries, Inc. (d)		5,622		251,866
IDACORP, Inc. (d)		2,704		275,970
MGE Energy, Inc. (d)		1,883		139,624
NextEra Energy, Inc. (d)		25,790		5,342,914
OGE Energy Corp. (d)		10,515		451,619
Otter Tail Corp. (d)		2,107		112,472
PG&E Corp. *(d)		28,465		516,070
Pinnacle West Capital Corp. (d)		6,025		549,601
PNM Resources, Inc. (d)		4,261		211,644
Portland General Electric Co. (d)		4,829		264,871
PPL Corp. (d)		38,988		1,155,214
Southern Co. (The) (d)		56,088		3,152,146
Spark Energy, Inc., Class A (d)		525		5,743
Xcel Energy, Inc. (d)		27,713		1,651,972

				29,057,452


Common Stocks (continued)
	Shares		Value


Electrical Equipment 0.3%
Acuity Brands, Inc. (d)		2,140	$	287,231
Allied Motion Technologies, Inc. (d)		420		16,649
American Superconductor Corp. *(d)		946		8,410
AMETEK, Inc. (d)		12,240		1,096,826
Atkore International Group, Inc. *(d)		2,418		65,987
AZZ, Inc. (d)		1,418		66,050
Bloom Energy Corp., Class A *(d)		2,938		30,702
Eaton Corp. plc (d)		22,809		1,874,672
Emerson Electric Co. (d)		33,052		2,144,414
Encore Wire Corp. (d)		1,053		57,831
Energous Corp. *(d)(e)		1,250		5,112
EnerSys (d)		2,318		157,879
Generac Holdings, Inc. *(d)		3,277		236,927
GrafTech International Ltd. (d)		3,346		38,312
Hubbell, Inc. (d)		2,919		379,120
nVent Electric plc (d)		8,418		208,682
Plug Power, Inc. *(d)(e)		12,347		27,287
Powell Industries, Inc. (d)		502		18,569
Preformed Line Products Co. (d)		137		7,914
Regal Beloit Corp. (d)		2,297		182,887
Rockwell Automation, Inc. (d)		6,362		1,022,882
Sensata Technologies Holding plc *(d)		8,298		393,574
Sunrun, Inc. *(d)		5,930		112,967
Thermon Group Holdings, Inc. *(d)		1,775		44,978
TPI Composites, Inc. *(d)		1,550		39,634
Vicor Corp. *(d)		951		28,112
Vivint Solar, Inc. *(d)		2,498		20,609

				8,574,217





Electronic Equipment, Instruments & Components 0.5%
Airgain, Inc. *(d)		417		5,413
Akoustis Technologies, Inc. *(d)(e)		1,125		6,547
Amphenol Corp., Class A (d)		15,729		1,467,830
Anixter International, Inc. *(d)		1,633		105,100
Arlo Technologies, Inc. *(d)		3,713		15,966
Arrow Electronics, Inc. *(d)		4,537		329,432
Avnet, Inc. (d)		5,673		257,668
AVX Corp. (d)		2,561		39,004
Badger Meter, Inc. (d)		1,551		82,963
Bel Fuse, Inc., Class B (d)		444		7,321
Belden, Inc. (d)		2,091		95,057
Benchmark Electronics, Inc. (d)		2,051		55,500
CDW Corp. (d)		7,835		925,784
Coda Octopus Group, Inc. *(d)(e)		209		2,474
Cognex Corp. (d)		8,769		385,924
Coherent, Inc. *(d)		1,300		180,505
Control4 Corp. *(d)		1,351		32,302
Corning, Inc. (d)		41,576		1,278,462
CTS Corp. (d)		1,721		54,246
Daktronics, Inc. (d)		1,652		10,474
Dolby Laboratories, Inc., Class A (d)		3,362		228,952
ePlus, Inc. *(d)		703		53,358
Fabrinet *(d)		1,956		104,998
FARO Technologies, Inc. *(d)		933		49,813
Fitbit, Inc., Class A *(d)(e)		11,471		48,178
FLIR Systems, Inc. (d)		7,259		360,482
II-VI, Inc. *(d)		3,360		133,392
Insight Enterprises, Inc. *(d)		1,902		104,648
IPG Photonics Corp. *(d)		1,906		249,705
Iteris, Inc. *(d)		1,273		6,887
Itron, Inc. *(d)		1,836		113,832
Jabil, Inc. (d)		8,008		247,287
KEMET Corp. (d)		2,959		59,535
Keysight Technologies, Inc. *(d)		10,096		903,794
Kimball Electronics, Inc. *(d)		1,338		21,274
Knowles Corp. *(d)		4,436		90,273
Littelfuse, Inc. (d)		1,284		216,945
Methode Electronics, Inc. (d)		1,940		58,103
MTS Systems Corp. (d)		961		55,373
Napco Security Technologies, Inc. *(d)		650		18,817
National Instruments Corp. (d)		6,943		289,940
nLight, Inc. *(d)		1,755		28,852
Novanta, Inc. *(d)		1,807		151,951
OSI Systems, Inc. *(d)		894		100,629
PAR Technology Corp. *(d)(e)		659		17,127


Common Stocks (continued)
	Shares		Value


Electronic Equipment, Instruments & Components (continued)
PC Connection, Inc. (d)		617	$	20,182
PCM, Inc. *(d)		533		18,564
Plexus Corp. *(d)		1,594		95,178
Rogers Corp. *(d)		994		157,708
Sanmina Corp. *(d)		3,629		115,221
ScanSource, Inc. *(d)		1,347		45,731
SYNNEX Corp. (d)		2,225		219,251
Tech Data Corp. *(d)		1,972		199,842
Trimble, Inc. *(d)		13,518		571,271
TTM Technologies, Inc. *(d)		5,148		53,848
Vishay Intertechnology, Inc. (d)		7,116		120,972
Vishay Precision Group, Inc. *(d)		567		23,100
Wrap Technologies, Inc. *(d)		343		1,653
Zebra Technologies Corp., Class A *(d)		2,870		605,254

				11,299,892





Energy Equipment & Services 0.3%
Apergy Corp. *(d)		4,169		135,618
Archrock, Inc. (d)		7,112		78,090
Baker Hughes a GE Co. (d)		27,623		701,348
C&J Energy Services, Inc. *(d)		3,458		37,831
Cactus, Inc., Class A *(d)		2,535		74,453
Covia Holdings Corp. *(d)		1,899		3,304
Diamond Offshore Drilling, Inc. *(d)(e)		3,574		32,309
DMC Global, Inc. (d)		768		40,120
Dril-Quip, Inc. *(d)		1,908		100,399
Era Group, Inc. *(d)		908		9,371
Exterran Corp. *(d)		1,698		23,178
Forum Energy Technologies, Inc. *(d)		4,850		12,707
Frank’s International NV *(d)		5,757		32,815
FTS International, Inc. *(d)		1,484		5,891
Geospace Technologies Corp. *(d)		595		9,288
Halliburton Co. (d)		46,841		1,077,343
Helix Energy Solutions Group, Inc. *(d)		7,442		65,192
Helmerich & Payne, Inc. (d)		5,724		284,368
Independence Contract Drilling, Inc. *(d)		2,159		2,850
Keane Group, Inc. *(d)		2,907		18,285
KLX Energy Services Holdings, Inc. *(d)		1,131		17,779
Liberty Oilfield Services, Inc., Class A (d)		2,451		34,682
Mammoth Energy Services, Inc. (d)		591		3,830
Matrix Service Co. *(d)		1,440		26,453
McDermott International, Inc. *(d)		9,621		61,767
Nabors Industries Ltd. (d)		18,506		54,778
National Energy Services Reunited Corp. *(d)		1,071		8,568
National Oilwell Varco, Inc. (d)		20,818		495,885
Natural Gas Services Group, Inc. *(d)		571		9,159
NCS Multistage Holdings, Inc. *(d)		509		1,634
Newpark Resources, Inc. *(d)		4,778		36,456
Nine Energy Service, Inc. *(d)		952		12,252
Noble Corp. plc *(d)		13,287		29,630
Oceaneering International, Inc. *(d)		5,321		82,209
Oil States International, Inc. *(d)		3,132		46,729
Pacific Drilling SA *(d)		1,610		15,134
Parker Drilling Co. *(d)		420		7,224
Patterson-UTI Energy, Inc. (d)		11,149		129,663
ProPetro Holding Corp. *(d)		4,287		77,723
RigNet, Inc. *(d)		651		5,683
RPC, Inc. (d)(e)		3,162		19,541
Schlumberger Ltd. (d)		74,252		2,967,852
SEACOR Holdings, Inc. *(d)		951		45,306
SEACOR Marine Holdings, Inc. *(d)		1,134		15,967
Seadrill Ltd. *(d)(e)		3,581		14,682
Select Energy Services, Inc., Class A *(d)		3,203		32,575
Smart Sand, Inc. *(d)		974		2,289
Solaris Oilfield Infrastructure, Inc., Class A (d)(e)		1,580		22,610
Superior Energy Services, Inc. *(d)		6,916		6,274
TETRA Technologies, Inc. *(d)		5,470		8,533
Tidewater, Inc. *(d)		2,074		47,681
Transocean Ltd. *(d)		31,319		190,420
US Silica Holdings, Inc. (d)(e)		3,925		54,400
US Well Services, Inc. *(d)		905		2,805

				7,332,933


Common Stocks (continued)
	Shares		Value


Entertainment 1.2%
Activision Blizzard, Inc. (d)		40,851	$	1,991,078
AMC Entertainment Holdings, Inc., Class A (d)(e)		2,816		33,313
Cinemark Holdings, Inc. (d)		5,763		230,059
Electronic Arts, Inc. *(d)		15,855		1,466,588
Eros International plc *(d)		2,274		3,775
Gaia, Inc. *(d)		475		2,746
Glu Mobile, Inc. *(d)		6,096		45,476
IMAX Corp. *(d)		2,716		59,616
Liberty Media Corp.-Liberty Braves, Class C *(d)		1,902		54,721
Liberty Media Corp.-Liberty Formula One, Class A *(d)		1,357		50,860
Liberty Media Corp-Liberty Braves, Class A *(d)		450		13,005
Liberty Media Corp-Liberty Formula One, Class C *(d)		10,665		419,988
Lions Gate Entertainment Corp., Class A (d)		8,215		102,096
Live Nation Entertainment, Inc. *(d)		6,960		501,538
LiveXLive Media, Inc. *(d)		1,325		3,909
Madison Square Garden Co. (The), Class A *(d)		1,005		291,490
Marcus Corp. (The) (d)		1,172		41,008
Netflix, Inc. *(d)		22,751		7,348,345
Reading International, Inc., Class A *(d)		766		9,996
Rosetta Stone, Inc. *(d)		1,103		25,325
Spotify Technology SA *(d)		6,337		981,855
Take-Two Interactive Software, Inc. *(d)		6,043		740,388
Viacom, Inc., Class A (d)		19,644		598,795
Walt Disney Co. (The) (d)		94,081		13,454,524
World Wrestling Entertainment, Inc., Class A (d)		2,323		169,068
Zynga, Inc., Class A *(d)		45,694		291,528

				28,931,090





Equity Real Estate Investment Trusts (REITs) 2.5%
Acadia Realty Trust (d)		4,000		112,280
Agree Realty Corp. (d)		2,026		135,438
Alexander & Baldwin, Inc. (d)		3,589		84,377
Alexander’s, Inc. (d)		112		41,944
Alexandria Real Estate Equities, Inc. (d)		5,999		878,014
American Assets Trust, Inc. (d)		2,517		116,789
American Campus Communities, Inc. (d)		7,352		343,706
American Finance Trust, Inc. (d)		5,740		67,215
American Homes 4 Rent, Class A (d)		13,827		334,752
American Tower Corp. (d)		23,587		4,991,481
Americold Realty Trust (d)		10,283		344,789
Apartment Investment & Management Co., Class A (d)		7,928		392,753
Apple Hospitality REIT, Inc. (d)		11,404		179,157
Armada Hoffler Properties, Inc. (d)		2,809		47,556
Ashford Hospitality Trust, Inc. (d)		5,440		14,742
AvalonBay Communities, Inc. (d)		7,481		1,561,958
Bluerock Residential Growth REIT, Inc. (d)		959		11,307
Boston Properties, Inc. (d)		8,342		1,109,069
Braemar Hotels & Resorts, Inc. (d)		1,753		15,987
Brandywine Realty Trust (d)		9,495		140,051
Brixmor Property Group, Inc. (d)		15,454		293,317
Brookfield Property REIT, Inc., Class A (d)		4,533		87,532
BRT Apartments Corp. (d)		442		6,170
Camden Property Trust (d)		5,034		522,076
CareTrust REIT, Inc. (d)		5,115		118,821
CatchMark Timber Trust, Inc., Class A (d)		2,638		26,802
CBL & Associates Properties, Inc. (d)		7,795		8,185
Cedar Realty Trust, Inc. (d)		3,857		10,722
Chatham Lodging Trust (d)		2,513		44,882
Chesapeake Lodging Trust (d)		3,260		89,552
CIM Commercial Trust Corp. (d)		183		3,730
City Office REIT, Inc. (d)		2,068		25,602
Clipper Realty, Inc. (d)		656		7,577
Colony Capital, Inc. (d)		25,934		146,527
Columbia Property Trust, Inc. (d)		6,392		140,177


Common Stocks (continued)
	Shares		Value


Equity Real Estate Investment Trusts (REITs) (continued)
Community Healthcare Trust, Inc. (d)		1,004	$	41,254
CoreCivic, Inc. (d)		6,405		108,693
CorEnergy Infrastructure Trust, Inc. (d)		726		29,381
CorePoint Lodging, Inc. (d)		2,218		26,017
CoreSite Realty Corp. (d)		1,967		206,161
Corporate Office Properties Trust (d)		6,030		168,358
Cousins Properties, Inc. (d)		7,845		275,987
Crown Castle International Corp. (d)		22,367		2,980,626
CubeSmart (d)		10,120		343,574
CyrusOne, Inc. (d)		5,981		343,309
DiamondRock Hospitality Co. (d)		9,838		99,069
Digital Realty Trust, Inc. (d)		11,174		1,277,859
Douglas Emmett, Inc. (d)		8,604		351,215
Duke Realty Corp. (d)		19,343		644,702
Easterly Government Properties, Inc. (d)		3,589		67,724
EastGroup Properties, Inc. (d)		1,921		231,442
Empire State Realty Trust, Inc., Class A (d)		8,056		112,865
EPR Properties (d)		3,903		290,500
Equinix, Inc. (d)		4,484		2,251,416
Equity Commonwealth (d)		6,405		215,080
Equity LifeStyle Properties, Inc. (d)		4,580		569,065
Equity Residential (d)		19,625		1,548,216
Essential Properties Realty Trust, Inc. (d)		3,774		79,707
Essex Property Trust, Inc. (d)		3,523		1,064,721
Extra Space Storage, Inc. (d)		6,634		745,595
Farmland Partners, Inc. (d)		1,308		8,044
Federal Realty Investment Trust (d)		4,010		529,360
First Industrial Realty Trust, Inc. (d)		6,752		257,859
Four Corners Property Trust, Inc. (d)		3,671		98,897
Franklin Street Properties Corp. (d)		5,739		46,256
Front Yard Residential Corp. (d)		2,654		31,875
Gaming and Leisure Properties, Inc. (d)		10,889		410,624
GEO Group, Inc. (The) (d)		6,355		113,183
Getty Realty Corp. (d)		1,509		45,240
Gladstone Commercial Corp. (d)		1,353		28,765
Gladstone Land Corp. (d)		738		8,480
Global Medical REIT, Inc. (d)		1,587		16,394
Global Net Lease, Inc. (d)		4,583		89,460
Hannon Armstrong Sustainable Infrastructure Capital, Inc. (d)		3,298		90,530
HCP, Inc. (d)		25,739		821,846
Healthcare Realty Trust, Inc. (d)		6,878		219,958
Healthcare Trust of America, Inc., Class A (d)		10,948		294,830
Hersha Hospitality Trust (d)		1,885		29,444
Highwoods Properties, Inc. (d)		5,496		249,134
Hospitality Properties Trust (d)		8,769		216,682
Host Hotels & Resorts, Inc. (d)		39,555		687,861
Hudson Pacific Properties, Inc. (d)		8,236		290,731
Independence Realty Trust, Inc. (d)		4,814		59,453
Industrial Logistics Properties Trust (d)		3,511		75,065
Innovative Industrial Properties, Inc. (d)		494		52,201
Investors Real Estate Trust (d)		657		41,884
Invitation Homes, Inc. (d)		22,655		622,333
Iron Mountain, Inc. (d)		15,387		452,532
iStar, Inc. (d)		3,290		43,428
JBG SMITH Properties (d)		6,527		255,401
Jernigan Capital, Inc. (d)		1,211		24,026
Kilroy Realty Corp. (d)		5,353		425,349
Kimco Realty Corp. (d)		21,713		417,107
Kite Realty Group Trust (d)		4,413		70,211
Lamar Advertising Co., Class A (d)		4,577		370,371
Lexington Realty Trust (d)		12,416		122,546
Liberty Property Trust (d)		7,942		415,367
Life Storage, Inc. (d)		2,494		243,140
LTC Properties, Inc. (d)		2,158		99,462
Macerich Co. (The) (d)		7,638		252,436
Mack-Cali Realty Corp. (d)		4,896		116,427
Medical Properties Trust, Inc. (d)		23,135		404,862
Mid-America Apartment Communities, Inc. (d)		6,098		718,588
Monmouth Real Estate Investment Corp. (d)		4,973		68,578
National Health Investors, Inc. (d)		2,242		177,970


Common Stocks (continued)
	Shares		Value


Equity Real Estate Investment Trusts (REITs) (continued)
National Retail Properties, Inc. (d)		8,696	$	454,279
National Storage Affiliates Trust (d)		3,073		93,081
New Senior Investment Group, Inc. (d)		4,428		31,572
NexPoint Residential Trust, Inc. (d)		1,046		45,145
NorthStar Realty Europe Corp. (d)		2,428		41,276
Office Properties Income Trust (d)		2,567		72,312
Omega Healthcare Investors, Inc. (d)		11,536		418,757
One Liberty Properties, Inc. (d)		894		25,622
Outfront Media, Inc. (d)		7,583		206,106
Paramount Group, Inc. (d)		10,895		150,678
Park Hotels & Resorts, Inc. (d)		10,901		287,895
Pebblebrook Hotel Trust (d)		6,980		195,370
Pennsylvania REIT (d)		3,774		22,569
Physicians Realty Trust (d)		10,031		172,634
Piedmont Office Realty Trust, Inc., Class A (d)		6,237		129,792
PotlatchDeltic Corp. (d)		3,540		130,343
Preferred Apartment Communities, Inc., Class A (d)		2,338		33,878
Prologis, Inc. (d)		33,901		2,732,760
PS Business Parks, Inc. (d)		1,064		186,200
Public Storage (d)		7,973		1,935,525
QTS Realty Trust, Inc., Class A (d)		2,932		135,693
Rayonier, Inc. (d)		6,947		201,741
Realty Income Corp. (d)		16,954		1,173,386
Regency Centers Corp. (d)		8,934		595,898
Retail Opportunity Investments Corp. (d)		6,035		109,475
Retail Properties of America, Inc., Class A (d)		10,603		128,932
Retail Value, Inc. (d)		831		31,279
Rexford Industrial Realty, Inc. (d)		5,566		230,432
RLJ Lodging Trust (d)		9,256		159,944
RPT Realty (d)		4,087		50,066
Ryman Hospitality Properties, Inc. (d)		2,457		184,275
Sabra Health Care REIT, Inc. (d)		9,641		198,990
Safehold, Inc. (d)		337		11,077
Saul Centers, Inc. (d)		643		35,230
SBA Communications Corp. *(d)		6,033		1,480,559
Senior Housing Properties Trust (d)		12,634		103,599
Seritage Growth Properties, Class A (d)		1,775		74,142
Simon Property Group, Inc. (d)		16,505		2,677,111
SITE Centers Corp. (d)		7,558		107,701
SL Green Realty Corp. (d)		4,535		367,698
Spirit MTA REIT (d)		2,394		20,134
Spirit Realty Capital, Inc. (d)		4,680		206,482
STAG Industrial, Inc. (d)		6,799		202,066
STORE Capital Corp. (d)		11,156		381,647
Summit Hotel Properties, Inc. (d)		5,699		63,316
Sun Communities, Inc. (d)		4,543		603,356
Sunstone Hotel Investors, Inc. (d)		12,264		162,007
Tanger Factory Outlet Centers, Inc. (d)		4,897		77,764
Taubman Centers, Inc. (d)		3,163		128,165
Terreno Realty Corp. (d)		3,334		162,899
UDR, Inc. (d)		14,976		689,795
UMH Properties, Inc. (d)		2,021		26,576
Uniti Group, Inc. (d)		9,903		83,383
Universal Health Realty Income Trust (d)		692		63,775
Urban Edge Properties (d)		6,246		104,496
Urstadt Biddle Properties, Inc., Class A (d)		1,339		28,909
Ventas, Inc. (d)		19,321		1,300,110
VEREIT, Inc. (d)		52,665		480,305
VICI Properties, Inc. (d)		24,067		513,590
Vornado Realty Trust (d)		9,331		600,170
Washington Prime Group, Inc. (d)		9,594		34,826
Washington REIT (d)		4,300		115,885
Weingarten Realty Investors (d)		6,530		182,252
Welltower, Inc. (d)		21,805		1,812,432
Weyerhaeuser Co. (d)		40,085		1,018,560
Whitestone REIT (d)		2,039		25,997
WP Carey, Inc. (d)		9,072		785,091
Xenia Hotels & Resorts, Inc. (d)		6,118		131,109

				62,069,882





Food & Staples Retailing 0.8%
Andersons, Inc. (The) (d)		1,641		44,061


Common Stocks (continued)
	Shares		Value


Food & Staples Retailing (continued)
BJ’s Wholesale Club Holdings, Inc. *(d)		5,550	$	130,758
Casey’s General Stores, Inc. (d)		1,962		317,667
Chefs’ Warehouse, Inc. (The) *(d)		1,269		46,280
Costco Wholesale Corp. (d)		23,711		6,535,463
HF Foods Group, Inc. *(d)(e)		455		10,310
Ingles Markets, Inc., Class A (d)		769		24,208
Kroger Co. (The) (d)		42,712		903,786
Natural Grocers by Vitamin Cottage, Inc. *(d)		409		3,751
Performance Food Group Co. *(d)		5,521		242,096
PriceSmart, Inc. (d)		1,015		61,915
Rite Aid Corp. *(d)(e)		2,799		19,509
SpartanNash Co. (d)		1,917		22,659
Sprouts Farmers Market, Inc. *(d)		6,396		108,284
Sysco Corp. (d)		25,493		1,748,055
United Natural Foods, Inc. *(d)		2,788		27,490
US Foods Holding Corp. *(d)		11,407		403,466
Village Super Market, Inc., Class A (d)		373		9,336
Walgreens Boots Alliance, Inc. (d)		41,380		2,254,796
Walmart, Inc. (d)		75,545		8,338,657
Weis Markets, Inc. (d)		533		19,428

				21,271,975





Food Products 0.7%
Alico, Inc. (d)		180		5,742
Archer-Daniels-Midland Co. (d)		29,983		1,231,702
B&G Foods, Inc. (d)(e)		3,469		63,413
Beyond Meat, Inc. *(d)(e)		521		102,382
Bridgford Foods Corp. *(d)		77		2,747
Bunge Ltd. (d)		7,398		432,265
Calavo Growers, Inc. (d)(e)		873		77,208
Cal-Maine Foods, Inc. (d)		1,710		68,007
Campbell Soup Co. (d)		9,002		372,143
Conagra Brands, Inc. (d)		25,480		735,608
Darling Ingredients, Inc. *(d)		8,836		179,636
Dean Foods Co. (d)(e)		4,951		7,179
Farmer Brothers Co. *(d)		625		10,150
Flowers Foods, Inc. (d)		10,014		237,332
Fresh Del Monte Produce, Inc. (d)		1,601		48,558
Freshpet, Inc. *(d)		1,682		75,942
General Mills, Inc. (d)		32,102		1,704,937
Hain Celestial Group, Inc. (The) *(d)		4,971		108,219
Hershey Co. (The) (d)		7,681		1,165,515
Hormel Foods Corp. (d)		14,914		611,325
Hostess Brands, Inc. *(d)		5,378		75,937
Ingredion, Inc. (d)		3,584		277,007
J&J Snack Foods Corp. (d)		814		151,274
JM Smucker Co. (The) (d)		5,912		657,355
John B Sanfilippo & Son, Inc. (d)		471		40,935
Kellogg Co. (d)		13,038		759,072
Kraft Heinz Co. (The) (d)		33,241		1,064,044
Lamb Weston Holdings, Inc. (d)		7,853		527,093
Lancaster Colony Corp. (d)		1,012		157,690
Landec Corp. *(d)		1,104		12,332
Limoneira Co. (d)		894		17,692
McCormick & Co., Inc. (Non-Voting) (d)		6,520		1,033,681
Mondelez International, Inc., Class A (d)		76,259		4,079,094
Pilgrim’s Pride Corp. *(d)		2,815		76,174
Post Holdings, Inc. *(d)		3,492		374,412
Sanderson Farms, Inc. (d)		1,072		140,453
Seaboard Corp. (d)		14		57,143
Seneca Foods Corp., Class A *(d)		308		9,727
Simply Good Foods Co. (The) *(d)		3,819		103,991
Tootsie Roll Industries, Inc. (d)		741		27,684
TreeHouse Foods, Inc. *(d)		2,995		177,723
Tyson Foods, Inc., Class A (d)		15,306		1,216,827

				18,277,350





Gas Utilities 0.1%
Atmos Energy Corp. (d)		6,225		678,774
Chesapeake Utilities Corp. (d)		876		81,871
National Fuel Gas Co. (d)		4,382		209,197
New Jersey Resources Corp. (d)		4,752		236,982
Northwest Natural Holding Co. (d)		1,563		111,629
ONE Gas, Inc. (d)		2,804		255,669


Common Stocks (continued)
	Shares		Value


Gas Utilities (continued)
RGC Resources, Inc. (d)		337	$	9,699
South Jersey Industries, Inc. (d)		4,956		168,752
Southwest Gas Holdings, Inc. (d)		2,872		255,349
Spire, Inc. (d)		2,664		219,540
UGI Corp. (d)		9,352		477,794

				2,705,256





Health Care Equipment & Supplies 2.2%
Abbott Laboratories (d)		92,735		8,077,219
ABIOMED, Inc. *(d)		2,394		666,873
Accuray, Inc. *(d)		4,946		20,476
Align Technology, Inc. *(d)		4,248		888,172
Alphatec Holdings, Inc. *(d)		1,361		6,397
AngioDynamics, Inc. *(d)		1,970		40,149
Antares Pharma, Inc. *(d)		9,243		29,485
Apyx Medical Corp. *(d)		1,514		10,961
AtriCure, Inc. *(d)		2,052		65,828
Atrion Corp. (d)		78		60,021
Avanos Medical, Inc. *(d)		2,525		102,818
Avedro, Inc. *(d)		230		4,246
Axogen, Inc. *(d)		1,771		31,843
Axonics Modulation Technologies, Inc. *(d)(e)		828		30,388
Baxter International, Inc. (d)		25,912		2,175,831
Becton Dickinson and Co. (d)		14,386		3,636,781
BioLife Solutions, Inc. *(d)		305		5,816
BioSig Technologies, Inc. *(d)(e)		705		5,295
Boston Scientific Corp. *(d)		74,682		3,170,998
Cantel Medical Corp. (d)		1,989		183,545
Cardiovascular Systems, Inc. *(d)		1,865		85,473
Cerus Corp. *(d)		7,375		43,144
Conformis, Inc. *(d)(e)		3,817		10,535
CONMED Corp. (d)		1,460		127,531
Cooper Cos., Inc. (The) (d)		2,623		885,000
Corindus Vascular Robotics, Inc. *(d)		5,406		13,677
CryoLife, Inc. *(d)		1,942		55,968
CryoPort, Inc. *(d)		1,463		29,948
Cutera, Inc. *(d)		813		20,780
CytoSorbents Corp. *(d)(e)		1,383		9,709
Danaher Corp. (d)		34,246		4,811,563
Dentsply Sirona, Inc. (d)		11,982		652,420
DexCom, Inc. *(d)		4,868		763,643
Edwards Lifesciences Corp. *(d)		11,124		2,367,743
ElectroCore, Inc. *(d)(e)		598		843
GenMark Diagnostics, Inc. *(d)		3,051		19,099
Glaukos Corp. *(d)		1,909		155,927
Globus Medical, Inc., Class A *(d)		4,065		185,283
Haemonetics Corp. *(d)		2,744		334,988
Heska Corp. *(d)		378		30,293
Hill-Rom Holdings, Inc. (d)		3,582		381,985
Hologic, Inc. *(d)		14,318		733,798
ICU Medical, Inc. *(d)		1,034		263,091
IDEXX Laboratories, Inc. *(d)		4,572		1,289,533
Inogen, Inc. *(d)		983		60,455
Insulet Corp. *(d)		3,176		390,457
Integer Holdings Corp. *(d)		1,740		152,302
Integra LifeSciences Holdings Corp. *(d)		3,806		241,262
IntriCon Corp. *(d)		369		6,635
Intuitive Surgical, Inc. *(d)		6,154		3,197,065
Invacare Corp. (d)		1,524		8,153
iRadimed Corp. *(d)		199		4,752
iRhythm Technologies, Inc. *(d)		1,330		110,576
Lantheus Holdings, Inc. *(d)		2,074		46,914
LeMaitre Vascular, Inc. (d)		880		29,119
LivaNova plc *(d)		2,608		200,946
Masimo Corp. *(d)		2,526		398,729
Medtronic plc (d)		72,418		7,382,291
Meridian Bioscience, Inc. (d)		2,282		27,270
Merit Medical Systems, Inc. *(d)		2,881		113,684
Mesa Laboratories, Inc. (d)		187		47,064
Misonix, Inc. *(d)		331		7,855
Natus Medical, Inc. *(d)		1,743		54,155
Neogen Corp. *(d)		2,755		196,707
Neuronetics, Inc. *(d)		600		7,146
Nevro Corp. *(d)		1,584		105,906


Common Stocks (continued)
	Shares		Value


Health Care Equipment & Supplies (continued)
Novocure Ltd. *(d)		4,559	$	379,400
NuVasive, Inc. *(d)		2,782		185,281
OraSure Technologies, Inc. *(d)		3,365		28,098
Orthofix Medical, Inc. *(d)		938		50,136
OrthoPediatrics Corp. *(d)		500		17,655
Penumbra, Inc. *(d)		1,700		284,920
Pulse Biosciences, Inc. *(d)(e)		507		6,621
Quidel Corp. *(d)		1,901		112,216
ResMed, Inc. (d)		7,662		986,099
Rockwell Medical, Inc. *(d)(e)		2,527		6,722
RTI Surgical Holdings, Inc. *(d)		3,416		14,552
SeaSpine Holdings Corp. *(d)		713		9,062
Senseonics Holdings, Inc. *(d)(e)		4,858		5,392
Shockwave Medical, Inc. *(d)(e)		365		17,856
SI-BONE, Inc. *(d)		929		16,703
Sientra, Inc. *(d)		1,030		6,283
Silk Road Medical, Inc. *(d)(e)		394		17,056
Soliton, Inc. *(d)(e)		99		1,201
STAAR Surgical Co. *(d)		2,383		69,846
STERIS plc (d)		4,512		671,656
Stryker Corp. (d)		18,461		3,872,749
Surmodics, Inc. *(d)		716		29,857
Tactile Systems Technology, Inc. *(d)		952		54,968
Tandem Diabetes Care, Inc. *(d)		2,933		186,040
Teleflex, Inc. (d)		2,478		841,876
TransEnterix, Inc. *(d)(e)		11,140		15,262
TransMedics Group, Inc. *(d)		299		7,095
Utah Medical Products, Inc. (d)		199		18,107
Vapotherm, Inc. *(d)		209		3,363
Varex Imaging Corp. *(d)		1,989		63,230
Varian Medical Systems, Inc. *(d)		4,904		575,582
ViewRay, Inc. *(d)		3,681		32,982
West Pharmaceutical Services, Inc. (d)		3,961		543,726
Wright Medical Group NV *(d)		6,767		195,296
Zimmer Biomet Holdings, Inc. (d)		11,040		1,491,835
Zynex, Inc. (d)(e)		709		5,899

				56,099,181





Health Care Providers & Services 1.6%
Acadia Healthcare Co., Inc. *(d)		4,684		149,607
Addus HomeCare Corp. *(d)		566		45,614
Amedisys, Inc. *(d)		1,687		232,620
American Renal Associates Holdings, Inc. *(d)		828		6,376
AmerisourceBergen Corp. (d)		8,175		712,451
AMN Healthcare Services, Inc. *(d)		2,477		132,222
Anthem, Inc. (d)		13,842		4,077,992
Apollo Medical Holdings, Inc. *(d)		283		4,330
Avalon GloboCare Corp. *(d)		979		2,046
BioScrip, Inc. *(d)		7,168		20,285
BioTelemetry, Inc. *(d)		1,793		84,181
Brookdale Senior Living, Inc. *(d)		10,011		77,986
Cardinal Health, Inc. (d)		16,041		733,555
Catasys, Inc. *(d)		317		5,522
Centene Corp. *(d)		21,832		1,137,229
Chemed Corp. (d)		835		338,501
Cigna Corp. (d)		20,037		3,404,687
Community Health Systems, Inc. *(d)(e)		3,862		7,917
CorVel Corp. *(d)		495		42,174
Covetrus, Inc. *(d)		5,224		123,652
Cross Country Healthcare, Inc. *(d)		2,030		19,265
CVS Health Corp. (d)		69,748		3,896,821
DaVita, Inc. *(d)		6,831		408,835
Diplomat Pharmacy, Inc. *(d)		3,060		16,126
Encompass Health Corp. (d)		5,244		334,777
Ensign Group, Inc. (The) (d)		2,718		163,787
Enzo Biochem, Inc. *(d)		2,001		7,824
Genesis Healthcare, Inc. *(d)		3,678		4,303
Guardant Health, Inc. *(d)		1,842		173,130
Hanger, Inc. *(d)		1,974		34,052
HCA Healthcare, Inc. (d)		14,414		1,924,413
HealthEquity, Inc. *(d)		3,558		291,685
Henry Schein, Inc. *(d)		7,823		520,542
Humana, Inc. (d)		7,261		2,154,702
Joint Corp. (The) *(d)		800		14,784


Common Stocks (continued)
	Shares		Value


Health Care Providers & Services (continued)
Laboratory Corp. of America Holdings *(d)		5,296	$	887,186
LHC Group, Inc. *(d)		1,627		205,946
Magellan Health, Inc. *(d)		976		68,652
McKesson Corp. (d)		10,348		1,437,855
MEDNAX, Inc. *(d)		4,534		111,400
Molina Healthcare, Inc. *(d)		3,328		441,892
National HealthCare Corp. (d)		646		56,590
National Research Corp. (d)		648		43,688
Owens & Minor, Inc. (d)		2,772		7,512
Patterson Cos., Inc. (d)		4,468		88,466
PetIQ, Inc. *(d)		964		33,007
Premier, Inc., Class A *(d)		2,793		108,229
Providence Service Corp. (The) *(d)		630		35,116
Quest Diagnostics, Inc. (d)		7,218		736,813
R1 RCM, Inc. *(d)		5,380		67,680
RadNet, Inc. *(d)		2,258		33,260
Select Medical Holdings Corp. *(d)		5,935		99,352
Surgery Partners, Inc. *(d)		1,072		8,179
Tenet Healthcare Corp. *(d)		5,508		129,824
Tivity Health, Inc. *(d)(e)		2,420		42,229
Triple-S Management Corp., Class B *(d)		1,245		29,855
UnitedHealth Group, Inc. (d)		50,917		12,678,842
Universal Health Services, Inc., Class B (d)		4,341		654,883
US Physical Therapy, Inc. (d)		672		86,742
WellCare Health Plans, Inc. *(d)		2,660		764,085

				40,161,276





Health Care Technology 0.2%
Allscripts Healthcare Solutions, Inc. *(d)		8,849		91,145
Castlight Health, Inc., Class B *(d)		5,764		9,280
Cerner Corp. (d)		17,436		1,249,289
Change Healthcare, Inc. *		1,763		24,559
Computer Programs & Systems, Inc. (d)		710		18,325
Evolent Health, Inc., Class A *(d)		3,667		25,009
Health Catalyst, Inc. *		22		973
HealthStream, Inc. *(d)		1,391		39,282
HMS Holdings Corp. *(d)		4,676		163,192
Inovalon Holdings, Inc., Class A *(d)(e)		3,689		55,335
Inspire Medical Systems, Inc. *(d)		740		50,046
Livongo Health, Inc. *		47		2,080
Medidata Solutions, Inc. *(d)		3,233		295,399
NextGen Healthcare, Inc. *(d)		2,841		46,479
Omnicell, Inc. *(d)		2,200		165,462
OptimizeRx Corp. *(d)		553		8,345
Phreesia, Inc. *		48		1,312
Simulations Plus, Inc. (d)		670		26,009
Tabula Rasa HealthCare, Inc. *(d)(e)		1,054		63,525
Teladoc Health, Inc. *(d)(e)		3,680		251,123
Veeva Systems, Inc., Class A *(d)		6,846		1,135,751
Vocera Communications, Inc. *(d)		1,695		43,511

				3,765,431





Hotels, Restaurants & Leisure 1.4%
Aramark (d)		13,166		476,478
BBX Capital Corp. (d)		2,950		12,715
Biglari Holdings, Inc., Class B *(d)		36		3,269
BJ’s Restaurants, Inc. (d)		1,151		45,695
Bloomin’ Brands, Inc. (d)		4,899		83,430
Bluegreen Vacations Corp. (d)		325		3,351
Boyd Gaming Corp. (d)		4,328		114,649
Brinker International, Inc. (d)(e)		2,011		80,138
Caesars Entertainment Corp. *(d)		30,673		363,168
Carnival Corp. (d)		21,480		1,014,500
Carrols Restaurant Group, Inc. *(d)		1,991		18,556
Century Casinos, Inc. *(d)		1,610		15,891
Cheesecake Factory, Inc. (The) (d)		2,293		98,783
Chipotle Mexican Grill, Inc. *(d)		1,378		1,096,240
Choice Hotels International, Inc. (d)		1,788		153,428
Churchill Downs, Inc. (d)		1,876		224,463
Chuy’s Holdings, Inc. *(d)		924		21,853
Cracker Barrel Old Country Store, Inc. (d)(e)		1,031		179,095


