FundVantage Trust

Form N-Q is to be used by management investment companies, other than small business investment companies registered on Form N-5 (§§ 239.24 and 274.5 of this chapter), to file reports with the Commission, not later than 60 days after the close of the first and third fiscal quarters, pursuant to rule 30b1-5 under the Investment Company Act of 1940 (17 CFR 270.30b1-5). The Commission may use the information provided on Form N-Q in its regulatory, disclosure review, inspection, and policymaking roles.

A registrant is required to disclose the information specified by Form N-Q, and the Commission will make this information public. A registrant is not required to respond to the collection of information contained in Form N-Q unless the Form displays a currently valid Office of Management and Budget (“OMB”) control number. Please direct comments concerning the accuracy of the information collection burden estimate and any suggestions for reducing the burden to the Secretary, Securities and Exchange Commission, 450 Fifth Street, NW, Washington, DC 20549-0609. The OMB has reviewed this collection of information under the clearance requirements of 44 U.S.C. § 3507.


	Number of Shares		Value

COMMON STOCKS — 94.6%
Communications — 5.6%
Arista Networks, Inc.*		1,600	$	376,928
Facebook, Inc., Class A*		1,990		351,155
RingCentral, Inc., Class A*		6,700		324,280

				1,052,363

Consumer, Cyclical — 22.2%
Big Lots, Inc.		5,850		328,478
Burlington Stores, Inc.*		3,200		393,696
Children’s Place, Inc. (The)		2,600		377,910
Copart, Inc.*		8,500		367,115
Darden Restaurants, Inc.		3,500		336,070
Dollar Tree, Inc.*		3,300		354,123
Five Below, Inc.*		5,300		351,496
Hasbro, Inc.		2,650		240,858
Home Depot, Inc. (The)		1,960		371,479
Lear Corp.		1,700		300,322
Ross Stores, Inc.		4,600		369,150
Thor Industries, Inc.		2,600		391,872

				4,182,569

Consumer, Non-cyclical — 24.9%
Align Technology, Inc.*		1,460		324,397
Baxter International, Inc.		5,050		326,432
Becton Dickinson and Co.		432		92,377
Calavo Growers, Inc.		2,000		168,800
Central Garden & Pet Co.*		6,900		268,548
Chemed Corp.		1,000		243,020
Cintas Corp.		350		54,540
Constellation Brands, Inc., Class A		1,600		365,712
Eli Lilly & Co.		4,100		346,286
Grand Canyon Education, Inc.*		3,800		340,214
Green Dot Corp., Class A*		5,900		355,534


	Number of Shares		Value

COMMON STOCKS — (Continued)
Consumer, Non-cyclical — (Continued)
Insperity, Inc.		6,100	$	349,835
IQVIA Holdings, Inc.*		2,900		283,910
PRA Health Sciences, Inc.*		4,300		391,601
Quest Diagnostics, Inc.		1,700		167,433
S&P Global, Inc.		2,050		347,270
WellCare Health Plans, Inc.*		1,270		255,410

				4,681,319

Energy — 2.1%
Diamondback Energy, Inc.*		3,200		404,000

Financial — 6.4%
First Merchants Corp.		5,700		239,742
Progressive Corp. (The)		5,500		309,760
Visa, Inc., Class A		3,150		359,163
Zions Bancorporation		5,900		299,897

				1,208,562

Industrial — 13.9%
AO Smith Corp.		5,200		318,656
Illinois Tool Works, Inc.		2,200		367,070
Masco Corp.		5,400		237,276
Mettler-Toledo International, Inc.*		560		346,931
Nordson Corp.		1,900		278,160
Old Dominion Freight Line, Inc.		2,700		355,185
Owens Corning		3,900		358,566
Waste Management, Inc.		4,200		362,460

				2,624,304

Technology — 17.9%
Adobe Systems, Inc.*		1,700		297,908
Electronic Arts, Inc.*		2,700		283,662


	Number of Shares		Value

COMMON STOCKS — (Continued)
Technology — (Continued)
Intuit, Inc.		2,100	$	331,338
Lam Research Corp.		1,870		344,211
Microchip Technology, Inc.		4,100		360,308
MSCI, Inc.		2,750		347,985
New Relic, Inc.*		6,200		358,174
salesforce.com, Inc.*		3,100		316,913
Silicon Laboratories, Inc.*		4,000		353,200
Texas Instruments, Inc.		3,600		375,984

				3,369,683

Utilities — 1.6%
Atmos Energy Corp.		3,400		292,026

TOTAL COMMON STOCKS (Cost $15,886,169)				17,814,826

TOTAL INVESTMENTS - 94.6% (Cost $15,886,169)				17,814,826
OTHER ASSETS IN EXCESS OF LIABILITIES - 5.4%				1,015,033

NET ASSETS - 100.0%			$	18,829,859

Portfolio Valuation — The Arabesque Systematic USA Fund’s (the “Fund”) net asset value (“NAV”) is calculated once daily at the close of regular trading hours on the New York Stock Exchange (“NYSE”) (typically 4:00 p.m. Eastern time) on each day the NYSE is open. Securities held by the Fund are valued using the closing price or the last sale price on a national securities exchange or the National Association of Securities Dealers Automatic Quotation System (“NASDAQ”) market system where they are primarily traded. Equity securities traded in the over-the-counter market are valued at their closing prices. If there were no transactions on that day, securities traded principally on an exchange or on NASDAQ will be valued at the mean of the last bid and ask prices prior to the market close. Fixed income securities having a remaining maturity of greater than 60 days are valued using an independent pricing service. Fixed income securities having a remaining maturity of 60 days or less are valued at amortized cost, provided such amount approximates market value. Investments in other open-end investment companies are valued based on the NAV of the investment companies (which may use fair value pricing as discussed in their prospectuses). If market quotations are unavailable or deemed unreliable, securities will be valued in accordance with procedures adopted by the FundVantage Trust’s Board of Trustees. Relying on prices supplied by pricing services or dealers or using fair valuation may result in values that are higher or lower than the values used by other investment companies and investors to price the same investments. In the event that market quotes are not readily available, and the security or asset cannot be valued pursuant to one of the valuation methods, the value of the security or asset will be determined in good faith by the Adviser. The Trust has established a Valuation Committee which performs certain functions including the oversight of the Adviser’s fair valuation determinations.

Fair Value Measurements — The inputs and valuations techniques used to measure fair value of the Fund’s investments are summarized into three levels as described in the hierarchy below:

The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

The following is a summary of the inputs used, as of December 31, 2017, in valuing the Fund’s investments carried at fair value:

* Please refer to Portfolio of Investments for further details on portfolio holdings.

At the end of each quarter, management evaluates the classification of Levels 1, 2 and 3 assets and liabilities. Various factors are considered, such as changes in liquidity from the prior reporting period; whether or not a broker is willing to execute at the quoted price; the depth and consistency of prices from third party pricing services; and the existence of contemporaneous, observable trades in the market. Additionally, management evaluates the classification of Level 1 and Level 2 assets and liabilities on a quarterly basis for changes in listings or delistings on national exchanges.

Due to the inherent uncertainty of determining the fair value of investments that do not have a readily available market value, the fair value of the Fund’s investments may fluctuate from period to period. Additionally, the fair value of investments may differ significantly from the values that would have been used had a ready market existed for such investments and may differ materially from the values the Fund may ultimately realize. Further, such investments may be subject to legal and other restrictions on resale or otherwise less liquid than publicly traded securities.

For fair valuations using significant unobservable inputs, U.S. generally accepted accounting principles (“U.S. GAAP”) require the Fund to present a reconciliation of the beginning to ending balances for reported market values that presents changes attributable to total realized and unrealized gains or losses, purchase and sales, and transfers in and out of Level 3 during the period. Transfers in and out between Levels are based on values at the end of the period. U.S. GAAP also requires the Fund to disclose amounts and reasons for all transfers in and out of Level 1 and Level 2 fair value measurements. A reconciliation of Level 3 investments is presented only when the Fund had an amount of Level 3 investments at the end of the reporting period that was meaningful in relation to its net assets. The amounts and reasons for all transfers in and out of each Level within the three-tier hierarchy are disclosed when the Fund had an amount of total transfers during the reporting period that was meaningful in relation to its net assets as of the end of the reporting period.

For the period ended December 31, 2017, there were no transfers between Levels 1, 2 and 3 for the Fund.

As of the December 31, 2017, federal tax cost, aggregate gross unrealized appreciation and depreciation of securities held by the Fund were as follows:

*Because tax adjustments are calculated annually at the end of the Fund’s fiscal year, the above table does not reflect tax adjustments for the current fiscal year. For the previous year’s federal income tax information, please refer to the Notes to Financial Statements section in the Fund’s most recent annual report.

For more information with regard to significant accounting policies, see the most recent semi-annual or annual report filed with the Securities and Exchange Commission.


	Number of Shares		Value
LONG POSITIONS — 119.8%
COMMON STOCKS — 119.8%
Automobiles & Components — 2.6%
Aptiv PLC (Jersey)		2,228	$	189,001
BorgWarner, Inc.†^(a)		22,616		1,155,451
Dana, Inc.†		61,714		1,975,465
Delphi Technologies PLC (Jersey)†*		812		42,606
General Motors Co.†^(b)		259,417		10,633,503
Gentex Corp.^(a)		63,905		1,338,810
Harley-Davidson, Inc.^(a)		40,993		2,085,724
Lear Corp.†^(a)		17,518		3,094,730
Modine Manufacturing Co.*		6,835		138,067
Standard Motor Products, Inc.^(a)		2,890		129,790
Thor Industries, Inc.†		2,211		333,242
Visteon Corp.^(b)*		21,398		2,677,746
Winnebago Industries, Inc.^(a)		29,923		1,663,719

				25,457,854

Capital Goods — 16.7%
3M Co.†		5,047		1,187,912
Acuity Brands, Inc.^(a)		18,862		3,319,712
Allegion PLC (Ireland)^(a)		17,942		1,427,466
Allison Transmission Holdings, Inc.†^(a)(b)		132,351		5,700,358
AMETEK, Inc.†		48,226		3,494,938
Applied Industrial Technologies, Inc.^(a)		3,213		218,805
Arconic, Inc.†		149,707		4,079,516
Argan, Inc.†^(a)		39,165		1,762,425
Beacon Roofing Supply, Inc.*		19,348		1,233,628
Blue Bird Corp.*		63		1,254
Boeing Co. (The)†		27,292		8,048,684
Briggs & Stratton Corp.^(a)		6,910		175,307
BWX Technologies, Inc.†		49,019		2,965,159
Caterpillar, Inc.†^(b)		41,763		6,581,014
Continental Building Products, Inc.†*		8,217		231,309
Crane Co.†		14,265		1,272,723
CSW Industrials, Inc.*		802		36,852
Cummins, Inc.†^(b)		44,863		7,924,600
Curtiss-Wright Corp.		4,019		489,715
Deere & Co.†		11,904		1,863,095
Dover Corp.†		4,528		457,283
Eaton Corp. PLC (Ireland)†		119,926		9,475,353
EMCOR Group, Inc.†		22,916		1,873,383
Emerson Electric Co.		3,437		239,525
Encore Wire Corp.		146		7,103


	Number of Shares		Value
COMMON STOCKS — (Continued)
Capital Goods — (Continued)
Engility Holdings, Inc.*		7,419	$	210,477
Fastenal Co.†^(a)		13,384		731,971
Flowserve Corp.†^(a)		35,145		1,480,659
Fortune Brands Home & Security, Inc.^(a)(b)		30,381		2,079,276
Generac Holdings, Inc.^(a)*		42,400		2,099,648
General Dynamics Corp.†		2,984		607,095
General Electric Co.†		83,397		1,455,278
Gibraltar Industries, Inc.†^(a)*		54,274		1,791,042
GMS, Inc.†^(a)*		24,715		930,273
Graco, Inc.^(a)		6,230		281,721
Harsco Corp.†*		73,869		1,377,657
HD Supply Holdings, Inc.^(b)*		85,490		3,422,165
Hillenbrand, Inc.†^(b)		57,407		2,566,093
Honeywell International, Inc.†		18,246		2,798,207
Huntington Ingalls Industries, Inc.†		13,471		3,175,115
IDEX Corp.†		3,621		477,863
Illinois Tool Works, Inc.†		11,538		1,925,115
Ingersoll-Rand PLC (Ireland)†		85,208		7,599,702
Jacobs Engineering Group, Inc.†		38,942		2,568,614
Johnson Controls International PLC (Ireland)†^(a)		107,881		4,111,345
KBR, Inc.^(a)		5,471		108,490
L3 Technologies, Inc.†^(b)		23,812		4,711,204
Lockheed Martin Corp.†		497		159,562
Masco Corp.†^(b)		130,198		5,720,900
Meritor, Inc.†^(a)*		14,914		349,882
Mueller Industries, Inc.†		17,007		602,558
Mueller Water Products, Inc., Class A†		39,723		497,729
Navistar International Corp.*		17,322		742,767
NCI Building Systems, Inc.*		4,054		78,242
Nexeo Solutions, Inc.*		188		1,711
NN, Inc.^(a)		2,057		56,773
PACCAR, Inc.†		28,015		1,991,306
Parker-Hannifin Corp.†		2,508		500,547
Pentair PLC (Ireland)^(b)		73,916		5,219,948
Primoris Services Corp.^(a)		34,246		931,149
Raytheon Co.		673		126,423
Rexnord Corp.†^(a)*		28,411		739,254
Rockwell Automation, Inc.†		9,729		1,910,289
Rockwell Collins, Inc.†		63,148		8,564,132
Rush Enterprises, Inc., Class A^(a)*		7,934		403,127


	Number of Shares		Value
COMMON STOCKS — (Continued)
Capital Goods — (Continued)
Snap-on, Inc.^(a)		12,569	$	2,190,777
Spirit AeroSystems Holdings, Inc., Class A†		15,657		1,366,073
SPX FLOW, Inc.†^(a)*		23,142		1,100,402
Terex Corp.†^(a)		8,655		417,344
Textainer Group Holdings Ltd. (Bermuda)†^(a)*		48,172		1,035,698
Textron, Inc.†		38,735		2,192,014
TransDigm Group, Inc.^(a)		11,175		3,068,878
Trex Co., Inc.^(a)*		15,008		1,626,717
United Technologies Corp.†		18,178		2,318,967
Universal Forest Products, Inc.^(a)		34,808		1,309,477
Watsco, Inc.^(a)(b)		10,235		1,740,359
Welbilt, Inc.^(a)*		6,045		142,118
Woodward, Inc.		6,412		490,774
WW Grainger, Inc.^(a)		20,348		4,807,215

				162,979,241

Commercial & Professional Services — 1.8%
Cintas Corp.		5,405		842,261
Deluxe Corp.^(a)		18,056		1,387,423
ICF International, Inc.*		1,665		87,412
ManpowerGroup, Inc.		11,050		1,393,516
Matthews International Corp., Class A		1,110		58,608
Navigant Consulting, Inc.*		13,083		253,941
Nielsen Holdings PLC (United Kingdom)^(a)		67,463		2,455,653
Quad/Graphics, Inc.†		15,123		341,780
Republic Services, Inc.†		14,617		988,255
Robert Half International, Inc.†^(a)		50,480		2,803,659
SP Plus Corp.*		17,763		659,007
Stericycle, Inc.^(a)(b)*		28,701		1,951,381
Tetra Tech, Inc.		27,673		1,332,455
TriNet Group, Inc.^(a)*		28,060		1,244,180
Viad Corp.		2,569		142,323
Waste Management, Inc.†		23,516		2,029,431

				17,971,285

Consumer Durables & Apparel — 3.0%
Callaway Golf Co.^(a)		62,313		868,020
Cavco Industries, Inc.†*		5,327		812,900
Crocs, Inc.^(a)*		114,593		1,448,456
DR Horton, Inc.†		37,778		1,929,322
Ethan Allen Interiors, Inc.^(a)		21,094		603,288


	Number of Shares		Value
COMMON STOCKS — (Continued)
Consumer Durables & Apparel — (Continued)
Garmin Ltd. (Switzerland)†		59,202	$	3,526,663
Gildan Activewear, Inc. (Canada)†		32,606		1,053,174
Hanesbrands, Inc.^(a)		97,671		2,042,301
iRobot Corp.^(a)*		2,259		173,265
Johnson Outdoors, Inc., Class A^(a)		3,031		188,195
Michael Kors Holdings Ltd. (British Virgin Islands)†*		17,993		1,132,659
Newell Brands, Inc.		1,726		53,333
Oxford Industries, Inc.^(a)		8,531		641,446
PulteGroup, Inc.†^(a)		60,922		2,025,656
Ralph Lauren Corp.†^(a)(b)		44,129		4,575,736
Tapestry, Inc.		12,579		556,369
TopBuild Corp.^(a)(b)*		15,257		1,155,565
Tupperware Brands Corp.^(a)		13,845		868,082
Whirlpool Corp.^(b)		30,110		5,077,750
Wolverine World Wide, Inc.^(a)		6,347		202,342
ZAGG, Inc.^(a)*		36,608		675,418

				29,609,940

Consumer Services — 4.8%
Adtalem Global Education, Inc.^(a)*		16,843		708,248
Aramark^(a)(b)		73,050		3,122,157
BJ’s Restaurants, Inc.		3,624		131,914
Boyd Gaming Corp.†^(a)(b)		133,023		4,662,456
Brinker International, Inc.^(a)		27,988		1,087,054
Carnival Corp. (Panama)^(b)		73,641		4,887,553
Churchill Downs, Inc.†		2,558		595,247
DineEquity, Inc.†		39,035		1,980,246
Eldorado Resorts, Inc.^(a)*		11,345		376,087
Graham Holdings Co., Class B†		158		88,219
Hilton Worldwide Holdings, Inc.†		29,811		2,380,706
Marriott International, Inc., Class A†		23,331		3,166,717
McDonald’s Corp.†		8,713		1,499,682
Royal Caribbean Cruises Ltd. (Liberia)†^(a)		70,164		8,369,162
Sonic Corp.^(a)		58,413		1,605,189
Stars Group, Inc. (The) (Canada)^(a)*		6,278		146,277
Weight Watchers International, Inc.^(a)*		8,482		375,583
Wyndham Worldwide Corp.†		45,675		5,292,362
Yum! Brands, Inc.†		73,373		5,987,971

				46,462,830

Energy — 3.3%
Archrock, Inc.†		89,189		936,484


	Number of Shares		Value
COMMON STOCKS — (Continued)
Energy — (Continued)
CVR Energy, Inc.^(a)		54,710	$	2,037,400
Diamond Offshore Drilling, Inc.^(a)*		58,452		1,086,623
Dril-Quip, Inc.^(a)*		48,664		2,321,273
Exterran Corp.†*		51,067		1,605,546
Exxon Mobil Corp.		3,435		287,303
Fairmount Santrol Holdings, Inc.^(a)*		225,806		1,180,965
Frank’s International NV (Netherlands)^(a)		30,789		204,747
HollyFrontier Corp.^(a)		101,441		5,195,808
Marathon Petroleum Corp.^(b)		21,179		1,397,390
McDermott International, Inc. (Panama)†^(a)*		203,590		1,339,622
Par Pacific Holdings, Inc.*		69		1,330
Rowan Cos. PLC, Class A (United Kingdom)†*		28,144		440,735
RPC, Inc.		103		2,630
Schlumberger Ltd. (Curacao)		15,629		1,053,238
Ship Finance International Ltd. (Bermuda)		99,304		1,539,212
Superior Energy Services, Inc.*		15,812		152,270
TechnipFMC PLC (United Kingdom)^(a).		114,284		3,578,232
TransCanada Corp. (Canada)†		75,962		3,694,792
Transocean Ltd. (Switzerland)^(a)*		307,331		3,282,295
Valero Energy Corp.†^(b)		5,337		490,524

				31,828,419

Food & Staples Retailing — 3.5%
CVS Health Corp.†		156,509		11,346,902
Kroger Co. (The)†^(a)		329,097		9,033,713
SpartanNash Co.^(a)		204		5,443
Sysco Corp.^(b)		47,015		2,855,221
United Natural Foods, Inc.^(a)*		4,335		213,585
Walgreens Boots Alliance, Inc.†		90,710		6,587,360
Wal-Mart Stores, Inc.†		43,073		4,253,459
Weis Markets, Inc.^(a)		1,380		57,118

				34,352,801

Food, Beverage & Tobacco — 7.4%
Altria Group, Inc.†		88,625		6,328,711
Campbell Soup Co.^(a)		37,810		1,819,039
Coca-Cola Co. (The)†^(b)		220,228		10,104,061
Conagra Brands, Inc.†		80,907		3,047,767
Constellation Brands, Inc., Class A†^(b)		13,404		3,063,752
Dean Foods Co.^(a)		57,750		667,590
Dr Pepper Snapple Group, Inc.†		42,627		4,137,377


	Number of Shares		Value
COMMON STOCKS — (Continued)
Food, Beverage & Tobacco — (Continued)
Flowers Foods, Inc.^(a)		57,560	$	1,111,484
General Mills, Inc.†^(a)		66,021		3,914,385
Hormel Foods Corp.^(a)		97,328		3,541,766
Ingredion, Inc.†		10,806		1,510,679
JM Smucker Co. (The)†		16,632		2,066,360
Kellogg Co.^(a)		45,262		3,076,911
Kraft Heinz Co. (The)†		35,290		2,744,150
Molson Coors Brewing Co., Class B^(b)		41,542		3,409,352
Mondelez International, Inc., Class A†		27,206		1,164,417
PepsiCo, Inc.†		26,760		3,209,059
Philip Morris International, Inc.†		30,780		3,251,907
Sanderson Farms, Inc.^(a)		35,146		4,877,562
Tyson Foods, Inc., Class A†^(b)		105,858		8,581,908

				71,628,237

Health Care Equipment & Services — 9.1%
Abbott Laboratories†^(b)		166,432		9,498,274
Amedisys, Inc.^(a)*		17,711		933,547
AmerisourceBergen Corp.†^(a)		52,859		4,853,513
AMN Healthcare Services, Inc.^(a)*		6,906		340,120
Analogic Corp.^(a)		5,717		478,799
Anika Therapeutics, Inc.^(a)*		6,083		327,935
Baxter International, Inc.†		3,268		211,244
Boston Scientific Corp.^(b)*		109,531		2,715,273
Cardinal Health, Inc.†		60,899		3,731,282
Cerner Corp.†*		30,219		2,036,458
Community Health Systems, Inc.^(a)*		47,579		202,687
CONMED Corp.^(a)		7,083		361,021
Cooper Cos., Inc. (The)^(a)		6,766		1,474,176
Cotiviti Holdings, Inc.†^(a)*		82,663		2,662,575
Danaher Corp.†		26,628		2,471,611
DaVita, Inc.†*		21,555		1,557,349
Edwards Lifesciences Corp.†*		6,848		771,838
Envision Healthcare Corp.^(a)*		16,897		583,960
Express Scripts Holding Co.†^(b)*		120,444		8,989,940
Globus Medical, Inc., Class A†^(a)*		73,587		3,024,426
Halyard Health, Inc.†*		273		12,607
Hill-Rom Holdings, Inc.†		13,718		1,156,290
ICU Medical, Inc.^(a)*		7,687		1,660,392
Integer Holdings Corp.†^(a)*		42,700		1,934,310
Integra LifeSciences Holdings Corp.^(a)*		14,191		679,181


	Number of Shares		Value
COMMON STOCKS — (Continued)
Health Care Equipment & Services — (Continued)
Intuitive Surgical, Inc.*		2,376	$	867,097
Kindred Healthcare, Inc.†		22,677		219,967
Laboratory Corp. of America Holdings†*		19,347		3,086,040
LifePoint Health, Inc.^(a)*		30,276		1,507,745
McKesson Corp.†		20,403		3,181,848
MEDNAX, Inc.^(a)*		7,400		395,456
Medtronic PLC (Ireland)†^(b)		48,150		3,888,112
Meridian Bioscience, Inc.†^(a)		28,192		394,688
National HealthCare Corp.		148		9,019
Patterson Cos., Inc.^(a)		26,453		955,747
Quality Systems, Inc.^(a)*		32,910		446,918
Quest Diagnostics, Inc.†^(b)		49,007		4,826,699
Teleflex, Inc.		3,619		900,480
Tenet Healthcare Corp.^(a)*		85,161		1,291,041
Tivity Health, Inc.^(a)*		32,505		1,188,058
Universal Health Services, Inc., Class B†^(a)		18,351		2,080,086
Varian Medical Systems, Inc.†^(a)*		25,516		2,836,103
Zimmer Biomet Holdings, Inc.†^(a)(b)		68,349		8,247,674

				88,991,586

Household & Personal Products — 1.6%
Avon Products, Inc.^(b)*		455,750		979,862
Central Garden & Pet Co., Class A†^(a)*		15,028		566,706
Clorox Co. (The)†		29,102		4,328,631
Colgate-Palmolive Co.†		14,053		1,060,299
Edgewell Personal Care Co.^(a)*		39,532		2,347,805
Estee Lauder Cos., Inc. (The), Class A†		1,745		222,034
Kimberly-Clark Corp.†		37,262		4,496,033
Procter & Gamble Co. (The)†		8,231		756,264
Spectrum Brands Holdings, Inc.^(a)		2,878		323,487

				15,081,121

Materials — 4.7%
Boise Cascade Co.^(a)		22,644		903,496
Chemours Co. (The)†^(b)		96,439		4,827,736
Crown Holdings, Inc.†^(b)*		30,690		1,726,312
Domtar Corp.†^(a)		65,856		3,261,189
FMC Corp.		8,581		812,277
Greif, Inc., Class A^(a)		9,789		593,018
Ingevity Corp.*		3,047		214,722
Kraton Corp.*		87		4,191
Louisiana-Pacific Corp.†*		48,453		1,272,376


	Number of Shares		Value
COMMON STOCKS — (Continued)
Materials — (Continued)
LyondellBasell Industries NV, Class A (Netherlands)†		39,160	$	4,320,131
Methanex Corp. (Canada)†		41,253		2,497,869
Minerals Technologies, Inc.†		5,822		400,845
Monsanto Co.		6,622		773,317
Packaging Corp. of America^(b)		29,679		3,577,803
PolyOne Corp.^(b)		53,204		2,314,374
PPG Industries, Inc.^(a)(b)		30,084		3,514,413
Scotts Miracle-Gro Co. (The)^(a)		28,702		3,070,827
Sealed Air Corp.^(a)(b)		45,204		2,228,557
Stepan Co.		169		13,346
Tronox Ltd., Class A (Australia)^(b)		147,290		3,020,918
Westlake Chemical Corp.†^(a)		59,195		6,306,043

				45,653,760

Media — 5.8%
Comcast Corp., Class A†		115,054		4,607,913
Discovery Communications, Inc., Class A^(a)*		286,491		6,411,669
DISH Network Corp., Class A†*		59,409		2,836,780
Entravision Communications Corp., Class A		12,377		88,496
Gannett Co., Inc.^(a)		73,896		856,455
Interpublic Group of Cos., Inc. (The)†^(a)		163,266		3,291,443
Loral Space & Communications, Inc.*		571		25,153
MSG Networks, Inc., Class A†*		68,150		1,380,038
News Corp., Class A^(b)		147,240		2,386,760
Nexstar Media Group, Inc., Class A^(a)		10,933		854,961
Omnicom Group, Inc.^(a)		87,478		6,371,023
Scripps Networks Interactive, Inc., Class A†		25,917		2,212,793
Shaw Communications, Inc., Class B (Canada)†^(a)		34,794		794,347
Time Warner, Inc.†		120,755		11,045,460
Twenty-First Century Fox, Inc., Class A^(a)(b)		265,153		9,155,733
Viacom, Inc., Class B^(b)		107,624		3,315,895
Walt Disney Co. (The)†		9,092		977,481

				56,612,400

Pharmaceuticals, Biotechnology & Life Sciences — 7.0%
AbbVie, Inc.†		21,935		2,121,334
Agilent Technologies, Inc.†		64,031		4,288,156
AMAG Pharmaceuticals, Inc.†*		7,617		100,925


	Number of Shares		Value
COMMON STOCKS — (Continued)
Pharmaceuticals, Biotechnology & Life Sciences — (Continued)
Amgen, Inc.†		26,273	$	4,568,875
Biogen, Inc.†*		12,185		3,881,775
Bioverativ, Inc.†*		306		16,500
Bristol-Myers Squibb Co.†		23,778		1,457,116
Catalent, Inc.†*		15,666		643,559
Celgene Corp.†*		19,326		2,016,861
Eagle Pharmaceuticals, Inc.†*		8,154		435,587
Eli Lilly & Co.†^(b)		37,669		3,181,524
Emergent BioSolutions, Inc.†*		7,340		341,090
Endo International PLC (Ireland)†*		152,467		1,181,619
Exact Sciences Corp.^(a)*		35,064		1,842,263
Exelixis, Inc.†^(b)*		131,350		3,993,040
Gilead Sciences, Inc.†^(a)		80,673		5,779,414
Innoviva, Inc.^(a)*		125,271		1,777,595
Ionis Pharmaceuticals, Inc.†^(a)*		26,410		1,328,423
Jazz Pharmaceuticals PLC (Ireland)†*		3,864		520,288
Johnson & Johnson†^(a)		32,964		4,605,730
Ligand Pharmaceuticals, Inc.†^(a)*		11,423		1,564,151
Merck & Co., Inc.†^(b)		120,189		6,763,035
Mettler-Toledo International, Inc.†*		2,244		1,390,203
Mylan NV (Netherlands)†*		71,081		3,007,437
Myriad Genetics, Inc.^(a)*		40,430		1,388,568
PerkinElmer, Inc.†^(a)		40,429		2,956,168
Pfizer, Inc.		4,190		151,762
Phibro Animal Health Corp., Class A		9,279		310,846
PRA Health Sciences, Inc.*		8,046		732,749
Prestige Brands Holdings, Inc.^(a)*		26,449		1,174,600
Repligen Corp.^(a)*		2,440		88,523
Supernus Pharmaceuticals, Inc.^(a)*		34,162		1,361,356
Waters Corp.†^(a)*		16,582		3,203,477

				68,174,549

Retailing — 10.0%
Abercrombie & Fitch Co., Class A^(a)		10,860		189,290
Advance Auto Parts, Inc.†^(a)(b)		50,509		5,035,242
Amazon.com, Inc.^(b)*		6,100		7,133,767
Asbury Automotive Group, Inc.†*		6,382		408,448
AutoNation, Inc.^(a)*		10,453		536,552
AutoZone, Inc.†*		7,070		5,029,386
Bed Bath & Beyond, Inc.^(a)		91,834		2,019,430
Best Buy Co., Inc.†^(a)		19,307		1,321,950
Buckle, Inc. (The)^(a)		5,374		127,632


	Number of Shares		Value
COMMON STOCKS — (Continued)
Retailing — (Continued)
CarMax, Inc.†^(a)*		17,688	$	1,134,331
Chico’s FAS, Inc.^(a)		177,185		1,562,772
Dollar General Corp.†^(b)		20,397		1,897,125
Dollar Tree, Inc.†*		12,542		1,345,882
DSW, Inc., Class A^(a)		69,578		1,489,665
Expedia, Inc.†		29,164		3,492,972
Foot Locker, Inc.^(a)		30,358		1,423,183
Gap, Inc. (The)^(a)		79,790		2,717,647
Genuine Parts Co.†^(a)		28,330		2,691,633
Home Depot, Inc. (The)†		18,518		3,509,717
Kohl’s Corp.^(a)		20,877		1,132,160
Lowe’s Cos., Inc.†		87,483		8,130,670
Murphy USA, Inc.^(a)*		11,086		890,871
Netflix, Inc.*		2,474		474,909
Nutrisystem, Inc.^(a)		70,092		3,686,839
Office Depot, Inc.		38,461		136,152
O’Reilly Automotive, Inc.†^(a)(b)*		18,922		4,551,498
PetMed Express, Inc.^(a)		6,768		307,944
Priceline Group, Inc. (The)†*		6,556		11,392,623
RH^(a)*		3,926		338,460
Ross Stores, Inc.†		62,138		4,986,574
Sally Beauty Holdings, Inc.^(a)*		84,756		1,590,023
Signet Jewelers Ltd. (Bermuda)^(a)		27,573		1,559,253
Tailored Brands, Inc.^(a)		67,537		1,474,333
Target Corp.†^(a)		72,900		4,756,725
Tiffany & Co.		8,105		842,515
TJX Cos., Inc. (The)†^(a)		70,001		5,352,276
Tractor Supply Co.†^(b)		40,138		3,000,316

				97,670,765

Semiconductors & Semiconductor Equipment — 9.4%
Analog Devices, Inc.^(b)		111,922		9,964,416
Applied Materials, Inc.†^(a)(b)		136,670		6,986,570
Axcelis Technologies, Inc.†*		24,505		703,294
Broadcom Ltd. (Singapore)		3,250		834,925
Cabot Microelectronics Corp.		2,725		256,368
Cohu, Inc.^(a)		13,128		288,160
Diodes, Inc.^(a)*		7,569		217,003
First Solar, Inc.^(b)*		47,353		3,197,275
Intel Corp.†		69,159		3,192,379
KLA-Tencor Corp.†		55,399		5,820,773
Lam Research Corp.†^(a)(b)		62,694		11,540,085
Marvell Technology Group Ltd. (Bermuda)†		113,833		2,443,995
Maxim Integrated Products, Inc.†		12,077		631,386


	Number of Shares		Value
COMMON STOCKS — (Continued)
Semiconductors & Semiconductor Equipment — (Continued)
Microchip Technology, Inc.^(a)		10,873	$	955,519
Micron Technology, Inc.†*		321,683		13,227,605
MKS Instruments, Inc.†^(a)		26,380		2,492,910
ON Semiconductor Corp.†*		254,138		5,321,650
QUALCOMM, Inc.†		113,091		7,240,086
Skyworks Solutions, Inc.^(a)(b)		76,319		7,246,489
Teradyne, Inc.†^(a)(b)		104,660		4,382,114
Texas Instruments, Inc.†		38,191		3,988,668
Xcerra Corp.^(a)*		31,223		305,673
Xilinx, Inc.†		6,908		465,737

				91,703,080

Software & Services — 11.7%
Accenture PLC, Class A (Ireland)†		15,741		2,409,790
ACI Worldwide, Inc.^(a)*		4,621		104,758
Adobe Systems, Inc.†^(b)*		20,478		3,588,565
Alarm.com Holdings, Inc.^(a)*		12,266		463,042
Alphabet, Inc., Class A†^(b)*		11,829		12,460,669
Amdocs, Ltd. (Guernsey)†		2,372		155,319
ANSYS, Inc.†*		17,326		2,557,144
Appfolio, Inc., Class A^(a)*		13,855		574,982
Aspen Technology, Inc.†^(a)*		28,478		1,885,244
Blackbaud, Inc.^(a)		1,106		104,506
Blucora, Inc.†*		58,821		1,299,944
CA, Inc.†		115,982		3,859,881
CACI International, Inc., Class A†*		8,608		1,139,269
Cadence Design Systems, Inc.†*		62,139		2,598,653
Cars.com, Inc.^(a)*		44,435		1,281,505
CDK Global, Inc.†		46,255		3,297,056
CGI Group, Inc., Class A (Canada)*		8,189		444,908
Citrix Systems, Inc.†*		20,509		1,804,792
CommerceHub, Inc., Class A^(a)*		2,186		48,070
Conduent, Inc.*		12,993		209,967
Convergys Corp.^(a)		38,549		905,902
CoStar Group, Inc.*		3,888		1,154,542
CSRA, Inc.†		55,776		1,668,818
eBay, Inc.†^(b)*		143,016		5,397,424
Electronic Arts, Inc.†*		30,312		3,184,579
Etsy, Inc.*		23,832		487,364
Euronet Worldwide, Inc.^(a)*		12,671		1,067,785
Facebook, Inc., Class A†^(b)*		58,800		10,375,848
Fair Isaac Corp.†		20,490		3,139,068
Fiserv, Inc.†*		5,729		751,244
Fortinet, Inc.*		3,308		144,527


	Number of Shares		Value
COMMON STOCKS — (Continued)
Software & Services — (Continued)
IAC/InterActiveCorp.†*		5,511	$	673,885
j2 Global, Inc.^(a)		30,498		2,288,265
Leidos Holdings, Inc.^(b)		23,675		1,528,695
LogMeIn, Inc.†		8,418		963,861
Manhattan Associates, Inc.†*		21,967		1,088,245
ManTech International Corp., Class A		10,312		517,559
MAXIMUS, Inc.†		11,800		844,644
Microsoft Corp.†		13,312		1,138,708
MicroStrategy, Inc., Class A†^(a)*		8,701		1,142,441
NIC, Inc.†^(a)		100,918		1,675,239
Open Text Corp. (Canada)†^(a)		23,719		846,057
Oracle Corp.†		152,253		7,198,522
Paychex, Inc.†		17,981		1,224,146
Progress Software Corp.^(b)		43,488		1,851,284
Red Hat, Inc.†*		17,827		2,141,023
SS&C Technologies Holdings, Inc.†^(a)(b)		66,401		2,687,912
Stamps.com, Inc.^(a)*		8,688		1,633,344
Symantec Corp.^(a)(b)		129,427		3,631,722
Synopsys, Inc.†*		9,745		830,664
Total System Services, Inc.^(b)		27,177		2,149,429
Trade Desk, Inc. (The), Class A^(a)*		49,054		2,243,239
Travelport Worldwide Ltd. (Bermuda)†^(a)		60,621		792,316
Tyler Technologies, Inc.*		88		15,580
VASCO Data Security International, Inc.*		8,407		116,857
VeriSign, Inc.^(a)*		19,528		2,234,784
Visa, Inc., Class A		5,578		636,004
Web.com Group, Inc.†^(a)*		63,161		1,376,910
Western Union Co. (The)^(a)		85,276		1,621,097

				113,657,597

Technology Hardware & Equipment — 9.0%
Anixter International, Inc.†*		4,896		372,096
Apple, Inc.†		29,333		4,964,024
Arista Networks, Inc.^(a)*		2,552		601,200
Arrow Electronics, Inc.*		1,526		122,706
AVX Corp.†^(a)		42,719		739,039
Ciena Corp.^(a)*		80,428		1,683,358
Cisco Systems, Inc.†		195,534		7,488,952
Coherent, Inc.^(a)*		3,246		916,086
CTS Corp.^(a)		2,691		69,293
EchoStar Corp., Class A†*		16,298		976,250
Electro Scientific Industries, Inc.^(a)*		85,425		1,830,658


	Number of Shares		Value
COMMON STOCKS — (Continued)
Technology Hardware & Equipment — (Continued)
Extreme Networks, Inc.†*		50,120	$	627,502
F5 Networks, Inc.†*		20,816		2,731,476
FLIR Systems, Inc.†		24,504		1,142,376
Harris Corp.†		46,743		6,621,146
Hewlett Packard Enterprise Co.†		367,860		5,282,470
HP, Inc.†^(b)		572,540		12,029,065
InterDigital, Inc.†^(a)		18,561		1,413,420
IPG Photonics Corp.*		8,422		1,803,403
Jabil, Inc.†^(b)		55,649		1,460,786
Juniper Networks, Inc.†		142,408		4,058,628
Keysight Technologies, Inc.*		16,640		692,224
Littelfuse, Inc.^(a)		1,507		298,115
Mitel Networks Corp. (Canada)*		47,062		387,320
Motorola Solutions, Inc.†		16,242		1,467,302
MTS Systems Corp.		5		268
National Instruments Corp.		15,114		629,196
NetApp, Inc.†^(a)(b)		87,578		4,844,815
NETGEAR, Inc.^(a)*		13,353		784,489
PC Connection, Inc.^(a)		535		14,022
Plantronics, Inc.†		6,631		334,070
Rogers Corp.*		3,601		583,074
Seagate Technology PLC (Ireland)^(a)		85,619		3,582,299
Systemax, Inc.^(a)		6,775		225,404
VeriFone Systems, Inc.^(a)*		38,035		673,600
Viavi Solutions, Inc.^(a)*		18,652		163,018
Vishay Intertechnology, Inc.^(a)		153,154		3,177,946
Western Digital Corp.†^(b)		116,738		9,284,173
Xerox Corp.†		81,784		2,384,004
Zebra Technologies Corp., Class A†*		11,195		1,162,041

				87,621,314

Telecommunication Services — 1.9%
AT&T, Inc.†		125,776		4,890,171
BCE, Inc. (Canada)		990		47,530
CenturyLink, Inc.†^(a)		286,287		4,775,267
Cogent Communications Holdings, Inc.^(a)		1,462		66,229
Frontier Communications Corp.^(a)		153,992		1,040,986
Rogers Communications, Inc., Class B (Canada)†		10,296		524,375
Sprint Corp.^(a)*		76,580		451,056
United States Cellular Corp.^(a)*		5,384		202,600
Verizon Communications, Inc.†		129,827		6,871,743

				18,869,957


	Number of Shares		Value
COMMON STOCKS — (Continued)
Transportation — 6.5%
Alaska Air Group, Inc.†		40,827	$	3,001,193
American Airlines Group, Inc.^(a)(b)		116,157		6,043,649
Canadian National Railway Co. (Canada)†^(a)(b)		70,578		5,822,685
Canadian Pacific Railway Ltd. (Canada)†		12,545		2,292,724
Delta Air Lines, Inc.†		164,623		9,218,888
Expeditors International of Washington, Inc.†^(a)		45,568		2,947,794
Forward Air Corp.^(a)		7,725		443,724
Hawaiian Holdings, Inc.†^(b)		59,174		2,358,084
JB Hunt Transport Services, Inc.^(a)		6,868		789,683
Kansas City Southern†^(b)		20,279		2,133,756
Landstar System, Inc.^(a)		18,351		1,910,339
Matson, Inc.		350		10,444
Norfolk Southern Corp.†^(b)		33,797		4,897,185
Saia, Inc.*		367		25,965
Southwest Airlines Co.†		69,107		4,523,053
Union Pacific Corp.†		39,840		5,342,544
United Continental Holdings, Inc.†^(b)*		74,687		5,033,904
Universal Logistics Holdings, Inc.		178		4,228
Werner Enterprises, Inc.^(a)		9,226		356,585
XPO Logistics, Inc.^(a)*		62,323		5,708,164

				62,864,591

TOTAL COMMON STOCKS (Cost $1,053,197,677)				1,167,191,327

	Par Value
CORPORATE BONDS AND NOTES — 0.0%
Capital Goods — 0.0%
Mueller Industries, Inc. 6.00%, 03/01/2027	$	785		802

TOTAL CORPORATE BONDS AND NOTES (Cost $785)				802

TOTAL LONG POSITIONS - 119.8%				1,167,192,129

(Cost $1,053,198,462)


	Number of Shares			Value
SHORT POSITIONS — (59.9)%
COMMON STOCKS — (59.9)%
Automobiles & Components — (1.9)%
Adient PLC (Ireland)		(47,562	)	$	(3,743,129	)
American Axle & Manufacturing Holdings, Inc.*		(52,346	)		(891,452	)
Cooper Tire & Rubber Co.		(8,393	)		(296,693	)
Cooper-Standard Holding, Inc.*		(11,626	)		(1,424,185	)
Ford Motor Co.		(270,423	)		(3,377,583	)
Fox Factory Holding Corp.*		(11,073	)		(430,186	)
Goodyear Tire & Rubber Co. (The)		(66,436	)		(2,146,547	)
LCI Industries		(13,270	)		(1,725,100	)
Tesla, Inc.*		(16,053	)		(4,998,102	)

					(19,032,977	)

Capital Goods — (5.7)%
AAON, Inc.		(7,274	)		(266,956	)
AAR Corp.		(33,135	)		(1,301,874	)
Advanced Drainage Systems, Inc.		(55,776	)		(1,330,258	)
Altra Industrial Motion Corp.		(9,802	)		(494,021	)
American Railcar Industries, Inc.		(14,774	)		(615,189	)
American Woodmark Corp.*		(6,506	)		(847,406	)
AO Smith Corp.		(6,087	)		(373,011	)
Apogee Enterprises, Inc.		(37,774	)		(1,727,405	)
Astronics Corp.*		(10,177	)		(422,040	)
Axon Enterprise, Inc.*		(157,752	)		(4,180,428	)
AZZ, Inc.		(2,088	)		(106,697	)
CAI International, Inc.*		(9,514	)		(269,436	)
Chart Industries, Inc.*		(20,598	)		(965,222	)
CIRCOR International, Inc.		(9,852	)		(479,595	)
Colfax Corp.*		(80,062	)		(3,172,056	)
Columbus McKinnon Corp.		(7,805	)		(312,044	)
Cubic Corp.		(15,200	)		(896,040	)
Douglas Dynamics, Inc.		(7,142	)		(269,968	)
EnerSys		(6,203	)		(431,915	)
ESCO Technologies, Inc.		(6,686	)		(402,831	)
Esterline Technologies Corp.*		(2,669	)		(199,374	)
Franklin Electric Co., Inc.		(10,973	)		(503,661	)
General Cable Corp.		(52,527	)		(1,554,799	)
Griffon Corp.		(1,065	)		(21,673	)
Herc Holdings, Inc.*		(21,629	)		(1,354,192	)
Hexcel Corp.		(11,096	)		(686,288	)
Hyster-Yale Materials Handling, Inc.		(2,125	)		(180,965	)
JELD-WEN Holding, Inc.*		(3,130	)		(123,228	)
John Bean Technologies Corp.		(7,329	)		(812,053	)
Kadant, Inc.		(4,641	)		(465,956	)
Kennametal, Inc.		(31,643	)		(1,531,838	)


	Number of Shares			Value
COMMON STOCKS — (Continued)
Capital Goods — (Continued)
Kratos Defense & Security Solutions, Inc.*		(249,131	)	$	(2,638,297	)
Lincoln Electric Holdings, Inc.		(18,200	)		(1,666,756	)
Manitowoc Co., Inc. (The)*		(32,089	)		(1,262,381	)
Masonite International Corp. (Canada)*		(14,195	)		(1,052,559	)
MasTec, Inc.*		(6,554	)		(320,818	)
Mercury Systems, Inc.*		(25,710	)		(1,320,208	)
Milacron Holdings Corp.*		(47,971	)		(918,165	)
MRC Global, Inc.*		(137,212	)		(2,321,627	)
MYR Group, Inc.*		(3,158	)		(112,835	)
National Presto Industries, Inc.		(624	)		(62,057	)
Nordson Corp.		(3,026	)		(443,006	)
NOW, Inc.*		(312,965	)		(3,452,004	)
NV5 Global, Inc.*		(1,947	)		(105,430	)
Patrick Industries, Inc.*		(6,465	)		(448,994	)
Ply Gem Holdings, Inc.*		(11,849	)		(219,206	)
Proto Labs, Inc.*		(1,092	)		(112,476	)
Quanex Building Products Corp.		(7,024	)		(164,362	)
Raven Industries, Inc.		(10,428	)		(358,202	)
REV Group, Inc.		(40,313	)		(1,311,382	)
Simpson Manufacturing Co., Inc.		(5,019	)		(288,141	)
SPX Corp.*		(2,497	)		(78,381	)
Standex International Corp.		(1,460	)		(148,701	)
Sunrun, Inc.*		(293,680	)		(1,732,712	)
Tennant Co.		(8,014	)		(582,217	)
Thermon Group Holdings, Inc.*		(15,551	)		(368,092	)
Timken Co. (The)		(43,407	)		(2,133,454	)
Titan International, Inc.		(29,079	)		(374,538	)
Triumph Group, Inc.		(37,588	)		(1,022,394	)
Tutor Perini Corp.*		(13,214	)		(334,975	)
United Rentals, Inc.*		(13,404	)		(2,304,282	)
Vicor Corp.*		(57	)		(1,191	)
Wabash National Corp.		(15,332	)		(332,704	)
Wesco Aircraft Holdings, Inc.*		(112,597	)		(833,218	)

					(55,124,184	)

Commercial & Professional Services — (1.5)%
ABM Industries, Inc.		(9,613	)		(362,602	)
Advanced Disposal Services, Inc.*		(81,532	)		(1,951,876	)
Covanta Holding Corp.		(282,674	)		(4,777,191	)
Exponent, Inc.		(1,580	)		(112,338	)
Forrester Research, Inc.		(1,392	)		(61,526	)
FTI Consulting, Inc.*		(4,658	)		(200,108	)
Healthcare Services Group, Inc.		(33,757	)		(1,779,669	)


	Number of Shares			Value
COMMON STOCKS — (Continued)
Commercial & Professional Services — (Continued)
HNI Corp.		(20,059	)	$	(773,676	)
Huron Consulting Group, Inc.*		(5,057	)		(204,556	)
InnerWorkings, Inc.*		(20,177	)		(202,375	)
Kelly Services, Inc., Class A		(7,132	)		(194,490	)
Mistras Group, Inc.*		(1,566	)		(36,754	)
MSA Safety, Inc.		(7,435	)		(576,361	)
Multi-Color Corp.		(7,559	)		(565,791	)
Ritchie Bros Auctioneers, Inc. (Canada)		(40,389	)		(1,208,843	)
RR Donnelley & Sons Co.		(10,946	)		(101,798	)
Steelcase, Inc., Class A		(49,437	)		(751,442	)
TrueBlue, Inc.*		(20,586	)		(566,115	)
US Ecology, Inc.		(2,675	)		(136,425	)
WageWorks, Inc.*		(9,036	)		(560,232	)

					(15,124,168	)

Consumer Durables & Apparel — (2.8)%
Acushnet Holdings Corp.		(9,318	)		(196,423	)
American Outdoor Brands Corp.*		(310,360	)		(3,985,022	)
Canada Goose Holdings, Inc. (Canada)*		(59,866	)		(1,889,371	)
Columbia Sportswear Co.		(22,791	)		(1,638,217	)
Deckers Outdoor Corp.*		(58,436	)		(4,689,489	)
G-III Apparel Group Ltd.*		(112,401	)		(4,146,473	)
Hasbro, Inc.		(15,149	)		(1,376,893	)
Helen Of Troy Ltd. (Bermuda)*		(1,503	)		(144,814	)
Installed Building Products, Inc.*		(10,849	)		(823,982	)
Lululemon Athletica, Inc.*		(4,303	)		(338,173	)
Mattel, Inc.		(319,839	)		(4,919,124	)
Mohawk Industries, Inc.*		(6,284	)		(1,733,756	)
Movado Group, Inc.		(3,680	)		(118,496	)
Steven Madden Ltd.*		(2,868	)		(133,936	)
Under Armour, Inc., Class C*		(79,299	)		(1,056,263	)
Universal Electronics, Inc.*		(3,084	)		(145,719	)

					(27,336,151	)

Consumer Services — (3.7)%
Belmond Ltd., Class A (Bermuda)*		(46,843	)		(573,827	)
Bright Horizons Family Solutions, Inc.*		(3,943	)		(370,642	)
Buffalo Wild Wings, Inc.*		(11,501	)		(1,798,181	)
Carrols Restaurant Group, Inc.*		(18,517	)		(224,982	)
Chegg, Inc.*		(159,482	)		(2,602,746	)
Darden Restaurants, Inc.		(35,753	)		(3,433,003	)
Dave & Buster’s Entertainment, Inc.*		(69,595	)		(3,839,556	)
Fiesta Restaurant Group, Inc.*		(10,169	)		(193,211	)


	Number of Shares			Value
COMMON STOCKS — (Continued)
Consumer Services — (Continued)
Golden Entertainment, Inc.*		(1,504	)	$	(49,106	)
Houghton Mifflin Harcourt Co.*		(62,374	)		(580,078	)
ILG, Inc.		(39,138	)		(1,114,650	)
International Game Technology PLC (United Kingdom)		(32,708	)		(867,089	)
International Speedway Corp., Class A		(9,508	)		(378,894	)
K12, Inc.*		(6,594	)		(104,845	)
La Quinta Holdings, Inc.*		(40,534	)		(748,258	)
Marcus Corp. (The)		(4,572	)		(125,044	)
MGM Resorts International		(26,412	)		(881,897	)
Norwegian Cruise Line Holdings Ltd. (Bermuda)*		(15,698	)		(835,918	)
Planet Fitness, Inc., Class A*		(8,350	)		(289,160	)
Red Robin Gourmet Burgers, Inc.*		(12,056	)		(679,958	)
Ruth’s Hospitality Group, Inc.		(8,528	)		(184,631	)
SeaWorld Entertainment, Inc.*		(29,108	)		(394,996	)
Service Corp. International		(61,183	)		(2,283,350	)
Shake Shack, Inc., Class A*		(132,187	)		(5,710,478	)
Strayer Education, Inc.		(2,208	)		(197,793	)
Texas Roadhouse, Inc.		(31,853	)		(1,678,016	)
Wendy’s Co. (The)		(236,243	)		(3,879,110	)
Wingstop, Inc.		(65,373	)		(2,548,240	)

					(36,567,659	)

Energy — (3.3)%
Cenovus Energy, Inc. (Canada)		(90,783	)		(828,849	)
Cheniere Energy, Inc.*		(40,324	)		(2,171,044	)
Delek US Holdings, Inc.		(122,480	)		(4,279,451	)
DHT Holdings, Inc. (Marshall Islands)		(48,478	)		(174,036	)
Green Plains, Inc		(129,626	)		(2,184,198	)
Helix Energy Solutions Group, Inc.*		(344,846	)		(2,600,139	)
Helmerich & Payne, Inc.		(6,725	)		(434,704	)
Keane Group, Inc.*		(87,639	)		(1,666,017	)
Mammoth Energy Services, Inc.*		(5,545	)		(108,848	)
NCS Multistage Holdings, Inc.*		(4,331	)		(63,839	)
Occidental Petroleum Corp.		(49,615	)		(3,654,641	)
Patterson-UTI Energy, Inc.		(92,530	)		(2,129,115	)
ProPetro Holding Corp.*		(61,667	)		(1,243,207	)
REX American Resources Corp.*		(1,480	)		(122,529	)
Select Energy Services, Inc., Class A*		(482	)		(8,792	)
SemGroup Corp., Class A		(128,928	)		(3,893,626	)
Solaris Oilfield Infrastructure, Inc., Class A*		(15,183	)		(325,068	)


	Number of Shares			Value
COMMON STOCKS — (Continued)
Energy — (Continued)
Targa Resources Corp.		(68,964	)	$	(3,339,237	)
Unit Corp.*		(64,515	)		(1,419,330	)
Weatherford International PLC (Ireland)*		(212,339	)		(885,454	)
World Fuel Services Corp.		(15,431	)		(434,228	)

					(31,966,352	)

Food & Staples Retailing — (0.9)%
Casey’s General Stores, Inc.		(10,831	)		(1,212,422	)
Costco Wholesale Corp.		(6,741	)		(1,254,635	)
Performance Food Group Co.*		(7,134	)		(236,135	)
PriceSmart, Inc.		(22,203	)		(1,911,678	)
Rite Aid Corp.*		(619,505	)		(1,220,425	)
Smart & Final Stores, Inc.*		(77,263	)		(660,599	)
SUPERVALU, Inc.*		(93,231	)		(2,013,790	)

					(8,509,684	)

Food, Beverage & Tobacco — (3.3)%
B&G Foods, Inc.		(119,060	)		(4,184,959	)
Blue Buffalo Pet Products, Inc.*		(77,234	)		(2,532,503	)
Bob Evans Farms, Inc.		(6,708	)		(528,725	)
Bunge Ltd. (Bermuda)		(17,797	)		(1,193,823	)
Calavo Growers, Inc.		(5,482	)		(462,681	)
Coca-Cola Bottling Co. Consolidated		(10,073	)		(2,168,314	)
Cott Corp. (Canada)		(37,403	)		(623,134	)
Darling Ingredients, Inc.*		(91,271	)		(1,654,743	)
Farmer Brothers Co.*		(8,246	)		(265,109	)
Hain Celestial Group, Inc. (The)*		(127,032	)		(5,384,886	)
J&J Snack Foods Corp.		(7,479	)		(1,135,537	)
John B Sanfilippo & Son, Inc.		(8,305	)		(525,291	)
McCormick & Co., Inc., non-voting shares		(10,951	)		(1,116,016	)
MGP Ingredients, Inc.		(22,637	)		(1,740,333	)
Monster Beverage Corp.*		(7,520	)		(475,941	)
Post Holdings, Inc.*		(29,544	)		(2,340,771	)
Snyder’s-Lance, Inc.		(53,039	)		(2,656,193	)
SunOpta, Inc. (Canada)*		(32,535	)		(252,146	)
Tootsie Roll Industries, Inc.		(11,625	)		(423,150	)
Universal Corp.		(38,990	)		(2,046,975	)
Vector Group Ltd.		(6,260	)		(140,099	)

					(31,851,329	)

Health Care Equipment & Services — (4.9)%
Acadia Healthcare Co., Inc.*		(125,503	)		(4,095,163	)
Align Technology, Inc.*		(730	)		(162,199	)
Almost Family, Inc.*		(19,782	)		(1,094,934	)