Common Stocks (continued)
	Shares		Value


Hotels, Restaurants & Leisure (continued)
Darden Restaurants, Inc. (d)		6,624	$	805,213
Dave & Buster’s Entertainment, Inc. (d)		1,967		79,959
Del Frisco’s Restaurant Group, Inc. *(d)		1,964		15,633
Del Taco Restaurants, Inc. *(d)		1,606		19,465
Denny’s Corp. *(d)		3,072		69,397
Dine Brands Global, Inc. (d)		900		73,881
Domino’s Pizza, Inc. (d)		2,209		540,167
Drive Shack, Inc. *(d)		3,287		17,158
Dunkin’ Brands Group, Inc. (d)		4,447		356,472
El Pollo Loco Holdings, Inc. *(d)		976		9,604
Eldorado Resorts, Inc. *(d)(e)		3,545		159,950
Empire Resorts, Inc. *(d)		171		1,671
Everi Holdings, Inc. *(d)		3,729		44,785
Extended Stay America, Inc. (d)		10,205		170,628
Fiesta Restaurant Group, Inc. *(d)		1,402		13,389
Golden Entertainment, Inc. *(d)		824		11,553
Habit Restaurants, Inc. (The), Class A *(d)		931		9,310
Hilton Grand Vacations, Inc. *(d)		4,870		159,249
Hilton Worldwide Holdings, Inc. (d)		15,467		1,493,339
Hyatt Hotels Corp., Class A (d)		2,025		156,634
Inspired Entertainment, Inc. *(d)		394		3,144
International Game Technology plc (d)		5,319		71,009
International Speedway Corp., Class A (d)		1,218		54,907
J Alexander’s Holdings, Inc. *(d)		580		6,247
Jack in the Box, Inc. (d)		1,383		99,341
Las Vegas Sands Corp. (d)		18,353		1,109,255
Lindblad Expeditions Holdings, Inc. *(d)		1,251		23,556
Marriott International, Inc., Class A (d)		14,932		2,076,444
Marriott Vacations Worldwide Corp. (d)		2,375		242,796
McDonald’s Corp. (d)		41,265		8,695,361
MGM Resorts International (d)		28,019		841,130
Monarch Casino & Resort, Inc. *(d)		613		28,854
Nathan’s Famous, Inc. (d)		130		9,179
Noodles & Co. *(d)		1,286		9,529
Norwegian Cruise Line Holdings Ltd. *(d)		11,529		569,994
Papa John’s International, Inc. (d)(e)		1,150		51,083
Penn National Gaming, Inc. *(d)		5,955		116,242
Planet Fitness, Inc., Class A *(d)		4,545		357,510
PlayAGS, Inc. *(d)		1,440		27,014
Potbelly Corp. *(d)		952		3,960
RCI Hospitality Holdings, Inc. (d)		538		9,119
Red Lion Hotels Corp. *(d)		1,079		7,326
Red Robin Gourmet Burgers, Inc. *(d)		710		23,444
Red Rock Resorts, Inc., Class A (d)		3,750		78,150
Royal Caribbean Cruises Ltd. (d)		9,235		1,074,400
Ruth’s Hospitality Group, Inc. (d)		1,577		35,120
Scientific Games Corp. *(d)		2,954		60,409
SeaWorld Entertainment, Inc. *(d)		2,702		82,600
Shake Shack, Inc., Class A *(d)		1,514		113,035
Six Flags Entertainment Corp. (d)		4,316		228,014
Speedway Motorsports, Inc. (d)		513		10,157
Starbucks Corp. (d)		65,187		6,172,557
Target Hospitality Corp. *(d)(e)		1,896		16,116
Texas Roadhouse, Inc. (d)		3,636		200,816
Twin River Worldwide Holdings, Inc. (d)		1,131		29,847
Vail Resorts, Inc. (d)		2,162		532,976
Wendy’s Co. (The) (d)		9,990		181,718
Wingstop, Inc. (d)		1,579		150,937
Wyndham Destinations, Inc. (d)		4,975		234,124
Wyndham Hotels & Resorts, Inc. (d)		5,153		291,402
Wynn Resorts Ltd. (d)		5,259		684,038
Yum China Holdings, Inc. (d)		19,541		889,116
Yum! Brands, Inc. (d)		16,391		1,844,315

				35,559,450





Household Durables 0.3%
Bassett Furniture Industries, Inc. (d)		448		5,725
Beazer Homes USA, Inc. *(d)		1,740		20,393
Cavco Industries, Inc. *(d)		459		81,404
Century Communities, Inc. *(d)		1,439		39,673
DR Horton, Inc. (d)		18,328		841,805
Ethan Allen Interiors, Inc. (d)		1,336		27,495
Flexsteel Industries, Inc. (d)		333		6,117
Garmin Ltd. (d)		7,813		614,024
GoPro, Inc., Class A *(d)		6,641		35,131


Common Stocks (continued)
	Shares		Value


Household Durables (continued)
Green Brick Partners, Inc. *(d)		1,096	$	10,313
Hamilton Beach Brands Holding Co., Class A (d)		298		4,890
Helen of Troy Ltd. *(d)		1,343		199,140
Hooker Furniture Corp. (d)		705		14,699
Installed Building Products, Inc. *(d)		1,224		65,215
iRobot Corp. *(d)(e)		1,474		107,749
KB Home (d)		4,594		120,684
La-Z-Boy, Inc. (d)		2,439		80,463
Legacy Housing Corp. *(d)		211		2,657
Leggett & Platt, Inc. (d)		7,080		282,988
Lennar Corp., Class A (d)		15,620		736,258
LGI Homes, Inc. *(d)		1,067		74,999
Lifetime Brands, Inc. (d)		521		4,600
Lovesac Co. (The) *(d)		264		5,660
M/I Homes, Inc. *(d)		1,428		50,508
MDC Holdings, Inc. (d)		2,661		96,169
Meritage Homes Corp. *(d)		1,917		120,407
Mohawk Industries, Inc. *(d)		3,204		399,507
Newell Brands, Inc. (d)		20,452		290,214
NVR, Inc. *(d)		165		551,783
PulteGroup, Inc. (d)		13,806		435,027
Purple Innovation, Inc. *(d)		174		1,150
Roku, Inc. *(d)		4,418		456,512
Skyline Champion Corp. *(d)		2,641		75,269
Sonos, Inc. *(d)(e)		3,740		40,579
Taylor Morrison Home Corp. *(d)		5,757		129,648
Tempur Sealy International, Inc. *(d)		2,469		198,063
Toll Brothers, Inc. (d)		7,190		258,624
TopBuild Corp. *(d)		1,817		147,413
TRI Pointe Group, Inc. *(d)		7,700		105,413
Tupperware Brands Corp. (d)		2,647		40,526
Universal Electronics, Inc. *(d)		700		29,974
Whirlpool Corp. (d)		3,321		483,139
William Lyon Homes, Class A *(d)		1,700		33,388
ZAGG, Inc. *(d)		1,263		8,374

				7,333,769





Household Products 1.0%
Central Garden & Pet Co. *(d)		2,389		67,156
Church & Dwight Co., Inc. (d)		13,271		1,001,164
Clorox Co. (The) (d)		6,860		1,115,436
Colgate-Palmolive Co. (d)		45,101		3,235,546
Energizer Holdings, Inc. (d)(e)		3,418		143,829
Kimberly-Clark Corp. (d)		18,362		2,490,805
Oil-Dri Corp. of America (d)		232		8,220
Procter & Gamble Co. (The) (d)		132,937		15,691,883
Spectrum Brands Holdings, Inc. (d)		1,903		95,359
WD-40 Co. (d)		742		134,718

				23,984,116





Independent Power and Renewable Electricity Producers 0.1%
AES Corp. (d)		35,694		599,302
Atlantic Power Corp. *(d)		4,805		11,484
Clearway Energy, Inc., Class A (d)		5,814		103,183
NRG Energy, Inc. (d)		14,373		490,694
Ormat Technologies, Inc. (d)		2,126		139,359
Pattern Energy Group, Inc., Class A (d)		4,764		109,239
TerraForm Power, Inc., Class A (d)		3,879		59,775
Vistra Energy Corp. (d)		22,421		481,155

				1,994,191





Industrial Conglomerates 0.8%
3M Co. (d)		30,064		5,252,782
Carlisle Cos., Inc. (d)		3,009		433,928
General Electric Co. (d)		462,265		4,830,669
Honeywell International, Inc. (d)		39,138		6,749,739
Raven Industries, Inc. (d)		1,936		70,161
Roper Technologies, Inc. (d)		5,515		2,005,530

				19,342,809





Insurance 1.7%
Aflac, Inc. (d)		39,755		2,092,703
Alleghany Corp. *(d)		756		518,412


Common Stocks (continued)
	Shares		Value


Insurance (continued)
Allstate Corp. (The) (d)		17,930	$	1,925,682
Ambac Financial Group, Inc. *(d)		2,372		43,218
American Equity Investment Life Holding Co. (d)		4,586		118,319
American Financial Group, Inc. (d)		3,967		406,141
American International Group, Inc. (d)		46,943		2,628,339
American National Insurance Co. (d)		411		49,739
AMERISAFE, Inc. (d)		862		56,082
Aon plc (d)		12,808		2,423,914
Arch Capital Group Ltd. *(d)		20,635		798,368
Argo Group International Holdings Ltd. (d)		1,767		120,933
Arthur J Gallagher & Co. (d)		9,911		896,252
Assurant, Inc. (d)		3,312		375,448
Assured Guaranty Ltd. (d)		5,373		234,746
Athene Holding Ltd., Class A *(d)		8,095		330,762
Axis Capital Holdings Ltd. (d)		4,448		283,204
Brighthouse Financial, Inc. *(d)		6,218		243,559
Brown & Brown, Inc. (d)		12,436		446,826
Chubb Ltd. (d)		24,490		3,743,052
Cincinnati Financial Corp. (d)		8,255		886,009
Citizens, Inc. *(d)(e)		2,748		20,473
CNA Financial Corp. (d)		1,559		74,661
CNO Financial Group, Inc. (d)		8,721		147,472
Crawford & Co., Class A (d)		746		7,706
Donegal Group, Inc., Class A (d)		463		6,876
eHealth, Inc. *(d)		1,179		122,321
EMC Insurance Group, Inc. (d)		529		19,012
Employers Holdings, Inc. (d)		1,424		62,514
Enstar Group Ltd. *(d)		624		110,542
Erie Indemnity Co., Class A (d)		1,327		295,616
Everest Re Group Ltd. (d)		2,165		533,976
FBL Financial Group, Inc., Class A (d)		555		34,799
FedNat Holding Co. (d)		521		6,507
Fidelity National Financial, Inc. (d)		14,246		610,868
First American Financial Corp. (d)		5,888		340,444
Genworth Financial, Inc., Class A *(d)		27,114		108,185
Global Indemnity Ltd. (d)		403		11,401
Goosehead Insurance, Inc., Class A (d)		600		27,006
Greenlight Capital Re Ltd., Class A *(d)		1,730		14,446
Hallmark Financial Services, Inc. *(d)		586		9,083
Hanover Insurance Group, Inc. (The) (d)		2,189		283,935
Hartford Financial Services Group, Inc. (The) (d)		19,410		1,118,598
HCI Group, Inc. (d)		388		15,555
Health Insurance Innovations, Inc., Class A *(d)(e)		455		10,005
Heritage Insurance Holdings, Inc. (d)		1,454		19,542
Horace Mann Educators Corp. (d)		2,236		97,132
Independence Holding Co. (d)		223		8,452
Investors Title Co. (d)		86		14,113
James River Group Holdings Ltd. (d)		1,534		73,371
Kemper Corp. (d)		3,229		284,217
Kinsale Capital Group, Inc. (d)		1,053		94,623
Lincoln National Corp. (d)		10,869		710,180
Loews Corp. (d)		14,173		758,822
Markel Corp. *(d)		728		810,941
Marsh & McLennan Cos., Inc. (d)		27,283		2,695,560
MBIA, Inc. *(d)		4,593		42,853
Mercury General Corp. (d)		1,475		83,647
MetLife, Inc. (d)		43,338		2,141,764
National General Holdings Corp. (d)		3,663		90,586
National Western Life Group, Inc., Class A (d)		126		33,894
NI Holdings, Inc. *(d)		426		7,161
Old Republic International Corp. (d)		15,202		346,758
Palomar Holdings, Inc. *(d)		372		10,658
Primerica, Inc. (d)		2,274		278,997
Principal Financial Group, Inc. (d)		14,913		865,551
ProAssurance Corp. (d)		2,753		107,615
Progressive Corp. (The) (d)		31,381		2,541,233
ProSight Global, Inc. *		764		13,026
Protective Insurance Corp., Class B (d)		423		7,001
Prudential Financial, Inc. (d)		21,740		2,202,479
Reinsurance Group of America, Inc. (d)		3,374		526,074


Common Stocks (continued)
	Shares		Value


Insurance (continued)
RenaissanceRe Holdings Ltd. (d)		2,348	$	425,340
RLI Corp. (d)		2,157		194,410
Safety Insurance Group, Inc. (d)		758		74,784
Selective Insurance Group, Inc. (d)		2,903		218,306
State Auto Financial Corp. (d)		980		33,888
Stewart Information Services Corp. (d)		1,248		47,212
Third Point Reinsurance Ltd. *(d)		4,183		42,165
Tiptree, Inc. (d)		1,116		7,622
Torchmark Corp. (d)		5,837		533,035
Travelers Cos., Inc. (The) (d)		14,036		2,057,958
Trupanion, Inc. *(d)(e)		1,532		49,269
United Fire Group, Inc. (d)		1,178		61,574
United Insurance Holdings Corp. (d)		1,196		13,551
Universal Insurance Holdings, Inc. (d)		1,719		42,648
Unum Group (d)		11,451		365,859
Watford Holdings Ltd. *(d)		1,103		20,913
White Mountains Insurance Group Ltd. (d)		167		179,692
Willis Towers Watson plc (d)		6,888		1,344,675
WR Berkley Corp. (d)		7,637		529,931

				43,722,791





Interactive Media & Services 2.7%
Alphabet, Inc., Class A *(d)		32,444		39,498,435
Care.com, Inc. *(d)		972		10,653
Cargurus, Inc. *(d)		3,972		148,036
Cars.com, Inc. *(d)		3,629		68,951
DHI Group, Inc. *(d)		2,309		8,497
Eventbrite, Inc., Class A *(d)(e)		1,964		34,743
EverQuote, Inc., Class A *(d)		382		5,680
Facebook, Inc., Class A *(d)		128,568		24,971,763
IAC/InterActiveCorp *(d)		3,994		954,766
Liberty TripAdvisor Holdings, Inc., Class A *(d)		3,983		46,004
Match Group, Inc. (d)(e)		2,937		221,127
Meet Group, Inc. (The) *(d)		4,442		15,280
QuinStreet, Inc. *(d)		2,394		38,998
Travelzoo *(d)		240		3,019
TripAdvisor, Inc. *(d)		5,674		250,507
TrueCar, Inc. *(d)		5,367		27,264
Twitter, Inc. *(d)		40,493		1,713,259
Yelp, Inc. *(d)		4,018		140,831
Zillow Group, Inc., Class A *(d)(e)		9,414		469,971

				68,627,784





Internet & Direct Marketing Retail 2.0%
1-800-Flowers.com, Inc., Class A *(d)		1,343		26,296
Amazon.com, Inc. *(d)		22,224		41,487,319
Booking Holdings, Inc. *(d)		2,324		4,384,482
Duluth Holdings, Inc., Class B *(d)		485		5,893
eBay, Inc. (d)		44,160		1,818,950
Etsy, Inc. *(d)		6,251		418,942
Expedia Group, Inc. (d)		7,453		989,316
Groupon, Inc. *(d)		24,218		76,287
GrubHub, Inc. *(d)		4,901		331,455
Lands’ End, Inc. *(d)		478		5,210
Leaf Group Ltd. *(d)		786		4,795
Liquidity Services, Inc. *(d)		1,225		7,987
Overstock.com, Inc. *(d)(e)		1,213		27,317
PetMed Express, Inc. (d)(e)		1,141		19,819
Quotient Technology, Inc. *(d)		4,151		43,668
Qurate Retail, Inc. *(d)		21,140		298,920
Revolve Group, Inc. *		1,427		49,189
Rubicon Project, Inc. (The) *(d)		2,771		21,087
Shutterfly, Inc. *(d)		1,838		93,168
Shutterstock, Inc. (d)		1,047		40,173
Stamps.com, Inc. *(d)		757		36,147
Stitch Fix, Inc., Class A *(d)		2,244		58,523
Waitr Holdings, Inc. *(d)(e)		2,927		13,435
Wayfair, Inc., Class A *(d)		3,329		436,632

				50,695,010





IT Services 3.4%
Accenture plc, Class A (d)		34,320		6,609,346
Akamai Technologies, Inc. *(d)		8,631		760,650


Common Stocks (continued)
	Shares		Value


IT Services (continued)
Alliance Data Systems Corp. (d)		2,398	$	376,294
Amdocs Ltd. (d)		7,382		472,374
Automatic Data Processing, Inc. (d)		23,416		3,899,232
Black Knight, Inc. *(d)		7,711		488,260
Booz Allen Hamilton Holding Corp. (d)		7,360		506,000
Brightcove, Inc. *(d)		2,074		25,883
Broadridge Financial Solutions, Inc. (d)		6,232		792,212
CACI International, Inc., Class A *(d)		1,318		283,568
Carbonite, Inc. *(d)		1,770		31,736
Cardtronics plc, Class A *(d)		2,091		59,552
Cass Information Systems, Inc. (d)		760		38,692
Cognizant Technology Solutions Corp., Class A (d)		30,419		1,981,494
Conduent, Inc. *(d)		9,297		84,603
CoreLogic, Inc. *(d)		4,342		197,865
CSG Systems International, Inc. (d)		1,772		90,797
DXC Technology Co. (d)		14,463		806,601
Endurance International Group Holdings, Inc. *(d)		3,963		18,785
EPAM Systems, Inc. *(d)		2,777		538,155
Euronet Worldwide, Inc. *(d)		2,692		419,710
EVERTEC, Inc. (d)		3,245		103,905
Evo Payments, Inc., Class A *(d)		1,673		52,064
Exela Technologies, Inc. *(d)		2,010		5,326
ExlService Holdings, Inc. *(d)		1,804		124,097
Fidelity National Information Services, Inc. (d)		32,806		4,371,363
Fiserv, Inc. *(d)		30,420		3,207,139
FleetCor Technologies, Inc. *(d)		4,597		1,306,329
Gartner, Inc. *(d)		4,697		654,433
Genpact Ltd. (d)		8,773		348,113
Global Payments, Inc. (d)		8,426		1,414,894
GoDaddy, Inc., Class A *(d)		9,445		693,074
GTT Communications, Inc. *(d)(e)		1,756		21,248
Hackett Group, Inc. (The) (d)		1,332		21,871
I3 Verticals, Inc., Class A *(d)		548		15,656
Information Services Group, Inc. *(d)		1,546		4,205
International Business Machines Corp. (d)		47,773		7,081,869
International Money Express, Inc. *(d)		585		8,096
Jack Henry & Associates, Inc. (d)		4,129		576,821
KBR, Inc. (d)		7,583		200,040
Leidos Holdings, Inc. (d)		7,324		601,300
Limelight Networks, Inc. *(d)		6,355		17,222
LiveRamp Holdings, Inc. *(d)		3,656		192,635
ManTech International Corp., Class A (d)		1,430		98,355
Mastercard, Inc., Class A (d)		48,384		13,173,512
MAXIMUS, Inc. (d)		3,383		248,684
MongoDB, Inc. *(d)		1,290		184,754
NIC, Inc. (d)		3,513		63,726
Okta, Inc. *(d)		5,508		720,612
Paychex, Inc. (d)		17,170		1,425,968
PayPal Holdings, Inc. *(d)		63,273		6,985,339
Paysign, Inc. *(d)(e)		1,681		23,719
Perficient, Inc. *(d)		1,739		59,422
Perspecta, Inc. (d)		7,615		177,658
Presidio, Inc. (d)		2,496		34,944
PRGX Global, Inc. *(d)		968		5,430
Priority Technology Holdings, Inc. *(d)		296		2,297
Sabre Corp. (d)		14,865		349,476
Science Applications International Corp. (d)		3,172		270,794
Square, Inc., Class A *(d)		17,887		1,438,294
StarTek, Inc. *(d)		735		4,932
Switch, Inc., Class A (d)		3,175		43,085
Sykes Enterprises, Inc. *(d)		2,064		58,391
Total System Services, Inc. (d)		9,403		1,276,175
TTEC Holdings, Inc. (d)		764		35,847
Tucows, Inc., Class A *(d)(e)		524		25,639
Twilio, Inc., Class A *(d)		6,229		866,516
Unisys Corp. *(d)		2,753		34,110
USA Technologies, Inc. *(d)(e)		3,194		21,017
VeriSign, Inc. *(d)		5,656		1,193,925
Verra Mobility Corp. *(d)(e)		5,299		73,391
Virtusa Corp. *(d)		1,565		69,924
Visa, Inc., Class A (d)		93,741		16,685,898


Common Stocks (continued)
	Shares		Value


IT Services (continued)
Western Union Co. (The) (d)		23,180	$	486,780
WEX, Inc. *(d)		2,315		504,832

				86,146,955






Leisure Products 0.1%
Acushnet Holdings Corp. (d)		1,893		48,385
American Outdoor Brands Corp. *(d)		2,894		27,898
Brunswick Corp. (d)		4,648		228,496
Callaway Golf Co. (d)		5,005		91,792
Clarus Corp. (d)		1,056		15,175
Escalade, Inc. (d)		481		5,546
Hasbro, Inc. (d)		6,139		743,801
Johnson Outdoors, Inc., Class A (d)		273		18,561
Malibu Boats, Inc., Class A *(d)		1,120		33,745
Marine Products Corp. (d)		334		5,364
MasterCraft Boat Holdings, Inc. *(d)		1,018		16,899
Mattel, Inc. *(d)(e)		18,425		269,005
Polaris Industries, Inc. (d)		3,100		293,477
Sturm Ruger & Co., Inc. (d)		883		49,889
Vista Outdoor, Inc. *(d)		3,083		22,198
YETI Holdings, Inc. *(d)(e)		1,664		57,841

				1,928,072






Life Sciences Tools & Services 0.6%
Accelerate Diagnostics, Inc. *(d)(e)		1,481		27,665
Agilent Technologies, Inc. (d)		17,147		1,190,173
Bio-Rad Laboratories, Inc., Class A *(d)		1,146		360,875
Bio-Techne Corp. (d)		2,022		424,923
Bruker Corp. (d)		5,593		267,625
Cambrex Corp. *(d)		1,814		79,453
Charles River Laboratories International, Inc. *(d)		2,585		347,786
ChromaDex Corp. *(d)		1,739		8,052
Codexis, Inc. *(d)		2,732		50,187
Fluidigm Corp. *(d)		3,729		43,816
Illumina, Inc. *(d)		7,908		2,367,497
IQVIA Holdings, Inc. *(d)		9,604		1,528,669
Luminex Corp. (d)		2,158		46,893
Medpace Holdings, Inc. *(d)		1,489		117,274
Mettler-Toledo International, Inc. *(d)		1,316		995,883
NanoString Technologies, Inc. *(d)		1,779		58,458
NeoGenomics, Inc. *(d)		4,704		114,637
Pacific Biosciences of California, Inc. *(d)		7,360		39,744
PerkinElmer, Inc. (d)		5,941		511,639
PRA Health Sciences, Inc. *(d)		3,165		316,215
QIAGEN NV *(d)		11,910		449,245
Quanterix Corp. *(d)		548		16,977
Syneos Health, Inc. *(d)		3,344		170,845
Thermo Fisher Scientific, Inc. (d)		21,437		5,952,626
Waters Corp. *(d)		3,712		781,599

				16,268,756





Machinery 1.2%
Actuant Corp., Class A (d)		3,050		69,845
AGCO Corp. (d)		3,416		263,032
Alamo Group, Inc. (d)		532		52,077
Albany International Corp., Class A (d)		1,547		133,027
Allison Transmission Holdings, Inc. (d)		6,166		283,328
Altra Industrial Motion Corp. (d)		3,460		99,406
Astec Industries, Inc. (d)		1,230		40,209
Barnes Group, Inc. (d)		2,557		133,066
Blue Bird Corp. *(d)		881		18,254
Briggs & Stratton Corp. (d)		2,215		21,109
Caterpillar, Inc. (d)		29,813		3,925,478
Chart Industries, Inc. *(d)		1,901		143,583
CIRCOR International, Inc. *(d)		1,047		39,786
Colfax Corp. *(d)		4,990		138,123
Columbus McKinnon Corp. (d)		1,228		47,204
Commercial Vehicle Group, Inc. *(d)		1,371		11,133
Crane Co. (d)		2,722		227,831
Cummins, Inc. (d)		8,303		1,361,692
Deere & Co. (d)		17,155		2,841,726
Donaldson Co., Inc. (d)		6,871		343,206
Douglas Dynamics, Inc. (d)		1,198		49,238


Common Stocks (continued)
	Shares		Value


Machinery (continued)
Dover Corp. (d)		7,789	$	754,365
Eastern Co. (The) (d)		243		6,138
Energy Recovery, Inc. *(d)		2,044		22,443
EnPro Industries, Inc. (d)		1,111		78,925
ESCO Technologies, Inc. (d)		1,390		116,148
Evoqua Water Technologies Corp. *(d)		4,067		57,833
Federal Signal Corp. (d)		3,235		100,770
Flowserve Corp. (d)		7,017		351,060
Fortive Corp. (d)		15,879		1,207,598
Franklin Electric Co., Inc. (d)		2,504		117,337
Gardner Denver Holdings, Inc. *(d)		7,034		231,911
Gates Industrial Corp. plc *(d)		2,487		27,307
Gencor Industries, Inc. *(d)		412		5,257
Gorman-Rupp Co. (The) (d)		957		31,792
Graco, Inc. (d)		8,910		428,393
Graham Corp. (d)		434		9,396
Greenbrier Cos., Inc. (The) (d)		1,761		50,910
Harsco Corp. *(d)		4,283		100,479
Helios Technologies, Inc. (d)		1,594		74,854
Hillenbrand, Inc. (d)		3,348		112,794
Hurco Cos., Inc. (d)		288		9,847
Hyster-Yale Materials Handling, Inc. (d)		545		33,703
IDEX Corp. (d)		4,064		683,646
Illinois Tool Works, Inc. (d)		17,484		2,696,557
Ingersoll-Rand plc (d)		12,944		1,600,655
ITT, Inc. (d)		4,723		294,810
John Bean Technologies Corp. (d)		1,669		198,044
Kadant, Inc. (d)		573		53,553
Kennametal, Inc. (d)		4,399		152,117
LB Foster Co., Class A *(d)		599		14,478
Lincoln Electric Holdings, Inc. (d)		3,230		273,000
Lindsay Corp. (d)		559		50,992
Luxfer Holdings plc (d)		1,458		28,898
Lydall, Inc. *(d)		962		22,703
Manitowoc Co., Inc. (The) *(d)		1,905		34,195
Meritor, Inc. *(d)		4,299		106,314
Middleby Corp. (The) *(d)		2,987		401,393
Milacron Holdings Corp. *(d)		3,633		61,180
Miller Industries, Inc. (d)		625		19,512
Mueller Industries, Inc. (d)		2,992		90,328
Mueller Water Products, Inc., Class A (d)		8,505		86,496
Navistar International Corp. *(d)		2,651		82,817
NN, Inc. (d)		2,311		18,973
Nordson Corp. (d)		3,089		437,588
Omega Flex, Inc. (d)		131		9,964
Oshkosh Corp. (d)		3,728		311,549
PACCAR, Inc. (d)		18,257		1,280,546
Parker-Hannifin Corp. (d)		6,882		1,204,901
Park-Ohio Holdings Corp. (d)		516		15,790
Pentair plc (d)		9,173		356,004
Proto Labs, Inc. *(d)		1,453		151,257
RBC Bearings, Inc. *(d)		1,301		211,660
REV Group, Inc. (d)		1,497		21,811
Rexnord Corp. *(d)		5,664		165,899
Snap-on, Inc. (d)		2,948		449,894
Spartan Motors, Inc. (d)		1,867		22,441
SPX Corp. *(d)		2,301		80,305
SPX FLOW, Inc. *(d)		2,259		91,625
Standex International Corp. (d)		662		46,585
Stanley Black & Decker, Inc. (d)		8,167		1,205,368
Tennant Co. (d)		977		74,359
Terex Corp. (d)		3,400		103,530
Timken Co. (The) (d)		3,605		164,785
Titan International, Inc. (d)		3,087		11,669
Toro Co. (The) (d)		5,687		414,127
TriMas Corp. *(d)		2,488		74,615
Trinity Industries, Inc. (d)		5,771		113,112
Twin Disc, Inc. *(d)		458		5,528
Wabash National Corp. (d)		2,971		47,031
WABCO Holdings, Inc. *(d)		2,763		365,849
Wabtec Corp. (d)		8,581		666,572
Watts Water Technologies, Inc., Class A (d)		1,476		137,017
Welbilt, Inc. *(d)		6,935		113,873
Woodward, Inc. (d)		2,953		330,854


Common Stocks (continued)
	Shares		Value


Machinery (continued)
Xylem, Inc. (d)		9,635	$	773,594

				30,601,976





Marine 0.0%^†
Costamare, Inc. (d)		2,947		17,770
Eagle Bulk Shipping, Inc. *(d)		1,999		9,255
Genco Shipping & Trading Ltd. *(d)		686		6,599
Kirby Corp. *(d)		3,187		249,733
Matson, Inc. (d)		2,282		93,357
Safe Bulkers, Inc. *(d)		2,322		4,714
Scorpio Bulkers, Inc. (d)		3,265		19,623

				401,051





Media 0.9%
Altice USA, Inc., Class A *(d)		17,739		457,844
AMC Networks, Inc., Class A *(d)		2,351		125,496
Boston Omaha Corp., Class A *(d)(e)		453		9,581
Cable One, Inc. (d)		237		288,382
Cardlytics, Inc. *(d)(e)		770		21,868
cbdMD, Inc. *(d)		425		1,849
CBS Corp. (Non-Voting), Class B (d)		17,826		918,217
Central European Media Enterprises Ltd., Class A *(d)		4,883		22,950
Charter Communications, Inc., Class A *(d)		8,577		3,305,404
Clear Channel Outdoor Holdings, Inc. *		15,926		48,256
Comcast Corp., Class A (d)		242,733		10,478,784
comScore, Inc. *(d)		2,886		9,524
Cumulus Media, Inc., Class A *(d)		854		12,904
Daily Journal Corp. *(d)		52		12,901
Discovery, Inc., Class A *(d)		27,208		785,821
DISH Network Corp., Class A *(d)		11,990		405,981
Emerald Expositions Events, Inc. (d)		1,456		15,521
Entercom Communications Corp., Class A (d)		6,653		37,789
Entravision Communications Corp., Class A (d)		2,739		8,929
EW Scripps Co. (The), Class A (d)		2,882		44,181
Fluent, Inc. *(d)		1,930		10,036
Fox Corp., Class A (d)		27,685		1,032,147
Gannett Co., Inc. (d)		5,450		55,862
Gray Television, Inc. *(d)		4,906		87,081
Hemisphere Media Group, Inc. *(d)		763		9,393
Interpublic Group of Cos., Inc. (The) (d)		20,769		476,025
John Wiley & Sons, Inc., Class A (d)		2,399		109,178
Lee Enterprises, Inc. *(d)		2,405		5,219
Liberty Broadband Corp., Class A *(d)		6,909		685,803
Liberty Latin America Ltd., Class A *(d)		8,005		131,261
Liberty Media Corp-Liberty SiriusXM *(d)		13,055		545,423
Loral Space & Communications, Inc. *(d)		716		26,342
Marchex, Inc., Class B *(d)		1,563		6,799
MDC Partners, Inc., Class A *(d)		2,564		6,410
Meredith Corp. (d)		2,159		118,443
MSG Networks, Inc., Class A *(d)		3,184		60,464
National CineMedia, Inc. (d)		3,618		25,760
New Media Investment Group, Inc. (d)		3,277		35,293
New York Times Co. (The), Class A (d)		8,746		312,057
News Corp., Class A (d)		27,244		360,523
Nexstar Media Group, Inc., Class A (d)		2,397		243,943
Omnicom Group, Inc. (d)		11,760		943,387
Saga Communications, Inc., Class A (d)		170		5,307
Scholastic Corp. (d)		1,588		54,262
Sinclair Broadcast Group, Inc., Class A (d)		3,261		163,865
Sirius XM Holdings, Inc. (d)(e)		74,345		465,400
TechTarget, Inc. *(d)		1,225		28,200
TEGNA, Inc. (d)		11,677		177,374
Tribune Media Co., Class A (d)		4,704		218,595
Tribune Publishing Co. (d)		793		6,558
WideOpenWest, Inc. *(d)		1,122		8,516

				23,427,108




Metals & Mining 0.3%
AK Steel Holding Corp. *(d)(e)		16,676		47,026


Common Stocks (continued)
	Shares		Value


Metals & Mining (continued)
Alcoa Corp. *(d)		9,993	$	224,743
Allegheny Technologies, Inc. *(d)		6,750		146,947
Carpenter Technology Corp. (d)		2,527		113,740
Century Aluminum Co. *(d)		2,935		21,103
Cleveland-Cliffs, Inc. (d)(e)		15,066		160,604
Coeur Mining, Inc. *(d)		10,777		49,574
Commercial Metals Co. (d)		6,273		109,840
Compass Minerals International, Inc. (d)		1,827		102,038
Freeport-McMoRan, Inc. (d)		77,827		860,767
Gold Resource Corp. (d)		2,570		9,226
Haynes International, Inc. (d)		691		20,564
Hecla Mining Co. (d)		26,348		48,744
Kaiser Aluminum Corp. (d)		853		82,118
Materion Corp. (d)		1,063		66,044
Mayville Engineering Co., Inc. *(d)		293		3,859
Newmont Goldcorp Corp. (d)		43,865		1,601,950
Novagold Resources, Inc. *(d)		12,254		75,607
Nucor Corp. (d)		16,419		892,865
Olympic Steel, Inc. (d)		417		5,246
Ramaco Resources, Inc. *(d)		369		1,797
Reliance Steel & Aluminum Co. (d)		3,476		347,426
Royal Gold, Inc. (d)		3,484		398,744
Ryerson Holding Corp. *(d)		727		5,932
Schnitzer Steel Industries, Inc., Class A (d)		1,408		37,495
Southern Copper Corp. (d)		4,419		158,156
Steel Dynamics, Inc. (d)		11,411		359,561
SunCoke Energy, Inc. *(d)		4,680		35,521
Synalloy Corp. (d)		371		6,300
TimkenSteel Corp. *(d)		2,302		16,091
United States Steel Corp. (d)(e)		9,226		138,667
Warrior Met Coal, Inc. (d)		2,770		68,530
Worthington Industries, Inc. (d)		2,129		85,628

				6,302,453





Mortgage Real Estate Investment Trusts (REITs) 0.2%
AG Mortgage Investment Trust, Inc. (d)		1,712		28,008
AGNC Investment Corp. (d)		28,985		496,803
Annaly Capital Management, Inc. (d)		78,143		746,266
Anworth Mortgage Asset Corp. (d)		5,874		22,615
Apollo Commercial Real Estate Finance, Inc. (d)		8,064		151,764
Ares Commercial Real Estate Corp. (d)		1,602		24,302
Arlington Asset Investment Corp., Class A (d)		2,182		14,358
ARMOUR Residential REIT, Inc. (d)		3,258		58,220
Blackstone Mortgage Trust, Inc., Class A (d)		6,710		238,339
Capstead Mortgage Corp. (d)		4,716		39,756
Cherry Hill Mortgage Investment Corp. (d)		708		10,967
Chimera Investment Corp. (d)		9,884		190,564
Colony Credit Real Estate, Inc. (d)		4,407		71,393
Dynex Capital, Inc. (d)		1,085		17,685
Ellington Financial, Inc. (d)		1,466		25,626
Exantas Capital Corp. (d)		1,716		19,202
Granite Point Mortgage Trust, Inc. (d)		2,861		54,645
Great Ajax Corp. (d)		726		10,099
Invesco Mortgage Capital, Inc. (d)		7,058		116,316
KKR Real Estate Finance Trust, Inc. (d)		1,350		27,041
Ladder Capital Corp. (d)		5,507		92,683
MFA Financial, Inc. (d)		23,910		171,674
New Residential Investment Corp. (d)		22,370		350,985
New York Mortgage Trust, Inc. (d)		11,012		67,283
Orchid Island Capital, Inc. (d)		3,133		19,393
PennyMac Mortgage Investment Trust (d)		4,038		88,957
Ready Capital Corp. (d)		1,661		25,530
Redwood Trust, Inc. (d)		5,267		89,118
Starwood Property Trust, Inc. (d)		14,625		339,739
TPG RE Finance Trust, Inc. (d)		2,672		52,772
Two Harbors Investment Corp. (d)		14,572		196,139
Western Asset Mortgage Capital Corp. (d)		2,127		21,610

				3,879,852


Common Stocks (continued)
	Shares		Value


Multiline Retail 0.3%
Big Lots, Inc. (d)		1,805	$	46,208
Dillard’s, Inc., Class A (d)(e)		479		34,862
Dollar General Corp. (d)		13,895		1,862,208
Dollar Tree, Inc. *(d)		12,547		1,276,657
JC Penney Co., Inc. *(d)(e)		17,618		14,015
Kohl’s Corp. (d)		8,719		469,605
Macy’s, Inc. (d)		16,086		365,635
Nordstrom, Inc. (d)(e)		5,427		179,688
Ollie’s Bargain Outlet Holdings, Inc. *(d)		2,827		239,419
Target Corp. (d)		26,720		2,308,608

				6,796,905





Multi-Utilities 0.6%
Ameren Corp. (d)		13,170		996,837
Avista Corp. (d)		3,507		161,427
Black Hills Corp. (d)		3,225		255,259
CenterPoint Energy, Inc. (d)		27,047		784,634
CMS Energy Corp. (d)		15,257		888,263
Consolidated Edison, Inc. (d)		17,649		1,499,459
Dominion Energy, Inc. (d)		43,228		3,211,408
DTE Energy Co. (d)		9,839		1,250,635
MDU Resources Group, Inc. (d)		10,200		272,748
NiSource, Inc. (d)		20,020		594,394
NorthWestern Corp. (d)		2,738		191,441
Public Service Enterprise Group, Inc. (d)		27,200		1,554,480
Sempra Energy (d)		14,777		2,001,249
Unitil Corp. (d)		802		46,973
WEC Energy Group, Inc. (d)		16,953		1,448,803

				15,158,010





Oil, Gas & Consumable Fuels 2.6%
Abraxas Petroleum Corp. *(d)		7,242		6,303
Altus Midstream Co. *(d)(e)		2,273		7,296
Anadarko Petroleum Corp. (d)		26,898		1,981,307
Antero Midstream Corp. (d)		12,218		111,428
Antero Resources Corp. *(d)(e)		14,282		65,840
Apache Corp. (d)		20,245		494,383
Arch Coal, Inc., Class A (d)		901		80,333
Ardmore Shipping Corp. *(d)		2,018		14,812
Berry Petroleum Corp. (d)		3,416		33,477
Bonanza Creek Energy, Inc. *(d)		1,066		23,239
Brigham Minerals, Inc., Class A *(d)(e)		884		18,962
Cabot Oil & Gas Corp. (d)		22,023		421,961
California Resources Corp. *(d)(e)		2,514		38,489
Callon Petroleum Co. *(d)		12,348		60,752
Carrizo Oil & Gas, Inc. *(d)		4,910		46,792
Centennial Resource Development, Inc., Class A *(d)		9,992		59,452
Chaparral Energy, Inc., Class A *(d)		1,389		4,931
Cheniere Energy, Inc. *(d)		12,503		814,570
Chesapeake Energy Corp. *(d)(e)		71,225		128,917
Chevron Corp. (d)		103,360		12,724,650
Cimarex Energy Co. (d)		5,412		274,226
Clean Energy Fuels Corp. *(d)		7,516		20,068
CNX Resources Corp. *(d)		10,400		85,488
Comstock Resources, Inc. *(d)(e)		679		4,638
Concho Resources, Inc. (d)		10,712		1,046,348
ConocoPhillips (d)		60,850		3,595,018
CONSOL Energy, Inc. *(d)		1,442		30,989
Continental Resources, Inc. *(d)		4,690		174,327
Contura Energy, Inc. *(d)		1,017		36,439
CVR Energy, Inc. (d)		1,583		84,010
Delek US Holdings, Inc. (d)		4,082		175,853
Denbury Resources, Inc. *(d)(e)		23,892		26,998
Devon Energy Corp. (d)		22,333		602,991
DHT Holdings, Inc. (d)		4,805		27,148
Diamond S Shipping, Inc. *(d)		1,315		15,714
Diamondback Energy, Inc. (d)		8,847		915,045
Dorian LPG Ltd. *(d)		1,674		15,317
Earthstone Energy, Inc., Class A *(d)		881		3,859
Energy Fuels, Inc. *(d)(e)		5,271		9,593
EOG Resources, Inc. (d)		31,173		2,676,202
EQT Corp. (d)		13,800		208,518
Equitrans Midstream Corp. (d)		11,061		183,502
Evolution Petroleum Corp. (d)		1,231		7,509


Common Stocks (continued)
	Shares		Value


Oil, Gas & Consumable Fuels (continued)
Extraction Oil & Gas, Inc. *(d)(e)		5,780	$	21,444
Exxon Mobil Corp. (d)		229,221		17,044,874
Falcon Minerals Corp. (d)		2,189		17,315
GasLog Ltd. (d)		2,179		31,029
Golar LNG Ltd. (d)		5,114		86,631
Goodrich Petroleum Corp. *(d)		407		4,685
Green Plains, Inc. (d)		2,168		21,875
Gulfport Energy Corp. *(d)		8,953		33,842
Hallador Energy Co. (d)		918		4,920
Hess Corp. (d)		14,479		938,818
HighPoint Resources Corp. *(d)		5,108		6,385
HollyFrontier Corp. (d)		8,528		424,439
International Seaways, Inc. *(d)		1,361		23,151
Isramco, Inc. *(d)		33		3,967
Jagged Peak Energy, Inc. *(d)		3,592		26,365
Kinder Morgan, Inc. (d)		104,665		2,158,192
Kosmos Energy Ltd. (d)		19,529		117,369
Laredo Petroleum, Inc. *(d)		9,690		32,171
Magnolia Oil & Gas Corp., Class A *(d)		5,420		60,596
Marathon Oil Corp. (d)		44,026		619,446
Marathon Petroleum Corp. (d)		35,286		1,989,778
Matador Resources Co. *(d)		5,988		105,568
Midstates Petroleum Co., Inc. *(d)		590		2,684
Montage Resources Corp. *(d)		949		3,170
Murphy Oil Corp. (d)		8,860		212,994
NACCO Industries, Inc., Class A (d)		164		8,717
NextDecade Corp. *(d)		515		2,534
Noble Energy, Inc. (d)		25,559		564,343
Nordic American Tankers Ltd. (d)		7,927		16,013
Northern Oil and Gas, Inc. *(d)		14,574		23,610
Oasis Petroleum, Inc. *(d)		17,114		83,345
Occidental Petroleum Corp. (d)		40,429		2,076,433
ONEOK, Inc. (d)		21,996		1,541,480
Overseas Shipholding Group, Inc., Class A *(d)		2,912		5,678
Panhandle Oil and Gas, Inc., Class A (d)		990		11,692
Par Pacific Holdings, Inc. *(d)		1,862		42,938
Parsley Energy, Inc., Class A *(d)		14,525		240,970
PBF Energy, Inc., Class A (d)		6,433		179,674
PDC Energy, Inc. *(d)		3,554		102,106
Peabody Energy Corp. (d)		3,800		80,028
Penn Virginia Corp. *(d)		727		24,892
Phillips 66 (d)		24,460		2,508,618
Pioneer Natural Resources Co. (d)		9,006		1,243,188
PrimeEnergy Resources Corp. *(d)		23		2,779
QEP Resources, Inc. *(d)		12,887		63,791
Range Resources Corp. (d)		11,246		63,990
Renewable Energy Group, Inc. *(d)		1,930		26,229
REX American Resources Corp. *(d)		307		22,902
Ring Energy, Inc. *(d)		2,692		6,595
Roan Resources, Inc. *(d)		1,622		1,946
Rosehill Resources, Inc. *(d)		474		1,337
SandRidge Energy, Inc. *(d)		1,388		9,369
Scorpio Tankers, Inc. (d)		2,335		61,200
SemGroup Corp., Class A (d)		4,311		54,620
Ship Finance International Ltd. (d)		4,360		57,334
SilverBow Resources, Inc. *(d)		322		3,346
SM Energy Co. (d)		6,031		60,129
Southwestern Energy Co. *(d)		29,349		64,568
SRC Energy, Inc. *(d)		13,207		53,885
Talos Energy, Inc. *(d)		1,092		22,473
Targa Resources Corp. (d)		12,324		479,527
Teekay Corp. (d)(e)		3,074		14,017
Teekay Tankers Ltd., Class A *(d)		8,668		10,662
Tellurian, Inc. *(d)(e)		5,003		30,869
Unit Corp. *(d)		2,786		18,109
Uranium Energy Corp. *(d)(e)		8,005		7,928
Valero Energy Corp. (d)		22,453		1,914,118
W&T Offshore, Inc. *(d)		5,382		24,165
Whiting Petroleum Corp. *(d)		4,902		86,667
Williams Cos., Inc. (The) (d)		65,212		1,606,824
World Fuel Services Corp. (d)		3,543		138,319
WPX Energy, Inc. *(d)		22,713		237,124

				65,250,483


Common Stocks (continued)
	Shares		Value


Paper & Forest Products 0.0%^†
Boise Cascade Co. (d)		2,028	$	54,756
Clearwater Paper Corp. *(d)		922		18,099
Domtar Corp. (d)		3,363		142,759
Louisiana-Pacific Corp. (d)		6,680		174,615
Neenah, Inc. (d)		915		60,125
PH Glatfelter Co. (d)		2,334		38,091
Schweitzer-Mauduit International, Inc. (d)		1,644		56,603
Verso Corp., Class A *(d)		1,852		29,965

				575,013





Personal Products 0.1%
Coty, Inc., Class A (d)		15,490		168,996
Edgewell Personal Care Co. *(d)		2,893		88,034
elf Beauty, Inc. *(d)		1,450		24,056
Estee Lauder Cos., Inc. (The), Class A (d)		11,564		2,129,973
Herbalife Nutrition Ltd. *(d)		5,481		224,831
Inter Parfums, Inc. (d)		911		63,114
Lifevantage Corp. *(d)		638		7,401
Medifast, Inc. (d)		613		68,441
Nature’s Sunshine Products, Inc. *(d)		396		3,576
Nu Skin Enterprises, Inc., Class A (d)		2,955		118,141
Revlon, Inc., Class A *(d)(e)		313		6,235
USANA Health Sciences, Inc. *(d)		725		49,336
Youngevity International, Inc. *(d)(e)		370		1,735

				2,953,869





Pharmaceuticals 2.4%
AcelRx Pharmaceuticals, Inc. *(d)(e)		3,543		9,247
Acer Therapeutics, Inc. *(d)(e)		227		679
Aclaris Therapeutics, Inc. *(d)		1,401		1,793
Aerie Pharmaceuticals, Inc. *(d)		2,281		49,429
Akorn, Inc. *(d)		4,968		18,481
Allergan plc (d)		17,623		2,828,492
Amneal Pharmaceuticals, Inc. *(d)		4,738		17,341
Amphastar Pharmaceuticals, Inc. *(d)		1,943		39,152
ANI Pharmaceuticals, Inc. *(d)		507		42,887
Arvinas, Inc. *(d)		951		25,373
Assertio Therapeutics, Inc. *(d)		3,043		10,438
Axsome Therapeutics, Inc. *(d)(e)		1,322		33,711
BioDelivery Sciences International, Inc. *(d)		4,536		16,829
Bristol-Myers Squibb Co. (d)		88,092		3,912,166
Catalent, Inc. *(d)		7,834		442,543
Cerecor, Inc. *(d)		955		3,849
Chiasma, Inc. *(d)		1,171		6,429
Collegium Pharmaceutical, Inc. *(d)		1,717		18,836
Corcept Therapeutics, Inc. *(d)		5,245		59,059
CorMedix, Inc. *(d)(e)		1,064		10,310
Cymabay Therapeutics, Inc. *(d)		3,753		23,194
Dermira, Inc. *(d)		2,519		22,192
Dova Pharmaceuticals, Inc. *(d)		370		5,916
Elanco Animal Health, Inc. *(d)		20,165		664,638
Eli Lilly & Co. (d)		46,392		5,054,408
Eloxx Pharmaceuticals, Inc. *(d)(e)		1,027		8,380
Endo International plc *(d)		12,221		38,741
Evofem Biosciences, Inc. *(d)		635		3,086
Evolus, Inc. *(d)(e)		499		8,857
EyePoint Pharmaceuticals, Inc. *(d)		2,745		3,816
Horizon Therapeutics plc *(d)		9,935		247,282
Innoviva, Inc. *(d)		3,308		39,299
Intersect ENT, Inc. *(d)		1,603		31,691
Intra-Cellular Therapies, Inc. *(d)		2,459		20,533
Jazz Pharmaceuticals plc *(d)		2,988		416,467
Johnson & Johnson (d)		142,973		18,617,944
Kala Pharmaceuticals, Inc. *(d)(e)		993		5,839
Kaleido Biosciences, Inc. *(d)		228		1,749
Lannett Co., Inc. *(d)		1,431		10,117
Liquidia Technologies, Inc. *(d)		604		4,415
Mallinckrodt plc *(d)(e)		4,677		31,850
Marinus Pharmaceuticals, Inc. *(d)(e)		2,275		2,503
Menlo Therapeutics, Inc. *(d)		698		2,645
Merck & Co., Inc. (d)		138,825		11,521,087
Mylan NV *(d)		27,809		581,208
MyoKardia, Inc. *(d)		2,394		130,305


Common Stocks (continued)
	Shares		Value


Pharmaceuticals (continued)
Nektar Therapeutics *(d)		8,738	$	248,684
NGM Biopharmaceuticals, Inc. *(d)(e)		306		4,305
Ocular Therapeutix, Inc. *(d)(e)		1,706		7,933
Odonate Therapeutics, Inc. *(d)		462		18,827
Omeros Corp. *(d)(e)		2,557		39,659
Optinose, Inc. *(d)		1,127		6,052
Osmotica Pharmaceuticals plc *(d)		358		1,167
Pacira BioSciences, Inc. *(d)		2,183		95,812
Paratek Pharmaceuticals, Inc. *(d)(e)		1,459		4,713
Perrigo Co. plc (d)		6,795		366,998
Pfizer, Inc. (d)		300,579		11,674,488
Phibro Animal Health Corp., Class A (d)		1,121		34,897
Prestige Consumer Healthcare, Inc. *(d)		2,790		96,534
Reata Pharmaceuticals, Inc., Class A *(d)		1,076		97,539
resTORbio, Inc. *(d)		682		7,420
Revance Therapeutics, Inc. *(d)		2,316		29,135
SIGA Technologies, Inc. *(d)		3,174		17,774
Strongbridge Biopharma plc *(d)(e)		1,652		4,295
Supernus Pharmaceuticals, Inc. *(d)		2,679		89,398
TherapeuticsMD, Inc. *(d)(e)		10,578		22,743
Theravance Biopharma, Inc. *(d)		2,266		47,246
Tricida, Inc. *(d)(e)		1,168		36,862
Verrica Pharmaceuticals, Inc. *(d)		585		7,160
WaVe Life Sciences Ltd. *(d)		1,158		24,793
Xeris Pharmaceuticals, Inc. *(d)		1,569		18,357
Zoetis, Inc. (d)		25,851		2,970,021
Zogenix, Inc. *(d)		2,290		110,309
Zynerba Pharmaceuticals, Inc. *(d)		1,235		13,079

				61,141,406





Professional Services 0.3%
Acacia Research Corp. *(d)		2,182		6,088
ASGN, Inc. *(d)		2,741		172,820
Barrett Business Services, Inc. (d)		388		33,950
BG Staffing, Inc. (d)		447		7,429
CBIZ, Inc. *(d)		2,720		63,566
CoStar Group, Inc. *(d)		1,940		1,193,876
CRA International, Inc. (d)		455		19,756
Equifax, Inc. (d)		6,480		901,303
Exponent, Inc. (d)		2,780		191,264
Forrester Research, Inc. (d)		599		28,351
Franklin Covey Co. *(d)		559		20,404
FTI Consulting, Inc. *(d)		2,019		210,885
GP Strategies Corp. *(d)		575		9,131
Heidrick & Struggles International, Inc. (d)		1,040		30,888
Huron Consulting Group, Inc. *(d)		1,226		74,749
ICF International, Inc. (d)		994		84,679
IHS Markit Ltd. *(d)		21,345		1,375,045
InnerWorkings, Inc. *(d)		1,993		7,294
Insperity, Inc. (d)		2,055		218,549
Kelly Services, Inc., Class A (d)		1,776		49,426
Kforce, Inc. (d)		1,250		42,613
Korn Ferry (d)		3,029		118,979
ManpowerGroup, Inc. (d)		3,208		293,051
Mistras Group, Inc. *(d)		1,075		16,297
Navigant Consulting, Inc. (d)		2,044		49,792
Nielsen Holdings plc (d)		19,164		443,838
Resources Connection, Inc. (d)		1,659		29,198
Robert Half International, Inc. (d)		6,240		376,958
TransUnion (d)		10,080		834,523
TriNet Group, Inc. *(d)		2,387		175,540
TrueBlue, Inc. *(d)		2,106		41,636
Upwork, Inc. *(d)		2,962		48,695
Verisk Analytics, Inc. (d)		8,590		1,303,275
WageWorks, Inc. *(d)		2,144		109,709
Willdan Group, Inc. *(d)		551		19,274

				8,602,831





Real Estate Management & Development 0.1%
Altisource Portfolio Solutions SA *(d)		267		5,607
American Realty Investors, Inc. *(d)		109		1,714
CBRE Group, Inc., Class A *(d)		17,995		953,915
Consolidated-Tomoka Land Co. (d)		288		18,063
Cushman & Wakefield plc *(d)		5,457		108,267


Common Stocks (continued)
	Shares		Value


Real Estate Management & Development (continued)
eXp World Holdings, Inc. *(d)		717	$	7,579
Forestar Group, Inc. *(d)(e)		479		9,896
FRP Holdings, Inc. *(d)		402		19,931
Griffin Industrial Realty, Inc. (d)		42		1,632
Howard Hughes Corp. (The) *(d)		2,154		290,790
Jones Lang LaSalle, Inc. (d)		2,759		401,959
Kennedy-Wilson Holdings, Inc. (d)		6,679		143,732
Marcus & Millichap, Inc. *(d)		1,240		41,168
Maui Land & Pineapple Co., Inc. *(d)		304		3,444
Newmark Group, Inc., Class A (d)		7,721		76,129
Rafael Holdings, Inc., Class B *(d)		607		12,565
RE/MAX Holdings, Inc., Class A (d)		981		28,527
Realogy Holdings Corp. (d)(e)		5,870		30,583
Redfin Corp. *(d)(e)		4,729		85,311
RMR Group, Inc. (The), Class A (d)		773		38,063
St Joe Co. (The) *(d)(e)		1,906		36,671
Stratus Properties, Inc. *(d)		264		7,450
Tejon Ranch Co. *(d)		1,172		21,717
Transcontinental Realty Investors, Inc. *(d)		47		1,191

				2,345,904





Road & Rail 0.7%
AMERCO (d)		479		185,373
ArcBest Corp. (d)		1,332		39,867
Avis Budget Group, Inc. *(d)		3,166		115,211
Covenant Transportation Group, Inc., Class A *(d)		569		9,588
CSX Corp. (d)		41,444		2,917,657
Daseke, Inc. *(d)		2,061		7,626
Genesee & Wyoming, Inc., Class A *(d)		3,012		330,748
Heartland Express, Inc. (d)		2,440		48,409
Hertz Global Holdings, Inc. *(d)		5,332		82,753
JB Hunt Transport Services, Inc. (d)		4,681		479,194
Kansas City Southern (d)		5,413		669,805
Knight-Swift Transportation Holdings, Inc. (d)		6,732		241,275
Landstar System, Inc. (d)		2,151		239,342
Lyft, Inc., Class A *(d)(e)		1,753		106,705
Marten Transport Ltd. (d)		2,031		40,762
Norfolk Southern Corp. (d)		14,341		2,740,852
Old Dominion Freight Line, Inc. (d)		3,520		587,769
PAM Transportation Services, Inc. *(d)		86		5,023
Roadrunner Transportation Systems, Inc. *(d)		163		1,579
Ryder System, Inc. (d)		2,807		149,501
Saia, Inc. *(d)		1,406		107,278
Schneider National, Inc., Class B (d)		3,073		59,309
Uber Technologies, Inc. *(d)(e)		9,683		408,041
Union Pacific Corp. (d)		38,139		6,863,113
Universal Logistics Holdings, Inc. (d)		377		7,423
US Xpress Enterprises, Inc., Class A *(d)		978		4,978
Werner Enterprises, Inc. (d)		2,451		81,251
YRC Worldwide, Inc. *(d)		1,497		4,880

				16,535,312





Semiconductors & Semiconductor Equipment 2.3%
Adesto Technologies Corp. *(d)		1,208		10,292
Advanced Energy Industries, Inc. *(d)		2,046		119,486
Advanced Micro Devices, Inc. *(d)		53,856		1,639,915
Alpha & Omega Semiconductor Ltd. *(d)		907		9,206
Ambarella, Inc. *(d)		1,703		85,065
Amkor Technology, Inc. *(d)		5,395		49,796
Analog Devices, Inc. (d)		19,696		2,313,492
Applied Materials, Inc. (d)		50,992		2,517,475
Aquantia Corp. *(d)		1,554		20,404
Axcelis Technologies, Inc. *(d)		1,781		28,585
AXT, Inc. *(d)		1,734		7,404
Broadcom, Inc. (d)		20,811		6,034,982
Brooks Automation, Inc. (d)		3,805		147,634
Cabot Microelectronics Corp. (d)		1,552		188,801
CEVA, Inc. *(d)		1,189		33,030
Cirrus Logic, Inc. *(d)		3,179		155,930
Cohu, Inc. (d)		2,209		33,488
Cree, Inc. *(d)		5,675		352,872


Common Stocks (continued)
	Shares		Value


Semiconductors & Semiconductor Equipment (continued)
Cypress Semiconductor Corp. (d)		19,593	$	450,051
Diodes, Inc. *(d)		2,206		93,976
DSP Group, Inc. *(d)		1,241		20,005
Enphase Energy, Inc. *(d)		4,994		140,581
Entegris, Inc. (d)		7,243		315,143
First Solar, Inc. *(d)		4,415		284,723
FormFactor, Inc. *(d)		4,052		67,993
GSI Technology, Inc. *(d)		693		5,696
Ichor Holdings Ltd. *(d)		1,184		29,849
Impinj, Inc. *(d)(e)		787		28,489
Inphi Corp. *(d)		2,408		144,986
Intel Corp. (d)		241,380		12,201,759
KLA Corp. (d)		8,609		1,173,579
Lam Research Corp. (d)		8,050		1,679,311
Lattice Semiconductor Corp. *(d)		6,670		128,998
MACOM Technology Solutions Holdings, Inc. *(d)		2,505		49,148
Marvell Technology Group Ltd. (d)		35,298		926,925
Maxim Integrated Products, Inc. (d)		14,605		864,470
MaxLinear, Inc. *(d)		3,500		76,930
Microchip Technology, Inc. (d)		12,556		1,185,538
Micron Technology, Inc. *(d)		59,649		2,677,644
MKS Instruments, Inc. (d)		2,906		247,388
Monolithic Power Systems, Inc. (d)		2,239		331,730
Nanometrics, Inc. *(d)		1,246		39,100
NeoPhotonics Corp. *(d)		1,715		7,872
NVE Corp. (d)		268		18,015
NVIDIA Corp. (d)		31,404		5,298,483
ON Semiconductor Corp. *(d)		21,946		472,058
PDF Solutions, Inc. *(d)		1,565		20,893
Photronics, Inc. *(d)		3,501		33,715
Power Integrations, Inc. (d)		1,526		138,973
Qorvo, Inc. *(d)		6,575		481,882
QUALCOMM, Inc. (d)		65,409		4,785,322
Rambus, Inc. *(d)		6,053		75,420
Rudolph Technologies, Inc. *(d)		1,675		45,091
Semtech Corp. *(d)		3,529		186,578
Silicon Laboratories, Inc. *(d)		2,300		258,083
Skyworks Solutions, Inc. (d)		9,266		790,205
SMART Global Holdings, Inc. *(d)		765		23,287
SunPower Corp. *(d)		3,375		39,454
Synaptics, Inc. *(d)		1,908		61,399
Teradyne, Inc. (d)		9,206		513,050
Texas Instruments, Inc. (d)		50,425		6,303,629
Ultra Clean Holdings, Inc. *(d)		2,090		30,493
Universal Display Corp. (d)		2,300		485,484
Veeco Instruments, Inc. *(d)		2,606		31,037
Versum Materials, Inc. (d)		5,897		306,526
Xilinx, Inc. (d)		13,694		1,563,992
Xperi Corp. (d)		2,603		55,574

				58,938,384





Software 4.5%
2U, Inc. *(d)		2,915		37,312
8x8, Inc. *(d)		5,091		123,049
A10 Networks, Inc. *(d)		3,119		23,642
ACI Worldwide, Inc. *(d)		5,859		196,628
Adobe, Inc. *(d)		26,189		7,826,845
Agilysys, Inc. *(d)		971		23,819
Alarm.com Holdings, Inc. *(d)		1,976		98,622
Altair Engineering, Inc., Class A *(d)		2,074		86,299
Alteryx, Inc., Class A *(d)		2,448		287,738
American Software, Inc., Class A (d)		1,590		21,179
Anaplan, Inc. *(d)		4,417		251,504
ANSYS, Inc. *(d)		4,495		913,024
Appfolio, Inc., Class A *(d)		805		77,723
Appian Corp. *(d)(e)		1,678		65,929
Aspen Technology, Inc. *(d)		3,703		488,315
Atlassian Corp. plc, Class A *(d)		5,685		796,582
Autodesk, Inc. *(d)		11,783		1,840,151
Avalara, Inc. *(d)		2,299		187,323
Avaya Holdings Corp. *(d)		5,851		70,446
Benefitfocus, Inc. *(d)		1,622		40,534
Blackbaud, Inc. (d)		2,620		238,420
Blackline, Inc. *(d)		2,294		102,312


Common Stocks (continued)
	Shares		Value


Software (continued)
Bottomline Technologies DE, Inc. *(d)		2,304	$	96,975
Box, Inc., Class A *(d)		7,730		127,854
Cadence Design Systems, Inc. *(d)		14,972		1,106,581
Carbon Black, Inc. *(d)		3,002		55,867
CDK Global, Inc. (d)		6,558		340,163
Ceridian HCM Holding, Inc. *(d)		3,346		178,375
ChannelAdvisor Corp. *(d)		1,627		14,855
Cision Ltd. *(d)		5,051		52,480
Citrix Systems, Inc. (d)		6,754		636,497
Cloudera, Inc. *(d)(e)		12,673		75,785
CommVault Systems, Inc. *(d)		1,846		83,882
Cornerstone OnDemand, Inc. *(d)		2,993		177,186
Coupa Software, Inc. *(d)		3,272		444,043
Digimarc Corp. *(d)(e)		617		27,876
Digital Turbine, Inc. *(d)		4,290		23,295
DocuSign, Inc. *(d)		8,222		425,242
Domo, Inc., Class B *(d)		931		25,826
Dropbox, Inc., Class A *(d)		11,378		268,066
Ebix, Inc. (d)(e)		1,213		55,834
eGain Corp. *(d)		923		7,144
Elastic NV *(d)(e)		2,010		198,648
Envestnet, Inc. *(d)		2,559		182,738
Everbridge, Inc. *(d)		1,750		179,025
Fair Isaac Corp. *(d)		1,521		528,426
FireEye, Inc. *(d)		10,766		161,490
Five9, Inc. *(d)		3,143		155,170
ForeScout Technologies, Inc. *(d)		2,192		81,893
Fortinet, Inc. *(d)		7,727		620,555
GTY Technology Holdings, Inc. *(d)		1,362		9,480
Guidewire Software, Inc. *(d)		4,390		448,131
HubSpot, Inc. *(d)		2,142		382,818
Ideanomics, Inc. *(d)(e)		2,262		4,298
Instructure, Inc. *(d)		1,801		71,482
Intelligent Systems Corp. *(d)(e)		310		15,218
Intuit, Inc. (d)		13,376		3,709,299
j2 Global, Inc. (d)		2,487		221,567
LivePerson, Inc. *(d)		3,304		109,660
LogMeIn, Inc. (d)		2,645		200,941
Majesco *(d)		337		3,175
Manhattan Associates, Inc. *(d)		3,468		294,745
Medallia, Inc. *		120		4,782
Microsoft Corp. (d)		407,750		55,564,092
MicroStrategy, Inc., Class A *(d)		434		59,341
Mitek Systems, Inc. *(d)		1,672		16,787
MobileIron, Inc. *(d)		5,156		35,576
Model N, Inc. *(d)		1,744		38,124
Monotype Imaging Holdings, Inc. (d)		2,240		44,733
New Relic, Inc. *(d)		2,408		224,353
Nuance Communications, Inc. *(d)		14,961		248,951
Nutanix, Inc., Class A *(d)		7,556		171,521
OneSpan, Inc. *(d)		1,772		25,907
Oracle Corp. (d)		123,706		6,964,648
Pagerduty, Inc. *(d)(e)		564		24,929
Palo Alto Networks, Inc. *(d)		4,962		1,124,091
Paycom Software, Inc. *(d)		2,647		637,265
Paylocity Holding Corp. *(d)		1,750		178,657
Pegasystems, Inc. (d)		2,058		155,585
Phunware, Inc. *(d)		186		318
Pluralsight, Inc., Class A *(d)		3,287		100,878
Progress Software Corp. (d)		2,379		102,987
Proofpoint, Inc. *(d)		2,948		372,038
PROS Holdings, Inc. *(d)		1,758		127,209
PTC, Inc. *(d)		5,576		377,941
Q2 Holdings, Inc. *(d)		2,158		172,359
QAD, Inc., Class A (d)		602		25,970
Qualys, Inc. *(d)		1,827		158,145
Rapid7, Inc. *(d)		2,586		156,841
RealPage, Inc. *(d)		4,302		268,789
Rimini Street, Inc. *(d)		891		4,393
RingCentral, Inc., Class A *(d)		3,779		536,542
SailPoint Technologies Holding, Inc. *(d)		4,534		95,849
salesforce.com, Inc. *(d)		39,607		6,119,281
SecureWorks Corp., Class A *(d)(e)		379		4,525
ServiceNow, Inc. *(d)		9,853		2,733,124
SharpSpring, Inc. *(d)		387		3,684


Common Stocks (continued)
	Shares		Value


Software (continued)
ShotSpotter, Inc. *(d)(e)		449	$	16,878
Smartsheet, Inc., Class A *(d)		4,586		228,887
SolarWinds Corp. *(d)		2,414		43,259
Splunk, Inc. *(d)		7,999		1,082,345
SPS Commerce, Inc. *(d)		961		107,469
SS&C Technologies Holdings, Inc. (d)		11,925		571,804
SVMK, Inc. *(d)		4,509		76,518
Symantec Corp. (d)		32,232		694,922
Synchronoss Technologies, Inc. *(d)		2,227		18,016
Synopsys, Inc. *(d)		8,023		1,065,133
Tableau Software, Inc., Class A *(d)		4,091		693,547
Telaria, Inc. *(d)		2,453		19,869
Telenav, Inc. *(d)		1,890		17,823
Tenable Holdings, Inc. *(d)		1,925		48,241
Teradata Corp. *(d)		6,248		228,802
TiVo Corp. (d)		6,437		48,792
Trade Desk, Inc. (The), Class A *(d)		2,040		537,152
Tyler Technologies, Inc. *(d)		2,034		474,634
Upland Software, Inc. *(d)		1,212		53,316
Varonis Systems, Inc. *(d)		1,596		114,768
Verint Systems, Inc. *(d)		3,497		202,371
VirnetX Holding Corp. *(d)(e)		3,355		24,525
VMware, Inc., Class A (d)		4,186		730,415
Workday, Inc., Class A *(d)		8,541		1,708,029
Workiva, Inc. *(d)		1,882		108,196
Yext, Inc. *(d)		4,943		102,864
Zendesk, Inc. *(d)		5,839		487,907
Zix Corp. *(d)		2,864		26,091
Zscaler, Inc. *(d)		3,297		277,838
Zuora, Inc., Class A *(d)		4,566		68,536

				112,359,143





Specialty Retail 1.4%
Aaron’s, Inc. (d)		3,619		228,178
Abercrombie & Fitch Co., Class A (d)		3,617		68,470
Advance Auto Parts, Inc. (d)		3,683		554,807
American Eagle Outfitters, Inc. (d)		8,715		154,168
America’s Car-Mart, Inc. *(d)		335		30,204
Asbury Automotive Group, Inc. *(d)		1,046		96,316
Ascena Retail Group, Inc. *(d)		7,128		3,166
At Home Group, Inc. *(d)		2,492		14,927
AutoNation, Inc. *(d)		2,906		141,464
AutoZone, Inc. *(d)		1,338		1,502,628
Barnes & Noble Education, Inc. *(d)		1,773		6,206
Barnes & Noble, Inc. (d)		3,394		22,129
Bed Bath & Beyond, Inc. (d)(e)		6,823		66,251
Best Buy Co., Inc. (d)		12,311		942,161
Boot Barn Holdings, Inc. *(d)		1,515		47,404
Buckle, Inc. (The) (d)(e)		1,586		32,275
Burlington Stores, Inc. *(d)		3,505		633,529
Caleres, Inc. (d)		2,100		39,438
Camping World Holdings, Inc., Class A (d)(e)		1,881		22,064
CarMax, Inc. *(d)		8,940		784,574
Carvana Co. *(d)(e)		2,124		135,001
Cato Corp. (The), Class A (d)		1,064		15,290
Chico’s FAS, Inc. (d)		6,387		20,375
Children’s Place, Inc. (The) (d)(e)		829		80,968
Citi Trends, Inc. (d)		513		7,875
Conn’s, Inc. *(d)(e)		970		20,176
Container Store Group, Inc. (The) *(d)		718		4,387
Designer Brands, Inc., Class A (d)		3,423		62,915
Dick’s Sporting Goods, Inc. (d)		3,677		136,674
Express, Inc. *(d)		4,013		9,912
Five Below, Inc. *(d)		2,970		348,856
Floor & Decor Holdings, Inc., Class A *(d)		3,581		140,196
Foot Locker, Inc. (d)		6,033		247,715
GameStop Corp., Class A (d)(e)		5,207		20,932
Gap, Inc. (The) (d)		11,776		229,632
Genesco, Inc. *(d)		963		37,923
GNC Holdings, Inc., Class A *(d)(e)		3,665		7,623
Group 1 Automotive, Inc. (d)		931		78,167
Guess?, Inc. (d)(e)		3,184		53,650
Haverty Furniture Cos., Inc. (d)		1,026		18,581


Common Stocks (continued)
	Shares		Value


Specialty Retail (continued)
Hibbett Sports, Inc. *(d)		981	$	18,050
Home Depot, Inc. (The) (d)		59,270		12,665,406
Hudson Ltd., Class A *(d)		1,792		22,902
J. Jill, Inc. (d)(e)		762		1,631
L Brands, Inc. (d)		12,378		321,209
Lithia Motors, Inc., Class A (d)		1,191		157,069
Lowe’s Cos., Inc. (d)		42,855		4,345,497
Lumber Liquidators Holdings, Inc. *(d)(e)		1,622		14,225
MarineMax, Inc. *(d)		1,298		20,041
Michaels Cos., Inc. (The) *(d)		4,462		30,654
Monro, Inc. (d)		1,750		147,368
Murphy USA, Inc. *(d)		1,634		144,380
National Vision Holdings, Inc. *(d)		3,670		115,935
Office Depot, Inc. (d)		29,620		60,425
O’Reilly Automotive, Inc. *(d)		4,121		1,569,112
Party City Holdco, Inc. *(d)(e)		2,987		19,057
Penske Automotive Group, Inc. (d)		1,886		86,699
Rent-A-Center, Inc. *(d)		2,536		68,548
RH *(d)(e)		974		135,776
Ross Stores, Inc. (d)		19,384		2,055,286
RTW RetailWinds, Inc. *(d)		1,367		2,980
Sally Beauty Holdings, Inc. *(d)		6,465		88,829
Shoe Carnival, Inc. (d)		571		14,492
Signet Jewelers Ltd. (d)		2,891		52,443
Sleep Number Corp. *(d)		1,544		75,918
Sonic Automotive, Inc., Class A (d)		1,306		36,006
Sportsman’s Warehouse Holdings, Inc. *(d)		1,915		8,598
Tailored Brands, Inc. (d)(e)		2,729		13,290
Tiffany & Co. (d)		6,505		610,950
Tile Shop Holdings, Inc. (d)		1,771		4,587
Tilly’s, Inc., Class A (d)		979		8,018
TJX Cos., Inc. (The) (d)		65,321		3,563,914
Tractor Supply Co. (d)		6,498		707,047
Ulta Beauty, Inc. *(d)		3,042		1,062,419
Urban Outfitters, Inc. *(d)		3,954		94,145
Williams-Sonoma, Inc. (d)		4,220		281,390
Winmark Corp. (d)		108		18,253
Zumiez, Inc. *(d)		1,069		26,479

				35,736,235





Technology Hardware, Storage & Peripherals 2.3%
3D Systems Corp. *(d)(e)		6,147		55,446
Apple, Inc. (d)		248,307		52,899,323
AstroNova, Inc. (d)		307		7,423
Avid Technology, Inc. *(d)		1,682		17,241
Cray, Inc. *(d)		2,141		74,164
Dell Technologies, Inc., Class C *(d)		8,159		471,101
Diebold Nixdorf, Inc. *(d)		4,176		58,088
Hewlett Packard Enterprise Co. (d)		73,153		1,051,209
HP, Inc. (d)		83,017		1,746,678
Immersion Corp. *(d)		1,514		12,173
NCR Corp. *(d)		6,478		219,021
NetApp, Inc. (d)		13,354		781,075
Pure Storage, Inc., Class A *(d)		12,359		187,115
Sonim Technologies, Inc. *(d)		162		1,793
Stratasys Ltd. *(d)		2,798		78,036
Western Digital Corp. (d)		15,784		850,600
Xerox Corp. (d)		10,036		322,156

				58,832,642





Textiles, Apparel & Luxury Goods 0.5%
Capri Holdings Ltd. *(d)		7,691		273,723
Carter’s, Inc. (d)		2,404		223,620
Centric Brands, Inc. *(d)		738		1,993
Columbia Sportswear Co. (d)		1,619		171,582
Crocs, Inc. *(d)		3,450		78,832
Culp, Inc. (d)		494		8,877
Deckers Outdoor Corp. *(d)		1,570		245,360
Delta Apparel, Inc. *(d)		276		5,255
Fossil Group, Inc. *(d)		2,497		27,567
G-III Apparel Group Ltd. *(d)		2,429		69,615
Hanesbrands, Inc. (d)		19,450		312,950
Kontoor Brands, Inc. *(d)		2,374		69,629
Lululemon Athletica, Inc. *(d)		6,362		1,215,715


Common Stocks (continued)
	Shares		Value


Textiles, Apparel & Luxury Goods (continued)
Movado Group, Inc. (d)		853	$	22,459
NIKE, Inc., Class B (d)		66,389		5,711,446
Oxford Industries, Inc. (d)		873		63,895
PVH Corp. (d)		4,011		356,658
Ralph Lauren Corp. (d)		2,795		291,323
Rocky Brands, Inc. (d)		314		9,897
Skechers U.S.A., Inc., Class A *(d)		7,076		268,463
Steven Madden Ltd. (d)		4,547		156,917
Superior Group of Cos., Inc. (d)		483		8,221
Tapestry, Inc. (d)		15,709		485,879
Under Armour, Inc., Class A *(d)		20,637		447,559
Unifi, Inc. *(d)		857		16,034
Vera Bradley, Inc. *(d)		1,257		14,770
VF Corp. (d)		16,594		1,450,150
Vince Holding Corp. *(d)		140		1,966
Wolverine World Wide, Inc. (d)		4,694		127,442

				12,137,797





Thrifts & Mortgage Finance 0.1%
Axos Financial, Inc. *(d)		3,120		91,447
Bridgewater Bancshares, Inc. *(d)		1,383		16,485
Capitol Federal Financial, Inc. (d)		7,161		97,819
Columbia Financial, Inc. *(d)		2,941		44,968
Dime Community Bancshares, Inc. (d)		1,717		34,649
Entegra Financial Corp. *(d)		305		9,092
ESSA Bancorp, Inc. (d)		429		6,585
Essent Group Ltd. *(d)		5,171		238,693
Federal Agricultural Mortgage Corp., Class C (d)		493		38,094
First Defiance Financial Corp. (d)		876		25,159
Flagstar Bancorp, Inc. (d)		1,535		52,927
FS Bancorp, Inc. (d)		180		8,874
Greene County Bancorp, Inc. (d)		149		4,135
Hingham Institution for Savings (d)		81		15,616
Home Bancorp, Inc. (d)		453		16,924
HomeStreet, Inc. *(d)		1,324		38,423
Kearny Financial Corp. (d)		4,630		61,811
LendingTree, Inc. *(d)		414		133,532
Luther Burbank Corp. (d)		1,282		14,307
Merchants Bancorp (d)		389		6,959
Meridian Bancorp, Inc. (d)		2,166		39,724
Meta Financial Group, Inc. (d)		1,982		61,184
MGIC Investment Corp. *(d)		19,159		246,193
MMA Capital Holdings, Inc. *(d)		222		7,122
Mr. Cooper Group, Inc. *(d)		4,004		30,470
New York Community Bancorp, Inc. (d)		24,461		282,035
NMI Holdings, Inc., Class A *(d)		3,495		86,956
Northfield Bancorp, Inc. (d)		2,361		36,950
Northwest Bancshares, Inc. (d)		5,315		91,152
OceanFirst Financial Corp. (d)		2,697		65,807
Ocwen Financial Corp. *(d)		8,004		15,208
OP Bancorp (d)		588		5,798
Oritani Financial Corp. (d)		2,262		40,942
PCSB Financial Corp. (d)		916		17,807
PDL Community Bancorp *(d)		391		5,623
PennyMac Financial Services, Inc. (d)		1,126		27,035
Provident Bancorp, Inc. *(d)		191		5,281
Provident Financial Holdings, Inc. (d)		261		5,421
Provident Financial Services, Inc. (d)		3,196		77,279
Prudential Bancorp, Inc. (d)		388		7,089
Radian Group, Inc. (d)		11,241		256,295
Riverview Bancorp, Inc. (d)		960		8,160
Southern Missouri Bancorp, Inc. (d)		463		16,136
Sterling Bancorp, Inc. (d)		765		7,512
Territorial Bancorp, Inc. (d)		356		10,235
TFS Financial Corp. (d)		2,635		47,325
Timberland Bancorp, Inc. (d)		332		9,176
TrustCo Bank Corp. (d)		4,794		38,831
United Community Financial Corp. (d)		2,148		21,867
United Financial Bancorp, Inc. (d)		2,772		39,750
Walker & Dunlop, Inc. (d)		1,492		87,043
Washington Federal, Inc. (d)		4,194		153,417
Waterstone Financial, Inc. (d)		1,319		22,291
Western New England Bancorp, Inc. (d)		1,085		10,134
WSFS Financial Corp. (d)		2,832		119,992