	Number of Shares			Value
COMMON STOCKS — (Continued)
Health Care Equipment & Services — (Continued)
AtriCure, Inc.*		(41,285	)	$	(753,038	)
BioTelemetry, Inc.*		(59,426	)		(1,776,837	)
Cardiovascular Systems, Inc.*		(14,732	)		(349,001	)
CryoLife, Inc.*		(12,267	)		(234,913	)
DENTSPLY SIRONA, Inc.		(14,615	)		(962,105	)
DexCom, Inc.*		(23,848	)		(1,368,637	)
Diplomat Pharmacy, Inc.*		(45,337	)		(909,914	)
Ensign Group, Inc. (The)		(48,904	)		(1,085,669	)
Entellus Medical, Inc.*		(2,915	)		(71,097	)
Evolent Health, Inc., Class A*		(233,446	)		(2,871,386	)
Glaukos Corp.*		(18,170	)		(466,060	)
HCA Healthcare, Inc.*		(22,734	)		(1,996,955	)
Henry Schein, Inc.*		(57,908	)		(4,046,611	)
Invacare Corp.		(43,190	)		(727,751	)
iRhythm Technologies, Inc.*		(21,000	)		(1,177,050	)
K2M Group Holdings, Inc.*		(76,687	)		(1,380,366	)
Merit Medical Systems, Inc.*		(20,625	)		(891,000	)
Natus Medical, Inc.*		(42,217	)		(1,612,689	)
Nevro Corp.*		(50,879	)		(3,512,686	)
Novocure Ltd. (Jersey)*		(45,854	)		(926,251	)
NxStage Medical, Inc.*		(143,913	)		(3,487,012	)
Omnicell, Inc.*		(22,315	)		(1,082,277	)
OraSure Technologies, Inc.*		(11,788	)		(222,322	)
Owens & Minor, Inc.		(20,448	)		(386,058	)
Penumbra, Inc.*		(2,008	)		(188,953	)
Providence Service Corp. (The)*		(403	)		(23,914	)
Quidel Corp.*		(57,828	)		(2,506,844	)
STAAR Surgical Co.*		(3,419	)		(52,994	)
Surgery Partners, Inc.*		(1,942	)		(23,498	)
Tactile Systems Technology, Inc.*		(11,388	)		(330,024	)
Teladoc, Inc.*		(93,898	)		(3,272,345	)
Varex Imaging Corp.*		(22,183	)		(891,091	)
ViewRay, Inc.*		(24,384	)		(225,796	)
Vocera Communications, Inc.*		(6,840	)		(206,705	)
West Pharmaceutical Services, Inc.		(8,024	)		(791,728	)
Wright Medical Group NV (Netherlands)*		(53,603	)		(1,189,987	)

					(47,353,860	)

Household & Personal Products — (0.9)%
Church & Dwight Co., Inc.		(110,602	)		(5,548,902	)
Coty, Inc., Class A		(80,429	)		(1,599,733	)
WD-40 Co.		(14,117	)		(1,665,806	)

					(8,814,441	)


	Number of Shares			Value
COMMON STOCKS — (Continued)
Materials — (4.7)%
Agrium, Inc. (Canada)		(27,869	)	$	(3,204,935	)
Albemarle Corp.		(17,264	)		(2,207,893	)
American Vanguard Corp.		(2,550	)		(50,107	)
AptarGroup, Inc.		(3,849	)		(332,092	)
Balchem Corp.		(15,440	)		(1,244,464	)
Calgon Carbon Corp.		(216,171	)		(4,604,442	)
CF Industries Holdings, Inc.		(12,319	)		(524,050	)
Clearwater Paper Corp.*		(4,138	)		(187,865	)
Deltic Timber Corp.		(11,136	)		(1,019,501	)
DowDuPont, Inc.		(40,837	)		(2,908,411	)
Ferro Corp.*		(81,139	)		(1,914,069	)
GCP Applied Technologies, Inc.*		(17,690	)		(564,311	)
Graphic Packaging Holding Co.		(37,041	)		(572,283	)
HB Fuller Co.		(14,297	)		(770,179	)
Huntsman Corp.		(32,048	)		(1,066,878	)
Innophos Holdings, Inc.		(6,803	)		(317,904	)
Innospec, Inc.		(10,792	)		(761,915	)
International Paper Co.		(102,108	)		(5,916,138	)
KMG Chemicals, Inc.		(7,636	)		(504,587	)
Koppers Holdings, Inc.*		(5,336	)		(271,602	)
Mosaic Co. (The)		(159,177	)		(4,084,482	)
NewMarket Corp.		(1,985	)		(788,819	)
PH Glatfelter Co.		(27,975	)		(599,784	)
Silgan Holdings, Inc.		(74,321	)		(2,184,294	)
Sonoco Products Co.		(16,752	)		(890,201	)
Trinseo SA (Luxembourg)		(33,797	)		(2,453,662	)
US Concrete, Inc.*		(39,407	)		(3,296,396	)
Venator Materials PLC (United Kingdom)*		(90,602	)		(2,004,116	)
WestRock Co.		(5,676	)		(358,780	)

					(45,604,160	)

Media — (2.8)%
Altice Usa, Inc., Class A*		(53,049	)		(1,126,230	)
AMC Entertainment Holdings, Inc., Class A		(91,381	)		(1,379,853	)
Cable One, Inc.		(2,276	)		(1,600,825	)
CBS Corp., Class B		(31,251	)		(1,843,809	)
Charter Communications, Inc., Class A*		(8,653	)		(2,907,062	)
Cinemark Holdings, Inc.		(10,359	)		(360,700	)
Clear Channel Outdoor Holdings, Inc., Class A		(1,124	)		(5,170	)
EW Scripps Co. (The), Class A*		(38,432	)		(600,692	)
Gray Television, Inc.*		(36,457	)		(610,655	)


	Number of Shares			Value
COMMON STOCKS — (Continued)
Media — (Continued)
John Wiley & Sons, Inc., Class A		(16,631	)	$	(1,093,488	)
Madison Square Garden Co. (The), Class A*		(13,713	)		(2,891,386	)
Meredith Corp.		(18,275	)		(1,207,064	)
New York Times Co. (The), Class A		(67,006	)		(1,239,611	)
Regal Entertainment Group, Class A		(232,553	)		(5,351,045	)
Scholastic Corp.		(14,028	)		(562,663	)
Sinclair Broadcast Group, Inc., Class A		(116,447	)		(4,407,519	)

					(27,187,772	)

Pharmaceuticals, Biotechnology & Life Sciences — (3.3)%
Aclaris Therapeutics, Inc.*		(42,080	)		(1,037,693	)
Aduro Biotech, Inc.*		(367	)		(2,752	)
Aerie Pharmaceuticals, Inc.*		(2,952	)		(176,382	)
Amphastar Pharmaceuticals, Inc.*		(128	)		(2,463	)
Bio-Rad Laboratories, Inc., Class A*		(7,269	)		(1,734,892	)
Bruker Corp.		(63,154	)		(2,167,445	)
Coherus Biosciences, Inc.*		(43,992	)		(387,130	)
Dermira, Inc.*		(62,755	)		(1,745,217	)
Epizyme, Inc.*		(28,788	)		(361,289	)
Five Prime Therapeutics, Inc.*		(5,811	)		(127,377	)
Flexion Therapeutics, Inc.*		(14,134	)		(353,915	)
Heron Therapeutics, Inc.*		(85,634	)		(1,549,975	)
Illumina, Inc.*		(1,589	)		(347,181	)
Insmed, Inc.*		(13,934	)		(434,462	)
Intra-Cellular Therapies, Inc.*		(21,422	)		(310,191	)
La Jolla Pharmaceutical Co.*		(41,325	)		(1,329,838	)
MacroGenics, Inc.*		(24,056	)		(457,064	)
Medicines Co. (The)*		(33,134	)		(905,884	)
Momenta Pharmaceuticals, Inc.*		(71,129	)		(992,250	)
Myovant Sciences Ltd. (Bermuda)*		(178	)		(2,250	)
NeoGenomics, Inc.*		(90,378	)		(800,749	)
Paratek Pharmaceuticals, Inc.*		(17,693	)		(316,705	)
QIAGEN NV (Netherlands)		(128,816	)		(3,984,279	)
Radius Health, Inc.*		(43,295	)		(1,375,482	)
Reata Pharmaceuticals, Inc., Class A*		(10,627	)		(300,957	)
Revance Therapeutics, Inc.*		(21,935	)		(784,176	)
Syneos Health, Inc.*		(102,014	)		(4,447,810	)
TG Therapeutics, Inc.*		(28,444	)		(233,241	)
TherapeuticsMD, Inc.*		(157,144	)		(949,150	)
Theravance Biopharma, Inc. (Cayman Islands)*		(45,902	)		(1,280,207	)
Thermo Fisher Scientific, Inc.		(13,141	)		(2,495,213	)


	Number of Shares			Value
COMMON STOCKS — (Continued)
Pharmaceuticals, Biotechnology & Life Sciences — (Continued)
Ultragenyx Pharmaceutical, Inc.*		(7,431	)	$	(344,650	)

					(31,738,269	)

Retailing — (4.0)%
1-800-Flowers.com, Inc., Class A*		(4,720	)		(50,504	)
American Eagle Outfitters, Inc.		(37,523	)		(705,432	)
At Home Group, Inc.*		(29,230	)		(888,300	)
Big Lots, Inc.		(10,167	)		(570,877	)
Burlington Stores, Inc.*		(21,758	)		(2,676,887	)
Caleres, Inc.		(14,319	)		(479,400	)
Camping World Holdings, Inc., Class A		(31,636	)		(1,415,078	)
Children’s Place, Inc. (The)		(3,535	)		(513,812	)
Core-Mark Holding Co., Inc.		(17,326	)		(547,155	)
Dick’s Sporting Goods, Inc.		(138,482	)		(3,979,973	)
Duluth Holdings, Inc., Class B*		(17,523	)		(312,786	)
Express, Inc.*		(326,312	)		(3,312,067	)
Finish Line, Inc. (The), Class A		(3,353	)		(48,719	)
Five Below, Inc.*		(38,597	)		(2,559,753	)
Floor & Decor Holdings, Inc., Class A*		(66,594	)		(3,241,796	)
Genesco, Inc.*		(7,829	)		(254,442	)
Guess?, Inc.		(267,287	)		(4,511,805	)
L Brands, Inc.		(72,016	)		(4,336,804	)
Lands’ End, Inc.*		(5,512	)		(107,760	)
Lithia Motors, Inc., Class A		(11,735	)		(1,332,979	)
Lumber Liquidators Holdings, Inc.*		(4,258	)		(133,659	)
Ollie’s Bargain Outlet Holdings, Inc.*		(41,525	)		(2,211,206	)
Party City Holdco, Inc.*		(37,958	)		(529,514	)
Penske Automotive Group, Inc.		(23,384	)		(1,118,924	)
Shutterfly, Inc.*		(23,168	)		(1,152,608	)
Sonic Automotive, Inc., Class A		(39,973	)		(737,502	)
Williams-Sonoma, Inc.		(17,495	)		(904,491	)

					(38,634,233)

Semiconductors & Semiconductor Equipment — (2.5)%
Advanced Micro Devices, Inc.*		(340,410	)		(3,499,415	)
Ambarella, Inc. (Cayman Islands)*		(60,605	)		(3,560,544	)
Amkor Technology, Inc.*		(88,719	)		(891,626	)
Cavium, Inc.*		(24,006	)		(2,012,423	)
Cree, Inc.*		(41,176	)		(1,529,277	)
FormFactor, Inc.*		(25,994	)		(406,806	)
Ichor Holdings Ltd. (Cayman Islands)*		(7,310	)		(179,826	)
Inphi Corp.*		(118,584	)		(4,340,174	)


	Number of Shares			Value
COMMON STOCKS — (Continued)
Semiconductors & Semiconductor Equipment — (Continued)
Lattice Semiconductor Corp.*		(99,279	)	$	(573,833	)
MACOM Technology Solutions Holdings, Inc.*		(35,297	)		(1,148,564	)
MaxLinear, Inc.*		(55,050	)		(1,454,421	)
Nanometrics, Inc.*		(14,768	)		(368,019	)
Photronics, Inc.*		(39,865	)		(339,849	)
Power Integrations, Inc.		(9,327	)		(686,001	)
Semtech Corp.*		(6,979	)		(238,682	)
Synaptics, Inc.*		(50,446	)		(2,014,813	)
Veeco Instruments, Inc.*		(52,072	)		(773,269	)
Xperi Corp.		(29,055	)		(708,942	)

					(24,726,484	)

Software & Services — (7.2)%
8x8, Inc.*		(107,956	)		(1,522,180	)
Acxiom Corp.*		(70,452	)		(1,941,657	)
Alliance Data Systems Corp.		(1,259	)		(319,131	)
Automatic Data Processing, Inc.		(43,749	)		(5,126,945	)
Black Knight, Inc.*		(8,561	)		(377,968	)
Blackhawk Network Holdings, Inc.*		(120,258	)		(4,287,198	)
Blackline, Inc.*		(17,395	)		(570,556	)
Box, Inc., Class A*		(1,063	)		(22,451	)
BroadSoft, Inc.*		(59,226	)		(3,251,507	)
Callidus Software, Inc.*		(38,650	)		(1,107,322	)
Carbonite, Inc.*		(34,050	)		(854,655	)
Cardtronics PLC, Class A (United Kingdom)*		(26,140	)		(484,113	)
Cloudera, Inc.*		(156,927	)		(2,592,434	)
Cornerstone OnDemand, Inc.*		(31,650	)		(1,118,194	)
Coupa Software, Inc.*		(18,698	)		(583,752	)
DXC Technology Co.		(10,705	)		(1,015,904	)
Ellie Mae, Inc.*		(10,024	)		(896,146	)
Everbridge, Inc.*		(8,756	)		(260,228	)
FireEye, Inc.*		(321,743	)		(4,568,751	)
FleetCor Technologies, Inc.*		(7,545	)		(1,451,884	)
Gartner, Inc.*		(10,061	)		(1,239,012	)
Globant SA (Luxembourg)*		(14,248	)		(661,962	)
Gogo, Inc.*		(227,011	)		(2,560,684	)
Hortonworks, Inc.*		(46,292	)		(930,932	)
Imperva, Inc.*		(10,682	)		(424,075	)
Instructure, Inc.*		(26,689	)		(883,406	)
MuleSoft, Inc., Class A*		(102,853	)		(2,392,361	)
Okta, Inc.*		(71,616	)		(1,834,086	)
Pandora Media, Inc.*		(505,663	)		(2,437,296	)
PayPal Holdings, Inc.*		(2,817	)		(207,388	)


	Number of Shares			Value
COMMON STOCKS — (Continued)
Software & Services — (Continued)
Perficient, Inc.*		(4,969	)	$	(94,759	)
PROS Holdings, Inc.*		(47,560	)		(1,257,962	)
Rapid7, Inc.*		(26,680	)		(497,849	)
Science Applications International Corp.		(40,963	)		(3,136,537	)
SecureWorks Corp., Class A*		(18,660	)		(165,514	)
Silver Spring Networks, Inc.*		(120,354	)		(1,954,549	)
Snap, Inc., Class A*		(292,350	)		(4,271,233	)
Tableau Software, Inc., Class A*		(2,696	)		(186,563	)
Take-Two Interactive Software, Inc.*		(6,262	)		(687,442	)
TeleTech Holdings, Inc.		(2,984	)		(120,106	)
Teradata Corp.*		(57,289	)		(2,203,335	)
TrueCar, Inc.*		(81,493	)		(912,722	)
Twilio, Inc., Class A*		(139,916	)		(3,302,018	)
Vantiv, Inc., Class A*		(9,429	)		(693,503	)
Virtusa Corp.*		(32,808	)		(1,446,177	)
Workiva, Inc.*		(14,134	)		(302,468	)
Zendesk, Inc.*		(85,228	)		(2,884,116	)
Zynga, Inc., Class A*		(108,315	)		(433,260	)

					(70,474,291	)

Technology Hardware & Equipment — (3.4)%
Belden, Inc.		(12,343	)		(952,509	)
Benchmark Electronics, Inc.*		(4,680	)		(136,188	)
Celestica, Inc. (Canada)*		(12,121	)		(127,028	)
Cray, Inc.*		(17,693	)		(428,171	)
Diebold Nixdorf, Inc.		(10,130	)		(165,625	)
Electronics For Imaging, Inc.*		(4,064	)		(120,010	)
FARO Technologies, Inc.*		(4,023	)		(189,081	)
Finisar Corp.*		(166,622	)		(3,390,758	)
Fitbit, Inc., Class A*		(638,305	)		(3,644,722	)
II-VI, Inc.*		(83,073	)		(3,900,277	)
Infinera Corp.*		(416,555	)		(2,636,793	)
Insight Enterprises, Inc.*		(10,990	)		(420,807	)
Itron, Inc.*		(5,193	)		(354,163	)
Knowles Corp.*		(108,010	)		(1,583,427	)
Lumentum Holdings, Inc.*		(63,731	)		(3,116,446	)
Methode Electronics, Inc.		(12,263	)		(491,746	)
Palo Alto Networks, Inc.*		(22,340	)		(3,237,960	)
Plexus Corp.*		(5,425	)		(329,406	)
Pure Storage, Inc., Class A*		(56,063	)		(889,159	)
ScanSource, Inc.*		(2,552	)		(91,362	)
Sierra Wireless, Inc. (Canada)*		(47,816	)		(977,837	)
Super Micro Computer, Inc.*		(77,021	)		(1,611,664	)
Tech Data Corp.*		(3,438	)		(336,821	)


	Number of Shares			Value
COMMON STOCKS — (Continued)
Technology Hardware & Equipment — (Continued)
ViaSat, Inc.*		(55,989	)	$	(4,190,777	)

					(33,322,737	)

Telecommunication Services — (0.8)%
ATN International, Inc.		(5,085	)		(280,997	)
Boingo Wireless, Inc.*		(16,625	)		(374,062	)
Cincinnati Bell, Inc.*		(74,859	)		(1,560,810	)
Consolidated Communications Holdings, Inc.		(55,535	)		(676,972	)
General Communication, Inc., Class A*		(22,457	)		(876,272	)
Iridium Communications, Inc.*		(143,550	)		(1,693,890	)
ORBCOMM, Inc.*		(25,209	)		(256,628	)
Shenandoah Telecommunications Co.		(27,825	)		(940,485	)
Straight Path Communications, Inc., Class B*		(5,982	)		(1,087,468	)

					(7,747,584	)

Transportation — (2.3)%
Air Transport Services Group, Inc.*		(41,931	)		(970,283	)
Allegiant Travel Co.		(10,025	)		(1,551,369	)
ArcBest Corp.		(2,841	)		(101,566	)
Atlas Air Worldwide Holdings, Inc.*		(49,661	)		(2,912,618	)
CSX Corp.		(21,838	)		(1,201,308	)
Genesee & Wyoming, Inc., Class A*		(69,683	)		(5,486,143	)
Heartland Express, Inc.		(36,864	)		(860,406	)
Hub Group, Inc., Class A*		(48,479	)		(2,322,144	)
Knight-Swift Transportation Holdings, Inc.		(106,470	)		(4,654,868	)
Ryder System, Inc.		(4,284	)		(360,584	)
SkyWest, Inc.		(15,003	)		(796,659	)
Spirit Airlines, Inc.*		(29,903	)		(1,341,150	)

					(22,559,098	)

TOTAL COMMON STOCK (Proceeds $575,050,435)					(583,675,433	)

TOTAL SECURITIES SOLD SHORT - (59.9)%					(583,675,433	)

(Proceeds $575,050,435)


	Number of Shares		Value
LONG POSITIONS — 140.8%
COMMON STOCKS — 139.3%
Automobiles & Components — 2.2%
General Motors Co.†		5,908	$	242,169
Harley-Davidson, Inc.^(a)		699		35,565

				277,734

Capital Goods — 12.9%
Acuity Brands, Inc.^(a)		154		27,104
Allegion PLC (Ireland)^(a)		13		1,034
AMETEK, Inc.†		548		39,714
Boeing Co. (The)†		1,020		300,808
Caterpillar, Inc.†		2,062		324,930
Cummins, Inc.†		681		120,292
Eaton Corp. PLC (Ireland)		518		40,927
Fortune Brands Home & Security, Inc.		570		39,011
Honeywell International, Inc.†		1,194		183,112
Ingersoll-Rand PLC (Ireland)		919		81,966
Jacobs Engineering Group, Inc.†		602		39,708
Johnson Controls International PLC (Ireland)^(a)		3,402		129,650
L3 Technologies, Inc.		286		56,585
Masco Corp.		1,151		50,575
Pentair PLC (Ireland)†		742		52,400
Rockwell Collins, Inc.†		600		81,372
TransDigm Group, Inc.		73		20,047
WW Grainger, Inc.^(a)		214		50,558

				1,639,793

Commercial & Professional Services — 0.7%
Cintas Corp.		21		3,272
Nielsen Holdings PLC (United
Kingdom)^(a)		1,309		47,648
Robert Half International, Inc.†		516		28,659
Waste Management, Inc.†		95		8,198

				87,777

Consumer Durables & Apparel — 1.6%
Garmin Ltd. (Switzerland)†		687		40,925
Hanesbrands, Inc.^(a)		1,353		28,291
Michael Kors Holdings Ltd. (British
Virgin Islands)*		735		46,268
Ralph Lauren Corp.†^(a)		407		42,202
Whirlpool Corp.		263		44,352

				202,038

Consumer Services — 5.1%
Carnival Corp. (Panama)		2,393		158,823
Hilton Worldwide Holdings, Inc.		1,263		100,863


	Number of Shares		Value
COMMON STOCKS — (Continued)
Consumer Services — (Continued)
Marriott International, Inc., Class A†		1,418	$	192,465
McDonald’s Corp.†		325		55,939
Royal Caribbean Cruises Ltd. (Liberia)†		787		93,873
Wyndham Worldwide Corp.		379		43,915

				645,878

Diversified Financials — 5.0%
BlackRock, Inc.†^(b)		394		202,402
Franklin Resources, Inc.^(b)		2,280		98,792
Invesco Ltd. (Bermuda)†		1,663		60,766
Moody’s Corp.†		640		94,470
Nasdaq, Inc.†		716		55,010
S&P Global, Inc.		160		27,104
T Rowe Price Group, Inc.†		982		103,041

				641,585

Energy — 6.8%
Apache Corp.^(a)		1,400		59,108
ConocoPhillips†		5,037		276,481
Marathon Petroleum Corp.†		1,870		123,383
Phillips 66^(b)		1,874		189,555
TechnipFMC PLC (United Kingdom)^(a)		1,726		54,041
Valero Energy Corp.†		1,806		165,989

				868,557

Food & Staples Retailing — 8.1%
CVS Health Corp.†		4,563		330,818
Kroger Co. (The)†		3,354		92,067
Sysco Corp.†		1,309		79,496
Walgreens Boots Alliance, Inc.†		3,759		272,979
Wal-Mart Stores, Inc.†		2,536		250,430

				1,025,790

Food, Beverage & Tobacco — 9.0%
Altria Group, Inc.†		3,427		244,722
Coca-Cola Co. (The)†		6,656		305,377
Conagra Brands, Inc.†		2,024		76,244
Dr Pepper Snapple Group, Inc.†		726		70,466
General Mills, Inc.^(a)		701		41,562
Hormel Foods Corp.^(a)		810		29,476
Kellogg Co.^(a)		112		7,614
Molson Coors Brewing Co., Class B†		836		68,611
PepsiCo, Inc.^(b)		486		58,281
Philip Morris International, Inc.†		1,200		126,780
Tyson Foods, Inc., Class A^(b)		1,350		109,444

				1,138,577


	Number of Shares		Value
COMMON STOCKS — (Continued)
Health Care Equipment & Services — 13.8%
Abbott Laboratories†^(b)		3,366	$	192,098
Aetna, Inc.†^(b)		1,227		221,339
AmerisourceBergen Corp.^(a)		920		84,474
Anthem, Inc.†		1,022		229,960
Centene Corp.†*		864		87,160
Cigna Corp.^(b)		1,033		209,792
Envision Healthcare Corp.^(a)*		444		15,345
Express Scripts Holding Co.†*		2,093		156,222
Humana, Inc.†		715		177,370
Laboratory Corp. of America Holdings†*		381		60,773
McKesson Corp.†		269		41,951
Quest Diagnostics, Inc.†		510		50,230
UnitedHealth Group, Inc.†		631		139,110
Universal Health Services, Inc., Class B†		382		43,300
Varian Medical Systems, Inc.†*		381		42,348

				1,751,472

Household & Personal Products — 1.6%
Clorox Co. (The)		528		78,535
Estee Lauder Cos., Inc. (The), Class A		176		22,394
Kimberly-Clark Corp.†		839		101,234

				202,163

Insurance — 2.5%
Aon PLC (United Kingdom)†		922		123,548
Marsh & McLennan Cos., Inc.†^(b)		1,879		152,932
Progressive Corp. (The)		807		45,450

				321,930

Materials — 6.8%
Air Products & Chemicals, Inc.†		937		153,743
Ball Corp.^(a)		1,295		49,016
Eastman Chemical Co.		533		49,377
Freeport-McMoRan, Inc.†*		6,416		121,647
LyondellBasell Industries NV, Class A (Netherlands)†		1,739		191,846
Newmont Mining Corp.†		2,179		81,756
Packaging Corp. of America†		385		46,412
PPG Industries, Inc.†		1,137		132,824
Sealed Air Corp.^(a)		663		32,686

				859,307


	Number of Shares		Value
COMMON STOCKS — (Continued)
Media — 6.4%
Discovery Communications, Inc., Class A^(a)*		2,118	$	47,401
Interpublic Group of Cos., Inc. (The)		1,437		28,970
News Corp., Class A		2,535		41,092
Omnicom Group, Inc.		1,015		73,922
Scripps Networks Interactive, Inc., Class A		480		40,982
Time Warner, Inc.†		3,031		277,246
Twenty-First Century Fox, Inc., Class A^(a)		7,633		263,567
Viacom, Inc., Class B^(a)		1,511		46,554

				819,734

Pharmaceuticals, Biotechnology & Life Sciences — 14.8%
AbbVie, Inc.†		2,606		252,026
Amgen, Inc.†		1,336		232,330
Biogen, Inc.†^(b)*		697		222,043
Bristol-Myers Squibb Co.†		170		10,418
Celgene Corp.†^(b)*		2,237		233,453
Eli Lilly & Co.†		1,505		127,112
Gilead Sciences, Inc.†^(b)		4,788		343,012
Johnson & Johnson†		1,558		217,684
Merck & Co., Inc.†^(b)		4,307		242,355

				1,880,433

Real Estate — 2.0%
Alexandria Real Estate Equities, Inc., REIT		326		42,572
AvalonBay Communities, Inc., REIT		170		30,330
Mid-America Apartment Communities, Inc., REIT†		417		41,934
Regency Centers Corp., REIT		633		43,791
Weyerhaeuser Co., REIT†		2,783		98,129

				256,756

Retailing — 10.8%
Advance Auto Parts, Inc.		300		29,907
Amazon.com, Inc.*		5		5,847
AutoZone, Inc.†*		104		73,982
Best Buy Co., Inc.		184		12,598
Dollar Tree, Inc.†*		165		17,706
Foot Locker, Inc.^(a)		451		21,143
Gap, Inc. (The)^(a)		47		1,601
Genuine Parts Co.^(a)		597		56,721
Home Depot, Inc. (The)†		1,283		243,167
Kohl’s Corp.^(a)		618		33,514
Lowe’s Cos., Inc.†		3,268		303,728


	Number of Shares		Value
COMMON STOCKS — (Continued)
Retailing — (Continued)
Nordstrom, Inc.^(a)		8	$	379
O’Reilly Automotive, Inc.*		322		77,454
Priceline Group, Inc. (The)†*		185		321,482
Ross Stores, Inc.†		492		39,483
Signet Jewelers Ltd. (Bermuda)^(a)		278		15,721
Target Corp.†		546		35,626
TJX Cos., Inc. (The)		684		52,299
Tractor Supply Co.		478		35,730

				1,378,088

Semiconductors & Semiconductor Equipment — 9.3%
Analog Devices, Inc.^(b)		1,355		120,636
Applied Materials, Inc.†		3,688		188,531
Intel Corp.†		6,124		282,684
KLA-Tencor Corp.†		782		82,165
Lam Research Corp.†		884		162,718
Micron Technology, Inc.†*		4,740		194,909
Skyworks Solutions, Inc.^(b)		672		63,806
Texas Instruments, Inc.†		891		93,056

				1,188,505

Software & Services — 2.3%
Accenture PLC, Class A (Ireland)†		556		85,118
CA, Inc.†		1,528		50,852
Citrix Systems, Inc.†*		172		15,136
Oracle Corp.†		1,629		77,019
Paychex, Inc.†		172		11,710
Total System Services, Inc.		9		712
Visa, Inc., Class A^(a)		434		49,485

				290,032

Technology Hardware & Equipment — 9.1%
Apple, Inc.†		2,265		383,306
Cisco Systems, Inc.†		5,574		213,484
F5 Networks, Inc.†*		238		31,230
Harris Corp.†		492		69,692
Hewlett Packard Enterprise Co.†		4,236		60,829
HP, Inc.†		6,832		143,540
Juniper Networks, Inc.†		1,888		53,808
Motorola Solutions, Inc.†		190		17,165
NetApp, Inc		1,166		64,503
Western Digital Corp.†		1,115		88,676
Xerox Corp.†		1,067		31,103

				1,157,336

Telecommunication Services — 2.9%
AT&T, Inc.†^(a)		1,441		56,029


	Number of Shares			Value
COMMON STOCKS — (Continued)
Telecommunication Services — (Continued)
CenturyLink, Inc.^(a)		2,032		$	33,894
Verizon Communications, Inc.†		5,255			278,147

					368,070

Transportation — 3.6%
Alaska Air Group, Inc		463			34,035
American Airlines Group, Inc.^(a)		1,057			54,996
Delta Air Lines, Inc.^(b)		2,678			149,968
Expeditors International of Washington, Inc.†		4			259
Norfolk Southern Corp.†		516			74,768
Southwest Airlines Co.		717			46,928
Union Pacific Corp.†		765			102,586

					463,540

Utilities — 2.0%
Duke Energy Corp.†^(b)		1,777			149,463
FirstEnergy Corp.		1,816			55,606
NRG Energy, Inc.		1,164			33,151
SCANA Corp.^(a)		525			20,884

					259,104

TOTAL COMMON STOCKS (Cost $15,350,010)					17,724,199

EXCHANGE TRADED FUNDS — 1.5%
SPDR S&P 500 ETF Trust		705			188,136

TOTAL EXCHANGE TRADED FUNDS (Cost $188,179)					188,136

TOTAL LONG POSITIONS - 140.8%					17,912,335

(Cost $15,538,189)
SHORT POSITIONS — (80.7)%

COMMON STOCKS — (80.7)%
Automobiles & Components — (1.4)%
Aptiv PLC (Jersey)		(569	)		(48,268	)
Ford Motor Co.		(9,396	)		(117,356	)
Goodyear Tire & Rubber Co. (The)		(596	)		(19,257	)

					(184,881	)

Banks — (4.4)%
Bank of America Corp.		(2,871	)		(84,752	)
BB&T Corp.		(1,578	)		(78,458	)
Citigroup, Inc.		(767	)		(57,072	)
Citizens Financial Group, Inc.		(815	)		(34,214	)
Fifth Third Bancorp.		(1,793	)		(54,400	)
JPMorgan Chase & Co.		(34	)		(3,636	)


	Number of Shares			Value
COMMON STOCKS — (Continued)
Banks — (Continued)
M&T Bank Corp.		(322	)	$	(55,059	)
Regions Financial Corp.		(2,969	)		(51,304	)
SunTrust Banks, Inc.		(760	)		(49,088	)
US Bancorp		(31	)		(1,661	)
Wells Fargo & Co.		(1,553	)		(94,221	)
Zions Bancorporation		(29	)		(1,474	)

					(565,339	)

Capital Goods — (3.3)%
AO Smith Corp.		(409	)		(25,064	)
Arconic, Inc.		(1,024	)		(27,904	)
Flowserve Corp.		(266	)		(11,207	)
Fluor Corp.		(330	)		(17,044	)
Fortive Corp.		(787	)		(56,939	)
General Dynamics Corp.		(516	)		(104,980	)
Illinois Tool Works, Inc.		(166	)		(27,697	)
Northrop Grumman Corp.		(219	)		(67,213	)
Quanta Services, Inc.*		(362	)		(14,158	)
Raytheon Co.		(142	)		(26,675	)
Rockwell Automation, Inc.		(11	)		(2,160	)
Textron, Inc.		(8	)		(453	)
United Rentals, Inc.*		(200	)		(34,382	)

					(415,876	)

Commercial & Professional Services — (0.7)%
Equifax, Inc.		(137	)		(16,155	)
IHS Markit Ltd. (Bermuda)*		(848	)		(38,287	)
Verisk Analytics, Inc.*		(318	)		(30,528	)

					(84,970	)

Consumer Durables & Apparel — (2.9)%
Hasbro, Inc.		(272	)		(24,722	)
Leggett & Platt, Inc.		(316	)		(15,083	)
Mattel, Inc.		(810	)		(12,458	)
Mohawk Industries, Inc.*		(177	)		(48,834	)
Newell Brands, Inc.		(1,143	)		(35,319	)
NIKE, Inc., Class B		(1,652	)		(103,333	)
PVH Corp.		(183	)		(25,109	)
Tapestry, Inc.		(604	)		(26,715	)
Under Armour, Inc., Class C*		(1,041	)		(13,866	)
VF Corp.		(930	)		(68,820	)

					(374,259	)

Consumer Services — (2.4)%
Chipotle Mexican Grill, Inc.*		(60	)		(17,342	)
Darden Restaurants, Inc.		(268	)		(25,733	)
MGM Resorts International		(1,360	)		(45,410	)


	Number of Shares			Value
COMMON STOCKS — (Continued)
Consumer Services — (Continued)
Norwegian Cruise Line Holdings Ltd. (Bermuda)*		(496	)	$	(26,412	)
Starbucks Corp.		(2,689	)		(154,429	)
Wynn Resorts Ltd.		(218	)		(36,753	)

					(306,079	)

Diversified Financials — (2.6)%
Affiliated Managers Group, Inc.		(127	)		(26,067	)
Ameriprise Financial, Inc.		(323	)		(54,739	)
Bank of New York Mellon Corp. (The)		(15	)		(808	)
Berkshire Hathaway, Inc., Class B*		(262	)		(51,934	)
CME Group, Inc.		(679	)		(99,168	)
Goldman Sachs Group, Inc. (The)		(5	)		(1,274	)
Intercontinental Exchange, Inc.		(1,397	)		(98,572	)
Leucadia National Corp.		(15	)		(397	)
Morgan Stanley		(38	)		(1,994	)
Synchrony Financial		(21	)		(811	)

					(335,764	)

Energy — (6.5)%
Anadarko Petroleum Corp.		(1,183	)		(63,456	)
Andeavor		(344	)		(39,333	)
Chesapeake Energy Corp.*		(1,946	)		(7,706	)
Chevron Corp.		(78	)		(9,765	)
Cimarex Energy Co.		(224	)		(27,330	)
Concho Resources, Inc.*		(323	)		(48,521	)
Devon Energy Corp.		(1,123	)		(46,492	)
EOG Resources, Inc.		(745	)		(80,393	)
EQT Corp.		(503	)		(28,631	)
Halliburton Co.		(1,428	)		(69,786	)
Helmerich & Payne, Inc.		(304	)		(19,651	)
Hess Corp.		(751	)		(35,650	)
Kinder Morgan, Inc.		(4,980	)		(89,989	)
Marathon Oil Corp.		(1,819	)		(30,796	)
National Oilwell Varco, Inc.		(906	)		(32,634	)
Newfield Exploration Co.*		(471	)		(14,851	)
Occidental Petroleum Corp.		(600	)		(44,196	)
Pioneer Natural Resources Co.		(395	)		(68,276	)
Range Resources Corp.		(536	)		(9,144	)
Williams Cos., Inc. (The)		(1,953	)		(59,547	)

					(826,147	)

Food & Staples Retailing — (0.5)%
Costco Wholesale Corp.		(350	)		(65,142	)

					(65,142	)


	Number of Shares			Value
COMMON STOCKS — (Continued)
Food, Beverage & Tobacco — (2.4)%
Archer-Daniels-Midland Co.		(1,281	)	$	(51,342	)
Brown-Forman Corp., Class B		(817	)		(56,103	)
Constellation Brands, Inc., Class A		(418	)		(95,542	)
Hershey Co. (The)		(470	)		(53,350	)
JM Smucker Co. (The)		(16	)		(1,988	)
McCormick & Co., Inc., non-voting shares		(284	)		(28,942	)
Mondelez International, Inc., Class A		(413	)		(17,676	)

					(304,943	)

Health Care Equipment & Services — (7.0)%
Align Technology, Inc.*		(174	)		(38,661	)
Baxter International, Inc.		(1,288	)		(83,256	)
Becton Dickinson and Co.		(576	)		(123,243	)
Boston Scientific Corp.*		(1,638	)		(40,606	)
Cerner Corp.*		(846	)		(57,012	)
DENTSPLY SIRONA, Inc.		(542	)		(35,680	)
HCA Healthcare, Inc.*		(760	)		(66,758	)
Henry Schein, Inc.*		(374	)		(26,135	)
Hologic, Inc.*		(29	)		(1,240	)
IDEXX Laboratories, Inc.*		(190	)		(29,712	)
Intuitive Surgical, Inc.*		(237	)		(86,491	)
Medtronic PLC (Ireland)		(1,656	)		(133,722	)
Patterson Cos., Inc.		(202	)		(7,298	)
ResMed, Inc.		(336	)		(28,456	)
Stryker Corp.		(835	)		(129,291	)

					(887,561	)

Household & Personal Products — (0.4)%
Church & Dwight Co., Inc.		(247	)		(12,392	)
Coty, Inc., Class A		(1,911	)		(38,010	)
Procter & Gamble Co. (The)		(38	)		(3,491	)

					(53,893	)

Insurance — (5.1)%
Aflac, Inc.		(857	)		(75,235	)
American International Group, Inc.		(1,913	)		(113,977	)
Assurant, Inc.		(155	)		(15,630	)
Chubb Ltd. (Switzerland)		(308	)		(45,008	)
Cincinnati Financial Corp.		(380	)		(28,489	)
Hartford Financial Services Group, Inc. (The)		(778	)		(43,786	)
Lincoln National Corp.		(481	)		(36,974	)
MetLife, Inc.		(1,880	)		(95,053	)
Prudential Financial, Inc.		(1,065	)		(122,454	)
Torchmark Corp.		(40	)		(3,628	)


	Number of Shares			Value
COMMON STOCKS — (Continued)
Insurance — (Continued)
Unum Group		(573	)	$	(31,452	)
Willis Towers Watson PLC (Ireland)		(283	)		(42,645	)

					(654,331	)

Materials — (4.6)%
Albemarle Corp.		(261	)		(33,379	)
CF Industries Holdings, Inc.		(120	)		(5,105	)
DowDuPont, Inc.		(2,907	)		(207,037	)
Ecolab, Inc.		(556	)		(74,604	)
FMC Corp.		(138	)		(13,063	)
International Paper Co.		(976	)		(56,549	)
Martin Marietta Materials, Inc.		(178	)		(39,345	)
Mosaic Co. (The)		(988	)		(25,352	)
Sherwin-Williams Co. (The)		(197	)		(80,778	)
Vulcan Materials Co.		(384	)		(49,294	)

					(584,506	)

Media — (1.5)%
Charter Communications, Inc., Class A*		(395	)		(132,704	)
DISH Network Corp., Class A*		(194	)		(9,264	)
Walt Disney Co. (The)		(453	)		(48,702	)

					(190,670	)

Pharmaceuticals, Biotechnology & Life Sciences — (5.5)%
Agilent Technologies, Inc.		(689	)		(46,142	)
Alexion Pharmaceuticals, Inc.*		(517	)		(61,828	)
Illumina, Inc.*		(424	)		(92,640	)
Incyte Corp.*		(526	)		(49,817	)
IQVIA Holdings, Inc.*		(391	)		(38,279	)
Mettler-Toledo International, Inc.*		(55	)		(34,074	)
Mylan NV (Netherlands)*		(138	)		(5,839	)
PerkinElmer, Inc.		(260	)		(19,011	)
Perrigo Co. PLC (Ireland)		(309	)		(26,932	)
Pfizer, Inc.		(1,011	)		(36,618	)
Thermo Fisher Scientific, Inc.		(853	)		(161,968	)
Vertex Pharmaceuticals, Inc.*		(563	)		(84,371	)
Zoetis, Inc.		(560	)		(40,342	)

					(697,861	)

Real Estate — (5.0)%
American Tower Corp., REIT		(482	)		(68,767	)
Apartment Investment & Management Co., Class A, REIT		(75	)		(3,278	)
CBRE Group, Inc., Class A*		(799	)		(34,605	)
Crown Castle International Corp., REIT		(1,100	)		(122,111	)


	Number of Shares			Value
COMMON STOCKS — (Continued)
Real Estate — (Continued)
Equinix, Inc., REIT		(169	)	$	(76,594	)
Equity Residential, REIT		(237	)		(15,113	)
Extra Space Storage, Inc., REIT		(269	)		(23,524	)
HCP, Inc., REIT		(1,106	)		(28,844	)
Host Hotels & Resorts, Inc., REIT		(1,607	)		(31,899	)
Iron Mountain, Inc., REIT		(625	)		(23,581	)
Macerich Co. (The), REIT		(408	)		(26,797	)
Prologis, Inc., REIT		(1,132	)		(73,025	)
SBA Communications Corp., REIT*		(286	)		(46,721	)
SL Green Realty Corp., REIT		(278	)		(28,059	)
UDR, Inc., REIT		(570	)		(21,956	)
Vornado Realty Trust, REIT		(30	)		(2,345	)
Welltower, Inc., REIT		(98	)		(6,249	)

					(633,468	)

Retailing — (2.8)%
CarMax, Inc.*		(386	)		(24,754	)
L Brands, Inc.		(677	)		(40,769	)
LKQ Corp.*		(657	)		(26,720	)
Macy’s, Inc.		(648	)		(16,323	)
Netflix, Inc.*		(941	)		(180,634	)
Tiffany & Co.		(225	)		(23,389	)
TripAdvisor, Inc.*		(403	)		(13,887	)
Ulta Beauty, Inc.*		(130	)		(29,076	)

					(355,552	)

Semiconductors & Semiconductor Equipment — (2.7)%
Advanced Micro Devices, Inc.*		(2,330	)		(23,952	)
Broadcom Ltd. (Singapore)		(145	)		(37,250	)
Microchip Technology, Inc.		(556	)		(48,861	)
NVIDIA Corp.		(896	)		(173,376	)
Qorvo, Inc.*		(309	)		(20,579	)
Xilinx, Inc.		(529	)		(35,665	)

					(339,683	)

Software & Services — (11.4)%
Activision Blizzard, Inc.		(1,758	)		(111,317	)
Adobe Systems, Inc.*		(442	)		(77,456	)
Akamai Technologies, Inc.*		(390	)		(25,366	)
Alliance Data Systems Corp.		(131	)		(33,206	)
ANSYS, Inc.*		(180	)		(26,566	)
Autodesk, Inc.*		(478	)		(50,109	)
Automatic Data Processing, Inc.		(944	)		(110,627	)
Cadence Design Systems, Inc.*		(662	)		(27,685	)
CSRA, Inc.		(348	)		(10,412	)
DXC Technology Co.		(616	)		(58,458	)


	Number of Shares			Value
COMMON STOCKS — (Continued)
Software & Services — (Continued)
Facebook, Inc., Class A*		(514	)	$	(90,700	)
Fidelity National Information Services, Inc.		(775	)		(72,920	)
Fiserv, Inc.*		(439	)		(57,566	)
Gartner, Inc.*.		(214	)		(26,354	)
Global Payments, Inc.		(147	)		(14,735	)
International Business Machines Corp.		(515	)		(79,011	)
Intuit, Inc.		(543	)		(85,675	)
Microsoft Corp.		(399	)		(34,130	)
PayPal Holdings, Inc.*		(2,321	)		(170,872	)
Red Hat, Inc.*		(385	)		(46,238	)
salesforce.com, Inc.*		(1,536	)		(157,025	)
Synopsys, Inc.*		(320	)		(27,277	)
VeriSign, Inc.*		(293	)		(33,531	)
Western Union Co. (The)		(1,100	)		(20,911	)

					(1,448,147	)

Technology Hardware & Equipment — (1.6)%
Amphenol Corp., Class A		(681	)		(59,792	)
Corning, Inc.		(2,133	)		(68,235	)
TE Connectivity Ltd. (Switzerland)		(751	)		(71,375	)

					(199,402	)

Transportation — (2.3)%
CH Robinson Worldwide, Inc.		(297	)		(26,460	)
CSX Corp.		(218	)		(11,992	)
FedEx Corp.		(569	)		(141,988	)
JB Hunt Transport Services, Inc.		(233	)		(26,790	)
United Parcel Service, Inc., Class B		(672	)		(80,069	)

					(287,299	)

Utilities — (3.7)%
Alliant Energy Corp.		(546	)		(23,265	)
American Electric Power Co., Inc.		(1,062	)		(78,131	)
American Water Works Co., Inc.		(132	)		(12,077	)
CMS Energy Corp.		(602	)		(28,475	)
Consolidated Edison, Inc.		(76	)		(6,456	)
Dominion Energy, Inc.		(608	)		(49,284	)
Edison International		(645	)		(40,790	)
Entergy Corp.		(382	)		(31,091	)
Eversource Energy		(227	)		(14,342	)
NextEra Energy, Inc.		(65	)		(10,152	)
NiSource, Inc.		(514	)		(13,194	)
PPL Corp.		(1,463	)		(45,280	)
Public Service Enterprise Group, Inc.		(1,074	)		(55,311	)


			Value
COMMON STOCKS — (Continued)
Utilities — (Continued)
Sempra Energy	(192	)	$	(20,529	)
WEC Energy Group, Inc.	(671	)		(44,575	)

				(472,952	)

TOTAL COMMON STOCK (Proceeds $10,076,474)				(10,268,725	)

TOTAL SECURITES SOLD SHORT - (80.7)%				(10,268,725	)

(Proceeds $10,076,474)

OTHER ASSETS IN EXCESS OF LIABILITIES - 39.9%				5,081,689

NET ASSETS - 100.0%			$	12,725,299

†	Security position is either entirely or partially held in a segregated account as collateral for securities sold short.

(a)	All or a portion of the security is on loan. At December 31, 2017, the market value of securities on loan was $1,339,193.

(b)	Security position is either entirely or partially designated as collateral for securities on loan.

*	Non-income producing


ETF		Exchange Traded Fund
PLC		Public Limited Company
REIT		Real Estate Investment Trust
S&P		Standard & Poor’s
SPDR		Standard & Poor’s Depository Receipt


	Number of Shares		Value
LONG POSITIONS — 110.7%
COMMON STOCKS — 110.7%
Automobiles & Components — 1.6%
General Motors Co.†		810	$	33,202
Harley-Davidson, Inc.^(a)		95		4,834

				38,036

Capital Goods — 9.7%
3M Co.†		2		471
Acuity Brands, Inc.		23		4,048
Allegion PLC (Ireland)		37		2,944
AMETEK, Inc.†		58		4,203
Boeing Co. (The)†		175		51,609
Caterpillar, Inc.†		259		40,813
Cummins, Inc.†		95		16,781
Eaton Corp. PLC (Ireland)		121		9,560
Fortune Brands Home & Security, Inc.		83		5,681
Honeywell International, Inc.†		84		12,882
Ingersoll-Rand PLC (Ireland)†		148		13,200
Jacobs Engineering Group, Inc.†		67		4,419
Johnson Controls International PLC (Ireland)		507		19,322
L3 Technologies, Inc.†		42		8,310
Masco Corp.		171		7,514
Pentair PLC (Ireland)		101		7,133
Rockwell Collins, Inc.†		88		11,935
TransDigm Group, Inc.^(a)		3		824
United Technologies Corp.		12		1,531
WW Grainger, Inc.^(a)		32		7,560

				230,740

Commercial & Professional Services — 0.7%
Cintas Corp.		8		1,247
Nielsen Holdings PLC (United Kingdom)		195		7,098
Robert Half International, Inc.†		74		4,110
Stericycle, Inc.*		1		68
Waste Management, Inc.†		42		3,625

				16,148

Consumer Durables & Apparel — 1.2%
Garmin Ltd. (Switzerland)		104		6,195
Hanesbrands, Inc.^(a)		200		4,182
Michael Kors Holdings Ltd. (British Virgin Islands)*		94		5,917
Ralph Lauren Corp.^(a)		47		4,873
Whirlpool Corp.		39		6,577

				27,744


	Number of Shares		Value
COMMON STOCKS — (Continued)
Consumer Services — 4.2%
Carnival Corp. (Panama)		392	$	26,017
Hilton Worldwide Holdings, Inc.†		180		14,375
Marriott International, Inc., Class A†		166		22,531
McDonald’s Corp.†		83		14,286
Royal Caribbean Cruises Ltd. (Liberia)†		117		13,956
Wyndham Worldwide Corp.†		62		7,184
Yum! Brands, Inc.		10		816

				99,165

Diversified Financials — 3.4%
BlackRock, Inc.†		44		22,603
Franklin Resources, Inc.†		308		13,346
Invesco Ltd. (Bermuda)†		223		8,148
Moody’s Corp.†		100		14,761
Nasdaq, Inc.†		93		7,145
S&P Global, Inc.		13		2,202
T Rowe Price Group, Inc.†		133		13,956

				82,161

Energy — 5.2%
Apache Corp.		209		8,824
ConocoPhillips†		678		37,215
Marathon Petroleum Corp.†		268		17,683
Phillips 66†		277		28,019
TechnipFMC PLC (United Kingdom)		256		8,015
Valero Energy Corp.†		258		23,713

				123,469

Food & Staples Retailing — 5.5%
CVS Health Corp.†		608		44,080
Kroger Co. (The)†		484		13,286
Sysco Corp.†		249		15,122
Walgreens Boots Alliance, Inc.†		560		40,667
Wal-Mart Stores, Inc.†		195		19,256

				132,411

Food, Beverage & Tobacco — 9.0%
Altria Group, Inc.†		621		44,346
Campbell Soup Co.^(a)		5		241
Coca-Cola Co. (The)†		1,148		52,670
Conagra Brands, Inc.†		251		9,455
Dr Pepper Snapple Group, Inc.†		101		9,803
General Mills, Inc		210		12,451
Hormel Foods Corp.		288		10,480
Kellogg Co.†		128		8,701
Kraft Heinz Co. (The)		1		78


	Number of Shares		Value
COMMON STOCKS — (Continued)
Food, Beverage & Tobacco — (Continued)
Molson Coors Brewing Co., Class B†		119	$	9,766
PepsiCo, Inc.†		137		16,429
Philip Morris International, Inc.†		228		24,088
Tyson Foods, Inc., Class A		200		16,214

				214,722

Health Care Equipment & Services — 11.5%
Abbott Laboratories†		550		31,388
Aetna, Inc.†		201		36,258
AmerisourceBergen Corp.†		125		11,478
Anthem, Inc.†		151		33,977
Baxter International, Inc.†		2		129
Cardinal Health, Inc.		69		4,228
Centene Corp.†*		98		9,886
Cigna Corp.†		147		29,854
DaVita, Inc.*		35		2,529
Envision Healthcare Corp.*		67		2,316
Express Scripts Holding Co.†*		358		26,721
Humana, Inc.†		86		21,334
Laboratory Corp. of America Holdings†*		61		9,730
McKesson Corp.†		53		8,265
Quest Diagnostics, Inc.†		75		7,387
UnitedHealth Group, Inc.†		113		24,912
Universal Health Services, Inc., Class B		53		6,008
Varian Medical Systems, Inc.*		52		5,780
Zimmer Biomet Holdings, Inc.		29		3,499

				275,679

Household & Personal Products — 1.4%
Clorox Co. (The)†		72		10,709
Colgate-Palmolive Co.		12		905
Kimberly-Clark Corp.†		187		22,563

				34,177

Insurance — 2.0%
Aon PLC (United Kingdom)†		137		18,358
Marsh & McLennan Cos., Inc.†		280		22,789
Progressive Corp. (The)†		128		7,209

				48,356

Materials — 4.7%
Air Products & Chemicals, Inc.†		123		20,182
Ball Corp.†		192		7,267
Eastman Chemical Co.		79		7,319
Freeport-McMoRan, Inc.†*		791		14,997


	Number of Shares		Value
COMMON STOCKS — (Continued)
Materials — (Continued)
LyondellBasell Industries NV, Class A
(Netherlands)†		216	$	23,829
Newmont Mining Corp.†		294		11,031
Packaging Corp. of America		53		6,389
PPG Industries, Inc.†		141		16,472
Sealed Air Corp.		99		4,881

				112,367

Media — 5.0%
Comcast Corp., Class A†		151		6,048
Discovery Communications, Inc., Class A†^(a)*		312		6,983
Interpublic Group of Cos., Inc. (The)		213		4,294
News Corp., Class A†		319		5,171
Omnicom Group, Inc.†		126		9,177
Scripps Networks Interactive, Inc., Class A†		74		6,318
Time Warner, Inc.†		429		39,241
Twenty-First Century Fox, Inc., Class A†		1,048		36,187
Viacom, Inc., Class B†		220		6,778

				120,197

Pharmaceuticals, Biotechnology & Life Sciences — 13.3%
AbbVie, Inc.†		435		42,069
Amgen, Inc.†		224		38,954
Biogen, Inc.†*		112		35,680
Bristol-Myers Squibb Co.†		85		5,209
Celgene Corp.†*		370		38,613
Eli Lilly & Co.†		288		24,324
Gilead Sciences, Inc.†		714		51,151
Johnson & Johnson†		260		36,327
Merck & Co., Inc.†		790		44,453

				316,780

Real Estate — 2.0%
Alexandria Real Estate Equities, Inc., REIT		51		6,660
AvalonBay Communities, Inc., REIT		40		7,136
Digital Realty Trust, Inc., REIT		2		228
Essex Property Trust, Inc., REIT		9		2,172
Extra Space Storage, Inc., REIT		17		1,487
Kimco Realty Corp., REIT		16		290
Mid-America Apartment Communities, Inc., REIT		63		6,335
Realty Income Corp., REIT		53		3,022
Regency Centers Corp., REIT		92		6,365


	Number of Shares		Value
COMMON STOCKS — (Continued)
Real Estate — (Continued)
Weyerhaeuser Co., REIT†		412	$	14,527

				48,222

Retailing — 8.9%
Advance Auto Parts, Inc.		41		4,087
Amazon.com, Inc.*		1		1,169
AutoZone, Inc.†*		16		11,382
Best Buy Co., Inc.†		35		2,396
Dollar Tree, Inc.†*		8		858
Foot Locker, Inc.		71		3,328
Genuine Parts Co.		81		7,696
Home Depot, Inc. (The)†		204		38,664
Kohl’s Corp.^(a)		92		4,989
Lowe’s Cos., Inc.†		469		43,589
Nordstrom, Inc.^(a)		4		190
O’Reilly Automotive, Inc.†*		47		11,305
Priceline Group, Inc. (The)†*		27		46,919
Ross Stores, Inc.†		213		17,093
Signet Jewelers Ltd. (Bermuda)^(a)		33		1,866
Target Corp.†		145		9,461
TJX Cos., Inc. (The)		19		1,453
Tractor Supply Co.		69		5,158

				211,603

Semiconductors & Semiconductor Equipment — 5.9%
Analog Devices, Inc.		202		17,984
Applied Materials, Inc.†		571		29,190
Intel Corp.†		366		16,895
KLA-Tencor Corp.†		90		9,456
Lam Research Corp.†		105		19,327
Micron Technology, Inc.†*		707		29,072
QUALCOMM, Inc.		28		1,793
Skyworks Solutions, Inc.†		103		9,780
Texas Instruments, Inc.†		65		6,789

				140,286

Software & Services — 1.7%
Accenture PLC, Class A (Ireland)†		61		9,338
CA, Inc.†		226		7,521
Citrix Systems, Inc.*		55		4,840
Oracle Corp.†		358		16,926
Paychex, Inc.†		29		1,974
Total System Services, Inc.		14		1,107

				41,706

Technology Hardware & Equipment —7.0%
Apple, Inc.†		334		56,523


	Number of Shares		Value
COMMON STOCKS — (Continued)
Technology Hardware & Equipment — (Continued)
Cisco Systems, Inc.†		781	$	29,912
F5 Networks, Inc.†*		37		4,855
Harris Corp.†		67		9,491
Hewlett Packard Enterprise Co.†		849		12,192
HP, Inc.†		926		19,455
Juniper Networks, Inc.†		218		6,213
Motorola Solutions, Inc.†		2		181
NetApp, Inc.†		152		8,409
Seagate Technology PLC (Ireland)†		72		3,012
Western Digital Corp.†		162		12,884
Xerox Corp.		144		4,198

				167,325

Telecommunication Services — 2.8%
AT&T, Inc.†		359		13,958
CenturyLink, Inc.		301		5,021
Verizon Communications, Inc.†		922		48,801

				67,780

Transportation — 2.4%
Alaska Air Group, Inc.†		68		4,999
American Airlines Group, Inc.†		187		9,730
Delta Air Lines, Inc.†		415		23,240
Kansas City Southern		8		842
Norfolk Southern Corp.		17		2,463
Southwest Airlines Co.†		10		654
Union Pacific Corp.†		111		14,885

				56,813

Utilities — 1.6%
Duke Energy Corp.†		276		23,214
FirstEnergy Corp.†		245		7,502
NRG Energy, Inc.†		173		4,927
SCANA Corp		79		3,143

				38,786

TOTAL COMMON STOCKS (Cost $2,292,391)				2,644,673

TOTAL LONG POSITIONS - 110.7%				2,644,673

(Cost $2,292,391)


	Number of Shares			Value
SHORT POSITIONS — (50.3)%
COMMON STOCKS — (50.3)%
Automobiles & Components — (0.8)%
Aptiv PLC (Jersey)		(67	)	$	(5,684	)
Ford Motor Co.		(996	)		(12,440	)
Goodyear Tire & Rubber Co. (The)		(63	)		(2,036	)

					(20,160	)

Banks — (3.2)%
Bank of America Corp.		(401	)		(11,838	)
BB&T Corp.		(203	)		(10,093	)
Citigroup, Inc.		(111	)		(8,260	)
Citizens Financial Group, Inc.		(125	)		(5,247	)
Fifth Third Bancorp.		(187	)		(5,674	)
JPMorgan Chase & Co.		(8	)		(856	)
M&T Bank Corp.		(39	)		(6,669	)
Regions Financial Corp.		(310	)		(5,357	)
SunTrust Banks, Inc.		(113	)		(7,299	)
US Bancorp.		(10	)		(536	)
Wells Fargo & Co.		(219	)		(13,287	)
Zions Bancorporation		(14	)		(712	)