Common Stocks (continued)
	Shares		Value


Thrifts & Mortgage Finance (continued)

				2,959,739





Tobacco 0.5%
22nd Century Group, Inc. *(d)(e)		7,163	$	11,389
Altria Group, Inc. (d)		100,674		4,738,725
Philip Morris International, Inc. (d)		83,704		6,998,492
Pyxus International, Inc. *(d)		383		5,466
Turning Point Brands, Inc. (d)		456		16,931
Universal Corp. (d)		1,314		78,183
Vector Group Ltd. (d)		5,513		63,675

				11,912,861





Trading Companies & Distributors 0.2%
Air Lease Corp. (d)		5,603		234,149
Aircastle Ltd. (d)		2,771		57,609
Applied Industrial Technologies, Inc. (d)		2,065		125,635
Beacon Roofing Supply, Inc. *(d)		3,644		132,022
BlueLinx Holdings, Inc. *(d)		403		8,548
BMC Stock Holdings, Inc. *(d)		3,622		76,605
CAI International, Inc. *(d)		843		19,220
DXP Enterprises, Inc. *(d)		838		28,450
EVI Industries, Inc. (d)(e)		204		7,164
Fastenal Co. (d)		30,752		947,162
Foundation Building Materials, Inc. *(d)		889		15,300
GATX Corp. (d)		1,939		149,031
General Finance Corp. *(d)		525		4,242
GMS, Inc. *(d)		1,722		38,762
H&E Equipment Services, Inc. (d)		1,693		51,823
HD Supply Holdings, Inc. *(d)		9,245		374,515
Herc Holdings, Inc. *(d)		1,317		59,449
Kaman Corp. (d)		1,475		93,515
Lawson Products, Inc. *(d)		186		7,788
MRC Global, Inc. *(d)		4,190		65,532
MSC Industrial Direct Co., Inc., Class A (d)		2,353		167,181
NOW, Inc. *(d)		5,799		71,038
Rush Enterprises, Inc., Class A (d)		1,694		64,160
SiteOne Landscape Supply, Inc. *(d)(e)		2,188		161,627
Systemax, Inc. (d)		734		15,928
Textainer Group Holdings Ltd. *(d)		1,657		16,123
Titan Machinery, Inc. *(d)		1,045		21,673
Transcat, Inc. *(d)		310		7,384
Triton International Ltd. (d)		3,040		100,563
United Rentals, Inc. *(d)		4,218		533,788
Univar, Inc. *(d)		8,517		188,396
Veritiv Corp. *(d)		783		13,640
Watsco, Inc. (d)		1,732		281,658
WESCO International, Inc. *(d)		2,394		121,471
Willis Lease Finance Corp. *(d)		132		8,217
WW Grainger, Inc. (d)		2,396		697,308

				4,966,676





Transportation Infrastructure 0.0%^†
Macquarie Infrastructure Corp. (d)		3,971		164,558





Water Utilities 0.1%
American States Water Co. (d)		1,988		154,010
American Water Works Co., Inc. (d)		9,726		1,116,350
Aqua America, Inc. (d)		11,638		488,214
AquaVenture Holdings Ltd. *(d)		536		9,235
Artesian Resources Corp., Class A (d)		504		18,134
Cadiz, Inc. *(d)		579		6,265
California Water Service Group (d)		2,606		139,134
Connecticut Water Service, Inc. (d)		651		45,505
Consolidated Water Co. Ltd. (d)		778		10,915
Global Water Resources, Inc. (d)		532		6,735
Middlesex Water Co. (d)		855		53,549
Pure Cycle Corp. *(d)		774		8,414
SJW Group (d)		1,418		92,014
York Water Co. (The) (d)		583		20,971

				2,169,445


Common Stocks (continued)
	Shares		Value


Wireless Telecommunication Services 0.1%
Boingo Wireless, Inc. *(d)		2,275	$	34,171
Gogo, Inc. *(d)		2,475		10,370
Shenandoah Telecommunications Co. (d)		2,596		102,179
Spok Holdings, Inc. (d)		1,067		13,860
Sprint Corp. *(d)		30,601		224,305
Telephone & Data Systems, Inc. (d)		5,420		175,283
T-Mobile US, Inc. *(d)		16,890		1,346,640
United States Cellular Corp. *(d)		816		39,078

				1,945,886


Total Common Stocks (cost $1,463,802,738)				1,600,068,689


Corporate Bonds 14.3%
	Principal Amount		Value


Aerospace & Defense 0.5%
General Dynamics Corp.,
(ICE LIBOR USD 3 Month + 0.38%), 2.92%, 5/11/2021(f)	$	3,305,000		3,316,819
Northrop Grumman Corp., 2.08%, 10/15/2020		4,300,000		4,286,224
United Technologies Corp., 1.90%, 5/4/2020		500,000		497,834
(ICE LIBOR USD 3 Month + 0.65%), 3.17%, 8/16/2021(f)		5,310,000		5,311,476

				13,412,353





Automobiles 0.2%
BMW US Capital LLC, 2.15%, 4/6/2020(a)		2,500,000		2,496,927
Daimler Finance North America LLC,
(ICE LIBOR USD 3 Month + 0.55%), 3.12%, 5/4/2021(a)(f)		2,400,000		2,405,040
General Motors Co.,
(ICE LIBOR USD 3 Month + 0.90%), 3.35%, 9/10/2021(f)		230,000		230,043

				5,132,010





Banks 3.8%
ABN AMRO Bank NV,
(ICE LIBOR USD 3 Month + 0.57%), 3.09%, 8/27/2021(a)(f)		3,000,000		3,012,210
Banco Santander Chile, 2.50%, 12/15/2020(a)		1,880,000		1,880,940
Banco Santander SA,
(ICE LIBOR USD 3 Month + 1.09%), 3.61%, 2/23/2023(f)		4,400,000		4,408,235
Bank of America Corp., 2.63%, 10/19/2020		2,000,000		2,009,403
2.63%, 4/19/2021		4,000,000		4,018,805
3.30%, 1/11/2023		2,400,000		2,463,054
(ICE LIBOR USD 3 Month + 0.79%), 3.27%, 3/5/2024(f)		2,000,000		2,001,082
Bank of Montreal,
Series D, (ICE LIBOR USD 3 Month + 0.46%), 2.76%, 4/13/2021(f)		3,000,000		3,011,721
2.50%, 6/28/2024		1,360,000		1,357,834
Bank of Nova Scotia (The), 2.45%, 9/19/2022		1,000,000		1,005,278
BNP Paribas SA, 2.38%, 5/21/2020		2,400,000		2,402,822
3.50%, 3/1/2023(a)		2,000,000		2,051,054
Citigroup, Inc., 2.70%, 3/30/2021		7,000,000		7,034,524
(ICE LIBOR USD 3 Month + 0.72%), 3.14%, 1/24/2023(f)		1,500,000		1,519,691
Credit Agricole SA,
(ICE LIBOR USD 3 Month + 0.97%), 3.42%, 6/10/2020(a)(f)		1,200,000		1,208,045
(ICE LIBOR USD 3 Month + 1.18%), 3.50%, 7/1/2021(a)(f)		1,400,000		1,421,752


Corporate Bonds (continued)
	Principal Amount		Value


Banks (continued)
Credit Suisse Group Funding Guernsey Ltd., 3.13%, 12/10/2020	$	500,000	$	503,475
HSBC Holdings plc, 3.60%, 5/25/2023		4,450,000		4,617,246
(ICE LIBOR USD 3 Month + 1.00%), 3.52%, 5/18/2024(f)		3,450,000		3,466,453
Intesa Sanpaolo SpA, 3.13%, 7/14/2022(a)		2,000,000		1,997,234
3.38%, 1/12/2023(a)		2,000,000		2,003,814
JPMorgan Chase & Co.,
(ICE LIBOR USD 3 Month + 1.00%), 4.02%, 12/5/2024(f)		4,520,000		4,792,341
Lloyds Banking Group plc, 3.10%, 7/6/2021		2,000,000		2,022,269
3.90%, 3/12/2024		600,000		620,686
Manufacturers & Traders Trust Co., 2.05%, 8/17/2020		4,500,000		4,488,012
MUFG Bank Ltd., 2.30%, 3/5/2020(a)		1,950,000		1,948,204
Nordea Bank Abp, 4.88%, 5/13/2021(a)		500,000		517,413
Royal Bank of Canada, 2.13%, 3/2/2020		2,000,000		1,997,633
(ICE LIBOR USD 3 Month + 0.66%), 2.95%, 10/5/2023(f)		5,400,000		5,405,576
Santander UK Group Holdings plc, 3.57%, 1/10/2023		500,000		505,885
Standard Chartered plc, 3.95%, 1/11/2023(a)		4,000,000		4,079,469
Sumitomo Mitsui Financial Group, Inc.,
(ICE LIBOR USD 3 Month + 0.80%), 3.12%, 10/16/2023(f)		2,500,000		2,505,272
Svenska Handelsbanken AB,
(ICE LIBOR USD 3 Month + 0.47%), 2.99%, 5/24/2021(f)		2,000,000		2,009,326
Toronto-Dominion Bank (The), 3.25%, 6/11/2021		2,000,000		2,035,217
UBS Group Funding Switzerland AG,
(ICE LIBOR USD 3 Month + 0.95%), 3.47%, 8/15/2023(a)(f)		2,100,000		2,107,696
Wells Fargo & Co.,
Series N, 2.15%, 1/30/2020		2,000,000		1,997,813
Series N, (ICE LIBOR USD 3 Month + 0.68%), 2.95%, 1/30/2020(f)		1,500,000		1,504,386
(ICE LIBOR USD 3 Month + 1.23%), 3.49%, 10/31/2023(f)		4,000,000		4,074,648

				96,006,518





Beverages 0.4%
Anheuser-Busch InBev Finance, Inc., 2.65%, 2/1/2021		3,000,000		3,015,808
Anheuser-Busch InBev Worldwide, Inc.,
(ICE LIBOR USD 3 Month + 0.74%), 3.08%, 1/12/2024(f)		1,500,000		1,507,035
Constellation Brands, Inc.,
(ICE LIBOR USD 3 Month + 0.70%), 3.22%, 11/15/2021(f)		3,625,000		3,626,269
Diageo Capital plc,
(ICE LIBOR USD 3 Month + 0.24%), 2.76%, 5/18/2020(f)		335,000		335,283
Molson Coors Brewing Co., 2.25%, 3/15/2020		1,554,000		1,550,939

				10,035,334





Biotechnology 0.4%
AbbVie, Inc., 2.90%, 11/6/2022		4,200,000		4,237,234
Amgen, Inc., 2.13%, 5/1/2020		1,000,000		997,723
Celgene Corp., 2.88%, 8/15/2020		2,000,000		2,007,802
2.25%, 8/15/2021		1,845,000		1,833,996


Corporate Bonds (continued)
	Principal Amount		Value


Biotechnology (continued)
Gilead Sciences, Inc., 2.55%, 9/1/2020	$	1,000,000	$	1,002,225

				10,078,980





Capital Markets 0.7%
Bank of New York Mellon Corp. (The),
(ICE LIBOR USD 3 Month + 0.87%), 3.40%, 8/17/2020(f)		4,000,000		4,034,560
Credit Suisse AG, 3.63%, 9/9/2024		2,830,000		2,970,570
Goldman Sachs Group, Inc. (The),
(ICE LIBOR USD 3 Month + 1.36%), 3.64%, 4/23/2021(f)		7,950,000		8,072,022
Morgan Stanley, 5.50%, 1/26/2020		1,200,000		1,217,084
(ICE LIBOR USD 3 Month + 1.40%), 3.68%, 4/21/2021(f)		1,000,000		1,017,600

				17,311,836





Chemicals 0.1%
Equate Petrochemical BV, 3.00%, 3/3/2022(a)		1,990,000		1,994,143





Commercial Services & Supplies 0.0%^†
Republic Services, Inc., 5.25%, 11/15/2021		1,000,000		1,059,735





Consumer Finance 0.3%
AerCap Ireland Capital DAC, 4.50%, 5/15/2021		1,500,000		1,545,868
American Express Co.,
(ICE LIBOR USD 3 Month + 0.60%), 3.17%, 11/5/2021(f)		2,500,000		2,511,819
American Express Credit Corp.,
Series F, 2.60%, 9/14/2020		2,000,000		2,006,575
General Motors Financial Co., Inc., 3.70%, 11/24/2020		1,500,000		1,518,227
Park Aerospace Holdings Ltd., 5.25%, 8/15/2022(a)		185,000		195,284

				7,777,773





Diversified Financial Services 0.4%
GE Capital International Funding Co. Unlimited Co., 2.34%, 11/15/2020		2,500,000		2,489,259
Shell International Finance BV,
(ICE LIBOR USD 3 Month + 0.45%), 2.99%, 5/11/2020(f)		3,457,000		3,468,398
(ICE LIBOR USD 3 Month + 0.40%), 2.94%, 11/13/2023(f)		4,000,000		3,997,140

				9,954,797





Diversified Telecommunication Services 0.3%
AT&T, Inc.,
(ICE LIBOR USD 3 Month + 1.18%), 3.62%, 6/12/2024(f)		6,000,000		6,110,820





Electric Utilities 0.5%
Duke Energy Carolinas LLC, 2.50%, 3/15/2023		1,000,000		1,008,730
Duke Energy Corp., 3.55%, 9/15/2021		2,300,000		2,351,491
2.40%, 8/15/2022		1,000,000		1,001,185
FirstEnergy Corp.,
Series A, 2.85%, 7/15/2022		2,855,000		2,882,466
Series B, 4.25%, 3/15/2023		2,162,000		2,279,257
Georgia Power Co.,
Series C, 2.00%, 9/8/2020		1,700,000		1,691,467
Perusahaan Listrik Negara PT, 5.45%, 5/21/2028(a)		1,830,000		2,072,050

				13,286,646


Corporate Bonds (continued)
	Principal Amount		Value


Energy Equipment & Services 0.0%^†
Halliburton Co., 3.25%, 11/15/2021	$	767,000	$	780,011





Food & Staples Retailing 0.2%
Walmart, Inc.,
(ICE LIBOR USD 3 Month + 0.23%), 2.57%, 6/23/2021(f)		5,080,000		5,096,417





Food Products 0.1%
JM Smucker Co. (The), 2.50%, 3/15/2020		1,000,000		999,459
Kraft Heinz Foods Co., 2.80%, 7/2/2020		1,000,000		1,001,339
Mondelez International Holdings Netherlands BV, 1.63%, 10/28/2019(a)		225,000		224,514
Tyson Foods, Inc., 2.25%, 8/23/2021		1,000,000		995,700

				3,221,012





Health Care Equipment & Supplies 0.2%
Becton Dickinson and Co., 2.40%, 6/5/2020		2,097,000		2,092,376
(ICE LIBOR USD 3 Month + 0.88%), 3.19%, 12/29/2020(f)		683,000		683,171
3.36%, 6/6/2024		1,000,000		1,033,254

				3,808,801





Health Care Providers & Services 1.1%
Anthem, Inc., 2.50%, 11/21/2020		2,200,000		2,203,040
Cigna Corp.,
(ICE LIBOR USD 3 Month + 0.65%), 3.06%, 9/17/2021(a)(f)		2,420,000		2,421,038
(ICE LIBOR USD 3 Month + 0.89%), 3.19%, 7/15/2023(a)(f)		7,160,000		7,175,430
CVS Health Corp., 2.25%, 8/12/2019		1,500,000		1,499,910
(ICE LIBOR USD 3 Month + 0.72%), 3.17%, 3/9/2021(f)		4,980,000		5,001,957
3.70%, 3/9/2023		2,280,000		2,352,396
Humana, Inc., 2.63%, 10/1/2019		1,200,000		1,200,119
2.50%, 12/15/2020		610,000		609,663
3.15%, 12/1/2022		1,500,000		1,525,648
UnitedHealth Group, Inc.,
(ICE LIBOR USD 3 Month + 0.07%), 2.37%, 10/15/2020(f)		2,080,000		2,076,693
2.88%, 12/15/2021		1,000,000		1,013,398

				27,079,292





Hotels, Restaurants & Leisure 0.1%
Marriott International, Inc.,
Series Y, (ICE LIBOR USD 3 Month + 0.60%), 3.12%, 12/1/2020(f)		290,000		290,931
(ICE LIBOR USD 3 Month + 0.65%), 3.10%, 3/8/2021(f)		300,000		301,353
Sands China Ltd., 4.60%, 8/8/2023		2,010,000		2,136,210

				2,728,494





Household Products 0.1%
Reckitt Benckiser Treasury Services plc,
(ICE LIBOR USD 3 Month + 0.56%), 2.90%, 6/24/2022(a)(f)		2,100,000		2,095,958





Industrial Conglomerates 0.5%
3M Co., 2.25%, 3/15/2023		2,000,000		1,994,889
(ICE LIBOR USD 3 Month + 0.30%), 2.83%, 2/14/2024(f)		2,600,000		2,591,260


Corporate Bonds (continued)
	Principal Amount		Value


Industrial Conglomerates (continued)
General Electric Co., 3.15%, 9/7/2022	$	7,000,000	$	7,093,261

				11,679,410





Interactive Media & Services 0.1%
Tencent Holdings Ltd.,
Reg. S, 2.99%, 1/19/2023		1,980,000		1,999,651





Internet & Direct Marketing Retail 0.1%
Amazon.com, Inc., 1.90%, 8/21/2020		1,500,000		1,495,644





IT Services 0.2%
Visa, Inc., 2.20%, 12/14/2020		6,000,000		6,005,813





Media 0.6%
Charter Communications Operating LLC,
(ICE LIBOR USD 3 Month + 1.65%), 4.23%, 2/1/2024(f)		3,700,000		3,773,112
Comcast Corp.,
(ICE LIBOR USD 3 Month + 0.33%), 2.65%, 10/1/2020(f)		1,650,000		1,652,759
(ICE LIBOR USD 3 Month + 0.63%), 2.93%, 4/15/2024(f)		4,700,000		4,727,932
Time Warner Cable LLC, 5.00%, 2/1/2020		3,500,000		3,540,329

				13,694,132





Metals & Mining 0.3%
ArcelorMittal, 5.50%, 3/1/2021(c)		1,000,000		1,039,053
Glencore Finance Canada Ltd., 4.25%, 10/25/2022(a)(c)		1,000,000		1,040,320
Glencore Funding LLC, 3.00%, 10/27/2022(a)		1,240,000		1,245,704
4.13%, 3/12/2024(a)		2,000,000		2,073,767
Southern Copper Corp., 3.88%, 4/23/2025		1,860,000		1,919,155
Vale Overseas Ltd., 4.38%, 1/11/2022		150,000		154,502
6.88%, 11/21/2036		520,000		629,127

				8,101,628





Multi-Utilities 0.1%
Consolidated Edison, Inc., 2.00%, 5/15/2021		1,100,000		1,093,742
Dominion Energy, Inc., 2.52%, 7/1/2020		1,200,000		1,200,114

				2,293,856





Oil, Gas & Consumable Fuels 1.5%
Anadarko Petroleum Corp., 4.85%, 3/15/2021		1,400,000		1,443,778
Apache Corp., 3.25%, 4/15/2022		1,000,000		1,011,427
BP Capital Markets America, Inc.,
(ICE LIBOR USD 3 Month + 0.65%), 3.07%, 9/19/2022(f)		1,000,000		1,002,253
BP Capital Markets plc, 2.32%, 2/13/2020		1,200,000		1,199,509
(ICE LIBOR USD 3 Month + 0.87%), 3.28%, 9/16/2021(f)		590,000		597,153
3.56%, 11/1/2021		2,200,000		2,257,770
Chevron Corp., 1.99%, 3/3/2020		700,000		699,122
2.10%, 5/16/2021		320,000		319,878
Cimarex Energy Co., 4.38%, 6/1/2024		2,300,000		2,423,918
CNOOC Finance 2015 USA LLC, 4.38%, 5/2/2028		1,840,000		2,017,123


Corporate Bonds (continued)
	Principal Amount		Value


Oil, Gas & Consumable Fuels (continued)
Continental Resources, Inc., 3.80%, 6/1/2024	$	1,000,000	$	1,023,409
Ecopetrol SA, 5.88%, 9/18/2023		1,050,000		1,168,125
Enterprise Products Operating LLC, 2.80%, 2/15/2021		5,280,000		5,310,595
KazMunayGas National Co. JSC, 3.88%, 4/19/2022(a)		4,160,000		4,261,637
4.75%, 4/24/2025(a)		500,000		541,260
Lukoil International Finance BV, 4.75%, 11/2/2026(a)		1,860,000		1,989,240
Occidental Petroleum Corp.,
Series 1, 4.10%, 2/1/2021		3,200,000		3,264,905
Petrobras Global Finance BV, 6.13%, 1/17/2022		1,510,000		1,625,651
5.30%, 1/27/2025		150,000		161,633
5.75%, 2/1/2029		300,000		321,939
Petroleos del Peru SA, 4.75%, 6/19/2032(a)		1,970,000		2,125,650
Sinopec Group Overseas Development 2014 Ltd., 4.38%, 4/10/2024(a)		2,120,000		2,268,548

				37,034,523





Paper & Forest Products 0.1%
Suzano Austria GmbH, 5.75%, 7/14/2026(a)		2,010,000		2,228,587





Pharmaceuticals 0.3%
AstraZeneca plc,
(ICE LIBOR USD 3 Month + 0.67%), 3.19%, 8/17/2023(f)		2,186,000		2,183,202
Bristol-Myers Squibb Co., 2.60%, 5/16/2022(a)		2,670,000		2,695,319
Elanco Animal Health, Inc., 3.91%, 8/27/2021		666,000		680,152
Eli Lilly & Co., 2.35%, 5/15/2022		400,000		401,303
GlaxoSmithKline Capital plc,
(ICE LIBOR USD 3 Month + 0.35%), 2.88%, 5/14/2021(f)		1,500,000		1,503,789

				7,463,765





Semiconductors & Semiconductor Equipment 0.1%
QUALCOMM, Inc.,
(ICE LIBOR USD 3 Month + 0.73%), 3.00%, 1/30/2023(f)		2,700,000		2,705,480





Software 0.0%^†
Microsoft Corp., 1.85%, 2/6/2020		1,000,000		997,991





Specialty Retail 0.1%
Home Depot, Inc. (The),
(ICE LIBOR USD 3 Month + 0.31%), 2.83%, 3/1/2022(f)		1,000,000		1,002,400
Lowe’s Cos., Inc., 3.12%, 4/15/2022		2,500,000		2,544,007

				3,546,407





Technology Hardware, Storage & Peripherals 0.2%
Apple, Inc., 1.80%, 5/11/2020		1,500,000		1,496,131
1.55%, 8/4/2021		2,400,000		2,371,375
Dell International LLC, 4.42%, 6/15/2021(a)		1,500,000		1,542,316

				5,409,822





Thrifts & Mortgage Finance 0.1%
BPCE SA, 3.00%, 5/22/2022(a)		2,770,000		2,795,712


Corporate Bonds (continued)
	Principal Amount		Value


Tobacco 0.3%
Altria Group, Inc., 3.49%, 2/14/2022	$	1,680,000	$	1,715,869
3.80%, 2/14/2024		1,200,000		1,249,258
BAT Capital Corp., 2.76%, 8/15/2022		3,500,000		3,499,556
(ICE LIBOR USD 3 Month + 0.88%), 3.40%, 8/15/2022(f)		40,000		40,136
Philip Morris International, Inc., 1.88%, 11/1/2019		1,000,000		998,870
Reynolds American, Inc., 3.25%, 6/12/2020		500,000		502,601

				8,006,290



Trading Companies & Distributors 0.1%
International Lease Finance Corp., 5.88%, 8/15/2022		2,600,000		2,831,097



Wireless Telecommunication Services 0.2%
Vodafone Group plc,
(ICE LIBOR USD 3 Month + 0.99%), 3.31%, 1/16/2024(f)		4,349,000		4,385,566

Total Corporate Bonds (cost $353,754,822)				359,646,304


Exchange Traded Funds 1.0%
	Shares		Value


Equity Funds 1.0%
iShares Russell 3000 ETF		140,937		24,678,069
SPDR S&P 500 ETF Trust		4,035		1,200,130


Total Exchange Traded Funds (cost $25,321,734)			25,878,199


Foreign Government Securities 1.4%
	Principal Amount		Value


ARGENTINA 0.1%
Provincia de Buenos Aires, 6.50%, 2/15/2023 (a)	$	1,200,000		985,812
Republic of Argentina, 5.63%, 1/26/2022		3,060,000		2,634,660

				3,620,472



COLOMBIA 0.1%
Republic of Colombia, 4.38%, 7/12/2021		3,070,000		3,173,643



ECUADOR 0.1%
Republic of Ecuador, 8.75%, 6/2/2023 (a)		1,560,000		1,679,340



EGYPT 0.1%
Arab Republic of Egypt,
Reg. S, 6.59%, 2/21/2028		1,220,000		1,254,199



INDONESIA 0.1%
Republic of Indonesia, 3.75%, 4/25/2022 (a)		1,200,000		1,233,888
2.95%, 1/11/2023		2,490,000		2,511,940

				3,745,828


KUWAIT 0.1%
Kuwait Government Bond, 2.75%, 3/20/2022 (a)		900,000		909,011


Foreign Government Securities (continued)
	Principal Amount		Value


KUWAIT (continued)
Kuwait Government Bond (continued) 3.50%, 3/20/2027 (a)	$	1,260,000	$	1,334,350

				2,243,361



MEXICO 0.2%
United Mexican States, 4.00%, 10/2/2023		3,060,000		3,202,290
8.00%, 11/7/2047	MXN	53,130,000		2,794,989

				5,997,279



QATAR 0.1%
Qatar Government Bond, 2.38%, 6/2/2021 (a)	$	500,000		499,525
Reg. S, 3.88%, 4/23/2023		2,220,000		2,339,325
3.38%, 3/14/2024 (a)		760,000		790,400

				3,629,250



RUSSIA 0.2%
Russian Federal Bond - OFZ, 6.90%, 5/23/2029	RUB	121,670,000		1,875,130
7.65%, 4/10/2030		144,850,000		2,340,700
7.25%, 5/10/2034		2,250,000		34,997

				4,250,827


SAUDI ARABIA 0.1%

Kingdom of Saudi Arabia, 4.50%, 4/17/2030 (a)	$	1,450,000		1,613,125



SENEGAL 0.1%
Republic of Senegal, 6.25%, 5/23/2033 (a)		1,260,000		1,248,093



UNITED ARAB EMIRATES 0.1%
Abu Dhabi Government Bond, 2.50%, 10/11/2022 (a)		1,400,000		1,409,142
4.13%, 10/11/2047 (a)		1,970,000		2,183,194

				3,592,336

Total Foreign Government Securities (cost $34,470,441)				36,047,753


Mortgage-Backed Securities 4.2%
	Principal Amount		Value

FHLMC Gold Pool
Pool# G67701 3.00%, 10/1/2046		2,219,198		2,253,813
Pool# G61739 3.00%, 9/1/2048		1,226,536		1,245,290
Pool# Q59271 4.00%, 10/1/2048		92,940		96,766
Pool# V85283 3.50%, 3/1/2049		790,906		817,236
Pool# Q63195 3.00%, 4/1/2049		2,005,010		2,023,940
Pool# Q63579 3.00%, 5/1/2049		881,718		893,567
Pool# G08887 3.00%, 6/1/2049		1,083,040		1,093,266
GNMA I Pool
Pool# AB2892 3.00%, 9/15/2042		126,875		129,906
Pool# AB9109 3.00%, 10/15/2042		397,829		407,333
Pool# AB9108 3.00%, 10/15/2042		116,127		118,902
Pool# AB9207 3.00%, 11/15/2042		351,371		359,765


Mortgage-Backed Securities (continued)
	Principal Amount		Value

GNMA I Pool (continued)
Pool# AB9205 3.00%, 11/15/2042	$	73,397	$	75,150
GNMA II Pool
Pool# MA2678 3.50%, 3/20/2045		38,397		39,976
Pool# MA4838 4.00%, 11/20/2047		1,177,316		1,229,068
Pool# MA4901 4.00%, 12/20/2047		159,614		166,661
Pool# MA5330 4.00%, 7/20/2048		86,860		90,335
Pool# MA5529 4.50%, 10/20/2048		6,175,491		6,436,607
Pool# MA5710 4.00%, 1/20/2049		875,898		910,035
Pool# MA5931 4.00%, 5/20/2049		1,493,147		1,552,257
GNMA TBA 3.00%, 8/15/2049		800,000		817,641
3.50%, 8/15/2049		6,900,000		7,134,762
4.00%, 8/15/2049		1,900,000		1,973,402
4.50%, 8/15/2049		200,000		208,281
3.00%, 9/15/2049		2,000,000		2,041,680
3.50%, 9/15/2049		1,600,000		1,653,063
4.00%, 9/15/2049		100,000		103,832
UMBS Pool
Pool# AL3026 3.50%, 12/1/2042		77,410		80,672
Pool# BM4751 3.50%, 3/1/2043		905,170		947,595
Pool# BM4750 3.50%, 2/1/2045		95,417		99,428
Pool# BC1509 3.00%, 8/1/2046		386,153		391,785
Pool# BC2817 3.00%, 9/1/2046		846,777		860,992
Pool# AS7844 3.00%, 9/1/2046		546,389		554,480
Pool# AL9397 3.00%, 10/1/2046		555,260		563,454
Pool# BM4897 3.50%, 12/1/2046		1,300,474		1,354,973
Pool# BM4226 3.00%, 1/1/2047		178,204		181,090
Pool# CA0858 3.50%, 12/1/2047		721,301		746,769
Pool# MA3383 3.50%, 6/1/2048		2,944,759		3,031,595
Pool# ZT0711 3.50%, 10/1/2048		6,074,856		6,236,627
Pool# ZT1319 3.50%, 11/1/2048		3,662,472		3,751,068
Pool# ZT1320 4.00%, 11/1/2048		3,809,323		3,941,995
Pool# 890876 3.50%, 2/1/2049		191,499		199,278
Pool# BN5424 3.50%, 4/1/2049		1,182,568		1,218,391
Pool# CA3471 3.50%, 5/1/2049		991,061		1,023,387
Pool# CA3478 3.50%, 5/1/2049		794,093		818,147
Pool# MA3686 3.50%, 6/1/2049		6,135,411		6,289,063
Pool# CA3634 3.50%, 6/1/2049		498,363		515,702
Pool# CA3637 3.50%, 6/1/2049		497,443		512,404
Pool# BO0955 3.50%, 6/1/2049		99,510		102,503
Pool# BO0968 4.00%, 6/1/2049		599,256		622,391
Pool# RA1103 3.00%, 7/1/2049		598,195		604,931


Mortgage-Backed Securities (continued)
	Principal Amount		Value

UMBS Pool (continued)
Pool# BN9558 3.00%, 7/1/2049	$	400,000	$	403,639
Pool# CA3809 3.00%, 7/1/2049		399,449		404,563
Pool# QA0794 3.00%, 7/1/2049		199,878		201,649
Pool# SD8004 3.00%, 8/1/2049		400,000		403,544
UMBS, 30 Year, Single Family TBA 3.00%, 8/25/2049		22,500,000		22,692,041
4.00%, 8/25/2049		8,100,000		8,384,551
4.50%, 8/25/2049		3,700,000		3,880,375

Total Mortgage-Backed Securities (cost $104,076,829)				104,891,616


Purchased Options 0.0%^†
	Number of Contracts		Value

Put Options 0.0%^†
Future Equity Index Options 0.0%^†
S&P 500 Index 8/2/2019 at USD 1,900.00, European Style, Notional Amount: USD 9,537,216 Exchange Traded*		32		320
S&P 500 Index 8/2/2019 at USD 2,000.00, European Style, Notional Amount: USD 9,835,254 Exchange Traded*		33		165
S&P 500 Index 8/2/2019 at USD 1,800.00, European Style, Notional Amount: USD 50,666,460 Exchange Traded*		170		1,700
S&P 500 Index 8/16/2019 at USD 1,940.00, European Style, Notional Amount: USD 59,607,600 Exchange Traded*		200		3,600
S&P 500 Index 8/9/2019 at USD 2,000.00, European Style, Notional Amount: USD 44,705,700 Exchange Traded*		150		750
S&P 500 Index 8/9/2019 at USD 1,950.00, European Style, Notional Amount: USD 6,258,798 Exchange Traded*		21		105
S&P 500 Index 8/9/2019 at USD 2,050.00, European Style, Notional Amount: USD 5,960,760 Exchange Traded*		20		100
S&P 500 Index 8/9/2019 at USD 2,125.00, European Style, Notional Amount: USD 5,960,760 Exchange Traded*		20		100
S&P 500 Index 8/23/2019 at USD 1,950.00, European Style, Notional Amount: USD 5,960,760 Exchange Traded*		20		200
S&P 500 Index 8/23/2019 at USD 2,000.00, European Style, Notional Amount: USD 6,258,798 Exchange Traded*		21		210
S&P 500 Index 8/23/2019 at USD 1,900.00, European Style, Notional Amount: USD 66,164,436 Exchange Traded*		222		2,220
S&P 500 Index 8/7/2019 at USD 1,950.00, European Style, Notional Amount: USD 6,258,798 Exchange Traded*		21		210


Purchased Options (continued)
	Number of Contracts		Value

Put Options (continued)
Future Equity Index Options (continued)
S&P 500 Index 8/14/2019 at USD 2,000.00, European Style, Notional Amount: USD 5,960,760 Exchange Traded*		20	$	200
S&P 500 Index 8/21/2019 at USD 1,900.00, European Style, Notional Amount: USD 11,921,520 Exchange Traded*		40		200
S&P 500 Index 8/28/2019 at USD 2,000.00, European Style, Notional Amount: USD 5,960,760 Exchange Traded*		20		300
S&P 500 Index 8/16/2019 at USD 2,025.00, European Style, Notional Amount: USD 5,960,760 Exchange Traded*		20		100
S&P 500 Index 8/16/2019 at USD 1,900.00, European Style, Notional Amount: USD 5,662,722 Exchange Traded*		19		95
S&P 500 Index 8/16/2019 at USD 1,975.00, European Style, Notional Amount: USD 5,662,722 Exchange Traded*		19		190
S&P 500 Index 8/16/2019 at USD 2,000.00, European Style, Notional Amount: USD 5,960,760 Exchange Traded*		20		100
S&P 500 Index 8/30/2019 at USD 1,900.00, European Style, Notional Amount: USD 12,219,558 Exchange Traded*		41		410

				11,275

Call Option 0.0%^†
Future Interest Rate Options 0.0%^†
Mid-Curve 1-Year Eurodollar 12/13/2019 at USD 98.00, American Style, Notional Amount: USD 90,500,000 Exchange Traded*		362		291,862

Total Purchased Options (cost $159,239)				303,137



Rights 0.0%^†
	Number of Rights		Value

Biotechnology 0.0%^†
Oncternal Therapeutics, Inc., CVR*¥		31		64


Metals & Mining 0.0%^†
Pan American Silver Corp., expiring on 2/22/2029*¥		9,275		7,002


Pharmaceuticals –%^†
Elanco Animal Health, Inc., CVR*¥		2,818		0


Total Rights (cost $–)				7,066



U.S. Treasury Obligations 5.1%
	Principal Amount		Value

U.S. Treasury Bonds 3.00%, 2/15/2048	$	3,970,000		4,346,374
3.00%, 2/15/2049		280,000		307,311
2.88%, 5/15/2049		2,630,000		2,821,189
U.S. Treasury Inflation Linked Bonds 1.38%, 2/15/2044 (g)		4,290,000		5,413,418
1.00%, 2/15/2046 (g)		1,830,000		2,099,003
1.00%, 2/15/2049 (g)		6,760,000		7,384,114
U.S. Treasury Notes 2.50%, 1/31/2021		11,680,000		11,772,162
2.13%, 5/31/2021		23,840,000		23,925,675
2.50%, 2/15/2022		9,550,000		9,698,473


U.S. Treasury Obligations (continued)
	Principal Amount		Value

U.S. Treasury Notes (continued) 1.75%, 6/30/2024	$	6,750,000	$	6,719,150
2.25%, 11/15/2025		3,660,000		3,733,057
2.13%, 5/31/2026		5,870,000		5,942,458
1.88%, 6/30/2026		6,710,000		6,686,934
2.63%, 2/15/2029		7,610,000		8,006,850
2.38%, 5/15/2029		28,540,000		29,431,875

Total U.S. Treasury Obligations (cost $126,221,959)				128,288,043



Short-Term Investments 1.6%
	Shares		Value

Money Market Funds 0.1%
Fidelity Investments Money Market Government Portfolio — Institutional Class, 2.23% (h)(i)		2,216,072		2,216,072





	Principal Amount		Value

U.S. Government Agency Securities 1.5%
FHLB Discount Notes 2.41%, 8/1/2019	$	6,440,000		6,440,000
2.41%, 8/7/2019		7,760,000		7,757,284
2.21%, 8/26/2019(j)		9,140,000		9,126,671
2.28%, 9/11/2019		8,350,000		8,329,839
2.15%, 9/20/2019		2,570,000		2,562,433
2.46%, 9/27/2019		2,390,000		2,381,978
				36,598,205

Total Short-Term Investments (cost $38,810,579)				38,814,277



Repurchase Agreements 2.1%
	Principal Amount		Value

BNP Paribas Securities Corp. 2.53%, dated 7/31/2019, due 8/1/2019, repurchase price $6,980,343, collateralized by U.S. Treasury Note, 1.50%, maturing 8/15/2026; total market value $7,121,908. (i)		6,979,853		6,979,853
Goldman Sachs International, 2.52%, dated 7/31/2019, due 8/1/2019, repurchase price $45,003,150, collateralized by U.S. Treasury Note, 2.88%, maturing 10/31/2023; total market value $45,930,150.		45,000,000		45,000,000

Total Repurchase Agreements (cost $51,979,853)				51,979,853

Total Investments
(cost $2,407,014,005) — 101.5%				2,556,483,992
Liabilities in excess of other assets — (1.5)%				(37,631,878	)

NET ASSETS — 100.0%			$	2,518,852,114

*	Denotes a non-income producing security.

¥	Fair valued security.

†	Amount rounds to less than 0.1%.

(a)

(b)	Variable or floating rate security, the interest rate of which adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. The interest rate shown was the current rate as of July 31, 2019.