					(75,828	)

Capital Goods — (2.3)%
AO Smith Corp.		(44	)		(2,696	)
Arconic, Inc.		(120	)		(3,270	)
Flowserve Corp.		(34	)		(1,432	)
Fluor Corp.		(35	)		(1,808	)
Fortive Corp.		(87	)		(6,294	)
General Dynamics Corp.		(72	)		(14,648	)
Illinois Tool Works, Inc.		(32	)		(5,339	)
Northrop Grumman Corp.		(28	)		(8,593	)
Quanta Services, Inc.*		(39	)		(1,525	)
Raytheon Co.		(21	)		(3,945	)
Rockwell Automation, Inc.		(7	)		(1,374	)
Textron, Inc.		(5	)		(283	)
United Rentals, Inc.*		(22	)		(3,782	)

					(54,989	)

Commercial & Professional Services — (0.5)%
Equifax, Inc.		(25	)		(2,948	)
IHS Markit Ltd. (Bermuda)*		(100	)		(4,515	)
Verisk Analytics, Inc.*		(42	)		(4,032	)

					(11,495	)

Consumer Durables & Apparel — (1.7)%
Hasbro, Inc.		(30	)		(2,727	)
Leggett & Platt, Inc.		(34	)		(1,623	)
Mattel, Inc.		(86	)		(1,323	)


	Number of Shares			Value
COMMON STOCKS — (Continued)
Consumer Durables & Apparel — (Continued)
Mohawk Industries, Inc.*		(19	)	$	(5,242	)
Newell Brands, Inc.		(122	)		(3,770	)
NIKE, Inc., Class B		(190	)		(11,884	)
PVH Corp.		(20	)		(2,744	)
Tapestry, Inc.		(70	)		(3,096	)
Under Armour, Inc., Class C*		(110	)		(1,465	)
VF Corp.		(99	)		(7,326	)

					(41,200	)

Consumer Services — (1.6)%
Chipotle Mexican Grill, Inc.*		(8	)		(2,312	)
Darden Restaurants, Inc.		(31	)		(2,977	)
MGM Resorts International		(144	)		(4,808	)
Norwegian Cruise Line Holdings Ltd.
(Bermuda)*		(56	)		(2,982	)
Starbucks Corp.		(345	)		(19,813	)
Wynn Resorts Ltd.		(26	)		(4,383	)

					(37,275	)

Diversified Financials — (1.7)%
Affiliated Managers Group, Inc.		(14	)		(2,873	)
Ameriprise Financial, Inc.		(37	)		(6,270	)
Bank of New York Mellon Corp. (The)		(5	)		(269	)
Berkshire Hathaway, Inc., Class B*		(39	)		(7,731	)
CME Group, Inc.		(85	)		(12,414	)
Goldman Sachs Group, Inc. (The)		(2	)		(510	)
Intercontinental Exchange, Inc.		(148	)		(10,443	)
Leucadia National Corp.		(2	)		(53	)
Morgan Stanley		(10	)		(525	)
Synchrony Financial		(6	)		(232	)

					(41,320	)

Energy — (3.8)%
Anadarko Petroleum Corp.		(137	)		(7,349	)
Andeavor		(39	)		(4,459	)
Chesapeake Energy Corp.*		(226	)		(895	)
Chevron Corp.		(4	)		(501	)
Cimarex Energy Co.		(24	)		(2,928	)
Concho Resources, Inc.*		(37	)		(5,558	)
Devon Energy Corp.		(131	)		(5,423	)
EOG Resources, Inc.		(79	)		(8,525	)
EQT Corp.		(44	)		(2,504	)
Halliburton Co.		(155	)		(7,575	)
Helmerich & Payne, Inc.		(29	)		(1,875	)
Hess Corp.		(80	)		(3,798	)
Kinder Morgan, Inc.		(569	)		(10,282	)


	Number of Shares			Value
COMMON STOCKS — (Continued)
Energy — (Continued)
Marathon Oil Corp.		(211	)	$	(3,572	)
National Oilwell Varco, Inc.		(95	)		(3,422	)
Newfield Exploration Co.*		(50	)		(1,576	)
Occidental Petroleum Corp.		(67	)		(4,935	)
Pioneer Natural Resources Co.		(42	)		(7,260	)
Range Resources Corp.		(62	)		(1,058	)
Williams Cos., Inc. (The)		(207	)		(6,311	)

					(89,806	)

Food & Staples Retailing — (0.3)%
Costco Wholesale Corp.		(37	)		(6,886	)

Food, Beverage & Tobacco — (1.6)%
Archer-Daniels-Midland Co.		(141	)		(5,651	)
Brown-Forman Corp., Class B		(96	)		(6,592	)
Constellation Brands, Inc., Class A		(49	)		(11,200	)
Hershey Co. (The)		(54	)		(6,130	)
JM Smucker Co. (The)		(11	)		(1,367	)
McCormick & Co., Inc., non-voting shares		(33	)		(3,363	)
Mondelez International, Inc., Class A		(79	)		(3,381	)

					(37,684	)

Health Care Equipment & Services — (3.9)%
Align Technology, Inc.*		(20	)		(4,444	)
Becton Dickinson and Co.		(67	)		(14,266	)
Boston Scientific Corp.*		(189	)		(4,685	)
Cerner Corp.*		(87	)		(5,863	)
DENTSPLY SIRONA, Inc.		(58	)		(3,818	)
HCA Healthcare, Inc.*		(89	)		(7,818	)
Henry Schein, Inc.*		(40	)		(2,795	)
Hologic, Inc.*		(3	)		(128	)
IDEXX Laboratories, Inc.*		(22	)		(3,440	)
Intuitive Surgical, Inc.*		(27	)		(9,853	)
Medtronic PLC (Ireland)		(220	)		(17,765	)
Patterson Cos., Inc.		(24	)		(867	)
ResMed, Inc.		(36	)		(3,049	)
Stryker Corp.		(93	)		(14,400	)

					(93,191	)

Household & Personal Products — (0.7)%
Church & Dwight Co., Inc.		(18	)		(903	)
Coty, Inc., Class A		(190	)		(3,779	)
Estee Lauder Cos., Inc. (The), Class A		(94	)		(11,961	)
Procter & Gamble Co. (The)		(11	)		(1,011	)

					(17,654	)


	Number of Shares			Value
COMMON STOCKS — (Continued)
Insurance — (3.3)%
Aflac, Inc.		(100	)	$	(8,778	)
Allstate Corp. (The)		(1	)		(105	)
American International Group, Inc.		(227	)		(13,525	)
Assurant, Inc.		(16	)		(1,613	)
Chubb Ltd. (Switzerland)		(46	)		(6,722	)
Cincinnati Financial Corp.		(42	)		(3,149	)
Hartford Financial Services Group, Inc. (The)		(91	)		(5,121	)
Lincoln National Corp.		(55	)		(4,228	)
MetLife, Inc.		(262	)		(13,247	)
Prudential Financial, Inc.		(110	)		(12,648	)
Torchmark Corp.		(11	)		(998	)
Unum Group		(59	)		(3,239	)
Willis Towers Watson PLC (Ireland)		(33	)		(4,973	)

					(78,346	)

Materials — (2.6)%
Albemarle Corp.		(28	)		(3,581	)
CF Industries Holdings, Inc.		(2	)		(85	)
DowDuPont, Inc.		(315	)		(22,434	)
Ecolab, Inc.		(64	)		(8,588	)
FMC Corp.		(31	)		(2,934	)
International Paper Co.		(104	)		(6,026	)
Martin Marietta Materials, Inc.		(17	)		(3,758	)
Mosaic Co. (The)		(91	)		(2,335	)
Sherwin-Williams Co. (The)		(18	)		(7,381	)
Vulcan Materials Co.		(35	)		(4,493	)

					(61,615	)

Media — (1.1)%
Charter Communications, Inc., Class A*		(47	)		(15,790	)
DISH Network Corp., Class A*		(58	)		(2,770	)
Walt Disney Co. (The)		(71	)		(7,633	)

					(26,193	)

Pharmaceuticals, Biotechnology & Life Sciences — (3.3)%
Agilent Technologies, Inc.		(80	)		(5,358	)
Alexion Pharmaceuticals, Inc.*		(56	)		(6,697	)
Illumina, Inc.*		(37	)		(8,084	)
Incyte Corp.*		(54	)		(5,114	)
IQVIA Holdings, Inc.*		(32	)		(3,133	)
Mettler-Toledo International, Inc.*		(7	)		(4,337	)
Mylan NV (Netherlands)*		(66	)		(2,792	)
PerkinElmer, Inc.		(28	)		(2,047	)
Perrigo Co. PLC (Ireland)		(36	)		(3,138	)


	Number of Shares			Value
COMMON STOCKS — (Continued)
Pharmaceuticals, Biotechnology & Life Sciences — (Continued)
Pfizer, Inc.		(153	)	$	(5,542	)
Thermo Fisher Scientific, Inc.		(99	)		(18,798	)
Vertex Pharmaceuticals, Inc.*		(65	)		(9,741	)
Waters Corp.*		(1	)		(193	)
Zoetis, Inc.		(64	)		(4,611	)

					(79,585	)

Real Estate — (2.8)%
American Tower Corp., REIT		(49	)		(6,991	)
Apartment Investment & Management Co., Class A, REIT		(11	)		(481	)
CBRE Group, Inc., Class A*		(85	)		(3,681	)
Crown Castle International Corp., REIT		(101	)		(11,212	)
Equinix, Inc., REIT		(19	)		(8,611	)
Equity Residential, REIT		(38	)		(2,423	)
GGP, Inc., REIT		(11	)		(257	)
HCP, Inc., REIT		(118	)		(3,077	)
Host Hotels & Resorts, Inc., REIT		(184	)		(3,652	)
Iron Mountain, Inc., REIT		(67	)		(2,528	)
Macerich Co. (The), REIT		(38	)		(2,496	)
Prologis, Inc., REIT		(133	)		(8,580	)
SBA Communications Corp., REIT*		(31	)		(5,064	)
SL Green Realty Corp., REIT		(27	)		(2,725	)
UDR, Inc., REIT		(67	)		(2,581	)
Vornado Realty Trust, REIT		(14	)		(1,095	)
Welltower, Inc., REIT		(17	)		(1,084	)

					(66,538	)

Retailing — (1.8)%
CarMax, Inc.*		(46	)		(2,950	)
Gap, Inc. (The)		(97	)		(3,304	)
L Brands, Inc.		(72	)		(4,336	)
LKQ Corp.*		(77	)		(3,132	)
Macy’s, Inc.		(76	)		(1,914	)
Netflix, Inc.*		(107	)		(20,540	)
Tiffany & Co.		(32	)		(3,326	)
TripAdvisor, Inc.*		(38	)		(1,309	)
Ulta Beauty, Inc.*		(15	)		(3,355	)

					(44,166	)

Semiconductors & Semiconductor Equipment — (1.6)%
Advanced Micro Devices, Inc.*		(264	)		(2,714	)
Broadcom Ltd. (Singapore)		(16	)		(4,110	)
Microchip Technology, Inc.		(65	)		(5,712	)


	Number of Shares			Value
COMMON STOCKS — (Continued)
Semiconductors & Semiconductor Equipment — (Continued)
NVIDIA Corp.		(102	)	$	(19,737	)
Qorvo, Inc.*		(33	)		(2,198	)
Xilinx, Inc.		(62	)		(4,180	)

					(38,651	)

Software & Services — (6.8)%
Activision Blizzard, Inc.		(189	)		(11,967	)
Adobe Systems, Inc.*		(46	)		(8,061	)
Akamai Technologies, Inc.*		(43	)		(2,797	)
Alliance Data Systems Corp.		(15	)		(3,802	)
ANSYS, Inc.*		(22	)		(3,247	)
Autodesk, Inc.*		(54	)		(5,661	)
Automatic Data Processing, Inc.		(111	)		(13,008	)
Cadence Design Systems, Inc.*		(71	)		(2,969	)
CSRA, Inc.		(41	)		(1,227	)
DXC Technology Co.		(71	)		(6,738	)
Facebook, Inc., Class A*		(51	)		(8,999	)
Fidelity National Information Services, Inc.		(84	)		(7,904	)
Fiserv, Inc.*		(52	)		(6,819	)
Gartner, Inc.*		(23	)		(2,832	)
Global Payments, Inc.		(5	)		(501	)
International Business Machines Corp.		(70	)		(10,739	)
Intuit, Inc.		(63	)		(9,940	)
Microsoft Corp.		(42	)		(3,593	)
PayPal Holdings, Inc.*		(265	)		(19,509	)
Red Hat, Inc.*		(44	)		(5,284	)
salesforce.com, Inc.*		(179	)		(18,299	)
Synopsys, Inc.*		(38	)		(3,239	)
VeriSign, Inc.*		(35	)		(4,005	)
Western Union Co. (The)		(118	)		(2,243	)

					(163,383	)

Technology Hardware & Equipment — (1.1)%
Amphenol Corp., Class A		(80	)		(7,024	)
Corning, Inc.		(226	)		(7,230	)
TE Connectivity Ltd. (Switzerland)		(121	)		(11,500	)

					(25,754	)

Transportation — (1.5)%
CH Robinson Worldwide, Inc.		(35	)		(3,118	)
CSX Corp.		(57	)		(3,136	)
FedEx Corp.		(66	)		(16,470	)
JB Hunt Transport Services, Inc.		(28	)		(3,219	)


	Number of Shares			Value
COMMON STOCKS — (Continued)
Transportation — (Continued)
United Parcel Service, Inc., Class B		(84	)	$	(10,009	)

					(35,952	)

Utilities — (2.3)%
Alliant Energy Corp.		(58	)		(2,471	)
American Electric Power Co., Inc.		(122	)		(8,976	)
American Water Works Co., Inc.		(16	)		(1,464	)
CMS Energy Corp.		(69	)		(3,264	)
Consolidated Edison, Inc.		(16	)		(1,359	)
Dominion Energy, Inc.		(72	)		(5,836	)
Edison International		(81	)		(5,122	)
Entergy Corp.		(44	)		(3,581	)
Eversource Energy		(30	)		(1,895	)
NextEra Energy, Inc.		(7	)		(1,093	)
NiSource, Inc.		(46	)		(1,181	)
PPL Corp.		(170	)		(5,262	)
Public Service Enterprise Group, Inc.		(125	)		(6,438	)
Sempra Energy		(18	)		(1,925	)
WEC Energy Group, Inc.		(78	)		(5,182	)

					(55,049	)

TOTAL COMMON STOCK (Proceeds $1,170,908)					(1,202,720	)

TOTAL SECURITES SOLD SHORT - (50.3)%					(1,202,720	)

(Proceeds $1,170,908)

OTHER ASSETS IN EXCESS OF LIABILITIES - 39.6%					946,929

NET ASSETS - 100.0%				$	2,388,882


	Number of Shares		Value
LONG POSITIONS — 172.9%
COMMON STOCKS — 172.9%
Automobiles & Components — 3.9%
BorgWarner, Inc.†^(a)		31,040	$	1,585,834
Cooper Tire & Rubber Co.		350		12,372
Dana, Inc.†		74,907		2,397,773
Delphi Technologies PLC (Jersey)†*		7,281		382,034
Fiat Chrysler Automobiles NV (Netherlands)		12,292		219,289
General Motors Co.†^(b)		386,511		15,843,086
Gentex Corp.^(a)		106,415		2,229,394
Harley-Davidson, Inc.^(a)		55,207		2,808,932
Lear Corp.†^(a)(b)		19,875		3,511,118
Magna International, Inc. (Canada)		355		20,118
Modine Manufacturing Co.*		9,407		190,021
Standard Motor Products, Inc.^(a)		7,713		346,391
Thor Industries, Inc.^(a)		5,131		773,344
Visteon Corp.^(a)*		23,224		2,906,251
Winnebago Industries, Inc.^(a)		48,747		2,710,333

				35,936,290

Capital Goods — 23.9%
3M Co.†		8,417		1,981,109
Acuity Brands, Inc.^(a)		25,309		4,454,384
Allegion PLC (Ireland)^(a)		29,665		2,360,147
Allison Transmission Holdings, Inc.^(a)(b)		125,662		5,412,262
AMETEK, Inc.†		70,272		5,092,612
Applied Industrial Technologies, Inc.^(a)		4,058		276,350
Arconic, Inc.^(b)		206,099		5,616,198
Argan, Inc.†^(a)		39,259		1,766,655
Barnes Group, Inc.†^(a)		6,046		382,530
Beacon Roofing Supply, Inc.*		16,252		1,036,228
Blue Bird Corp.*		60		1,194
Boeing Co. (The)^(b)		42,984		12,676,411
BWX Technologies, Inc.†		48,069		2,907,694
Carlisle Cos., Inc.		1,653		187,863
Caterpillar, Inc.†		61,479		9,687,861
Continental Building Products, Inc.†*		32,906		926,304
Crane Co.^(b)		25,012		2,231,571
CSW Industrials, Inc.*		840		38,598
Cummins, Inc.^(b)		64,775		11,441,856
Curtiss-Wright Corp.†		9,154		1,115,415
Deere & Co.^(a)		16,870		2,640,324
Dover Corp.†		3,260		329,227
Eaton Corp. PLC (Ireland)†		148,601		11,740,965


	Number of Shares		Value
COMMON STOCKS — (Continued)
Capital Goods — (Continued)
EMCOR Group, Inc.†		42,735	$	3,493,586
Emerson Electric Co.†		6,633		462,254
Engility Holdings, Inc.*		7,671		217,626
Fastenal Co.^(a)		14,361		785,403
Flowserve Corp.^(a)		47,196		1,988,367
Fortune Brands Home & Security, Inc.^(a)(b)		50,833		3,479,011
Generac Holdings, Inc.^(a)*		45,628		2,259,499
General Dynamics Corp.		6,507		1,323,849
General Electric Co.†		128,942		2,250,038
Gibraltar Industries, Inc.†^(a)*		51,912		1,713,096
GMS, Inc.*		22,664		853,073
Gorman-Rupp Co. (The)		4,227		131,925
Graco, Inc.^(a)		18,144		820,472
Harsco Corp.^(b)*		84,246		1,571,188
HD Supply Holdings, Inc.*		81,923		3,279,378
Hillenbrand, Inc.†		60,251		2,693,220
Honeywell International, Inc.†		27,482		4,214,640
Hubbell, Inc.†		885		119,776
Huntington Ingalls Industries, Inc.†		13,426		3,164,508
IDEX Corp.^(a)		6,830		901,355
Illinois Tool Works, Inc.†		15,409		2,570,992
Ingersoll-Rand PLC (Ireland)†		115,036		10,260,061
Jacobs Engineering Group, Inc.†^(b)		59,316		3,912,483
Johnson Controls International PLC (Ireland)†^(a)(b)		170,018		6,479,386
KBR, Inc.^(a)		14,281		283,192
L3 Technologies, Inc.†^(b)		33,177		6,564,069
Lindsay Corp.^(a)		1,797		158,495
Lockheed Martin Corp.		906		290,871
Masco Corp.†^(b)		167,239		7,348,482
Meritor, Inc.^(a)*		32,807		769,652
Moog, Inc., Class A†*		2,973		258,205
MSC Industrial Direct Co., Inc., Class A^(a)		1,304		126,045
Mueller Industries, Inc.		17,999		637,705
Mueller Water Products, Inc., Class A†		82,354		1,031,896
Navistar International Corp.^(a)*		17,694		758,719
Nexeo Solutions, Inc.*		236		2,148
NN, Inc.^(a)		1,288		35,549
Oshkosh Corp.†		2,026		184,143
PACCAR, Inc.^(b)		40,794		2,899,638
Parker-Hannifin Corp.^(a)		2,186		436,282


	Number of Shares		Value

COMMON STOCKS — (Continued)
Capital Goods — (Continued)
Pentair PLC (Ireland)†^(a)		94,406	$	6,666,952
Primoris Services Corp.^(a)		39,675		1,078,763
Raytheon Co.†		1,011		189,916
Regal Beloit Corp.†		6,424		492,078
Rexnord Corp.†*		46,355		1,206,157
Rockwell Automation, Inc.†		12,285		2,412,160
Rockwell Collins, Inc.†		76,599		10,388,356
Rush Enterprises, Inc., Class A†*		5,837		296,578
Snap-on, Inc.^(a)		16,974		2,958,568
Spirit AeroSystems Holdings, Inc., Class A†		15,707		1,370,436
SPX Corp.†*		25,611		803,929
SPX FLOW, Inc.^(a)*		25,604		1,217,470
Stanley Black & Decker, Inc.†		1,131		191,919
Terex Corp.^(a)		20,546		990,728
Textainer Group Holdings Ltd. (Bermuda)^(a)*		32,782		704,813
Textron, Inc.†		63,230		3,578,186
Toro Co. (The)		1,923		125,437
TPI Composites, Inc.^(a)*		4,842		99,067
TransDigm Group, Inc.^(a)		18,777		5,156,540
Trex Co., Inc.^(a)*		17,202		1,864,525
TriMas Corp.^(a)*		17,920		479,360
United Technologies Corp.†		26,096		3,329,067
Universal Forest Products, Inc.		17,395		654,400
Valmont Industries, Inc.^(a)		1,234		204,659
Wabash National Corp.^(a)		29,376		637,459
Watsco, Inc.^(a)		9,981		1,697,169
Watts Water Technologies, Inc., Class A		4,503		342,003
Welbilt, Inc.^(a)*		7,583		178,276
Woodward, Inc.^(a)		10,568		808,875
WW Grainger, Inc.^(a)		21,197		5,007,791
Xylem, Inc.		5,017		342,159

				220,507,831

Commercial & Professional Services — 3.1%
CBIZ, Inc.*		1,590		24,566
Cintas Corp.		8,331		1,298,220
Copart, Inc.*		42,248		1,824,691
Deluxe Corp.^(a)		22,223		1,707,615
ICF International, Inc.†*		6,140		322,350
Kelly Services, Inc., Class A†		5,028		137,114
Korn/Ferry International†		16,374		677,556
ManpowerGroup, Inc.†		14,162		1,785,970


	Number of Shares		Value

COMMON STOCKS — (Continued)
Commercial & Professional Services — (Continued)
Matthews International Corp., Class A		2,002	$	105,706
Navigant Consulting, Inc.*		10,943		212,404
Nielsen Holdings PLC (United
Kingdom)^(a)		116,947		4,256,871
Quad/Graphics, Inc.†^(a)		39,139		884,541
Republic Services, Inc.†		20,224		1,367,345
Robert Half International, Inc.†^(a)		74,586		4,142,506
RPX Corp.		15,199		204,275
SP Plus Corp.†*		19,784		733,986
Stericycle, Inc.^(a)*		37,292		2,535,483
Tetra Tech, Inc.†^(a)		37,074		1,785,113
TransUnion*		194		10,662
TriNet Group, Inc.^(a)*		26,826		1,189,465
Viad Corp.		2,621		145,203
Waste Management, Inc.†^(b)		35,441		3,058,558

				28,410,200

Consumer Durables & Apparel — 4.9%
Acushnet Holdings Corp.		777		16,379
Callaway Golf Co.		44,730		623,089
Cavco Industries, Inc.†*		9,156		1,397,206
Crocs, Inc.^(a)*		116,975		1,478,564
DR Horton, Inc.†		51,680		2,639,298
Ethan Allen Interiors, Inc.^(a)		27,015		772,629
Garmin Ltd. (Switzerland)^(a)		90,564		5,394,897
Gildan Activewear, Inc. (Canada)†		37,145		1,199,784
Hanesbrands, Inc.^(a)		171,485		3,585,751
Johnson Outdoors, Inc., Class A		2,683		166,587
La-Z-Boy, Inc.		2,409		75,161
Michael Kors Holdings Ltd. (British Virgin Islands)†*		66,272		4,171,822
Oxford Industries, Inc.^(a)		7,197		541,142
PulteGroup, Inc.^(a)(b)		81,277		2,702,460
Ralph Lauren Corp.†^(a)(b)		56,056		5,812,447
Tapestry, Inc.^(a)(b)		55,858		2,470,599
TopBuild Corp.^(b)*		37,336		2,827,829
Tupperware Brands Corp.		19,734		1,237,322
Whirlpool Corp.^(a)		39,370		6,639,357
Wolverine World Wide, Inc.^(a)		16,516		526,530
ZAGG, Inc.^(a)*		52,008		959,548

				45,238,401

Consumer Services — 7.0%
Adtalem Global Education, Inc.^(a)*		24,892		1,046,709
Aramark		70,047		2,993,809


	Number of Shares		Value

COMMON STOCKS — (Continued)
Consumer Services — (Continued)
BJ’s Restaurants, Inc.		1,444	$	52,562
Boyd Gaming Corp.^(a)		118,920		4,168,146
Brinker International, Inc.^(a)		30,139		1,170,599
Capella Education Co.†		2,067		159,986
Carnival Corp. (Panama)		120,327		7,986,103
Choice Hotels International, Inc.^(a)		4,406		341,906
Churchill Downs, Inc.^(a)		2,319		539,631
Cracker Barrel Old Country Store, Inc.^(a)		914		145,225
DineEquity, Inc.^(a)		31,351		1,590,436
Eldorado Resorts, Inc.^(a)*		13,813		457,901
Graham Holdings Co., Class B†		907		506,423
Grand Canyon Education, Inc.*		1,527		136,712
Hilton Worldwide Holdings, Inc.†		47,121		3,763,083
Marriott International, Inc., Class A^(b)		45,091		6,120,201
McDonald’s Corp.†		17,004		2,926,728
Regis Corp.*		932		14,316
Restaurant Brands International, Inc. (Canada)^(a)		13,337		819,959
Royal Caribbean Cruises Ltd. (Liberia)†^(a)		95,397		11,378,954
Sonic Corp.		65,221		1,792,273
Speedway Motorsports, Inc.		11		208
Stars Group, Inc. (The) (Canada)*		6,257		145,788
Weight Watchers International, Inc.^(a)*		20,614		912,788
Wyndham Worldwide Corp.†^(a)		60,565		7,017,667
Yum! Brands, Inc.†^(a)		100,710		8,218,943

				64,407,056

Energy — 4.0%
Archrock, Inc.†		121,667		1,277,504
CVR Energy, Inc.^(a)		98,673		3,674,583
Delek US Holdings, Inc.†		18,559		648,451
Diamond Offshore Drilling, Inc.^(a)*		79,956		1,486,382
Dril-Quip, Inc.^(a)*		42,419		2,023,386
Exterran Corp.†*		48,507		1,525,060
Exxon Mobil Corp.†		9,409		786,969
Fairmount Santrol Holdings, Inc.*		156,163		816,732
HollyFrontier Corp.^(a)		92,039		4,714,238
Imperial Oil Ltd. (Canada)†^(a)		18,561		578,918
Marathon Petroleum Corp.†		28,519		1,881,684
McDermott International, Inc.
(Panama)†^(a)*		237,078		1,559,973
Oceaneering International, Inc.^(a)		5,192		109,759


	Number of Shares		Value

COMMON STOCKS — (Continued)
Energy — (Continued)
Par Pacific Holdings, Inc.*		750	$	14,460
Rowan Cos. PLC, Class A (United Kingdom)†*		32,818		513,930
RPC, Inc.^(a)		24,113		615,605
Schlumberger Ltd. (Curacao)†		20,624		1,389,851
Ship Finance International Ltd. (Bermuda)		116,236		1,801,658
Superior Energy Services, Inc.*		61,046		587,873
TechnipFMC PLC (United Kingdom)^(a)		109,185		3,418,582
TransCanada Corp. (Canada)†		63,676		3,097,201
Transocean Ltd. (Switzerland)^(a)*		295,427		3,155,160
Valero Energy Corp.†		11,856		1,089,685

				36,767,644

Food & Staples Retailing — 5.3%
CVS Health Corp.†^(a)		222,674		16,143,865
Kroger Co. (The)†^(a)(b)		424,266		11,646,102
SpartanNash Co.		3,993		106,533
Sysco Corp.†^(b)		72,495		4,402,621
United Natural Foods, Inc.^(a)*		6,864		338,189
Walgreens Boots Alliance, Inc.†		137,547		9,988,663
Wal-Mart Stores, Inc.†		66,211		6,538,336
Weis Markets, Inc.^(a)		1,718		71,108

				49,235,417

Food, Beverage & Tobacco — 11.2%
Altria Group, Inc.†		139,513		9,962,623
Brown-Forman Corp., Class B†		26,521		1,821,197
Campbell Soup Co.^(a)		56,867		2,735,871
Coca-Cola Co. (The)†^(b)		286,417		13,140,812
Conagra Brands, Inc.†		131,948		4,970,481
Constellation Brands, Inc., Class A†		14,162		3,237,008
Dr Pepper Snapple Group, Inc.†		64,439		6,254,449
Flowers Foods, Inc.^(a)		89,980		1,737,514
General Mills, Inc.†^(a)		104,178		6,176,714
Hormel Foods Corp.^(a)		155,959		5,675,348
Ingredion, Inc.†		15,854		2,216,389
JM Smucker Co. (The)^(a)		23,785		2,955,048
Kellogg Co.^(a)		71,070		4,831,339
Kraft Heinz Co. (The)†		60,367		4,694,138
Molson Coors Brewing Co., Class B†^(b)		65,610		5,384,613
Mondelez International, Inc., Class A†		39,967		1,710,588
PepsiCo, Inc.†		42,523		5,099,358
Philip Morris International, Inc.†		49,885		5,270,350


	Number of Shares		Value

COMMON STOCKS — (Continued)
Food, Beverage & Tobacco — (Continued)
Sanderson Farms, Inc.^(a)		32,974	$	4,576,132
Tyson Foods, Inc., Class A^(b)		134,537		10,906,915

				103,356,887

Health Care Equipment & Services — 13.2%
Abbott Laboratories†^(a)		189,108		10,792,394
Amedisys, Inc.^(a)*		21,792		1,148,656
AmerisourceBergen Corp.†^(a)		77,788		7,142,494
AMN Healthcare Services, Inc.^(a)*		33,435		1,646,674
Analogic Corp.†^(a)		8,248		690,770
AngioDynamics, Inc.^(a)*		8,795		146,261
Anika Therapeutics, Inc.†^(a)*		11,404		614,790
Baxter International, Inc.		5,028		325,010
Becton Dickinson and Co.		558		119,546
Boston Scientific Corp.†*		112,016		2,776,877
Brookdale Senior Living, Inc.*		6,606		64,078
Cardinal Health, Inc.†		97,033		5,945,212
Cerner Corp.†*		37,297		2,513,445
Civitas Solutions, Inc.*		56		958
Community Health Systems, Inc.^(a)*		23,731		101,094
CONMED Corp.^(a)		15,182		773,827
Cooper Cos., Inc. (The)†^(a)		8,822		1,922,137
Cotiviti Holdings, Inc.^(b)*		78,821		2,538,824
Danaher Corp.†		36,669		3,403,617
DaVita, Inc.^(b)*		31,082		2,245,674
Edwards Lifesciences Corp.*		12,300		1,386,333
Envision Healthcare Corp.^(a)*		29,399		1,016,029
Express Scripts Holding Co.†^(b)*		180,742		13,490,583
Globus Medical, Inc., Class A†^(a)*		71,823		2,951,925
Haemonetics Corp.*		6,798		394,828
Halyard Health, Inc.†*		13,475		622,276
HealthSouth Corp.*		105		5,188
Hill-Rom Holdings, Inc.†^(a)		20,933		1,764,443
ICU Medical, Inc.^(a)*		12,797		2,764,152
IDEXX Laboratories, Inc.*		1,805		282,266
Integer Holdings Corp.†^(a)*		45,982		2,082,985
Integra LifeSciences Holdings Corp.^(a)*		21,984		1,052,154
Intuitive Surgical, Inc.*		4,086		1,491,145
Laboratory Corp. of America Holdings†*		31,735		5,062,050
LifePoint Health, Inc.^(a)*		34,178		1,702,064
McKesson Corp.†		24,288		3,787,714
MEDNAX, Inc.^(a)*		20,744		1,108,559
Medtronic PLC (Ireland)†		48,113		3,885,125


	Number of Shares		Value

COMMON STOCKS — (Continued)
Health Care Equipment & Services — (Continued)
Meridian Bioscience, Inc.†^(a)		47,131	$	659,834
National HealthCare Corp.		189		11,518
Patterson Cos., Inc.^(a)		25,636		926,229
Quality Systems, Inc.^(a)*		35,798		486,137
Quest Diagnostics, Inc.†		68,244		6,721,352
ResMed, Inc.		2,203		186,572
Select Medical Holdings Corp.†*		2,064		36,430
STERIS PLC (United Kingdom)†		8,294		725,476
Teleflex, Inc.^(a)		5,406		1,345,121
Tenet Healthcare Corp.^(a)*		95,349		1,445,491
Tivity Health, Inc.^(a)*		47,771		1,746,030
Universal Health Services, Inc., Class B†^(a)		29,615		3,356,860
Varian Medical Systems, Inc.†^(a)*		38,848		4,317,955
Zimmer Biomet Holdings, Inc.†^(b)		85,283		10,291,100

				122,018,262

Household & Personal Products — 2.5%
Avon Products, Inc.*		330,240		710,016
Central Garden & Pet Co., Class A†*		23,704		893,878
Clorox Co. (The)^(a)(b)		43,793		6,513,771
Colgate-Palmolive Co.†		13,221		997,524
Edgewell Personal Care Co.^(a)*		38,633		2,294,414
Energizer Holdings, Inc.^(a)		2,877		138,038
Estee Lauder Cos., Inc. (The), Class A†^(b)		29,738		3,783,863
Kimberly-Clark Corp.†		56,523		6,820,065
Procter & Gamble Co. (The)†		6,913		635,166
Spectrum Brands Holdings, Inc.		2,436		273,806

				23,060,541

Materials — 5.9%
Boise Cascade Co.^(a)		23,642		943,316
Chemours Co. (The)†^(a)		97,502		4,880,950
Crown Holdings, Inc.†*		34,587		1,945,519
Domtar Corp.†^(a)		69,797		3,456,347
FMC Corp.†		13,932		1,318,803
FutureFuel Corp.		11,759		165,684
Greif, Inc., Class A^(a)		11,011		667,046
Ingevity Corp.*		4,544		320,216
KapStone Paper and Packaging Corp.		6,566		148,983
Kraton Corp.*		1,484		71,484
Kronos Worldwide, Inc.^(a)		45,803		1,180,343
Louisiana-Pacific Corp.†*		77,484		2,034,730


	Number of Shares		Value
COMMON STOCKS — (Continued)
Materials — (Continued)
LyondellBasell Industries NV, Class A (Netherlands)†		39,456	$	4,352,786
Methanex Corp. (Canada)†		62,845		3,805,265
Minerals Technologies, Inc.†		16,060		1,105,731
Monsanto Co.†		11,632		1,358,385
Norbord, Inc. (Canada)		1,424		48,145
Olin Corp.		8,016		285,209
Packaging Corp. of America†^(b)		31,149		3,755,012
PolyOne Corp.		49,802		2,166,387
PPG Industries, Inc.^(b)		30,085		3,514,530
Scotts Miracle-Gro Co. (The)^(a)		25,649		2,744,187
Sealed Air Corp.^(a)		49,768		2,453,562
Stepan Co.		3,913		309,010
Tronox Ltd., Class A (Australia)†^(b)		182,965		3,752,612
Westlake Chemical Corp.^(a)(b)		68,327		7,278,875
WR Grace & Co.		4,453		312,289

				54,375,406

Media — 8.7%
Comcast Corp., Class A†		169,135		6,773,857
Discovery Communications, Inc., Class A^(a)*		351,754		7,872,255
DISH Network Corp., Class A†*		90,654		4,328,728
Entravision Communications Corp., Class A		12,528		89,575
Gannett Co., Inc.^(a)		84,871		983,655
Interpublic Group of Cos., Inc. (The)†^(a)		226,059		4,557,349
Live Nation Entertainment, Inc.*		3,819		162,575
Loral Space & Communications, Inc.*		826		36,385
MSG Networks, Inc., Class A†^(a)*		103,391		2,093,668
News Corp., Class A^(a)(b)		240,917		3,905,265
Nexstar Media Group, Inc., Class A^(a)		17,410		1,361,462
Omnicom Group, Inc.^(a)		113,826		8,289,948
Scripps Networks Interactive, Inc., Class A		41,115		3,510,399
Shaw Communications, Inc., Class B (Canada)		28,135		642,322
Time Warner, Inc.†		165,388		15,128,040
Twenty-First Century Fox, Inc., Class A^(a)(b)		385,037		13,295,328
Viacom, Inc., Class B^(a)		177,695		5,474,783
Walt Disney Co. (The)†^(b)		13,244		1,423,862

				79,929,456


	Number of Shares		Value
COMMON STOCKS — (Continued)
Pharmaceuticals, Biotechnology & Life Sciences — 9.8%
AbbVie, Inc.†		37,089	$	3,586,877
Acorda Therapeutics, Inc.^(a)*		2,578		55,298
Agilent Technologies, Inc.†		60,850		4,075,124
Akorn, Inc.†*		11,329		365,134
Amgen, Inc.†		40,269		7,002,779
Biogen, Inc.†*		19,099		6,084,368
Bioverativ, Inc.†*		6,957		375,121
Bluebird Bio, Inc.^(a)*		4,820		858,442
Bristol-Myers Squibb Co.†		39,748		2,435,757
Catalent, Inc.*		14,613		600,302
Celgene Corp.*		28,467		2,970,816
Eli Lilly & Co.†^(a)(b)		60,195		5,084,070
Emergent BioSolutions, Inc.†*		406		18,867
Endo International PLC (Ireland)†*		55,602		430,916
Exact Sciences Corp.^(a)*		67,463		3,544,506
Exelixis, Inc.^(b)*		69,120		2,101,248
Gilead Sciences, Inc.^(a)		125,561		8,995,190
Innoviva, Inc.^(a)*		129,250		1,834,058
Ionis Pharmaceuticals, Inc.^(a)*		28,114		1,414,134
Jazz Pharmaceuticals PLC (Ireland)†*		3,281		441,787
Johnson & Johnson†^(a)(b)		49,400		6,902,168
Ligand Pharmaceuticals, Inc.†^(a)*		13,996		1,916,472
Medpace Holdings, Inc.*		43		1,559
Merck & Co., Inc.†		186,735		10,507,578
Mettler-Toledo International, Inc.*		2,925		1,812,096
Mylan NV (Netherlands)†*		108,692		4,598,759
Myriad Genetics, Inc.^(a)*		28,487		978,386
PerkinElmer, Inc.†^(a)		47,192		3,450,679
Pfizer, Inc.†		13,157		476,547
Phibro Animal Health Corp., Class A†		7,185		240,698
PRA Health Sciences, Inc.†^(a)*		12,539		1,141,927
Prestige Brands Holdings, Inc.†^(a)*		26,802		1,190,277
Repligen Corp.†*		2,310		83,807
Supernus Pharmaceuticals, Inc.^(a)*		22,594		900,371
Vertex Pharmaceuticals, Inc.†*		1,476		221,193
Waters Corp.†^(a)(b)*		17,756		3,430,282

				90,127,593

Retailing — 15.5%
Abercrombie & Fitch Co., Class A^(a)		26,537		462,540
Advance Auto Parts, Inc.^(a)(b)		58,676		5,849,410
Amazon.com, Inc.^(b)*		9,457		11,059,678
Asbury Automotive Group, Inc.†*		15,020		961,280
AutoNation, Inc.*		8,340		428,092


	Number of Shares		Value

COMMON STOCKS — (Continued)
Retailing — (Continued)
AutoZone, Inc.†^(b)*		11,158	$	7,937,466
Bed Bath & Beyond, Inc.^(a)		83,573		1,837,770
Best Buy Co., Inc.^(a)		36,238		2,481,216
CarMax, Inc.^(b)*		32,450		2,081,018
Chico’s FAS, Inc.^(a)		145,690		1,284,986
Dollar General Corp.†		26,631		2,476,949
Dollar Tree, Inc.†*		40,042		4,296,907
DSW, Inc., Class A^(a)		71,430		1,529,316
Expedia, Inc.†		30,582		3,662,806
Foot Locker, Inc.^(a)		48,022		2,251,271
Gap, Inc. (The)^(a)		107,242		3,652,663
Genuine Parts Co.^(a)		45,616		4,333,976
Home Depot, Inc. (The)†^(b)		27,236		5,162,039
HSN, Inc.†		7,294		294,313
Kohl’s Corp.^(a)		76,771		4,163,291
LKQ Corp.*		21,089		857,690
Lowe’s Cos., Inc.^(b)		135,657		12,607,962
Murphy USA, Inc.^(a)*		7,870		632,433
Netflix, Inc.*		4,809		923,136
Nordstrom, Inc.^(a)		15,329		726,288
Nutrisystem, Inc.^(a)		76,412		4,019,271
Office Depot, Inc.		119,323		422,403
O’Reilly Automotive, Inc.^(a)(b)*		28,606		6,880,887
PetMed Express, Inc.^(a)		5,002		227,591
Pool Corp.^(a)		4,411		571,886
Priceline Group, Inc. (The)†^(a)*		8,237		14,313,764
RH^(a)*		16,168		1,393,843
Ross Stores, Inc.†		89,443		7,177,801
Sally Beauty Holdings, Inc.^(a)*		89,712		1,682,997
Signet Jewelers Ltd. (Bermuda)^(a)		31,718		1,793,653
Tailored Brands, Inc.^(a)		62,572		1,365,947
Target Corp.†^(a)(b)		105,747		6,899,992
Tiffany & Co.		6,059		629,833
TJX Cos., Inc. (The)†^(b)		105,708		8,082,434
Tractor Supply Co.^(a)(b)		54,347		4,062,438
Urban Outfitters, Inc.^(a)*		29,132		1,021,368

				142,500,604

Semiconductors & Semiconductor Equipment — 13.3%
Advanced Energy Industries, Inc.*		7,032		474,519
Analog Devices, Inc.^(a)(b)		148,079		13,183,473
Applied Materials, Inc.†^(a)(b)		201,008		10,275,529
Axcelis Technologies, Inc.^(a)*		18,712		537,034
Broadcom Ltd. (Singapore)		6,398		1,643,646
Cabot Microelectronics Corp.		10,690		1,005,715


	Number of Shares		Value

COMMON STOCKS — (Continued)
Semiconductors & Semiconductor Equipment — (Continued)
Cohu, Inc.^(a)		12,044	$	264,366
Diodes, Inc.^(a)*		11,941		342,348
First Solar, Inc.^(b)*		54,055		3,649,794
Intel Corp.†		155,925		7,197,498
KLA-Tencor Corp.^(b)		78,718		8,270,900
Lam Research Corp.^(a)(b)		82,554		15,195,715
Marvell Technology Group Ltd. (Bermuda)†^(b)		124,251		2,667,669
Maxim Integrated Products, Inc.†		20,768		1,085,751
Microchip Technology, Inc.^(a)		21,570		1,895,572
Micron Technology, Inc.†^(b)*		430,831		17,715,771
MKS Instruments, Inc.†^(a)		33,637		3,178,696
ON Semiconductor Corp.^(a)*		250,969		5,255,291
QUALCOMM, Inc.†		135,152		8,652,431
Silicon Laboratories, Inc.*		2,370		209,271
Skyworks Solutions, Inc.^(b)		98,178		9,322,001
SMART Global Holdings, Inc. (Cayman Islands)*		2,417		81,453
Teradyne, Inc.†^(a)(b)		104,554		4,377,676
Texas Instruments, Inc.†		51,500		5,378,660
Xcerra Corp.†*		34,214		334,955
Xilinx, Inc.†		11,034		743,912

				122,939,646

Software & Services — 15.9%
Accenture PLC, Class A (Ireland)†		32,882		5,033,905
ACI Worldwide, Inc.^(a)*		13,123		297,498
Adobe Systems, Inc.†*		20,509		3,593,997
Alarm.com Holdings, Inc.^(a)*		19,096		720,874
Alphabet, Inc., Class A†^(b)*		16,266		17,134,604
Amdocs, Ltd. (Guernsey)†		6,484		424,572
ANSYS, Inc.†*		19,325		2,852,177
Appfolio, Inc., Class A^(a)*		16,772		696,038
Aspen Technology, Inc.†*		37,090		2,455,358
Blackbaud, Inc.^(a)		1,850		174,806
Blucora, Inc.†*		67,071		1,482,269
CA, Inc.†		166,819		5,551,736
CACI International, Inc., Class A†*		13,701		1,813,327
Cadence Design Systems, Inc.†^(a)*		65,326		2,731,933
Cars.com, Inc.^(a)*		51,483		1,484,770
CDK Global, Inc.		44,910		3,201,185
CGI Group, Inc., Class A (Canada)*		9,867		536,074
Citrix Systems, Inc.†*		27,207		2,394,216
CommerceHub, Inc., Class A^(a)*		2,931		64,453
Conduent, Inc.*		21,686		350,446


	Number of Shares		Value

COMMON STOCKS — (Continued)
Software & Services — (Continued)
Convergys Corp.^(a)		52,787	$	1,240,494
CoStar Group, Inc.*		5,442		1,616,002
CSRA, Inc.†		81,958		2,452,183
Descartes Systems Group, Inc. (The) (Canada)*		273		7,753
eBay, Inc.†*		165,874		6,260,085
Electronic Arts, Inc.†*		49,662		5,217,490
Etsy, Inc.*		40,606		830,393
Euronet Worldwide, Inc.^(a)*		15,241		1,284,359
Facebook, Inc., Class A†^(b)*		76,633		13,522,659
Fair Isaac Corp.†		18,556		2,842,779
Fiserv, Inc.*		7,769		1,018,749
Fortinet, Inc.*		5,705		249,251
GoDaddy, Inc., Class A*		2,031		102,119
IAC/InterActiveCorp.†*		8,111		991,813
j2 Global, Inc.^(a)		31,428		2,358,043
Leidos Holdings, Inc.^(a)		28,002		1,808,089
LogMeIn, Inc.^(a)		14,053		1,609,068
Manhattan Associates, Inc.†^(a)*		15,273		756,624
ManTech International Corp., Class A		13,138		659,396
Mastercard, Inc., Class A		1,176		177,999
MAXIMUS, Inc.†		16,370		1,171,765
Microsoft Corp.†		19,163		1,639,203
MicroStrategy, Inc., Class A†*		7,536		989,477
NIC, Inc.†^(a)		84,504		1,402,766
Nuance Communications, Inc.†*		16,099		263,219
Open Text Corp. (Canada)†^(a)		37,917		1,352,499
Oracle Corp.†^(b)		179,882		8,504,821
Paychex, Inc.^(a)		29,411		2,002,301
Progress Software Corp.^(b)		54,597		2,324,194
Qualys, Inc.^(a)*		8,709		516,879
Red Hat, Inc.†*		21,900		2,630,190
SS&C Technologies Holdings, Inc.^(a)(b)		70,238		2,843,234
Stamps.com, Inc.^(a)*		12,217		2,296,796
Sykes Enterprises, Inc.*		2,441		76,769
Symantec Corp.^(a)(b)		131,840		3,699,430
Synopsys, Inc.†*		22,205		1,892,754
Total System Services, Inc.^(b)		38,653		3,057,066
Trade Desk, Inc. (The), Class A^(a)*		54,783		2,505,227
Travelport Worldwide Ltd. (Bermuda)^(a)		96,893		1,266,392
Tucows, Inc., Class A^(a)*		1,436		100,592
Tyler Technologies, Inc.*		776		137,391


	Number of Shares		Value

COMMON STOCKS — (Continued)
Software & Services — (Continued)
VeriSign, Inc.^(a)*		22,338	$	2,556,361
Visa, Inc., Class A^(a)		7,635		870,543
Web.com Group, Inc.^(a)*		66,402		1,447,564
Western Union Co. (The)^(a)		137,041		2,605,149

				146,152,168

Technology Hardware & Equipment — 12.7%
Amphenol Corp., Class A^(a)		2,480		217,744
Anixter International, Inc.†*		6,021		457,596
Apple, Inc.†		47,223		7,991,548
Arista Networks, Inc.†^(a)*		9,333		2,198,668
Arrow Electronics, Inc.*		4,159		334,425
AVX Corp.†^(a)		44,862		776,113
Benchmark Electronics, Inc.†*		21,647		629,928
Ciena Corp.^(a)*		87,534		1,832,087
Cisco Systems, Inc.†		286,013		10,954,298
Coherent, Inc.†^(a)*		3,967		1,119,567
CTS Corp.		1,853		47,715
EchoStar Corp., Class A*		17,307		1,036,689
Electro Scientific Industries, Inc.^(a)*		81,196		1,740,030
Extreme Networks, Inc.*		56,155		703,061
F5 Networks, Inc.†*		27,794		3,647,129
FLIR Systems, Inc.		37,602		1,753,005
Harris Corp.^(a)(b)		56,409		7,990,335
Hewlett Packard Enterprise Co.†^(b)		552,493		7,933,799
HP, Inc.†^(b)		743,491		15,620,746
InterDigital, Inc.†^(a)		21,352		1,625,955
IPG Photonics Corp.*		11,224		2,403,395
Jabil, Inc.^(a)		58,574		1,537,568
Juniper Networks, Inc.†		179,559		5,117,432
Keysight Technologies, Inc.*		17,498		727,917
Littelfuse, Inc.^(a)		3,383		669,225
Mitel Networks Corp. (Canada)*		46,216		380,358
Motorola Solutions, Inc.†		22,421		2,025,513
MTS Systems Corp.		84		4,511
National Instruments Corp.^(a)		19,523		812,742
NetApp, Inc.†		130,474		7,217,822
NETGEAR, Inc.^(a)*		7,505		440,919
PC Connection, Inc.^(a)		546		14,311
Plantronics, Inc.†		6,615		333,264
Rogers Corp.†*		6,594		1,067,700
Seagate Technology PLC (Ireland)^(a)		110,573		4,626,374
Systemax, Inc.^(a)		6,816		226,768
Ubiquiti Networks, Inc.^(a)*		5,829		413,976
VeriFone Systems, Inc.^(a)*		7,283		128,982


	Number of Shares		Value

COMMON STOCKS — (Continued)
Technology Hardware & Equipment — (Continued)
Vishay Intertechnology, Inc.^(a)		169,388	$	3,514,801
Western Digital Corp.†^(b)		148,976		11,848,061
Xerox Corp.†		116,486		3,395,567
Zebra Technologies Corp., Class A†*		16,099		1,671,078

				117,188,722

Telecommunication Services — 3.0%
AT&T, Inc.†		185,677		7,219,122
BCE, Inc. (Canada)		1,812		86,994
CenturyLink, Inc.^(a)		326,128		5,439,815
Cogent Communications Holdings, Inc.^(a)		14,632		662,830
Frontier Communications Corp.^(a)		84,470		571,017
Rogers Communications, Inc., Class B (Canada)†		20,900		1,064,437
Sprint Corp.(a)*		159,293		938,236
United States Cellular Corp.^(a)*		1,970		74,131
Verizon Communications, Inc.†		202,343		10,710,015
Vonage Holdings Corp.†*		96,429		980,683

				27,747,280

Transportation — 9.1%
Alaska Air Group, Inc.†^(a)(b)		60,307		4,433,168
American Airlines Group, Inc.^(b)		170,542		8,873,300
Canadian National Railway Co. (Canada)†^(b)		62,998		5,197,335
Canadian Pacific Railway Ltd. (Canada)†		14,309		2,615,113
Delta Air Lines, Inc.†^(a)		246,031		13,777,736
Expeditors International of Washington, Inc.†^(a)		61,096		3,952,300
Forward Air Corp.^(a)		14,647		841,324
Hawaiian Holdings, Inc.^(a)		59,377		2,366,173
Heartland Express, Inc.^(a)		20,112		469,414
JB Hunt Transport Services, Inc.^(a)		16,454		1,891,881
Kansas City Southern†^(a)		31,521		3,316,640
Landstar System, Inc.^(a)		23,548		2,451,347
Matson, Inc.^(a)		1,655		49,385
Norfolk Southern Corp.†^(b)		48,754		7,064,455
Saia, Inc.*		3,082		218,052
Southwest Airlines Co.†^(b)		93,251		6,103,278
Union Pacific Corp.†		52,642		7,059,292
United Continental Holdings, Inc.†*		107,317		7,233,166
Universal Logistics Holdings, Inc.		204		4,845


	Number of Shares			Value

COMMON STOCKS — (Continued)
Transportation — (Continued)
Werner Enterprises, Inc.^(a)		14,985		$	579,170
XPO Logistics, Inc.^(a)*		60,931			5,580,670

					84,078,044

TOTAL COMMON STOCKS (Cost $1,389,332,565)					1,593,977,448

TOTAL LONG POSITIONS - 172.9% (Cost $1,389,332,565)					1,593,977,448


SHORT POSITIONS — (73.7)%
COMMON STOCKS — (73.7)%
Automobiles & Components — (2.3)%
Adient PLC (Ireland)		(50,901	)		(4,005,909	)
American Axle & Manufacturing Holdings, Inc.*		(55,528	)		(945,642	)
Cooper-Standard Holding, Inc.*		(10,643	)		(1,303,768	)
Ford Motor Co.		(265,325	)		(3,313,909	)
Fox Factory Holding Corp.*		(17,856	)		(693,706	)
Gentherm, Inc.*		(11,724	)		(372,237	)
Goodyear Tire & Rubber Co. (The)		(82,832	)		(2,676,302	)
LCI Industries		(16,178	)		(2,103,140	)
Tenneco, Inc.		(10,259	)		(600,562	)
Tesla, Inc.*		(15,437	)		(4,806,310	)

					(20,821,485	)

Capital Goods — (7.3)%
AAON, Inc.		(6,490	)		(238,183	)
AAR Corp.		(38,232	)		(1,502,135	)
Actuant Corp., Class A		(11,358	)		(287,357	)
Advanced Drainage Systems, Inc.		(55,756	)		(1,329,781	)
Albany International Corp., Class A		(6,972	)		(428,429	)
Altra Industrial Motion Corp.		(12,861	)		(648,194	)
American Railcar Industries, Inc.		(14,271	)		(594,244	)
American Woodmark Corp.*		(4,630	)		(603,058	)
AO Smith Corp.		(18,327	)		(1,123,079	)
Apogee Enterprises, Inc.		(35,684	)		(1,631,829	)
Astronics Corp.*		(10,050	)		(416,774	)
Axon Enterprise, Inc.*		(152,265	)		(4,035,022	)
AZZ, Inc.		(7,049	)		(360,204	)
CAI International, Inc.*		(10,228	)		(289,657	)
Chart Industries, Inc.*		(4,148	)		(194,375	)
Chicago Bridge & Iron Co. NV (Netherlands)		(60,451	)		(975,679	)
CIRCOR International, Inc.		(12,847	)		(625,392	)
Colfax Corp.*		(77,643	)		(3,076,216	)


	Number of Shares			Value

COMMON STOCKS — (Continued)
Capital Goods — (Continued)
Columbus McKinnon Corp.		(8,237	)		$ (329,315	)
Cubic Corp.		(16,555	)		(975,917	)
Donaldson Co., Inc.		(5,025	)		(245,974	)
Douglas Dynamics, Inc.		(16,043	)		(606,425	)
Dycom Industries, Inc.*		(701	)		(78,112	)
Encore Wire Corp.		(2,287	)		(111,263	)
EnerSys		(10,033	)		(698,598	)
ESCO Technologies, Inc.		(8,571	)		(516,403	)
Esterline Technologies Corp.*		(9,098	)		(679,621	)
Federal Signal Corp.		(9,545	)		(191,759	)
Fluor Corp.		(6,974	)		(360,207	)
Foundation Building Materials, Inc.*		(428	)		(6,330	)
Franklin Electric Co., Inc.		(13,994	)		(642,325	)
General Cable Corp.		(50,131	)		(1,483,878	)
Granite Construction, Inc.		(7,615	)		(483,019	)
Griffon Corp.		(847	)		(17,236	)
Herc Holdings, Inc.*		(28,267	)		(1,769,797	)
Hexcel Corp.		(29,327	)		(1,813,875	)
Hyster-Yale Materials Handling, Inc.		(2,540	)		(216,306	)
JELD-WEN Holding, Inc.*		(12,262	)		(482,755	)
John Bean Technologies Corp.		(9,418	)		(1,043,514	)
Kadant, Inc.		(4,075	)		(409,130	)
Kennametal, Inc.		(25,152	)		(1,217,608	)
Kratos Defense & Security Solutions, Inc.*		(254,817	)		(2,698,512	)
Lincoln Electric Holdings, Inc.		(23,155	)		(2,120,535	)
Manitowoc Co., Inc. (The)*		(37,401	)		(1,471,355	)
Masonite International Corp. (Canada)*		(22,255	)		(1,650,208	)
MasTec, Inc.*		(13,013	)		(636,986	)
Mercury Systems, Inc.*		(35,004	)		(1,797,455	)
Milacron Holdings Corp.*		(60,054	)		(1,149,434	)
MRC Global, Inc.*		(148,824	)		(2,518,102	)
MYR Group, Inc.*		(2,579	)		(92,148	)
National Presto Industries, Inc.		(542	)		(53,902	)
NCI Building Systems, Inc.*		(12,262	)		(236,657	)
Nordson Corp.		(7,008	)		(1,025,971	)
NOW, Inc.*		(306,691	)		(3,382,802	)
NV5 Global, Inc.*		(2,024	)		(109,600	)
Patrick Industries, Inc.*		(8,748	)		(607,549	)
Ply Gem Holdings, Inc.*		(11,637	)		(215,284	)
Proto Labs, Inc.*		(9,523	)		(980,869	)
Quanex Building Products Corp.		(7,495	)		(175,383	)
Raven Industries, Inc.		(15,614	)		(536,341	)


	Number of Shares			Value

COMMON STOCKS — (Continued)
Capital Goods — (Continued)
REV Group, Inc.		(35,497	)	$	(1,154,717	)
Simpson Manufacturing Co., Inc.		(8,029	)		(460,945	)
Standex International Corp.		(1,529	)		(155,729	)
Sun Hydraulics Corp.		(2,249	)		(145,488	)
Sunrun, Inc.*		(279,271	)		(1,647,699	)
Tennant Co.		(8,008	)		(581,781	)
Thermon Group Holdings, Inc.*		(21,297	)		(504,100	)
Timken Co. (The)		(54,214	)		(2,664,618	)
Titan International, Inc.		(49,549	)		(638,191	)
Triumph Group, Inc.		(40,821	)		(1,110,331	)
Tutor Perini Corp.*		(16,795	)		(425,753	)
United Rentals, Inc.*		(17,069	)		(2,934,332	)
USG Corp.*		(780	)		(30,077	)
Vicor Corp.*		(91	)		(1,902	)
Wesco Aircraft Holdings, Inc.*		(101,015	)		(747,511	)

					(67,401,242	)

Commercial & Professional Services — (2.1)%
ABM Industries, Inc.		(19,097	)		(720,339	)
ACCO Brands Corp.*		(11,126	)		(135,737	)
Advanced Disposal Services, Inc.*		(73,826	)		(1,767,394	)
Covanta Holding Corp.		(269,112	)		(4,547,993	)
Dun & Bradstreet Corp. (The)		(978	)		(115,805	)
Exponent, Inc.		(6,744	)		(479,498	)
Forrester Research, Inc.		(4,815	)		(212,823	)
FTI Consulting, Inc.*		(3,587	)		(154,098	)
Healthcare Services Group, Inc.		(43,156	)		(2,275,184	)
HNI Corp.		(27,034	)		(1,042,701	)
Huron Consulting Group, Inc.*		(6,717	)		(271,703	)
IHS Markit Ltd. (Bermuda)*		(12,222	)		(551,823	)
InnerWorkings, Inc.*		(17,444	)		(174,963	)
Insperity, Inc.		(3,181	)		(182,430	)
Knoll, Inc.		(16,932	)		(390,113	)
Mistras Group, Inc.*		(1,283	)		(30,112	)
MSA Safety, Inc.		(8,686	)		(673,339	)
Multi-Color Corp.		(11,377	)		(851,568	)
Ritchie Bros Auctioneers, Inc. (Canada)		(53,794	)		(1,610,054	)
RR Donnelley & Sons Co.		(34,783	)		(323,482	)
Steelcase, Inc., Class A		(64,151	)		(975,095	)
TrueBlue, Inc.*		(11,216	)		(308,440	)
US Ecology, Inc.		(13,315	)		(679,065	)
Verisk Analytics, Inc.*		(2,739	)		(262,944	)
WageWorks, Inc.*		(15,631	)		(969,122	)

					(19,705,825	)


	Number of Shares			Value

COMMON STOCKS — (Continued)
Consumer Durables & Apparel — (3.3)%
American Outdoor Brands Corp.*		(280,860	)	$	(3,606,242	)
Canada Goose Holdings, Inc. (Canada)*		(69,826	)		(2,203,709	)
Columbia Sportswear Co.		(21,195	)		(1,523,497	)
Deckers Outdoor Corp.*		(57,802	)		(4,638,610	)
G-III Apparel Group Ltd.*		(105,605	)		(3,895,768	)
Hasbro, Inc.		(20,217	)		(1,837,523	)
Helen Of Troy Ltd. (Bermuda)*		(6,167	)		(594,190	)
Installed Building Products, Inc.*		(15,705	)		(1,192,795	)
Lululemon Athletica, Inc.*		(13,402	)		(1,053,263	)
Mattel, Inc.		(333,719	)		(5,132,598	)
Mohawk Industries, Inc.*		(8,742	)		(2,411,918	)
Movado Group, Inc.		(3,369	)		(108,482	)
Newell Brands, Inc.		(3,052	)		(94,307	)
Steven Madden Ltd.*		(7,538	)		(352,025	)
Under Armour, Inc., Class C*		(127,495	)		(1,698,233	)
Universal Electronics, Inc.*		(3,773	)		(178,274	)

					(30,521,434	)

Consumer Services — (4.7)%
Belmond Ltd., Class A (Bermuda)*		(44,030	)		(539,368	)
Bloomin’ Brands, Inc.		(7,170	)		(153,008	)
Bright Horizons Family Solutions, Inc.*		(8,096	)		(761,024	)
Buffalo Wild Wings, Inc.*		(15,323	)		(2,395,751	)
Carrols Restaurant Group, Inc.*		(32,450	)		(394,268	)
Chegg, Inc.*		(124,327	)		(2,029,017	)
Chipotle Mexican Grill, Inc.*		(1,687	)		(487,594	)
Darden Restaurants, Inc.		(38,164	)		(3,664,507	)
Dave & Buster’s Entertainment, Inc.*		(65,966	)		(3,639,344	)
Fiesta Restaurant Group, Inc.*		(31,793	)		(604,067	)
Golden Entertainment, Inc.*		(1,450	)		(47,342	)
Houghton Mifflin Harcourt Co.*		(59,809	)		(556,224	)
ILG, Inc.		(49,901	)		(1,421,180	)
International Game Technology PLC (United Kingdom)		(43,207	)		(1,145,418	)
International Speedway Corp., Class A		(10,058	)		(400,811	)
K12, Inc.*		(4,741	)		(75,382	)
La Quinta Holdings, Inc.*		(60,062	)		(1,108,745	)
Laureate Education, Inc., Class A*		(33,274	)		(451,195	)
Marcus Corp. (The)		(10,122	)		(276,837	)
MGM Resorts International		(35,062	)		(1,170,720	)
Monarch Casino & Resort, Inc.*		(2,479	)		(111,109	)


	Number of Shares			Value

COMMON STOCKS — (Continued)
Consumer Services — (Continued)
Norwegian Cruise Line Holdings Ltd. (Bermuda)*		(16,448	)	$	(875,856	)
Planet Fitness, Inc., Class A*		(13,513	)		(467,955	)
Red Robin Gourmet Burgers, Inc.*		(22,144	)		(1,248,922	)
Red Rock Resorts, Inc., Class A		(3,778	)		(127,470	)
Ruth’s Hospitality Group, Inc.		(8,754	)		(189,524	)
SeaWorld Entertainment, Inc.*		(22,120	)		(300,168	)
Service Corp. International		(69,011	)		(2,575,491	)
Shake Shack, Inc., Class A*		(126,334	)		(5,457,629	)
Starbucks Corp.		(23,810	)		(1,367,408	)
Strayer Education, Inc.		(3,236	)		(289,881	)
Texas Roadhouse, Inc.		(41,831	)		(2,203,657	)
Wendy’s Co. (The)		(254,685	)		(4,181,928	)
Wingstop, Inc.		(77,139	)		(3,006,878	)

					(43,725,678	)

Energy — (4.0)%
Cheniere Energy, Inc.*		(58,931	)		(3,172,845	)
DHT Holdings, Inc. (Marshall Islands)		(45,785	)		(164,368	)
Ensco PLC, Class A (United Kingdom)		(70,427	)		(416,224	)
Forum Energy Technologies, Inc.*		(18,550	)		(288,452	)
Frank’s International NV (Netherlands)		(52,679	)		(350,315	)
Green Plains, Inc.		(165,828	)		(2,794,202	)
Helix Energy Solutions Group, Inc.*		(405,797	)		(3,059,709	)
Helmerich & Payne, Inc.		(14,648	)		(946,847	)
Keane Group, Inc.*		(94,668	)		(1,799,639	)
Mammoth Energy Services, Inc.*		(6,948	)		(136,389	)
NCS Multistage Holdings, Inc.*		(4,418	)		(65,121	)
Newpark Resources, Inc.*		(26,065	)		(224,159	)
Occidental Petroleum Corp.		(61,241	)		(4,511,012	)
Oil States International, Inc.*		(6,634	)		(187,742	)
Patterson-UTI Energy, Inc.		(133,914	)		(3,081,361	)
ProPetro Holding Corp.*		(76,292	)		(1,538,047	)
REX American Resources Corp.*		(2,235	)		(185,036	)
Select Energy Services, Inc., Class A*		(426	)		(7,770	)
SemGroup Corp., Class A		(153,835	)		(4,645,817	)
Solaris Oilfield Infrastructure, Inc., Class A*		(22,958	)		(491,531	)
Targa Resources Corp.		(83,483	)		(4,042,247	)
Unit Corp.*		(70,085	)		(1,541,870	)
US Silica Holdings, Inc.		(10,769	)		(350,639	)


	Number of Shares			Value
COMMON STOCKS — (Continued)
Energy — (Continued)
Weatherford International PLC (Ireland)*		(510,722	)	$	(2,129,711	)
World Fuel Services Corp.		(30,382	)		(854,949	)

					(36,986,002	)

Food & Staples Retailing — (1.2)%
Casey’s General Stores, Inc.		(12,679	)		(1,419,287	)
Costco Wholesale Corp.		(9,437	)		(1,756,414	)
Performance Food Group Co.*		(7,308	)		(241,895	)
PriceSmart, Inc.		(23,533	)		(2,026,191	)
Rite Aid Corp.*		(1,325,929	)		(2,612,080	)
Smart & Final Stores, Inc.*		(98,707	)		(843,945	)
Sprouts Farmers Market, Inc.*		(4,738	)		(115,370	)
SUPERVALU, Inc.*		(99,650	)		(2,152,440	)

					(11,167,622	)

Food, Beverage & Tobacco — (3.9)%
B&G Foods, Inc.		(124,505	)		(4,376,351	)
Blue Buffalo Pet Products, Inc.*		(90,669	)		(2,973,037	)
Bob Evans Farms, Inc.		(694	)		(54,701	)
Bunge Ltd. (Bermuda)		(35,221	)		(2,362,625	)
Calavo Growers, Inc.		(5,406	)		(456,266	)
Coca-Cola Bottling Co. Consolidated		(10,491	)		(2,258,293	)
Cott Corp. (Canada)		(56,287	)		(937,741	)
Darling Ingredients, Inc.*		(98,023	)		(1,777,157	)
Farmer Brothers Co.*		(7,279	)		(234,020	)
Fresh Del Monte Produce, Inc. (Cayman Islands)		(19,453	)		(927,325	)
Freshpet, Inc.*		(10,867	)		(205,930	)
Hain Celestial Group, Inc. (The)*		(124,904	)		(5,294,681	)
J&J Snack Foods Corp.		(8,994	)		(1,365,559	)
John B Sanfilippo & Son, Inc.		(5,333	)		(337,312	)
Lancaster Colony Corp.		(50	)		(6,460	)
McCormick & Co., Inc., non-voting shares		(14,929	)		(1,521,414	)
MGP Ingredients, Inc.		(27,001	)		(2,075,837	)
Monster Beverage Corp.*		(13,313	)		(842,580	)
Post Holdings, Inc.*		(33,004	)		(2,614,907	)
Snyder’s-Lance, Inc.		(58,367	)		(2,923,019	)
SunOpta, Inc. (Canada)*		(10,375	)		(80,406	)
Tootsie Roll Industries, Inc.		(15,073	)		(548,657	)
Universal Corp.		(19,512	)		(1,024,380	)
Vector Group Ltd.		(15,196	)		(340,086	)

					(35,538,744	)


	Number of Shares			Value
COMMON STOCKS — (Continued)
Health Care Equipment & Services — (5.8)%
Acadia Healthcare Co., Inc.*		(112,057	)	$	(3,656,420	)
Align Technology, Inc.*		(1,612	)		(358,170	)
Almost Family, Inc.*		(19,751	)		(1,093,218	)
AtriCure, Inc.*		(41,786	)		(762,177	)
BioTelemetry, Inc.*		(66,326	)		(1,983,147	)
Cardiovascular Systems, Inc.*		(16,294	)		(386,005	)
CryoLife, Inc.*		(11,221	)		(214,882	)
DENTSPLY SIRONA, Inc.		(18,373	)		(1,209,495	)
DexCom, Inc.*		(35,530	)		(2,039,067	)
Diplomat Pharmacy, Inc.*		(65,369	)		(1,311,956	)
Ensign Group, Inc. (The)		(46,520	)		(1,032,744	)
Entellus Medical, Inc.*		(2,562	)		(62,487	)
Evolent Health, Inc., Class A*		(234,600	)		(2,885,580	)
Glaukos Corp.*		(29,679	)		(761,266	)
HCA Healthcare, Inc.*		(32,334	)		(2,840,219	)
Henry Schein, Inc.*		(62,789	)		(4,387,695	)
Inovalon Holdings, Inc., Class A*		(12,686	)		(190,290	)
Insulet Corp.*		(2,793	)		(192,717	)
Invacare Corp.		(39,842	)		(671,338	)
iRhythm Technologies, Inc.*		(31,351	)		(1,757,224	)
K2M Group Holdings, Inc.*		(87,805	)		(1,580,490	)
Merit Medical Systems, Inc.*		(27,902	)		(1,205,366	)
Natus Medical, Inc.*		(49,438	)		(1,888,532	)
Nevro Corp.*		(52,192	)		(3,603,336	)
Novocure Ltd. (Jersey)*		(38,058	)		(768,772	)
NxStage Medical, Inc.*		(147,821	)		(3,581,703	)
Omnicell, Inc.*		(23,027	)		(1,116,810	)
OraSure Technologies, Inc.*		(6,040	)		(113,914	)
Owens & Minor, Inc.		(24,585	)		(464,165	)
Penumbra, Inc.*		(7,343	)		(690,976	)
Providence Service Corp. (The)*		(1,771	)		(105,091	)
Quidel Corp.*		(58,289	)		(2,526,828	)
STAAR Surgical Co.*		(2,958	)		(45,849	)
Surgery Partners, Inc.*		(1,414	)		(17,109	)
Tactile Systems Technology, Inc.*		(11,691	)		(338,805	)
Teladoc, Inc.*		(86,578	)		(3,017,243	)
Varex Imaging Corp.*		(17,281	)		(694,178	)
ViewRay, Inc.*		(22,073	)		(204,396	)
Vocera Communications, Inc.*		(10,101	)		(305,252	)
West Pharmaceutical Services, Inc.		(14,593	)		(1,439,891	)
Wright Medical Group NV (Netherlands)*		(70,318	)		(1,561,060	)

					(53,065,863	)


	Number of Shares			Value

COMMON STOCKS — (Continued)
Household & Personal Products — (0.9)%
Church & Dwight Co., Inc.		(93,218	)	$	(4,676,747	)
Coty, Inc., Class A		(82,473	)		(1,640,388	)
WD-40 Co.		(16,120	)		(1,902,160	)

					(8,219,295	)

Materials — (5.9)%
A Schulman, Inc.		(4,306	)		(160,398	)
Agrium, Inc. (Canada)		(30,728	)		(3,533,720	)
Albemarle Corp.		(21,626	)		(2,765,749	)
American Vanguard Corp.		(2,136	)		(41,972	)
AptarGroup, Inc.		(6,606	)		(569,966	)
Axalta Coating Systems Ltd. (Bermuda)*		(4,221	)		(136,592	)
Balchem Corp.		(14,795	)		(1,192,477	)
Bemis Co., Inc.		(26,134	)		(1,248,944	)
Calgon Carbon Corp.		(190,806	)		(4,064,168	)
CF Industries Holdings, Inc.		(31,245	)		(1,329,162	)
Clearwater Paper Corp.*		(8,278	)		(375,821	)
Deltic Timber Corp.		(12,127	)		(1,110,227	)
DowDuPont, Inc.		(46,475	)		(3,309,950	)
Ecolab, Inc.		(1,976	)		(265,140	)
Ferro Corp.*		(101,122	)		(2,385,468	)
GCP Applied Technologies, Inc.*		(22,666	)		(723,045	)
Graphic Packaging Holding Co.		(71,787	)		(1,109,109	)
HB Fuller Co.		(26,973	)		(1,453,036	)
Huntsman Corp.		(50,168	)		(1,670,093	)
Innophos Holdings, Inc.		(3,107	)		(145,190	)
Innospec, Inc.		(12,360	)		(872,616	)
International Paper Co.		(99,166	)		(5,745,678	)
KMG Chemicals, Inc.		(7,928	)		(523,882	)
Koppers Holdings, Inc.*		(4,383	)		(223,095	)
Mosaic Co. (The)		(176,454	)		(4,527,810	)
NewMarket Corp.		(3,431	)		(1,363,445	)
Owens-Illinois, Inc.*		(11,440	)		(253,625	)
PH Glatfelter Co.		(38,965	)		(835,410	)
Silgan Holdings, Inc.		(77,248	)		(2,270,319	)
Sonoco Products Co.		(21,330	)		(1,133,476	)
Summit Materials, Inc., Class A*		(9,763	)		(306,949	)
Trinseo SA (Luxembourg)		(35,174	)		(2,553,632	)
US Concrete, Inc.*		(40,069	)		(3,351,772	)
Venator Materials PLC (United Kingdom)*		(84,705	)		(1,873,675	)
WestRock Co.		(15,806	)		(999,097	)

					(54,424,708	)


	Number of Shares			Value

COMMON STOCKS — (Continued)
Media — (3.3)%
Altice Usa, Inc., Class A*		(62,882	)	$	(1,334,985	)
AMC Entertainment Holdings, Inc., Class A		(86,812	)		(1,310,861	)
Cable One, Inc.		(2,349	)		(1,652,169	)
Charter Communications, Inc., Class A*		(10,237	)		(3,439,223	)
Cinemark Holdings, Inc.		(21,241	)		(739,612	)
Clear Channel Outdoor Holdings, Inc., Class A		(953	)		(4,384	)
Emerald Expositions Events, Inc.		(499	)		(10,150	)
EW Scripps Co. (The), Class A*		(62,874	)		(982,721	)
Gray Television, Inc.*		(45,970	)		(769,998	)
John Wiley & Sons, Inc., Class A		(24,410	)		(1,604,958	)
Madison Square Garden Co. (The), Class A*		(14,647	)		(3,088,320	)
Meredith Corp.		(24,078	)		(1,590,352	)
New York Times Co. (The), Class A		(79,912	)		(1,478,372	)
Regal Entertainment Group, Class A		(240,441	)		(5,532,547	)
Scholastic Corp.		(12,279	)		(492,511	)
Sinclair Broadcast Group, Inc., Class A		(119,546	)		(4,524,816	)
Time, Inc.		(52,706	)		(972,426	)
World Wrestling Entertainment, Inc., Class A		(13,127	)		(401,424	)

					(29,929,829	)

Pharmaceuticals, Biotechnology & Life Sciences — (3.9)%
Aclaris Therapeutics, Inc.*		(47,921	)		(1,181,732	)
Aduro Biotech, Inc.*		(16,961	)		(127,208	)
Aerie Pharmaceuticals, Inc.*		(7,903	)		(472,204	)
Alder Biopharmaceuticals, Inc.*		(34,570	)		(395,826	)
Amphastar Pharmaceuticals, Inc.*		(450	)		(8,658	)
ANI Pharmaceuticals, Inc.*		(1,941	)		(125,097	)
Bio-Rad Laboratories, Inc., Class A*		(11,618	)		(2,772,868	)
Bruker Corp.		(66,540	)		(2,283,653	)
Cambrex Corp.*		(3,106	)		(149,088	)
Coherus Biosciences, Inc.*		(45,438	)		(399,854	)
Dermira, Inc.*		(62,070	)		(1,726,167	)
Epizyme, Inc.*		(36,095	)		(452,992	)
Five Prime Therapeutics, Inc.*		(10,705	)		(234,654	)
Flexion Therapeutics, Inc.*		(9,644	)		(241,486	)
Heron Therapeutics, Inc.*		(90,850	)		(1,644,385	)
Illumina, Inc.*		(2,202	)		(481,115	)
Intra-Cellular Therapies, Inc.*		(26,251	)		(380,114	)
La Jolla Pharmaceutical Co.*		(53,242	)		(1,713,328	)


	Number of Shares			Value

COMMON STOCKS — (Continued)
Pharmaceuticals, Biotechnology & Life Sciences — (Continued)
Luminex Corp.		(15,572	)	$	(306,768	)
MacroGenics, Inc.*		(28,209	)		(535,971	)
Medicines Co. (The)*		(33,194	)		(907,524	)
Momenta Pharmaceuticals, Inc.*		(74,805	)		(1,043,530	)
Myovant Sciences Ltd. (Bermuda)*		(137	)		(1,732	)
NeoGenomics, Inc.*		(86,751	)		(768,614	)
Pacira Pharmaceuticals, Inc.*		(9,342	)		(426,462	)
Paratek Pharmaceuticals, Inc.*		(40,687	)		(728,297	)
Prothena Corp. PLC (Ireland)*		(7,100	)		(266,179	)
QIAGEN NV (Netherlands)		(137,934	)		(4,266,299	)
Radius Health, Inc.*		(33,930	)		(1,077,956	)
Reata Pharmaceuticals, Inc., Class A*		(10,427	)		(295,293	)
Revance Therapeutics, Inc.*		(27,105	)		(969,004	)
Syneos Health, Inc.*		(96,782	)		(4,219,695	)
TG Therapeutics, Inc.*		(36,598	)		(300,104	)
TherapeuticsMD, Inc.*		(170,177	)		(1,027,869	)
Theravance Biopharma, Inc. (Cayman Islands)*		(22,544	)		(628,752	)
Thermo Fisher Scientific, Inc.		(16,751	)		(3,180,680	)
Ultragenyx Pharmaceutical, Inc.*		(7,578	)		(351,468	)
Zogenix, Inc.*		(2,407	)		(96,400	)

					(36,189,026	)

Retailing — (5.3)%
1-800-Flowers.com, Inc., Class A*		(3,896	)		(41,687	)
American Eagle Outfitters, Inc.		(38,416	)		(722,221	)
At Home Group, Inc.*		(24,061	)		(731,214	)
Big Lots, Inc.		(13,324	)		(748,143	)
Burlington Stores, Inc.*		(27,189	)		(3,345,063	)
Caleres, Inc.		(18,263	)		(611,445	)
Camping World Holdings, Inc., Class A		(40,119	)		(1,794,523	)
Children’s Place, Inc. (The)		(5,724	)		(831,983	)
Core-Mark Holding Co., Inc.		(23,371	)		(738,056	)
Dick’s Sporting Goods, Inc.		(145,827	)		(4,191,068	)
Duluth Holdings, Inc., Class B*		(13,968	)		(249,329	)
Express, Inc.*		(329,906	)		(3,348,546	)
Finish Line, Inc. (The), Class A		(7,130	)		(103,599	)
Five Below, Inc.*		(47,612	)		(3,157,628	)
Floor & Decor Holdings, Inc., Class A*		(63,789	)		(3,105,249	)
GameStop Corp., Class A		(18,807	)		(337,586	)
Genesco, Inc.*		(15,698	)		(510,185	)


	Number of Shares			Value

COMMON STOCKS — (Continued)
Retailing — (Continued)
Guess?, Inc.		(276,143	)	$	(4,661,294	)
L Brands, Inc.		(73,081	)		(4,400,938	)
Lands’ End, Inc.*		(4,963	)		(97,027	)
Lithia Motors, Inc., Class A		(15,316	)		(1,739,744	)
Lumber Liquidators Holdings, Inc.*		(10,865	)		(341,052	)
Macy’s, Inc.		(93,937	)		(2,366,273	)
Ollie’s Bargain Outlet Holdings, Inc.*		(77,392	)		(4,121,124	)
Party City Holdco, Inc.*		(78,317	)		(1,092,522	)
Penske Automotive Group, Inc.		(29,678	)		(1,420,092	)
Shutterfly, Inc.*		(35,713	)		(1,776,722	)
Sonic Automotive, Inc., Class A		(47,569	)		(877,648	)
Tile Shop Holdings, Inc.		(26,527	)		(254,659	)
Williams-Sonoma, Inc.		(24,892	)		(1,286,916	)

					(49,003,536	)

Semiconductors & Semiconductor Equipment — (3.2)%
Advanced Micro Devices, Inc.*		(362,468	)		(3,726,171	)
Ambarella, Inc. (Cayman Islands)*		(67,663	)		(3,975,201	)
Amkor Technology, Inc.*		(99,667	)		(1,001,653	)
Cavium, Inc.*		(30,047	)		(2,518,840	)
Cree, Inc.*		(66,120	)		(2,455,697	)
FormFactor, Inc.*		(55,422	)		(867,354	)
Ichor Holdings Ltd. (Cayman Islands)*		(11,226	)		(276,160	)
Inphi Corp.*		(114,656	)		(4,196,410	)
IXYS Corp.*		(12,171	)		(291,495	)
Lattice Semiconductor Corp.*		(80,989	)		(468,116	)
MACOM Technology Solutions Holdings, Inc.*		(52,583	)		(1,711,051	)
MaxLinear, Inc.*		(68,283	)		(1,804,037	)
Nanometrics, Inc.*		(15,197	)		(378,709	)
PDF Solutions, Inc.*		(6,849	)		(107,529	)
Photronics, Inc.*		(44,935	)		(383,071	)
Power Integrations, Inc.		(10,145	)		(746,165	)
Rudolph Technologies, Inc.*		(3,434	)		(82,073	)
Semtech Corp.*		(13,764	)		(470,729	)
Synaptics, Inc.*		(57,994	)		(2,316,280	)
Veeco Instruments, Inc.*		(64,742	)		(961,419	)
Xperi Corp.		(37,902	)		(924,809	)

					(29,662,969	)

Software & Services — (9.2)%
8x8, Inc.*		(102,151	)		(1,440,329	)
Acxiom Corp.*		(75,545	)		(2,082,020	)
Alliance Data Systems Corp.		(3,037	)		(769,819	)
Apptio, Inc., Class A*		(13,697	)		(322,153	)


	Number of Shares			Value

COMMON STOCKS — (Continued)
Software & Services — (Continued)
Autodesk, Inc.*		(1,096	)	$	(114,894	)
Automatic Data Processing, Inc.		(46,600	)		(5,461,054	)
Benefitfocus, Inc.*		(10,235	)		(276,345	)
Black Knight, Inc.*		(11,736	)		(518,144	)
Blackhawk Network Holdings, Inc.*		(121,755	)		(4,340,566	)
Blackline, Inc.*		(24,219	)		(794,383	)
Booz Allen Hamilton Holding Corp.		(3,493	)		(133,188	)
Box, Inc., Class A*		(31,014	)		(655,016	)
BroadSoft, Inc.*		(65,517	)		(3,596,883	)
Callidus Software, Inc.*		(48,096	)		(1,377,950	)
Carbonite, Inc.*		(41,938	)		(1,052,644	)
Cardtronics PLC, Class A (United Kingdom)*		(27,321	)		(505,985	)
Cloudera, Inc.*		(157,222	)		(2,597,307	)
Cornerstone OnDemand, Inc.*		(52,319	)		(1,848,430	)
Coupa Software, Inc.*		(34,875	)		(1,088,798	)
DXC Technology Co.		(9,508	)		(902,309	)
Ellie Mae, Inc.*		(15,250	)		(1,363,350	)
Everbridge, Inc.*		(22,228	)		(660,616	)
Fidelity National Information Services, Inc.		(2,473	)		(232,685	)
FireEye, Inc.*		(340,140	)		(4,829,988	)
FleetCor Technologies, Inc.*		(11,243	)		(2,163,490	)
Gartner, Inc.*		(10,405	)		(1,281,376	)
Globant SA (Luxembourg)*		(10,996	)		(510,874	)
Gogo, Inc.*		(228,982	)		(2,582,917	)
Hortonworks, Inc.*		(48,013	)		(965,541	)
HubSpot, Inc.*		(5,602	)		(495,217	)
Imperva, Inc.*		(25,185	)		(999,844	)
Instructure, Inc.*		(31,942	)		(1,057,280	)
Monotype Imaging Holdings, Inc.		(7,919	)		(190,848	)
MuleSoft, Inc., Class A*		(111,196	)		(2,586,419	)
Okta, Inc.*		(73,622	)		(1,885,459	)
Pandora Media, Inc.*		(533,132	)		(2,569,696	)
Paylocity Holding Corp.*		(4,496	)		(212,031	)
PayPal Holdings, Inc.*		(7,723	)		(568,567	)
Perficient, Inc.*		(4,534	)		(86,463	)
PROS Holdings, Inc.*		(49,319	)		(1,304,488	)
Q2 Holdings, Inc.*		(35	)		(1,290	)
Rapid7, Inc.*		(34,425	)		(642,370	)
Science Applications International Corp.		(48,649	)		(3,725,054	)
SecureWorks Corp., Class A*		(22,383	)		(198,537	)
Silver Spring Networks, Inc.*		(116,640	)		(1,894,234	)


	Number of Shares			Value

COMMON STOCKS — (Continued)
Software & Services — (Continued)
Snap, Inc., Class A*		(296,778	)	$	(4,335,927	)
Tableau Software, Inc., Class A*		(10,568	)		(731,306	)
Take-Two Interactive Software, Inc.*		(14,342	)		(1,574,465	)
TeleTech Holdings, Inc.		(2,681	)		(107,910	)
Teradata Corp.*		(73,674	)		(2,833,502	)
TrueCar, Inc.*		(96,645	)		(1,082,424	)
Twilio, Inc., Class A*		(140,589	)		(3,317,900	)
Ultimate Software Group, Inc. (The)*		(1,228	)		(267,986	)
Vantiv, Inc., Class A*		(20,199	)		(1,485,636	)
Virtusa Corp.*		(35,362	)		(1,558,757	)
Workday, Inc., Class A*		(1,797	)		(182,827	)
Workiva, Inc.*		(24,537	)		(525,092	)
Zendesk, Inc.*		(94,323	)		(3,191,890	)
Zynga, Inc., Class A*		(77,956	)		(311,823	)

					(84,394,296	)

Technology Hardware & Equipment — (4.1)%
ADTRAN, Inc.		(8,956	)		(173,299	)
Belden, Inc.		(18,379	)		(1,418,307	)
BlackBerry Ltd. (Canada)*		(24,451	)		(273,118	)
Celestica, Inc. (Canada)*		(20,527	)		(215,123	)
Cray, Inc.*		(18,393	)		(445,111	)
Diebold Nixdorf, Inc.		(18,073	)		(295,494	)
Electronics For Imaging, Inc.*		(11,054	)		(326,425	)
FARO Technologies, Inc.*		(5,585	)		(262,495	)
Finisar Corp.*		(182,627	)		(3,716,459	)
Fitbit, Inc., Class A*		(676,292	)		(3,861,627	)
II-VI, Inc.*		(83,943	)		(3,941,124	)
Infinera Corp.*		(404,998	)		(2,563,637	)
Insight Enterprises, Inc.*		(15,880	)		(608,045	)
Itron, Inc.*		(6,355	)		(433,411	)
Knowles Corp.*		(117,091	)		(1,716,554	)
Lumentum Holdings, Inc.*		(70,712	)		(3,457,817	)
Methode Electronics, Inc.		(6,941	)		(278,334	)
NetScout Systems, Inc.*		(15,085	)		(459,338	)
Palo Alto Networks, Inc.*		(25,219	)		(3,655,242	)
Plexus Corp.*		(2,826	)		(171,595	)
Pure Storage, Inc., Class A*		(73,900	)		(1,172,054	)
ScanSource, Inc.*		(2,155	)		(77,149	)
Sierra Wireless, Inc. (Canada)*		(55,031	)		(1,125,384	)
Super Micro Computer, Inc.*		(83,359	)		(1,744,287	)
Tech Data Corp.*		(7,515	)		(736,245	)
ViaSat, Inc.*		(63,209	)		(4,731,194	)

					(37,858,868	)


	Number of Shares			Value

COMMON STOCKS — (Continued)
Telecommunication Services — (1.0)%
ATN International, Inc.		(8,119	)	$	(448,656	)
Boingo Wireless, Inc.*		(24,443	)		(549,968	)
Cincinnati Bell, Inc.*		(78,149	)		(1,629,407	)
Consolidated Communications Holdings, Inc.		(54,609	)		(665,684	)
General Communication, Inc., Class A*		(22,012	)		(858,908	)
Iridium Communications, Inc.*		(180,595	)		(2,131,021	)
ORBCOMM, Inc.*		(32,391	)		(329,740	)
Shenandoah Telecommunications Co.		(37,166	)		(1,256,211	)
Straight Path Communications, Inc., Class B*		(7,925	)		(1,440,686	)
TELUS Corp. (Canada)		(8,166	)		(309,246	)

					(9,619,527	)

Transportation — (2.3)%
Air Transport Services Group, Inc.*		(31,252	)		(723,171	)
Allegiant Travel Co.		(14,315	)		(2,215,246	)
ArcBest Corp.		(5,142	)		(183,826	)
Atlas Air Worldwide Holdings, Inc.*		(44,193	)		(2,591,919	)
CSX Corp.		(1,964	)		(108,040	)
Daseke, Inc.*		(654	)		(9,346	)
Genesee & Wyoming, Inc., Class A*		(68,622	)		(5,402,610	)
Hub Group, Inc., Class A*		(47,375	)		(2,269,262	)
Kirby Corp.*		(429	)		(28,657	)
Knight-Swift Transportation Holdings, Inc.		(102,286	)		(4,471,944	)
Ryder System, Inc.		(6,246	)		(525,726	)
SkyWest, Inc.		(15,643	)		(830,643	)
Spirit Airlines, Inc.*		(40,342	)		(1,809,339	)
Student Transportation, Inc. (Canada)		(1,506	)		(9,247	)

					(21,178,976	)

TOTAL COMMON STOCK (Proceeds $672,130,081)					(679,414,925	)

TOTAL SECURITES SOLD SHORT - (73.7)%					(679,414,925	)

(Proceeds $672,130,081)

OTHER ASSETS IN EXCESS OF LIABILITIES - 0.8%					7,454,540

NET ASSETS - 100.0%				$	922,017,063


	Number of Shares		Value
LONG POSITIONS — 184.7%
COMMON STOCKS — 183.9%
Automobiles & Components — 2.6%
Aptiv PLC (Jersey)		103	$	8,737
BorgWarner, Inc.^(a)		1		51
General Motors Co.†		15,437		632,763
Harley-Davidson, Inc.^(a)		1,829		93,060

				734,611

Capital Goods — 17.5%
Acuity Brands, Inc.^(a)		455		80,080
Allegion PLC (Ireland)^(a)		750		59,670
AMETEK, Inc.†		1,691		122,547
Arconic, Inc.†		105		2,861
Boeing Co. (The)†		3,585		1,057,252
Caterpillar, Inc.†		5,907		930,825
Cummins, Inc.†		1,796		317,245
Eaton Corp. PLC (Ireland)†		3,170		250,462
Fortune Brands Home & Security, Inc.		1,649		112,857
Honeywell International, Inc.†		2,611		400,423
Ingersoll-Rand PLC (Ireland)†		2,714		242,062
Jacobs Engineering Group, Inc.†		1,308		86,276
Johnson Controls International PLC (Ireland)^(a)		10,080		384,149
L3 Technologies, Inc.		848		167,777
Masco Corp.		3,383		148,649
Pentair PLC (Ireland)		1,973		139,333
Rockwell Collins, Inc.†		1,769		239,912
Snap-on, Inc.		33		5,752
TransDigm Group, Inc.^(a)		214		58,769
United Technologies Corp.		381		48,604
WW Grainger, Inc.^(a)		620		146,475

				5,001,980

Commercial & Professional Services —1.1%
Cintas Corp.		125		19,479
Nielsen Holdings PLC (United Kingdom)^(a)		3,869		140,832
Robert Half International, Inc.†		1,362		75,645
Stericycle, Inc.^(a)*		87		5,915
Waste Management, Inc.†		730		62,999

				304,870

Consumer Durables & Apparel — 1.9%
Garmin Ltd. (Switzerland)^(a)		2,036		121,284
Hanesbrands, Inc.^(a)		3,960		82,804
Michael Kors Holdings Ltd. (British Virgin Islands)†*		1,767		111,233


	Number of Shares		Value
COMMON STOCKS — (Continued)
Consumer Durables & Apparel —(Continued)
PVH Corp.†		35	$	4,802
Ralph Lauren Corp.^(a)		884		91,662
Whirlpool Corp.		782		131,876

				543,661

Consumer Services — 6.7%
Carnival Corp. (Panama)^(b)		6,928		459,811
Hilton Worldwide Holdings, Inc.†		3,479		277,833
Marriott International, Inc., Class A†		3,572		484,828
McDonald’s Corp.^(b)		1,289		221,863
Royal Caribbean Cruises Ltd. (Liberia)†		2,325		277,326
Wyndham Worldwide Corp.		1,099		127,341
Yum! Brands, Inc.†		676		55,168

				1,904,170

Diversified Financials — 6.3%
BlackRock, Inc.†		1,072		550,697
Franklin Resources, Inc.^(b)		6,028		261,193
Invesco Ltd. (Bermuda)		4,421		161,543
Moody’s Corp.†		2,051		302,748
Nasdaq, Inc.†		1,809		138,985
S&P Global, Inc.†		676		114,514
T Rowe Price Group, Inc.^(b)		2,632		276,176

				1,805,856

Energy — 8.4%
Apache Corp.^(a)		4,138		174,706
ConocoPhillips†^(b)		13,109		719,553
Marathon Petroleum Corp.†^(b)		5,305		350,024
Noble Energy, Inc.^(a)		690		20,107
Phillips 66^(b)		5,507		557,033
TechnipFMC PLC (United Kingdom)^(a)		5,073		158,836
Valero Energy Corp.†		4,758		437,308

				2,417,567

Food & Staples Retailing —9.5%
CVS Health Corp.†		11,164		809,390
Kroger Co. (The)†		9,571		262,724
Sysco Corp.†		4,773		289,864
Walgreens Boots Alliance, Inc.†		11,121		807,607
Wal-Mart Stores, Inc.†		5,657		558,629

				2,728,214

Food, Beverage & Tobacco —13.6%
Altria Group, Inc.†		11,867		847,422
Coca-Cola Co. (The)†^(b)		20,653		947,560
Conagra Brands, Inc.†		4,427		166,765


	Number of Shares		Value
COMMON STOCKS — (Continued)
Food, Beverage & Tobacco — (Continued)
Dr Pepper Snapple Group, Inc.†		1,962	$	190,432
General Mills, Inc.^(a)		3,301		195,716
Hormel Foods Corp.^(a)		4,270		155,385
Kellogg Co.^(a)		1,989		135,212
Molson Coors Brewing Co., Class B†		2,339		191,962
PepsiCo, Inc.†		2,240		268,621
Philip Morris International, Inc.†		4,307		455,035
Tyson Foods, Inc., Class A^(b)		3,993		323,713

				3,877,823

Health Care Equipment & Services —18.2%
Abbott Laboratories†		10,883		621,093
Aetna, Inc.†^(b)		3,543		639,122
AmerisourceBergen Corp.^(a)		2,368		217,430
Anthem, Inc.†		2,809		632,053
Baxter International, Inc.†		208		13,445
Cardinal Health, Inc.		1,832		112,247
Centene Corp.†*		1,874		189,049
Cigna Corp.†		2,679		544,078
DaVita, Inc.*		506		36,558
Envision Healthcare Corp.^(a)*		1,313		45,377
Express Scripts Holding Co.†*		6,153		459,260
Humana, Inc.†^(a)		1,559		386,741
Laboratory Corp. of America Holdings†*		1,127		179,768
McKesson Corp.†		1,070		166,866
Quest Diagnostics, Inc.†		1,477		145,470
UnitedHealth Group, Inc.†		2,311		509,483
Universal Health Services, Inc., Class B†		1,031		116,864
Varian Medical Systems, Inc.*		966		107,371
Zimmer Biomet Holdings, Inc.		723		87,244

				5,209,519

Household & Personal Products — 2.4%
Church & Dwight Co., Inc.†		2		100
Clorox Co. (The)		1,400		208,236
Estee Lauder Cos., Inc. (The), Class A†		662		84,233
Kimberly-Clark Corp.†		3,352		404,452

				697,021

Insurance — 3.1%
Aon PLC (United Kingdom)†		2,724		365,016
Marsh & McLennan Cos., Inc.^(b)		5,553		451,959


	Number of Shares		Value
COMMON STOCKS — (Continued)
Insurance — (Continued)
Progressive Corp. (The)†		1,493	$	84,086

				901,061

Materials — 7.7%
Air Products & Chemicals, Inc.†		2,288		375,415
Ball Corp.^(a)		3,801		143,868
Eastman Chemical Co.†		1,560		144,518
Freeport-McMoRan, Inc.†*		15,730		298,241
LyondellBasell Industries NV, Class A (Netherlands)†		4,285		472,721
Newmont Mining Corp.†		5,794		217,391
Packaging Corp. of America†		1,025		123,564
PPG Industries, Inc.†		2,787		325,577
Sealed Air Corp.^(a)		1,960		96,628

				2,197,923

Media — 8.5%
Comcast Corp., Class A†		4,888		195,764
Discovery Communications, Inc., Class A^(a)*		6,203		138,823
Interpublic Group of Cos., Inc. (The)		4,221		85,095
News Corp., Class A†		6,328		102,577
Omnicom Group, Inc.^(a)		2,505		182,439
Scripps Networks Interactive, Inc., Class A		1,412		120,557
Time Warner, Inc.†		8,463		774,111
Twenty-First Century Fox, Inc., Class A^(a)(b)		20,124		694,882
Viacom, Inc., Class B^(a)		4,372		134,701

				2,428,949

Pharmaceuticals, Biotechnology & Life Sciences — 21.7%
AbbVie, Inc.†		8,426		814,878
Amgen, Inc.†		4,710		819,069
Biogen, Inc.†*		2,298		732,074
Bristol-Myers Squibb Co.†		1,285		78,745
Celgene Corp.†*		7,483		780,926
Eli Lilly & Co.†		5,072		428,381
Gilead Sciences, Inc.		14,198		1,017,145
Johnson & Johnson†		4,980		695,806
Merck & Co., Inc.†		14,907		838,817

				6,205,841

Real Estate — 2.7%
Alexandria Real Estate Equities, Inc., REIT		898		117,270
AvalonBay Communities, Inc., REIT		490		87,421


	Number of Shares		Value
COMMON STOCKS — (Continued)
Real Estate — (Continued)
Mid-America Apartment Communities, Inc., REIT†		1,228	$	123,488
Realty Income Corp., REIT^(a)		284		16,194
Regency Centers Corp., REIT†		1,843		127,499
Weyerhaeuser Co., REIT^(b)		8,181		288,462

				760,334

Retailing — 13.6%
Advance Auto Parts, Inc.		803		80,051
Amazon.com, Inc.*		12		14,034
AutoZone, Inc.†*		297		211,277
Best Buy Co., Inc.^(a)		699		47,860
Dollar Tree, Inc.†*		452		48,504
Foot Locker, Inc.^(a)		1,332		62,444
Gap, Inc. (The)^(a)		326		11,103
Genuine Parts Co.^(a)		1,593		151,351
Home Depot, Inc. (The)†		2,945		558,166
Kohl’s Corp.^(a)		1,826		99,024
Lowe’s Cos., Inc.†		9,028		839,062
Nordstrom, Inc.^(a)		83		3,933
O’Reilly Automotive, Inc.^(a)*		927		222,981
Priceline Group, Inc. (The)^(b)*		548		952,282
Ross Stores, Inc.†		2,830		227,108
Signet Jewelers Ltd. (Bermuda)^(a)		657		37,153
Target Corp.†^(a)		2,351		153,403
TJX Cos., Inc. (The)		810		61,933
Tractor Supply Co.		1,368		102,258

				3,883,927

Semiconductors & Semiconductor Equipment — 11.4%
Analog Devices, Inc.^(b)		4,004		356,476
Applied Materials, Inc.†^(a)		11,514		588,596
Intel Corp.†		13,069		603,265
KLA-Tencor Corp.†		1,703		178,934
Lam Research Corp.^(a)		1,941		357,280
Micron Technology, Inc.^(b)*		14,057		578,024
QUALCOMM, Inc.		2,191		140,268
Skyworks Solutions, Inc.		1,989		188,856
Texas Instruments, Inc.†		2,451		255,982

				3,247,681

Software & Services — 3.3%
Accenture PLC, Class A (Ireland)†		1,539		235,605
CA, Inc.†		4,490		149,427
Citrix Systems, Inc.†*		565		49,720
eBay, Inc.†*		498		18,794


	Number of Shares		Value
COMMON STOCKS — (Continued)
Software & Services — (Continued)
Electronic Arts, Inc.*		35	$	3,677
Oracle Corp.†		7,292		344,766
Paychex, Inc.^(a)		1,114		75,841
Total System Services, Inc.†		548		43,341
Visa, Inc., Class A^(a)		117		13,340

				934,511

Technology Hardware & Equipment — 9.9%
Apple, Inc.†		3,546		600,089
Cisco Systems, Inc.†		17,393		666,152
F5 Networks, Inc.†*		680		89,230
FLIR Systems, Inc.†		2		93
Harris Corp.†		1,294		183,295
Hewlett Packard Enterprise Co.†		17,391		249,735
HP, Inc.†		17,881		375,680
Juniper Networks, Inc.†		4,098		116,793
Motorola Solutions, Inc.†		66		5,962
NetApp, Inc.†		1,816		100,461
Seagate Technology PLC (Ireland)^(a)		2,724		113,972
TE Connectivity Ltd. (Switzerland)		2		190
Western Digital Corp.†		3,205		254,894
Xerox Corp.		2,839		82,757

				2,839,303

Telecommunication Services — 4.6%
AT&T, Inc.†		7,152		278,070
CenturyLink, Inc.^(a)		5,971		99,596
Verizon Communications, Inc.†		17,974		951,364

				1,329,030

Transportation — 6.7%
Alaska Air Group, Inc.†		1,341		98,577
American Airlines Group, Inc.^(a)		5,214		271,284
Delta Air Lines, Inc.†		7,745		433,720
Expeditors International of Washington, Inc.†		556		35,968
Kansas City Southern		597		62,816
Norfolk Southern Corp.†		1,731		250,822
Southwest Airlines Co.†^(b)		4,325		283,071
Union Pacific Corp.†		2,921		391,706
United Continental Holdings, Inc.†*		1,297		87,418

				1,915,382

Utilities — 2.5%
Duke Energy Corp.†		4,997		420,298
FirstEnergy Corp.†		4,832		147,956
NRG Energy, Inc.†		3,439		97,943


	Number of Shares			Value
COMMON STOCKS — (Continued)
Utilities — (Continued)
Pinnacle West Capital Corp.		19		$	1,618
SCANA Corp.^(a)		1,553			61,778

					729,593

TOTAL COMMON STOCKS (Cost $46,170,145)					52,598,827

EXCHANGE TRADED FUNDS — 0.8%
SPDR S&P 500 ETF Trust		823			219,626

TOTAL EXCHANGE TRADED FUNDS (Cost $219,676)					219,626

TOTAL LONG POSITIONS - 184.7% (Cost $46,389,821)					52,818,453


SHORT POSITIONS — (85.6)%
COMMON STOCKS — (85.6)%
Automobiles & Components — (1.0)%
Ford Motor Co.		(20,057	)		(250,512	)
Goodyear Tire & Rubber Co. (The)		(1,242	)		(40,129	)

					(290,641	)

Banks — (4.8)%
Bank of America Corp.		(6,664	)		(196,721	)
BB&T Corp.		(3,984	)		(198,084	)
Citigroup, Inc.		(2,058	)		(153,136	)
Citizens Financial Group, Inc.		(1,573	)		(66,035	)
Fifth Third Bancorp.		(3,695	)		(112,106	)
JPMorgan Chase & Co.		(116	)		(12,405	)
M&T Bank Corp.		(764	)		(130,636	)
Regions Financial Corp.		(5,991	)		(103,524	)
SunTrust Banks, Inc.		(1,858	)		(120,008	)
US Bancorp		(345	)		(18,485	)
Wells Fargo & Co.		(4,156	)		(252,145	)
Zions Bancorporation		(34	)		(1,728	)

					(1,365,013	)

Capital Goods — (3.8)%
AO Smith Corp.		(869	)		(53,252	)
Flowserve Corp.		(658	)		(27,722	)
Fluor Corp.		(706	)		(36,465	)
Fortive Corp.		(1,755	)		(126,974	)
General Dynamics Corp.		(1,452	)		(295,409	)
Illinois Tool Works, Inc.		(568	)		(94,771	)
Lockheed Martin Corp.		(1	)		(321	)
Northrop Grumman Corp.		(684	)		(209,926	)
Quanta Services, Inc.*		(783	)		(30,623	)


	Number of Shares			Value
COMMON STOCKS — (Continued)
Capital Goods — (Continued)
Raytheon Co.		(601	)	$	(112,898	)
Rockwell Automation, Inc.		(15	)		(2,945	)
Stanley Black & Decker, Inc.		(2	)		(339	)
Textron, Inc.		(159	)		(8,998	)
United Rentals, Inc.*		(427	)		(73,406	)

					(1,074,049	)

Commercial & Professional Services — (0.9)%
Equifax, Inc.		(606	)		(71,460	)
IHS Markit Ltd. (Bermuda)*		(2,014	)		(90,932	)
Verisk Analytics, Inc.*		(862	)		(82,752	)

					(245,144	)

Consumer Durables & Apparel — (2.9)%.
Hasbro, Inc.		(628	)		(57,079	)
Leggett & Platt, Inc.		(669	)		(31,931	)
Mattel, Inc.		(1,735	)		(26,684	)
Mohawk Industries, Inc.*		(375	)		(103,462	)
Newell Brands, Inc.		(2,475	)		(76,478	)
NIKE, Inc., Class B		(4,809	)		(300,803	)
Tapestry, Inc.		(1,435	)		(63,470	)
Under Armour, Inc., Class C*		(2,228	)		(29,677	)
VF Corp.		(1,992	)		(147,408	)

					(836,992	)

Consumer Services — (2.7)%
Chipotle Mexican Grill, Inc.*		(143	)		(41,331	)
Darden Restaurants, Inc.		(628	)		(60,301	)
MGM Resorts International		(2,855	)		(95,328	)
Norwegian Cruise Line Holdings Ltd. (Bermuda)*		(1,153	)		(61,397	)
Starbucks Corp.		(7,230	)		(415,219	)
Wynn Resorts Ltd.		(519	)		(87,498	)

					(761,074	)

Diversified Financials — (2.9)%
Affiliated Managers Group, Inc.		(281	)		(57,675	)
Ameriprise Financial, Inc.		(750	)		(127,102	)
Bank of New York Mellon Corp. (The)		(136	)		(7,325	)
Berkshire Hathaway, Inc., Class B*		(841	)		(166,703	)
CME Group, Inc.		(1,700	)		(248,285	)
Intercontinental Exchange, Inc.		(2,960	)		(208,858	)
Leucadia National Corp.		(96	)		(2,543	)

					(818,491	)

Energy — (6.6)%
Anadarko Petroleum Corp.		(2,790	)		(149,656	)
Andeavor		(787	)		(89,986	)


	Number of Shares			Value
COMMON STOCKS — (Continued)
Energy — (Continued)
Chesapeake Energy Corp.*		(4,591	)	$	(18,180	)
Chevron Corp.		(381	)		(47,697	)
Cimarex Energy Co.		(481	)		(58,687	)
Concho Resources, Inc.*		(750	)		(112,665	)
Devon Energy Corp.		(2,651	)		(109,751	)
EOG Resources, Inc.		(1,724	)		(186,037	)
EQT Corp.		(875	)		(49,805	)
Halliburton Co.		(3,156	)		(154,234	)
Helmerich & Payne, Inc.		(548	)		(35,423	)
Hess Corp.		(1,604	)		(76,142	)
Kinder Morgan, Inc.		(11,565	)		(208,980	)
Marathon Oil Corp.		(4,292	)		(72,664	)
National Oilwell Varco, Inc.		(1,920	)		(69,158	)
Newfield Exploration Co.*		(1,004	)		(31,656	)
Occidental Petroleum Corp.		(1,756	)		(129,347	)
Pioneer Natural Resources Co.		(858	)		(148,305	)
Range Resources Corp.		(1,252	)		(21,359	)
Schlumberger Ltd. (Curacao)		(10	)		(674	)
Williams Cos., Inc. (The)		(4,172	)		(127,204	)

					(1,897,610	)

Food & Staples Retailing — (0.7)%
Costco Wholesale Corp.		(996	)		(185,376	)

Food, Beverage & Tobacco — (2.8)%
Archer-Daniels-Midland Co.		(2,825	)		(113,226	)
Brown-Forman Corp., Class B		(1,939	)		(133,151	)
Campbell Soup Co.		(45	)		(2,165	)
Constellation Brands, Inc., Class A		(988	)		(225,827	)
Hershey Co. (The)		(1,064	)		(120,775	)
JM Smucker Co. (The)		(355	)		(44,105	)
McCormick & Co., Inc., non-voting shares		(661	)		(67,363	)
Mondelez International, Inc., Class A .		(2,253	)		(96,428	)

					(803,040	)

Health Care Equipment & Services —(6.8)%
Align Technology, Inc.*		(404	)		(89,765	)
Becton Dickinson and Co.		(1,339	)		(286,699	)
Boston Scientific Corp.*		(5,424	)		(134,461	)
Cerner Corp.*		(1,743	)		(117,461	)
DENTSPLY SIRONA, Inc.		(1,159	)		(76,297	)
HCA Healthcare, Inc.*		(1,803	)		(158,376	)
Henry Schein, Inc.*		(793	)		(55,415	)
Hologic, Inc.*		(247	)		(10,559	)
IDEXX Laboratories, Inc.*		(441	)		(68,964	)


	Number of Shares			Value
COMMON STOCKS — (Continued)
Health Care Equipment & Services — (Continued)
Intuitive Surgical, Inc.*		(565	)	$	(206,191	)
Medtronic PLC (Ireland)		(4,732	)		(382,109	)
Patterson Cos., Inc.		(479	)		(17,306	)
ResMed, Inc.		(719	)		(60,892	)
Stryker Corp.		(1,889	)		(292,493	)

					(1,956,988	)

Household & Personal Products — (0.5)%
Coty, Inc., Class A		(3,784	)		(75,264	)
Procter & Gamble Co. (The)		(836	)		(76,812	)

					(152,076	)

Insurance — (5.7)%
Aflac, Inc.		(1,989	)		(174,594	)
Allstate Corp. (The)		(353	)		(36,963	)
American International Group, Inc.		(4,540	)		(270,493	)
Arthur J Gallagher & Co.		(110	)		(6,961	)
Assurant, Inc.		(283	)		(28,538	)
Chubb Ltd. (Switzerland)		(1,149	)		(167,903	)
Cincinnati Financial Corp.		(829	)		(62,150	)
Hartford Financial Services Group, Inc. (The)		(1,806	)		(101,642	)
Lincoln National Corp.		(1,109	)		(85,249	)
MetLife, Inc.		(5,051	)		(255,379	)
Prudential Financial, Inc.		(2,145	)		(246,632	)
Torchmark Corp.		(343	)		(31,114	)
Unum Group		(1,134	)		(62,245	)
Willis Towers Watson PLC (Ireland)		(668	)		(100,661	)

					(1,630,524	)

Materials — (4.4)%
Albemarle Corp.		(557	)		(71,235	)
DowDuPont, Inc.		(6,505	)		(463,286	)
Ecolab, Inc.		(1,394	)		(187,047	)
FMC Corp.		(356	)		(33,699	)
International Paper Co.		(2,085	)		(120,805	)
Martin Marietta Materials, Inc.		(318	)		(70,291	)
Mosaic Co. (The)		(1,772	)		(45,470	)
Sherwin-Williams Co. (The)		(415	)		(170,167	)
Vulcan Materials Co.		(667	)		(85,623	)

					(1,247,623	)

Media — (2.1)%
Charter Communications, Inc., Class A*		(967	)		(324,873	)
DISH Network Corp., Class A*		(1,784	)		(85,186	)


	Number of Shares			Value
COMMON STOCKS — (Continued)
Media — (Continued)
Walt Disney Co. (The)		(1,820	)	$	(195,668	)

					(605,727	)

Pharmaceuticals, Biotechnology & Life Sciences — (6.1)%
Agilent Technologies, Inc.		(1,626	)		(108,893	)
Alexion Pharmaceuticals, Inc.*		(1,126	)		(134,658	)
Allergan PLC (Ireland)		(35	)		(5,725	)
Illumina, Inc.*		(737	)		(161,027	)
Incyte Corp.*		(1,108	)		(104,939	)
IQVIA Holdings, Inc.*		(1,043	)		(102,110	)
Mettler-Toledo International, Inc.*		(129	)		(79,918	)
Mylan NV (Netherlands)*		(1,669	)		(70,615	)
PerkinElmer, Inc.		(557	)		(40,728	)
Perrigo Co. PLC (Ireland)		(712	)		(62,058	)
Pfizer, Inc.		(4,239	)		(153,537	)
Thermo Fisher Scientific, Inc.		(2,024	)		(384,317	)
Vertex Pharmaceuticals, Inc.*		(1,302	)		(195,118	)
Waters Corp.*		(60	)		(11,591	)
Zoetis, Inc.		(1,774	)		(127,799	)

					(1,743,033	)

Real Estate — (5.9)%
American Tower Corp., REIT		(1,524	)		(217,429	)
Apartment Investment & Management Co., Class A, REIT		(793	)		(34,662	)
Boston Properties, Inc., REIT		(4	)		(520	)
CBRE Group, Inc., Class A*		(1,714	)		(74,233	)
Crown Castle International Corp., REIT		(2,051	)		(227,682	)
Duke Realty Corp., REIT		(238	)		(6,476	)
Equinix, Inc., REIT		(395	)		(179,022	)
Equity Residential, REIT		(1,597	)		(101,841	)
Extra Space Storage, Inc., REIT		(637	)		(55,706	)
GGP, Inc., REIT		(1,957	)		(45,774	)
HCP, Inc., REIT		(2,369	)		(61,784	)
Host Hotels & Resorts, Inc., REIT		(3,732	)		(74,080	)
Iron Mountain, Inc., REIT		(1,347	)		(50,822	)
Macerich Co. (The), REIT		(712	)		(46,764	)
Prologis, Inc., REIT		(2,687	)		(173,338	)
Public Storage, REIT		(1	)		(209	)
SBA Communications Corp., REIT*		(598	)		(97,689	)
SL Green Realty Corp., REIT		(497	)		(50,162	)
UDR, Inc., REIT		(1,352	)		(52,079	)
Vornado Realty Trust, REIT		(584	)		(45,657	)
Welltower, Inc., REIT		(1,339	)		(85,388	)

					(1,681,317	)


	Number of Shares			Value
COMMON STOCKS — (Continued)
Retailing — (2.9)%
CarMax, Inc.*		(919	)	$	(58,935	)
L Brands, Inc.		(1,424	)		(85,753	)
LKQ Corp.*		(1,560	)		(63,445	)
Macy’s, Inc.		(1,538	)		(38,742	)
Netflix, Inc.*		(2,185	)		(419,433	)
Tiffany & Co.		(629	)		(65,385	)
TripAdvisor, Inc.*		(710	)		(24,467	)
Ulta Beauty, Inc.*		(308	)		(68,887	)

					(825,047	)

Semiconductors & Semiconductor Equipment — (2.5)%
Advanced Micro Devices, Inc.*		(5,381	)		(55,317	)
Broadcom Ltd. (Singapore)		(250	)		(64,225	)
Microchip Technology, Inc.		(1,321	)		(116,089	)
NVIDIA Corp.		(1,837	)		(355,460	)
Qorvo, Inc.*		(642	)		(42,757	)
Xilinx, Inc.		(1,256	)		(84,680	)

					(718,528	)

Software & Services — (11.9)%
Activision Blizzard, Inc.		(3,817	)		(241,692	)
Adobe Systems, Inc.*		(1,024	)		(179,446	)
Akamai Technologies, Inc.*		(858	)		(55,804	)
Alliance Data Systems Corp.		(279	)		(70,721	)
ANSYS, Inc.*		(429	)		(63,316	)
Autodesk, Inc.*		(1,108	)		(116,152	)
Automatic Data Processing, Inc.		(2,242	)		(262,740	)
Cadence Design Systems, Inc.*		(1,425	)		(59,594	)
CSRA, Inc.		(827	)		(24,744	)
DXC Technology Co.		(1,440	)		(136,656	)
Facebook, Inc., Class A*		(1,144	)		(201,870	)
Fidelity National Information Services, Inc.		(1,682	)		(158,259	)
Fiserv, Inc.*		(1,055	)		(138,342	)
Gartner, Inc.*		(457	)		(56,280	)
Global Payments, Inc.		(327	)		(32,778	)
International Business Machines Corp.		(1,659	)		(254,524	)
Intuit, Inc.		(1,291	)		(203,694	)
Microsoft Corp.		(1,063	)		(90,929	)
PayPal Holdings, Inc.*		(5,316	)		(391,364	)
Red Hat, Inc.*		(894	)		(107,369	)
salesforce.com, Inc.*		(3,647	)		(372,833	)
Synopsys, Inc.*		(759	)		(64,697	)
VeriSign, Inc.*		(683	)		(78,163	)


	Number of Shares			Value
COMMON STOCKS — (Continued)
Software & Services — (Continued)
Western Union Co. (The)		(2,325	)	$	(44,198	)

					(3,406,165	)

Technology Hardware & Equipment — (1.0)%
Amphenol Corp., Class A		(1,618	)		(142,060	)
Corning, Inc.		(4,388	)		(140,372	)

					(282,432	)

Transportation — (2.6)%
CH Robinson Worldwide, Inc.		(707	)		(62,987	)
CSX Corp.		(1,353	)		(74,429	)
FedEx Corp.		(1,352	)		(337,378	)
JB Hunt Transport Services, Inc.		(555	)		(63,814	)
United Parcel Service, Inc., Class B		(1,828	)		(217,806	)

					(756,414	)

Utilities — (4.1)%
Alliant Energy Corp.		(1,167	)		(49,726	)
American Electric Power Co., Inc.		(2,483	)		(182,674	)
American Water Works Co., Inc.		(327	)		(29,917	)
CMS Energy Corp.		(1,422	)		(67,261	)
Consolidated Edison, Inc.		(524	)		(44,514	)
Dominion Energy, Inc.		(1,635	)		(132,533	)
Edison International		(1,645	)		(104,030	)
Entergy Corp.		(907	)		(73,821	)
Eversource Energy		(842	)		(53,198	)
NextEra Energy, Inc.		(255	)		(39,828	)
NiSource, Inc.		(827	)		(21,229	)
PPL Corp.		(3,474	)		(107,520	)
Public Service Enterprise Group, Inc.		(2,550	)		(131,325	)


	Number of Shares			Value
COMMON STOCKS — (Continued)
Utilities — (Continued)
Sempra Energy		(396	)	$	(42,340)
WEC Energy Group, Inc.		(1,593	)		(105,823	)
Xcel Energy, Inc.		(2	)		(96	)

					(1,185,835	)

TOTAL COMMON STOCK (Proceeds $23,955,356)					(24,469,139	)

TOTAL SECURITIES SOLD SHORT - (85.6)% (Proceeds $23,955,356)					(24,469,139	)


OTHER ASSETS IN EXCESS OF LIABILITIES - 0.9%					253,987

NET ASSETS - 100.0%				$	28,603,301

†	Security position is either entirely or partially held in a segregated account as collateral for securities sold short.