(c)	Step Bond. Coupon rate is set for an initial period and then increases to a higher coupon rate at a specific date. The rate shown is the rate at July 31, 2019.

(d)	Security or a portion of the security was used as collateral for option contracts written.

(e)

The security or a portion of this security is on loan at July 31, 2019. The total value of securities on loan at July 31, 2019 was $8,945,173, which was collateralized by cash used to purchase a money market fund and a repurchase agreement with a value of $2,216,072 and $6,979,853, respectively, a total value of $9,195,925.

(f)	Variable or floating rate security, linked to the referenced benchmark. The interest rate shown was the current rate as of July 31, 2019.

(g)	Principal amounts are not adjusted for inflation.

(h)	Represents 7-day effective yield as of July 31, 2019.

(i)	Security was purchased with cash collateral held from securities on loan. The total value of securities purchased with cash collateral as of July 31, 2019 was $9,195,925.


CLO		Collateralized Loan Obligations
CVR		Contingent Value Rights
ETF		Exchange Traded Fund
FHLB		Federal Home Loan Bank
FHLMC		Federal Home Loan Mortgage Corp.
FNMA		Federal National Mortgage Association
GNMA		Government National Mortgage Association
ICE		Intercontinental Exchange
IO		Interest only
LIBOR		London Interbank Offered Rate
Reg. S		Regulation S - Security was purchased pursuant to Regulation S under the Securities Act of 1933, which exempts from registration securities offered and sold outside of the United States. Such security cannot be sold in the United States without either an effective registration statement filed pursuant to the Securities Act of 1933 or pursuant to an exemption from registration. Currently there is no restriction on trading this security.
REIT		Real Estate Investment Trust
TBA		To Be Announced; Security is subject to delayed delivery

Currency:

RUB		Russian Ruble
MXN		Mexican Peso
USD		United States Dollar

Centrally Cleared Interest rate swap contracts outstanding as of July 31, 2019:

At July 31, 2019, the Fund has $2,992,000 segregated as collateral for interest rate swap contracts.

At July 31, 2019, the Fund has $17,858 segregated as collateral for total return swap contracts.

At July 31, 2019, the Fund had $1,957,921 segregated as collateral with the broker for open futures contracts.

• Level 2 — Other significant observable inputs (including quoted prices of similar securities, interest rates, prepayment speeds, credit risk, etc.)

• Level 3 — Significant unobservable inputs (including the Fund’s own assumptions in determining the fair value of investments)

Changes in valuation techniques may result in transfers into or out of an investment’s assigned level within the hierarchy.

Amounts designated as “–”, which may include fair valued securities, are zero or have been rounded to zero.

* Total return swap contracts are included in the table at value. Centrally cleared interest rate swap contracts are included in the table at unrealized appreciation/(depreciation).

The Fund purchased and wrote put options on futures contracts. Such option investments are utilized to gain exposure to and/or hedge against changes in interest rates. The purchase of put options serves as a short hedge and the purchase of call options serves as a long hedge.

Writing put options serves as a limited long hedge because increases in the value of the hedged investment would be offset to the extent of the premium received for writing the option. However, if the security depreciates to a price lower than the strike price of the put option, it can be expected that the put option will be exercised, and the Fund will be obligated to purchase the security at more than its market value. The Fund segregates liquid assets to cover its obligations under its option contracts. Writing call options serves as a limited short hedge because declines in the value of the hedged investment would be offset to the extent of the premium received for writing the option. However, if the security appreciates to a price higher than the exercise price of the call option, it can be expected that the call option will be exercised, and a Fund will be obligated to sell the security at less than its market value or will be obligated to purchase the security at a price greater than that at which the security must be sold under the option.

When the Fund writes an option, an amount equal to the premium received is recorded as a liability and subsequently marked-to-market to reflect the current value of the option written. Premiums received from writing options which expire unexercised are treated as realized gains. Premiums received from writing options which are exercised or closed are added to the proceeds from or offset against amounts paid on the underlying transaction to determine the realized gain or loss on such underlying transaction. When the Fund writes an option, it has no control over whether the option will be exercised, and as a result bears the risk of an unfavorable change in the price of the instrument underlying the written option. Writing options entails the risk that the Fund may not be able to enter into a closing transaction because of an illiquid market.

Options traded on an exchange are valued at the settlement price provided by an independent pricing service as approved by the Board. If a settlement price is not available, such options are valued at the last quoted sale price, if available, and otherwise at the average bid/ask price. Exchange-traded options are generally categorized as Level 1 investments within the hierarchy. Options traded in the over-the-counter (“OTC”) market, and which are not quoted by NASDAQ, are valued at the last quoted bid price, and are generally categorized as Level 2 investments within the hierarchy. The value of an option position reflects, among other things, the implied price volatility of the underlying investment, the current market value of the underlying investment, the time remaining until expiration of the option, the relationship of the strike price to the market price of the underlying investment, and general market conditions. Options that expire unexercised have no value. American-style options can be exercised at any time prior to the expiration date of the option. European-style options can only be exercised at expiration of the option.

The writing and purchasing of options is a highly specialized activity that involves investment techniques and risks different from those associated with ordinary portfolio securities transactions. Imperfect correlation between options and the securities markets may detract from the effectiveness of attempted hedging. Transactions using OTC options (other than options purchased by the Fund) expose the Fund to counterparty risk. To the extent required by Securities and Exchange Commission (“SEC”) guidelines, the Fund will not enter into any options transactions unless it owns either (i) an offsetting (“covered”) position in securities, other options, or futures or (ii) cash and liquid obligations with a value sufficient at all times to cover its potential obligations to the extent not covered as provided in (i) above. A Fund will also earmark or set aside cash and/or appropriate liquid assets in a segregated custodial account as required by SEC and U.S. Commodity Futures Trading Commission regulations. Assets used as cover or held in a segregated account cannot be sold while the position in the corresponding option or futures contract is open, unless they are replaced with similar assets. As a result, the commitment of a large portion of the Fund’s assets to earmarking or segregated accounts as a cover could impede portfolio management or the Fund’s ability to meet redemption requests or other current obligations.

Total Return Swaps. The Fund entered into total return swaps to obtain exposure to a foreign market and/or foreign index without owning such securities or investing directly in that foreign market and/or foreign index. Total return swap contracts are agreements in which the Fund and the counterparty each agree to pay the other party the difference between the relative investment performance that would have been achieved if the notional amount of the total return swap contract had been invested in the particular foreign market and/or foreign indices and the return for payments equal to the fixed or floating rate of interest. The counterparty to a total return swap contract is a financial institution. The Fund has segregated liquid assets to cover its obligations under the total return swap contract.

The Fund entered into total return swap contracts on a net basis, which means that the two payment streams are netted out, with the Fund receiving or paying, as the case may be, only the net amount of the two payments. Payments are made at the conclusion of a total return swap contract or periodically during its term. Total return swap contracts normally do not involve the delivery of securities or other underlying assets. Accordingly, the risk of loss with respect to total return swap contracts is normally limited to the net amount of payments that the Fund is contractually obligated to make. If the counterparty to a total return swap defaults, the Fund’s risk of loss consists of the net amount of payments that the Fund is contractually entitled to receive, if any. Total return swap contracts are marked-to-market daily based on valuations from an independent pricing service. An independent pricing service can utilize daily swap curves and models that incorporate a number of market data factors, such as, but not limited to, discounted cash flows, trades, and values of the underlying reference instruments, such as the foreign market and /or foreign index. Total return swap contracts are generally categorized as Level 2 investments within the hierarchy.

Interest Rate Swaps. The Fund entered into interest rate swap contracts to hedge against investment risks, to manage portfolio duration, to obtain exposure to the investment characteristics of certain bonds or groups of bonds, and/or to otherwise increase returns. Interest rate swap contracts are swaps contracts in which the parties exchange their rights to receive payments on a security or other reference rate. For example, the parties might swap the right to receive floating rate payments for the right to receive fixed rate payments. The Fund has segregated liquid assets to cover its obligations under the interest rate swap contract.

The Fund is subject to foreign currency exchange risk in the normal course of pursuing its objective(s). The Fund entered into forward foreign currency contracts in connection with planned purchases or sales of securities denominated in a foreign currency, to hedge the U.S. dollar value of portfolio securities denominated in a foreign currency, or to enhance returns. A forward foreign currency contract involves an obligation to purchase or sell a specific currency at a future date, which may be any fixed number of days from the date of the contract agreed upon by the parties, at a price set at the time of the contract. Forward foreign currency contracts are generally valued at the mean of the last quoted bid and ask prices, as provided by an independent pricing service approved by the Board of Trustees, and are generally categorized as Level 2 investments within the hierarchy. The market value of a forward foreign currency contract fluctuates with changes in foreign currency exchange rates. All commitments are marked-to-market daily at the applicable exchange rates and any resulting unrealized appreciation or depreciation is recorded. Realized gains or losses are recorded at the time the forward foreign currency contract matures or at the time of delivery of the currency. Forward foreign currency contracts entail the risk of unanticipated movements in the value of the foreign currency relative to the U.S. dollar, and the risk that the counterparties to the contracts may be unable to meet their obligations under the contract.

The Fund is subject to equity and interest rate risk in the normal course of pursuing its objective(s). The Fund entered into financial futures contracts (“futures contracts”) to gain exposure to/hedge against changes in the value of equities/the value of fixed-income securities/interest rates/foreign currencies. Futures contracts are contracts for delayed delivery of securities or currencies at a specific future date and at a specific price or currency amount. Futures contracts are contracts for delayed delivery of securities or currencies at a specific future date and at a specific price or currency amount.

The following tables provide a summary of the Fund’s derivative instruments categorized by risk exposure as of July 31, 2019:

Fair Values of Derivatives not Accounted for as Hedging Instruments as of July 31, 2019

(a) Total return swap contracts are included in the table at value. Centrally cleared interest rate swap contracts are included in the table at unrealized appreciation/(depreciation).


Common Stocks 99.6%
	Shares		Value

Aerospace & Defense 2.6%
Arconic, Inc.		17,246	$	431,840
Boeing Co. (The)		22,381		7,635,950
General Dynamics Corp.		11,615		2,159,693
Huntington Ingalls Industries, Inc.		1,788		408,200
L3Harris Technologies, Inc.		9,471		1,966,180
Lockheed Martin Corp.		10,514		3,807,855
Northrop Grumman Corp.		7,263		2,509,875
Raytheon Co.		11,914		2,171,803
Textron, Inc.		9,919		489,007
TransDigm Group, Inc. *		2,093		1,016,026
United Technologies Corp.		34,695		4,635,252

				27,231,681




Air Freight & Logistics 0.6%
CH Robinson Worldwide, Inc.		5,881		492,416
Expeditors International of Washington, Inc.		7,425		566,899
FedEx Corp.		10,254		1,748,614
United Parcel Service, Inc., Class B		29,836		3,564,507

				6,372,436




Airlines 0.4%
Alaska Air Group, Inc.		5,264		333,527
American Airlines Group, Inc.		16,788		512,202
Delta Air Lines, Inc.		25,482		1,555,422
Southwest Airlines Co.		20,906		1,077,286
United Airlines Holdings, Inc. *		9,454		868,917

				4,347,354




Auto Components 0.1%
Aptiv plc		11,002		964,325
BorgWarner, Inc.		8,820		333,396

				1,297,721




Automobiles 0.4%
Ford Motor Co.		167,618		1,597,399
General Motors Co.		56,423		2,276,104
Harley-Davidson, Inc.		6,745		241,336

				4,114,839




Banks 5.6%
Bank of America Corp.		378,233		11,604,188
BB&T Corp.		32,761		1,688,174
Citigroup, Inc.		98,913		7,038,649
Citizens Financial Group, Inc.		19,637		731,675
Comerica, Inc.		6,659		487,439
Fifth Third Bancorp		31,023		921,073
First Republic Bank		7,095		704,959
Huntington Bancshares, Inc.		44,760		637,830
JPMorgan Chase & Co.		138,757		16,095,812
KeyCorp		43,037		790,590
M&T Bank Corp.		5,838		958,891
People’s United Financial, Inc.		17,034		279,698
PNC Financial Services Group, Inc. (The)		19,310		2,759,399
Regions Financial Corp.		43,102		686,615
SunTrust Banks, Inc.		18,917		1,259,872
SVB Financial Group *		2,216		514,046
US Bancorp		64,013		3,658,343
Wells Fargo & Co.		173,016		8,375,705
Zions Bancorp NA		7,885		355,377

				59,548,335




Beverages 1.8%
Brown-Forman Corp., Class B		7,077		387,890
Coca-Cola Co. (The)		164,230		8,643,425
Constellation Brands, Inc., Class A		7,152		1,407,657
Molson Coors Brewing Co., Class B		8,126		438,723
Monster Beverage Corp. *		16,741		1,079,292
PepsiCo, Inc.		59,961		7,663,615

				19,620,602


Common Stocks (continued)
	Shares		Value

Biotechnology 2.1%
AbbVie, Inc.		63,234	$	4,212,649
Alexion Pharmaceuticals, Inc. *		9,591		1,086,564
Amgen, Inc.		26,089		4,867,686
Biogen, Inc. *		8,294		1,972,479
Celgene Corp. *		30,167		2,771,141
Gilead Sciences, Inc.		54,389		3,563,567
Incyte Corp. *		7,590		644,543
Regeneron Pharmaceuticals, Inc. *		3,374		1,028,260
Vertex Pharmaceuticals, Inc. *		10,955		1,825,322

				21,972,211




Building Products 0.3%
Allegion plc		4,018		416,024
AO Smith Corp.		6,037		274,381
Fortune Brands Home & Security, Inc.		5,999		329,585
Johnson Controls International plc		34,039		1,444,615
Masco Corp.		12,492		509,299

				2,973,904




Capital Markets 2.7%
Affiliated Managers Group, Inc.		2,155		184,878
Ameriprise Financial, Inc.		5,755		837,410
Bank of New York Mellon Corp. (The)		37,680		1,767,946
BlackRock, Inc.		5,090		2,380,491
Cboe Global Markets, Inc.		4,817		526,546
Charles Schwab Corp. (The)		50,822		2,196,527
CME Group, Inc.		15,312		2,976,959
E*TRADE Financial Corp.		10,568		515,613
Franklin Resources, Inc.		12,738		415,641
Goldman Sachs Group, Inc. (The)		14,553		3,203,552
Intercontinental Exchange, Inc.		24,119		2,119,095
Invesco Ltd.		16,968		325,616
MarketAxess Holdings, Inc.		1,627		548,364
Moody’s Corp.		7,056		1,512,383
Morgan Stanley		54,686		2,436,808
MSCI, Inc.		3,612		820,791
Nasdaq, Inc.		4,987		480,597
Northern Trust Corp.		9,284		909,832
Raymond James Financial, Inc.		5,405		436,021
S&P Global, Inc.		10,526		2,578,344
State Street Corp.		15,923		924,967
T. Rowe Price Group, Inc.		10,115		1,146,940

				29,245,321




Chemicals 2.0%
Air Products & Chemicals, Inc.		9,416		2,149,390
Albemarle Corp. (a)		4,467		325,912
Celanese Corp.		5,373		602,689
CF Industries Holdings, Inc.		9,431		467,400
Corteva, Inc.		32,188		949,546
Dow, Inc.		32,030		1,551,533
DuPont de Nemours, Inc.		32,029		2,311,213
Eastman Chemical Co.		5,889		443,736
Ecolab, Inc.		10,850		2,188,771
FMC Corp.		5,632		486,717
International Flavors & Fragrances, Inc. (a)		4,327		623,045
Linde plc		23,216		4,440,757
LyondellBasell Industries NV, Class A		11,756		983,860
Mosaic Co. (The)		15,130		381,125
PPG Industries, Inc.		10,099		1,185,522
Sherwin-Williams Co. (The)		3,475		1,782,814

				20,874,030




Commercial Services & Supplies 0.4%
Cintas Corp.		3,601		937,845
Copart, Inc. *		8,646		670,324
Republic Services, Inc.		9,216		816,998
Rollins, Inc.		6,186		207,417


Common Stocks (continued)
	Shares		Value

Commercial Services & Supplies (continued)
Waste Management, Inc.		16,712	$	1,955,304

				4,587,888




Communications Equipment 1.2%
Arista Networks, Inc. *		2,251		615,536
Cisco Systems, Inc.		183,103		10,143,906
F5 Networks, Inc. *		2,534		371,789
Juniper Networks, Inc.		14,858		401,463
Motorola Solutions, Inc.		7,049		1,169,852

				12,702,546




Construction & Engineering 0.1%
Jacobs Engineering Group, Inc.		4,908		404,959
Quanta Services, Inc.		6,145		229,946

				634,905




Construction Materials 0.1%
Martin Marietta Materials, Inc.		2,683		664,713
Vulcan Materials Co.		5,666		783,891

				1,448,604




Consumer Finance 0.7%
American Express Co.		29,290		3,642,797
Capital One Financial Corp.		20,086		1,856,348
Discover Financial Services		13,847		1,242,630
Synchrony Financial		27,094		972,133

				7,713,908




Containers & Packaging 0.4%
Amcor plc *		69,785		739,721
Avery Dennison Corp.		3,646		418,816
Ball Corp.		14,395		1,028,955
International Paper Co.		16,996		746,294
Packaging Corp. of America		4,037		407,616
Sealed Air Corp.		6,656		278,154
Westrock Co.		10,860		391,503

				4,011,059




Distributors 0.1%
Genuine Parts Co.		6,212		603,309
LKQ Corp. *		13,431		361,697

				965,006




Diversified Consumer Services 0.0%^†
H&R Block, Inc.		8,864		245,444




Diversified Financial Services 1.6%
Berkshire Hathaway, Inc., Class B *		82,887		17,027,476
Jefferies Financial Group, Inc.		10,838		231,175

				17,258,651




Diversified Telecommunication Services 2.0%
AT&T, Inc.		312,163		10,629,150
CenturyLink, Inc.		40,724		492,353
Verizon Communications, Inc.		176,900		9,777,263

				20,898,766




Electric Utilities 2.0%
Alliant Energy Corp.		10,052		497,976
American Electric Power Co., Inc.		21,106		1,853,318
Duke Energy Corp.		31,141		2,700,548
Edison International		15,133		1,128,014
Entergy Corp.		8,162		862,070
Evergy, Inc.		10,368		627,160
Eversource Energy		13,730		1,041,558
Exelon Corp.		41,531		1,871,387
FirstEnergy Corp.		21,684		953,445
NextEra Energy, Inc.		20,486		4,244,085
Pinnacle West Capital Corp.		4,814		439,133
PPL Corp.		30,960		917,345


Common Stocks (continued)
	Shares		Value

Electric Utilities (continued)
Southern Co. (The)		44,520	$	2,502,024
Xcel Energy, Inc.		22,015		1,312,314

				20,950,377




Electrical Equipment 0.5%
AMETEK, Inc.		9,724		871,368
Eaton Corp. plc		18,098		1,487,474
Emerson Electric Co.		26,290		1,705,695
Rockwell Automation, Inc.		5,046		811,296

				4,875,833




Electronic Equipment, Instruments & Components 0.4%
Amphenol Corp., Class A		12,834		1,197,669
Corning, Inc.		33,567		1,032,185
FLIR Systems, Inc.		5,792		287,631
IPG Photonics Corp. *		1,486		194,681
Keysight Technologies, Inc. *		8,031		718,935
TE Connectivity Ltd.		14,409		1,331,391

				4,762,492




Energy Equipment & Services 0.5%
Baker Hughes a GE Co.		22,072		560,408
Halliburton Co.		37,189		855,347
Helmerich & Payne, Inc.		4,782		237,570
National Oilwell Varco, Inc.		16,582		394,983
Schlumberger Ltd.		59,247		2,368,103
TechnipFMC plc		17,810		490,487

				4,906,898




Entertainment 1.9%
Activision Blizzard, Inc.		32,765		1,596,966
Electronic Arts, Inc. *		12,689		1,173,733
Netflix, Inc. *		18,702		6,040,559
Take-Two Interactive Software, Inc. *		4,814		589,811
Viacom, Inc., Class B		15,160		460,106
Walt Disney Co. (The)		74,671		10,678,700

				20,539,875




Equity Real Estate Investment Trusts (REITs) 3.0%
Alexandria Real Estate Equities, Inc.		4,853		710,285
American Tower Corp.		18,907		4,001,099
Apartment Investment & Management Co., Class A		6,428		318,443
AvalonBay Communities, Inc.		5,963		1,245,015
Boston Properties, Inc.		6,645		883,453
Crown Castle International Corp.		17,783		2,369,763
Digital Realty Trust, Inc.		8,948		1,023,293
Duke Realty Corp.		15,383		512,715
Equinix, Inc.		3,596		1,805,552
Equity Residential		15,792		1,245,831
Essex Property Trust, Inc.		2,811		849,540
Extra Space Storage, Inc.		5,444		611,851
Federal Realty Investment Trust		3,222		425,336
HCP, Inc.		20,439		652,617
Host Hotels & Resorts, Inc.		31,686		551,020
Iron Mountain, Inc.		12,278		361,096
Kimco Realty Corp.		17,928		344,397
Macerich Co. (The)		4,578		151,303
Mid-America Apartment Communities, Inc.		4,900		577,416
Prologis, Inc.		26,981		2,174,938
Public Storage		6,420		1,558,519
Realty Income Corp.		13,445		930,528
Regency Centers Corp.		7,129		475,504


Common Stocks (continued)
	Shares		Value

Equity Real Estate Investment Trusts (REITs) (continued)
SBA Communications Corp. *		4,833	$	1,186,067
Simon Property Group, Inc.		13,217		2,143,797
SL Green Realty Corp.		3,575		289,861
UDR, Inc.		12,171		560,596
Ventas, Inc.		15,799		1,063,115
Vornado Realty Trust		7,352		472,881
Welltower, Inc.		17,321		1,439,722
Weyerhaeuser Co.		31,702		805,548

				31,741,101




Food & Staples Retailing 1.5%
Costco Wholesale Corp.		18,811		5,184,876
Kroger Co. (The)		34,356		726,973
Sysco Corp.		20,191		1,384,497
Walgreens Boots Alliance, Inc.		33,242		1,811,357
Walmart, Inc.		59,833		6,604,366

				15,712,069




Food Products 1.1%
Archer-Daniels-Midland Co.		23,840		979,347
Campbell Soup Co. (a)		8,165		337,541
Conagra Brands, Inc.		20,877		602,719
General Mills, Inc.		25,613		1,360,307
Hershey Co. (The)		5,958		904,067
Hormel Foods Corp. (a)		11,525		472,410
JM Smucker Co. (The)		4,897		544,498
Kellogg Co.		10,632		618,995
Kraft Heinz Co. (The)		26,737		855,851
Lamb Weston Holdings, Inc.		6,285		421,849
McCormick & Co., Inc. (Non-Voting)		5,217		827,103
Mondelez International, Inc., Class A		61,613		3,295,679
Tyson Foods, Inc., Class A		12,553		997,964

				12,218,330




Gas Utilities 0.0%^†
Atmos Energy Corp.		4,989		544,001




Health Care Equipment & Supplies 3.5%
Abbott Laboratories		75,461		6,572,653
ABIOMED, Inc. *		1,931		537,899
Align Technology, Inc. *		3,097		647,521
Baxter International, Inc.		20,294		1,704,087
Becton Dickinson and Co.		11,537		2,916,554
Boston Scientific Corp. *		59,484		2,525,691
Cooper Cos., Inc. (The)		2,119		714,951
Danaher Corp.		26,948		3,786,194
Dentsply Sirona, Inc.		9,917		539,981
Edwards Lifesciences Corp. *		8,918		1,898,196
Hologic, Inc. *		11,358		582,097
IDEXX Laboratories, Inc. *		3,676		1,036,816
Intuitive Surgical, Inc. *		4,938		2,565,340
Medtronic plc		57,347		5,845,953
ResMed, Inc.		6,132		789,188
Stryker Corp.		13,246		2,778,746
Teleflex, Inc.		1,984		674,044
Varian Medical Systems, Inc. *		3,924		460,560
Zimmer Biomet Holdings, Inc.		8,760		1,183,739

				37,760,210




Health Care Providers & Services 2.7%
AmerisourceBergen Corp.		6,653		579,809
Anthem, Inc.		11,001		3,241,004
Cardinal Health, Inc.		12,752		583,149
Centene Corp. *		17,590		916,263


Common Stocks (continued)
	Shares		Value

Health Care Providers & Services (continued)
Cigna Corp.		16,231	$	2,757,971
CVS Health Corp.		55,567		3,104,528
DaVita, Inc. *		5,329		318,941
HCA Healthcare, Inc.		11,421		1,524,818
Henry Schein, Inc. *		6,439		428,451
Humana, Inc.		5,776		1,714,028
Laboratory Corp. of America Holdings *		4,211		705,427
McKesson Corp.		8,125		1,128,969
Quest Diagnostics, Inc.		5,748		586,756
UnitedHealth Group, Inc.		40,650		10,122,256
Universal Health Services, Inc., Class B		3,515		530,273
WellCare Health Plans, Inc. *		2,143		615,577

				28,858,220




Health Care Technology 0.1%
Cerner Corp.		13,965		1,000,592




Hotels, Restaurants & Leisure 2.0%
Carnival Corp.		17,218		813,206
Chipotle Mexican Grill, Inc. *		1,038		825,760
Darden Restaurants, Inc.		5,222		634,786
Hilton Worldwide Holdings, Inc.		12,450		1,202,048
Marriott International, Inc., Class A		11,822		1,643,967
McDonald’s Corp.		32,660		6,882,115
MGM Resorts International		21,961		659,269
Norwegian Cruise Line Holdings Ltd. *		9,213		455,491
Royal Caribbean Cruises Ltd.		7,371		857,542
Starbucks Corp.		51,808		4,905,700
Wynn Resorts Ltd.		4,136		537,970
Yum! Brands, Inc.		13,088		1,472,662

				20,890,516




Household Durables 0.3%
DR Horton, Inc.		14,419		662,265
Garmin Ltd.		5,139		403,874
Leggett & Platt, Inc.		5,730		229,028
Lennar Corp., Class A		12,170		578,927
Mohawk Industries, Inc. *		2,630		327,935
Newell Brands, Inc.		16,813		238,576
PulteGroup, Inc.		10,971		345,696
Whirlpool Corp.		2,709		394,105

				3,180,406




Household Products 1.8%
Church & Dwight Co., Inc.		10,532		794,534
Clorox Co. (The)		5,448		885,845
Colgate-Palmolive Co.		36,722		2,634,436
Kimberly-Clark Corp.		14,705		1,994,733
Procter & Gamble Co. (The)		107,291		12,664,630

				18,974,178




Independent Power and Renewable Electricity Producers 0.1%
AES Corp.		28,616		480,463
NRG Energy, Inc.		11,539		393,941

				874,404




Industrial Conglomerates 1.4%
3M Co.		24,656		4,307,896
General Electric Co.		373,022		3,898,080
Honeywell International, Inc.		31,128		5,368,335
Roper Technologies, Inc.		4,442		1,615,333

				15,189,644




Insurance 2.5%
Aflac, Inc.		31,887		1,678,532


Common Stocks (continued)
	Shares		Value

Insurance (continued)
Allstate Corp. (The)		14,248	$	1,530,235
American International Group, Inc.		37,203		2,082,996
Aon plc		10,288		1,947,004
Arthur J Gallagher & Co.		7,948		718,738
Assurant, Inc.		2,655		300,971
Chubb Ltd.		19,585		2,993,371
Cincinnati Financial Corp.		6,469		694,318
Everest Re Group Ltd.		1,724		425,207
Hartford Financial Services Group, Inc. (The)		15,529		894,936
Lincoln National Corp.		8,580		560,617
Loews Corp.		11,394		610,035
Marsh & McLennan Cos., Inc.		21,872		2,160,954
MetLife, Inc.		40,651		2,008,972
Principal Financial Group, Inc.		11,081		643,141
Progressive Corp. (The)		24,979		2,022,799
Prudential Financial, Inc.		17,366		1,759,350
Torchmark Corp.		4,368		398,886
Travelers Cos., Inc. (The)		11,203		1,642,584
Unum Group		8,963		286,368
Willis Towers Watson plc		5,528		1,079,176

				26,439,190




Interactive Media & Services 5.0%
Alphabet, Inc., Class A *		12,808		15,602,706
Alphabet, Inc., Class C *		13,109		15,949,458
Facebook, Inc., Class A *		102,766		19,960,240
TripAdvisor, Inc. *		4,428		195,496
Twitter, Inc. *		31,364		1,327,011

				53,034,911




Internet & Direct Marketing Retail 3.6%
Amazon.com, Inc. *		17,690		33,023,338
Booking Holdings, Inc. *		1,852		3,494,002
eBay, Inc.		35,042		1,443,380
Expedia Group, Inc.		5,921		785,953

				38,746,673




IT Services 5.6%
Accenture plc, Class A		27,283		5,254,160
Akamai Technologies, Inc. *		7,073		623,344
Alliance Data Systems Corp. (a)		1,929		302,699
Automatic Data Processing, Inc.		18,616		3,099,936
Broadridge Financial Solutions, Inc.		4,968		631,532
Cognizant Technology Solutions Corp., Class A		24,350		1,586,159
DXC Technology Co.		11,399		635,722
Fidelity National Information Services, Inc.		26,173		3,487,552
Fiserv, Inc. *		24,357		2,567,959
FleetCor Technologies, Inc. *		3,686		1,047,451
Gartner, Inc. *		3,862		538,092
Global Payments, Inc.		6,702		1,125,400
International Business Machines Corp.		37,925		5,622,002
Jack Henry & Associates, Inc.		3,271		456,959
Mastercard, Inc., Class A		38,444		10,467,148
Paychex, Inc.		13,742		1,141,273
PayPal Holdings, Inc. *		50,256		5,548,262
Total System Services, Inc.		6,951		943,390
VeriSign, Inc. *		4,480		945,683
Visa, Inc., Class A		74,383		13,240,174
Western Union Co. (The)		18,423		386,883

				59,651,780


Common Stocks (continued)
	Shares		Value

Leisure Products 0.0%^†
Hasbro, Inc. (a)		4,905	$	594,290




Life Sciences Tools & Services 1.0%
Agilent Technologies, Inc.		13,516		938,146
Illumina, Inc. *		6,288		1,882,501
IQVIA Holdings, Inc. *		6,727		1,070,737
Mettler-Toledo International, Inc. *		1,055		798,371
PerkinElmer, Inc.		4,779		411,567
Thermo Fisher Scientific, Inc.		17,109		4,750,827
Waters Corp. *		2,964		624,100

				10,476,249




Machinery 1.5%
Caterpillar, Inc.		24,461		3,220,780
Cummins, Inc.		6,196		1,016,144
Deere & Co.		13,559		2,246,048
Dover Corp.		6,190		599,501
Flowserve Corp.		5,676		283,970
Fortive Corp.		12,613		959,219
Illinois Tool Works, Inc.		12,820		1,977,229
Ingersoll-Rand plc		10,315		1,275,553
PACCAR, Inc.		14,819		1,039,405
Parker-Hannifin Corp.		5,458		955,587
Pentair plc		6,880		267,013
Snap-on, Inc.		2,386		364,127
Stanley Black & Decker, Inc.		6,482		956,678
Wabtec Corp. (a)		6,988		542,828
Xylem, Inc.		7,670		615,824

				16,319,906




Media 1.4%
CBS Corp. (Non-Voting), Class B		15,002		772,753
Charter Communications, Inc., Class A *		7,358		2,835,626
Comcast Corp., Class A		193,738		8,363,670
Discovery, Inc., Class A *(a)		6,660		201,864
Discovery, Inc., Class C *		15,603		440,629
DISH Network Corp., Class A *		9,793		331,591
Fox Corp., Class A		15,182		566,592
Fox Corp., Class B		6,988		259,954
Interpublic Group of Cos., Inc. (The)		16,523		378,707
News Corp., Class A		16,723		220,075
News Corp., Class B		5,527		74,393
Omnicom Group, Inc.		9,417		755,432

				15,201,286




Metals & Mining 0.2%
Freeport-McMoRan, Inc.		61,756		683,021
Newmont Goldcorp Corp.		35,059		1,280,355
Nucor Corp.		12,971		705,363

				2,668,739




Multiline Retail 0.5%
Dollar General Corp.		11,049		1,480,787
Dollar Tree, Inc. *		10,142		1,031,948
Kohl’s Corp.		6,885		370,826
Macy’s, Inc.		13,177		299,513
Nordstrom, Inc. (a)		4,542		150,386
Target Corp.		21,914		1,893,370

				5,226,830




Multi-Utilities 1.1%
Ameren Corp.		10,577		800,573
CenterPoint Energy, Inc.		21,667		628,560
CMS Energy Corp.		12,143		706,965
Consolidated Edison, Inc.		13,991		1,188,675


Common Stocks (continued)
	Shares		Value

Multi-Utilities (continued)
Dominion Energy, Inc.		34,320	$	2,549,633
DTE Energy Co.		7,830		995,271
NiSource, Inc.		16,037		476,139
Public Service Enterprise Group, Inc.		21,552		1,231,697
Sempra Energy		11,737		1,589,542
WEC Energy Group, Inc.		13,443		1,148,839

				11,315,894




Oil, Gas & Consumable Fuels 4.4%
Anadarko Petroleum Corp.		21,478		1,582,070
Apache Corp.		16,222		396,141
Cabot Oil & Gas Corp.		18,228		349,248
Chevron Corp.		81,480		10,031,003
Cimarex Energy Co.		4,368		221,327
Concho Resources, Inc.		8,603		840,341
ConocoPhillips		48,342		2,856,045
Devon Energy Corp.		17,574		474,498
Diamondback Energy, Inc.		6,624		685,120
EOG Resources, Inc.		24,823		2,131,055
Exxon Mobil Corp.		180,980		13,457,673
Hess Corp.		10,959		710,582
HollyFrontier Corp.		6,825		339,680
Kinder Morgan, Inc.		83,273		1,717,089
Marathon Oil Corp.		34,932		491,493
Marathon Petroleum Corp.		28,343		1,598,262
Noble Energy, Inc.		20,466		451,889
Occidental Petroleum Corp.		31,996		1,643,315
ONEOK, Inc.		17,655		1,237,262
Phillips 66		17,866		1,832,337
Pioneer Natural Resources Co.		7,172		990,023
Valero Energy Corp.		17,804		1,517,791
Williams Cos., Inc. (The)		51,832		1,277,140

				46,831,384




Personal Products 0.2%
Coty, Inc., Class A		12,982		141,634
Estee Lauder Cos., Inc. (The), Class A		9,379		1,727,518

				1,869,152




Pharmaceuticals 4.3%
Allergan plc		13,180		2,115,390
Bristol-Myers Squibb Co.		69,966		3,107,190
Eli Lilly & Co.		36,958		4,026,574
Johnson & Johnson		113,567		14,788,695
Merck & Co., Inc.		110,127		9,139,440
Mylan NV *		22,298		466,028
Nektar Therapeutics *		7,491		213,194
Perrigo Co. plc		5,276		284,957
Pfizer, Inc.		237,472		9,223,412
Zoetis, Inc.		20,474		2,352,258

				45,717,138




Professional Services 0.3%
Equifax, Inc.		5,158		717,426
IHS Markit Ltd. *		15,485		997,544
Nielsen Holdings plc		15,195		351,916
Robert Half International, Inc.		5,005		302,352
Verisk Analytics, Inc.		6,990		1,060,523

				3,429,761




Real Estate Management & Development 0.1%
CBRE Group, Inc., Class A *		13,350		707,684




Road & Rail 1.0%
CSX Corp.		32,880		2,314,752


Common Stocks (continued)
	Shares		Value

Road & Rail (continued)
JB Hunt Transport Services, Inc.		3,750	$	383,888
Kansas City Southern		4,285		530,226
Norfolk Southern Corp.		11,376		2,174,181
Union Pacific Corp.		30,277		5,448,346

				10,851,393




Semiconductors & Semiconductor Equipment 3.9%
Advanced Micro Devices, Inc. *		37,937		1,155,182
Analog Devices, Inc.		15,816		1,857,747
Applied Materials, Inc.		40,041		1,976,824
Broadcom, Inc.		16,932		4,910,111
Intel Corp.		191,498		9,680,224
KLA Corp.		6,893		939,654
Lam Research Corp.		6,413		1,337,816
Maxim Integrated Products, Inc.		11,597		686,427
Microchip Technology, Inc. (a)		10,176		960,818
Micron Technology, Inc. *		47,337		2,124,958
NVIDIA Corp.		26,049		4,394,987
Qorvo, Inc. *		5,146		377,150
QUALCOMM, Inc.		52,000		3,804,320
Skyworks Solutions, Inc.		7,387		629,963
Texas Instruments, Inc.		40,131		5,016,776
Xilinx, Inc.		10,861		1,240,435

				41,093,392




Software 6.6%
Adobe, Inc. *		20,872		6,237,806
ANSYS, Inc. *		3,600		731,232
Autodesk, Inc. *		9,394		1,467,061
Cadence Design Systems, Inc. *		12,082		892,981
Citrix Systems, Inc.		5,388		507,765
Fortinet, Inc. *		6,232		500,492
Intuit, Inc.		11,089		3,075,090
Microsoft Corp.		327,768		44,664,945
Oracle Corp.		103,792		5,843,490
salesforce.com, Inc. *		33,216		5,131,872
Symantec Corp.		26,248		565,907
Synopsys, Inc. *		6,389		848,204

				70,466,845




Specialty Retail 2.3%
Advance Auto Parts, Inc.		3,068		462,164
AutoZone, Inc. *		1,049		1,178,069
Best Buy Co., Inc.		9,927		759,713
CarMax, Inc. *		7,051		618,796
Foot Locker, Inc.		4,912		201,687
Gap, Inc. (The)		9,174		178,893
Home Depot, Inc. (The)		47,063		10,056,892
L Brands, Inc.		9,730		252,493
Lowe’s Cos., Inc.		33,488		3,395,683
O’Reilly Automotive, Inc. *		3,348		1,274,784
Ross Stores, Inc.		15,717		1,666,474
Tiffany & Co.		4,652		436,916
TJX Cos., Inc. (The)		51,870		2,830,027
Tractor Supply Co.		5,159		561,351
Ulta Beauty, Inc. *		2,375		829,469

				24,703,411




Technology Hardware, Storage & Peripherals 4.1%
Apple, Inc.		186,965		39,831,024
Hewlett Packard Enterprise Co.		57,281		823,128
HP, Inc.		64,329		1,353,482
NetApp, Inc.		10,633		621,924
Seagate Technology plc		10,881		503,899
Western Digital Corp.		12,514		674,380


Common Stocks (continued)
	Shares		Value

Technology Hardware, Storage & Peripherals (continued)
Xerox Corp.		8,441	$	270,956

				44,078,793




Textiles, Apparel & Luxury Goods 0.7%
Capri Holdings Ltd. *		6,538		232,687
Hanesbrands, Inc.		15,706		252,710
NIKE, Inc., Class B		53,755		4,624,543
PVH Corp.		3,241		288,190
Ralph Lauren Corp.		2,271		236,706
Tapestry, Inc.		12,436		384,645
Under Armour, Inc., Class A *		7,994		184,422
Under Armour, Inc., Class C *		8,313		169,086
VF Corp.		13,990		1,222,586

				7,595,575




Tobacco 0.9%
Altria Group, Inc.		80,026		3,766,824
Philip Morris International, Inc.		66,548		5,564,078

				9,330,902




Trading Companies & Distributors 0.2%
Fastenal Co.		24,548		756,078
United Rentals, Inc. *		3,396		429,764
WW Grainger, Inc.		1,902		553,539

				1,739,381




Water Utilities 0.1%
American Water Works Co., Inc.		7,721		886,216




Wireless Telecommunication Services 0.1%
T-Mobile US, Inc. *		13,520		1,077,950

Total Common Stocks (cost $874,796,467)				1,061,099,082


Short-Term Investment 0.1%
	Shares		Value

Money Market Fund 0.1%
Fidelity Investments Money Market Government Portfolio — Institutional Class, 2.23% (b)(c)		585,431		585,431

Total Short-Term Investment (cost $585,431)				585,431


Repurchase Agreement 0.2%
	Principal Amount		Value

BNP Paribas Securities Corp., 2.53%, dated 7/31/2019, due 8/1/2019, repurchase price $1,844,033, collateralized by U.S. Treasury Note, 1.50%, maturing 8/15/2026; total market value $1,881,431. (c)	$	1,843,903		1,843,903


Repurchase Agreement (continued)
	Principal Amount	Value

Total Repurchase Agreement (cost $1,843,903)		$	1,843,903


Total Investments (cost $877,225,801) — 99.9%			1,063,528,416

Other assets in excess of liabilities — 0.1%			982,155


NET ASSETS — 100.0%		$	1,064,510,571

*	Denotes a non-income producing security.