^(a)	All or a portion of the security is on loan. At December 31, 2017, the market value of securities on loan was $4,723,386.

^(b)	Security position is either entirely or partially designated as collateral for securities on loan.

*	Non-income producing.

ETF	Exchange Traded Fund

PLC	Public Limited Company

REIT	Real Estate Investment Trust

S&P	Standard & Poor’s

SPDR	Standard & Poor’s Depository Receipt


	Number of Shares		Value
LONG POSITIONS — 138.8%
COMMON STOCKS — 138.8%
Automobiles & Components — 1.9%
General Motors Co.†		1,079	$	44,228
Harley-Davidson, Inc.^(a)		127		6,462

				50,690

Capital Goods — 12.0%
Acuity Brands, Inc.		32		5,632
Allegion PLC (Ireland)†		57		4,535
AMETEK, Inc.†		56		4,058
Boeing Co. (The)†		261		76,972
Caterpillar, Inc.†		338		53,262
Cummins, Inc.†		124		21,903
Eaton Corp. PLC (Ireland)		202		15,960
Fortune Brands Home & Security, Inc.		114		7,802
Honeywell International, Inc.†		112		17,176
Ingersoll-Rand PLC (Ireland)†		188		16,768
Jacobs Engineering Group, Inc.†		91		6,002
Johnson Controls International PLC (Ireland)		628		23,933
L3 Technologies, Inc.		58		11,475
Masco Corp.		235		10,326
Pentair PLC (Ireland)		137		9,675
Rockwell Collins, Inc.†		122		16,546
United Technologies Corp.		21		2,679
WW Grainger, Inc.^(a)		43		10,159

				314,863

Commercial & Professional Services — 0.9%
Cintas Corp.		7		1,091
Nielsen Holdings PLC (United Kingdom)		268		9,755
Robert Half International, Inc.†		95		5,276
Stericycle, Inc.*		26		1,768
Waste Management, Inc.†		76		6,559

				24,449

Consumer Durables & Apparel — 1.4%
Garmin Ltd. (Switzerland)†		141		8,399
Hanesbrands, Inc.^(a)		274		5,729
Michael Kors Holdings Ltd. (British Virgin Islands)*		122		7,680
Ralph Lauren Corp.†^(a)		62		6,429
Whirlpool Corp.		54		9,107

				37,344

Consumer Services — 4.9%
Carnival Corp. (Panama)		539		35,773


	Number of Shares		Value
COMMON STOCKS — (Continued)
Consumer Services — (Continued)
Hilton Worldwide Holdings, Inc.†		232	$	18,528
Marriott International, Inc., Class A†		137		18,595
McDonald’s Corp.†		115		19,794
Royal Caribbean Cruises Ltd. (Liberia)		161		19,204
Wyndham Worldwide Corp.†		79		9,154
Yum! Brands, Inc.†		100		8,161

				129,209

Diversified Financials — 4.3%
BlackRock, Inc.†		59		30,309
Franklin Resources, Inc.†		418		18,112
Invesco Ltd. (Bermuda)		307		11,218
Moody’s Corp.†		120		17,713
Nasdaq, Inc.†		125		9,604
S&P Global, Inc.		38		6,437
T Rowe Price Group, Inc.†		183		19,202

				112,595

Energy — 6.3%
Apache Corp.		286		12,075
ConocoPhillips†		901		49,456
Marathon Petroleum Corp.†		367		24,215
Phillips 66†		381		38,538
TechnipFMC PLC (United Kingdom)		352		11,021
Valero Energy Corp.†		330		30,330

				165,635

Food & Staples Retailing — 6.6%
CVS Health Corp.†		775		56,188
Kroger Co. (The)		664		18,227
Sysco Corp.†		350		21,256
Walgreens Boots Alliance, Inc.†		770		55,917
Wal-Mart Stores, Inc.†		213		21,034

				172,622

Food, Beverage & Tobacco — 12.1%
Altria Group, Inc.†		940		67,125
Campbell Soup Co.^(a)		83		3,993
Coca-Cola Co. (The)†		1,580		72,490
Conagra Brands, Inc.†		317		11,941
Dr Pepper Snapple Group, Inc.†		136		13,200
General Mills, Inc.†		356		21,107
Hormel Foods Corp.		397		14,447
Kellogg Co.†^(a)		242		16,451
Kraft Heinz Co. (The)		39		3,033
Molson Coors Brewing Co., Class B		162		13,295


	Number of Shares		Value
COMMON STOCKS — (Continued)
Food, Beverage & Tobacco — (Continued)
PepsiCo, Inc.†		223	$	26,742
Philip Morris International, Inc.†		297		31,378
Tyson Foods, Inc., Class A		276		22,375

				317,577

Health Care Equipment & Services — 14.0%
Abbott Laboratories		634		36,182
Aetna, Inc.†		254		45,819
AmerisourceBergen Corp.		166		15,242
Anthem, Inc.†		194		43,652
Baxter International, Inc.†		2		129
Cardinal Health, Inc.		177		10,845
Centene Corp.†*		129		13,014
Cigna Corp.†		187		37,978
DaVita, Inc.*		62		4,480
Envision Healthcare Corp.*		91		3,145
Express Scripts Holding Co.†*		448		33,439
Humana, Inc.†		109		27,040
Laboratory Corp. of America Holdings*		78		12,442
McKesson Corp.†		92		14,347
Quest Diagnostics, Inc.†		102		10,046
UnitedHealth Group, Inc.†		150		33,069
Universal Health Services, Inc., Class B		71		8,048
Varian Medical Systems, Inc.*		67		7,447
Zimmer Biomet Holdings, Inc.		86		10,378

				366,742

Household & Personal Products — 1.9%
Clorox Co. (The)		97		14,428
Colgate-Palmolive Co.		47		3,546
Estee Lauder Cos., Inc. (The), Class A†		5		636
Kimberly-Clark Corp.†		262		31,613

				50,223

Insurance — 2.3%
Aon PLC (United Kingdom)†		188		25,192
Marsh & McLennan Cos., Inc.†		385		31,335
Progressive Corp. (The)		76		4,280

				60,807

Materials — 5.8%
Air Products & Chemicals, Inc.†		160		26,253
Ball Corp.		264		9,992
Eastman Chemical Co.		108		10,005


	Number of Shares		Value
COMMON STOCKS — (Continued)
Materials — (Continued)
Freeport-McMoRan, Inc.†*		1,091	$	20,685
LyondellBasell Industries NV, Class A (Netherlands)†		297		32,765
Newmont Mining Corp.†		402		15,083
Packaging Corp. of America		71		8,559
PPG Industries, Inc.†		194		22,663
Sealed Air Corp.		136		6,705

				152,710

Media — 6.6%
Comcast Corp., Class A†		484		19,384
Discovery Communications, Inc., Class A†^(a)*		430		9,623
Interpublic Group of Cos., Inc. (The)		293		5,907
News Corp., Class A†		438		7,100
Omnicom Group, Inc.†		174		12,672
Scripps Networks Interactive, Inc., Class A†		98		8,367
Time Warner, Inc.†		587		53,693
Twenty-First Century Fox, Inc., Class A†		1,395		48,169
Viacom, Inc., Class B		303		9,335

				174,250

Pharmaceuticals, Biotechnology & Life Sciences — 16.6%
AbbVie, Inc.†		575		55,608
Amgen, Inc.†		347		60,343
Biogen, Inc.†*		160		50,971
Bristol-Myers Squibb Co.		98		6,005
Celgene Corp.†*		481		50,197
Eli Lilly & Co.†		350		29,561
Gilead Sciences, Inc.†		985		70,565
Johnson & Johnson†		330		46,108
Merck & Co., Inc.		1,196		67,299

				436,657

Real Estate — 2.0%
Alexandria Real Estate Equities, Inc., REIT		23		3,004
AvalonBay Communities, Inc., REIT		25		4,460
Essex Property Trust, Inc., REIT		6		1,448
Extra Space Storage, Inc., REIT		72		6,296
Mid-America Apartment Communities, Inc., REIT		81		8,145
Realty Income Corp., REIT		16		912
Regency Centers Corp., REIT		127		8,786


	Number of Shares		Value
COMMON STOCKS — (Continued)
Real Estate — (Continued)
Weyerhaeuser Co., REIT†		567	$	19,992

				53,043

Retailing — 11.2%
Advance Auto Parts, Inc.		56		5,583
Amazon.com, Inc.*		1		1,171
AutoZone, Inc.†*		21		14,939
Best Buy Co., Inc.†		64		4,382
Dollar Tree, Inc.*		19		2,039
Foot Locker, Inc.		95		4,454
Gap, Inc. (The)		74		2,520
Genuine Parts Co.		111		10,546
Home Depot, Inc. (The)†		285		54,016
Kohl’s Corp.^(a)		127		6,887
Lowe’s Cos., Inc.†		626		58,180
Nordstrom, Inc.^(a)		5		237
O’Reilly Automotive, Inc.*		64		15,395
Priceline Group, Inc. (The)†*		37		64,296
Ross Stores, Inc.†		284		22,791
Signet Jewelers Ltd. (Bermuda)^(a)		50		2,828
Target Corp.†		253		16,508
Tractor Supply Co.		95		7,101

				293,873

Semiconductors & Semiconductor Equipment — 7.5%
Analog Devices, Inc.		277		24,661
Applied Materials, Inc.†		775		39,618
Intel Corp.†		532		24,557
KLA-Tencor Corp.†		118		12,398
Lam Research Corp.†		135		24,849
Micron Technology, Inc.†*		975		40,095
QUALCOMM, Inc.		155		9,923
Skyworks Solutions, Inc.†		137		13,008
Texas Instruments, Inc.†		78		8,146

				197,255

Software & Services — 2.3%
Accenture PLC, Class A (Ireland)†		101		15,462
CA, Inc.†		311		10,350
Citrix Systems, Inc.*		60		5,280
eBay, Inc.†*		57		2,151
Oracle Corp.†		492		23,262
Paychex, Inc.†		56		3,812
Total System Services, Inc.		2		158

				60,475


	Number of Shares		Value
COMMON STOCKS — (Continued)
Technology Hardware & Equipment —8.7%
Apple, Inc.†		384	$	64,984
Cisco Systems, Inc.†		1,308		50,096
F5 Networks, Inc.†*		48		6,299
Harris Corp.		90		12,750
Hewlett Packard Enterprise Co.†		1,200		17,232
HP, Inc.†		1,240		26,052
Juniper Networks, Inc.†		284		8,094
Motorola Solutions, Inc.		3		271
NetApp, Inc.		198		10,953
Seagate Technology PLC (Ireland)†^(a)		203		8,494
Western Digital Corp.†		223		17,735
Xerox Corp.		197		5,743

				228,703

Telecommunication Services — 4.0%
AT&T, Inc.†		684		26,594
CenturyLink, Inc.		414		6,906
Verizon Communications, Inc.†		1,339		70,873

				104,373

Transportation — 3.8%
Alaska Air Group, Inc.†		93		6,836
American Airlines Group, Inc.		361		18,783
Delta Air Lines, Inc.†		537		30,072
Kansas City Southern		9		947
Norfolk Southern Corp.		52		7,538
Southwest Airlines Co.†		116		7,592
Union Pacific Corp.†		184		24,674
United Continental Holdings, Inc.†*		53		3,572

				100,014

Utilities — 1.7%
Duke Energy Corp.		260		21,869
FirstEnergy Corp.		334		10,227
NRG Energy, Inc.†		238		6,778
SCANA Corp.		107		4,256

				43,130

TOTAL COMMON STOCKS (Cost $3,173,322)				3,647,239

TOTAL LONG POSITIONS - 138.8% (Cost $3,173,322)				3,647,239


	Number of Shares			Value
SHORT POSITIONS — (40.0)%
COMMON STOCKS — (40.0)%
Automobiles & Components — (0.7)%
Aptiv PLC (Jersey)		(58	)	$	(4,920	)
Ford Motor Co.		(861	)		(10,754	)
Goodyear Tire & Rubber Co. (The)		(54	)		(1,745	)

					(17,419	)

Banks — (2.4)%
Bank of America Corp.		(326	)		(9,624	)
BB&T Corp.		(172	)		(8,552	)
Citigroup, Inc.		(97	)		(7,218	)
Citizens Financial Group, Inc.		(91	)		(3,820	)
Fifth Third BanCorp.		(153	)		(4,642	)
JPMorgan Chase & Co.		(4	)		(428	)
M&T Bank Corp.		(33	)		(5,643	)
Regions Financial Corp.		(255	)		(4,406	)
SunTrust Banks, Inc.		(94	)		(6,071	)
US BanCorp.		(10	)		(536	)
Wells Fargo & Co.		(194	)		(11,770	)
Zions Bancorporation		(2	)		(102	)

					(62,812	)

Capital Goods — (1.9)%
AO Smith Corp.		(38	)		(2,329	)
Arconic, Inc.		(105	)		(2,861	)
Flowserve Corp.		(29	)		(1,222	)
Fluor Corp.		(31	)		(1,601	)
Fortive Corp.		(76	)		(5,499	)
General Dynamics Corp.		(65	)		(13,224	)
Illinois Tool Works, Inc.		(32	)		(5,339	)
Northrop Grumman Corp.		(28	)		(8,593	)
Quanta Services, Inc.*		(34	)		(1,330	)
Raytheon Co.		(23	)		(4,321	)
Rockwell Automation, Inc.		(3	)		(589	)
Textron, Inc.		(3	)		(170	)
United Rentals, Inc.*		(18	)		(3,094	)

					(50,172	)

Commercial & Professional Services — (0.4)%
Equifax, Inc.		(26	)		(3,066	)
IHS Markit Ltd. (Bermuda)*		(87	)		(3,928	)
Verisk Analytics, Inc.*		(37	)		(3,552	)

					(10,546	)

Consumer Durables & Apparel — (1.4)%
Hasbro, Inc.		(26	)		(2,363	)
Leggett & Platt, Inc.		(29	)		(1,384	)
Mattel, Inc.		(74	)		(1,138	)


	Number of Shares			Value
COMMON STOCKS — (Continued)
Consumer Durables & Apparel — (Continued)
Mohawk Industries, Inc.*		(17	)	$	(4,690	)
Newell Brands, Inc.		(107	)		(3,306	)
NIKE, Inc., Class B		(178	)		(11,134	)
PVH Corp.		(17	)		(2,333	)
Tapestry, Inc.		(62	)		(2,742	)
Under Armour, Inc., Class C*		(95	)		(1,265	)
VF Corp.		(86	)		(6,364	)

					(36,719	)

Consumer Services — (1.3)%
Chipotle Mexican Grill, Inc.*		(7	)		(2,023	)
Darden Restaurants, Inc.		(26	)		(2,497	)
MGM Resorts International		(123	)		(4,107	)
Norwegian Cruise Line Holdings Ltd. (Bermuda)*		(50	)		(2,662	)
Starbucks Corp.		(311	)		(17,861	)
Wynn Resorts Ltd.		(23	)		(3,878	)

					(33,028	)

Diversified Financials — (1.4)%
Affiliated Managers Group, Inc.		(13	)		(2,668	)
Ameriprise Financial, Inc.		(33	)		(5,593	)
Bank of New York Mellon Corp. (The)		(4	)		(215	)
Berkshire Hathaway, Inc., Class B*		(38	)		(7,532	)
CME Group, Inc.		(74	)		(10,808	)
Intercontinental Exchange, Inc.		(127	)		(8,961	)

					(35,777	)

Energy — (2.9)%
Anadarko Petroleum Corp.		(120	)		(6,437	)
Andeavor		(33	)		(3,773	)
Chesapeake Energy Corp.*		(197	)		(780	)
Chevron Corp.		(4	)		(501	)
Cimarex Energy Co.		(21	)		(2,562	)
Concho Resources, Inc.*		(32	)		(4,807	)
Devon Energy Corp.		(114	)		(4,720	)
EOG Resources, Inc.		(62	)		(6,690	)
EQT Corp.		(37	)		(2,106	)
Halliburton Co.		(114	)		(5,571	)
Helmerich & Payne, Inc.		(24	)		(1,551	)
Hess Corp.		(69	)		(3,275	)
Kinder Morgan, Inc.		(497	)		(8,981	)
Marathon Oil Corp.		(184	)		(3,115	)
National Oilwell Varco, Inc.		(83	)		(2,990	)
Newfield Exploration Co.*		(43	)		(1,356	)
Occidental Petroleum Corp.		(62	)		(4,567	)


	Number of Shares			Value
COMMON STOCKS — (Continued)
Energy — (Continued)
Pioneer Natural Resources Co.		(36	)	$	(6,223	)
Range Resources Corp.		(54	)		(921	)
Williams Cos., Inc. (The)		(179	)		(5,458	)

					(76,384	)

Food & Staples Retailing — (0.2)%
Costco Wholesale Corp.		(32	)		(5,956	)

Food, Beverage & Tobacco — (1.3)%
Archer-Daniels-Midland Co.		(122	)		(4,890	)
Brown-Forman Corp., Class B		(84	)		(5,768	)
Constellation Brands, Inc., Class A		(43	)		(9,829	)
Hershey Co. (The)		(46	)		(5,221	)
JM Smucker Co. (The)		(21	)		(2,609	)
McCormick & Co., Inc., non-voting shares		(29	)		(2,955	)
Mondelez International, Inc., Class A		(98	)		(4,194	)

					(35,466)

Health Care Equipment & Services — (3.2)%
Align Technology, Inc.*		(18	)		(3,999	)
Becton Dickinson and Co.		(58	)		(12,442	)
Boston Scientific Corp.*		(186	)		(4,611	)
Cerner Corp.*		(75	)		(5,054	)
DENTSPLY SIRONA, Inc.		(50	)		(3,292	)
HCA Healthcare, Inc.*		(78	)		(6,852	)
Henry Schein, Inc.*		(35	)		(2,446	)
Hologic, Inc.*		(2	)		(86	)
IDEXX Laboratories, Inc.*		(19	)		(2,971	)
Intuitive Surgical, Inc.*		(23	)		(8,394	)
Medtronic PLC (Ireland)		(219	)		(17,684	)
Patterson Cos., Inc.		(21	)		(759	)
ResMed, Inc.		(31	)		(2,625	)
Stryker Corp.		(82	)		(12,697	)

					(83,912	)

Household & Personal Products — (0.3)%
Church & Dwight Co., Inc.		(25	)		(1,254	)
Coty, Inc., Class A		(163	)		(3,242	)
Procter & Gamble Co. (The)		(30	)		(2,756	)

					(7,252	)

Insurance — (2.7)%
Aflac, Inc.		(86	)		(7,549	)
Allstate Corp. (The)		(6	)		(628	)
American International Group, Inc.		(195	)		(11,618	)
Assurant, Inc.		(13	)		(1,311	)
Chubb Ltd. (Switzerland)		(51	)		(7,453	)


	Number of Shares			Value
COMMON STOCKS — (Continued)
Insurance — (Continued)
Cincinnati Financial Corp.		(36	)	$	(2,699	)
Hartford Financial Services Group, Inc. (The)		(78	)		(4,390	)
Lincoln National Corp.		(48	)		(3,690	)
MetLife, Inc.		(229	)		(11,578	)
Prudential Financial, Inc.		(93	)		(10,693	)
Torchmark Corp.		(12	)		(1,089	)
Unum Group.		(49	)		(2,690	)
Willis Towers Watson PLC (Ireland)		(29	)		(4,370	)

					(69,758	)

Materials — (2.0)%
Albemarle Corp.		(24	)		(3,069	)
DowDuPont, Inc.		(263	)		(18,731	)
Ecolab, Inc.		(61	)		(8,185	)
FMC Corp.		(30	)		(2,840	)
International Paper Co.		(90	)		(5,215	)
Martin Marietta Materials, Inc.		(14	)		(3,095	)
Mosaic Co. (The)		(76	)		(1,950	)
Sherwin-Williams Co. (The)		(15	)		(6,151	)
Vulcan Materials Co.		(29	)		(3,723	)

					(52,959	)

Media — (1.0)%
Charter Communications, Inc., Class A*		(42	)		(14,110	)
DISH Network Corp., Class A*		(84	)		(4,011	)
Walt Disney Co. (The)		(82	)		(8,816	)

					(26,937	)

Pharmaceuticals, Biotechnology & Life Sciences — (2.8)%
Agilent Technologies, Inc.		(70	)		(4,688	)
Alexion Pharmaceuticals, Inc.*		(49	)		(5,860	)
Illumina, Inc.*		(32	)		(6,992	)
Incyte Corp.*		(48	)		(4,546	)
IQVIA Holdings, Inc.*		(20	)		(1,958	)
Mettler-Toledo International, Inc.*		(6	)		(3,717	)
Mylan NV (Netherlands)*		(101	)		(4,273	)
PerkinElmer, Inc.		(24	)		(1,755	)
Perrigo Co. PLC (Ireland)		(31	)		(2,702	)
Pfizer, Inc.		(181	)		(6,556	)
Thermo Fisher Scientific, Inc.		(87	)		(16,520	)
Vertex Pharmaceuticals, Inc.*		(56	)		(8,392	)
Waters Corp.*		(1	)		(193	)
Zoetis, Inc.		(61	)		(4,394	)

					(72,546	)


	Number of Shares			Value
COMMON STOCKS — (Continued)
Real Estate — (2.5)%
American Tower Corp., REIT		(48	)	$	(6,848	)
Apartment Investment & Management Co., Class A, REIT		(35	)		(1,530	)
CBRE Group, Inc., Class A*		(73	)		(3,162	)
Crown Castle International Corp., REIT		(89	)		(9,880	)
Equinix, Inc., REIT		(16	)		(7,252	)
Equity Residential, REIT		(59	)		(3,762	)
GGP, Inc., REIT		(48	)		(1,123	)
HCP, Inc., REIT		(102	)		(2,660	)
Host Hotels & Resorts, Inc., REIT		(161	)		(3,196	)
Iron Mountain, Inc., REIT		(58	)		(2,188	)
Macerich Co. (The), REIT		(31	)		(2,036	)
Prologis, Inc., REIT		(116	)		(7,483	)
SBA Communications Corp., REIT*		(26	)		(4,247	)
SL Green Realty Corp., REIT		(22	)		(2,220	)
UDR, Inc., REIT		(58	)		(2,234	)
Vornado Realty Trust, REIT		(26	)		(2,033	)
Welltower, Inc., REIT		(45	)		(2,870	)

					(64,724	)

Retailing — (1.4)%
CarMax, Inc.*		(40	)		(2,565	)
L Brands, Inc.		(62	)		(3,734	)
LKQ Corp.*		(67	)		(2,725	)
Macy’s, Inc.		(66	)		(1,663	)
Netflix, Inc.*		(93	)		(17,852	)
Tiffany & Co.		(27	)		(2,807	)
TJX Cos., Inc. (The)		(8	)		(612	)
TripAdvisor, Inc.*		(31	)		(1,068	)
Ulta Beauty, Inc.*		(14	)		(3,131	)

					(36,157	)

Semiconductors & Semiconductor Equipment — (1.1)%
Advanced Micro Devices, Inc.*		(231	)		(2,375	)
Broadcom Ltd. (Singapore)		(7	)		(1,798	)
Microchip Technology, Inc.		(57	)		(5,009	)
NVIDIA Corp.		(75	)		(14,512	)
Qorvo, Inc.*		(28	)		(1,865	)
Xilinx, Inc.		(54	)		(3,641	)

					(29,200	)

Software & Services — (5.3)%
Activision Blizzard, Inc.		(164	)		(10,384	)
Adobe Systems, Inc.*		(33	)		(5,783	)
Akamai Technologies, Inc.*		(37	)		(2,406	)


	Number of Shares			Value
COMMON STOCKS — (Continued)
Software & Services — (Continued)
Alliance Data Systems Corp.		(13	)	$	(3,295	)
ANSYS, Inc.*		(19	)		(2,804	)
Autodesk, Inc.*		(48	)		(5,032	)
Automatic Data Processing, Inc.		(97	)		(11,367	)
Cadence Design Systems, Inc.*		(62	)		(2,593	)
CSRA, Inc.		(36	)		(1,077	)
DXC Technology Co.		(61	)		(5,789	)
Facebook, Inc., Class A*		(37	)		(6,529	)
Fidelity National Information Services, Inc.		(73	)		(6,869	)
Fiserv, Inc.*		(46	)		(6,032	)
Gartner, Inc.*		(20	)		(2,463	)
International Business Machines Corp.		(72	)		(11,046	)
Intuit, Inc.		(56	)		(8,836	)
Microsoft Corp.		(29	)		(2,481	)
PayPal Holdings, Inc.*		(213	)		(15,681	)
Red Hat, Inc.*		(39	)		(4,684	)
salesforce.com, Inc.*		(157	)		(16,050	)
Synopsys, Inc.*		(33	)		(2,813	)
VeriSign, Inc.*		(30	)		(3,433	)
Western Union Co. (The)		(100	)		(1,901	)

					(139,348	)

Technology Hardware & Equipment — (0.8)%
Amphenol Corp., Class A		(70	)		(6,146	)
Corning, Inc.		(191	)		(6,110	)
TE Connectivity Ltd. (Switzerland)		(103	)		(9,789	)

					(22,045	)

Transportation — (1.2)%
CH Robinson Worldwide, Inc.		(31	)		(2,762	)
CSX Corp.		(67	)		(3,686	)
FedEx Corp.		(59	)		(14,723	)
JB Hunt Transport Services, Inc.		(24	)		(2,760	)
United Parcel Service, Inc., Class B		(75	)		(8,936	)

					(32,867	)

Utilities — (1.8)%
Alliant Energy Corp.		(51	)		(2,173	)
American Electric Power Co., Inc.		(107	)		(7,872	)
American Water Works Co., Inc.		(13	)		(1,189	)
CMS Energy Corp.		(61	)		(2,885	)
Consolidated Edison, Inc.		(21	)		(1,784	)
Dominion Energy, Inc.		(66	)		(5,350	)
Edison International		(71	)		(4,490	)


	Number of Shares			Value
COMMON STOCKS — (Continued)
Utilities — (Continued)
Entergy Corp.		(38	)	$	(3,093	)
Eversource Energy		(31	)		(1,959	)
NextEra Energy, Inc.		(9	)		(1,404	)
NiSource, Inc.		(13	)		(334	)
PPL Corp.		(150	)		(4,642	)
Public Service Enterprise Group, Inc.		(110	)		(5,665	)
Sempra Energy		(8	)		(855	)
WEC Energy Group, Inc.		(69	)		(4,584	)

					(48,279	)

TOTAL COMMON STOCKS (Proceeds $1,030,284)					(1,050,263	)

TOTAL SECURITES SOLD SHORT - (40.0)% (Proceeds $1,030,284)					(1,050,263	)


OTHER ASSETS IN EXCESS OF LIABILITIES - 1.2%					31,289

NET ASSETS - 100.0%				$	2,628,265

†	Security position is either entirely or partially held in a segregated account as collateral for securities sold short.

⁽^a⁾	All or a portion of the security is on loan. At December 31, 2017, the market value of securities on loan was $56,795.

*	Non-income producing.

PLC	Public Limited Company

REIT	Real Estate Investment Trust


	Number of Shares		Value
LONG POSITIONS — 120.8%
COMMON STOCKS — 120.8%
Automobiles & Components — 2.5%
BorgWarner, Inc.^(a)		2,143	$	109,486
Dana, Inc.†^(b)		44,395		1,421,084
Delphi Technologies PLC (Jersey)†*		3,730		195,713
General Motors Co.†		73,727		3,022,070
Gentex Corp.†		61,816		1,295,045
Harley-Davidson, Inc.†^(a)		7,967		405,361
Lear Corp.†^(a)(b)		11,639		2,056,146
Magna International, Inc. (Canada)		109		6,177
Standard Motor Products, Inc.†^(a)(b)		4,316		193,832
Visteon Corp.†^(a)(b)*		14,970		1,873,346
Winnebago Industries, Inc.†^(a)		16,868		937,861

				11,516,121

Capital Goods — 14.5%
3M Co.†		1,232		289,976
Acuity Brands, Inc.^(a)		8,856		1,558,656
Allegion PLC (Ireland)†^(a)		3,455		274,880
Allison Transmission Holdings, Inc.†^(b)		81,848		3,525,193
AMETEK, Inc.†		27,462		1,990,171
Applied Industrial Technologies, Inc.†		2,474		168,479
Arconic, Inc.†		29,531		804,720
Argan, Inc.†		22,119		995,355
Barnes Group, Inc.^(a)(b)		1,330		84,149
Beacon Roofing Supply, Inc.*		2,881		183,693
Blue Bird Corp.*		24		478
Boeing Co. (The)†		6,268		1,848,496
BWX Technologies, Inc.†		32,795		1,983,770
Carlisle Cos., Inc.^(a)		832		94,557
Caterpillar, Inc.†		12,157		1,915,700
Continental Building Products, Inc.†*		4,008		112,825
Crane Co.†		14,654		1,307,430
CSW Industrials, Inc.*		220		10,109
Cummins, Inc.†		16,252		2,870,753
Curtiss-Wright Corp.†^(b)		4,996		608,763
Deere & Co.†		3,024		473,286
Eaton Corp. PLC (Ireland)†^(b)		48,586		3,838,780
EMCOR Group, Inc.†		16,543		1,352,390
Emerson Electric Co.†		2		139
Engility Holdings, Inc.^(a)*		1,932		54,811
Flowserve Corp.†^(a)		4,507		189,880
Fortive Corp.†		488		35,307
Fortune Brands Home & Security, Inc.†		12,079		826,687


	Number of Shares		Value
COMMON STOCKS — (Continued)
Capital Goods — (Continued)
Generac Holdings, Inc.†^(a)(b)*		27,851	$	1,379,182
General Dynamics Corp.†^(b)		2,772		563,963
General Electric Co.†		16,897		294,853
Gibraltar Industries, Inc.†^(a)*		33,468		1,104,444
GMS, Inc.†*		14,252		536,445
Graco, Inc.†^(b)		7,107		321,379
Harsco Corp.†^(a)*		28,816		537,418
HD Supply Holdings, Inc.†^(a)*		48,856		1,955,706
Hillenbrand, Inc.†^(a)(b)		34,031		1,521,186
Honeywell International, Inc.†		8,223		1,261,079
Huntington Ingalls Industries, Inc.†^(b)		8,766		2,066,146
IDEX Corp.†		2,188		288,750
Illinois Tool Works, Inc.†		3,578		596,989
Ingersoll-Rand PLC (Ireland)†		31,859		2,841,504
Jacobs Engineering Group, Inc.†		11,788		777,536
Johnson Controls International PLC (Ireland)†^(b)		26,371		1,004,999
L3 Technologies, Inc.†^(b)		10,640		2,105,124
Lindsay Corp.^(a)		857		75,587
Lockheed Martin Corp.†		381		122,320
Masco Corp.†		55,154		2,423,467
Mueller Industries, Inc.†^(b)		7,699		272,776
Mueller Water Products, Inc., Class A†		34,321		430,042
Navistar International Corp.^(a)*		8,606		369,025
NCI Building Systems, Inc.^(a)*		1,604		30,957
Nexeo Solutions, Inc.*		126		1,147
NN, Inc.^(a)		226		6,238
PACCAR, Inc.†^(a)(b)		4,276		303,938
Pentair PLC (Ireland)†^(b)		31,508		2,225,095
Primoris Services Corp.†^(a)(b)		18,975		515,930
Raytheon Co.†		559		105,008
Rexnord Corp.†*		11,485		298,840
Rockwell Automation, Inc.†^(a)		2,985		586,105
Rockwell Collins, Inc.†		29,570		4,010,283
Snap-on, Inc.†		2,971		517,845
Spirit AeroSystems Holdings, Inc., Class A†		8,539		745,028
SPX FLOW, Inc.†^(a)(b)*		13,129		624,284
Textainer Group Holdings Ltd. (Bermuda)†^(a)*		10,460		224,890
Textron, Inc.†^(a)		8,067		456,512
Toro Co. (The)		757		49,379
TransDigm Group, Inc.†^(a)		3,810		1,046,302


	Number of Shares		Value
COMMON STOCKS — (Continued)
Capital Goods — (Continued)
Trex Co., Inc.†^(a)(b)*		10,098	$	1,094,522
TriMas Corp.†^(a)*		7,043		188,400
United Technologies Corp.†		4,385		559,394
Universal Forest Products, Inc.†^(a)		7,202		270,939
Watsco, Inc.†^(a)(b)		7,200		1,224,288
Welbilt, Inc.^(a)*		3,359		78,970
Woodward, Inc.†^(a)(b)		5,812		444,850
WW Grainger, Inc.†^(a)		7,862		1,857,398
Xylem, Inc.†^(a)		3,113		212,307

				67,928,202

Commercial & Professional Services — 2.1%
CBIZ, Inc.*		747		11,541
Cintas Corp.†		1,007		156,921
Deluxe Corp.†^(a)		12,703		976,099
ICF International, Inc.†*		1,679		88,148
Kelly Services, Inc., Class A†		2,378		64,848
Korn/Ferry International		100		4,138
LSC Communications, Inc.†		8,462		128,199
ManpowerGroup, Inc.†		7,612		959,949
Matthews International Corp., Class A^(a)		969		51,163
Navigant Consulting, Inc.^(b)*		5,388		104,581
Nielsen Holdings PLC (United Kingdom)†^(a)		22,318		812,375
Quad/Graphics, Inc.†^(a)		16,045		362,617
Republic Services, Inc.†		7,246		489,902
Robert Half International, Inc.†^(a)		24,712		1,372,504
RPX Corp.†		9,680		130,099
SP Plus Corp.†*		13,578		503,744
Stericycle, Inc.†^(a)*		13,311		905,015
Tetra Tech, Inc.†^(a)		20,253		975,182
TransUnion*		243		13,355
TriNet Group, Inc.^(b)*		19,646		871,104
Viad Corp.^(a)		1,070		59,278
Waste Management, Inc.†		6,803		587,099

				9,627,861

Consumer Durables & Apparel — 3.7%
Acushnet Holdings Corp.		2,055		43,319
Callaway Golf Co.†^(a)		17,576		244,834
Cavco Industries, Inc.†*		5,339		814,731
Crocs, Inc.^(a)(b)*		59,372		750,462
DR Horton, Inc.†		8,493		433,738
Ethan Allen Interiors, Inc.†^(a)(b)		18,360		525,096
Garmin Ltd. (Switzerland)†^(b)		29,449		1,754,277


	Number of Shares		Value
COMMON STOCKS — (Continued)
Consumer Durables & Apparel — (Continued)
Gildan Activewear, Inc. (Canada)†		24,383	$	787,571
Hanesbrands, Inc.†^(a)		64,587		1,350,514
Johnson Outdoors, Inc., Class A†^(b)		990		61,469
La-Z-Boy, Inc.†		4,566		142,459
Michael Kors Holdings Ltd. (British Virgin Islands)†*		20,995		1,321,635
Oxford Industries, Inc.†^(a)		4,195		315,422
PulteGroup, Inc.†		22,678		754,044
Ralph Lauren Corp.†		24,144		2,503,491
TopBuild Corp.†^(a)*		9,855		746,418
Tupperware Brands Corp.†^(b)		13,878		870,151
Vista Outdoor, Inc.^(a)*		1,316		19,174
Whirlpool Corp.†^(b)		15,115		2,548,994
Wolverine World Wide, Inc.†^(a)		23,969		764,132
ZAGG, Inc.†^(a)(b)*		28,024		517,043

				17,268,974

Consumer Services — 6.0%
Adtalem Global Education, Inc.†*		23,252		977,747
Aramark†^(a)(b)		48,780		2,084,857
BJ’s Restaurants, Inc.†^(a)(b)		8,440		307,216
Boyd Gaming Corp.†^(a)(b)		89,026		3,120,361
Brinker International, Inc.†		32,899		1,277,797
Capella Education Co.†		3,594		278,176
Carnival Corp. (Panama)†^(b)		18,043		1,197,514
Choice Hotels International, Inc.†		3,573		277,265
Churchill Downs, Inc.†		2,741		637,831
Cracker Barrel Old Country Store, Inc.^(a)		1,679		266,776
DineEquity, Inc.†		41,557		2,108,187
Eldorado Resorts, Inc.^(a)*		11,612		384,938
Graham Holdings Co., Class B†		1,048		585,151
Grand Canyon Education, Inc.*		2		179
Hilton Worldwide Holdings, Inc.†^(a)		17,069		1,363,130
Marriott International, Inc., Class A†		11,740		1,593,470
McDonald’s Corp.†		5,684		978,330
Regis Corp.^(a)*		485		7,450
Restaurant Brands International, Inc. (Canada)†^(a)		8,473		520,920
Royal Caribbean Cruises Ltd.
(Liberia)†^(a)		25,690		3,064,303
Six Flags Entertainment Corp.^(a)		1,216		80,949
Sonic Corp.†		63,535		1,745,942
Speedway Motorsports, Inc.		3		57
Stars Group, Inc. (The) (Canada)*		4,096		95,437


	Number of Shares		Value
COMMON STOCKS — (Continued)
Consumer Services — (Continued)
Weight Watchers International, Inc.†^(a)*		1,640	$	72,619
Wyndham Worldwide Corp.†		21,775		2,523,069
Wynn Resorts Ltd.		95		16,016
Yum! Brands, Inc.†^(a)		31,113		2,539,132

				28,104,819

Energy — 5.1%
Archrock, Inc.†		42,438		445,599
CVR Energy, Inc.^(a)		54,081		2,013,976
Diamond Offshore Drilling, Inc.^(a)*		47,533		883,638
Dril-Quip, Inc.†^(a)*		29,073		1,386,782
Exterran Corp.†^(b)*		24,612		773,801
Exxon Mobil Corp.†^(b)		10,250		857,310
Fairmount Santrol Holdings, Inc.*		16,250		84,988
Frank’s International NV (Netherlands)		686		4,562
HollyFrontier Corp.†^(a)(b)		61,554		3,152,796
Imperial Oil Ltd. (Canada)†		15,196		473,963
Marathon Petroleum Corp.†^(b)		17,943		1,183,879
McDermott International, Inc. (Panama)†*		172,149		1,132,740
ONEOK, Inc.†		1,308		69,913
Par Pacific Holdings, Inc.†^(a)*		5,299		102,165
RPC, Inc.^(a)		17,637		450,273
Schlumberger Ltd. (Curacao)†		17,450		1,175,956
Ship Finance International Ltd. (Bermuda)†		108,832		1,686,896
Superior Energy Services, Inc.†^(a)*		22,550		217,156
TechnipFMC PLC (United Kingdom)^(a)(b)		77,455		2,425,116
TransCanada Corp. (Canada)†		55,867		2,717,371
Transocean Ltd. (Switzerland)†*		175,990		1,879,573
Valero Energy Corp.†		9,792		899,983
Williams Cos., Inc. (The)		498		15,184

				24,033,620

Food & Staples Retailing — 2.7%
CVS Health Corp.†		52,893		3,834,742
Ingles Markets, Inc., Class A†		3,326		115,080
Kroger Co. (The)†		130,519		3,582,747
SpartanNash Co.^(a)		75		2,001
Sysco Corp.†^(a)		16,327		991,539
United Natural Foods, Inc.†^(a)*		9,086		447,667
Walgreens Boots Alliance, Inc.†		18,923		1,374,188
Wal-Mart Stores, Inc.†^(b)		22,676		2,239,255


	Number of Shares		Value
COMMON STOCKS — (Continued)
Food & Staples Retailing — (Continued)
Weis Markets, Inc.^(a)		1,097	$	45,405

				12,632,624

Food, Beverage & Tobacco — 6.2%
Altria Group, Inc.†		22,230		1,587,444
Bob Evans Farms, Inc.†		1,099		86,623
Brown-Forman Corp., Class B†		5,160		354,337
Campbell Soup Co.†		13,288		639,286
Coca-Cola Co. (The)†^(b)		94,317		4,327,264
Conagra Brands, Inc.†^(a)		23,112		870,629
Constellation Brands, Inc., Class A†^(b)		10,367		2,369,585
Dean Foods Co.†^(a)		69,120		799,027
Dr Pepper Snapple Group, Inc.†		13,767		1,336,225
Flowers Foods, Inc.†^(a)(b)		55,625		1,074,119
General Mills, Inc.†^(a)		14,608		866,108
Hormel Foods Corp.†^(a)		22,248		809,605
Ingredion, Inc.†^(a)		12,949		1,810,270
JM Smucker Co. (The)†		5,177		643,190
Kellogg Co.^(b)		11,633		790,811
Kraft Heinz Co. (The)†		17,950		1,395,792
Molson Coors Brewing Co., Class B†^(a)(b)		8,481		696,036
Mondelez International, Inc., Class A†^(b)		5,495		235,186
National Beverage Corp.^(a)		61		5,944
PepsiCo, Inc.†		6,405		768,088
Philip Morris International, Inc.†		6,621		699,509
Sanderson Farms, Inc.†^(a)		23,774		3,299,356
Tyson Foods, Inc., Class A†^(a)		46,644		3,781,429

				29,245,863

Health Care Equipment & Services — 10.5%
Abbott Laboratories†^(b)		77,292		4,411,055
Amedisys, Inc.†^(a)*		13,214		696,510
AmerisourceBergen Corp.†		12,240		1,123,877
AMN Healthcare Services, Inc.^(a)(b)*		27,552		1,356,936
Analogic Corp.†^(a)(b)		6,774		567,322
AngioDynamics, Inc.^(b)*		6,039		100,429
Anika Therapeutics, Inc.†^(a)(b)*		8,326		448,855
Baxter International, Inc.†		2,472		159,790
Becton Dickinson and Co.		319		68,359
Boston Scientific Corp.†^(a)(b)*		78,692		1,950,775
Brookdale Senior Living, Inc.†^(a)*		12,006		116,458
Cardinal Health, Inc.†^(b)		12,327		755,275
Cerner Corp.†^(a)*		25,106		1,691,893


	Number of Shares		Value
COMMON STOCKS — (Continued)
Health Care Equipment & Services — (Continued)
Civitas Solutions, Inc.*		7	$	120
Community Health Systems, Inc.^(a)*		22,237		94,730
CONMED Corp.†		11,929		608,021
Cooper Cos., Inc. (The)†^(a)(b)		5,798		1,263,268
Cotiviti Holdings, Inc.†^(b)*		59,635		1,920,843
Danaher Corp.†^(a)(b)		17,803		1,652,474
Edwards Lifesciences Corp.†^(a)*		7,547		850,622
Envision Healthcare Corp.^(a)*		2,847		98,392
Express Scripts Holding Co.†*		44,862		3,348,500
Globus Medical, Inc., Class A†^(b)*		65,079		2,674,747
Haemonetics Corp.†^(b)*		4,176		242,542
HealthSouth Corp.*		220		10,870
Hill-Rom Holdings, Inc.†		15,191		1,280,449
ICU Medical, Inc.†^(a)(b)*		7,140		1,542,240
IDEXX Laboratories, Inc.*		326		50,980
Integer Holdings Corp.†^(b)*		28,897		1,309,034
Integra LifeSciences Holdings Corp.†^(a)(b)*		16,785		803,330
Intuitive Surgical, Inc.†^(a)*		2,969		1,083,507
Kindred Healthcare, Inc.†		15,602		151,339
Laboratory Corp. of America Holdings†*		5,372		856,888
LifePoint Health, Inc.†^(a)(b)*		23,918		1,191,116
MEDNAX, Inc.†^(a)*		11,047		590,352
Medtronic PLC (Ireland)†^(b)		31,061		2,508,176
Meridian Bioscience, Inc.†		33,376		467,264
National HealthCare Corp.^(a)		65		3,961
Patterson Cos., Inc.^(a)		1,559		56,327
Quality Systems, Inc.†^(b)*		32,458		440,780
Quest Diagnostics, Inc.†		21,665		2,133,786
ResMed, Inc.^(a)		962		81,472
Select Medical Holdings Corp.†*		2,108		37,206
STERIS PLC (United Kingdom)†		4,170		364,750
Teleflex, Inc.†		3,441		856,190
Tenet Healthcare Corp.†^(a)*		64,066		971,241
Tivity Health, Inc.†^(a)*		30,286		1,106,953
Universal Health Services, Inc., Class B†^(a)		4,054		459,521
Varian Medical Systems, Inc.†^(a)*		11,517		1,280,115
Zimmer Biomet Holdings, Inc.†		28,443		3,432,217

				49,271,857

Household & Personal Products — 1.1%
Avon Products, Inc.†*		264,302		568,249


	Number of Shares		Value
COMMON STOCKS — (Continued)
Household & Personal Products — (Continued)
Central Garden & Pet Co., Class A†^(a)*		5,668	$	213,740
Clorox Co. (The)†		7,965		1,184,714
Edgewell Personal Care Co.†^(a)*		28,648		1,701,405
Energizer Holdings, Inc.†		1,604		76,960
Kimberly-Clark Corp.†		8,760		1,056,982
Spectrum Brands Holdings, Inc.^(a)		2,212		248,629

				5,050,679

Materials — 7.3%
Ashland Global Holdings, Inc.†		2,158		153,650
Boise Cascade Co.†^(a)		11,182		446,162
Chemours Co. (The)†^(a)(b)		49,380		2,471,963
Crown Holdings, Inc.†^(b)*		27,577		1,551,206
Domtar Corp.†^(a)		60,378		2,989,919
FMC Corp.†		8,465		801,297
FutureFuel Corp.		4,574		64,448
Greif, Inc., Class A†^(a)		5,701		345,367
Ingevity Corp.†*		4,666		328,813
Louisiana-Pacific Corp.†*		38,066		999,613
LyondellBasell Industries NV, Class A (Netherlands)†		26,029		2,871,519
Methanex Corp. (Canada)†		29,007		1,756,374
Minerals Technologies, Inc.†		5,278		363,390
Monsanto Co.†^(b)		11,032		1,288,317
Norbord, Inc. (Canada)		780		26,372
Packaging Corp. of America†		21,063		2,539,145
PolyOne Corp.†^(a)		26,505		1,152,968
PPG Industries, Inc.†^(b)		20,682		2,416,071
Scotts Miracle-Gro Co. (The)†^(a)(b)		21,674		2,318,901
Sealed Air Corp.†^(a)(b)		35,746		1,762,278
Stepan Co.^(a)		1,139		89,947
Tronox Ltd., Class A (Australia)†^(b)		87,446		1,793,517
Verso Corp., Class A^(a)*		206		3,619
Westlake Chemical Corp.†^(a)		51,870		5,525,711
WR Grace & Co.^(b)		4,165		292,091

				34,352,658

Media — 4.9%
Comcast Corp., Class A†		22,827		914,221
Discovery Communications, Inc., Class A^(a)*		141,694		3,171,112
DISH Network Corp., Class A†*		12,336		589,044
Entravision Communications Corp., Class A		4,899		35,028
Gannett Co., Inc.^(a)		51,820		600,594


	Number of Shares		Value
COMMON STOCKS — (Continued)
Media — (Continued)
Interpublic Group of Cos., Inc. (The)†^(a)(b)		86,727	$	1,748,416
Live Nation Entertainment, Inc.^(a)*		4,000		170,280
Loral Space & Communications, Inc.*		144		6,343
MSG Networks, Inc., Class A†*		79,853		1,617,023
News Corp., Class A†^(b)		52,621		852,986
Nexstar Media Group, Inc., Class A†^(a)		13,872		1,084,790
Omnicom Group, Inc.†^(a)(b)		38,438		2,799,440
Scripps Networks Interactive, Inc., Class A†		5,050		431,169
Shaw Communications, Inc., Class B (Canada)†		20,076		458,335
Time Warner, Inc.†		45,330		4,146,335
Tribune Media Co., Class A†		2,088		88,677
Twenty-First Century Fox, Inc., Class A†		65,909		2,275,838
Viacom, Inc., Class B†		52,866		1,628,801
Walt Disney Co. (The)†		2,204		236,952

				22,855,384

Pharmaceuticals, Biotechnology & Life Sciences — 8.8%
AbbVie, Inc.†		19,428		1,878,882
Acorda Therapeutics, Inc.^(a)(b)*		15,372		329,729
Agilent Technologies, Inc.†^(b)		38,431		2,573,724
Akorn, Inc.†*		9,258		298,385
AMAG Pharmaceuticals, Inc.†*		41,042		543,806
Amgen, Inc.†		7,509		1,305,815
Biogen, Inc.†^(a)*		3,590		1,143,666
Bioverativ, Inc.†*		16,510		890,219
Bristol-Myers Squibb Co.†		6,456		395,624
Catalent, Inc.†*		6,618		271,867
Celgene Corp.†^(b)*		8,194		855,126
Concert Pharmaceuticals, Inc.^(a)*		1,396		36,115
Eagle Pharmaceuticals, Inc.†*		21,738		1,161,244
Eli Lilly & Co.†		12,266		1,035,986
Emergent BioSolutions, Inc.†*		12,736		591,842
Enanta Pharmaceuticals, Inc.^(a)*		1,456		85,438
Endo International PLC (Ireland)†*		60,985		472,634
Exact Sciences Corp.†^(a)(b)*		50,211		2,638,086
Exelixis, Inc.†*		96,525		2,934,360
Gilead Sciences, Inc.†		22,151		1,586,898
Immunomedics, Inc.†*		5,521		89,219
Innoviva, Inc.†^(a)*		94,450		1,340,246
Ionis Pharmaceuticals, Inc.†^(a)*		28,367		1,426,860


	Number of Shares		Value
COMMON STOCKS — (Continued)
Pharmaceuticals, Biotechnology & Life Sciences — (Continued)
Jazz Pharmaceuticals PLC (Ireland)†*		2,219	$	298,788
Johnson & Johnson†^(b)		10,553		1,474,465
Ligand Pharmaceuticals, Inc.†*		12,583		1,722,990
Medpace Holdings, Inc.^(a)*		50		1,813
Merck & Co., Inc.†		28,748		1,617,650
Mettler-Toledo International, Inc.†^(b)*		1,830		1,133,722
Mylan NV (Netherlands)†^(b)*		14,924		631,434
Myriad Genetics, Inc.^(b)*		30,340		1,042,027
PerkinElmer, Inc.†^(b)		27,654		2,022,060
Pfizer, Inc.†		6,923		250,751
Phibro Animal Health Corp., Class A†		7,570		253,595
PRA Health Sciences, Inc.†*		8,253		751,601
Prestige Brands Holdings, Inc.†^(a)(b)*		25,435		1,129,568
Regeneron Pharmaceuticals, Inc.*		80		30,077
Repligen Corp.†*		13,943		505,852
Supernus Pharmaceuticals, Inc.^(a)(b)*		23,036		917,985
United Therapeutics Corp.†*		1,954		289,094
Vanda Pharmaceuticals, Inc.†*		5,122		77,854
Vertex Pharmaceuticals, Inc.†*		8,862		1,328,059
Waters Corp.†^(a)(b)*		11,123		2,148,852

				41,514,008

Retailing — 9.7%
Abercrombie & Fitch Co., Class A^(a)		28,652		499,404
Advance Auto Parts, Inc.†		27,112		2,702,795
Amazon.com, Inc.†*		1,223		1,430,262
Asbury Automotive Group, Inc.†^(a)*		6,225		398,400
AutoNation, Inc.*		3,642		186,944
AutoZone, Inc.†*		2,861		2,035,230
Bed Bath & Beyond, Inc.^(a)(b)		66,088		1,453,275
Buckle, Inc. (The)^(a)		21,717		515,779
CarMax, Inc.†*		4,034		258,700
Chico’s FAS, Inc.†^(b)		192,123		1,694,525
Dollar General Corp.†		6,835		635,723
DSW, Inc., Class A†^(a)		59,122		1,265,802
Expedia, Inc.†^(b)		20,077		2,404,622
Foot Locker, Inc.†		15,755		738,594
GameStop Corp., Class A^(a)		39,610		711,000
Genuine Parts Co.†^(a)(b)		6,408		608,824
Home Depot, Inc. (The)†		4,899		928,507
HSN, Inc.†		9,919		400,232
Kohl’s Corp.†^(a)(b)		26,166		1,418,982
Lowe’s Cos., Inc.†		21,768		2,023,118


	Number of Shares		Value
COMMON STOCKS — (Continued)
Retailing — (Continued)
Murphy USA, Inc.†^(a)*		7,699	$	618,692
Netflix, Inc.*		3,048		585,094
Nutrisystem, Inc.†^(a)		49,456		2,601,386
Office Depot, Inc.†		49,402		174,883
O’Reilly Automotive, Inc.†*		4,986		1,199,332
PetMed Express, Inc.†		20,144		916,552
Pool Corp.†^(a)		2,689		348,629
Priceline Group, Inc. (The)†*		2,672		4,643,241
RH^(a)*		8,166		703,991
Ross Stores, Inc.†^(a)		22,697		1,821,434
Sally Beauty Holdings, Inc.†^(a)*		75,578		1,417,843
Signet Jewelers Ltd. (Bermuda)†		16,268		919,955
Tailored Brands, Inc.†		68,371		1,492,539
Target Corp.†^(a)		29,963		1,955,086
Tiffany & Co.^(a)		3,232		335,966
TJX Cos., Inc. (The)†		17,910		1,369,399
Tractor Supply Co.†^(b)		19,417		1,451,421
Urban Outfitters, Inc.^(a)*		13,794		483,618

				45,349,779

Semiconductors & Semiconductor Equipment — 7.7%
Analog Devices, Inc.†^(a)(b)		41,562		3,700,265
Applied Materials, Inc.†		29,526		1,509,369
Broadcom Ltd. (Singapore)†		2,816		723,430
Cabot Microelectronics Corp.†^(a)		4,259		400,687
Cohu, Inc.^(a)		3,594		78,888
First Solar, Inc.†*		27,170		1,834,518
Intel Corp.†		56,379		2,602,455
KLA-Tencor Corp.†		21,422		2,250,810
Lam Research Corp.†^(a)(b)		22,018		4,052,853
Marvell Technology Group Ltd. (Bermuda)†		56,110		1,204,682
Maxim Integrated Products, Inc.†^(a)		7,828		409,248
Microchip Technology, Inc.†		14,277		1,254,663
Micron Technology, Inc.†^(a)*		104,659		4,303,578
MKS Instruments, Inc.†		14,888		1,406,916
ON Semiconductor Corp.†*		136,188		2,851,777
QUALCOMM, Inc.†		16,735		1,071,375
Silicon Laboratories, Inc.*		692		61,104
Skyworks Solutions, Inc.†^(a)(b)		29,242		2,776,528
SMART Global Holdings, Inc. (Cayman Islands)*		600		20,220
Teradyne, Inc.†^(a)(b)		63,425		2,655,605
Texas Instruments, Inc.†		8,697		908,315
Xcerra Corp.†*		14,581		142,748


	Number of Shares		Value
COMMON STOCKS — (Continued)
Semiconductors & Semiconductor Equipment — (Continued)
Xilinx, Inc.†		1,813	$	122,232

				36,342,266

Software & Services — 14.2%
Accenture PLC, Class A (Ireland)†		7,129		1,091,379
Adobe Systems, Inc.†^(b)*		12,813		2,245,350
Alarm.com Holdings, Inc.†^(a)*		12,898		486,900
Alphabet, Inc., Class A†*		3,918		4,127,221
Amdocs, Ltd. (Guernsey)†		5,584		365,640
ANSYS, Inc.†*		13,995		2,065,522
Appfolio, Inc., Class A^(a)(b)*		10,081		418,362
Aspen Technology, Inc.†^(a)*		20,095		1,330,289
Blackbaud, Inc.^(a)		905		85,513
Blucora, Inc.^(b)*		48,802		1,078,524
CA, Inc.†		41,471		1,380,155
CACI International, Inc., Class A†*		7,323		969,199
Cadence Design Systems, Inc.†^(a)(b)*		41,659		1,742,179
Cars.com, Inc.†^(a)*		38,335		1,105,581
CDK Global, Inc.†		32,058		2,285,094
CGI Group, Inc., Class A (Canada)†*		5,755		312,669
Citrix Systems, Inc.†*		5,668		498,784
CommerceHub, Inc., Class A^(a)*		1,038		22,826
Conduent, Inc.†^(a)*		17,522		283,156
Convergys Corp.†^(a)		35,915		844,002
CoStar Group, Inc.†^(a)(b)*		3,785		1,123,956
CSRA, Inc.†		20,384		609,889
Descartes Systems Group, Inc. (The) (Canada)*		93		2,641
eBay, Inc.†*		69,629		2,627,798
Electronic Arts, Inc.†^(a)*		10,144		1,065,729
Etsy, Inc.†^(a)*		22,138		452,722
Euronet Worldwide, Inc.†^(a)(b)*		11,528		971,465
Facebook, Inc., Class A†*		22,043		3,889,708
Fair Isaac Corp.†^(b)		13,444		2,059,621
Fidelity National Information Services, Inc.†		2		188
Fiserv, Inc.†*		1,532		200,891
IAC/InterActiveCorp.†*		7,722		944,246
j2 Global, Inc.†		17,913		1,344,012
Leidos Holdings, Inc.†		18,867		1,218,242
LogMeIn, Inc.†^(a)		7,448		852,796
Manhattan Associates, Inc.†*		16,120		798,585
ManTech International Corp., Class A†^(a)		4,368		219,230
MAXIMUS, Inc.†		10,745		769,127


	Number of Shares		Value
COMMON STOCKS — (Continued)
Software & Services — (Continued)
Microsoft Corp.†		12,706	$	1,086,871
MicroStrategy, Inc., Class A†^(a)*		8,220		1,079,286
NIC, Inc.†^(a)		72,975		1,211,385
Nuance Communications, Inc.†*		12,611		206,190
Open Text Corp. (Canada)†^(a)		29,665		1,058,151
Oracle Corp.†^(a)		64,925		3,069,654
Paychex, Inc.†		3,153		214,656
Progress Software Corp.†		35,222		1,499,401
Qualys, Inc.†*		7,870		467,084
Red Hat, Inc.†^(a)*		12,808		1,538,241
SS&C Technologies Holdings, Inc.†		52,596		2,129,086
Stamps.com, Inc.†^(a)*		7,562		1,421,656
Sykes Enterprises, Inc.†^(a)*		1,742		54,786
Symantec Corp.†^(b)		81,634		2,290,650
Synopsys, Inc.†*		18,466		1,574,042
Total System Services, Inc.†		7,849		620,777
Trade Desk, Inc. (The), Class A^(a)*		30,097		1,376,336
Travelport Worldwide Ltd. (Bermuda)†^(b)		85,651		1,119,459
Tyler Technologies, Inc.^(a)*		466		82,505
VeriSign, Inc.†^(a)*		11,729		1,342,267
Visa, Inc., Class A^(a)		958		109,231
Web.com Group, Inc.†^(a)(b)*		39,757		866,703
Western Union Co. (The)†		20,131		382,690

				66,690,298

Technology Hardware & Equipment — 7.6%
Apple, Inc.†		7,039		1,191,210
Arista Networks, Inc.†^(b)*		1,060		249,715
AVX Corp.†		27,534		476,338
Benchmark Electronics, Inc.†*		7,660		222,906
Ciena Corp.†^(a)*		42,186		882,953
Cisco Systems, Inc.†		38,108		1,459,536
Coherent, Inc.†*		317		89,464
CTS Corp.		54		1,390
EchoStar Corp., Class A†*		12,052		721,915
Electro Scientific Industries, Inc.†^(a)*		36,724		786,995
Extreme Networks, Inc.†*		16,084		201,372
F5 Networks, Inc.†*		6,329		830,491
FLIR Systems, Inc.†		17,469		814,405
Harris Corp.†		25,137		3,560,656
Hewlett Packard Enterprise Co.†		78,615		1,128,911
HP, Inc.†^(b)		209,354		4,398,528
InterDigital, Inc.†^(a)(b)		10,895		829,654
IPG Photonics Corp.†^(a)(b)*		6,051		1,295,701


	Number of Shares		Value
COMMON STOCKS — (Continued)
Technology Hardware & Equipment — (Continued)
Jabil, Inc.†		34,184	$	897,330
Juniper Networks, Inc.†		66,157		1,885,474
Keysight Technologies, Inc.†^(a)*		11,119		462,550
Littelfuse, Inc.^(a)		1,344		265,870
Mitel Networks Corp. (Canada)†^(b)*		22,953		188,903
Motorola Solutions, Inc.†		10,256		926,527
MTS Systems Corp.		49		2,631
National Instruments Corp.†^(a)		10,644		443,110
NetApp, Inc.†^(a)		18,817		1,040,956
OSI Systems, Inc.†*		1,769		113,888
PC Connection, Inc.^(a)		142		3,722
Plantronics, Inc.†		4,458		224,594
Rogers Corp.†^(a)*		2,966		480,255
Seagate Technology PLC (Ireland)†		15,969		668,143
Systemax, Inc.^(a)		782		26,017
Ubiquiti Networks, Inc.^(a)*		4,335		307,872
VeriFone Systems, Inc.†*		20,206		357,848
Vishay Intertechnology, Inc.†^(a)(b)		107,396		2,228,467
Western Digital Corp.†		44,039		3,502,422
Xerox Corp.†^(a)		36,621		1,067,502
Zebra Technologies Corp., Class A†*		14,025		1,455,795

				35,692,016

Telecommunication Services — 1.6%
AT&T, Inc.†		26,293		1,022,272
BCE, Inc. (Canada)		2,495		119,785
CenturyLink, Inc.†		118,461		1,975,929
Cogent Communications Holdings, Inc.^(a)		6,175		279,728
Frontier Communications Corp.^(a)		76,210		515,180
Rogers Communications, Inc., Class B (Canada)†		19,791		1,007,956
Sprint Corp.†^(a)*		69,336		408,389
United States Cellular Corp.^(a)*		1,379		51,892
Verizon Communications, Inc.†		35,619		1,885,314
Vonage Holdings Corp.†^(a)(b)*		41,735		424,445

				7,690,890

Transportation — 4.6%
Alaska Air Group, Inc.†		16,389		1,204,755
American Airlines Group, Inc.†^(a)(b)		21,095		1,097,573
Canadian National Railway Co. (Canada)†^(a)(b)		45,757		3,774,952
Canadian Pacific Railway Ltd. (Canada)†		9,425		1,722,513
Delta Air Lines, Inc.†		33,711		1,887,816


	Number of Shares			Value
COMMON STOCKS — (Continued)
Transportation — (Continued)
Expeditors International of Washington, Inc.†		16,628		$	1,075,665
Forward Air Corp.†^(a)(b)		7,494			430,455
Hawaiian Holdings, Inc.†^(b)		45,975			1,832,104
Heartland Express, Inc.†		8,402			196,103
JB Hunt Transport Services, Inc.†^(a)		3,467			398,636
Kansas City Southern†^(a)(b)		3,699			389,209
Landstar System, Inc.†^(a)(b)		13,734			1,429,709
Matson, Inc.^(a)		667			19,903
Norfolk Southern Corp.†		7,272			1,053,713
Saia, Inc.*		664			46,978
Southwest Airlines Co.		15			982
Union Pacific Corp.†		8,318			1,115,444
United Continental Holdings, Inc.†^(a)*		11,007			741,872
Universal Logistics Holdings, Inc.		3			71
Werner Enterprises, Inc.†		7,303			282,261
XPO Logistics, Inc.†^(a)*		32,974			3,020,089

					21,720,803

TOTAL COMMON STOCKS (Cost $504,945,876)					566,888,722

	Par Value
CORPORATE BONDS AND NOTES — 0.0%
Capital Goods — 0.0%
Mueller Industries, Inc. 6.00%, 03/01/2027	$	715			731

TOTAL CORPORATE BONDS AND NOTES (Cost $715)					731

TOTAL LONG POSITIONS - 120.8% (Cost $504,946,591)					566,889,453


	Number of Shares
SHORT POSITIONS — (95.9)%
COMMON STOCKS — (95.9)%
Automobiles & Components — (2.9)%
Adient PLC (Ireland)		(32,015	)		(2,519,581	)
American Axle & Manufacturing Holdings, Inc.*		(50,154	)		(854,123	)
Cooper Tire & Rubber Co.		(8,024	)		(283,648	)
Cooper-Standard Holding, Inc.*		(5,242	)		(642,145	)
Ford Motor Co.		(137,264	)		(1,714,427	)
Fox Factory Holding Corp.*		(9,959	)		(386,907	)


	Number of Shares			Value
COMMON STOCKS — (Continued)
Automobiles & Components — (Continued)
Gentherm, Inc.*		(10,038	)	$	(318,706	)
Goodyear Tire & Rubber Co. (The)		(52,407	)		(1,693,270	)
LCI Industries		(12,389	)		(1,610,570	)
Modine Manufacturing Co.*		(15,595	)		(315,019	)
Tenneco, Inc.		(7,776	)		(455,207	)
Tesla, Inc.*		(9,667	)		(3,009,820	)

					(13,803,423	)

Capital Goods — (11.4)%
AAON, Inc.		(3,222	)		(118,247	)
AAR Corp.		(25,603	)		(1,005,942	)
Actuant Corp., Class A		(19,195	)		(485,635	)
Advanced Drainage Systems, Inc.		(30,765	)		(733,745	)
Aegion Corp.*		(3,126	)		(79,494	)
Albany International Corp., Class A		(7,286	)		(447,725	)
Altra Industrial Motion Corp.		(8,859	)		(446,494	)
American Railcar Industries, Inc.		(10,887	)		(453,335	)
American Woodmark Corp.*		(2,808	)		(365,742	)
AO Smith Corp.		(13,152	)		(805,955	)
Apogee Enterprises, Inc.		(18,768	)		(858,261	)
Astec Industries, Inc.		(2,646	)		(154,791	)
Astronics Corp.*		(5,356	)		(222,113	)
Axon Enterprise, Inc.*		(100,512	)		(2,663,568	)
AZZ, Inc.		(5,162	)		(263,778	)
CAI International, Inc.*		(10,537	)		(298,408	)
Chart Industries, Inc.*		(13,273	)		(621,973	)
Chicago Bridge & Iron Co. NV (Netherlands)		(64,283	)		(1,037,528	)
CIRCOR International, Inc.		(10,704	)		(521,071	)
Colfax Corp.*		(46,707	)		(1,850,531	)
Columbus McKinnon Corp.		(5,047	)		(201,779	)
Cubic Corp.		(12,060	)		(710,937	)
Donaldson Co., Inc.		(3,590	)		(175,730	)
Douglas Dynamics, Inc.		(11,845	)		(447,741	)
Dycom Industries, Inc.*		(3,263	)		(363,596	)
Encore Wire Corp.		(5,107	)		(248,456	)
EnerSys		(11,448	)		(797,124	)
ESCO Technologies, Inc.		(4,701	)		(283,235	)
Esterline Technologies Corp.*		(8,691	)		(649,218	)
Federal Signal Corp.		(63	)		(1,266	)
Fluor Corp.		(2,112	)		(109,085	)
Foundation Building Materials, Inc.*		(572	)		(8,460	)
Franklin Electric Co., Inc.		(12,171	)		(558,649	)
General Cable Corp.		(69,415	)		(2,054,684	)
Granite Construction, Inc.		(13,328	)		(845,395	)


	Number of Shares			Value
COMMON STOCKS — (Continued)
Capital Goods — (Continued)
Griffon Corp.		(699	)	$	(14,225	)
Herc Holdings, Inc.*		(21,036	)		(1,317,064	)
Hexcel Corp.		(21,768	)		(1,346,351	)
Hyster-Yale Materials Handling, Inc.		(1,535	)		(130,721	)
JELD-WEN Holding, Inc.*		(10,389	)		(409,015	)
John Bean Technologies Corp.		(8,934	)		(989,887	)
Kadant, Inc.		(1,894	)		(190,158	)
Kaman Corp.		(1,655	)		(97,380	)
Kennametal, Inc.		(35,724	)		(1,729,399	)
KLX, Inc.*		(1,057	)		(72,140	)
Kratos Defense & Security Solutions, Inc.*		(222,173	)		(2,352,812	)
Lincoln Electric Holdings, Inc.		(16,510	)		(1,511,986	)
Manitowoc Co., Inc. (The)*		(54,236	)		(2,133,644	)
Masonite International Corp. (Canada)*		(17,847	)		(1,323,355	)
MasTec, Inc.*		(12,613	)		(617,406	)
Mercury Systems, Inc.*		(22,999	)		(1,180,999	)
Milacron Holdings Corp.*		(37,364	)		(715,147	)
MRC Global, Inc.*		(111,793	)		(1,891,538	)
MYR Group, Inc.*		(1,880	)		(67,172	)
National Presto Industries, Inc.		(78	)		(7,757	)
Nordson Corp.		(4,073	)		(596,287	)
NOW, Inc.*		(208,554	)		(2,300,351	)
NV5 Global, Inc.*		(800	)		(43,320	)
Patrick Industries, Inc.*		(7,793	)		(541,224	)
Ply Gem Holdings, Inc.*		(4,619	)		(85,452	)
Proto Labs, Inc.*		(9,208	)		(948,424	)
Quanex Building Products Corp.		(5,634	)		(131,836	)
Raven Industries, Inc.		(12,589	)		(432,432	)
REV Group, Inc.		(18,787	)		(611,141	)
Simpson Manufacturing Co., Inc.		(5,714	)		(328,041	)
SPX Corp.*		(7,828	)		(245,721	)
Sun Hydraulics Corp.		(1,678	)		(108,550	)
Sunrun, Inc.*		(141,181	)		(832,968	)
Tennant Co.		(5,007	)		(363,759	)
Thermon Group Holdings, Inc.*		(10,414	)		(246,499	)
Timken Co. (The)		(43,072	)		(2,116,989	)
Titan International, Inc.		(37,360	)		(481,197	)
Triumph Group, Inc.		(24,189	)		(657,941	)
Tutor Perini Corp.*		(34,485	)		(874,195	)
United Rentals, Inc.*		(13,032	)		(2,240,331	)
Univar, Inc.*		(659	)		(20,403	)
USG Corp.*		(1,702	)		(65,629	)


	Number of Shares			Value
COMMON STOCKS — (Continued)
Capital Goods — (Continued)
Vicor Corp.*		(269	)	$	(5,622	)
Wabash National Corp.		(1,586	)		(34,416	)
Wesco Aircraft Holdings, Inc.*		(61,731	)		(456,809	)

					(53,757,384	)

Commercial & Professional Services — (2.5)%
ABM Industries, Inc.		(7,867	)		(296,743	)
ACCO Brands Corp.*		(15,319	)		(186,892	)
Advanced Disposal Services, Inc.*		(38,070	)		(911,396	)
Covanta Holding Corp.		(178,465	)		(3,016,058	)
Exponent, Inc.		(2,728	)		(193,961	)
Forrester Research, Inc.		(4,014	)		(177,419	)
FTI Consulting, Inc.*		(2,540	)		(109,118	)
Healthcare Services Group, Inc.		(31,655	)		(1,668,852	)
HNI Corp.		(20,620	)		(795,313	)
IHS Markit Ltd. (Bermuda)*		(4,607	)		(208,006	)
InnerWorkings, Inc.*		(6,543	)		(65,626	)
Mistras Group, Inc.*		(532	)		(12,486	)
MSA Safety, Inc.		(6,652	)		(515,663	)
Multi-Color Corp.		(7,479	)		(559,803	)
Ritchie Bros Auctioneers, Inc. (Canada)		(30,794	)		(921,664	)
RR Donnelley & Sons Co.		(46,275	)		(430,358	)
Steelcase, Inc., Class A		(40,992	)		(623,078	)
TrueBlue, Inc.*		(15,258	)		(419,595	)
US Ecology, Inc.		(4,193	)		(213,843	)
WageWorks, Inc.*		(8,380	)		(519,560	)

					(11,845,434	)

Consumer Durables & Apparel — (4.0)%
American Outdoor Brands Corp.*		(134,489	)		(1,726,839	)
Canada Goose Holdings, Inc. (Canada)*		(46,189	)		(1,457,725	)
Columbia Sportswear Co.		(9,364	)		(673,084	)
Deckers Outdoor Corp.*		(36,914	)		(2,962,348	)
G-III Apparel Group Ltd.*		(66,633	)		(2,458,091	)
Hasbro, Inc.		(10,083	)		(916,444	)
Helen Of Troy Ltd. (Bermuda)*		(3,283	)		(316,317	)
Installed Building Products, Inc.*		(9,268	)		(703,905	)
Lululemon Athletica, Inc.*		(4,073	)		(320,097	)
Mattel, Inc.		(175,940	)		(2,705,957	)
Mohawk Industries, Inc.*		(3,982	)		(1,098,634	)
Newell Brands, Inc.		(38,972	)		(1,204,235	)
Steven Madden Ltd.*		(2,976	)		(138,979	)
Tapestry, Inc.		(24,193	)		(1,070,056	)
Under Armour, Inc., Class C*		(55,218	)		(735,504	)


	Number of Shares			Value
COMMON STOCKS — (Continued)
Consumer Durables & Apparel — (Continued)
Universal Electronics, Inc.*		(2,109	)	$	(99,650)

					(18,587,865)

Consumer Services — (5.3)%
Belmond Ltd., Class A (Bermuda)*		(26,703	)		(327,112)
Bright Horizons Family Solutions, Inc.*		(4,606	)		(432,964)
Buffalo Wild Wings, Inc.*		(8,830	)		(1,380,570)
Carrols Restaurant Group, Inc.*		(9,984	)		(121,306)
Chegg, Inc.*		(131,798	)		(2,150,943)
Darden Restaurants, Inc.		(19,737	)		(1,895,147)
Dave & Buster’s Entertainment, Inc.*		(39,259)			(2,165,919)
Fiesta Restaurant Group, Inc.*		(5,247	)		(99,693)
Golden Entertainment, Inc.*		(459	)		(14,986)
Houghton Mifflin Harcourt Co.*		(45,630	)		(424,359)
ILG, Inc.		(30,061	)		(856,137)
International Game Technology PLC (United Kingdom)		(16,403	)		(434,844)
International Speedway Corp., Class A		(3,611	)		(143,898)
K12, Inc.*		(2,345	)		(37,286)
La Quinta Holdings, Inc.*		(34,847	)		(643,276)
Marcus Corp. (The)		(6,035	)		(165,057)
MGM Resorts International		(17,461	)		(583,023)
Monarch Casino & Resort, Inc.*		(84	)		(3,765)
Norwegian Cruise Line Holdings Ltd. (Bermuda)*		(7,065	)		(376,211)
Planet Fitness, Inc., Class A*		(2,389	)		(82,731)
Red Robin Gourmet Burgers, Inc.*		(1,366	)		(77,042)
Ruth’s Hospitality Group, Inc.		(2,714	)		(58,758)
SeaWorld Entertainment, Inc.*		(22,874	)		(310,400)
Service Corp. International		(42,678	)		(1,592,743)
Shake Shack, Inc., Class A*		(81,135	)		(3,505,032)
Starbucks Corp.		(10,076	)		(578,665)
Strayer Education, Inc.		(1,587	)		(142,163)
Texas Roadhouse, Inc.		(23,390	)		(1,232,185)
Wendy’s Co. (The)		(176,509	)		(2,898,278)
Wingstop, Inc.		(52,608	)		(2,050,660)

					(24,785,153)

Energy — (5.2)%
Cenovus Energy, Inc. (Canada)		(56,726	)		(517,908)
Cheniere Energy, Inc.*		(32,975	)		(1,775,374)
Delek US Holdings, Inc.		(81,028	)		(2,831,118)
Ensco PLC, Class A (United Kingdom)		(67,353	)		(398,056)


	Number of Shares			Value
COMMON STOCKS — (Continued)
Energy — (Continued)
Forum Energy Technologies, Inc.*		(13,471	)	$	(209,474)
Green Plains, Inc.		(105,342	)		(1,775,013)
Helix Energy Solutions Group, Inc.*		(248,618	)		(1,874,580)
Helmerich & Payne, Inc.		(3,566	)		(230,506)
Keane Group, Inc.*		(47,997	)		(912,423)
Mammoth Energy Services, Inc.*		(2,015	)		(39,554)
NCS Multistage Holdings, Inc.*		(1,767	)		(26,046)
Newpark Resources, Inc.*		(24,459	)		(210,347)
Occidental Petroleum Corp.		(32,891	)		(2,422,751)
Oil States International, Inc.*		(6,830	)		(193,289)
Patterson-UTI Energy, Inc.		(82,617	)		(1,901,017)
ProPetro Holding Corp.*		(37,257	)		(751,101)
REX American Resources Corp.*		(24	)		(1,987)
Select Energy Services, Inc., Class A*		(228	)		(4,159)
SemGroup Corp., Class A		(87,503	)		(2,642,591)
Solaris Oilfield Infrastructure, Inc., Class A*		(6,681	)		(143,040)
Targa Resources Corp.		(48,890	)		(2,367,254)
Unit Corp.*		(48,970	)		(1,077,340)
US Silica Holdings, Inc.		(2,276	)		(74,107)
Weatherford International PLC (Ireland)*		(332,325	)		(1,385,795)
World Fuel Services Corp.		(15,179	)		(427,137)

					(24,191,967)

Food & Staples Retailing — (1.3)%
Casey’s General Stores, Inc.		(5,167	)		(578,394)
Costco Wholesale Corp.		(4,374	)		(814,089)
PriceSmart, Inc.		(14,794	)		(1,273,763)
Rite Aid Corp.*		(941,176	)		(1,854,117)
Smart & Final Stores, Inc.*		(48,527	)		(414,906)
SUPERVALU, Inc.*		(60,104	)		(1,298,246)

					(6,233,515)

Food, Beverage & Tobacco — (4.3)%
B&G Foods, Inc.		(78,840	)		(2,771,226)
Blue Buffalo Pet Products, Inc.*		(58,129	)		(1,906,050)
Bunge Ltd. (Bermuda)		(20,638	)		(1,384,397)
Calavo Growers, Inc.		(2,434	)		(205,430)
Coca-Cola Bottling Co. Consolidated		(5,934	)		(1,277,353)
Cott Corp. (Canada)		(29,856	)		(497,401)
Darling Ingredients, Inc.*		(71,196	)		(1,290,783)
Freshpet, Inc.*		(6,150	)		(116,542)
Hain Celestial Group, Inc. (The)*		(75,125	)		(3,184,549)
J&J Snack Foods Corp.		(5,305	)		(805,458)


	Number of Shares			Value
COMMON STOCKS — (Continued)
Food, Beverage & Tobacco — (Continued)
John B Sanfilippo & Son, Inc.		(2,167	)	$	(137,063)
Lancaster Colony Corp.		(59	)		(7,623)
McCormick & Co., Inc., non-voting shares		(5,315	)		(541,652)
MGP Ingredients, Inc.		(16,797	)		(1,291,353)
Monster Beverage Corp.*		(4,227	)		(267,527)
Post Holdings, Inc.*		(18,856	)		(1,493,961)
Snyder’s-Lance, Inc.		(33,922	)		(1,698,814)
SunOpta, Inc. (Canada)*		(8,942	)		(69,300)
Tootsie Roll Industries, Inc.		(6,491	)		(236,272)
Universal Corp.		(12,474	)		(654,885)
Vector Group Ltd.		(6,892	)		(154,243)

					(19,991,882)

Health Care Equipment & Services — (7.7)%
Acadia Healthcare Co., Inc.*		(73,678	)		(2,404,113)
Almost Family, Inc.*		(9,841	)		(544,699)
athenahealth, Inc.*		(713	)		(94,858)
AtriCure, Inc.*		(26,039	)		(474,951)
BioTelemetry, Inc.*		(43,818	)		(1,310,158)
Cardiovascular Systems, Inc.*		(8,317	)		(197,030)
CryoLife, Inc.*		(5,567	)		(106,608)
DaVita, Inc.*		(6,016	)		(434,656)
DENTSPLY SIRONA, Inc.		(4,349	)		(286,295)
DexCom, Inc.*		(23,334	)		(1,339,138)
Diplomat Pharmacy, Inc.*		(51,620	)		(1,036,013)
Ensign Group, Inc. (The)		(26,368	)		(585,370)
Entellus Medical, Inc.*		(804	)		(19,610)
Evolent Health, Inc., Class A*		(174,407	)		(2,145,206)
Glaukos Corp.*		(20,609	)		(528,621)
HCA Healthcare, Inc.*		(19,708	)		(1,731,151)
Henry Schein, Inc.*		(37,212	)		(2,600,375)
Inovalon Holdings, Inc., Class A*		(8,768	)		(131,520)
Insulet Corp.*		(6,257	)		(431,733)
Invacare Corp.		(18,023	)		(303,688)
iRhythm Technologies, Inc.*		(21,428	)		(1,201,039)
K2M Group Holdings, Inc.*		(61,949	)		(1,115,082)
McKesson Corp.		(2,886	)		(450,072)
Merit Medical Systems, Inc.*		(18,289	)		(790,085)
Natus Medical, Inc.*		(34,971	)		(1,335,892)
Nevro Corp.*		(36,193	)		(2,498,765)
Novocure Ltd. (Jersey)*		(66,461	)		(1,342,512)
NxStage Medical, Inc.*		(89,367	)		(2,165,362)
Omnicell, Inc.*		(14,390	)		(697,915)
OraSure Technologies, Inc.*		(15,859	)		(299,101)


	Number of Shares			Value
COMMON STOCKS — (Continued)
Health Care Equipment & Services — (Continued)
Owens & Minor, Inc.		(19,874	)	$	(375,221)
Penumbra, Inc.*		(7,252	)		(682,413)
Providence Service Corp. (The)*		(580	)		(34,417)
Quidel Corp.*		(32,954	)		(1,428,556)
STAAR Surgical Co.*		(1,018	)		(15,779)
Surgery Partners, Inc.*		(1,232	)		(14,907)
Tactile Systems Technology, Inc.*		(2,524	)		(73,146)
Teladoc, Inc.*		(75,482	)		(2,630,548)
Varex Imaging Corp.*		(4,243	)		(170,441)
ViewRay, Inc.*		(3,306	)		(30,614)
Vocera Communications, Inc.*		(4,216	)		(127,408)
West Pharmaceutical Services, Inc.		(8,572	)		(845,799)
Wright Medical Group NV (Netherlands)*		(44,644	)		(991,097)

					(36,021,964)

Household & Personal Products — (1.3)%
Church & Dwight Co., Inc.		(65,220	)		(3,272,087)
Colgate-Palmolive Co.		(9,040	)		(682,068)
Coty, Inc., Class A		(31,062	)		(617,823)
Procter & Gamble Co. (The)		(5,296	)		(486,596)
WD-40 Co.		(8,300	)		(979,400)

					(6,037,974)

Materials — (7.3)%
A Schulman, Inc.		(1,602	)		(59,675)
Agrium, Inc. (Canada)		(23,264	)		(2,675,360)
Albemarle Corp.		(13,239	)		(1,693,136)
American Vanguard Corp.		(864	)		(16,978)
AptarGroup, Inc.		(5,083	)		(438,561)
Balchem Corp.		(7,420	)		(598,052)
Bemis Co., Inc.		(13,338	)		(637,423)
Calgon Carbon Corp.		(121,423	)		(2,586,310)
CF Industries Holdings, Inc.		(21,724	)		(924,139)
Clearwater Paper Corp.*		(1,583	)		(71,868)
Deltic Timber Corp.		(6,056	)		(554,427)
DowDuPont, Inc.		(26,672	)		(1,899,580)
Ferro Corp.*		(74,997	)		(1,769,179)
GCP Applied Technologies, Inc.*		(14,931	)		(476,299)
Graphic Packaging Holding Co.		(37,017	)		(571,913)
HB Fuller Co.		(17,670	)		(951,883)
Huntsman Corp.		(38,258	)		(1,273,609)
Innophos Holdings, Inc.		(2,102	)		(98,226)
Innospec, Inc.		(9,324	)		(658,274)
International Paper Co.		(64,112	)		(3,714,649)
Intrepid Potash, Inc.*		(435	)		(2,071)


	Number of Shares			Value
COMMON STOCKS — (Continued)
Materials — (Continued)
KMG Chemicals, Inc.		(3,627	)	$	(239,672)
Koppers Holdings, Inc.*		(3,481	)		(177,183)
Kraton Corp.*		(3,731	)		(179,722)
Mosaic Co. (The)		(114,071	)		(2,927,062)
NewMarket Corp.		(1,415	)		(562,307)
Owens-Illinois, Inc.*		(16,043	)		(355,673)
PH Glatfelter Co.		(22,618	)		(484,930)
Platform Specialty Products Corp.*		(361	)		(3,581)
Schweitzer-Mauduit International, Inc.		(61	)		(2,767)
Silgan Holdings, Inc.		(44,204	)		(1,299,156)
Sonoco Products Co.		(13,695	)		(727,752)
Summit Materials, Inc., Class A*		(7,410	)		(232,970)
Trinseo SA (Luxembourg)		(25,687	)		(1,864,876)
US Concrete, Inc.*		(25,969	)		(2,172,307)
Venator Materials PLC (United Kingdom)*		(39,912	)		(882,853)
WestRock Co.		(9,622	)		(608,207)

					(34,392,630)

Media — (4.2)%
Altice Usa, Inc., Class A*		(32,097	)		(681,419)
AMC Entertainment Holdings, Inc., Class A		(47,505	)		(717,326)
Cable One, Inc.		(1,640	)		(1,153,494)
CBS Corp., Class B		(29,535	)		(1,742,565)
Charter Communications, Inc., Class A*		(4,906	)		(1,648,220)
Cinemark Holdings, Inc.		(9,553	)		(332,636)
Clear Channel Outdoor Holdings, Inc., Class A		(114	)		(524)
Emerald Expositions Events, Inc.		(97	)		(1,973)
EW Scripps Co. (The), Class A*		(41,537	)		(649,223)
Gray Television, Inc.*		(28,734	)		(481,294)
John Wiley & Sons, Inc., Class A		(16,828	)		(1,106,441)
Lions Gate Entertainment Corp. (Canada)*		(54	)		(1,714)
Madison Square Garden Co. (The), Class A*		(9,260	)		(1,952,471)
Meredith Corp.		(14,698	)		(970,803)
New York Times Co. (The), Class A		(46,144	)		(853,664)
Regal Entertainment Group, Class A		(147,971	)		(3,404,813)
Scholastic Corp.		(4,813	)		(193,049)
Sinclair Broadcast Group, Inc., Class A		(74,069	)		(2,803,512)
Time, Inc.		(29,624	)		(546,563)


	Number of Shares			Value
COMMON STOCKS — (Continued)
Media — (Continued)
World Wrestling Entertainment, Inc., Class A		(15,425	)	$	(471,696)

					(19,713,400)

Pharmaceuticals, Biotechnology & Life Sciences — (4.9)%
Aclaris Therapeutics, Inc.*		(30,964	)		(763,572)
Aduro Biotech, Inc.*		(26,490	)		(198,675)
Aerie Pharmaceuticals, Inc.*		(4,546	)		(271,624)
Alder Biopharmaceuticals, Inc.*		(23,982	)		(274,594)
Amphastar Pharmaceuticals, Inc.*		(265	)		(5,099)
Bio-Rad Laboratories, Inc., Class A*		(7,932	)		(1,893,130)
Bruker Corp.		(40,892	)		(1,403,413)
Cambrex Corp.*		(3,266	)		(156,768)
Coherus Biosciences, Inc.*		(31,074	)		(273,451)
Dermira, Inc.*		(38,221	)		(1,062,926)
Epizyme, Inc.*		(23,587	)		(296,017)
Five Prime Therapeutics, Inc.*		(3,859	)		(84,589)
Flexion Therapeutics, Inc.*		(8,906	)		(223,006)
Heron Therapeutics, Inc.*		(57,339	)		(1,037,836)
Intra-Cellular Therapies, Inc.*		(10,411	)		(150,751)
La Jolla Pharmaceutical Co.*		(36,525	)		(1,175,374)
Luminex Corp.		(9,966	)		(196,330)
MacroGenics, Inc.*		(12,838	)		(243,922)
Medicines Co. (The)*		(11,845	)		(323,842)
Momenta Pharmaceuticals, Inc.*		(32,660	)		(455,607)
Myovant Sciences Ltd. (Bermuda)*		(13	)		(164)
NeoGenomics, Inc.*		(48,594	)		(430,543)
Pacira Pharmaceuticals, Inc.*		(8,675	)		(396,014)
Paratek Pharmaceuticals, Inc.*		(30,067	)		(538,199)
QIAGEN NV (Netherlands)		(92,483	)		(2,860,499)
Radius Health, Inc.*		(25,730	)		(817,442)
Reata Pharmaceuticals, Inc., Class A*		(1,167	)		(33,049)
Revance Therapeutics, Inc.*		(20,705	)		(740,204)
Syneos Health, Inc.*		(63,724	)		(2,778,366)
TG Therapeutics, Inc.*		(14,922	)		(122,360)
TherapeuticsMD, Inc.*		(82,575	)		(498,753)
Theravance Biopharma, Inc. (Cayman Islands)*		(31,009	)		(864,841)
Thermo Fisher Scientific, Inc.		(8,994	)		(1,707,781)
Ultragenyx Pharmaceutical, Inc.*		(11,518	)		(534,205)
Zogenix, Inc.*		(5,640	)		(225,882)

					(23,038,828)

Retailing — (5.9)%
1-800-Flowers.com, Inc., Class A*		(1,834	)		(19,624)


	Number of Shares			Value
COMMON STOCKS — (Continued)
Retailing — (Continued)
American Eagle Outfitters, Inc.		(21,648	)	$	(406,982)
At Home Group, Inc.*		(20,291	)		(616,644)
Best Buy Co., Inc.		(10,173	)		(696,545)
Burlington Stores, Inc.*		(13,304	)		(1,636,791)
Caleres, Inc		(5,850	)		(195,858)
Camping World Holdings, Inc., Class A		(28,427	)		(1,271,540)
Core-Mark Holding Co., Inc.		(4,897	)		(154,647)
Dick’s Sporting Goods, Inc.		(79,422	)		(2,282,588)
Dollar Tree, Inc.*		(14,959	)		(1,605,250)
Duluth Holdings, Inc., Class B*		(4,658	)		(83,145)
Express, Inc.*		(170,595	)		(1,731,539)
Finish Line, Inc. (The), Class A		(4,599	)		(66,823)
Five Below, Inc.*		(24,973	)		(1,656,209)
Floor & Decor Holdings, Inc., Class A*		(43,239	)		(2,104,875)
Gap, Inc. (The)		(5,279	)		(179,803)
Group 1 Automotive, Inc.		(2,364	)		(167,773)
Guess?, Inc.		(160,390	)		(2,707,383)
L Brands, Inc.		(44,693	)		(2,691,412)
Lands’ End, Inc.*		(1,454	)		(28,426)
Lithia Motors, Inc., Class A		(12,379	)		(1,406,131)
Lumber Liquidators Holdings, Inc.*		(12,581	)		(394,918)
Macy’s, Inc.		(42,474	)		(1,069,920)
Ollie’s Bargain Outlet Holdings, Inc.*		(17,425	)		(927,881)
Party City Holdco, Inc.*		(23,575	)		(328,871)
Penske Automotive Group, Inc.		(20,586	)		(985,040)
Shutterfly, Inc.*		(20,096	)		(999,776)
Sonic Automotive, Inc., Class A		(33,848	)		(624,496)
Williams-Sonoma, Inc.		(12,014	)		(621,124)

					(27,662,014)

Semiconductors & Semiconductor Equipment — (4.7)%
Advanced Micro Devices, Inc.*		(248,271	)		(2,552,226)
Ambarella, Inc. (Cayman Islands)*		(43,871	)		(2,577,421)
Amkor Technology, Inc.*		(58,086	)		(583,764)
Cavium, Inc.*		(22,352	)		(1,873,768)
Cree, Inc.*		(47,858	)		(1,777,446)
Diodes, Inc.*		(7,018	)		(201,206)
FormFactor, Inc.*		(48,173	)		(753,907)
Ichor Holdings Ltd. (Cayman Islands)*		(21,937	)		(539,650)
Impinj, Inc.*		(7,704	)		(173,571)
Inphi Corp.*		(98,829	)		(3,617,141)
Integrated Device Technology, Inc.*		(13,378	)		(397,728)


	Number of Shares			Value
COMMON STOCKS — (Continued)
Semiconductors & Semiconductor Equipment — (Continued)
IXYS Corp.*		(7,118	)	$	(170,476)
Lattice Semiconductor Corp.*		(49,161	)		(284,151)
MACOM Technology Solutions Holdings, Inc.*		(32,703	)		(1,064,156)
MaxLinear, Inc.*		(37,445	)		(989,297)
Nanometrics, Inc.*		(10,384	)		(258,769)
Photronics, Inc.*		(20,184	)		(172,069)
Power Integrations, Inc.		(10,483	)		(771,025)
Rudolph Technologies, Inc.*		(3,947	)		(94,333)
Semtech Corp.*		(9,731	)		(332,800)
Synaptics, Inc.*		(39,711	)		(1,586,057)
Veeco Instruments, Inc.*		(48,202	)		(715,800)
Xperi Corp.		(30,265	)		(738,466)

					(22,225,227)

Software & Services — (11.8)%
8x8, Inc.*		(57,599	)		(812,146)
Acxiom Corp.*		(50,530	)		(1,392,607)
Alliance Data Systems Corp.		(2,472	)		(626,603)
Apptio, Inc., Class A*		(9,228	)		(217,043)
Automatic Data Processing, Inc.		(28,220	)		(3,307,102)
Benefitfocus, Inc.*		(10,179	)		(274,833)
Black Knight, Inc.*		(5,943	)		(262,384)
Blackhawk Network Holdings, Inc.*		(85,398	)		(3,044,439)
Blackline, Inc.*		(11,378	)		(373,198)
Booz Allen Hamilton Holding Corp.		(3,260	)		(124,304)
Box, Inc., Class A*		(22,236	)		(469,624)
BroadSoft, Inc.*		(45,965	)		(2,523,478)
Callidus Software, Inc.*		(36,778	)		(1,053,690)
Carbonite, Inc.*		(27,775	)		(697,152)
Cardtronics PLC, Class A (United Kingdom)*		(21,321	)		(394,865)
Cloudera, Inc.*		(90,908	)		(1,501,800)
Cornerstone OnDemand, Inc.*		(38,773	)		(1,369,850)
Coupa Software, Inc.*		(27,414	)		(855,865)
DXC Technology Co.		(2,738	)		(259,836)
Ellie Mae, Inc.*		(12,575	)		(1,124,205)
Everbridge, Inc.*		(16,180	)		(480,870)
FireEye, Inc.*		(228,518	)		(3,244,956)
FleetCor Technologies, Inc.*		(6,864	)		(1,320,840)
Gartner, Inc.*		(4,031	)		(496,418)
Globant SA (Luxembourg)*		(5,342	)		(248,189)
Gogo, Inc.*		(147,708	)		(1,666,146)
Hortonworks, Inc.*		(54,129	)		(1,088,534)
HubSpot, Inc.*		(8,914	)		(787,998)


	Number of Shares			Value
COMMON STOCKS — (Continued)
Software & Services — (Continued)
Imperva, Inc.*		(16,457	)	$	(653,343)
Instructure, Inc.*		(22,556	)		(746,604)
MuleSoft, Inc., Class A*		(70,512	)		(1,640,109)
Nutanix, Inc., Class A*		(4,648	)		(163,981)
Okta, Inc.*		(40,979	)		(1,049,472)
Pandora Media, Inc.*		(350,202	)		(1,687,974)
Paylocity Holding Corp.*		(8,684	)		(409,538)
PayPal Holdings, Inc.*		(1,269	)		(93,424)
Perficient, Inc.*		(1,495	)		(28,510)
PROS Holdings, Inc.*		(28,612	)		(756,787)
Q2 Holdings, Inc.*		(1,882	)		(69,352)
Rapid7, Inc.*		(24,911	)		(464,839)
Science Applications International Corp.		(25,048	)		(1,917,925)
SecureWorks Corp., Class A*		(14,721	)		(130,575)
Silver Spring Networks, Inc.*		(54,435	)		(884,024)
Snap, Inc., Class A*		(178,898	)		(2,613,700)
Tableau Software, Inc., Class A*		(8,424	)		(582,941)
Take-Two Interactive Software, Inc.*		(9,024	)		(990,655)
TeleTech Holdings, Inc.		(732	)		(29,463)
Teradata Corp.*		(51,788	)		(1,991,766)
TrueCar, Inc.*		(66,627	)		(746,222)
Twilio, Inc., Class A*		(93,411	)		(2,204,500)
Ultimate Software Group, Inc. (The)*		(357	)		(77,908)
Vantiv, Inc., Class A*		(8,123	)		(597,447)
Verint Systems, Inc.*		(1,950	)		(81,608)
Virtusa Corp.*		(19,658	)		(866,525)
Workday, Inc., Class A*		(2,466	)		(250,891)
Workiva, Inc.*		(17,305	)		(370,327)
Zendesk, Inc.*		(77,300	)		(2,615,832)
Zynga, Inc., Class A*		(161,296	)		(645,184)

					(55,380,401)

Technology Hardware & Equipment — (5.9)%
ADTRAN, Inc.		(5,275	)		(102,071)
Belden, Inc.		(18,010	)		(1,389,832)
BlackBerry Ltd. (Canada)*		(4,922	)		(54,979)
Celestica, Inc. (Canada)*		(8,416	)		(88,200)
Cray, Inc.*		(8,090	)		(195,778)
Diebold Nixdorf, Inc.		(29,050	)		(474,968)
Electronics For Imaging, Inc.*		(7,975	)		(235,502)
FARO Technologies, Inc.*		(4,458	)		(209,526)
Finisar Corp.*		(135,216	)		(2,751,646)
Fitbit, Inc., Class A*		(510,032	)		(2,912,283)
II-VI, Inc.*		(70,733	)		(3,320,914)


	Number of Shares			Value
COMMON STOCKS — (Continued)
Technology Hardware & Equipment — (Continued)
Infinera Corp.*		(214,403	)	$	(1,357,171)
Insight Enterprises, Inc.*		(10,535	)		(403,385)
Itron, Inc.*		(4,339	)		(295,920)
Knowles Corp.*		(80,681	)		(1,182,783)
Lumentum Holdings, Inc.*		(58,102	)		(2,841,188)
Methode Electronics, Inc.		(5,865	)		(235,186)
NETGEAR, Inc.*		(5,370	)		(315,488)
NetScout Systems, Inc.*		(11,641	)		(354,468)
Palo Alto Networks, Inc.*		(14,603	)		(2,116,559)
Plexus Corp.*		(1,775	)		(107,778)
Pure Storage, Inc., Class A*		(56,092	)		(889,619)
ScanSource, Inc.*		(1,048	)		(37,518)
Sierra Wireless, Inc. (Canada)*		(46,249	)		(945,792)
Super Micro Computer, Inc.*		(58,172	)		(1,217,249)
Tech Data Corp.*		(2,688	)		(263,343)
ViaSat, Inc.*		(46,943	)		(3,513,684)

					(27,812,830)

Telecommunication Services — (1.3)%
ATN International, Inc.		(2,947	)		(162,851)
Boingo Wireless, Inc.*		(17,353	)		(390,442)
Cincinnati Bell, Inc.*		(45,790	)		(954,722)
Consolidated Communications Holdings, Inc.		(22,969	)		(279,992)
General Communication, Inc., Class A*		(15,666	)		(611,287)
Iridium Communications, Inc.*		(123,685	)		(1,459,483)
ORBCOMM, Inc.*		(16,597	)		(168,957)
Shenandoah Telecommunications Co.		(20,809	)		(703,344)
Straight Path Communications, Inc., Class B*		(6,013	)		(1,093,103)
TELUS Corp. (Canada)		(3,311	)		(125,388)

					(5,949,569)

Transportation — (4.0)%
Air Transport Services Group, Inc.*		(48,221	)		(1,115,834)
Allegiant Travel Co.		(10,496	)		(1,624,256)
ArcBest Corp.		(12,792	)		(457,314)
Atlas Air Worldwide Holdings, Inc.*		(40,477	)		(2,373,976)
CSX Corp.		(36,288	)		(1,996,203)
Daseke, Inc.*		(216	)		(3,087)
Genesee & Wyoming, Inc., Class A*		(51,196	)		(4,030,661)
Hub Group, Inc., Class A*		(23,976	)		(1,148,450)
Kirby Corp.*		(1,256	)		(83,901)


	Number of Shares			Value
COMMON STOCKS — (Continued)
Transportation — (Continued)
Knight-Swift Transportation Holdings, Inc.		(69,984	)	$	(3,059,700	)
Ryder System, Inc.		(5,456	)		(459,232	)
SkyWest, Inc.		(21,005	)		(1,115,366	)
Spirit Airlines, Inc.*		(28,055	)		(1,258,267	)
Student Transportation, Inc. (Canada)		(120	)		(737	)

					(18,726,984	)

TOTAL COMMON STOCK (Proceeds $445,608,497)					(450,158,444	)

TOTAL SECURITES SOLD SHORT - (95.9)%					(450,158,444	)

(Proceeds $445,608,497)

OTHER ASSETS IN EXCESS OF LIABILITIES - 75.1%					352,587,936

NET ASSETS - 100.0%				$	469,318,945

†	Security position is either entirely or partially held in a segregated account as collateral for securities sold short.

(a)	All or a portion of the security is on loan. At December 31, 2017, the market value of securities on loan was $45,564,431.

(b)	Security position is either entirely or partially designated as collateral for securities on loan.

*	Non-income producing.

PLC Public Limited Company


	Number of Shares		Value
LONG POSITIONS — 121.3%
COMMON STOCKS — 121.3%
Automobiles & Components — 1.7%
General Motors Co.†		1,708	$	70,011
Harley-Davidson, Inc.†^(a)		203		10,329

				80,340

Capital Goods — 12.2%
3M Co.†		2		471
Acuity Brands, Inc.†		51		8,976
Allegion PLC (Ireland)†		114		9,070
AMETEK, Inc.†		249		18,045
Boeing Co. (The)†		384		113,245
Caterpillar, Inc.†		715		112,670
Cummins, Inc.†		198		34,975
Deere & Co.†		65		10,173
Eaton Corp. PLC (Ireland)†		498		39,347
Fastenal Co.†		94		5,141
Flowserve Corp.		21		885
Fortune Brands Home & Security, Inc.†		183		12,525
Honeywell International, Inc.†		108		16,563
Ingersoll-Rand PLC (Ireland)†		301		26,846
Jacobs Engineering Group, Inc.†		145		9,564
Johnson Controls International PLC (Ireland)†		1,115		42,493
L3 Technologies, Inc.†		93		18,400
Masco Corp.†		375		16,478
PACCAR, Inc.†		40		2,843
Pentair PLC (Ireland)†		219		15,466
Rockwell Collins, Inc.†		195		26,446
Snap-on, Inc.†		37		6,449
TransDigm Group, Inc.†		49		13,456
United Technologies Corp.†		63		8,037
WW Grainger, Inc.†^(a)		69		16,301

				584,865

Commercial & Professional Services — 0.7%
Cintas Corp.		33		5,142
Nielsen Holdings PLC (United Kingdom)†		428		15,579
Robert Half International, Inc.†		151		8,387
Waste Management, Inc.†		42		3,625

				32,733

Consumer Durables & Apparel — 1.3%
DR Horton, Inc.†		21		1,072
Garmin Ltd. (Switzerland)†		226		13,463
Hanesbrands, Inc.†^(a)		439		9,179


	Number of Shares		Value
COMMON STOCKS — (Continued)
Consumer Durables & Apparel — (Continued)
Michael Kors Holdings Ltd. (British Virgin Islands)†*		148	$	9,317
PulteGroup, Inc.†		71		2,361
PVH Corp.†		19		2,607
Ralph Lauren Corp.†^(a)		98		10,162
Whirlpool Corp.†		86		14,503

				62,664

Consumer Services — 3.9%
Carnival Corp. (Panama)		863		57,277
Hilton Worldwide Holdings, Inc.†		385		30,746
Marriott International, Inc., Class A†		402		54,563
Royal Caribbean Cruises Ltd. (Liberia)†		258		30,774
Wyndham Worldwide Corp.†		122		14,136

				187,496

Diversified Financials — 4.6%
BlackRock, Inc.†		146		75,002
ETRADE Financial Corp.†		40		1,983
Franklin Resources, Inc.†		667		28,901
Invesco Ltd. (Bermuda)†		489		17,868
Moody’s Corp.†		229		33,803
Nasdaq, Inc.†		201		15,443
Northern Trust Corp.		5		499
S&P Global, Inc.†		83		14,060
T Rowe Price Group, Inc.†		292		30,640

				218,199

Energy — 6.1%
Apache Corp.†		458		19,337
ConocoPhillips†		1,437		78,877
Marathon Petroleum Corp.†		587		38,730
Noble Energy, Inc.†		576		16,785
ONEOK, Inc.†		234		12,507
Phillips 66†		610		61,702
TechnipFMC PLC (United Kingdom)†		562		17,596
Valero Energy Corp.†		527		48,437

				293,971

Food & Staples Retailing — 5.4%
CVS Health Corp.†		1,218		88,305
Kroger Co. (The)†		1,059		29,070
Sysco Corp.†		339		20,587
Walgreens Boots Alliance, Inc.†		1,231		89,395
Wal-Mart Stores, Inc.†		318		31,402

				258,759


	Number of Shares		Value
COMMON STOCKS — (Continued)
Food, Beverage & Tobacco — 7.5%
Altria Group, Inc.†		1,044	$	74,552
Coca-Cola Co. (The)†		1,912		87,723
Conagra Brands, Inc.†		481		18,119
Dr Pepper Snapple Group, Inc.†		217		21,062
General Mills, Inc.		333		19,744
Hormel Foods Corp.†		361		13,137
Kellogg Co.		44		2,991
Molson Coors Brewing Co., Class B†		258		21,174
PepsiCo, Inc.†		118		14,151
Philip Morris International, Inc.†		466		49,233
Tyson Foods, Inc., Class A†		441		35,752

				357,638

Health Care Equipment & Services — 12.5%
Abbott Laboratories†		1,506		85,947
Aetna, Inc.†		392		70,713
AmerisourceBergen Corp.†		262		24,057
Anthem, Inc.†		310		69,753
Cardinal Health, Inc.†		206		12,622
Centene Corp.†*		208		20,983
Cigna Corp.†		297		60,318
Danaher Corp.		33		3,063
DaVita, Inc.†		53		3,829
Envision Healthcare Corp.†*		146		5,046
Express Scripts Holding Co.†*		681		50,830
Humana, Inc.†		172		42,668
Laboratory Corp. of America Holdings†*		124		19,779
McKesson Corp.†		119		18,558
Quest Diagnostics, Inc.†		164		16,152
UnitedHealth Group, Inc.†		285		62,831
Universal Health Services, Inc., Class B†		114		12,922
Varian Medical Systems, Inc.†*		82		9,114
Zimmer Biomet Holdings, Inc.†		65		7,844

				597,029

Household & Personal Products — 1.1%
Clorox Co. (The)†		155		23,055
Kimberly-Clark Corp.†		249		30,044

				53,099

Insurance — 2.4%
Aon PLC (United Kingdom)†		302		40,468
Everest Re Group Ltd. (Bermuda)†		24		5,310
Marsh & McLennan Cos., Inc.†		615		50,055


	Number of Shares		Value
COMMON STOCKS — (Continued)
Insurance — (Continued)
Principal Financial Group, Inc.†		134	$	9,455
Progressive Corp. (The)†		195		10,982

				116,270

Materials — 5.1%
Air Products & Chemicals, Inc.†		205		33,636
Avery Dennison Corp.†		38		4,365
Ball Corp.†		421		15,935
Eastman Chemical Co.†		173		16,027
Freeport-McMoRan, Inc.†*		1,740		32,990
International Flavors & Fragrances, Inc.†		28		4,273
LyondellBasell Industries NV, Class A (Netherlands)†		474		52,292
Newmont Mining Corp.†		641		24,050
Nucor Corp.†		10		636
Packaging Corp. of America†		113		13,622
PPG Industries, Inc.†		309		36,097
Sealed Air Corp.†		217		10,698

				244,621

Media — 5.4%
Comcast Corp., Class A†		265		10,613
Discovery Communications, Inc., Class A†^(a)*		687		15,375
Interpublic Group of Cos., Inc. (The)†		467		9,415
News Corp., Class A†		700		11,347
Omnicom Group, Inc.†		277		20,174
Scripps Networks Interactive, Inc., Class A†		157		13,405
Time Warner, Inc.†		936		85,616
Twenty-First Century Fox, Inc., Class A†		2,226		76,864
Viacom, Inc., Class B†		484		14,912

				257,721

Pharmaceuticals, Biotechnology & Life Sciences — 14.2%
AbbVie, Inc.†		951		91,971
Amgen, Inc.†		501		87,124
Biogen, Inc.†*		255		81,235
Bristol-Myers Squibb Co.†		151		9,253
Celgene Corp.†*		873		91,106
Eli Lilly & Co.†		585		49,409
Gilead Sciences, Inc.†		1,571		112,546
Johnson & Johnson†		569		79,501


	Number of Shares		Value
COMMON STOCKS — (Continued)
Pharmaceuticals, Biotechnology & Life Sciences — (Continued)
Merck & Co., Inc.†		1,359	$	76,471

				678,616

Real Estate — 1.9%
Alexandria Real Estate Equities, Inc., REIT†		113		14,757
AvalonBay Communities, Inc., REIT† .		66		11,775
Digital Realty Trust, Inc., REIT†		31		3,531
Mid-America Apartment Communities,
Inc., REIT†		136		13,676
Realty Income Corp., REIT†		45		2,566
Regency Centers Corp., REIT†		203		14,044
Weyerhaeuser Co., REIT†		905		31,910

				92,259

Retailing — 8.5%
Advance Auto Parts, Inc.†		89		8,872
Amazon.com, Inc.		2		2,339
AutoZone, Inc.†*		33		23,475
Best Buy Co., Inc.†		31		2,123
Dollar General Corp.		3		279
Dollar Tree, Inc.†		40		4,292
Foot Locker, Inc.†		148		6,938
Gap, Inc. (The)		1		34
Genuine Parts Co.†		177		16,817
Home Depot, Inc. (The)†		350		66,336
Kohl’s Corp.†^(a)		202		10,954
Lowe’s Cos., Inc.†		999		92,847
O’Reilly Automotive, Inc.†*		102		24,535
Priceline Group, Inc. (The)†*		61		106,002
Ross Stores, Inc.†		260		20,865
Signet Jewelers Ltd. (Bermuda)†^(a)		73		4,128
Target Corp.†		65		4,241
TJX Cos., Inc. (The)		16		1,223
Tractor Supply Co.†		152		11,362