†	Amount rounds to less than 0.1%. & Asset Types

(a)

The security or a portion of this security is on loan at July 31, 2019. The total value of securities on loan at July 31, 2019 was $3,504,299, which was collateralized by cash used to purchase a money market fund and a repurchase agreement with a value of $585,431 and $1,843,903, respectively, and by $1,195,104 of collateral in the form of U.S. Government Treasury Securities, interest rates ranging from 0.00% - 3.00%, and maturity dates ranging from 9/12/2019 – 2/15/2047; a total value of $3,624,438.

(b)	Represents 7-day effective yield as of July 31, 2019.

(c)	Security was purchased with cash collateral held from securities on loan. The total value of securities purchased with cash collateral as of July 31, 2019 was $2,429,334.


REIT		Real Estate Investment Trust

At July 31, 2019, the Fund has $427,200 segregated as collateral with the broker for open futures contracts.

• Level 2 — Other significant observable inputs (including quoted prices of similar securities, interest rates, prepayment speeds, credit risk, etc.)

• Level 3 — Significant unobservable inputs (including the Fund’s own assumptions in determining the fair value of investments)

Changes in valuation techniques may result in transfers into or out of an investment’s assigned level within the hierarchy.

Amounts designated as “–”, which may include fair valued securities, are zero or have been rounded to zero.

The Fund is subject to equity price risk in the normal course of pursuing its objective(s). The Fund entered into financial futures contracts (“futures contracts”) to gain exposure to the value of equities. Futures contracts are contracts for delayed delivery of securities or currencies at a specific future date and at a specific price or currency amount.

The following table provides a summary of the Fund’s derivative instruments categorized by risk exposure as of July 31, 2019:

Fair Values of Derivatives not Accounted for as Hedging Instruments as of July 31, 2019


Common Stocks 97.5%
	Shares		Value

Aerospace & Defense 1.3%
AAR Corp.		4,231	$	177,110
Aerojet Rocketdyne Holdings, Inc. *		9,214		393,622
AeroVironment, Inc. *		2,690		147,546
Astronics Corp. *		3,058		112,657
Axon Enterprise, Inc. *		7,358		516,679
Cubic Corp.		3,954		261,755
Ducommun, Inc. *		1,304		54,964
Kratos Defense & Security Solutions, Inc. *		11,368		280,221
Maxar Technologies, Inc. (a)		7,221		53,146
Mercury Systems, Inc. *		6,732		548,793
Moog, Inc., Class A		4,066		331,216
National Presto Industries, Inc.		608		55,918
Park Aerospace Corp.		2,366		43,037
Parsons Corp. *		2,340		85,901
Triumph Group, Inc.		6,268		151,874
Vectrus, Inc. *		1,374		55,565
Wesco Aircraft Holdings, Inc. *		6,643		69,951

				3,339,955




Air Freight & Logistics 0.3%
Air Transport Services Group, Inc. *		7,405		172,611
Atlas Air Worldwide Holdings, Inc. *		2,890		131,928
Echo Global Logistics, Inc. *		3,387		71,330
Forward Air Corp.		3,635		229,005
Hub Group, Inc., Class A *		4,170		189,110
Radiant Logistics, Inc. *		4,820		26,462

				820,446




Airlines 0.5%
Allegiant Travel Co.		1,634		244,855
Hawaiian Holdings, Inc.		6,006		156,096
Mesa Air Group, Inc. *		2,588		26,501
SkyWest, Inc.		6,346		385,266
Spirit Airlines, Inc. *		8,638		366,510

				1,179,228




Auto Components 1.1%
Adient plc		11,067		262,841
American Axle & Manufacturing Holdings, Inc. *		14,162		170,935
Cooper Tire & Rubber Co.		6,404		172,395
Cooper-Standard Holdings, Inc. *		2,168		107,272
Dana, Inc.		18,285		305,542
Dorman Products, Inc. *		3,401		244,464
Fox Factory Holding Corp. *		4,746		380,060
Gentherm, Inc. *		4,269		174,645
LCI Industries		3,079		282,129
Modine Manufacturing Co. *		6,058		83,116
Motorcar Parts of America, Inc. *		2,277		40,713
Standard Motor Products, Inc.		2,605		119,856
Stoneridge, Inc. *		3,533		115,070
Tenneco, Inc., Class A		6,246		56,464
Tower International, Inc.		2,385		73,458
Visteon Corp. *(a)		3,569		235,126

				2,824,086




Automobiles 0.1%
Winnebago Industries, Inc.		3,984		160,555




Banks 9.6%
1st Constitution Bancorp		999		18,192
1st Source Corp.		1,854		87,045
ACNB Corp.		837		31,220


Common Stocks (continued)
	Shares		Value

Banks (continued)
Allegiance Bancshares, Inc. *		2,411	$	80,913
Amalgamated Bank, Class A		1,683		28,880
Amerant Bancorp, Inc. *(a)		2,422		44,516
American National Bankshares, Inc.		1,351		49,973
Ameris Bancorp		8,126		323,171
Ames National Corp.		1,079		29,467
Arrow Financial Corp.		1,688		56,143
Atlantic Capital Bancshares, Inc. *		2,983		54,857
Atlantic Union Bankshares Corp.		10,251		389,846
Banc of California, Inc.		5,735		89,638
BancFirst Corp.		2,345		136,807
Bancorp, Inc. (The) *		6,189		59,910
BancorpSouth Bank		12,100		361,669
Bank First Corp. (a)		703		40,704
Bank of Commerce Holdings		2,281		24,566
Bank of Marin Bancorp		1,676		73,275
Bank of NT Butterfield & Son Ltd. (The)		6,935		217,967
Bank of Princeton (The)		675		18,610
Bank7 Corp. *		499		9,436
BankFinancial Corp.		1,732		23,226
Bankwell Financial Group, Inc.		876		24,616
Banner Corp.		4,296		254,581
Bar Harbor Bankshares		1,861		47,251
Baycom Corp. *		1,466		33,571
BCB Bancorp, Inc.		2,013		25,827
Berkshire Hills Bancorp, Inc.		5,855		192,044
Boston Private Financial Holdings, Inc.		10,099		116,542
Bridge Bancorp, Inc.		1,995		58,274
Brookline Bancorp, Inc.		9,630		142,813
Bryn Mawr Bank Corp.		2,526		93,664
Business First Bancshares, Inc.		1,612		40,203
Byline Bancorp, Inc. *		2,862		54,693
C&F Financial Corp.		362		19,657
Cadence Bancorp		15,861		271,858
Cambridge Bancorp		532		41,602
Camden National Corp.		1,874		83,787
Capital Bancorp, Inc. *		850		10,829
Capital City Bank Group, Inc.		1,648		42,551
Capstar Financial Holdings, Inc.		1,777		28,787
Carolina Financial Corp.		2,683		94,227
Carter Bank & Trust *		2,792		55,700
Cathay General Bancorp		9,721		361,816
CBTX, Inc.		2,372		71,492
CenterState Bank Corp.		15,867		385,885
Central Pacific Financial Corp.		3,456		101,848
Central Valley Community Bancorp		1,479		30,660
Century Bancorp, Inc., Class A		377		31,574
Chemung Financial Corp.		476		20,773
Citizens & Northern Corp.		1,579		40,454
City Holding Co.		2,028		157,069
Civista Bancshares, Inc.		1,956		43,365
CNB Financial Corp.		1,764		49,780
Coastal Financial Corp. *		1,176		18,687
Codorus Valley Bancorp, Inc.		1,310		30,654
Colony Bankcorp, Inc.		833		13,953
Columbia Banking System, Inc.		9,254		348,968
Community Bank System, Inc.		6,325		417,387
Community Bankers Trust Corp.		3,160		25,154
Community Financial Corp. (The)		755		24,560
Community Trust Bancorp, Inc.		1,998		84,495


Common Stocks (continued)
	Shares		Value

Banks (continued)
ConnectOne Bancorp, Inc.		4,153	$	94,938
Customers Bancorp, Inc. *		3,522		72,624
CVB Financial Corp.		16,760		368,888
DNB Financial Corp.		411		18,820
Eagle Bancorp, Inc.		4,232		170,592
Enterprise Bancorp, Inc.		1,212		37,027
Enterprise Financial Services Corp.		3,108		129,541
Equity Bancshares, Inc., Class A *		1,896		50,225
Esquire Financial Holdings, Inc. *		786		20,161
Evans Bancorp, Inc.		674		24,978
Farmers & Merchants Bancorp, Inc.		1,277		36,573
Farmers National Banc Corp.		2,985		43,611
FB Financial Corp.		2,143		81,455
Fidelity D&D Bancorp, Inc.		363		23,947
Financial Institutions, Inc.		1,993		61,364
First Bancorp		3,694		136,456
First Bancorp, Inc.		1,472		38,581
First Bancorp/PR		27,039		290,940
First Bancshares, Inc. (The)		2,029		67,383
First Bank		2,037		23,181
First Busey Corp.		6,544		176,884
First Business Financial Services, Inc.		1,185		28,239
First Capital, Inc.		393		22,303
First Choice Bancorp		1,374		30,503
First Commonwealth Financial Corp.		11,993		165,144
First Community Bankshares, Inc.		1,983		65,578
First Financial Bancorp		12,222		311,539
First Financial Bankshares, Inc.		16,376		536,314
First Financial Corp.		1,555		67,503
First Financial Northwest, Inc.		1,086		16,051
First Foundation, Inc.		5,007		75,305
First Guaranty Bancshares, Inc.		765		16,715
First Internet Bancorp		1,240		26,139
First Interstate BancSystem, Inc., Class A		4,720		188,942
First Merchants Corp.		6,285		247,692
First Mid Bancshares, Inc.		1,804		61,480
First Midwest Bancorp, Inc.		13,234		286,251
First Northwest Bancorp		1,130		18,159
First of Long Island Corp. (The)		2,987		66,072
Flushing Financial Corp.		3,298		67,147
FNCB Bancorp, Inc.		2,079		16,528
Franklin Financial Network, Inc.		1,559		45,990
Franklin Financial Services Corp.		489		17,848
Fulton Financial Corp.		20,848		354,416
FVCBankcorp, Inc. *(a)		1,453		26,183
German American Bancorp, Inc.		2,946		92,946
Glacier Bancorp, Inc.		10,476		439,049
Great Southern Bancorp, Inc.		1,432		85,863
Great Western Bancorp, Inc.		7,020		237,416
Guaranty Bancshares, Inc.		1,011		31,159
Hancock Whitney Corp.		10,823		449,371
Hanmi Financial Corp.		3,697		79,449
HarborOne Bancorp, Inc. *		1,723		32,995
Hawthorn Bancshares, Inc.		666		16,270
Heartland Financial USA, Inc.		4,136		198,900
Heritage Commerce Corp.		5,229		64,683
Heritage Financial Corp.		4,620		131,762
Hilltop Holdings, Inc.		9,157		207,681
Home BancShares, Inc.		19,626		386,043
HomeTrust Bancshares, Inc.		2,029		53,018
Hope Bancorp, Inc.		14,979		220,940
Horizon Bancorp, Inc.		4,793		83,494
Howard Bancorp, Inc. *		1,867		27,800


Common Stocks (continued)
	Shares		Value

Banks (continued)
IBERIABANK Corp.		6,820	$	535,847
Independent Bank Corp.		7,023		387,236
Independent Bank Group, Inc.		4,580		260,190
International Bancshares Corp.		7,026		264,388
Investar Holding Corp.		1,235		29,776
Investors Bancorp, Inc.		29,187		331,564
Lakeland Bancorp, Inc.		6,071		99,443
Lakeland Financial Corp.		3,091		142,155
LCNB Corp.		1,586		28,564
LegacyTexas Financial Group, Inc.		6,082		259,945
Level One Bancorp, Inc.		716		16,869
Live Oak Bancshares, Inc. (a)		3,112		60,591
Macatawa Bank Corp.		2,917		29,987
Mackinac Financial Corp.		1,033		15,908
MainStreet Bancshares, Inc. *		848		19,351
Malvern Bancorp, Inc. *		969		20,582
MBT Financial Corp.		2,608		28,114
Mercantile Bank Corp.		1,990		66,864
Metropolitan Bank Holding Corp. *		875		36,724
Mid Penn Bancorp, Inc.		950		24,747
Midland States Bancorp, Inc.		2,754		74,688
MidSouth Bancorp, Inc.		2,088		25,536
MidWestOne Financial Group, Inc.		1,524		47,351
MutualFirst Financial, Inc.		774		25,225
MVB Financial Corp.		1,134		19,743
National Bank Holdings Corp., Class A		3,706		134,454
National Bankshares, Inc.		725		26,564
NBT Bancorp, Inc.		5,277		204,220
Nicolet Bankshares, Inc. *		1,059		69,587
Northeast Bank		1,065		23,377
Northrim Bancorp, Inc.		822		32,033
Norwood Financial Corp.		698		24,165
Oak Valley Bancorp		856		16,041
OFG Bancorp		6,364		144,017
Ohio Valley Banc Corp.		601		21,672
Old Line Bancshares, Inc.		1,873		52,894
Old National Bancorp		21,798		383,863
Old Second Bancorp, Inc.		3,478		45,701
Opus Bank		2,771		62,098
Origin Bancorp, Inc.		2,419		84,205
Orrstown Financial Services, Inc.		1,271		29,068
Pacific Mercantile Bancorp *		2,330		17,988
Pacific Premier Bancorp, Inc.		7,743		244,911
Park National Corp.		1,737		164,303
Parke Bancorp, Inc.		1,114		26,703
PCB Bancorp		1,516		25,166
Peapack Gladstone Financial Corp.		2,445		69,511
Penns Woods Bancorp, Inc.		675		30,618
Peoples Bancorp of North Carolina, Inc.		660		17,899
Peoples Bancorp, Inc.		2,284		74,024
Peoples Financial Services Corp.		902		43,639
People’s Utah Bancorp		1,955		59,237
Preferred Bank		1,817		98,463
Premier Financial Bancorp, Inc.		1,744		27,241
QCR Holdings, Inc.		1,833		70,131
RBB Bancorp		2,022		40,642
Red River Bancshares, Inc. *		103		4,853
Reliant Bancorp, Inc.		1,428		35,500
Renasant Corp.		7,202		258,480
Republic Bancorp, Inc., Class A		1,189		56,799
Republic First Bancorp, Inc. *		5,020		21,837
S&T Bancorp, Inc.		4,223		160,770
Sandy Spring Bancorp, Inc.		4,459		162,486
SB One Bancorp		1,005		23,025


Common Stocks (continued)
	Shares		Value

Banks (continued)
Seacoast Banking Corp. of Florida *		6,338	$	171,380
Select Bancorp, Inc. *		2,077		23,574
ServisFirst Bancshares, Inc.		5,988		203,951
Shore Bancshares, Inc.		1,824		29,914
Sierra Bancorp		1,721		44,866
Simmons First National Corp., Class A		11,446		294,735
SmartFinancial, Inc. *		1,611		34,943
South Plains Financial, Inc.		408		7,122
South State Corp.		4,443		355,751
Southern First Bancshares, Inc. *		792		32,298
Southern National Bancorp of Virginia, Inc.		2,292		36,489
Southside Bancshares, Inc.		3,942		136,472
Spirit of Texas Bancshares, Inc. *		1,456		31,217
Stock Yards Bancorp, Inc.		2,645		101,171
Summit Financial Group, Inc.		1,474		39,223
Tompkins Financial Corp.		1,871		153,366
Towne Bank		8,432		237,276
TriCo Bancshares		3,355		126,651
TriState Capital Holdings, Inc. *		2,989		62,769
Triumph Bancorp, Inc. *		3,178		99,185
Trustmark Corp.		8,117		288,478
UMB Financial Corp.		5,570		380,208
Union Bankshares, Inc.		575		19,084
United Bankshares, Inc.		12,356		464,462
United Community Banks, Inc.		9,631		276,410
United Security Bancshares		1,817		19,478
Unity Bancorp, Inc.		1,135		23,506
Univest Financial Corp.		3,696		101,492
Valley National Bancorp		40,968		457,203
Veritex Holdings, Inc.		6,609		169,124
Washington Trust Bancorp, Inc.		1,950		97,949
WesBanco, Inc.		6,687		244,610
West Bancorporation, Inc.		2,042		43,250
Westamerica Bancorp		3,281		210,312

				24,764,223




Beverages 0.3%
Boston Beer Co., Inc. (The), Class A *		1,053		413,113
Celsius Holdings, Inc. *(a)		3,263		16,283
Coca-Cola Consolidated, Inc.		595		174,650
Craft Brew Alliance, Inc. *		1,485		23,329
MGP Ingredients, Inc. (a)		1,619		80,934
National Beverage Corp. (a)		1,542		67,123
New Age Beverages Corp. *(a)		9,083		33,971
Primo Water Corp. *(a)		4,482		66,199

				875,602




Biotechnology 7.2%
Abeona Therapeutics, Inc. *		4,156		10,764
ACADIA Pharmaceuticals, Inc. *(a)		13,294		326,767
Acceleron Pharma, Inc. *		5,678		247,901
Achillion Pharmaceuticals, Inc. *		16,566		73,056
Acorda Therapeutics, Inc. *		5,346		37,048
Adamas Pharmaceuticals, Inc. *(a)		2,647		16,570
ADMA Biologics, Inc. *(a)		4,064		14,712
Aduro Biotech, Inc. *		9,225		12,177
Adverum Biotechnologies, Inc. *		6,663		89,351
Aeglea BioTherapeutics, Inc. *		3,248		29,102
Affimed NV *		7,535		22,605
Agenus, Inc. *(a)		13,157		31,708
AgeX Therapeutics, Inc. *		3,023		8,857
Aimmune Therapeutics, Inc. *		5,600		107,800
Akcea Therapeutics, Inc. *(a)		1,608		34,781
Akebia Therapeutics, Inc. *		14,865		62,284
Albireo Pharma, Inc. *		1,292		33,450
Alder Biopharmaceuticals, Inc. *		9,179		92,891


Common Stocks (continued)
	Shares		Value

Biotechnology (continued)
Aldeyra Therapeutics, Inc. *		2,521	$	13,815
Alector, Inc. *(a)		1,231		25,999
Allakos, Inc. *(a)		2,187		76,042
Allogene Therapeutics, Inc. *		4,884		151,404
AMAG Pharmaceuticals, Inc. *(a)		4,145		34,238
Amicus Therapeutics, Inc. *		29,173		361,745
AnaptysBio, Inc. *		3,095		166,232
Anavex Life Sciences Corp. *(a)		5,332		13,650
Anika Therapeutics, Inc. *		1,697		93,488
Apellis Pharmaceuticals, Inc. *		6,089		170,066
Arcus Biosciences, Inc. *		4,156		32,874
Ardelyx, Inc. *		5,860		14,123
Arena Pharmaceuticals, Inc. *		6,298		394,759
ArQule, Inc. *		12,859		129,747
Arrowhead Pharmaceuticals, Inc. *		11,769		342,007
Assembly Biosciences, Inc. *		2,874		35,925
Atara Biotherapeutics, Inc. *		5,594		79,826
Athenex, Inc. *		7,463		134,334
Athersys, Inc. *(a)		16,904		23,497
Audentes Therapeutics, Inc. *		5,528		215,150
Avid Bioservices, Inc. *		7,464		48,367
Avrobio, Inc. *		1,971		41,825
Beyondspring, Inc. *(a)		1,328		22,257
BioCryst Pharmaceuticals, Inc. *		13,299		42,158
Biohaven Pharmaceutical Holding Co. Ltd. *		4,197		180,639
BioSpecifics Technologies Corp. *		765		44,447
BioTime, Inc. *(a)		14,473		15,920
Bioxcel Therapeutics, Inc. *		734		7,905
Blueprint Medicines Corp. *		6,155		616,423
Calithera Biosciences, Inc. *		3,739		15,853
Calyxt, Inc. *		1,119		10,396
Cara Therapeutics, Inc. *(a)		4,295		102,822
CareDx, Inc. *		5,181		169,781
CASI Pharmaceuticals, Inc. *		7,158		22,333
Catalyst Pharmaceuticals, Inc. *		12,619		62,969
Celcuity, Inc. *		842		19,164
Cellular Biomedicine Group, Inc. *		1,523		21,002
CEL-SCI Corp. *(a)		3,294		24,013
Checkpoint Therapeutics, Inc. *		2,798		7,359
ChemoCentryx, Inc. *		5,115		40,818
Chimerix, Inc. *		6,687		24,073
Clovis Oncology, Inc. *		6,191		65,315
Coherus Biosciences, Inc. *		7,799		131,179
Concert Pharmaceuticals, Inc. *		2,551		25,663
Constellation Pharmaceuticals, Inc. *		1,966		18,185
Corbus Pharmaceuticals Holdings, Inc. *(a)		7,472		44,832
Cortexyme, Inc. *		360		12,744
Crinetics Pharmaceuticals, Inc. *(a)		1,386		28,108
Cue Biopharma, Inc. *		2,546		21,157
Cyclerion Therapeutics, Inc. *		2,958		27,480
Cytokinetics, Inc. *		6,889		83,977
CytomX Therapeutics, Inc. *		5,894		60,767
Deciphera Pharmaceuticals, Inc. *		1,859		41,084
Denali Therapeutics, Inc. *(a)		6,044		129,039
Dicerna Pharmaceuticals, Inc. *		6,582		89,713
Dynavax Technologies Corp. *(a)		8,800		24,288
Eagle Pharmaceuticals, Inc. *		1,179		64,680
Editas Medicine, Inc. *(a)		6,260		158,065
Eidos Therapeutics, Inc. *(a)		1,404		45,742
Eiger BioPharmaceuticals, Inc. *		2,934		32,479
Emergent BioSolutions, Inc. *		5,751		253,849
Enanta Pharmaceuticals, Inc. *		2,162		162,193
Epizyme, Inc. *		9,788		129,789
Esperion Therapeutics, Inc. *(a)		3,143		124,746
Evelo Biosciences, Inc. *(a)		1,529		9,342
Fate Therapeutics, Inc. *		6,605		145,640


Common Stocks (continued)
	Shares		Value

Biotechnology (continued)
FibroGen, Inc. *		9,788	$	462,581
Five Prime Therapeutics, Inc. *		3,985		20,363
Flexion Therapeutics, Inc. *		4,059		40,752
Forty Seven, Inc. *		2,070		18,423
G1 Therapeutics, Inc. *		4,265		105,815
Galectin Therapeutics, Inc. *(a)		4,008		14,830
Genomic Health, Inc. *		3,394		247,660
Geron Corp. *(a)		21,758		26,110
Global Blood Therapeutics, Inc. *		6,863		376,092
GlycoMimetics, Inc. *		4,082		37,677
Gossamer Bio, Inc. *		2,512		49,863
Gritstone Oncology, Inc. *(a)		3,112		32,676
Halozyme Therapeutics, Inc. *		18,012		306,024
Harpoon Therapeutics, Inc. *		680		10,125
Heron Therapeutics, Inc. *(a)		9,307		162,314
Homology Medicines, Inc. *		3,054		54,300
ImmunoGen, Inc. *		17,308		38,943
Immunomedics, Inc. *		22,061		325,400
Inovio Pharmaceuticals, Inc. *(a)		11,534		31,834
Insmed, Inc. *		9,774		214,539
Intellia Therapeutics, Inc. *(a)		4,588		83,043
Intercept Pharmaceuticals, Inc. *(a)		3,121		196,155
Intrexon Corp. *(a)		8,918		71,255
Invitae Corp. *		10,919		293,612
Iovance Biotherapeutics, Inc. *		14,454		355,424
Ironwood Pharmaceuticals, Inc. *		19,363		205,829
Jounce Therapeutics, Inc. *		2,080		9,963
Kadmon Holdings, Inc. *		17,395		45,575
KalVista Pharmaceuticals, Inc. *		1,462		24,255
Karyopharm Therapeutics, Inc. *(a)		7,269		64,040
Kezar Life Sciences, Inc. *		1,962		11,046
Kindred Biosciences, Inc. *		4,813		32,825
Kiniksa Pharmaceuticals Ltd., Class A *		1,748		20,626
Kodiak Sciences, Inc. *		2,954		36,364
Krystal Biotech, Inc. *		1,099		52,763
Kura Oncology, Inc. *		3,686		70,476
La Jolla Pharmaceutical Co. *(a)		2,654		22,187
Lexicon Pharmaceuticals, Inc. *(a)		4,969		6,708
Ligand Pharmaceuticals, Inc. *		2,411		220,631
LogicBio Therapeutics, Inc. *		1,264		15,800
MacroGenics, Inc. *		6,006		86,426
Madrigal Pharmaceuticals, Inc. *(a)		986		86,068
Magenta Therapeutics, Inc. *		2,446		33,045
MannKind Corp. *(a)		23,522		26,345
Marker Therapeutics, Inc. *(a)		3,396		15,656
Medicines Co. (The) *(a)		8,870		317,901
MediciNova, Inc. *(a)		5,388		51,402
MEI Pharma, Inc. *(a)		8,443		14,353
MeiraGTx Holdings plc *		1,963		53,492
Mersana Therapeutics, Inc. *		4,489		15,711
Millendo Therapeutics, Inc. *(a)		1,156		11,340
Minerva Neurosciences, Inc. *		3,672		24,382
Mirati Therapeutics, Inc. *		3,149		333,164
Molecular Templates, Inc. *		2,118		13,915
Momenta Pharmaceuticals, Inc. *		12,423		140,380
Mustang Bio, Inc. *		3,607		11,001
Myriad Genetics, Inc. *		8,846		257,772
Natera, Inc. *		7,051		194,467
Neon Therapeutics, Inc. *		1,615		4,619
NextCure, Inc. *		348		7,646
Novavax, Inc. *(a)		2,999		12,926
Oncocyte Corp. *(a)		2,642		4,676
OPKO Health, Inc. *(a)		42,866		90,447
Organogenesis Holdings, Inc. *(a)		1,269		6,294
Palatin Technologies, Inc. *(a)		24,674		22,441


Common Stocks (continued)
	Shares		Value

Biotechnology (continued)
PDL BioPharma, Inc. *		15,390	$	44,323
Pfenex, Inc. *		3,462		20,357
PhaseBio Pharmaceuticals, Inc. *		1,706		13,324
Pieris Pharmaceuticals, Inc. *		5,940		32,670
PolarityTE, Inc. *		1,405		6,688
Portola Pharmaceuticals, Inc. *(a)		8,414		224,486
Precision BioSciences, Inc. *		1,139		14,659
Principia Biopharma, Inc. *(a)		1,681		62,432
Progenics Pharmaceuticals, Inc. *		10,953		58,927
Protagonist Therapeutics, Inc. *		1,888		20,806
Prothena Corp. plc *		5,305		49,655
PTC Therapeutics, Inc. *		7,217		347,643
Puma Biotechnology, Inc. *(a)		3,929		37,915
Ra Pharmaceuticals, Inc. *		3,941		134,152
Radius Health, Inc. *		5,678		121,850
Recro Pharma, Inc. *		2,427		23,299
REGENXBIO, Inc. *		4,208		186,877
Repligen Corp. *		5,976		564,075
Replimune Group, Inc. *		1,448		17,984
Retrophin, Inc. *		5,218		103,264
Rhythm Pharmaceuticals, Inc. *		2,884		55,517
Rigel Pharmaceuticals, Inc. *		20,117		45,867
Rocket Pharmaceuticals, Inc. *		3,735		45,492
Rubius Therapeutics, Inc. *(a)		4,503		59,890
Sangamo Therapeutics, Inc. *		14,478		173,881
Savara, Inc. *		3,481		8,842
Scholar Rock Holding Corp. *		2,052		25,219
Seres Therapeutics, Inc. *(a)		2,934		8,010
Solid Biosciences, Inc. *		1,819		10,423
Sorrento Therapeutics, Inc. *(a)		14,728		39,618
Spark Therapeutics, Inc. *		4,334		433,487
Spectrum Pharmaceuticals, Inc. *		14,046		106,469
Spero Therapeutics, Inc. *		1,196		12,426
Stemline Therapeutics, Inc. *		5,041		66,894
Sutro Biopharma, Inc. *		1,391		15,677
Syndax Pharmaceuticals, Inc. *		2,516		24,154
Synlogic, Inc. *		2,218		12,443
Synthorx, Inc. *(a)		1,151		18,991
Syros Pharmaceuticals, Inc. *		4,342		32,478
TCR2 Therapeutics, Inc. *		334		5,190
TG Therapeutics, Inc. *		9,899		74,144
Tocagen, Inc. *		2,540		13,513
Translate Bio, Inc. *		3,605		28,912
Turning Point Therapeutics, Inc. *		834		33,227
Twist Bioscience Corp. *		2,674		90,167
Tyme Technologies, Inc. *(a)		8,042		8,846
Ultragenyx Pharmaceutical, Inc. *		6,891		415,252
UNITY Biotechnology, Inc. *(a)		3,349		23,644
UroGen Pharma Ltd. *(a)		2,352		80,203
Vanda Pharmaceuticals, Inc. *		6,652		82,817
VBI Vaccines, Inc. *		10,485		7,674
Veracyte, Inc. *		5,866		166,418
Vericel Corp. *		5,625		107,550
Viking Therapeutics, Inc. *(a)		8,177		62,881
Voyager Therapeutics, Inc. *		3,041		66,932
X4 Pharmaceuticals, Inc. *		857		10,198
XBiotech, Inc. *(a)		2,064		14,531
Xencor, Inc. *		5,965		262,579
Y-mAbs Therapeutics, Inc. *		2,554		57,133
ZIOPHARM Oncology, Inc. *(a)		20,208		140,244

				18,515,311




Building Products 1.4%
AAON, Inc.		5,198		264,058
Advanced Drainage Systems, Inc.		4,618		152,071
American Woodmark Corp. *		1,912		162,233


Common Stocks (continued)
	Shares		Value

Building Products (continued)
Apogee Enterprises, Inc.		3,283	$	133,159
Armstrong Flooring, Inc. *		2,678		22,388
Builders FirstSource, Inc. *		14,371		246,894
Caesarstone Ltd.		2,797		39,354
Continental Building Products, Inc. *		4,361		107,193
Cornerstone Building Brands, Inc. *		5,786		33,675
CSW Industrials, Inc.		1,835		129,569
Gibraltar Industries, Inc. *		4,063		168,371
Griffon Corp.		4,664		76,256
Insteel Industries, Inc.		2,238		43,663
JELD-WEN Holding, Inc. *		8,606		188,557
Masonite International Corp. *		3,140		167,362
Patrick Industries, Inc. *		2,841		130,317
PGT Innovations, Inc. *		7,276		117,289
Quanex Building Products Corp.		4,091		76,174
Simpson Manufacturing Co., Inc.		5,635		348,018
Trex Co., Inc. *		7,405		605,359
Universal Forest Products, Inc.		7,541		304,883

				3,516,843




Capital Markets 1.4%
Ares Management Corp.		8,116		237,393
Artisan Partners Asset Management, Inc., Class A		6,342		187,660
Associated Capital Group, Inc., Class A		274		10,239
B. Riley Financial, Inc.		2,563		48,338
Blucora, Inc. *		6,067		181,646
Brightsphere Investment Group, Inc.		9,076		97,113
Cohen & Steers, Inc.		2,896		151,664
Cowen, Inc., Class A *		3,681		64,638
Diamond Hill Investment Group, Inc.		396		55,816
Donnelley Financial Solutions, Inc. *		4,127		56,251
Federated Investors, Inc., Class B		12,161		422,595
Focus Financial Partners, Inc., Class A *		3,822		106,672
GAIN Capital Holdings, Inc. (a)		2,761		11,762
GAMCO Investors, Inc., Class A		668		13,561
Greenhill & Co., Inc.		2,012		33,399
Hamilton Lane, Inc., Class A		2,743		161,014
Houlihan Lokey, Inc.		4,289		197,294
INTL. FCStone, Inc. *		2,055		83,803
Ladenburg Thalmann Financial Services, Inc.		14,900		46,041
Moelis & Co., Class A		6,012		219,077
Och-Ziff Capital Management Group, Inc., Class A		2,125		49,470
Oppenheimer Holdings, Inc., Class A		1,187		34,589
Piper Jaffray Cos.		1,762		136,203
PJT Partners, Inc., Class A		2,928		123,445
Pzena Investment Management, Inc., Class A		2,448		19,927
Safeguard Scientifics, Inc. *		2,079		24,283
Siebert Financial Corp. *		976		11,536
Silvercrest Asset Management Group, Inc., Class A		1,063		15,233
Stifel Financial Corp.		8,541		510,837
Value Line, Inc.		100		2,610
Virtus Investment Partners, Inc.		821		87,978
Waddell & Reed Financial, Inc., Class A (a)		9,272		162,260
Westwood Holdings Group, Inc.		984		30,799
WisdomTree Investments, Inc.		16,817		104,265

				3,699,411


Common Stocks (continued)
	Shares		Value

Chemicals 1.9%
Advanced Emissions Solutions, Inc. (a)		2,069	$	26,338
AdvanSix, Inc. *		3,677		94,278
American Vanguard Corp.		3,482		49,723
Amyris, Inc. *(a)		4,876		15,067
Balchem Corp.		4,053		416,000
Chase Corp.		940		97,365
Ferro Corp. *		10,237		150,791
Flotek Industries, Inc. *		6,373		19,565
FutureFuel Corp.		3,158		36,791
GCP Applied Technologies, Inc. *		6,851		150,927
Hawkins, Inc.		1,189		51,924
HB Fuller Co.		6,421		306,988
Ingevity Corp. *		5,298		522,065
Innophos Holdings, Inc.		2,551		69,311
Innospec, Inc.		3,061		285,836
Intrepid Potash, Inc. *		11,576		43,294
Koppers Holdings, Inc. *		2,451		66,912
Kraton Corp. *		3,971		121,791
Kronos Worldwide, Inc.		2,751		36,891
Livent Corp. *		18,372		118,316
LSB Industries, Inc. *		3,124		15,589
Marrone Bio Innovations, Inc. *(a)		7,658		10,185
Minerals Technologies, Inc.		4,447		236,803
OMNOVA Solutions, Inc. *		5,269		52,426
Orion Engineered Carbons SA		7,504		146,178
PolyOne Corp.		9,814		321,605
PQ Group Holdings, Inc. *		4,790		74,676
Quaker Chemical Corp.		1,652		309,568
Rayonier Advanced Materials, Inc.		6,217		28,909
Sensient Technologies Corp.		5,334		363,619
Stepan Co.		2,578		255,609
Trecora Resources *		2,828		26,838
Tredegar Corp.		3,130		52,177
Trinseo SA		5,262		204,218
Tronox Holdings plc, Class A		12,122		134,069
Valhi, Inc.		3,274		7,039

				4,919,681




Commercial Services & Supplies 2.6%
ABM Industries, Inc.		8,394		353,304
ACCO Brands Corp.		12,461		121,869
Advanced Disposal Services, Inc. *		9,138		295,797
Brady Corp., Class A		6,014		311,104
BrightView Holdings, Inc. *		3,944		77,933
Brink’s Co. (The)		6,289		567,016
Casella Waste Systems, Inc., Class A *		5,605		244,378
CECO Environmental Corp. *		3,740		34,520
Charah Solutions, Inc. *		1,687		8,772
Cimpress NV *(a)		2,764		266,588
Covanta Holding Corp.		14,894		256,475
Deluxe Corp.		5,551		247,686
Ennis, Inc.		3,139		63,816
Healthcare Services Group, Inc. (a)		9,374		224,132
Heritage-Crystal Clean, Inc. *		1,824		51,163
Herman Miller, Inc.		7,436		337,148
HNI Corp.		5,489		187,943
Interface, Inc.		7,548		104,615
Kimball International, Inc., Class B		4,398		76,261
Knoll, Inc.		6,213		150,665
LSC Communications, Inc.		3,499		3,499
Matthews International Corp., Class A		3,950		134,893
McGrath RentCorp		3,059		208,349
Mobile Mini, Inc.		5,657		192,112
MSA Safety, Inc.		4,443		468,070
NL Industries, Inc. *		865		4,403
NRC Group Holdings Corp. *		1,192		14,614


Common Stocks (continued)
	Shares		Value

Commercial Services & Supplies (continued)
PICO Holdings, Inc. *		2,236	$	22,561
Pitney Bowes, Inc.		23,186		93,903
Quad/Graphics, Inc.		3,834		43,363
RR Donnelley & Sons Co.		9,263		18,711
SP Plus Corp. *		2,906		100,344
Steelcase, Inc., Class A		10,963		185,384
Team, Inc. *(a)		3,600		59,616
Tetra Tech, Inc.		6,895		546,084
UniFirst Corp.		1,906		375,234
US Ecology, Inc.		2,778		176,764
Viad Corp.		2,497		172,643
VSE Corp.		1,035		31,009

				6,832,741




Communications Equipment 1.2%
Acacia Communications, Inc. *		4,718		316,908
ADTRAN, Inc.		6,165		68,493
Aerohive Networks, Inc. *		6,111		27,133
Applied Optoelectronics, Inc. *(a)		2,334		23,363
CalAmp Corp. *		4,037		45,053
Calix, Inc. *		5,388		33,837
Casa Systems, Inc. *		3,876		25,543
Clearfield, Inc. *		1,666		22,075
Comtech Telecommunications Corp.		2,955		87,941
DASAN Zhone Solutions, Inc. *		823		8,288
Digi International, Inc. *		3,600		47,268
Extreme Networks, Inc. *		14,973		121,880
Finisar Corp. *(a)		14,826		348,856
Harmonic, Inc. *		11,045		82,506
Infinera Corp. *(a)		22,042		85,082
Inseego Corp. *(a)		5,526		28,735
InterDigital, Inc.		4,009		258,300
KVH Industries, Inc. *		2,262		22,846
Lumentum Holdings, Inc. *		9,642		546,026
NETGEAR, Inc. *		4,000		135,400
NetScout Systems, Inc. *		9,420		245,297
Plantronics, Inc.		4,213		161,779
Ribbon Communications, Inc. *		7,439		36,600
TESSCO Technologies, Inc.		752		11,069
Viavi Solutions, Inc. *		28,905		424,036