				407,662

Semiconductors & Semiconductor Equipment — 7.3%
Analog Devices, Inc.†		443		39,440
Applied Materials, Inc.†		1,274		65,127
Intel Corp.†		580		26,773
KLA-Tencor Corp.†		189		19,858
Lam Research Corp.†		215		39,575
Micron Technology, Inc.†*		1,555		63,942
QUALCOMM, Inc.†		351		22,471


	Number of Shares		Value
COMMON STOCKS — (Continued)
Semiconductors & Semiconductor Equipment — (Continued)
Skyworks Solutions, Inc.†		221	$	20,984
Texas Instruments, Inc.†		482		50,340

				348,510

Software & Services — 3.1%
Accenture PLC, Class A (Ireland)†		185		28,322
CA, Inc.†		497		16,540
Citrix Systems, Inc.†*		67		5,896
eBay, Inc.†*		364		13,737
Electronic Arts, Inc.†*		136		14,288
Oracle Corp.†		832		39,337
Total System Services, Inc.†		167		13,208
Visa, Inc., Class A†		140		15,963

				147,291

Technology Hardware & Equipment — 6.6%
Apple, Inc.†		394		66,677
Cisco Systems, Inc.†		1,859		71,200
F5 Networks, Inc.†*		76		9,973
Harris Corp.†		144		20,398
Hewlett Packard Enterprise Co.†		1,860		26,710
HP, Inc.†		1,978		41,558
Juniper Networks, Inc.†		454		12,939
NetApp, Inc.†		239		13,221
Seagate Technology PLC (Ireland)†^(a)		347		14,518
Western Digital Corp.†		355		28,233
Xerox Corp.†		314		9,153

				314,580

Telecommunication Services — 2.6%
AT&T, Inc.†		477		18,546
CenturyLink, Inc.†		661		11,025
Verizon Communications, Inc.†		1,808		95,697

				125,268

Transportation — 4.6%
Alaska Air Group, Inc.†		149		10,953
American Airlines Group, Inc.†		577		30,021
Delta Air Lines, Inc.†		857		47,992
Expeditors International of Washington, Inc.†		66		4,270
Kansas City Southern†		124		13,047
Norfolk Southern Corp.†		244		35,356
Southwest Airlines Co.†		317		20,748
Union Pacific Corp.†		272		36,475
United Continental Holdings, Inc.†*		318		21,433

				220,295


	Number of Shares			Value
COMMON STOCKS — (Continued)
Utilities — 2.6%
CenterPoint Energy, Inc.†		314		$	8,905
Duke Energy Corp.†		826			69,475
FirstEnergy Corp.†		535			16,382
NRG Energy, Inc.†		381			10,851
PG&E Corp.		66			2,959
Pinnacle West Capital Corp.†		134			11,414
SCANA Corp.†		172			6,841

					126,827

TOTAL COMMON STOCKS (Cost $5,271,636)					5,806,713

TOTAL LONG POSITIONS - 121.3% (Cost $5,271,636)					5,806,713

SHORT POSITIONS — (96.3)%
COMMON STOCKS — (96.3)%
Automobiles & Components — (1.6)%
Aptiv PLC (Jersey)		(254	)		(21,547	)
Ford Motor Co.		(3,786	)		(47,287	)
Goodyear Tire & Rubber Co. (The)		(235	)		(7,593	)

					(76,427	)

Banks — (3.3)%
Bank of America Corp.		(632	)		(18,657	)
BB&T Corp.		(486	)		(24,164	)
Citigroup, Inc.		(215	)		(15,998	)
Citizens Financial Group, Inc.		(10	)		(420	)
Fifth Third Bancorp		(673	)		(20,419	)
M&T Bank Corp.		(107	)		(18,296	)
Regions Financial Corp.		(1,111	)		(19,198	)
SunTrust Banks, Inc.		(112	)		(7,234	)
US Bancorp		(11	)		(589	)
Wells Fargo & Co.		(516	)		(31,306	)

					(156,281	)

Capital Goods — (3.5)%
AO Smith Corp.		(164	)		(10,050	)
Arconic, Inc.		(8	)		(218	)
Fluor Corp.		(134	)		(6,921	)
Fortive Corp.		(332	)		(24,020	)
General Dynamics Corp.		(195	)		(39,673	)
Illinois Tool Works, Inc.		(26	)		(4,338	)
Lockheed Martin Corp.		(4	)		(1,284	)
Northrop Grumman Corp.		(131	)		(40,205	)
Quanta Services, Inc.*		(148	)		(5,788	)
Raytheon Co.		(109	)		(20,476	)


	Number of Shares			Value
COMMON STOCKS — (Continued)
Capital Goods — (Continued)
Stanley Black & Decker, Inc.		(6	)	$	(1,018	)
United Rentals, Inc.*		(80	)		(13,753	)

					(167,744	)

Commercial & Professional Services — (1.0)%
Equifax, Inc.		(115	)		(13,561	)
IHS Markit Ltd. (Bermuda)*		(381	)		(17,202	)
Verisk Analytics, Inc.*		(163	)		(15,648	)

					(46,411	)

Consumer Durables & Apparel — (3.2)%
Hasbro, Inc.		(118	)		(10,725	)
Leggett & Platt, Inc.		(127	)		(6,062	)
Mattel, Inc.		(327	)		(5,029	)
Mohawk Industries, Inc.*		(70	)		(19,313	)
Newell Brands, Inc.		(468	)		(14,461	)
NIKE, Inc., Class B		(864	)		(54,043	)
Tapestry, Inc.		(270	)		(11,942	)
Under Armour, Inc., Class C*		(421	)		(5,608	)
VF Corp.		(376	)		(27,824	)

					(155,007	)

Consumer Services — (3.4)%
Chipotle Mexican Grill, Inc.*		(27	)		(7,804	)
Darden Restaurants, Inc.		(119	)		(11,426	)
McDonald’s Corp.		(155	)		(26,679	)
MGM Resorts International		(539	)		(17,997	)
Norwegian Cruise Line Holdings Ltd. (Bermuda)*		(217	)		(11,555	)
Starbucks Corp.		(1,221	)		(70,122	)
Wynn Resorts Ltd.		(98	)		(16,522	)

					(162,105	)

Diversified Financials — (2.9)%
Affiliated Managers Group, Inc.		(40	)		(8,210	)
Ameriprise Financial, Inc.		(142	)		(24,065	)
Berkshire Hathaway, Inc., Class B*		(114	)		(22,597	)
Cboe Global Markets, Inc.		(28	)		(3,489	)
CME Group, Inc.		(291	)		(42,501	)
Intercontinental Exchange, Inc.		(559	)		(39,443	)

					(140,305	)

Energy — (8.3)%
Anadarko Petroleum Corp.		(526	)		(28,215	)
Andeavor		(148	)		(16,922	)
Chesapeake Energy Corp.*		(866	)		(3,429	)
Chevron Corp.		(182	)		(22,785	)
Cimarex Energy Co.		(90	)		(10,981	)


	Number of Shares			Value
COMMON STOCKS — (Continued)
Energy — (Continued)
Concho Resources, Inc.*		(141	)	$	(21,181	)
Devon Energy Corp.		(500	)		(20,700	)
EOG Resources, Inc.		(379	)		(40,898	)
EQT Corp.		(165	)		(9,392	)
Halliburton Co.		(730	)		(35,675	)
Helmerich & Payne, Inc.		(103	)		(6,658	)
Hess Corp.		(302	)		(14,336	)
Kinder Morgan, Inc.		(2,183	)		(39,447	)
Marathon Oil Corp.		(810	)		(13,713	)
National Oilwell Varco, Inc.		(363	)		(13,075	)
Newfield Exploration Co.*		(189	)		(5,959	)
Occidental Petroleum Corp.		(420	)		(30,937	)
Pioneer Natural Resources Co.		(162	)		(28,002	)
Range Resources Corp.		(236	)		(4,026	)
Schlumberger Ltd. (Curacao)		(74	)		(4,987	)
Williams Cos., Inc. (The)		(788	)		(24,026	)

					(395,344	)

Food & Staples Retailing — (0.9)%
Costco Wholesale Corp.		(228	)		(42,435	)

Food, Beverage & Tobacco — (2.9)%
Archer-Daniels-Midland Co.		(534	)		(21,403	)
Brown-Forman Corp., Class B		(366	)		(25,133	)
Campbell Soup Co.		(18	)		(866	)
Constellation Brands, Inc., Class A		(187	)		(42,743	)
Hershey Co. (The)		(201	)		(22,816	)
JM Smucker Co. (The)		(30	)		(3,727	)
McCormick & Co., Inc., non-voting shares		(125	)		(12,739	)
Mondelez International, Inc., Class A		(251	)		(10,743	)

					(140,170	)

Health Care Equipment & Services — (8.2)%
Align Technology, Inc.*		(77	)		(17,109	)
Baxter International, Inc.		(520	)		(33,613	)
Becton Dickinson and Co.		(254	)		(54,273	)
Boston Scientific Corp.*		(915	)		(22,683	)
Cerner Corp.*		(329	)		(22,171	)
DENTSPLY SIRONA, Inc.		(219	)		(14,417	)
Edwards Lifesciences Corp.*		(7	)		(789	)
HCA Healthcare, Inc.*		(341	)		(29,953	)
Henry Schein, Inc.*		(150	)		(10,482	)
Hologic, Inc.*		(99	)		(4,232	)
IDEXX Laboratories, Inc.*		(84	)		(13,136	)
Intuitive Surgical, Inc.*		(107	)		(39,049	)


	Number of Shares			Value
COMMON STOCKS — (Continued)
Health Care Equipment & Services — (Continued)
Medtronic PLC (Ireland)		(735	)	$	(59,351	)
Patterson Cos., Inc.		(91	)		(3,288	)
ResMed, Inc.		(136	)		(11,518	)
Stryker Corp.		(357	)		(55,278	)

					(391,342	)

Household & Personal Products — (1.8)%
Church & Dwight Co., Inc.		(239	)		(11,991	)
Coty, Inc., Class A		(714	)		(14,201	)
Estee Lauder Cos., Inc. (The), Class A		(360	)		(45,806	)
Procter & Gamble Co. (The)		(158	)		(14,517	)

					(86,515	)

Insurance — (5.7)%
Aflac, Inc.		(376	)		(33,005	)
Allstate Corp. (The)		(68	)		(7,120	)
American International Group, Inc.		(839	)		(49,988	)
Arthur J Gallagher & Co.		(21	)		(1,329	)
Assurant, Inc.		(52	)		(5,244	)
Chubb Ltd. (Switzerland)		(151	)		(22,066	)
Cincinnati Financial Corp.		(157	)		(11,770	)
Hartford Financial Services Group,
Inc. (The)		(341	)		(19,191	)
Lincoln National Corp.		(210	)		(16,143	)
MetLife, Inc.		(569	)		(28,769	)
Prudential Financial, Inc.		(405	)		(46,567	)
Torchmark Corp.		(38	)		(3,447	)
Travelers Cos, Inc. (The)		(1	)		(136	)
Unum Group		(214	)		(11,746	)
Willis Towers Watson PLC (Ireland)		(126	)		(18,987	)

					(275,508	)

Materials — (4.9)%
Albemarle Corp.		(106	)		(13,556	)
DowDuPont, Inc.		(1,290	)		(91,874	)
Ecolab, Inc.		(253	)		(33,948	)
International Paper Co.		(394	)		(22,828	)
Martin Marietta Materials, Inc.		(60	)		(13,262	)
Mosaic Co. (The)		(334	)		(8,570	)
Sherwin-Williams Co. (The)		(89	)		(36,494	)
Vulcan Materials Co.		(127	)		(16,303	)

					(236,835	)

Media — (1.9)%
Charter Communications, Inc., Class A*		(175	)		(58,793	)


	Number of Shares			Value
COMMON STOCKS — (Continued)
Media — (Continued)
DISH Network Corp., Class A*		(36	)	$	(1,719	)
Walt Disney Co. (The)		(268	)		(28,813	)

					(89,325	)

Pharmaceuticals, Biotechnology & Life Sciences — (6.8)%
Agilent Technologies, Inc.		(307	)		(20,560	)
Alexion Pharmaceuticals, Inc.*		(213	)		(25,473	)
Allergan PLC (Ireland)		(65	)		(10,633	)
Illumina, Inc.*		(139	)		(30,370	)
Incyte Corp.*		(209	)		(19,794	)
IQVIA Holdings, Inc.*		(226	)		(22,125	)
Mettler-Toledo International, Inc.*		(25	)		(15,488	)
Mylan NV (Netherlands)*		(28	)		(1,185	)
PerkinElmer, Inc.		(106	)		(7,751	)
Perrigo Co. PLC (Ireland)		(135	)		(11,767	)
Pfizer, Inc.		(666	)		(24,123	)
Thermo Fisher Scientific, Inc.		(382	)		(72,534	)
Vertex Pharmaceuticals, Inc.*		(245	)		(36,716	)
Waters Corp.*		(16	)		(3,091	)
Zoetis, Inc.		(359	)		(25,862	)

					(327,472)

Real Estate — (6.9)%
American Tower Corp., REIT		(369	)		(52,645	)
Apartment Investment & Management Co., Class A, REIT		(150	)		(6,556	)
Boston Properties, Inc., REIT		(17	)		(2,211	)
CBRE Group, Inc., Class A*		(323	)		(13,989	)
Crown Castle International Corp., REIT		(387	)		(42,961	)
Duke Realty Corp., REIT		(35	)		(952	)
Equinix, Inc., REIT		(74	)		(33,538	)
Equity Residential, REIT		(264	)		(16,835	)
Extra Space Storage, Inc., REIT		(121	)		(10,581	)
GGP, Inc., REIT		(286	)		(6,690	)
HCP, Inc., REIT		(448	)		(11,684	)
Host Hotels & Resorts, Inc., REIT		(705	)		(13,994	)
Iron Mountain, Inc., REIT		(255	)		(9,621	)
Macerich Co. (The), REIT		(135	)		(8,867	)
Prologis, Inc., REIT		(508	)		(32,771	)
Public Storage, REIT		(25	)		(5,225	)
SBA Communications Corp., REIT*		(113	)		(18,460	)
SL Green Realty Corp., REIT		(93	)		(9,386	)
UDR, Inc., REIT		(256	)		(9,861	)
Ventas, Inc., REIT		(53	)		(3,181	)
Vornado Realty Trust, REIT		(86	)		(6,723	)


	Number of Shares			Value
COMMON STOCKS — (Continued)
Real Estate — (Continued)
Welltower, Inc., REIT		(249	)	$	(15,879	)

					(332,610	)

Retailing — (3.0)%
CarMax, Inc.*		(174	)		(11,159	)
L Brands, Inc.		(268	)		(16,139	)
LKQ Corp.*		(295	)		(11,998	)
Macy’s, Inc.		(291	)		(7,330	)
Netflix, Inc.*		(412	)		(79,088	)
Nordstrom, Inc.		(4	)		(190	)
Tiffany & Co.		(28	)		(2,911	)
TripAdvisor, Inc.*		(133	)		(4,583	)
Ulta Beauty, Inc.*		(58	)		(12,972	)

					(146,370	)

Semiconductors & Semiconductor Equipment — (2.6)%
Advanced Micro Devices, Inc.*		(1,015	)		(10,434	)
Broadcom Ltd. (Singapore)		(29	)		(7,450	)
Microchip Technology, Inc.		(250	)		(21,970	)
NVIDIA Corp.		(306	)		(59,211	)
Qorvo, Inc.*		(122	)		(8,125	)
Xilinx, Inc.		(237	)		(15,979	)

					(123,169)

Software & Services — (13.5)%
Activision Blizzard, Inc.		(721	)		(45,654	)
Adobe Systems, Inc.*		(216	)		(37,852	)
Akamai Technologies, Inc.*		(162	)		(10,536	)
Alliance Data Systems Corp.		(53	)		(13,434	)
ANSYS, Inc.*		(81	)		(11,955	)
Autodesk, Inc.*		(209	)		(21,909	)
Automatic Data Processing, Inc.		(424	)		(49,689	)
Cadence Design Systems, Inc.*		(270	)		(11,291	)
CSRA, Inc.		(19	)		(568	)
DXC Technology Co.		(271	)		(25,718	)
Facebook, Inc., Class A*		(260	)		(45,880	)
Fidelity National Information Services, Inc.		(318	)		(29,921	)
Fiserv, Inc.*		(172	)		(22,554	)
Gartner, Inc.*		(86	)		(10,591	)
Global Payments, Inc.		(131	)		(13,131	)
International Business Machines Corp.		(266	)		(40,810	)
Intuit, Inc.		(243	)		(38,341	)
Microsoft Corp.		(208	)		(17,792	)
PayPal Holdings, Inc.*		(961	)		(70,749	)


	Number of Shares			Value
COMMON STOCKS — (Continued)
Software & Services — (Continued)
Red Hat, Inc.*		(169	)	$	(20,297	)
salesforce.com, Inc.*		(688	)		(70,334	)
Synopsys, Inc.*		(144	)		(12,275	)
VeriSign, Inc.*		(129	)		(14,763	)
Western Union Co. (The)		(438	)		(8,326	)

					(644,370)

Technology Hardware & Equipment — (1.8)%
Amphenol Corp., Class A		(306	)		(26,867	)
Corning, Inc.		(828	)		(26,488	)
TE Connectivity Ltd. (Switzerland)		(336	)		(31,933	)

					(85,288	)

Transportation — (2.6)%
CH Robinson Worldwide, Inc.		(134	)		(11,938	)
CSX Corp.		(18	)		(990	)
FedEx Corp.		(255	)		(63,633	)
JB Hunt Transport Services, Inc.		(97	)		(11,153	)
United Parcel Service, Inc., Class B		(301	)		(35,864	)

					(123,578	)

Utilities — (5.6)%
Alliant Energy Corp.		(220	)		(9,374	)
American Electric Power Co., Inc.		(468	)		(34,431	)
American Water Works Co., Inc.		(93	)		(8,509	)
CMS Energy Corp.		(268	)		(12,676	)
Consolidated Edison, Inc.		(131	)		(11,128	)
Dominion Energy, Inc.		(402	)		(32,586	)
Edison International		(299	)		(18,909	)


	Number of Shares			Value
COMMON STOCKS — (Continued)
Utilities — (Continued)
Entergy Corp.		(171	)	$	(13,918	)
Eversource Energy		(230	)		(14,531	)
NextEra Energy, Inc.		(92	)		(14,369	)
NiSource, Inc.		(320	)		(8,214	)
PPL Corp.		(655	)		(20,272	)
Public Service Enterprise Group, Inc.		(481	)		(24,772	)
Sempra Energy		(171	)		(18,283	)
WEC Energy Group, Inc.		(300	)		(19,927	)
Xcel Energy, Inc.		(104	)		(5,003	)

					(266,902	)

TOTAL COMMON STOCK (Proceeds $4,482,882)					(4,611,513	)

TOTAL SECURITES SOLD SHORT - (96.3)% (Proceeds $4,482,882)					(4,611,513	)

OTHER ASSETS IN EXCESS OF LIABILITIES - 75.0%					3,592,348

NET ASSETS - 100.0%				$	4,787,548

^†	Security position is either entirely or partially held in a segregated account as collateral for securities sold short.

^(a)	All or a portion of the security is on loan. At December 31, 2017, the market value of securities on loan was $13,878.

^*	Non-income producing.


PLC		Public Limited Company
REIT		Real Estate Investment Trust


	Number of Shares		Value
COMMON STOCKS — 94.2%
Automobiles & Components — 3.4%
BorgWarner, Inc.		12	$	613
Fiat Chrysler Automobiles NV (Netherlands)		2,435		43,440
General Motors Co.		1,508		61,813
Lear Corp.^(a)		958		169,240
Magna International, Inc. (Canada)		26		1,473
Thor Industries, Inc.^(a)		840		126,605
Visteon Corp.*		602		75,334

				478,518

Capital Goods — 18.5%
Acuity Brands, Inc.^(a)		418		73,568
AGCO Corp.		226		16,143
Allegion PLC (Ireland)		914		72,718
Allison Transmission Holdings, Inc.^(a)		5,746		247,480
AMETEK, Inc.^(a)		945		68,484
Beacon Roofing Supply, Inc.*		1,886		120,251
BWX Technologies, Inc.^(a)		1,979		119,710
Caterpillar, Inc.^(a)		781		123,070
Cummins, Inc.^(a)		814		143,785
Curtiss-Wright Corp.		67		8,164
Eaton Corp. PLC (Ireland)^(a)		1,767		139,611
Fortune Brands Home & Security, Inc.		127		8,692
Generac Holdings, Inc.*		1,927		95,425
Graco, Inc.		41		1,854
HD Supply Holdings, Inc.^(a)*		4,676		187,180
Hillenbrand, Inc.		84		3,755
Huntington Ingalls Industries, Inc.^(a)		667		157,212
Johnson Controls International PLC (Ireland)^(a)		5,495		209,415
L3 Technologies, Inc.^(a)		491		97,144
Masco Corp.^(a)		2,628		115,474
Navistar International Corp.*		868		37,220
Orbital ATK, Inc.^(a)		890		117,035
Pentair PLC (Ireland)		10		706
Rexnord Corp.^(a)*		3,339		86,881
Rockwell Collins, Inc.^(a)		563		76,354
TransDigm Group, Inc.^(a)		573		157,357
Trex Co., Inc.^(a)*		908		98,418
Woodward, Inc.		336		25,717
Xylem, Inc.		17		1,159

				2,609,982

Commercial & Professional Services — 3.3%
Brink’s Co. (The)		996		78,385
Copart, Inc.*		22		950


	Number of Shares		Value
COMMON STOCKS — (Continued)
Commercial & Professional Services — (Continued)
Deluxe Corp.^(a)		1,205	$	92,592
ManpowerGroup, Inc.		201		25,348
MSA Safety, Inc.		89		6,899
Nielsen Holdings PLC (United Kingdom)^(a)		4,713		171,553
TransUnion*		474		26,051
TriNet Group, Inc.*		1,342		59,504

				461,282

Consumer Durables & Apparel — 2.9%
Garmin Ltd. (Switzerland)		100		5,957
Hanesbrands, Inc.^(a)		5,162		107,937
Polaris Industries, Inc.^(a)		1,022		126,718
Ralph Lauren Corp.^(a)		1,052		109,082
Tupperware Brands Corp.		964		60,443

				410,137

Consumer Services — 8.3%
Aramark		1,504		64,281
Boyd Gaming Corp.		571		20,014
Carnival Corp. (Panama)		337		22,367
Choice Hotels International, Inc.		2		155
Grand Canyon Education, Inc.^(a)*		534		47,809
Hilton Worldwide Holdings, Inc.^(a)		1,855		148,140
Las Vegas Sands Corp.		719		49,963
Marriott International, Inc., Class A^(a)		1,372		186,222
Restaurant Brands International, Inc. (Canada)		1,429		87,855
Royal Caribbean Cruises Ltd. (Liberia)^(a)		1,185		141,347
ServiceMaster Global Holdings, Inc.*		1,082		55,474
Six Flags Entertainment Corp.		1,317		87,673
Stars Group, Inc. (The) (Canada)*		1,016		23,673
Weight Watchers International,
Inc.^(a)*		2,855		126,420
Wyndham Worldwide Corp.		55		6,373
Wynn Resorts Ltd.		326		54,960
Yum! Brands, Inc.		684		55,821

				1,178,547

Food & Staples Retailing — 2.2%
CVS Health Corp.^(a)		1,499		108,678
Kroger Co. (The)^(a)		6,857		188,225
Sysco Corp.^(a)		96		5,830

				302,733


	Number of Shares		Value
COMMON STOCKS — (Continued)
Food, Beverage & Tobacco — 5.5%
Coca-Cola Co. (The)^(a)		3,044	$	139,659
Flowers Foods, Inc.		4,745		91,626
Kraft Heinz Co. (The)		829		64,463
National Beverage Corp.^(a)		847		82,532
Sanderson Farms, Inc.^(a)		1,432		198,733
Tyson Foods, Inc., Class A^(a)		2,488		201,702

				778,715

Health Care Equipment & Services — 2.3%
ABIOMED, Inc.*		93		17,429
Align Technology, Inc.*		32		7,110
Boston Scientific Corp.*		2,523		62,545
Cooper Cos., Inc. (The)		178		38,783
Cotiviti Holdings, Inc.*		1,364		43,934
Patterson Cos., Inc.		1,370		49,498
Quest Diagnostics, Inc.^(a)		984		96,914
Veeva Systems, Inc., Class A*		19		1,050
Zimmer Biomet Holdings, Inc.		2		241

				317,504

Household & Personal Products — 1.5%
Edgewell Personal Care Co.^(a)*		2,047		121,571
Energizer Holdings, Inc.		308		14,778
Spectrum Brands Holdings, Inc.		672		75,533

				211,882

Media — 5.2%
AMC Networks, Inc., Class A^(a)*		1,777		96,100
Discovery Communications, Inc., Class A^(a)*		7,982		178,637
Interpublic Group of Cos., Inc. (The)^(a)		3,127		63,040
John Wiley & Sons, Inc., Class A		352		23,144
News Corp., Class A		80		1,297
Omnicom Group, Inc.^(a)		568		41,367
Scripps Networks Interactive, Inc., Class A^(a)		901		76,927
Shaw Communications, Inc., Class B (Canada)		1,018		23,241
Sirius XM Holdings, Inc.		8,780		47,061
Time Warner, Inc.^(a)		2,068		189,160

				739,974

Pharmaceuticals, Biotechnology & Life Sciences — 10.3%
Amgen, Inc.^(a)		1,035		179,986
Biogen, Inc.^(a)*		500		159,285
Bioverativ, Inc.^(a)*		4,038		217,729


	Number of Shares		Value
COMMON STOCKS — (Continued)
Pharmaceuticals, Biotechnology & Life Sciences — (Continued)
Celgene Corp.^(a)*		942	$	98,307
Eli Lilly & Co.^(a)		2,076		175,339
Exelixis, Inc.*		2,817		85,637
Gilead Sciences, Inc.		1,636		117,203
Jazz Pharmaceuticals PLC (Ireland)*		128		17,235
Ligand Pharmaceuticals, Inc.*		241		33,000
Merck & Co., Inc.^(a)		1,907		107,307
PerkinElmer, Inc.		49		3,583
Prestige Brands Holdings, Inc.*		175		7,772
Regeneron Pharmaceuticals, Inc.^(a)*		272		102,261
United Therapeutics Corp.^(a)*		1,055		156,087
Waters Corp.*		3		580

				1,461,311

Retailing — 3.6%
Expedia, Inc.		375		44,914
Kohl’s Corp.^(a)		1,546		83,840
Pool Corp.		124		16,077
Priceline Group, Inc. (The)*		102		177,250
Sally Beauty Holdings, Inc.*		10		188
Signet Jewelers Ltd. (Bermuda)^(a)		2,277		128,764
Tractor Supply Co.^(a)		834		62,342

				513,375

Semiconductors & Semiconductor Equipment — 13.0%
Advanced Energy Industries, Inc.^(a)*		853		57,560
Analog Devices, Inc.^(a)		1,735		154,467
Applied Materials, Inc.^(a)		2,951		150,855
Entegris, Inc.		1,997		60,809
First Solar, Inc.^(a)*		2,450		165,424
KLA-Tencor Corp.^(a)		1,531		160,862
Lam Research Corp.^(a)		923		169,897
Marvell Technology Group Ltd. (Bermuda)		3,449		74,050
Maxim Integrated Products, Inc.		82		4,287
Micron Technology, Inc.^(a)*		3,005		123,566
MKS Instruments, Inc.^(a)		1,786		168,777
ON Semiconductor Corp.^(a)*		7,799		163,311
Skyworks Solutions, Inc.^(a)		1,458		138,437
Teradyne, Inc.^(a)		4,318		180,795
Versum Materials, Inc.		1,621		61,355

				1,834,452

Software & Services — 4.9%
CACI International, Inc., Class A*		89		11,779


	Number of Shares		Value
COMMON STOCKS — (Continued)
Software & Services — (Continued)
Conduent, Inc.^(a)*		6,310	$	101,970
Electronic Arts, Inc.^(a)*		1,145		120,294
Euronet Worldwide, Inc.^(a)*		1,196		100,787
Fair Isaac Corp.		71		10,877
j2 Global, Inc.		445		33,388
Leidos Holdings, Inc.^(a)		1,610		103,958
LogMeIn, Inc.		447		51,182
Oracle Corp.		1,524		72,055
Red Hat, Inc.*		1		120
Sabre Corp.		328		6,724
Symantec Corp.^(a)		2,920		81,935

				695,069

Technology Hardware & Equipment — 5.5%
Arista Networks, Inc.^(a)*		387		91,169
AVX Corp.		363		6,280
Ciena Corp.*		3,138		65,678
Harris Corp.		76		10,765
HP, Inc.^(a)		7,350		154,424
IPG Photonics Corp.*		455		97,429
Littelfuse, Inc.		304		60,137
Ubiquiti Networks, Inc.*		881		62,569
Vishay Intertechnology, Inc.		2,974		61,710
Western Digital Corp.^(a)		2,023		160,889
Xerox Corp.		372		10,844

				781,894

Telecommunication Services — 1.8%
Rogers Communications, Inc., Class B (Canada)		198		10,084
Sprint Corp.^(a)*		27,031		159,213
T-Mobile US, Inc.^(a)*		1,129		71,703
United States Cellular Corp.*		337		12,681

				253,681


	Number of Shares		Value
COMMON STOCKS — (Continued)
Transportation — 2.0%
Canadian National Railway Co. (Canada)		2,091	$	172,508
Canadian Pacific Railway Ltd. (Canada)^(a)		385		70,363
Kansas City Southern^(a)		428		45,034

				287,905

TOTAL COMMON STOCKS - 94.2%
(Cost $12,831,926)				13,316,961

OTHER ASSETS IN EXCESS OF LIABILITIES - 5.8%				815,715

NET ASSETS - 100.0%			$	14,132,676

^(a)	Security position is either entirely or partially designated as collateral for total return swap.

^*	Non-income producing.


PLC		Public Limited Company

The Fund maintains a basket of short positions and receives/pays a rebate based upon the Fed Funds 1-Day Rate less a specified spread as negotiated by the parties. The notional gain or loss, dividends payable and rebates are payable the earlier of maturity of the swap or upon termination. The basket matures on August 6, 2019, however underlying individual contracts are entered into and closed (terminated) on a daily basis. The cash amounts payable/receivable due to individual contracts being closed are settled, on a net basis, once a week.

The following table represents the individual short positions and related values within the total return basket swap at December 31, 2017:


	Number of Shares		Value
LONG POSITIONS — 194.5%
COMMON STOCKS — 193.6%
Automobiles & Components — 2.2%
Aptiv PLC (Jersey)		2,244	$	190,359
BorgWarner, Inc.†^(a)		2,194		112,091
General Motors Co.†		111,919		4,587,560
Harley-Davidson, Inc.^(a)		13,256		674,465

				5,564,475

Banks — 4.1%
Bank of America Corp.†		64,119		1,892,793
Citigroup, Inc.†		12,636		940,245
Citizens Financial Group, Inc.†		4,523		189,876
Comerica, Inc.		1,814		157,473
Huntington Bancshares, Inc.†		33,243		484,018
JPMorgan Chase & Co.†		35,553		3,802,038
KeyCorp.†		21,972		443,175
People’s United Financial, Inc.^(a)		3,646		68,180
PNC Financial Services Group, Inc. (The)†		4,955		714,957
SunTrust Banks, Inc.†		986		63,686
US Bancorp†		14,574		780,875
Wells Fargo & Co.†		13,612		825,840
Zions Bancorporation†		2,079		105,675

				10,468,831

Capital Goods — 19.0%
3M Co.†^(a)		6,200		1,459,294
Acuity Brands, Inc.^(a)		3,298		580,448
Allegion PLC (Ireland)^(a)		7,484		595,427
AMETEK, Inc.†		18,202		1,319,099
Arconic, Inc.†		4,713		128,429
Boeing Co. (The)†^(b)		27,382		8,075,226
Caterpillar, Inc.†^(b)		46,857		7,383,726
Cummins, Inc.†		13,026		2,300,913
Deere & Co.†		9,274		1,451,474
Dover Corp.†		1,661		167,744
Eaton Corp. PLC (Ireland)†		33,433		2,641,541
Emerson Electric Co.†		6,575		458,212
Fastenal Co.^(a)		9,510		520,102
Flowserve Corp.^(a)		1,356		57,128
Fortune Brands Home & Security, Inc.^(a)		11,956		818,269
General Electric Co.†		90,278		1,575,351
Honeywell International, Inc.†		11,185		1,715,332
Illinois Tool Works, Inc.†		1,476		246,271
Ingersoll-Rand PLC (Ireland)†		19,680		1,755,259


	Number of Shares		Value
COMMON STOCKS — (Continued)
Capital Goods — (Continued)
Jacobs Engineering Group, Inc.†		9,482	$	625,433
Johnson Controls International PLC (Ireland)†^(a)		73,089		2,785,422
L3 Technologies, Inc.†		6,149		1,216,580
Lockheed Martin Corp.		2,176		698,605
Masco Corp.†^(a)		24,527		1,077,716
Northrop Grumman Corp.†		954		292,792
PACCAR, Inc.		10,459		743,426
Parker-Hannifin Corp.^(a)		2,458		490,568
Pentair PLC (Ireland)†		14,303		1,010,078
Rockwell Automation, Inc.†		1,318		258,789
Rockwell Collins, Inc.†		12,830		1,740,005
Roper Technologies, Inc.†		1,041		269,619
Snap-on, Inc.^(a)		3,394		591,574
Textron, Inc.†		2,230		126,196
TransDigm Group, Inc.^(a)		3,260		895,261
United Technologies Corp.†		12,235		1,560,819
WW Grainger, Inc.^(a)		4,489		1,060,526
Xylem, Inc.^(a)		1,840		125,488

				48,818,142

Commercial & Professional Services — 1.1%
Cintas Corp.		2,546		396,743
Nielsen Holdings PLC (United Kingdom)†^(a)		28,052		1,021,093
Republic Services, Inc.†		3,491		236,027
Robert Half International, Inc.†		9,873		548,346
Stericycle, Inc.^(a)*		946		64,318
Waste Management, Inc.†		7,508		647,940

				2,914,467

Consumer Durables & Apparel — 1.8%
DR Horton, Inc.†		7,580		387,111
Garmin Ltd. (Switzerland)^(a)		14,767		879,670
Hanesbrands, Inc.^(a)		28,714		600,410
Lennar Corp., Class A		2,449		154,875
Michael Kors Holdings Ltd. (British Virgin Islands)†*		10,033		631,577
PulteGroup, Inc.^(a)		3,059		101,712
PVH Corp.†		1,816		249,173
Ralph Lauren Corp.^(a)		6,404		664,031
Whirlpool Corp.^(a)		5,670		956,189

				4,624,748

Consumer Services — 5.4%
Carnival Corp. (Panama)†		56,551		3,753,290


	Number of Shares		Value
COMMON STOCKS — (Continued)
Consumer Services — (Continued)
H&R Block, Inc.^(a)		2,176	$	57,055
Hilton Worldwide Holdings, Inc.†^(a)		25,275		2,018,462
Marriott International, Inc., Class A^(b).		28,516		3,870,477
McDonald’s Corp.†		5,274		907,761
Royal Caribbean Cruises Ltd. (Liberia)†^(a)		16,861		2,011,180
Wyndham Worldwide Corp.†^(a)		7,971		923,600
Yum! Brands, Inc.†		3,529		288,002

				13,829,827

Diversified Financials — 10.1%
American Express Co.†		9,067		900,444
Ameriprise Financial, Inc.†		2		339
Bank of New York Mellon Corp. (The)†		10,175		548,026
Berkshire Hathaway, Inc., Class B†*		16,473		3,265,278
BlackRock, Inc.†		11,351		5,831,122
Capital One Financial Corp.†		5,042		502,082
Cboe Global Markets, Inc.		637		79,364
Charles Schwab Corp. (The)†		13,972		717,742
Discover Financial Services†^(a)		3,810		293,065
ETRADE Financial Corp.†		12,477		618,485
Franklin Resources, Inc.†^(a)		43,705		1,893,738
Goldman Sachs Group, Inc. (The)†		4,098		1,044,006
Invesco Ltd. (Bermuda)†		32,048		1,171,034
Leucadia National Corp.†		3,708		98,225
Moody’s Corp.†^(b)		15,049		2,221,383
Morgan Stanley†		18,868		990,004
Nasdaq, Inc.†		13,121		1,008,086
Navient Corp.^(a)		2,738		36,470
Northern Trust Corp.†		4,794		478,873
Raymond James Financial, Inc.†		3,397		303,352
S&P Global, Inc.†		6,849		1,160,221
State Street Corp.†		3,860		376,775
Synchrony Financial†		8,146		314,517
T Rowe Price Group, Inc.†		19,076		2,001,645

				25,854,276

Energy — 9.6%
Apache Corp.^(a)		30,008		1,266,938
Chevron Corp.†		4,481		560,976
ConocoPhillips†^(b)		94,160		5,168,442
Exxon Mobil Corp.†		44,108		3,689,193
Marathon Petroleum Corp.†		38,468		2,538,119
Noble Energy, Inc.†^(a)		38,592		1,124,571
ONEOK, Inc.†^(a)		30,030		1,605,104


	Number of Shares		Value
COMMON STOCKS — (Continued)
Energy — (Continued)
Phillips 66†^(b)		39,932	$	4,039,122
Schlumberger Ltd. (Curacao)†		5,476		369,028
TechnipFMC PLC (United Kingdom)^(a)		36,782		1,151,644
Valero Energy Corp.†		34,495		3,170,435

				24,683,572

Food & Staples Retailing — 7.8%
CVS Health Corp.†		79,785		5,784,412
Kroger Co. (The)†		69,389		1,904,728
Sysco Corp.^(a)		26,045		1,581,713
Walgreens Boots Alliance, Inc.†		80,639		5,856,004
Wal-Mart Stores, Inc.†		49,915		4,929,106

				20,055,963

Food, Beverage & Tobacco — 11.3%
Altria Group, Inc.†^(b)		74,825		5,343,253
Campbell Soup Co.		3		144
Coca-Cola Co. (The)†^(b)		151,614		6,956,050
Conagra Brands, Inc.†		31,543		1,188,225
Dr Pepper Snapple Group, Inc.†		14,227		1,380,873
General Mills, Inc.^(a)		22,636		1,342,088
Hormel Foods Corp.^(a)		18,063		657,313
JM Smucker Co. (The)^(a)		42		5,218
Kellogg Co.^(a)		3,596		244,456
Kraft Heinz Co. (The)†		12,679		985,919
Molson Coors Brewing Co., Class B†		16,965		1,392,318
Monster Beverage Corp.†*		5,870		371,512
PepsiCo, Inc.†		18,008		2,159,519
Philip Morris International, Inc.†		43,567		4,602,854
Tyson Foods, Inc., Class A†		28,952		2,347,139

				28,976,881

Health Care Equipment & Services — 16.4%
Abbott Laboratories†		115,055		6,566,189
Aetna, Inc.†		25,684		4,633,137
AmerisourceBergen Corp.†^(a)		17,169		1,576,458
Anthem, Inc.†		20,274		4,561,853
Baxter International, Inc.†		2		129
Cardinal Health, Inc.†		11,916		730,093
Centene Corp.†^(b)*		13,592		1,371,161
Cigna Corp.†^(b)		19,419		3,943,805
Cooper Cos., Inc. (The)		508		110,683
Danaher Corp.†		8,764		813,474
DaVita, Inc.*		4,153		300,054
Envision Healthcare Corp.^(a)*		9,521		329,046
Express Scripts Holding Co.†^(b)*		44,610		3,329,690


	Number of Shares		Value
COMMON STOCKS — (Continued)
Health Care Equipment & Services — (Continued)
Humana, Inc.†^(a)		11,252	$	2,791,284
Laboratory Corp. of America Holdings†*		8,176		1,304,154
McKesson Corp.†		6,384		995,585
Quest Diagnostics, Inc.†		10,712		1,055,025
UnitedHealth Group, Inc.†		26,924		5,935,665
Universal Health Services, Inc., Class B†		7,475		847,291
Varian Medical Systems, Inc.*		5,612		623,774
Zimmer Biomet Holdings, Inc.†		3,814		460,235

				42,278,785

Household & Personal Products — 2.4%
Church & Dwight Co., Inc.†		2		100
Clorox Co. (The)^(a)		10,154		1,510,306
Colgate-Palmolive Co.		9,002		679,201
Estee Lauder Cos., Inc. (The), Class A†		4,910		624,748
Kimberly-Clark Corp.†^(a)		15,579		1,879,762
Procter & Gamble Co. (The)†		15,127		1,389,869

				6,083,986

Insurance — 3.7%
Allstate Corp. (The)†		140		14,659
Aon PLC (United Kingdom)†^(b)		19,754		2,647,036
Brighthouse Financial, Inc.*		1,387		81,334
Everest Re Group Ltd. (Bermuda)†		2,362		522,616
Marsh & McLennan Cos., Inc.^(b)		40,260		3,276,761
Principal Financial Group, Inc.†		18,168		1,281,934
Progressive Corp. (The)†		24,121		1,358,495
Travelers Cos., Inc. (The)†		2,282		309,530
XL Group Ltd. (Bermuda)^(a)		2,664		93,666

				9,586,031

Materials — 7.3%
Air Products & Chemicals, Inc.†		14,082		2,310,575
Avery Dennison Corp.†		5,935		681,694
Ball Corp.^(a)		27,555		1,042,957
Eastman Chemical Co.^(a)		11,316		1,048,314
FMC Corp.†		456		43,165
Freeport-McMoRan, Inc.†*		114,046		2,162,312
International Flavors & Fragrances, Inc.^(a)		3,950		602,810
LyondellBasell Industries NV, Class A (Netherlands)†		31,068		3,427,422
Monsanto Co.†		4,576		534,385


	Number of Shares		Value
COMMON STOCKS — (Continued)
Materials — (Continued)
Newmont Mining Corp.^(b)		42,006	$	1,576,065
Nucor Corp.†		12,979		825,205
Packaging Corp. of America		7,434		896,169
PPG Industries, Inc.†		20,201		2,359,881
Praxair, Inc.^(a)		2,940		454,759
Sealed Air Corp.^(a)		14,208		700,454
WestRock Co.†		2,649		167,443

				18,833,610

Media — 7.2%
CBS Corp., Class B, non-voting shares†		4,195		247,505
Comcast Corp., Class A†		53,677		2,149,764
Discovery Communications, Inc., Class A^(a)*		44,973		1,006,496
Interpublic Group of Cos., Inc. (The)^(a)		30,604		616,977
News Corp., Class A†		45,886		743,812
Omnicom Group, Inc.^(a)		18,157		1,322,374
Scripps Networks Interactive, Inc., Class A		10,232		873,608
Time Warner, Inc.†		61,355		5,612,142
Twenty-First Century Fox, Inc., Class A^(a)		145,907		5,038,169
Viacom, Inc., Class B^(a)		31,694		976,492

				18,587,339

Pharmaceuticals, Biotechnology & Life Sciences — 20.5%
AbbVie, Inc.†		72,364		6,998,322
Amgen, Inc.†		34,602		6,017,288
Biogen Inc.†*		16,657		5,306,420
Bristol-Myers Squibb Co.†		24,425		1,496,764
Celgene Corp.†^(b)*		61,914		6,461,345
Eli Lilly & Co.†		47,021		3,971,394
Gilead Sciences, Inc.†^(b)		99,968		7,161,708
Johnson & Johnson†^(a)(b)		61,286		8,562,880
Merck & Co., Inc.†		98,127		5,521,606
Mylan NV (Netherlands)†*		5,229		221,239
Pfizer, Inc.†		9,946		360,244
Regeneron Pharmaceuticals, Inc.*		1,275		479,349

				52,558,559

Real Estate — 3.2%
Alexandria Real Estate Equities, Inc., REIT^(a)		7,429		970,153
AvalonBay Communities, Inc., REIT^(a)		6,887		1,228,710
CBRE Group, Inc., Class A†*		2		87


	Number of Shares		Value
COMMON STOCKS — (Continued)
Real Estate — (Continued)
Digital Realty Trust, Inc., REIT^(a)		5,750	$	654,925
Essex Property Trust, Inc., REIT		687		165,821
Federal Realty Investment Trust, REIT^(a)		755		100,271
Kimco Realty Corp., REIT^(a)		4,430		80,404
Mid-America Apartment Communities, Inc., REIT†^(a)		8,949		899,911
Realty Income Corp., REIT^(a)		8,099		461,805
Regency Centers Corp., REIT†		13,369		924,867
Simon Property Group, Inc., REIT^(a)		3,185		546,992
UDR, Inc., REIT†		882		33,975
Weyerhaeuser Co., REIT†		59,311		2,091,306

				8,159,227

Retailing — 11.3%
Advance Auto Parts, Inc.†		5,821		580,295
Amazon.com, Inc.*		116		135,659
AutoZone, Inc.†*		2,148		1,528,023
Best Buy Co., Inc.^(a)		3,235		221,500
Dollar General Corp.†		2,071		192,624
Dollar Tree, Inc.†*		1,945		208,718
Expedia, Inc.†		1,645		197,022
Foot Locker, Inc.		7,838		367,445
Gap, Inc. (The)^(a)		2,099		71,492
Genuine Parts Co.^(a)		11,548		1,097,175
Home Depot, Inc. (The)†		28,965		5,489,736
Kohl’s Corp.^(a)		13,233		717,626
Lowe’s Cos., Inc.†^(b)		65,451		6,083,016
Nordstrom, Inc.^(a)		1,457		69,033
O’Reilly Automotive, Inc.^(a)*		6,721		1,616,669
Priceline Group, Inc. (The)†^(a)(b)*		3,976		6,909,254
Ross Stores, Inc.†		17,149		1,376,207
Signet Jewelers Ltd. (Bermuda)^(a)		4,758		269,065
Target Corp.^(a)		7,876		513,909
Tiffany & Co.		1,295		134,615
TJX Cos., Inc. (The)		6,582		503,260
Tractor Supply Co.^(a)		9,913		740,997

				29,023,340

Semiconductors & Semiconductor Equipment — 10.4%
Analog Devices, Inc.^(a)		29,033		2,584,808
Applied Materials, Inc.†^(a)		83,487		4,267,855
Broadcom Ltd. (Singapore)		161		41,361
Intel Corp.†		88,402		4,080,636
KLA-Tencor Corp.^(b)		12,343		1,296,879


	Number of Shares		Value
COMMON STOCKS — (Continued)
Semiconductors & Semiconductor Equipment — (Continued)
Lam Research Corp.^(a)		14,034	$	2,583,238
Microchip Technology, Inc.^(a)		1,982		174,178
Micron Technology, Inc.^(b)*		101,917		4,190,827
QUALCOMM, Inc.†		27,464		1,758,245
Skyworks Solutions, Inc.		14,421		1,369,274
Texas Instruments, Inc.†		42,977		4,488,518

				26,835,819

Software & Services — 13.1%
Accenture PLC, Class A (Ireland)†		18,167		2,781,186
Alphabet, Inc., Class A†*		7,534		7,936,316
CA, Inc.†		32,560		1,083,597
Citrix Systems, Inc.†*		5,333		469,304
Cognizant Technology Solutions Corp., Class A†		6,143		436,276
CSRA, Inc.†		1,192		35,665
eBay, Inc.†*		34,617		1,306,446
Electronic Arts, Inc.†*		11,296		1,186,758
Facebook, Inc., Class A†*		10,311		1,819,479
Fidelity National Information Services, Inc.†		1,509		141,982
Mastercard, Inc., Class A†		11,034		1,670,106
Microsoft Corp.†^(b)		62,868		5,377,729
Oracle Corp.†		96,061		4,541,764
Paychex, Inc.		3,948		268,780
Symantec Corp.		6,402		179,640
Total System Services, Inc.†		12,898		1,020,103
Visa, Inc., Class A^(a)		29,735		3,390,385

				33,645,516

Technology Hardware & Equipment — 10.2%
Apple, Inc.†		53,890		9,119,805
Cisco Systems, Inc.†		145,745		5,582,034
F5 Networks, Inc.†*		4,930		646,915
FLIR Systems, Inc.†		1,440		67,133
Harris Corp.†		9,377		1,328,252
Hewlett Packard Enterprise Co.†		107,459		1,543,111
HP, Inc.†		129,640		2,723,736
Juniper Networks, Inc.†		29,709		846,706
Motorola Solutions, Inc.†		1,686		152,313
NetApp, Inc.†		14,622		808,889
Seagate Technology PLC (Ireland)^(a)		21,325		892,238
Western Digital Corp.†		23,235		1,847,879
Xerox Corp.		20,583		599,994

				26,159,005


	Number of Shares		Value
COMMON STOCKS — (Continued)
Telecommunication Services — 4.4%
AT&T, Inc.†^(a)		80,588	$	3,133,261
CenturyLink, Inc.†^(a)		43,292		722,111
Verizon Communications, Inc.†^(b)		140,925		7,459,160

				11,314,532

Transportation — 6.6%
Alaska Air Group, Inc.†^(a)		9,719		714,444
American Airlines Group, Inc.†		37,806		1,967,046
CSX Corp.†^(a)		8,446		464,614
Delta Air Lines, Inc.^(a)(b)		56,155		3,144,680
Expeditors International of Washington, Inc.†^(a)		7,835		506,846
JB Hunt Transport Services, Inc.†		539		61,974
Kansas City Southern†		8,167		859,332
Norfolk Southern Corp.^(b)		18,188		2,635,441
Southwest Airlines Co.^(b)		31,508		2,062,199
Union Pacific Corp.†		24,146		3,237,979
United Continental Holdings, Inc.†*		20,076		1,353,122

				17,007,677

Utilities — 4.5%
AES Corp.†^(a)		6,874		74,445
Ameren Corp.		7,541		444,844
CenterPoint Energy, Inc.†		33,948		962,765
DTE Energy Co.†		3,637		398,106
Duke Energy Corp.†^(b)		55,130		4,636,984
Exelon Corp.†		11,476		452,269
FirstEnergy Corp.		35,037		1,072,833
NRG Energy, Inc.^(a)		24,938		710,234
PG&E Corp.		23,344		1,046,512
Pinnacle West Capital Corp.		8,794		749,073
SCANA Corp.		11,262		448,002
Southern Co. (The)		13,649		656,380

				11,652,447

TOTAL COMMON STOCKS (Cost $446,034,325)				497,517,055

EXCHANGE TRADED FUNDS — 0.9%
SPDR S&P 500 ETF Trust		8,333		2,223,744

TOTAL EXCHANGE TRADED FUNDS (Cost $2,224,253)				2,223,744

TOTAL LONG POSITIONS - 194.5% (Cost $448,258,578)				499,740,799


	Number of Shares			Value
SHORT POSITIONS — (95.4)%
COMMON STOCKS — (95.4)%
Automobiles & Components — (1.3)%
Ford Motor Co.		(230,137	)	$	(2,874,411	)
Goodyear Tire & Rubber Co. (The)		(14,253	)		(460,514	)

					(3,334,925	)

Banks — (1.8)%
BB&T Corp.		(25,611	)		(1,273,379	)
Fifth Third Bancorp.		(40,876	)		(1,240,178	)
M&T Bank Corp.		(5,285	)		(903,682	)
Regions Financial Corp.		(67,494	)		(1,166,296	)

					(4,583,535	)

Capital Goods — (2.8)%
AO Smith Corp.		(9,962	)		(610,471	)
Fluor Corp.		(8,105	)		(418,623	)
Fortive Corp.		(20,135	)		(1,456,767	)
General Dynamics Corp.		(12,092	)		(2,460,117	)
Quanta Services, Inc.*		(8,990	)		(351,599	)
Raytheon Co.		(5,482	)		(1,029,794	)
Stanley Black & Decker, Inc.		(716	)		(121,498	)
United Rentals, Inc.*		(4,900	)		(842,359	)

					(7,291,228	)

Commercial & Professional Services — (1.1)%
Equifax, Inc.		(6,953	)		(819,898	)
IHS Markit Ltd. (Bermuda)*		(23,112	)		(1,043,507	)
Verisk Analytics, Inc.*		(9,890	)		(949,440	)

					(2,812,845	)

Consumer Durables & Apparel — (3.7)%
Hasbro, Inc.		(7,216	)		(655,862	)
Leggett & Platt, Inc.		(7,666	)		(365,898	)
Mattel, Inc.		(19,913	)		(306,262	)
Mohawk Industries, Inc.*		(4,307	)		(1,188,301	)
Newell Brands, Inc.		(28,397	)		(877,467	)
NIKE, Inc., Class B		(52,036	)		(3,254,852	)
Tapestry, Inc.		(16,466	)		(728,291	)
Under Armour, Inc., Class C*		(25,567	)		(340,552	)
VF Corp.		(22,858	)		(1,691,492	)

					(9,408,977	)

Consumer Services — (3.2)%
Chipotle Mexican Grill, Inc.*		(1,639	)		(473,720	)
Darden Restaurants, Inc.		(7,197	)		(691,056	)
MGM Resorts International		(32,764	)		(1,093,990	)
Norwegian Cruise Line Holdings Ltd. (Bermuda)*		(13,236	)		(704,817	)
Starbucks Corp.		(72,178	)		(4,145,183	)


	Number of Shares			Value
COMMON STOCKS — (Continued)
Consumer Services — (Continued)
Wynn Resorts Ltd.		(5,955	)	$	(1,003,953	)

					(8,112,719	)

Diversified Financials — (2.2)%
Affiliated Managers Group, Inc.		(2,717	)		(557,664	)
CME Group, Inc.		(19,000	)		(2,774,950	)
Intercontinental Exchange, Inc.		(33,953	)		(2,395,724	)

					(5,728,338	)

Energy — (9.0)%
Anadarko Petroleum Corp.		(32,017	)		(1,717,392	)
Andeavor		(9,038	)		(1,033,405	)
Cabot Oil & Gas Corp.		(2,591	)		(74,103	)
Chesapeake Energy Corp.*		(52,667	)		(208,561	)
Cimarex Energy Co.		(5,519	)		(673,373	)
Concho Resources, Inc.*		(8,615	)		(1,294,145	)
Devon Energy Corp.		(30,418	)		(1,259,305	)
EOG Resources, Inc.		(27,151	)		(2,929,864	)
EQT Corp.		(10,043	)		(571,648	)
Halliburton Co.		(48,667	)		(2,378,356	)
Helmerich & Payne, Inc.		(6,292	)		(406,715	)
Hess Corp.		(18,410	)		(873,923	)
Kinder Morgan, Inc.		(132,688	)		(2,397,672	)
Marathon Oil Corp.		(49,249	)		(833,786	)
National Oilwell Varco, Inc.		(22,021	)		(793,196	)
Newfield Exploration Co.*		(11,530	)		(363,541	)
Occidental Petroleum Corp.		(26,632	)		(1,961,713	)
Pioneer Natural Resources Co.		(9,855	)		(1,703,437	)
Range Resources Corp.		(14,376	)		(245,255	)
Williams Cos., Inc. (The)		(47,859	)		(1,459,221	)

					(23,178,611	)

Food & Staples Retailing — (1.0)%
Costco Wholesale Corp.		(13,719	)		(2,553,380	)

Food, Beverage & Tobacco — (3.0)%
Archer-Daniels-Midland Co.		(32,403	)		(1,298,712	)
Brown-Forman Corp., Class B		(22,255	)		(1,528,251	)
Constellation Brands, Inc., Class A		(11,332	)		(2,590,155	)
Hershey Co. (The)		(12,207	)		(1,385,617	)
McCormick & Co., Inc., non-voting shares		(7,591	)		(773,599	)
Mondelez International, Inc., Class A		(5,865	)		(251,022	)

					(7,827,356	)

Health Care Equipment & Services — (8.3)%
Align Technology, Inc.*		(4,645	)		(1,032,073	)
Becton Dickinson and Co.		(15,147	)		(3,242,278	)


	Number of Shares			Value
COMMON STOCKS — (Continued)
Health Care Equipment & Services — (Continued)
Boston Scientific Corp.*		(65,836	)	$	(1,632,074	)
Cerner Corp.*		(19,996	)		(1,347,530	)
DENTSPLY SIRONA, Inc.		(13,303	)		(875,736	)
Edwards Lifesciences Corp.*		(355	)		(40,012	)
HCA Healthcare, Inc.*		(20,684	)		(1,816,883	)
Henry Schein, Inc.*		(9,094	)		(635,489	)
Hologic, Inc.*		(8,676	)		(370,899	)
IDEXX Laboratories, Inc.*		(5,059	)		(791,126	)
Intuitive Surgical, Inc.*		(6,489	)		(2,368,096	)
Medtronic PLC (Ireland)		(36,893	)		(2,979,110	)
Patterson Cos., Inc.		(5,495	)		(198,534	)
ResMed, Inc.		(8,242	)		(698,015	)
Stryker Corp.		(21,670	)		(3,355,383	)

					(21,383,238	)

Household & Personal Products — (0.3)%
Coty, Inc., Class A		(43,420	)		(863,624	)

Insurance — (6.2)%
Aflac, Inc.		(22,822	)		(2,003,315	)
American International Group, Inc.		(49,596	)		(2,954,930	)
Arthur J Gallagher & Co.		(2,949	)		(186,613	)
Assurant, Inc.		(3,117	)		(314,318	)
Chubb Ltd. (Switzerland)		(5,932	)		(866,843	)
Cincinnati Financial Corp.		(9,503	)		(712,440	)
Hartford Financial Services Group, Inc. (The)		(20,716	)		(1,165,896	)
Lincoln National Corp.		(12,721	)		(977,863	)
Loews Corp.		(182	)		(9,105	)
MetLife, Inc.		(31,009	)		(1,567,815	)
Prudential Financial, Inc.		(24,610	)		(2,829,658	)
Torchmark Corp.		(4,159	)		(377,263	)
Unum Group		(13,000	)		(713,570	)
Willis Towers Watson PLC (Ireland)		(7,664	)		(1,154,888	)

					(15,834,517	)