				3,214,314




Construction & Engineering 1.0%
Aegion Corp. *		3,899		73,496
Ameresco, Inc., Class A *		2,756		39,273
Arcosa, Inc.		6,125		229,688
Argan, Inc.		1,809		74,440
Comfort Systems USA, Inc.		4,620		194,040
Concrete Pumping Holdings, Inc. *		1,345		5,447
Construction Partners, Inc., Class A *		1,464		22,882
Dycom Industries, Inc. *		3,835		211,539
EMCOR Group, Inc.		7,067		596,384
Granite Construction, Inc.		5,914		209,947
Great Lakes Dredge & Dock Corp. *		7,633		81,902
IES Holdings, Inc. *		1,106		20,030
MasTec, Inc. *		7,576		388,800
MYR Group, Inc. *		1,979		71,482
Northwest Pipe Co. *		1,193		27,869
NV5 Global, Inc. *		1,281		101,801
Primoris Services Corp.		5,564		116,621
Sterling Construction Co., Inc. *		3,270		40,940
Tutor Perini Corp. *		5,021		65,574
WillScot Corp. *		6,504		103,544

				2,675,699


Common Stocks (continued)
	Shares		Value

Construction Materials 0.1%
Forterra, Inc. *(a)		2,675	$	17,388
Summit Materials, Inc., Class A *		14,200		261,848
United States Lime & Minerals, Inc.		239		19,330
US Concrete, Inc. *(a)		1,971		92,814

				391,380




Consumer Finance 0.7%
Curo Group Holdings Corp. *		2,194		27,249
Elevate Credit, Inc. *		2,984		12,413
Encore Capital Group, Inc. *(a)		3,897		140,214
Enova International, Inc. *		4,068		109,633
EZCORP, Inc., Class A *		6,242		61,484
FirstCash, Inc.		5,342		537,619
Green Dot Corp., Class A *		6,261		317,370
LendingClub Corp. *		8,307		122,777
Medallion Financial Corp. *		2,551		12,781
Nelnet, Inc., Class A		2,280		142,637
PRA Group, Inc. *		5,690		177,130
Regional Management Corp. *		1,263		30,476
World Acceptance Corp. *		840		106,453

				1,798,236




Containers & Packaging 0.1%
Greif, Inc., Class A		3,221		112,606
Greif, Inc., Class B		776		33,368
Myers Industries, Inc.		4,578		74,026
UFP Technologies, Inc. *		828		36,068

				256,068




Distributors 0.1%
Core-Mark Holding Co., Inc.		5,761		215,634
Funko, Inc., Class A *(a)		2,131		53,297
Greenlane Holdings, Inc., Class A *(a)		717		6,044
Weyco Group, Inc.		717		19,732

				294,707




Diversified Consumer Services 1.1%
Adtalem Global Education, Inc. *		7,172		339,738
American Public Education, Inc. *		2,132		70,399
Career Education Corp. *		8,666		164,307
Carriage Services, Inc.		2,144		40,993
Chegg, Inc. *		14,615		656,506
Collectors Universe, Inc.		989		23,449
Houghton Mifflin Harcourt Co. *		12,709		74,348
K12, Inc. *		4,857		144,982
Laureate Education, Inc., Class A *		12,015		196,926
OneSpaWorld Holdings Ltd. *(a)		5,685		89,027
Regis Corp. *		3,784		69,247
Select Interior Concepts, Inc., Class A *		2,665		30,514
Sotheby’s *		3,993		238,422
Strategic Education, Inc.		2,686		478,081
Weight Watchers International, Inc. *		5,891		127,540

				2,744,479




Diversified Financial Services 0.2%
Banco Latinoamericano de Comercio Exterior SA, Class E		3,817		80,233
Cannae Holdings, Inc. *		8,467		245,120
FGL Holdings		18,635		151,875
Marlin Business Services Corp.		1,267		29,407
On Deck Capital, Inc. *		8,384		30,015

				536,650




Diversified Telecommunication Services 0.7%
ATN International, Inc.		1,397		78,609
Bandwidth, Inc., Class A *		2,023		150,714
Cincinnati Bell, Inc. *		5,867		22,412


Common Stocks (continued)
	Shares		Value

Diversified Telecommunication Services (continued)
Cogent Communications Holdings, Inc.		5,309	$	334,520
Consolidated Communications Holdings, Inc. (a)		9,326		43,926
Frontier Communications Corp. *(a)		12,287		16,219
IDT Corp., Class B *		2,090		21,234
Intelsat SA *		8,453		191,376
Iridium Communications, Inc. *		12,489		317,720
Ooma, Inc. *		2,476		32,262
ORBCOMM, Inc. *		9,628		56,420
Pareteum Corp. *(a)		13,495		47,233
pdvWireless, Inc. *		1,169		52,009
Vonage Holdings Corp. *		28,556		354,094

				1,718,748




Electric Utilities 1.0%
ALLETE, Inc.		6,540		568,653
El Paso Electric Co.		5,121		339,317
Genie Energy Ltd., Class B (a)		1,794		19,770
MGE Energy, Inc.		4,404		326,557
Otter Tail Corp.		4,981		265,886
PNM Resources, Inc.		10,024		497,892
Portland General Electric Co.		11,335		621,725
Spark Energy, Inc., Class A (a)		1,584		17,329

				2,657,129




Electrical Equipment 0.9%
Allied Motion Technologies, Inc.		926		36,707
American Superconductor Corp. *		2,605		23,159
Atkore International Group, Inc. *		5,798		158,227
AZZ, Inc.		3,302		153,807
Bloom Energy Corp., Class A *		6,924		72,356
Encore Wire Corp.		2,522		138,508
Energous Corp. *(a)		3,346		13,685
EnerSys		5,449		371,131
Generac Holdings, Inc. *		7,697		556,493
Plug Power, Inc. *(a)		28,865		63,792
Powell Industries, Inc.		1,089		40,282
Preformed Line Products Co.		447		25,823
Sunrun, Inc. *		13,924		265,252
Thermon Group Holdings, Inc. *		4,138		104,857
TPI Composites, Inc. *		3,626		92,717
Vicor Corp. *		2,323		68,668
Vivint Solar, Inc. *		5,447		44,938

				2,230,402




Electronic Equipment, Instruments & Components 2.4%
Airgain, Inc. *		1,128		14,641
Akoustis Technologies, Inc. *(a)		3,111		18,106
Anixter International, Inc. *		3,835		246,821
Arlo Technologies, Inc. *		9,745		41,904
AVX Corp.		6,067		92,400
Badger Meter, Inc.		3,594		192,243
Bel Fuse, Inc., Class B		1,390		22,921
Belden, Inc.		4,973		226,073
Benchmark Electronics, Inc.		4,900		132,594
Coda Octopus Group, Inc. *(a)		564		6,678
Control4 Corp. *		3,262		77,994
CTS Corp.		4,002		126,143
Daktronics, Inc.		4,279		27,129
ePlus, Inc. *		1,718		130,396
Fabrinet *		4,594		246,606
FARO Technologies, Inc. *		2,192		117,031
Fitbit, Inc., Class A *(a)		27,913		117,235
II-VI, Inc. *		7,925		314,623
Insight Enterprises, Inc. *		4,465		245,664
Iteris, Inc. *		3,376		18,264
Itron, Inc. *		4,322		267,964
KEMET Corp.		7,226		145,387
Kimball Electronics, Inc. *		3,051		48,511


Common Stocks (continued)
	Shares		Value

Electronic Equipment, Instruments & Components (continued)
Knowles Corp. *		10,296	$	209,524
Methode Electronics, Inc.		4,619		138,339
MTS Systems Corp.		2,299		132,468
Napco Security Technologies, Inc. *		1,451		42,006
nLight, Inc. *		4,073		66,960
Novanta, Inc. *		4,239		356,458
OSI Systems, Inc. *		2,115		238,064
PAR Technology Corp. *(a)		1,403		36,464
PC Connection, Inc.		1,423		46,546
PCM, Inc. *		1,187		41,343
Plexus Corp. *		3,772		225,226
Rogers Corp. *		2,331		369,837
Sanmina Corp. *		8,523		270,605
ScanSource, Inc. *		3,244		110,134
Tech Data Corp. *		4,645		470,724
TTM Technologies, Inc. *		12,435		130,070
Vishay Intertechnology, Inc.		16,710		284,070
Vishay Precision Group, Inc. *		1,264		51,495
Wrap Technologies, Inc. *		919		4,430

				6,102,091




Energy Equipment & Services 1.2%
Archrock, Inc.		16,297		178,941
C&J Energy Services, Inc. *		8,305		90,857
Cactus, Inc., Class A *		5,917		173,782
Covia Holdings Corp. *(a)		4,554		7,924
Diamond Offshore Drilling, Inc. *(a)		7,920		71,597
DMC Global, Inc.		1,841		96,174
Dril-Quip, Inc. *		4,565		240,210
Era Group, Inc. *		2,839		29,298
Exterran Corp. *		3,967		54,150
Forum Energy Technologies, Inc. *		9,794		25,660
Frank’s International NV *		13,365		76,180
FTS International, Inc. *		4,374		17,365
Geospace Technologies Corp. *		1,619		25,273
Helix Energy Solutions Group, Inc. *		17,915		156,935
Independence Contract Drilling, Inc. *		5,158		6,809
Keane Group, Inc. *		6,976		43,879
KLX Energy Services Holdings, Inc. *		2,731		42,931
Liberty Oilfield Services, Inc., Class A		5,802		82,098
Mammoth Energy Services, Inc.		1,897		12,293
Matrix Service Co. *		3,273		60,125
McDermott International, Inc. *(a)		22,881		146,896
Nabors Industries Ltd.		44,510		131,750
National Energy Services Reunited Corp. *		2,927		23,416
Natural Gas Services Group, Inc. *		1,812		29,064
NCS Multistage Holdings, Inc. *		1,536		4,931
Newpark Resources, Inc. *		10,954		83,579
Nine Energy Service, Inc. *		2,057		26,474
Noble Corp. plc *(a)		29,994		66,887
Oceaneering International, Inc. *		12,493		193,017
Oil States International, Inc. *		7,585		113,168
Pacific Drilling SA *		3,731		35,071
Parker Drilling Co. *		1,153		19,832
ProPetro Holding Corp. *		10,063		182,442
RigNet, Inc. *		1,778		15,522
RPC, Inc. (a)		7,320		45,238
SEACOR Holdings, Inc. *		2,219		105,713
SEACOR Marine Holdings, Inc. *		2,411		33,947
Seadrill Ltd. *(a)		7,359		30,172
Select Energy Services, Inc., Class A *		7,448		75,746
Smart Sand, Inc. *		3,138		7,374


Common Stocks (continued)
	Shares		Value

Energy Equipment & Services (continued)
Solaris Oilfield Infrastructure, Inc., Class A (a)		3,843	$	54,993
Superior Energy Services, Inc. *		21,070		19,115
TETRA Technologies, Inc. *		14,695		22,924
Tidewater, Inc. *		4,739		108,950
US Silica Holdings, Inc. (a)		9,198		127,484
US Well Services, Inc. *		2,292		7,105

				3,203,291




Entertainment 0.3%
AMC Entertainment Holdings, Inc., Class A (a)		6,385		75,534
Eros International plc *		4,117		6,834
Gaia, Inc. *		1,589		9,184
Glu Mobile, Inc. *		14,600		108,916
IMAX Corp. *		6,562		144,036
Liberty Media Corp.-Liberty Braves, Class C *		4,553		130,990
Liberty Media Corp-Liberty Braves, Class A *		1,211		34,998
LiveXLive Media, Inc. *		3,365		9,927
Marcus Corp. (The)		2,814		98,462
Reading International, Inc., Class A *		1,996		26,048
Rosetta Stone, Inc. *		2,678		61,487

				706,416




Equity Real Estate Investment Trusts (REITs) 6.9%
Acadia Realty Trust		10,339		290,216
Agree Realty Corp.		4,745		317,203
Alexander & Baldwin, Inc.		8,673		203,902
Alexander’s, Inc.		274		102,613
American Assets Trust, Inc.		5,889		273,250
American Finance Trust, Inc.		13,465		157,675
Armada Hoffler Properties, Inc.		6,575		111,315
Ashford Hospitality Trust, Inc.		10,665		28,902
Bluerock Residential Growth REIT, Inc.		2,956		34,851
Braemar Hotels & Resorts, Inc.		3,964		36,152
BRT Apartments Corp.		1,281		17,883
CareTrust REIT, Inc.		12,039		279,666
CatchMark Timber Trust, Inc., Class A		6,388		64,902
CBL & Associates Properties, Inc.		21,094		22,149
Cedar Realty Trust, Inc.		10,509		29,215
Chatham Lodging Trust		5,886		105,124
Chesapeake Lodging Trust		7,608		208,992
CIM Commercial Trust Corp.		475		9,680
City Office REIT, Inc.		4,799		59,412
Clipper Realty, Inc.		1,899		21,933
Community Healthcare Trust, Inc.		2,325		95,534
CoreCivic, Inc.		15,071		255,755
CorEnergy Infrastructure Trust, Inc.		1,655		66,978
CorePoint Lodging, Inc.		5,048		59,213
DiamondRock Hospitality Co.		25,509		256,876
Easterly Government Properties, Inc.		8,765		165,396
EastGroup Properties, Inc.		4,578		551,557
Essential Properties Realty Trust, Inc.		9,154		193,332
Farmland Partners, Inc.		3,795		23,339
First Industrial Realty Trust, Inc.		15,929		608,328
Four Corners Property Trust, Inc.		8,637		232,681
Franklin Street Properties Corp.		12,803		103,192
Front Yard Residential Corp.		6,062		72,805
GEO Group, Inc. (The)		15,067		268,343
Getty Realty Corp.		4,257		127,625
Gladstone Commercial Corp.		3,834		81,511


Common Stocks (continued)
	Shares		Value

Equity Real Estate Investment Trusts (REITs) (continued)
Gladstone Land Corp.		1,866	$	21,440
Global Medical REIT, Inc.		3,882		40,101
Global Net Lease, Inc.		10,729		209,430
Hannon Armstrong Sustainable Infrastructure Capital, Inc.		7,788		213,781
Healthcare Realty Trust, Inc.		16,177		517,340
Hersha Hospitality Trust		4,369		68,244
Independence Realty Trust, Inc.		11,579		143,001
Industrial Logistics Properties Trust		8,242		176,214
Innovative Industrial Properties, Inc.		1,182		124,902
Investors Real Estate Trust		1,461		93,139
iStar, Inc.		7,998		105,574
Jernigan Capital, Inc.		2,664		52,854
Kite Realty Group Trust		10,588		168,455
Lexington Realty Trust		28,986		286,092
LTC Properties, Inc.		5,017		231,233
Mack-Cali Realty Corp.		11,477		272,923
Monmouth Real Estate Investment Corp.		11,569		159,536
National Health Investors, Inc.		5,309		421,428
National Storage Affiliates Trust		7,216		218,573
New Senior Investment Group, Inc.		10,491		74,801
NexPoint Residential Trust, Inc.		2,306		99,527
NorthStar Realty Europe Corp.		5,508		93,636
Office Properties Income Trust		6,050		170,428
One Liberty Properties, Inc.		1,879		53,852
Pebblebrook Hotel Trust		16,450		460,435
Pennsylvania REIT		8,409		50,286
Physicians Realty Trust		23,495		404,349
Piedmont Office Realty Trust, Inc., Class A		15,947		331,857
PotlatchDeltic Corp.		8,366		308,036
Preferred Apartment Communities, Inc., Class A		5,502		79,724
PS Business Parks, Inc.		2,524		441,700
QTS Realty Trust, Inc., Class A		6,913		319,934
Retail Opportunity Investments Corp.		14,361		260,509
Retail Value, Inc.		1,877		70,650
Rexford Industrial Realty, Inc.		13,098		542,257
RLJ Lodging Trust		21,860		377,741
RPT Realty		9,770		119,682
Ryman Hospitality Properties, Inc.		5,797		434,775
Sabra Health Care REIT, Inc.		22,656		467,620
Safehold, Inc.		970		31,884
Saul Centers, Inc.		1,543		84,541
Senior Housing Properties Trust		29,854		244,803
Seritage Growth Properties, Class A		4,135		172,719
Spirit MTA REIT		5,260		44,237
STAG Industrial, Inc.		16,026		476,293
Summit Hotel Properties, Inc.		13,192		146,563
Sunstone Hotel Investors, Inc.		28,937		382,258
Tanger Factory Outlet Centers, Inc.		11,332		179,952
Terreno Realty Corp.		7,836		382,867
UMH Properties, Inc.		4,506		59,254
Uniti Group, Inc.		23,343		196,548
Universal Health Realty Income Trust		1,639		151,050
Urban Edge Properties		14,626		244,693
Urstadt Biddle Properties, Inc., Class A		3,625		78,264
Washington Prime Group, Inc.		22,977		83,406
Washington REIT		10,189		274,594
Whitestone REIT		4,691		59,810
Xenia Hotels & Resorts, Inc.		14,350		307,520

				17,824,815


Common Stocks (continued)
	Shares		Value

Food & Staples Retailing 0.6%
Andersons, Inc. (The)		3,978	$	106,809
BJ’s Wholesale Club Holdings, Inc. *		14,345		337,968
Chefs’ Warehouse, Inc. (The) *		3,056		111,452
HF Foods Group, Inc. *(a)		934		21,165
Ingles Markets, Inc., Class A		1,726		54,335
Natural Grocers by Vitamin Cottage, Inc. *		1,040		9,537
Performance Food Group Co. *		13,005		570,269
PriceSmart, Inc.		2,821		172,081
Rite Aid Corp. *(a)		6,505		45,340
SpartanNash Co.		4,356		51,488
United Natural Foods, Inc. *		6,290		62,019
Village Super Market, Inc., Class A		973		24,354
Weis Markets, Inc.		1,150		41,918

				1,608,735




Food Products 1.2%
Alico, Inc.		427		13,621
B&G Foods, Inc. (a)		8,087		147,830
Bridgford Foods Corp. *		206		7,348
Calavo Growers, Inc. (a)		2,043		180,683
Cal-Maine Foods, Inc.		3,967		157,768
Darling Ingredients, Inc. *		20,686		420,546
Dean Foods Co. (a)		9,040		13,108
Farmer Brothers Co. *		1,467		23,824
Fresh Del Monte Produce, Inc.		3,928		119,136
Freshpet, Inc. *		3,907		176,401
Hostess Brands, Inc. *		12,596		177,856
J&J Snack Foods Corp.		1,898		352,724
John B Sanfilippo & Son, Inc.		1,109		96,383
Lancaster Colony Corp.		2,380		370,852
Landec Corp. *		3,242		36,213
Limoneira Co.		2,021		39,996
Sanderson Farms, Inc.		2,509		328,729
Seneca Foods Corp., Class A *		828		26,148
Simply Good Foods Co. (The) *		8,911		242,647
Tootsie Roll Industries, Inc.		2,013		75,206

				3,007,019




Gas Utilities 1.2%
Chesapeake Utilities Corp.		2,017		188,509
New Jersey Resources Corp.		11,199		558,494
Northwest Natural Holding Co.		3,636		259,683
ONE Gas, Inc.		6,587		600,603
RGC Resources, Inc.		917		26,391
South Jersey Industries, Inc.		11,690		398,045
Southwest Gas Holdings, Inc.		6,733		598,631
Spire, Inc.		6,274		517,040

				3,147,396




Health Care Equipment & Supplies 3.9%
Accuray, Inc. *		10,494		43,445
Alphatec Holdings, Inc. *		3,688		17,334
AngioDynamics, Inc. *		4,694		95,664
Antares Pharma, Inc. *		20,315		64,805
Apyx Medical Corp. *		4,134		29,930
AtriCure, Inc. *		4,683		150,231
Atrion Corp.		182		140,049
Avanos Medical, Inc. *		5,972		243,180
Avedro, Inc. *		620		11,445
Axogen, Inc. *		4,170		74,977
Axonics Modulation Technologies, Inc. *(a)		1,944		71,345
BioLife Solutions, Inc. *		825		15,733
BioSig Technologies, Inc. *(a)		1,942		14,584
Cardiovascular Systems, Inc. *		4,306		197,344
Cerus Corp. *		17,428		101,954
Conformis, Inc. *(a)		8,007		22,099
CONMED Corp.		3,431		299,698
Corindus Vascular Robotics, Inc. *		11,516		29,135


Common Stocks (continued)
	Shares		Value

Health Care Equipment & Supplies (continued)
CryoLife, Inc. *		4,596	$	132,457
CryoPort, Inc. *		3,369		68,963
Cutera, Inc. *		1,768		45,190
CytoSorbents Corp. *(a)		4,022		28,234
ElectroCore, Inc. *(a)		1,872		2,639
GenMark Diagnostics, Inc. *		7,124		44,596
Glaukos Corp. *		4,494		367,070
Globus Medical, Inc., Class A *		9,585		436,884
Haemonetics Corp. *		6,456		788,148
Heska Corp. *		883		70,764
Inogen, Inc. *		2,306		141,819
Integer Holdings Corp. *		4,098		358,698
IntriCon Corp. *		1,035		18,609
Invacare Corp.		4,418		23,636
iRadimed Corp. *		520		12,418
iRhythm Technologies, Inc. *		3,121		259,480
Lantheus Holdings, Inc. *		4,808		108,757
LeMaitre Vascular, Inc.		2,126		70,349
LivaNova plc *		6,124		471,854
Meridian Bioscience, Inc.		5,100		60,945
Merit Medical Systems, Inc. *		6,753		266,473
Mesa Laboratories, Inc.		435		109,481
Misonix, Inc. *		909		21,571
Natus Medical, Inc. *		4,257		132,265
Neogen Corp. *		6,465		461,601
Neuronetics, Inc. *		1,548		18,437
Nevro Corp. *		3,728		249,254
Novocure Ltd. *		10,682		888,956
NuVasive, Inc. *		6,548		436,097
OraSure Technologies, Inc. *		7,793		65,072
Orthofix Medical, Inc. *		2,279		121,813
OrthoPediatrics Corp. *		1,102		38,912
Pulse Biosciences, Inc. *(a)		1,336		17,448
Quidel Corp. *		4,466		263,628
Rockwell Medical, Inc. *(a)		6,875		18,287
RTI Surgical Holdings, Inc. *		6,820		29,053
SeaSpine Holdings Corp. *		1,976		25,115
Senseonics Holdings, Inc. *(a)		12,418		13,784
Shockwave Medical, Inc. *(a)		831		40,652
SI-BONE, Inc. *		2,017		36,266
Sientra, Inc. *(a)		2,863		17,464
Silk Road Medical, Inc. *(a)		872		37,749
Soliton, Inc. *(a)		333		4,039
STAAR Surgical Co. *		5,606		164,312
Surmodics, Inc. *		1,613		67,262
Tactile Systems Technology, Inc. *		2,290		132,225
Tandem Diabetes Care, Inc. *		6,997		443,820
TransEnterix, Inc. *(a)		23,223		31,815
TransMedics Group, Inc. *		824		19,554
Utah Medical Products, Inc.		413		37,579
Vapotherm, Inc. *		717		11,537
Varex Imaging Corp. *		4,677		148,682
ViewRay, Inc. *		8,742		78,328
Wright Medical Group NV *		15,902		458,932
Zynex, Inc. (a)		1,938		16,124

				10,058,049




Health Care Providers & Services 2.1%
Addus HomeCare Corp. *		1,330		107,185
Amedisys, Inc. *		3,955		545,355
American Renal Associates Holdings, Inc. *		2,595		19,982
AMN Healthcare Services, Inc. *		5,811		310,191
Apollo Medical Holdings, Inc. *		791		12,102
Avalon GloboCare Corp. *(a)		2,534		5,296
BioScrip, Inc. *		15,510		43,893
BioTelemetry, Inc. *		4,191		196,768
Brookdale Senior Living, Inc. *		22,934		178,656
Catasys, Inc. *		884		15,399


Common Stocks (continued)
	Shares		Value

Health Care Providers & Services (continued)
Community Health Systems, Inc. *(a)		10,016	$	20,533
CorVel Corp. *		1,150		97,980
Cross Country Healthcare, Inc. *		4,309		40,892
Diplomat Pharmacy, Inc. *		6,920		36,468
Ensign Group, Inc. (The)		6,382		384,579
Enzo Biochem, Inc. *		5,766		22,545
Genesis Healthcare, Inc. *		8,296		9,706
Hanger, Inc. *		4,541		78,332
HealthEquity, Inc. *		8,576		703,061
Joint Corp. (The) *		1,635		30,215
LHC Group, Inc. *		3,798		480,751
Magellan Health, Inc. *		2,734		192,310
National HealthCare Corp.		1,560		136,656
National Research Corp.		1,509		101,737
Owens & Minor, Inc.		7,730		20,948
Patterson Cos., Inc. (a)		10,575		209,385
PetIQ, Inc. *(a)		2,368		81,080
Providence Service Corp. (The) *		1,476		82,272
R1 RCM, Inc. *		13,074		164,471
RadNet, Inc. *		5,309		78,202
Select Medical Holdings Corp. *		13,916		232,954
Surgery Partners, Inc. *		2,705		20,639
Tenet Healthcare Corp. *		12,980		305,939
Tivity Health, Inc. *(a)		6,114		106,689
Triple-S Management Corp., Class B *		2,793		66,976
US Physical Therapy, Inc.		1,590		205,237

				5,345,384




Health Care Technology 1.0%
Allscripts Healthcare Solutions, Inc. *		20,991		216,207
Castlight Health, Inc., Class B *		12,662		20,386
Computer Programs & Systems, Inc.		1,605		41,425
Evolent Health, Inc., Class A *		9,145		62,369
HealthStream, Inc. *		3,189		90,057
HMS Holdings Corp. *		10,949		382,120
Inovalon Holdings, Inc., Class A *(a)		8,845		132,675
Inspire Medical Systems, Inc. *		1,685		113,957
NextGen Healthcare, Inc. *		6,907		112,999
Omnicell, Inc. *		5,168		388,685
OptimizeRx Corp. *		1,486		22,424
Simulations Plus, Inc.		1,429		55,474
Tabula Rasa HealthCare, Inc. *(a)		2,462		148,385
Teladoc Health, Inc. *(a)		9,010		614,842
Vocera Communications, Inc. *		3,872		99,394

				2,501,399




Hotels, Restaurants & Leisure 2.7%
BBX Capital Corp.		6,952		29,963
Biglari Holdings, Inc., Class B *		107		9,716
BJ’s Restaurants, Inc.		2,558		101,553
Bloomin’ Brands, Inc.		11,598		197,514
Bluegreen Vacations Corp.		905		9,330
Boyd Gaming Corp.		10,146		268,767
Brinker International, Inc. (a)		4,734		188,650
Carrols Restaurant Group, Inc. *		4,193		39,079
Century Casinos, Inc. *		3,456		34,111
Cheesecake Factory, Inc. (The) (a)		5,337		229,918
Churchill Downs, Inc.		4,429		529,930
Chuy’s Holdings, Inc. *		2,015		47,655
Cracker Barrel Old Country Store, Inc. (a)		2,432		422,463
Dave & Buster’s Entertainment, Inc.		4,603		187,112


Common Stocks (continued)
	Shares		Value

Hotels, Restaurants & Leisure (continued)
Del Frisco’s Restaurant Group, Inc. *		4,179	$	33,265
Del Taco Restaurants, Inc. *		3,615		43,814
Denny’s Corp. *		7,479		168,951
Dine Brands Global, Inc.		2,114		173,538
Drive Shack, Inc. *		7,788		40,653
El Pollo Loco Holdings, Inc. *		2,509		24,688
Eldorado Resorts, Inc. *(a)		8,306		374,767
Empire Resorts, Inc. *		618		6,038
Everi Holdings, Inc. *		8,632		103,670
Fiesta Restaurant Group, Inc. *		2,858		27,294
Golden Entertainment, Inc. *		2,163		30,325
Habit Restaurants, Inc. (The), Class A *		2,470		24,700
Inspired Entertainment, Inc. *		1,059		8,451
International Speedway Corp., Class A		2,977		134,203
J Alexander’s Holdings, Inc. *		1,892		20,377
Jack in the Box, Inc.		3,252		233,591
Lindblad Expeditions Holdings, Inc. *		2,907		54,739
Marriott Vacations Worldwide Corp.		5,572		569,625
Monarch Casino & Resort, Inc. *		1,388		65,333
Nathan’s Famous, Inc.		349		24,643
Noodles & Co. *		3,587		26,580
Papa John’s International, Inc. (a)		2,840		126,153
Penn National Gaming, Inc. *		14,022		273,709
PlayAGS, Inc. *		3,335		62,565
Potbelly Corp. *		2,314		9,626
RCI Hospitality Holdings, Inc.		1,314		22,272
Red Lion Hotels Corp. *		3,095		21,015
Red Robin Gourmet Burgers, Inc. *		1,712		56,530
Red Rock Resorts, Inc., Class A		8,839		184,205
Ruth’s Hospitality Group, Inc.		3,491		77,745
Scientific Games Corp. *		7,096		145,113
SeaWorld Entertainment, Inc. *		6,371		194,761
Shake Shack, Inc., Class A *		3,556		265,491
Speedway Motorsports, Inc.		1,435		28,413
Target Hospitality Corp. *(a)		4,070		34,595
Texas Roadhouse, Inc.		8,603		475,144
Twin River Worldwide Holdings, Inc. (a)		2,636		69,564
Wingstop, Inc.		3,695		353,205

				6,885,112




Household Durables 1.6%
Bassett Furniture Industries, Inc.		1,466		18,735
Beazer Homes USA, Inc. *		3,645		42,719
Cavco Industries, Inc. *		1,086		192,602
Century Communities, Inc. *		3,209		88,472
Ethan Allen Interiors, Inc.		2,918		60,052
Flexsteel Industries, Inc.		1,105		20,299
GoPro, Inc., Class A *(a)		15,413		81,535
Green Brick Partners, Inc. *		3,484		32,784
Hamilton Beach Brands Holding Co., Class A		937		15,376
Helen of Troy Ltd. *		3,170		470,048
Hooker Furniture Corp.		1,389		28,961
Installed Building Products, Inc. *		2,852		151,955
iRobot Corp. *(a)		3,459		252,853
KB Home		10,774		283,033
La-Z-Boy, Inc.		5,753		189,791
Legacy Housing Corp. *		653		8,221
LGI Homes, Inc. *		2,519		177,061
Lifetime Brands, Inc.		1,472		12,998
Lovesac Co. (The) *		800		17,152


Common Stocks (continued)
	Shares		Value

Household Durables (continued)
M/I Homes, Inc. *		3,296	$	116,580
MDC Holdings, Inc.		6,245		225,694
Meritage Homes Corp. *		4,586		288,047
Purple Innovation, Inc. *		798		5,275
Skyline Champion Corp. *		6,343		180,776
Sonos, Inc. *(a)		8,767		95,122
Taylor Morrison Home Corp. *		13,599		306,249
TopBuild Corp. *		4,282		347,399
TRI Pointe Group, Inc. *		17,792		243,572
Tupperware Brands Corp.		6,263		95,887
Universal Electronics, Inc. *		1,655		70,867
William Lyon Homes, Class A *		3,908		76,753
ZAGG, Inc. *(a)		3,572		23,682

				4,220,550




Household Products 0.2%
Central Garden & Pet Co. *		1,299		39,463
Central Garden & Pet Co., Class A *		5,383		148,302
Oil-Dri Corp. of America		738		26,147
WD-40 Co.		1,728		313,736

				527,648




Independent Power and Renewable Electricity Producers 0.4%
Atlantic Power Corp. *		12,244		29,263
Clearway Energy, Inc., Class A		4,182		71,805
Clearway Energy, Inc., Class C		9,530		171,731
Ormat Technologies, Inc.		5,002		327,881
Pattern Energy Group, Inc., Class A		11,179		256,334
TerraForm Power, Inc., Class A		9,321		143,637

				1,000,651




Industrial Conglomerates 0.1%
Raven Industries, Inc.		4,551		164,928




Insurance 2.3%
Ambac Financial Group, Inc. *		5,838		106,368
American Equity Investment Life Holding Co.		11,243		290,069
AMERISAFE, Inc.		2,353		153,086
Argo Group International Holdings Ltd.		4,132		282,794
Citizens, Inc. *(a)		5,986		44,596
CNO Financial Group, Inc.		20,235		342,174
Crawford & Co., Class A		1,976		20,412
Donegal Group, Inc., Class A		1,392		20,671
eHealth, Inc. *		2,819		292,471
EMC Insurance Group, Inc.		1,141		41,008
Employers Holdings, Inc.		3,973		174,415
Enstar Group Ltd. *		1,467		259,879
FBL Financial Group, Inc., Class A		1,226		76,870
FedNat Holding Co.		1,541		19,247
Genworth Financial, Inc., Class A *		63,936		255,105
Global Indemnity Ltd.		1,050		29,705
Goosehead Insurance, Inc., Class A		1,410		63,464
Greenlight Capital Re Ltd., Class A *		3,932		32,832
Hallmark Financial Services, Inc. *		1,484		23,002
HCI Group, Inc.		882		35,359
Health Insurance Innovations, Inc., Class A *(a)		1,244		27,356
Heritage Insurance Holdings, Inc.		3,369		45,279
Horace Mann Educators Corp.		5,055		219,589
Independence Holding Co.		651		24,673
Investors Title Co.		190		31,179
James River Group Holdings Ltd.		3,431		164,105
Kinsale Capital Group, Inc.		2,483		223,122
MBIA, Inc. *		10,865		101,371
National General Holdings Corp.		8,583		212,258
National Western Life Group, Inc., Class A		280		75,320
NI Holdings, Inc. *		1,197		20,122


Common Stocks (continued)
	Shares		Value

Insurance (continued)
Palomar Holdings, Inc. *		702	$	20,112
ProAssurance Corp.		6,538		255,570
Protective Insurance Corp., Class B		1,359		22,492
RLI Corp.		5,046		454,796
Safety Insurance Group, Inc.		1,823		179,857
Selective Insurance Group, Inc.		7,425		558,360
State Auto Financial Corp.		2,207		76,318
Stewart Information Services Corp.		2,940		111,220
Third Point Reinsurance Ltd. *		9,504		95,800
Tiptree, Inc.		2,901		19,814
Trupanion, Inc. *(a)		3,590		115,454
United Fire Group, Inc.		2,685		140,345
United Insurance Holdings Corp.		2,471		27,996
Universal Insurance Holdings, Inc.		3,901		96,784
Watford Holdings Ltd. *		2,537		48,102

				5,930,921




Interactive Media & Services 0.5%
Care.com, Inc. *		2,818		30,885
Cargurus, Inc. *		9,349		348,437
Cars.com, Inc. *		8,512		161,728
DHI Group, Inc. *		6,378		23,471
Eventbrite, Inc., Class A *(a)		4,595		81,286
EverQuote, Inc., Class A *		1,054		15,673
Liberty TripAdvisor Holdings, Inc., Class A *		9,362		108,131
Meet Group, Inc. (The) *		8,628		29,681
QuinStreet, Inc. *		5,794		94,384
Travelzoo *		703		8,844
TrueCar, Inc. *		13,041		66,248
Yelp, Inc. *		9,522		333,746

				1,302,514




Internet & Direct Marketing Retail 0.4%
1-800-Flowers.com, Inc., Class A *		3,267		63,968
Duluth Holdings, Inc., Class B *		1,323		16,074
Groupon, Inc. *		56,949		179,389
Lands’ End, Inc. *		1,520		16,568
Leaf Group Ltd. *		2,164		13,200
Liquidity Services, Inc. *		3,667		23,909
Overstock.com, Inc. *(a)		3,390		76,343
PetMed Express, Inc. (a)		2,412		41,896
Quotient Technology, Inc. *		9,736		102,423
Rubicon Project, Inc. (The) *		5,993		45,607
Shutterfly, Inc. *		4,317		218,829
Shutterstock, Inc.		2,443		93,738
Stamps.com, Inc. *		2,160		103,140
Stitch Fix, Inc., Class A *(a)		5,283		137,781
Waitr Holdings, Inc. *		6,564		30,129

				1,162,994




IT Services 2.2%
Brightcove, Inc. *		4,720		58,906
Carbonite, Inc. *		4,168		74,732
Cardtronics plc, Class A *		4,887		139,182
Cass Information Systems, Inc.		1,751		89,143
Conduent, Inc. *		21,801		198,389
CSG Systems International, Inc.		4,145		212,390
Endurance International Group Holdings, Inc. *		8,559		40,570
EVERTEC, Inc.		7,675		245,753
Evo Payments, Inc., Class A *		3,909		121,648
Exela Technologies, Inc. *		6,723		17,816
ExlService Holdings, Inc. *		4,215		289,950
GTT Communications, Inc. *(a)		4,216		51,014
Hackett Group, Inc. (The)		2,949		48,423
I3 Verticals, Inc., Class A *		1,227		35,055
Information Services Group, Inc. *		4,221		11,481
International Money Express, Inc. *		1,552		21,480
KBR, Inc.		17,846		470,777
Limelight Networks, Inc. *		13,446		36,439


Common Stocks (continued)
	Shares		Value

IT Services (continued)
LiveRamp Holdings, Inc. *		8,599	$	453,081
ManTech International Corp., Class A		3,369		231,720
MAXIMUS, Inc.		8,003		588,300
NIC, Inc.		8,277		150,145
Paysign, Inc. *(a)		3,725		52,560
Perficient, Inc. *		4,129		141,088
Perspecta, Inc.		17,815		415,624
Presidio, Inc.		5,767		80,738
PRGX Global, Inc. *		2,933		16,454
Priority Technology Holdings, Inc. *		732		5,680
Science Applications International Corp.		7,478		638,397
StarTek, Inc. *		1,992		13,366
Sykes Enterprises, Inc. *		5,016		141,903
TTEC Holdings, Inc.		1,856		87,083
Tucows, Inc., Class A *(a)		1,176		57,542
Unisys Corp. *(a)		6,669		82,629
USA Technologies, Inc. *(a)		7,691		50,607
Verra Mobility Corp. *(a)		12,345		170,978
Virtusa Corp. *		3,624		161,920

				5,702,963




Leisure Products 0.4%
Acushnet Holdings Corp.		4,425		113,103
American Outdoor Brands Corp. *		6,587		63,499
Callaway Golf Co.		11,817		216,724
Clarus Corp.		2,978		42,794
Escalade, Inc.		1,486		17,133
Johnson Outdoors, Inc., Class A		599		40,726
Malibu Boats, Inc., Class A *		2,554		76,952
Marine Products Corp.		999		16,044
MasterCraft Boat Holdings, Inc. *		2,261		37,533
Sturm Ruger & Co., Inc.		2,058		116,277
Vista Outdoor, Inc. *		7,555		54,396
YETI Holdings, Inc. *(a)		3,891		135,251

				930,432




Life Sciences Tools & Services 0.7%
Accelerate Diagnostics, Inc. *(a)		3,444		64,334
Cambrex Corp. *		4,247		186,019
ChromaDex Corp. *(a)		5,510		25,511
Codexis, Inc. *		6,661		122,363
Fluidigm Corp. *		8,697		102,190
Luminex Corp.		5,329		115,799
Medpace Holdings, Inc. *		3,477		273,848
NanoString Technologies, Inc. *		4,162		136,763
NeoGenomics, Inc. *		11,030		268,801
Pacific Biosciences of California, Inc. *		17,942		96,887
Quanterix Corp. *		1,186		36,742
Syneos Health, Inc. *		7,851		401,108

				1,830,365




Machinery 3.8%
Actuant Corp., Class A		7,096		162,498
Alamo Group, Inc.		1,236		120,992
Albany International Corp., Class A		3,638		312,832
Altra Industrial Motion Corp.		8,113		233,087
Astec Industries, Inc.		2,767		90,453
Barnes Group, Inc.		6,017		313,125
Blue Bird Corp. *		1,870		38,746
Briggs & Stratton Corp.		4,978		47,440
Chart Industries, Inc. *		4,467		337,393
CIRCOR International, Inc. *		2,460		93,480
Columbus McKinnon Corp.		2,873		110,438
Commercial Vehicle Group, Inc. *		3,794		30,807


Common Stocks (continued)
	Shares		Value

Machinery (continued)
Douglas Dynamics, Inc.		2,854	$	117,299
Eastern Co. (The)		819		20,688
Energy Recovery, Inc. *		4,640		50,947
EnPro Industries, Inc.		2,595		184,349
ESCO Technologies, Inc.		3,201		267,476
Evoqua Water Technologies Corp. *		9,307		132,346
Federal Signal Corp.		7,521		234,279
Franklin Electric Co., Inc.		5,820		272,725
Gencor Industries, Inc. *		1,200		15,312
Gorman-Rupp Co. (The)		2,178		72,353
Graham Corp.		1,375		29,769
Greenbrier Cos., Inc. (The)		4,064		117,490
Harsco Corp. *		10,099		236,923
Helios Technologies, Inc.		3,690		173,282
Hillenbrand, Inc.		7,849		264,433
Hurco Cos., Inc.		889		30,395
Hyster-Yale Materials Handling, Inc.		1,274		78,784
John Bean Technologies Corp.		3,930		466,334
Kadant, Inc.		1,401		130,937
Kennametal, Inc.		10,359		358,214
LB Foster Co., Class A *		1,248		30,164
Lindsay Corp. (a)		1,381		125,975
Luxfer Holdings plc		3,410		67,586
Lydall, Inc. *		2,060		48,616
Manitowoc Co., Inc. (The) *		4,539		81,475
Meritor, Inc. *		10,141		250,787
Milacron Holdings Corp. *		8,507		143,258
Miller Industries, Inc.		1,356		42,334
Mueller Industries, Inc.		6,993		211,119
Mueller Water Products, Inc., Class A		19,732		200,674
Navistar International Corp. *		6,249		195,219
NN, Inc.		5,093		41,814
Omega Flex, Inc.		377		28,675
Park-Ohio Holdings Corp.		1,094		33,476
Proto Labs, Inc. *		3,399		353,836
RBC Bearings, Inc. *		3,051		496,367
REV Group, Inc.		3,479		50,689
Rexnord Corp. *		13,246		387,975
Spartan Motors, Inc.		4,167		50,087
SPX Corp. *		5,500		191,950
SPX FLOW, Inc. *		5,300		214,968
Standex International Corp.		1,604		112,873
Tennant Co.		2,269		172,694
Terex Corp.		7,980		242,991
Titan International, Inc.		6,733		25,451
TriMas Corp. *		5,785		173,492
Twin Disc, Inc. *		1,298		15,667
Wabash National Corp.		7,019		111,111
Watts Water Technologies, Inc., Class A		3,487		323,698
Welbilt, Inc. *		16,328		268,106

				9,838,753




Marine 0.1%
Costamare, Inc.		6,263		37,766
Eagle Bulk Shipping, Inc. *		5,665		26,229
Genco Shipping & Trading Ltd. *		1,943		18,691
Matson, Inc.		5,363		219,400
Safe Bulkers, Inc. *		7,061		14,334
Scorpio Bulkers, Inc.		7,176		43,128

				359,548




Media 1.0%
Boston Omaha Corp., Class A *(a)		1,255		26,543
Cardlytics, Inc. *(a)		1,711		48,592


Common Stocks (continued)
	Shares		Value

Media (continued)
cbdMD, Inc. *		1,153	$	5,016
Central European Media Enterprises Ltd., Class A *		10,621		49,919
Clear Channel Outdoor Holdings, Inc. *		5,329		16,147
comScore, Inc. *		6,151		20,298
Cumulus Media, Inc., Class A *		1,761		26,609
Daily Journal Corp. *		147		36,471
Emerald Expositions Events, Inc.		3,007		32,055
Entercom Communications Corp., Class A		15,681		89,068
Entravision Communications Corp., Class A		7,805		25,444
EW Scripps Co. (The), Class A		6,895		105,700
Fluent, Inc. *		5,334		27,737
Gannett Co., Inc.		13,295		136,274
Gray Television, Inc. *		11,481		203,788
Hemisphere Media Group, Inc. *		1,888		23,241
Lee Enterprises, Inc. *		6,599		14,320
Liberty Latin America Ltd., Class A *		5,790		94,898
Liberty Latin America Ltd., Class C *		14,410		236,324
Loral Space & Communications, Inc. *		1,656		60,924
Marchex, Inc., Class B *		4,217		18,344
MDC Partners, Inc., Class A *		8,152		20,380
Meredith Corp. (a)		5,037		276,330
MSG Networks, Inc., Class A *		7,267		138,000
National CineMedia, Inc.		8,044		57,273
New Media Investment Group, Inc.		7,721		83,155
Saga Communications, Inc., Class A		531		16,578
Scholastic Corp.		3,609		123,320
TechTarget, Inc. *		2,853		65,676
TEGNA, Inc.		27,412		416,388
Tribune Publishing Co.		2,505		20,716
WideOpenWest, Inc. *		3,069		23,294

				2,538,822




Metals & Mining 1.2%
AK Steel Holding Corp. *(a)		40,646		114,622
Allegheny Technologies, Inc. *		15,824		344,488
Carpenter Technology Corp.		5,934		267,089
Century Aluminum Co. *		5,968		42,910
Cleveland-Cliffs, Inc. (a)		35,519		378,632
Coeur Mining, Inc. *		25,653		118,004
Commercial Metals Co.		14,861		260,216
Compass Minerals International, Inc.		4,316		241,049
Gold Resource Corp.		7,512		26,968
Haynes International, Inc.		1,490		44,342
Hecla Mining Co.		60,852		112,576
Kaiser Aluminum Corp.		2,032		195,621
Materion Corp.		2,562		159,177
Mayville Engineering Co., Inc. *		801		10,549
Novagold Resources, Inc. *		29,062		179,313
Olympic Steel, Inc.		1,320		16,606
Ramaco Resources, Inc. *		1,165		5,674
Ryerson Holding Corp. *		2,201		17,960
Schnitzer Steel Industries, Inc., Class A		3,203		85,296
SunCoke Energy, Inc. *		11,175		84,818
Synalloy Corp.		1,165		19,782
TimkenSteel Corp. *		4,681		32,720
Warrior Met Coal, Inc.		6,508		161,008
Worthington Industries, Inc.		4,991		200,738

				3,120,158


Common Stocks (continued)
	Shares		Value

Mortgage Real Estate Investment Trusts (REITs) 1.3%
AG Mortgage Investment Trust, Inc.		4,065	$	66,503
Anworth Mortgage Asset Corp.		11,625		44,756
Apollo Commercial Real Estate Finance, Inc.		19,150		360,403
Ares Commercial Real Estate Corp.		3,294		49,970
Arlington Asset Investment Corp., Class A		4,670		30,729
ARMOUR Residential REIT, Inc.		7,575		135,365
Blackstone Mortgage Trust, Inc., Class A		15,913		565,230
Capstead Mortgage Corp.		10,341		87,175
Cherry Hill Mortgage Investment Corp.		1,908		29,555
Colony Credit Real Estate, Inc.		10,303		166,909
Dynex Capital, Inc.		3,079		50,188
Ellington Financial, Inc.		3,347		58,505
Exantas Capital Corp.		3,690		41,291
Granite Point Mortgage Trust, Inc.		6,687		127,722
Great Ajax Corp.		2,329		32,396
Invesco Mortgage Capital, Inc.		16,402		270,305
KKR Real Estate Finance Trust, Inc.		3,183		63,755
Ladder Capital Corp.		12,990		218,622
New York Mortgage Trust, Inc.		26,188		160,009
Orchid Island Capital, Inc.		6,533		40,439
PennyMac Mortgage Investment Trust		9,505		209,395
Ready Capital Corp.		3,945		60,635
Redwood Trust, Inc.		12,169		205,899
TPG RE Finance Trust, Inc.		6,233		123,102
Western Asset Mortgage Capital Corp.		5,781		58,735

				3,257,593




Multiline Retail 0.1%
Big Lots, Inc.		4,944		126,566
Dillard’s, Inc., Class A (a)		1,361		99,054
JC Penney Co., Inc. *(a)		41,775		33,232

				258,852




Multi-Utilities 0.6%
Avista Corp.		8,275		380,898
Black Hills Corp.		7,604		601,857
NorthWestern Corp.		6,395		447,138
Unitil Corp.		1,782		104,372

				1,534,265




Oil, Gas & Consumable Fuels 2.4%
Abraxas Petroleum Corp. *		19,968		17,380
Altus Midstream Co. *(a)		6,265		20,111
Arch Coal, Inc., Class A		2,153		191,961
Ardmore Shipping Corp. *		4,185		30,718
Berry Petroleum Corp.		7,965		78,057
Bonanza Creek Energy, Inc. *		2,487		54,217
Brigham Minerals, Inc., Class A *(a)		2,019		43,308
California Resources Corp. *(a)		6,096		93,330
Callon Petroleum Co. *		28,856		141,972
Carrizo Oil & Gas, Inc. *		11,235		107,070
Chaparral Energy, Inc., Class A *		3,864		13,717
Clean Energy Fuels Corp. *		16,852		44,995
CNX Resources Corp. *		24,470		201,143
Comstock Resources, Inc. *(a)		1,879		12,834
CONSOL Energy, Inc. *		3,562		76,547
Contura Energy, Inc. *		2,387		85,526
CVR Energy, Inc.		3,745		198,747
Delek US Holdings, Inc.		9,694		417,618
Denbury Resources, Inc. *(a)		56,404		63,737
DHT Holdings, Inc.		11,316		63,935
Diamond S Shipping, Inc. *		2,754		32,910
Dorian LPG Ltd. *		3,494		31,970


Common Stocks (continued)
	Shares		Value

Oil, Gas & Consumable Fuels (continued)
Earthstone Energy, Inc., Class A *		2,298	$	10,065
Energy Fuels, Inc. *(a)		11,468		20,872
Evolution Petroleum Corp.		3,703		22,588
Extraction Oil & Gas, Inc. *(a)		12,596		46,731
Falcon Minerals Corp.		4,678		37,003
GasLog Ltd.		4,996		71,143
Golar LNG Ltd.		11,971		202,789
Goodrich Petroleum Corp. *		1,170		13,467
Green Plains, Inc.		4,802		48,452
Gulfport Energy Corp. *		20,352		76,931
Hallador Energy Co.		2,665		14,284
HighPoint Resources Corp. *		14,204		17,755
International Seaways, Inc. *		3,167		53,871
Isramco, Inc. *		112		13,464
Jagged Peak Energy, Inc. *		8,359		61,355
Laredo Petroleum, Inc. *		22,738		75,490
Magnolia Oil & Gas Corp., Class A *		12,618		141,069
Matador Resources Co. *		14,003		246,873
Midstates Petroleum Co., Inc. *		1,279		5,819
Montage Resources Corp. *		2,673		8,928
NACCO Industries, Inc., Class A		495		26,309
NextDecade Corp. *		1,089		5,358
Nordic American Tankers Ltd.		18,120		36,602
Northern Oil and Gas, Inc. *		35,112		56,881
Oasis Petroleum, Inc. *		40,277		196,149
Overseas Shipholding Group, Inc., Class A *		8,148		15,889
Panhandle Oil and Gas, Inc., Class A		1,926		22,746
Par Pacific Holdings, Inc. *		4,313		99,458
PDC Energy, Inc. *		8,389		241,016
Peabody Energy Corp.		8,953		188,550
Penn Virginia Corp. *		1,707		58,448
Petrocorp, Inc. *^¥		1,500		0
PrimeEnergy Resources Corp. *		62		7,492
QEP Resources, Inc. *		30,144		149,213
Renewable Energy Group, Inc. *		4,546		61,780
REX American Resources Corp. *		677		50,504
Ring Energy, Inc. *		7,560		18,522
Roan Resources, Inc. *		4,468		5,362
Rosehill Resources, Inc. *		1,364		3,846
SandRidge Energy, Inc. *		3,665		24,739
Scorpio Tankers, Inc.		5,433		142,399
SemGroup Corp., Class A		10,166		128,803
Ship Finance International Ltd. (a)		10,403		136,799
SilverBow Resources, Inc. *		1,026		10,660
SM Energy Co.		14,112		140,697
Southwestern Energy Co. *(a)		68,775		151,305
SRC Energy, Inc. *		30,657		125,081
Talos Energy, Inc. *		2,456		50,544
Teekay Corp. (a)		9,268		42,262
Teekay Tankers Ltd., Class A *		24,677		30,353
Tellurian, Inc. *(a)		11,888		73,349
Unit Corp. *		6,850		44,525
Uranium Energy Corp. *(a)		20,823		20,623
W&T Offshore, Inc. *		11,415		51,253
Whiting Petroleum Corp. *		11,482		203,002
World Fuel Services Corp.		8,409		328,287

				6,159,558




Paper & Forest Products 0.4%
Boise Cascade Co.		4,954		133,758
Clearwater Paper Corp. *		1,926		37,807
Louisiana-Pacific Corp.		15,702		410,450
Neenah, Inc.		2,116		139,042
PH Glatfelter Co.		5,642		92,078


Common Stocks (continued)
	Shares		Value

Paper & Forest Products (continued)
Schweitzer-Mauduit International, Inc.		3,930	$	135,310
Verso Corp., Class A *		4,520		73,134

				1,021,579




Personal Products 0.3%
Edgewell Personal Care Co. *		6,831		207,867
elf Beauty, Inc. *		3,292		54,614
Inter Parfums, Inc.		2,218		153,663
Lifevantage Corp. *		1,714		19,882
Medifast, Inc.		1,440		160,776
Nature’s Sunshine Products, Inc. *		1,431		12,922
Revlon, Inc., Class A *(a)		882		17,570
USANA Health Sciences, Inc. *		1,705		116,025
Youngevity International, Inc. *(a)		985		4,620

				747,939




Pharmaceuticals 1.5%
AcelRx Pharmaceuticals, Inc. *(a)		9,771		25,502
Acer Therapeutics, Inc. *(a)		1,188		3,552
Aclaris Therapeutics, Inc. *		4,055		5,190
Aerie Pharmaceuticals, Inc. *		5,324		115,371
Akorn, Inc. *		11,412		42,453
Amneal Pharmaceuticals, Inc. *		11,796		43,173
Amphastar Pharmaceuticals, Inc. *		4,524		91,159
ANI Pharmaceuticals, Inc. *		1,147		97,025
Arvinas, Inc. *		2,209		58,936
Assertio Therapeutics, Inc. *		8,093		27,759
Axsome Therapeutics, Inc. *(a)		3,062		78,081
BioDelivery Sciences International, Inc. *		10,145		37,638
Cerecor, Inc. *(a)		2,633		10,611
Chiasma, Inc. *		3,240		17,788
Collegium Pharmaceutical, Inc. *		4,047		44,395
Corcept Therapeutics, Inc. *		12,003		135,154
CorMedix, Inc. *(a)		2,936		28,450
Cymabay Therapeutics, Inc. *		8,670		53,581
Dermira, Inc. *		5,861		51,635
Dova Pharmaceuticals, Inc. *(a)		1,072		17,141
Eloxx Pharmaceuticals, Inc. *(a)		3,052		24,904
Endo International plc *		28,874		91,530
Evofem Biosciences, Inc. *		1,713		8,325
Evolus, Inc. *(a)		1,396		24,779
EyePoint Pharmaceuticals, Inc. *		7,587		10,546
Innoviva, Inc. *		8,068		95,848
Intersect ENT, Inc. *		3,882		76,747
Intra-Cellular Therapies, Inc. *		5,783		48,288
Kala Pharmaceuticals, Inc. *(a)		2,866		16,852
Kaleido Biosciences, Inc. *		614		4,709
Lannett Co., Inc. *(a)		3,697		26,138
Liquidia Technologies, Inc. *		1,673		12,230
Mallinckrodt plc *(a)		10,692		72,812
Marinus Pharmaceuticals, Inc. *(a)		6,396		7,036
Menlo Therapeutics, Inc. *		1,826		6,920
MyoKardia, Inc. *		5,598		304,699
NGM Biopharmaceuticals, Inc. *(a)		830		11,678
Ocular Therapeutix, Inc. *(a)		5,012		23,306
Odonate Therapeutics, Inc. *		1,049		42,747
Omeros Corp. *(a)		6,023		93,417
Optinose, Inc. *		3,119		16,749
Osmotica Pharmaceuticals plc *		1,435		4,678
Pacira BioSciences, Inc. *		5,110		224,278
Paratek Pharmaceuticals, Inc. *(a)		4,557		14,719
Phibro Animal Health Corp., Class A		2,647		82,401
Prestige Consumer Healthcare, Inc. *		6,548		226,561


Common Stocks (continued)
	Shares		Value

Pharmaceuticals (continued)
Reata Pharmaceuticals, Inc., Class A *		2,534	$	229,707
resTORbio, Inc. *		1,919		20,879
Revance Therapeutics, Inc. *		5,539		69,681
SIGA Technologies, Inc. *		7,300		40,880
Strongbridge Biopharma plc *(a)		4,463		11,604
Supernus Pharmaceuticals, Inc. *		6,218		207,495
TherapeuticsMD, Inc. *(a)		24,811		53,344
Theravance Biopharma, Inc. *		5,590		116,551
Tricida, Inc. *(a)		2,750		86,790
Verrica Pharmaceuticals, Inc. *		1,636		20,025
WaVe Life Sciences Ltd. *		2,837		60,740
Xeris Pharmaceuticals, Inc. *		3,348		39,172
Zogenix, Inc. *		5,378		259,058
Zynerba Pharmaceuticals, Inc. *		2,615		27,693

				3,801,110




Professional Services 1.7%
Acacia Research Corp. *		7,127		19,884
ASGN, Inc. *		6,444		406,294
Barrett Business Services, Inc.		933		81,638
BG Staffing, Inc.		1,247		20,725
CBIZ, Inc. *		6,542		152,887
CRA International, Inc.		960		41,683
Exponent, Inc.		6,493		446,718
Forrester Research, Inc.		1,365		64,605
Franklin Covey Co. *		1,183		43,180
FTI Consulting, Inc. *		4,748		495,929
GP Strategies Corp. *		1,471		23,359
Heidrick & Struggles International, Inc.		2,300		68,310
Huron Consulting Group, Inc. *		2,824		172,179
ICF International, Inc.		2,298		195,767
InnerWorkings, Inc. *		5,336		19,530
Insperity, Inc.		4,882		519,201
Kelly Services, Inc., Class A		4,167		115,968
Kforce, Inc.		2,852		97,225
Korn Ferry		7,120		279,674
Mistras Group, Inc. *		2,496		37,839
Navigant Consulting, Inc.		4,929		120,070
Resources Connection, Inc.		3,938		69,309
TriNet Group, Inc. *		5,631		414,104
TrueBlue, Inc. *		4,921		97,288
Upwork, Inc. *		6,903		113,485
WageWorks, Inc. *		5,044		258,101
Willdan Group, Inc. *		1,187		41,521

				4,416,473




Real Estate Management & Development 0.6%
Altisource Portfolio Solutions SA *		787		16,527
American Realty Investors, Inc. *		418		6,571
Consolidated-Tomoka Land Co.		623		39,075
Cushman & Wakefield plc *		12,905		256,035
eXp World Holdings, Inc. *(a)		2,005		21,193
Forestar Group, Inc. *(a)		1,510		31,197
FRP Holdings, Inc. *		842		41,746
Griffin Industrial Realty, Inc.		160		6,218
Kennedy-Wilson Holdings, Inc.		15,644		336,659
Marcus & Millichap, Inc. *		2,902		96,346
Maui Land & Pineapple Co., Inc. *		1,093		12,384
Newmark Group, Inc., Class A		18,389		181,316
Rafael Holdings, Inc., Class B *		1,312		27,158
RE/MAX Holdings, Inc., Class A		2,346		68,222
Realogy Holdings Corp. (a)		14,374		74,888
Redfin Corp. *(a)		11,142		201,002
RMR Group, Inc. (The), Class A		1,876		92,374
St Joe Co. (The) *(a)		4,168		80,192
Stratus Properties, Inc. *		866		24,438
Tejon Ranch Co. *		2,737		50,717


Common Stocks (continued)
	Shares		Value

Real Estate Management & Development (continued)
Transcontinental Realty Investors, Inc. *		88	$	2,229

				1,666,487




Road & Rail 0.5%
ArcBest Corp.		3,136		93,861
Avis Budget Group, Inc. *		7,473		271,942
Covenant Transportation Group, Inc., Class A *		1,654		27,870
Daseke, Inc. *		5,855		21,664
Heartland Express, Inc.		5,691		112,909
Hertz Global Holdings, Inc. *		12,798		198,625
Marten Transport Ltd.		4,814		96,617
PAM Transportation Services, Inc. *		240		14,018
Roadrunner Transportation Systems, Inc. *		546		5,291
Saia, Inc. *		3,276		249,959
Universal Logistics Holdings, Inc.		999		19,670
US Xpress Enterprises, Inc., Class A *		2,536		12,908
Werner Enterprises, Inc.		5,732		190,016
YRC Worldwide, Inc. *		4,647		15,149

				1,330,499




Semiconductors & Semiconductor Equipment 2.5%
Adesto Technologies Corp. *		3,593		30,612
Advanced Energy Industries, Inc. *		4,807		280,729
Alpha & Omega Semiconductor Ltd. *		2,868		29,110
Ambarella, Inc. *		3,973		198,451
Amkor Technology, Inc. *		12,522		115,578
Aquantia Corp. *		3,532		46,375
Axcelis Technologies, Inc. *		3,953		63,446
AXT, Inc. *		5,277		22,533
Brooks Automation, Inc.		8,938		346,794
Cabot Microelectronics Corp.		3,645		443,414
CEVA, Inc. *		2,627		72,978
Cirrus Logic, Inc. *		7,454		365,619
Cohu, Inc.		5,170		78,377
Diodes, Inc. *		5,158		219,731
DSP Group, Inc. *		2,566		41,364
Enphase Energy, Inc. *		11,565		325,555
FormFactor, Inc. *		9,430		158,235
GSI Technology, Inc. *		1,836		15,092
Ichor Holdings Ltd. *		2,693		67,891
Impinj, Inc. *(a)		1,796		65,015
Inphi Corp. *		5,654		340,427
Lattice Semiconductor Corp. *		15,699		303,619
MACOM Technology Solutions Holdings, Inc. *		5,616		110,186
MaxLinear, Inc. *		8,196		180,148
Nanometrics, Inc. *		2,940		92,257
NeoPhotonics Corp. *		5,474		25,126
NVE Corp.		581		39,055
PDF Solutions, Inc. *		3,564		47,579
Photronics, Inc. *		7,954		76,597
Power Integrations, Inc.		3,585		326,486
Rambus, Inc. *		13,860		172,696
Rudolph Technologies, Inc. *		3,848		103,588
Semtech Corp. *		8,295		438,557
Silicon Laboratories, Inc. *		5,411		607,168
SMART Global Holdings, Inc. *		1,700		51,748
SunPower Corp. *		8,024		93,801
Synaptics, Inc. *		4,436		142,750
Ultra Clean Holdings, Inc. *		5,111		74,570
Veeco Instruments, Inc. *		6,233		74,235
Xperi Corp.		6,201		132,391

				6,419,883


Common Stocks (continued)
	Shares		Value

Software 4.7%
8x8, Inc. *		11,786	$	284,868
A10 Networks, Inc. *		6,971		52,840
ACI Worldwide, Inc. *		13,758		461,718
Agilysys, Inc. *		2,212		54,260
Alarm.com Holdings, Inc. *		4,630		231,083
Altair Engineering, Inc., Class A *		4,843		201,517
American Software, Inc., Class A		3,532		47,046
Appfolio, Inc., Class A *		1,932		186,535
Appian Corp. *(a)		3,927		154,292
Avaya Holdings Corp. *		13,968		168,175
Benefitfocus, Inc. *		3,737		93,388
Blackbaud, Inc.		6,163		560,833
Blackline, Inc. *		5,391		240,439
Bottomline Technologies DE, Inc. *		5,404		227,454
Box, Inc., Class A *		18,067		298,828
Carbon Black, Inc. *		7,032		130,866
ChannelAdvisor Corp. *		3,085		28,166
Cision Ltd. *		11,498		119,464
Cloudera, Inc. *(a)		29,763		177,983
CommVault Systems, Inc. *		4,330		196,755
Cornerstone OnDemand, Inc. *		7,046		417,123
Digimarc Corp. *(a)		1,495		67,544
Digital Turbine, Inc. *		9,676		52,541
Domo, Inc., Class B *(a)		2,237		62,054
Ebix, Inc. (a)		2,954		135,973
eGain Corp. *		2,526		19,551
Envestnet, Inc. *		6,017		429,674
Everbridge, Inc. *		4,106		420,044
Five9, Inc. *		7,416		366,128
ForeScout Technologies, Inc. *		5,115		191,096
GTY Technology Holdings, Inc. *		3,676		25,585
Ideanomics, Inc. *(a)		6,324		12,016
Instructure, Inc. *		4,240		168,286
Intelligent Systems Corp. *(a)		847		41,579
j2 Global, Inc.		5,872		523,136
LivePerson, Inc. *(a)		7,659		254,202
Majesco *		1,277		12,029
MicroStrategy, Inc., Class A *		1,057		144,524
Mitek Systems, Inc. *		4,120		41,365
MobileIron, Inc. *		11,992		82,745
Model N, Inc. *		4,047		88,467
Monotype Imaging Holdings, Inc.		4,980		99,451
OneSpan, Inc. *		4,214		61,609
Progress Software Corp.		5,642		244,242
PROS Holdings, Inc. *		4,145		299,932
Q2 Holdings, Inc. *		5,046		403,024
QAD, Inc., Class A		1,402		60,482
Qualys, Inc. *		4,286		370,996
Rapid7, Inc. *		6,060		367,539
Rimini Street, Inc. *		2,428		11,970
SailPoint Technologies Holding, Inc. *		10,812		228,566
SecureWorks Corp., Class A *(a)		1,143		13,647
SharpSpring, Inc. *(a)		1,058		10,072
ShotSpotter, Inc. *(a)		1,020		38,342
SPS Commerce, Inc. *		2,262		252,959
SVMK, Inc. *		10,562		179,237
Synchronoss Technologies, Inc. *(a)		4,791		38,759
Telaria, Inc. *		5,606		45,409
Telenav, Inc. *		3,855		36,353
Tenable Holdings, Inc. *		4,666		116,930
TiVo Corp.		15,520		117,642
Upland Software, Inc. *		2,823		124,184
Varonis Systems, Inc. *		3,739		268,872
Verint Systems, Inc. *		8,239		476,791


Common Stocks (continued)
	Shares		Value

Software (continued)
VirnetX Holding Corp. *(a)		7,933	$	57,990
Workiva, Inc. *		4,413		253,703
Yext, Inc. *		11,718		243,852
Zix Corp. *		6,986		63,642
Zuora, Inc., Class A *		10,744		161,267

				12,119,634




Specialty Retail 2.4%
Aaron’s, Inc.		8,534		538,069
Abercrombie & Fitch Co., Class A		8,448		159,921
American Eagle Outfitters, Inc.		20,380		360,522
America’s Car-Mart, Inc. *		783		70,595
Asbury Automotive Group, Inc. *		2,454		225,964
Ascena Retail Group, Inc. *(a)		17,106		7,599
At Home Group, Inc. *		6,242		37,390
Barnes & Noble Education, Inc. *		4,950		17,325
Barnes & Noble, Inc.		7,295		47,563
Bed Bath & Beyond, Inc. (a)		15,804		153,457
Boot Barn Holdings, Inc. *		3,594		112,456
Buckle, Inc. (The) (a)		3,538		71,998
Caleres, Inc.		5,158		96,867
Camping World Holdings, Inc., Class A (a)		3,985		46,744
Cato Corp. (The), Class A		2,809		40,365
Chico’s FAS, Inc.		15,243		48,625
Children’s Place, Inc. (The) (a)		1,935		188,991
Citi Trends, Inc.		1,522		23,363
Conn’s, Inc. *(a)		2,402		49,962
Container Store Group, Inc. (The) *		1,909		11,664
Designer Brands, Inc., Class A		8,171		150,183
Express, Inc. *		7,889		19,486
GameStop Corp., Class A (a)		13,220		53,144
Genesco, Inc. *		2,239		88,172
GNC Holdings, Inc., Class A *(a)		11,765		24,471
Group 1 Automotive, Inc.		2,213		185,803
Guess?, Inc. (a)		7,072		119,163
Haverty Furniture Cos., Inc.		2,179		39,462
Hibbett Sports, Inc. *		2,239		41,198
Hudson Ltd., Class A *		4,859		62,098
J. Jill, Inc. (a)		2,280		4,879
Lithia Motors, Inc., Class A		2,786		367,418
Lumber Liquidators Holdings, Inc. *(a)		3,384		29,678
MarineMax, Inc. *		2,687		41,487
Michaels Cos., Inc. (The) *		10,673		73,324
Monro, Inc.		4,099		345,177
Murphy USA, Inc. *		3,827		338,154
National Vision Holdings, Inc. *		8,671		273,917
Office Depot, Inc.		69,753		142,296
Party City Holdco, Inc. *(a)		6,960		44,405
Rent-A-Center, Inc. *		6,126		165,586
RH *(a)		2,296		320,062
RTW RetailWinds, Inc. *		4,112		8,964
Sally Beauty Holdings, Inc. *		15,252		209,562
Shoe Carnival, Inc.		1,244		31,573
Signet Jewelers Ltd.		6,675		121,085
Sleep Number Corp. *		3,746		184,191
Sonic Automotive, Inc., Class A		3,172		87,452
Sportsman’s Warehouse Holdings, Inc. *		5,196		23,330
Tailored Brands, Inc. (a)		6,505		31,679
Tile Shop Holdings, Inc.		5,473		14,175
Tilly’s, Inc., Class A		3,099		25,381
Winmark Corp.		311		52,562
Zumiez, Inc. *		2,499		61,900

				6,090,857


Common Stocks (continued)
	Shares		Value

Technology Hardware, Storage & Peripherals 0.3%
3D Systems Corp. *(a)		14,315	$	129,121
AstroNova, Inc.		827		19,997
Avid Technology, Inc. *		3,378		34,624
Cray, Inc. *		5,145		178,223
Diebold Nixdorf, Inc. *		9,394		130,671
Immersion Corp. *		3,895		31,316
Sonim Technologies, Inc. *		425		4,705
Stratasys Ltd. *		6,482		180,783

				709,440




Textiles, Apparel & Luxury Goods 0.8%
Centric Brands, Inc. *		1,936		5,227
Crocs, Inc. *		8,160		186,456
Culp, Inc.		1,326		23,828
Deckers Outdoor Corp. *		3,686		576,048
Delta Apparel, Inc. *		739		14,071
Fossil Group, Inc. *(a)		6,034		66,615
G-III Apparel Group Ltd. *		5,708		163,591
Kontoor Brands, Inc. *		5,579		163,632
Movado Group, Inc.		1,928		50,764
Oxford Industries, Inc.		2,116		154,870
Rocky Brands, Inc.		807		25,437
Steven Madden Ltd.		10,731		370,327
Superior Group of Cos., Inc.		1,226		20,867
Unifi, Inc. *		1,863		34,857
Vera Bradley, Inc. *		2,432		28,576
Vince Holding Corp. *		377		5,293
Wolverine World Wide, Inc.		11,043		299,817

				2,190,276




Thrifts & Mortgage Finance 2.1%
Axos Financial, Inc. *		7,303		214,051
Bridgewater Bancshares, Inc. *		3,324		39,622
Capitol Federal Financial, Inc.		16,658		227,548
Columbia Financial, Inc. *		6,623		101,266
Dime Community Bancshares, Inc.		3,847		77,632
Entegra Financial Corp. *		668		19,913
ESSA Bancorp, Inc.		1,299		19,940
Essent Group Ltd. *		12,132		560,013
Federal Agricultural Mortgage Corp., Class C		1,109		85,692
First Defiance Financial Corp.		2,438		70,019
Flagstar Bancorp, Inc.		3,649		125,818
FS Bancorp, Inc.		535		26,375
Greene County Bancorp, Inc.		538		14,930
Hingham Institution for Savings		169		32,582
Home Bancorp, Inc.		1,041		38,892
HomeStreet, Inc. *		2,986		86,654
Kearny Financial Corp.		10,789		144,033
Luther Burbank Corp.		2,589		28,893
Merchants Bancorp		1,163		20,806
Meridian Bancorp, Inc.		6,114		112,131
Meta Financial Group, Inc.		4,635		143,082
MMA Capital Holdings, Inc. *		584		18,735
Mr. Cooper Group, Inc. *		9,823		74,753
NMI Holdings, Inc., Class A *		8,216		204,414
Northfield Bancorp, Inc.		5,331		83,430
Northwest Bancshares, Inc.		12,855		220,463
OceanFirst Financial Corp.		6,357		155,111
Ocwen Financial Corp. *		16,851		32,017
OP Bancorp		1,643		16,200
Oritani Financial Corp.		5,107		92,437
PCSB Financial Corp.		2,011		39,094
PDL Community Bancorp *		1,199		17,242
PennyMac Financial Services, Inc.		3,012		72,318
Provident Bancorp, Inc. *		656		18,138
Provident Financial Holdings, Inc.		656		13,625
Provident Financial Services, Inc.		7,784		188,217
Prudential Bancorp, Inc.		1,148		20,974
Radian Group, Inc.		26,421		602,399


Common Stocks (continued)
	Shares		Value

Thrifts & Mortgage Finance (continued)
Riverview Bancorp, Inc.		3,073	$	26,121
Southern Missouri Bancorp, Inc.		959		33,421
Sterling Bancorp, Inc.		2,193		21,535
Territorial Bancorp, Inc.		1,115		32,056
Timberland Bancorp, Inc.		928		25,650
TrustCo Bank Corp.		11,479		92,980
United Community Financial Corp.		5,844		59,492
United Financial Bancorp, Inc.		6,216		89,137
Walker & Dunlop, Inc.		3,514		205,007
Washington Federal, Inc.		10,111		369,860
Waterstone Financial, Inc.		3,043		51,427
Western New England Bancorp, Inc.		2,933		27,394
WSFS Financial Corp.		6,629		280,871

				5,374,410




Tobacco 0.2%
22nd Century Group, Inc. *(a)		13,989		22,243
Pyxus International, Inc. *(a)		1,216		17,352
Turning Point Brands, Inc. (a)		1,071		39,766
Universal Corp.		3,117		185,462
Vector Group Ltd. (a)		13,329		153,950

				418,773




Trading Companies & Distributors 1.3%
Aircastle Ltd.		6,755		140,436
Applied Industrial Technologies, Inc.		4,830		293,857
Beacon Roofing Supply, Inc. *		8,559		310,093
BlueLinx Holdings, Inc. *		1,009		21,401
BMC Stock Holdings, Inc. *		8,305		175,651
CAI International, Inc. *		2,109		48,085
DXP Enterprises, Inc. *		2,114		71,770
EVI Industries, Inc. (a)		556		19,527
Foundation Building Materials, Inc. *		1,832		31,529
GATX Corp.		4,559		350,405
General Finance Corp. *		1,359		10,981
GMS, Inc. *		4,004		90,130
H&E Equipment Services, Inc.		4,091		125,225
Herc Holdings, Inc. *		3,064		138,309
Kaman Corp.		3,486		221,012
Lawson Products, Inc. *		539		22,568
MRC Global, Inc. *		10,062		157,370
NOW, Inc. *		13,661		167,347
Rush Enterprises, Inc., Class A		3,452		130,003
Rush Enterprises, Inc., Class B		623		24,546
SiteOne Landscape Supply, Inc. *(a)		5,152		380,578
Systemax, Inc.		1,581		34,308
Textainer Group Holdings Ltd. *		3,794		36,916
Titan Machinery, Inc. *		2,323		48,179
Transcat, Inc. *		776		18,484
Triton International Ltd.		7,181		237,547
Veritiv Corp. *		1,629		28,377
Willis Lease Finance Corp. *		380		23,655

				3,358,289




Water Utilities 0.5%
American States Water Co.		4,613		357,369
AquaVenture Holdings Ltd. *		1,490		25,673
Artesian Resources Corp., Class A		916		32,957
Cadiz, Inc. *(a)		1,744		18,870
California Water Service Group		6,062		323,650
Connecticut Water Service, Inc.		1,533		107,157
Consolidated Water Co. Ltd.		1,797		25,212
Global Water Resources, Inc.		1,383		17,509
Middlesex Water Co.		2,040		127,765
Pure Cycle Corp. *		2,316		25,175
SJW Group		3,319		215,370


Common Stocks (continued)
	Shares		Value

Water Utilities (continued)
York Water Co. (The)		1,635	$ 58,811

			1,335,518




Wireless Telecommunication Services 0.1%
Boingo Wireless, Inc. *		5,480	82,309
Gogo, Inc. *(a)		6,356	26,632
Shenandoah Telecommunications Co.		6,049	238,089
Spok Holdings, Inc.		2,204	28,630

			375,660

Total Common Stocks (cost $252,395,400)			251,573,943


Rights 0.0%^†
	Number of Rights		Value

Biotechnology 0.0%^†
Oncternal Therapeutics, Inc., CVR *¥		95	195




Food Products 0.0%^†
Schulman, Inc., CVR *¥		5,162	2,235




Pharmaceuticals 0.0%^†
Corium International, Inc., CVR *¥		5,244	0


Total Rights (cost $–)			2,430


Short-Term Investment 1.5%
	Shares		Value

Money Market Fund 1.5%
Fidelity Investments Money Market Government Portfolio — Institutional Class, 2.23% (b)(c)		3,793,814	3,793,814

Total Short-Term Investment (cost $3,793,814)			3,793,814


Repurchase Agreement 4.6%
	Principal Amount		Value

BNP Paribas Securities Corp., 2.53%, dated 7/31/2019, due 8/1/2019, repurchase price $11,950,029, collateralized by U.S. Treasury Note, 1.50%, maturing 8/15/2026; total market value $12,192,381. (c)	$	11,949,189	11,949,189


Total Repurchase Agreement (cost $11,949,189)			11,949,189


Total Investments (cost $268,138,403) — 103.6%			267,319,376

Liabilities in excess of other assets — (3.6)%			(9,184,439)


NET ASSETS — 100.0%			$ 258,134,937

*	Denotes a non-income producing security.

^	Value determined using significant unobservable inputs.

At July 31, 2019, the Fund had $220,600 segregated as collateral with the broker for open futures contracts.