Materials — (5.5)%
Albemarle Corp.		(6,402	)		(818,752	)
CF Industries Holdings, Inc.		(1,390	)		(59,131	)
DowDuPont, Inc.		(69,159	)		(4,925,504	)
Ecolab, Inc.		(17,245	)		(2,313,934	)
International Paper Co.		(23,923	)		(1,386,099	)
Martin Marietta Materials, Inc.		(3,643	)		(805,249	)
Mosaic Co. (The)		(20,339	)		(521,899	)
Sherwin-Williams Co. (The)		(5,418	)		(2,221,597	)


	Number of Shares			Value
COMMON STOCKS — (Continued)
Materials — (Continued)
Vulcan Materials Co.		(7,664	)	$	(983,828	)

					(14,035,993	)

Media — (1.5)%
Charter Communications, Inc., Class A*		(10,364	)		(3,481,889	)
DISH Network Corp., Class A*		(2,775	)		(132,506	)
Walt Disney Co. (The)		(2,627	)		(282,429	)

					(3,896,824	)

Pharmaceuticals, Biotechnology & Life Sciences — (7.2)%
Agilent Technologies, Inc.		(18,656	)		(1,249,392	)
Alexion Pharmaceuticals, Inc.*		(12,920	)		(1,545,103	)
Allergan PLC (Ireland)		(3,524	)		(576,456	)
Illumina, Inc.*		(8,459	)		(1,848,207	)
Incyte Corp.*		(12,720	)		(1,204,711	)
IQVIA Holdings, Inc.*		(13,691	)		(1,340,349	)
Mettler-Toledo International, Inc.*		(1,483	)		(918,748	)
PerkinElmer, Inc.		(6,386	)		(466,944	)
Perrigo Co. PLC (Ireland)		(8,158	)		(711,051	)
Thermo Fisher Scientific, Inc.		(23,233	)		(4,411,482	)
Vertex Pharmaceuticals, Inc.*		(14,939	)		(2,238,759	)
Waters Corp.*		(1,100	)		(212,509	)
Zoetis, Inc.		(25,328	)		(1,824,629	)

					(18,548,340	)

Real Estate — (7.7)%
American Tower Corp., REIT		(24,870	)		(3,548,203	)
Apartment Investment & Management Co., Class A, REIT		(9,098	)		(397,674	)
Boston Properties, Inc., REIT		(3,293	)		(428,189	)
Crown Castle International Corp., REIT		(23,539	)		(2,613,064	)
Duke Realty Corp., REIT		(1,126	)		(30,638	)
Equinix, Inc., REIT		(4,532	)		(2,053,993	)
Equity Residential, REIT		(18,008	)		(1,148,370	)
Extra Space Storage, Inc., REIT		(7,301	)		(638,472	)
GGP, Inc., REIT		(25,372	)		(593,451	)
HCP, Inc., REIT		(27,176	)		(708,750	)
Host Hotels & Resorts, Inc., REIT		(42,812	)		(849,818	)
Iron Mountain, Inc., REIT		(15,463	)		(583,419	)
Macerich Co. (The), REIT		(8,165	)		(536,277	)
Prologis, Inc., REIT		(30,829	)		(1,988,779	)
Public Storage, REIT		(857	)		(179,113	)
SBA Communications Corp., REIT*		(6,861	)		(1,120,813	)
SL Green Realty Corp., REIT		(5,647	)		(569,952	)


	Number of Shares			Value
COMMON STOCKS — (Continued)
Real Estate — (Continued)
Ventas, Inc., REIT		(1,901	)	$	(114,079	)
Vornado Realty Trust, REIT		(8,861	)		(692,753	)
Welltower, Inc., REIT		(17,045	)		(1,086,960	)

					(19,882,767	)

Retailing — (3.4)%
CarMax, Inc.*		(10,545	)		(676,251	)
L Brands, Inc.		(16,339	)		(983,935	)
LKQ Corp.*		(17,904	)		(728,156	)
Macy’s, Inc.		(17,647	)		(444,528	)
Netflix, Inc.*		(25,072	)		(4,812,821	)
TripAdvisor, Inc.*		(8,045	)		(277,231	)
Ulta Beauty, Inc.*		(3,538	)		(791,309	)

					(8,714,231	)

Semiconductors & Semiconductor Equipment — (2.0)%
Advanced Micro Devices, Inc.*		(61,742	)		(634,708	)
NVIDIA Corp.		(15,969	)		(3,090,002	)
Qorvo, Inc.*		(7,367	)		(490,642	)
Xilinx, Inc.		(14,404	)		(971,118	)

					(5,186,470	)

Software & Services — (12.9)%
Activision Blizzard, Inc.		(43,805	)		(2,773,733	)
Adobe Systems, Inc.*		(13,783	)		(2,415,333	)
Akamai Technologies, Inc.*		(9,834	)		(639,603	)
Alliance Data Systems Corp.		(3,209	)		(813,417	)
ANSYS, Inc.*		(4,917	)		(725,700	)
Autodesk, Inc.*		(12,723	)		(1,333,752	)
Automatic Data Processing, Inc.		(25,725	)		(3,014,713	)
Cadence Design Systems, Inc.*		(16,359	)		(684,133	)
DXC Technology Co.		(16,523	)		(1,568,033	)
Fiserv, Inc.*		(11,286	)		(1,479,933	)
Gartner, Inc.*		(5,252	)		(646,784	)
Global Payments, Inc.		(9,199	)		(922,108	)
International Business Machines Corp.		(9,730	)		(1,492,777	)
Intuit, Inc.		(14,815	)		(2,337,511	)
PayPal Holdings, Inc.*		(62,081	)		(4,570,403	)
Red Hat, Inc.*		(10,259	)		(1,232,106	)
salesforce.com, Inc.*		(41,850	)		(4,278,326	)
Synopsys, Inc.*		(8,716	)		(742,952	)
VeriSign, Inc.*		(7,836	)		(896,752	)
Western Union Co. (The)		(26,612	)		(505,894	)

					(33,073,963	)


	Number of Shares			Value
COMMON STOCKS — (Continued)
Technology Hardware & Equipment — (2.0)%
Amphenol Corp., Class A		(18,563	)	$	(1,629,831	)
Corning, Inc.		(50,349	)		(1,610,665	)
TE Connectivity Ltd. (Switzerland)		(20,379	)		(1,936,820	)

					(5,177,316	)

Transportation — (2.5)%
CH Robinson Worldwide, Inc.		(8,105	)		(722,074	)
FedEx Corp.		(15,521	)		(3,873,110	)
United Parcel Service, Inc., Class B		(14,736	)		(1,755,794	)

					(6,350,978	)

Utilities — (6.8)%
Alliant Energy Corp.		(13,395	)		(570,761	)
American Electric Power Co., Inc.		(28,497	)		(2,096,524	)
American Water Works Co., Inc.		(7,947	)		(727,071	)
CMS Energy Corp.		(16,315	)		(771,700	)
Consolidated Edison, Inc.		(9,798	)		(832,340	)
Dominion Energy, Inc.		(27,265	)		(2,210,101	)
Edison International		(18,877	)		(1,193,781	)
Entergy Corp.		(10,407	)		(847,026	)
Eversource Energy		(17,332	)		(1,095,036	)
NextEra Energy, Inc.		(3,963	)		(618,981	)
NiSource, Inc.		(19,507	)		(500,745	)
PPL Corp.		(39,870	)		(1,233,976	)
Public Service Enterprise Group, Inc.		(29,259	)		(1,506,839	)
Sempra Energy		(14,088	)		(1,506,289	)
WEC Energy Group, Inc.		(18,284	)		(1,214,606	)
Xcel Energy, Inc.		(9,674	)		(465,416	)

					(17,391,192	)

TOTAL COMMON STOCK (Proceeds $241,479,082)					(245,171,367	)

TOTAL SECURITES SOLD SHORT - (95.4)%					(245,171,367	)

(Proceeds $241,479,082)

OTHER ASSETS IN EXCESS OF LIABILITIES - 0.9%					2,367,037

NET ASSETS - 100.0%				$	256,936,469


	Number of Shares		Value
EXCHANGE TRADED FUND — 98.7%
SPDR S&P 500 ETF Trust		7,396	$	1,973,697

TOTAL EXCHANGE TRADED FUND (Cost $1,974,148)				1,973,697

OTHER ASSETS IN EXCESS OF LIABILITIES - 1.3%				25,852

NET ASSETS - 100.0%			$	1,999,549


ETF				Exchange Traded Fund
S&P				Standard & Poor’s
SPDR				Standard & Poor’s Depositary Receipt


	Number of Shares		Value
LONG POSITIONS — 141.7%
COMMON STOCKS — 141.7%
Automobiles & Components — 1.3%
BorgWarner, Inc.†		23	$	1,175
General Motors Co.†		721		29,554
Harley-Davidson, Inc.^(a)		86		4,376

				35,105

Banks — 5.0%
Bank of America Corp.†		939		27,719
Citigroup, Inc.†		214		15,924
Citizens Financial Group, Inc.†		55		2,309
Comerica, Inc.†		19		1,649
Huntington Bancshares, Inc.†		198		2,883
JPMorgan Chase & Co.†		383		40,958
KeyCorp.†		148		2,985
People’s United Financial, Inc.		42		785
PNC Financial Services Group, Inc. (The)†		52		7,503
US Bancorp†		182		9,752
Wells Fargo & Co.†		343		20,810
Zions Bancorporation†		22		1,118

				134,395

Capital Goods — 13.1%
3M Co.†		65		15,299
Acuity Brands, Inc.		22		3,872
Allegion PLC (Ireland)		49		3,898
AMETEK, Inc.†		117		8,479
Arconic, Inc.		53		1,444
Boeing Co. (The)†		188		55,443
Caterpillar, Inc.†		302		47,589
Cummins, Inc.†		84		14,838
Deere & Co.		73		11,425
Dover Corp.		17		1,717
Eaton Corp. PLC (Ireland)		223		17,619
Emerson Electric Co.†		70		4,878
Fastenal Co.^(a)		49		2,680
Flowserve Corp.		14		590
Fortive Corp.†		2		145
Fortune Brands Home & Security, Inc.		77		5,270
General Electric Co.†		957		16,700
Honeywell International, Inc.†		83		12,729
Illinois Tool Works, Inc.†		27		4,505
Ingersoll-Rand PLC (Ireland)†		127		11,327
Jacobs Engineering Group, Inc.†		62		4,090
Johnson Controls International PLC (Ireland)		470		17,912


	Number of Shares		Value
COMMON STOCKS — (Continued)
Capital Goods — (Continued)
L3 Technologies, Inc.		40	$	7,914
Lockheed Martin Corp.†		27		8,668
Masco Corp.		158		6,943
Northrop Grumman Corp.†		2		614
PACCAR, Inc.		70		4,976
Parker-Hannifin Corp.		18		3,592
Pentair PLC (Ireland)		93		6,568
Rockwell Automation, Inc.		14		2,749
Rockwell Collins, Inc.		83		11,256
Roper Technologies, Inc.		10		2,590
Snap-on, Inc.†^(a)		21		3,660
Stanley Black & Decker, Inc.		5		848
Textron, Inc.		17		962
TransDigm Group, Inc.^(a)		23		6,316
United Technologies Corp.		105		13,395
WW Grainger, Inc.^(a)		29		6,851
Xylem, Inc.		19		1,296

				351,647

Commercial & Professional Services — 0.8%
Cintas Corp.		34		5,298
Nielsen Holdings PLC (United Kingdom)		181		6,588
Republic Services, Inc.†		37		2,502
Robert Half International, Inc.†		64		3,555
Stericycle, Inc.*		10		680
Waste Management, Inc.		48		4,142

				22,765

Consumer Durables & Apparel — 1.1%
DR Horton, Inc.†		41		2,094
Garmin Ltd. (Switzerland)		96		5,719
Hanesbrands, Inc.^(a)		185		3,868
Lennar Corp., Class A†		26		1,644
Michael Kors Holdings Ltd. (British Virgin Islands)*		81		5,099
PulteGroup, Inc.†		33		1,097
PVH Corp.†		2		274
Ralph Lauren Corp.†^(a)		42		4,355
Whirlpool Corp.†		37		6,240

				30,390

Consumer Services — 3.3%
Carnival Corp. (Panama)		365		24,225
H&R Block, Inc.†		23		603
Hilton Worldwide Holdings, Inc.		162		12,937


	Number of Shares		Value
COMMON STOCKS — (Continued)
Consumer Services — (Continued)
Marriott International, Inc., Class A†		184	$	24,974
McDonald’s Corp.†		26		4,475
Royal Caribbean Cruises Ltd. (Liberia)		109		13,002
Wyndham Worldwide Corp.†		52		6,025
Yum! Brands, Inc.		38		3,101

				89,342

Diversified Financials — 8.2%
American Express Co.		96		9,534
Bank of New York Mellon Corp. (The)†		113		6,086
Berkshire Hathaway, Inc., Class B†*		224		44,401
BlackRock, Inc.†		77		39,556
Capital One Financial Corp.†		53		5,278
Cboe Global Markets, Inc.		13		1,620
Charles Schwab Corp. (The)†		148		7,603
CME Group, Inc.†		2		292
Discover Financial Services†		40		3,077
ETRADE Financial Corp.†		82		4,065
Franklin Resources, Inc.		282		12,219
Goldman Sachs Group, Inc. (The)†		43		10,955
Invesco Ltd. (Bermuda)		207		7,564
Leucadia National Corp.		39		1,033
Moody’s Corp.†		96		14,171
Morgan Stanley†		200		10,494
Nasdaq, Inc.†		85		6,531
Navient Corp.		30		400
Northern Trust Corp.†		43		4,295
Raymond James Financial, Inc.		17		1,518
S&P Global, Inc.†		52		8,809
State Street Corp.†		41		4,002
Synchrony Financial†		86		3,320
T Rowe Price Group, Inc.†		123		12,906

				219,729

Energy — 7.1%
Apache Corp.		194		8,191
Cabot Oil & Gas Corp.		16		458
Chevron Corp.†		123		15,398
ConocoPhillips†		607		33,318
Exxon Mobil Corp.†		468		39,144
Marathon Petroleum Corp.†		248		16,363
Noble Energy, Inc.		248		7,227
ONEOK, Inc.†		193		10,316
Phillips 66†		258		26,097


	Number of Shares		Value
COMMON STOCKS — (Continued)
Energy — (Continued)
Schlumberger Ltd. (Curacao)		112	$	7,548
TechnipFMC PLC (United Kingdom)		237		7,420
Valero Energy Corp.†		223		20,496

				191,976

Food & Staples Retailing — 4.9%
CVS Health Corp.†		514		37,265
Kroger Co. (The)		447		12,270
Sysco Corp.†		190		11,539
Walgreens Boots Alliance, Inc.†		520		37,762
Wal-Mart Stores, Inc.†		327		32,291

				131,127

Food, Beverage & Tobacco — 8.2%
Altria Group, Inc.†		525		37,490
Campbell Soup Co.^(a)		28		1,347
Coca-Cola Co. (The)†		1,113		51,064
Conagra Brands, Inc.†		206		7,760
Dr Pepper Snapple Group, Inc.†		92		8,930
General Mills, Inc.		167		9,901
Hormel Foods Corp.		152		5,531
JM Smucker Co. (The)^(a)		6		745
Kellogg Co.^(a)		39		2,651
Kraft Heinz Co. (The)		134		10,420
Molson Coors Brewing Co., Class B		110		9,028
Mondelez International, Inc., Class A		58		2,482
Monster Beverage Corp.*		62		3,924
PepsiCo, Inc.†		175		20,986
Philip Morris International, Inc.†		324		34,231
Tyson Foods, Inc., Class A		187		15,160

				221,650

Health Care Equipment & Services — 10.9%
Abbott Laboratories†		774		44,172
Aetna, Inc.†		166		29,945
AmerisourceBergen Corp.		111		10,192
Anthem, Inc.†		131		29,476
Baxter International, Inc.†		2		129
Cardinal Health, Inc.		82		5,024
Centene Corp.†*		88		8,877
Cigna Corp.†		126		25,589
Cooper Cos., Inc. (The)		5		1,089
Danaher Corp.		91		8,447
DaVita, Inc.*		50		3,613
Edwards Lifesciences Corp.*		10		1,127
Envision Healthcare Corp.*		62		2,143


	Number of Shares		Value
COMMON STOCKS — (Continued)
Health Care Equipment & Services — (Continued)
Express Scripts Holding Co.†*		288	$	21,496
Humana, Inc.†		73		18,109
Laboratory Corp. of America Holdings†*		52		8,295
McKesson Corp.†		60		9,357
Quest Diagnostics, Inc.†		69		6,796
UnitedHealth Group, Inc.†		205		45,194
Universal Health Services, Inc., Class B		49		5,554
Varian Medical Systems, Inc.*		45		5,002
Zimmer Biomet Holdings, Inc.		32		3,861

				293,487

Household & Personal Products — 2.1%
Church & Dwight Co., Inc.†		2		100
Clorox Co. (The)		66		9,817
Colgate-Palmolive Co.		97		7,319
Estee Lauder Cos., Inc. (The), Class A†		40		5,090
Kimberly-Clark Corp.†		107		12,911
Procter & Gamble Co. (The)†		222		20,397

				55,634

Insurance — 2.6%
Allstate Corp. (The)		19		1,990
Aon PLC (United Kingdom)†		128		17,152
Brighthouse Financial, Inc.*		13		762
Everest Re Group Ltd. (Bermuda)		20		4,425
Loews Corp.		37		1,851
Marsh & McLennan Cos., Inc.†		260		21,161
Principal Financial Group, Inc.		112		7,903
Progressive Corp. (The)†		163		9,180
Torchmark Corp.†		9		816
Travelers Cos., Inc. (The)†		30		4,069
XL Group Ltd. (Bermuda)		28		985

				70,294

Materials — 4.8%
Air Products & Chemicals, Inc.†		103		16,900
Avery Dennison Corp.		42		4,824
Ball Corp.		178		6,737
Eastman Chemical Co.		73		6,763
FMC Corp.†		11		1,041
Freeport-McMoRan, Inc.†*		735		13,936
International Flavors & Fragrances, Inc.		25		3,815


	Number of Shares		Value
COMMON STOCKS — (Continued)
Materials — (Continued)
LyondellBasell Industries NV, Class A (Netherlands)†		200	$	22,064
Monsanto Co.		48		5,605
Newmont Mining Corp.		271		10,168
Nucor Corp.		68		4,323
Packaging Corp. of America		48		5,786
PPG Industries, Inc.†		131		15,303
Praxair, Inc.		31		4,795
Sealed Air Corp.		92		4,536
WestRock Co.†		28		1,770

				128,366

Media — 5.1%
CBS Corp., Class B, non-voting shares†		44		2,596
Comcast Corp., Class A†		520		20,826
Discovery Communications, Inc., Class A†^(a)*		290		6,490
DISH Network Corp., Class A*		42		2,006
Interpublic Group of Cos., Inc. (The)		198		3,992
News Corp., Class A†		296		4,798
Omnicom Group, Inc.†		117		8,521
Scripps Networks Interactive, Inc., Class A†		66		5,635
Time Warner, Inc.†		395		36,131
Twenty-First Century Fox, Inc., Class A†		940		32,458
Viacom, Inc., Class B†		205		6,316
Walt Disney Co. (The)†		64		6,881

				136,650

Pharmaceuticals, Biotechnology & Life Sciences — 14.2%
AbbVie, Inc.†		506		48,935
Amgen, Inc.†		237		41,214
Biogen, Inc.†*		108		34,406
Bristol-Myers Squibb Co.†		216		13,237
Celgene Corp.†*		391		40,805
Eli Lilly & Co.†		323		27,281
Gilead Sciences, Inc.†		638		45,706
Johnson & Johnson†		486		67,904
Merck & Co., Inc.†		708		39,839
Mylan NV (Netherlands)*		59		2,496
Pfizer, Inc.		388		14,053
Regeneron Pharmaceuticals, Inc.*		13		4,888
Waters Corp.†*		2		386

				381,150


	Number of Shares		Value
COMMON STOCKS — (Continued)
Real Estate — 2.3%
Alexandria Real Estate Equities, Inc., REIT		47	$	6,138
AvalonBay Communities, Inc., REIT		50		8,921
Digital Realty Trust, Inc., REIT†		46		5,239
Essex Property Trust, Inc., REIT†		8		1,931
Extra Space Storage, Inc., REIT†		2		175
Federal Realty Investment Trust, REIT		8		1,063
Kimco Realty Corp., REIT		47		853
Mid-America Apartment Communities, Inc., REIT		57		5,732
Public Storage, REIT		8		1,672
Realty Income Corp., REIT		63		3,592
Regency Centers Corp., REIT		86		5,950
Simon Property Group, Inc., REIT		34		5,839
UDR, Inc., REIT†		20		770
Ventas, Inc., REIT†		13		780
Weyerhaeuser Co., REIT†		382		13,469

				62,124

Retailing — 8.5%
Advance Auto Parts, Inc.		38		3,788
Amazon.com, Inc.†*		15		17,542
AutoZone, Inc.†*		14		9,959
Best Buy Co., Inc.†		33		2,260
Dollar General Corp.†		29		2,697
Dollar Tree, Inc.*		24		2,575
Expedia, Inc.		17		2,036
Foot Locker, Inc.		19		891
Gap, Inc. (The)†		31		1,056
Genuine Parts Co.		75		7,126
Home Depot, Inc. (The)†		259		49,088
Kohl’s Corp.^(a)		86		4,664
Lowe’s Cos., Inc.†		422		39,221
Nordstrom, Inc.†		14		663
O’Reilly Automotive, Inc.†*		44		10,584
Priceline Group, Inc. (The)†*		26		45,181
Ross Stores, Inc.		150		12,038
Signet Jewelers Ltd. (Bermuda)^(a)		31		1,753
Target Corp.†		66		4,307
Tiffany & Co.		14		1,455
TJX Cos., Inc. (The)†		59		4,511
Tractor Supply Co.		64		4,784

				228,179


	Number of Shares		Value
COMMON STOCKS — (Continued)
Semiconductors & Semiconductor Equipment — 6.8%
Analog Devices, Inc.		187	$	16,649
Applied Materials, Inc.†		537		27,451
Broadcom Ltd. (Singapore)		29		7,450
Intel Corp.†		517		23,865
KLA-Tencor Corp.†		80		8,406
Lam Research Corp.†		91		16,750
Microchip Technology, Inc.^(a)		25		2,197
Micron Technology, Inc.†*		656		26,975
QUALCOMM, Inc.		217		13,892
Skyworks Solutions, Inc.†		93		8,830
Texas Instruments, Inc.†		290		30,288

				182,753

Software & Services — 12.6%
Accenture PLC, Class A (Ireland)†		139		21,280
Alphabet, Inc., Class A†*		77		81,112
CA, Inc.†		210		6,989
Citrix Systems, Inc.†*		50		4,400
Cognizant Technology Solutions Corp., Class A†		65		4,616
CSRA, Inc.†		17		509
eBay, Inc.†*		255		9,624
Electronic Arts, Inc.†*		71		7,459
Facebook, Inc., Class A†*		207		36,527
Fidelity National Information Services, Inc.†		13		1,223
Mastercard, Inc., Class A†		117		17,709
Microsoft Corp.†		764		65,353
Oracle Corp.†		746		35,271
Paychex, Inc.		141		9,599
Symantec Corp.		67		1,880
Total System Services, Inc.		82		6,485
Visa, Inc., Class A†		261		29,759

				339,795

Technology Hardware & Equipment — 8.0%
Apple, Inc.†		566		95,784
Cisco Systems, Inc.†		1,095		41,939
Corning, Inc.		2		64
F5 Networks, Inc.†*		32		4,199
FLIR Systems, Inc.†		15		699
Harris Corp.		61		8,641
Hewlett Packard Enterprise Co.†		762		10,942
HP, Inc.†		835		17,543
Juniper Networks, Inc.†		192		5,472
Motorola Solutions, Inc.		17		1,536


	Number of Shares		Value
COMMON STOCKS — (Continued)
Technology Hardware & Equipment — (Continued)
NetApp, Inc.		132	$	7,302
Seagate Technology PLC (Ireland)^(a)		135		5,648
TE Connectivity Ltd. (Switzerland)		2		190
Western Digital Corp.†		150		11,930
Xerox Corp.		133		3,877

				215,766

Telecommunication Services — 3.2%
AT&T, Inc.†		740		28,771
CenturyLink, Inc.		279		4,654
Verizon Communications, Inc.†		1,011		53,512

				86,937

Transportation — 4.7%
Alaska Air Group, Inc.†		63		4,631
American Airlines Group, Inc.		244		12,695
CSX Corp.		98		5,391
Delta Air Lines, Inc.†		362		20,272
Expeditors International of Washington, Inc.†		48		3,105
JB Hunt Transport Services, Inc.		10		1,150
Kansas City Southern		52		5,471
Norfolk Southern Corp.†		119		17,243
Southwest Airlines Co.†		150		9,818
Union Pacific Corp.†		285		38,219
United Continental Holdings, Inc.*		136		9,166

				127,161

Utilities — 2.9%
AES Corp.†		73		791
Ameren Corp.		50		2,950
CenterPoint Energy, Inc.†		218		6,183
DTE Energy Co.†		20		2,189
Duke Energy Corp.†		354		29,775
Exelon Corp.†		107		4,217
FirstEnergy Corp.		225		6,890
NRG Energy, Inc.†		161		4,585
PG&E Corp.		147		6,590
Pinnacle West Capital Corp.		56		4,770
SCANA Corp.		73		2,904
Southern Co. (The)		111		5,338
WEC Energy Group, Inc.†		7		465

				77,647

TOTAL COMMON STOCKS (Cost $3,252,649)				3,814,069


	Number of Shares			Value
COMMON STOCKS — (Continued)
Utilities — (Continued)
TOTAL LONG POSITIONS - 141.7%				$	3,814,069

(Cost $3,252,649)
SHORT POSITIONS — (42.2)%
COMMON STOCKS — (42.2)%
Automobiles & Components — (0.8)%
Aptiv PLC (Jersey)		(57	)		(4,835	)
Ford Motor Co.		(1,136	)		(14,189	)
Goodyear Tire & Rubber Co. (The)		(71	)		(2,294	)

					(21,318	)

Banks — (0.9)%
BB&T Corp.		(120	)		(5,966	)
Fifth Third Bancorp.		(205	)		(6,220	)
M&T Bank Corp.		(33	)		(5,643	)
Regions Financial Corp.		(334	)		(5,771	)
SunTrust Banks, Inc.		(6	)		(388	)

					(23,988	)

Capital Goods — (1.0)%
AO Smith Corp.		(50	)		(3,064	)
Fluor Corp.		(40	)		(2,066	)
General Dynamics Corp.		(56	)		(11,393	)
Quanta Services, Inc.*		(45	)		(1,760	)
Raytheon Co.		(22	)		(4,133	)
United Rentals, Inc.*		(24	)		(4,126	)

					(26,542	)

Commercial & Professional Services — (0.5)%
Equifax, Inc.		(35	)		(4,127	)
IHS Markit Ltd. (Bermuda)*		(115	)		(5,192	)
Verisk Analytics, Inc.*		(49	)		(4,704	)

					(14,023	)

Consumer Durables & Apparel — (1.6)%
Hasbro, Inc.		(35	)		(3,181	)
Leggett & Platt, Inc.		(38	)		(1,814	)
Mattel, Inc.		(98	)		(1,507	)
Mohawk Industries, Inc.*		(22	)		(6,070	)
Newell Brands, Inc.		(141	)		(4,357	)
NIKE, Inc., Class B		(184	)		(11,509	)
Tapestry, Inc.		(82	)		(3,627	)
Under Armour, Inc., Class C*		(126	)		(1,678	)
VF Corp.		(113	)		(8,362	)

					(42,105	)


	Number of Shares			Value
COMMON STOCKS — (Continued)
Consumer Services — (1.5)%
Chipotle Mexican Grill, Inc.*		(9	)	$	(2,601	)
Darden Restaurants, Inc.		(36	)		(3,457	)
MGM Resorts International		(162	)		(5,409	)
Norwegian Cruise Line Holdings Ltd. (Bermuda)*		(66	)		(3,514	)
Starbucks Corp.		(363	)		(20,847	)
Wynn Resorts Ltd.		(30	)		(5,058	)

					(40,886	)

Diversified Financials — (0.8)%
Affiliated Managers Group, Inc.		(16	)		(3,284	)
Ameriprise Financial, Inc.		(43	)		(7,287	)
Intercontinental Exchange, Inc.		(168	)		(11,854	)

					(22,425	)

Energy — (4.2)%
Anadarko Petroleum Corp.		(158	)		(8,475	)
Andeavor		(44	)		(5,031	)
Chesapeake Energy Corp.*		(260	)		(1,030	)
Cimarex Energy Co.		(27	)		(3,294	)
Concho Resources, Inc.*		(42	)		(6,309	)
Devon Energy Corp.		(151	)		(6,251	)
EOG Resources, Inc.		(130	)		(14,028	)
EQT Corp.		(49	)		(2,789	)
Halliburton Co.		(247	)		(12,071	)
Helmerich & Payne, Inc.		(32	)		(2,068	)
Hess Corp.		(91	)		(4,320	)
Kinder Morgan, Inc.		(655	)		(11,836	)
Marathon Oil Corp.		(243	)		(4,114	)
National Oilwell Varco, Inc.		(109	)		(3,926	)
Newfield Exploration Co.*		(56	)		(1,766	)
Occidental Petroleum Corp.		(122	)		(8,987	)
Pioneer Natural Resources Co.		(48	)		(8,297	)
Range Resources Corp.		(71	)		(1,211	)
Williams Cos., Inc. (The)		(237	)		(7,226	)

					(113,029	)

Food & Staples Retailing — (0.4)%
Costco Wholesale Corp.		(59	)		(10,981	)

Food, Beverage & Tobacco — (1.4)%
Archer-Daniels-Midland Co.		(160	)		(6,413	)
Brown-Forman Corp., Class B		(110	)		(7,554	)
Constellation Brands, Inc., Class A		(56	)		(12,800	)
Hershey Co. (The)		(61	)		(6,924	)


	Number of Shares			Value
COMMON STOCKS — (Continued)
Food, Beverage & Tobacco — (Continued)
McCormick & Co., Inc., non-voting shares		(38	)	$	(3,873	)

					(37,564	)

Health Care Equipment & Services — (3.8)%
Align Technology, Inc.*		(23	)		(5,110	)
Becton Dickinson and Co.		(77	)		(16,410	)
Boston Scientific Corp.*		(299	)		(7,412	)
Cerner Corp.*		(99	)		(6,672	)
DENTSPLY SIRONA, Inc.		(66	)		(4,345	)
HCA Healthcare, Inc.*		(103	)		(9,048	)
Henry Schein, Inc.*		(45	)		(3,145	)
Hologic, Inc.*		(45	)		(1,924	)
IDEXX Laboratories, Inc.*		(25	)		(3,909	)
Intuitive Surgical, Inc.*		(33	)		(12,043	)
Medtronic PLC (Ireland)		(157	)		(12,678	)
Patterson Cos., Inc.		(28	)		(1,012	)
ResMed, Inc.		(41	)		(3,472	)
Stryker Corp.		(107	)		(16,568	)

					(103,748	)

Household & Personal Products — (0.2)%
Coty, Inc., Class A		(215	)		(4,276	)

Insurance — (2.8)%
Aflac, Inc.		(113	)		(9,919	)
American International Group, Inc.		(249	)		(14,835	)
Arthur J Gallagher & Co.		(13	)		(823	)
Assurant, Inc.		(16	)		(1,613	)
Chubb Ltd. (Switzerland)		(19	)		(2,776	)
Cincinnati Financial Corp.		(47	)		(3,524	)
Hartford Financial Services Group, Inc. (The)		(103	)		(5,797	)
Lincoln National Corp.		(63	)		(4,843	)
MetLife, Inc.		(137	)		(6,927	)
Prudential Financial, Inc.		(122	)		(14,028	)
Unum Group		(65	)		(3,568	)
Willis Towers Watson PLC (Ireland)		(38	)		(5,726	)

					(74,379	)

Materials — (2.4)%
Albemarle Corp.		(32	)		(4,092	)
CF Industries Holdings, Inc.		(1	)		(43	)
DowDuPont, Inc.		(291	)		(20,725	)
Ecolab, Inc.		(86	)		(11,539	)
International Paper Co.		(119	)		(6,895	)
Martin Marietta Materials, Inc.		(18	)		(3,979	)


	Number of Shares			Value
COMMON STOCKS — (Continued)
Materials — (Continued)
Mosaic Co. (The)		(101	)	$	(2,592	)
Sherwin-Williams Co. (The)		(27	)		(11,071	)
Vulcan Materials Co.		(38	)		(4,878	)

					(65,814	)

Media — (0.6)%
Charter Communications, Inc., Class A*		(50	)		(16,798	)

Pharmaceuticals, Biotechnology & Life Sciences — (3.3)%
Agilent Technologies, Inc.		(93	)		(6,228	)
Alexion Pharmaceuticals, Inc.*		(64	)		(7,654	)
Allergan PLC (Ireland)		(1	)		(164	)
Illumina, Inc.*		(42	)		(9,177	)
Incyte Corp.*		(63	)		(5,967	)
IQVIA Holdings, Inc.*		(68	)		(6,657	)
Mettler-Toledo International, Inc.*		(8	)		(4,956	)
PerkinElmer, Inc.		(32	)		(2,340	)
Perrigo Co. PLC (Ireland)		(41	)		(3,574	)
Thermo Fisher Scientific, Inc.		(115	)		(21,836	)
Vertex Pharmaceuticals, Inc.*		(74	)		(11,090	)
Zoetis, Inc.		(131	)		(9,437	)

					(89,080	)

Real Estate — (3.6)%
American Tower Corp., REIT		(123	)		(17,548	)
Apartment Investment & Management Co., Class A, REIT		(45	)		(1,967	)
Boston Properties, Inc., REIT		(9	)		(1,170	)
CBRE Group, Inc., Class A*		(97	)		(4,201	)
Crown Castle International Corp., REIT		(117	)		(12,988	)
Duke Realty Corp., REIT		(26	)		(707	)
Equinix, Inc., REIT		(22	)		(9,971	)
Equity Residential, REIT		(89	)		(5,676	)
GGP, Inc., REIT		(80	)		(1,871	)
HCP, Inc., REIT		(135	)		(3,521	)
Host Hotels & Resorts, Inc., REIT		(212	)		(4,208	)
Iron Mountain, Inc., REIT		(77	)		(2,905	)
Macerich Co. (The), REIT		(41	)		(2,693	)
Prologis, Inc., REIT		(153	)		(9,870	)
SBA Communications Corp., REIT*		(34	)		(5,554	)
SL Green Realty Corp., REIT		(28	)		(2,826	)
Vornado Realty Trust, REIT		(45	)		(3,518	)
Welltower, Inc., REIT		(78	)		(4,974	)

					(96,168	)


	Number of Shares			Value
COMMON STOCKS — (Continued)
Retailing — (1.6)%
CarMax, Inc.*		(52	)	$	(3,335	)
L Brands, Inc.		(81	)		(4,878	)
LKQ Corp.*		(89	)		(3,620	)
Macy’s, Inc.		(88	)		(2,217	)
Netflix, Inc.*		(123	)		(23,611	)
TripAdvisor, Inc.*		(40	)		(1,378	)
Ulta Beauty, Inc.*		(18	)		(4,026	)

					(43,065	)

Semiconductors & Semiconductor Equipment — (0.8)%
Advanced Micro Devices, Inc.*		(305	)		(3,135	)
NVIDIA Corp.		(60	)		(11,610	)
Qorvo, Inc.*		(37	)		(2,464	)
Xilinx, Inc.		(72	)		(4,854	)

					(22,063	)

Software & Services — (5.8)%
Activision Blizzard, Inc.		(217	)		(13,740	)
Adobe Systems, Inc.*		(51	)		(8,937	)
Akamai Technologies, Inc.*		(49	)		(3,187	)
Alliance Data Systems Corp.		(16	)		(4,056	)
ANSYS, Inc.*		(25	)		(3,690	)
Autodesk, Inc.*		(63	)		(6,604	)
Automatic Data Processing, Inc.		(127	)		(14,883	)
Cadence Design Systems, Inc.*		(81	)		(3,387	)
DXC Technology Co.		(81	)		(7,687	)
Fiserv, Inc.*		(60	)		(7,868	)
Gartner, Inc.*		(26	)		(3,202	)
Global Payments, Inc.		(46	)		(4,611	)
International Business Machines Corp.		(8	)		(1,227	)
Intuit, Inc.		(74	)		(11,676	)
PayPal Holdings, Inc.*		(311	)		(22,896	)
Red Hat, Inc.*		(51	)		(6,125	)
salesforce.com, Inc.*		(207	)		(21,162	)
Synopsys, Inc.*		(44	)		(3,751	)
VeriSign, Inc.*		(39	)		(4,463	)
Western Union Co. (The)		(132	)		(2,509	)

					(155,661	)

Technology Hardware & Equipment — (0.3)%
Amphenol Corp., Class A		(92	)		(8,078	)

Transportation — (1.1)%
CH Robinson Worldwide, Inc.		(40	)		(3,564	)
FedEx Corp.		(77	)		(19,215	)


	Number of Shares			Value
COMMON STOCKS — (Continued)
Transportation — (Continued)
United Parcel Service, Inc., Class B		(49	)	$	(5,838	)

					(28,617	)

Utilities — (2.8)%
Alliant Energy Corp.		(66	)		(2,812	)
American Electric Power Co., Inc.		(141	)		(10,373	)
American Water Works Co., Inc.		(41	)		(3,751	)
CMS Energy Corp.		(80	)		(3,784	)
Consolidated Edison, Inc.		(44	)		(3,738	)
Dominion Energy, Inc.		(143	)		(11,592	)
Edison International		(94	)		(5,945	)
Entergy Corp.		(51	)		(4,151	)
Eversource Energy		(91	)		(5,749	)
NextEra Energy, Inc.		(3	)		(469	)
NiSource, Inc.		(96	)		(2,464	)
PPL Corp.		(197	)		(6,097	)
Public Service Enterprise Group, Inc.		(145	)		(7,467	)
Sempra Energy		(71	)		(7,591	)
Xcel Energy, Inc.		(16	)		(770	)

					(76,753	)

TOTAL COMMON STOCK (Proceeds $1,106,324) (1,137,361)

TOTAL SECURITES SOLD SHORT - (42.2)%					(1,137,361	)

(Proceeds $1,106,324)
OTHER ASSETS IN EXCESS OF LIABILITIES - 0.5%					14,299

NET ASSETS - 100.0%				$	2,691,007


	Number of Shares		Value
LONG POSITIONS — 150.4%
COMMON STOCKS — 150.4%
Automobiles & Components — 1.7%
BorgWarner, Inc.†		14	$	715
General Motors Co.†		918		37,629
Harley-Davidson, Inc.^(a)		109		5,546

				43,890

Banks — 2.5%
Bank of America Corp.†		475		14,022
Citigroup, Inc.†		77		5,730
Citizens Financial Group, Inc.		31		1,301
Comerica, Inc.		11		955
Huntington Bancshares, Inc.†		177		2,577
JPMorgan Chase & Co.†		220		23,527
KeyCorp.†		89		1,795
People’s United Financial, Inc.		22		411
PNC Financial Services Group, Inc. (The)†		30		4,329
US Bancorp†		105		5,626
Wells Fargo & Co.†		27		1,638
Zions Bancorporation†		12		610

				62,521

Capital Goods — 14.9%
3M Co.†		37		8,709
Acuity Brands, Inc.		28		4,928
Allegion PLC (Ireland)		61		4,853
AMETEK, Inc.†		149		10,798
Arconic, Inc.†		31		845
Boeing Co. (The)†		216		63,700
Caterpillar, Inc.†		385		60,668
Cummins, Inc.†		107		18,900
Deere & Co.†		69		10,799
Dover Corp.		10		1,010
Eaton Corp. PLC (Ireland)†		267		21,096
Emerson Electric Co.†		40		2,788
Fastenal Co.		71		3,883
Flowserve Corp.		8		337
Fortive Corp.		2		145
Fortune Brands Home & Security, Inc.		99		6,776
General Electric Co.†		549		9,580
Honeywell International, Inc.†		88		13,496
Illinois Tool Works, Inc.†		11		1,835
Ingersoll-Rand PLC (Ireland)†		165		14,716
Jacobs Engineering Group, Inc.†		80		5,277
Johnson Controls International PLC (Ireland)†		599		22,828


	Number of Shares		Value
COMMON STOCKS — (Continued)
Capital Goods — (Continued)
L3 Technologies, Inc.		50	$	9,892
Lockheed Martin Corp.†		14		4,495
Masco Corp.†		202		8,876
PACCAR, Inc.		76		5,402
Parker-Hannifin Corp.		12		2,395
Pentair PLC (Ireland)†		118		8,333
Rockwell Automation, Inc.†		8		1,571
Rockwell Collins, Inc.†		105		14,240
Roper Technologies, Inc.		6		1,554
Snap-on, Inc.		25		4,358
Stanley Black & Decker, Inc.†		4		679
Textron, Inc.		16		905
TransDigm Group, Inc.†		31		8,513
United Technologies Corp.†		70		8,930
WW Grainger, Inc.		37		8,741
Xylem, Inc.		11		750

				377,601

Commercial & Professional Services — 0.8%
Cintas Corp.		20		3,117
Nielsen Holdings PLC (United Kingdom)		231		8,408
Republic Services, Inc.		21		1,420
Robert Half International, Inc.†		81		4,499
Stericycle, Inc.*		6		408
Waste Management, Inc.†		31		2,675

				20,527

Consumer Durables & Apparel — 1.5%
DR Horton, Inc.†		50		2,554
Garmin Ltd. (Switzerland)†		122		7,268
Hanesbrands, Inc.		236		4,935
Lennar Corp., Class A		14		885
Michael Kors Holdings Ltd. (British Virgin Islands)*		106		6,673
PulteGroup, Inc.		45		1,496
Ralph Lauren Corp.†^(a)		53		5,496
Whirlpool Corp.		46		7,757

				37,064

Consumer Services — 4.5%
Carnival Corp. (Panama)		463		30,729
H&R Block, Inc.†		14		367
Hilton Worldwide Holdings, Inc.†		207		16,531
Marriott International, Inc., Class A†		233		31,625
McDonald’s Corp.†		50		8,606


	Number of Shares		Value
COMMON STOCKS — (Continued)
Consumer Services — (Continued)
Royal Caribbean Cruises Ltd. (Liberia)†		139	$	16,580
Wyndham Worldwide Corp.†		66		7,647
Yum! Brands, Inc.†		21		1,714

				113,799

Diversified Financials — 7.5%
American Express Co.		55		5,462
Bank of New York Mellon Corp. (The)		65		3,501
Berkshire Hathaway,Inc.,Class B†*		95		18,831
BlackRock, Inc.†		94		48,289
Capital One Financial Corp.		30		2,987
Cboe Global Markets, Inc.		6		748
Charles Schwab Corp. (The)†		85		4,366
Discover Financial Services†		23		1,769
ETRADE Financial Corp.		92		4,560
Franklin Resources, Inc.†		359		15,555
Goldman Sachs Group,Inc. (The)†		25		6,369
Invesco Ltd. (Bermuda)†		263		9,610
Leucadia National Corp.		23		609
Moody’s Corp.†		123		18,156
Morgan Stanley†		115		6,034
Nasdaq, Inc.†		108		8,298
Navient Corp.		16		213
Northern Trust Corp.		23		2,297
Raymond James Financial, Inc.		42		3,751
S&P Global, Inc.†		51		8,639
State Street Corp.		23		2,245
Synchrony Financial		49		1,892
T Rowe Price Group, Inc.†		157		16,474

				190,655

Energy — 7.5%
Apache Corp.		247		10,428
ConocoPhillips†		773		42,430
Exxon Mobil Corp.†		269		22,499
Marathon Petroleum Corp.†		317		20,916
Noble Energy, Inc.		316		9,208
ONEOK, Inc.†		246		13,149
Phillips 66†		328		33,177
Schlumberger Ltd. (Curacao)		18		1,213
TechnipFMC PLC (United Kingdom)		302		9,456
Valero Energy Corp.†		283		26,011

				188,487


	Number of Shares		Value
COMMON STOCKS — (Continued)
Food & Staples Retailing — 6.4%
CVS Health Corp.†		700	$	50,750
Kroger Co. (The)†		569		15,619
Sysco Corp.†		223		13,543
Walgreens Boots Alliance, Inc.†		665		48,292
Wal-Mart Stores, Inc.†		347		34,266

				162,470

Food, Beverage & Tobacco — 8.6%
Altria Group, Inc.†		587		41,918
Coca-Cola Co. (The)†		1,194		54,781
Conagra Brands, Inc.†		261		9,832
Dr Pepper Snapple Group, Inc.†		116		11,259
General Mills, Inc.		158		9,368
Hormel Foods Corp.		126		4,585
JM Smucker Co. (The)		1		124
Kellogg Co.		22		1,496
Kraft Heinz Co. (The)		77		5,988
Molson Coors Brewing Co., Class B†		139		11,408
Monster Beverage Corp.*		35		2,215
PepsiCo, Inc.†		111		13,311
Philip Morris International, Inc.†		314		33,174
Tyson Foods, Inc., Class A†		237		19,214

				218,673

Health Care Equipment & Services — 13.8%
Abbott Laboratories†		933		53,246
Aetna, Inc.†		211		38,062
AmerisourceBergen Corp.†		141		12,947
Anthem, Inc.†		173		38,927
Baxter International, Inc.†		2		129
Cardinal Health, Inc.		84		5,147
Centene Corp.†*		113		11,399
Cigna Corp.†		160		32,494
Cooper Cos., Inc. (The)		3		654
Danaher Corp.		56		5,198
DaVita, Inc.*		35		2,529
Envision Healthcare Corp.*		79		2,730
Express Scripts Holding Co.†*		437		32,618
Humana, Inc.†		93		23,071
Laboratory Corp. of America Holdings†*		67		10,687
McKesson Corp.†		61		9,513
Quest Diagnostics, Inc.		88		8,667
UnitedHealth Group, Inc.†		199		43,872
Universal Health Services, Inc., Class B		61		6,914


	Number of Shares		Value
COMMON STOCKS — (Continued)
Health Care Equipment & Services — (Continued)
Varian Medical Systems, Inc.†*		58	$	6,447
Zimmer Biomet Holdings, Inc.		24		2,896

				348,147

Household & Personal Products — 1.6%
Church & Dwight Co., Inc.†		2		100
Clorox Co. (The)		84		12,494
Colgate-Palmolive Co.		55		4,150
Estee Lauder Cos., Inc. (The), Class A†		24		3,054
Kimberly-Clark Corp.†		118		14,238
Procter & Gamble Co. (The)		77		7,075

				41,111

Insurance — 2.9%
Allstate Corp. (The)		2		209
Aon PLC (United Kingdom)†		162		21,708
Brighthouse Financial, Inc.*		8		469
Chubb Ltd. (Switzerland)†		2		292
Everest Re Group Ltd. (Bermuda)		15		3,319
Loews Corp.		3		150
Marsh & McLennan Cos., Inc.†		331		26,940
Principal Financial Group, Inc.		123		8,679
Progressive Corp. (The)†		166		9,349
Travelers Cos., Inc. (The)		17		2,306
XL Group Ltd. (Bermuda)		16		563

				73,984

Materials — 6.0%
Air Products & Chemicals, Inc.†		137		22,479
Avery Dennison Corp.		42		4,824
Ball Corp.†		226		8,554
Eastman Chemical Co.†		93		8,616
FMC Corp.†		5		473
Freeport-McMoRan, Inc.†*		936		17,747
International Flavors & Fragrances, Inc.		19		2,900
LyondellBasell Industries NV, Class A (Netherlands)†		256		28,242
Monsanto Co.		27		3,153
Newmont Mining Corp.†		345		12,944
Nucor Corp.		73		4,641
Packaging Corp. of America		61		7,354
PPG Industries, Inc.†		166		19,392
Praxair, Inc.		18		2,784
Sealed Air Corp.		117		5,768


	Number of Shares		Value
COMMON STOCKS — (Continued)
Materials — (Continued)
WestRock Co.†		16	$	1,011

				150,882

Media — 5.8%
CBS Corp., Class B, non-voting shares†		25		1,475
Comcast Corp., Class A†		298		11,935
Discovery Communications, Inc., Class A^(a)*		369		8,258
Interpublic Group of Cos., Inc. (The)		251		5,060
News Corp., Class A†		377		6,111
Omnicom Group, Inc.†		156		11,361
Scripps Networks Interactive, Inc., Class A†		84		7,172
Time Warner, Inc.†		504		46,101
Twenty-First Century Fox, Inc., Class A		1,197		41,332
Viacom, Inc., Class B		260		8,011

				146,816

Pharmaceuticals, Biotechnology & Life Sciences — 16.0%
AbbVie, Inc.†		584		56,479
Amgen, Inc.†		275		47,822
Biogen, Inc.†*		137		43,644
Bristol-Myers Squibb Co.†		141		8,640
Celgene Corp.†*		496		51,763
Eli Lilly & Co.†		353		29,814
Gilead Sciences, Inc.†		804		57,599
Johnson & Johnson†		444		62,036
Merck & Co., Inc.†		764		42,990
Mylan NV (Netherlands)*		34		1,439
Regeneron Pharmaceuticals, Inc.*		7		2,632

				404,858

Real Estate — 2.5%
Alexandria Real Estate Equities, Inc., REIT†		60		7,835
AvalonBay Communities, Inc., REIT†		56		9,991
CBRE Group, Inc., Class A†*		2		87
Digital Realty Trust, Inc., REIT†		37		4,214
Essex Property Trust, Inc., REIT†		5		1,207
Federal Realty Investment Trust, REIT		4		531
Kimco Realty Corp., REIT		27		490
Mid-America Apartment Communities, Inc., REIT†		73		7,341
Realty Income Corp., REIT†		48		2,737


	Number of Shares		Value
COMMON STOCKS — (Continued)
Real Estate — (Continued)
Regency Centers Corp., REIT		109	$	7,541
Simon Property Group, Inc., REIT		19		3,263
UDR, Inc., REIT†		8		308
Weyerhaeuser Co., REIT†		487		17,172

				62,717

Retailing — 9.5%
Advance Auto Parts, Inc.		48		4,785
Amazon.com, Inc.*		1		1,169
AutoZone, Inc.†*		18		12,805
Best Buy Co., Inc.		19		1,301
Dollar General Corp.†		16		1,488
Dollar Tree, Inc.†*		14		1,502
Expedia, Inc.		10		1,198
Foot Locker, Inc.		55		2,578
Gap, Inc. (The)		24		817
Genuine Parts Co.†		95		9,026
Home Depot, Inc. (The)†		273		51,742
Kohl’s Corp.		109		5,911
Lowe’s Cos., Inc.†		537		49,909
Nordstrom, Inc.^(a)		10		474
O’Reilly Automotive, Inc.†*		55		13,230
Priceline Group, Inc. (The)†*		33		57,345
Ross Stores, Inc.†		136		10,914
Signet Jewelers Ltd. (Bermuda)^(a)		40		2,262
Target Corp.†		38		2,480
Tiffany & Co.		8		832
TJX Cos., Inc. (The)		40		3,058
Tractor Supply Co.		82		6,130

				240,956

Semiconductors & Semiconductor Equipment — 8.1%
Analog Devices, Inc.†		239		21,278
Applied Materials, Inc.†		713		36,448
Intel Corp.†		517		23,865
KLA-Tencor Corp.†		104		10,927
Lam Research Corp.†		121		22,272
Microchip Technology, Inc.^(a)		15		1,318
Micron Technology, Inc.†*		834		34,294
QUALCOMM, Inc.		163		10,435
Skyworks Solutions, Inc.		119		11,299
Texas Instruments, Inc.†		320		33,421

				205,557

Software & Services — 8.5%
Accenture PLC, Class A (Ireland)†		127		19,442


	Number of Shares		Value
COMMON STOCKS — (Continued)
Software & Services — (Continued)
Alphabet, Inc., Class A†*		45	$	47,403
CA, Inc.†		267		8,886
Citrix Systems, Inc.†*		61		5,368
Cognizant Technology Solutions Corp., Class A†		37		2,628
CSRA, Inc.†		10		299
eBay, Inc.†*		245		9,246
Electronic Arts, Inc.†*		71		7,459
Facebook, Inc., Class A†*		16		2,823
Fidelity National Information Services, Inc.†		10		941
Mastercard, Inc., Class A†		67		10,141
Microsoft Corp.†		358		30,623
Oracle Corp.†		658		31,110
Paychex, Inc.†		31		2,110
Symantec Corp.		39		1,094
Total System Services, Inc.†		103		8,146
Visa, Inc., Class A		241		27,479

				215,198

Technology Hardware & Equipment — 7.4%
Apple, Inc.†		325		55,000
Cisco Systems, Inc.†		1,118		42,819
F5 Networks, Inc.†*		49		6,430
FLIR Systems, Inc.†		9		420
Harris Corp.†		77		10,907
Hewlett Packard Enterprise Co.†		895		12,852
HP, Inc.†		1,063		22,334
Juniper Networks, Inc.†		287		8,180
Motorola Solutions, Inc.†		10		903
NetApp, Inc.†		16		885
Seagate Technology PLC (Ireland)		175		7,322
Western Digital Corp.†		191		15,190
Xerox Corp.		169		4,926

				188,168

Telecommunication Services — 3.2%
AT&T, Inc.†		480		18,662
CenturyLink, Inc.		355		5,921
Verizon Communications, Inc.†		1,075		56,900

				81,483

Transportation — 5.8%
Alaska Air Group, Inc.		80		5,881
American Airlines Group, Inc.†		310		16,129
CSX Corp.†		57		3,136


	Number of Shares			Value
COMMON STOCKS — (Continued)
Transportation — (Continued)
Delta Air Lines, Inc.†		461		$	25,816
Expeditors International of Washington, Inc.†		69			4,464
JB Hunt Transport Services, Inc.†		7			805
Kansas City Southern		66			6,945
Norfolk Southern Corp.†		173			25,068
Southwest Airlines Co.†		273			17,868
Union Pacific Corp.†		209			28,027
United Continental Holdings, Inc.*		171			11,525

					145,664

Utilities — 3.4%
AES Corp.†		42			455
Ameren Corp.		39			2,301
CenterPoint Energy, Inc.†		278			7,884
DTE Energy Co.†		12			1,314
Duke Energy Corp.†		452			38,018
Exelon Corp.†		61			2,404
FirstEnergy Corp.†		287			8,788
NRG Energy, Inc.		205			5,838
PG&E Corp.		147			6,590
Pinnacle West Capital Corp.		72			6,133
SCANA Corp.		93			3,700
Southern Co. (The)		64			3,078
WEC Energy Group, Inc.†		5			332

					86,835

TOTAL COMMON STOCKS (Cost $3,333,486)					3,808,063

TOTAL LONG POSITIONS - 150.4% (Cost $3,333,486)					3,808,063

SHORT POSITIONS — (89.9)%
COMMON STOCKS — (89.9)%
Automobiles & Components — (1.6)%
Aptiv PLC (Jersey)		(139	)		(11,791	)
Ford Motor Co.		(2,060	)		(25,729	)
Goodyear Tire & Rubber Co. (The)		(128	)		(4,136	)


					(41,656	)

Banks — (1.8)%
BB&T Corp.		(239	)		(11,883	)
Fifth Third Bancorp.		(366	)		(11,104	)
M&T Bank Corp.		(58	)		(9,917	)
Regions Financial Corp.		(605	)		(10,454	)


	Number of Shares			Value
COMMON STOCKS — (Continued)
Banks — (Continued)
SunTrust Banks, Inc.		(43	)	$	(2,777	)

					(46,135	)

Capital Goods — (2.9)%
AO Smith Corp.		(90	)		(5,515	)
Fluor Corp.		(73	)		(3,770	)
General Dynamics Corp.		(113	)		(22,990	)
Northrop Grumman Corp.		(64	)		(19,642	)
Quanta Services, Inc.*		(81	)		(3,168	)
Raytheon Co.		(56	)		(10,520	)
United Rentals, Inc.*		(43	)		(7,392	)

					(72,997	)

Commercial & Professional Services — (1.0)%
Equifax, Inc.		(63	)		(7,429	)
IHS Markit Ltd. (Bermuda)*		(207	)		(9,346	)
Verisk Analytics, Inc.*		(89	)		(8,544	)

					(25,319	)

Consumer Durables & Apparel — (3.6)%
Hasbro, Inc.		(64	)		(5,817	)
Leggett & Platt, Inc.		(69	)		(3,293	)
Mattel, Inc.		(178	)		(2,738	)
Mohawk Industries, Inc.*		(39	)		(10,760	)
Newell Brands, Inc.		(255	)		(7,880	)
NIKE, Inc., Class B		(463	)		(28,961	)
PVH Corp.		(41	)		(5,626	)
Tapestry, Inc.		(147	)		(6,502	)
Under Armour, Inc., Class C*		(228	)		(3,037	)
VF Corp.		(205	)		(15,170	)

					(89,784	)

Consumer Services — (2.9)%
Chipotle Mexican Grill, Inc.*		(15	)		(4,335	)
Darden Restaurants, Inc.		(65	)		(6,241	)
MGM Resorts International		(293	)		(9,783	)
Norwegian Cruise Line Holdings Ltd. (Bermuda)*		(118	)		(6,284	)
Starbucks Corp.		(668	)		(38,363	)
Wynn Resorts Ltd.		(54	)		(9,104	)

					(74,110	)

Diversified Financials — (2.6)%
Affiliated Managers Group, Inc.		(29	)		(5,952	)
Ameriprise Financial, Inc.		(77	)		(13,049	)
CME Group, Inc.		(176	)		(25,705	)
Intercontinental Exchange, Inc.		(304	)		(21,450	)

					(66,156	)


	Number of Shares			Value
COMMON STOCKS — (Continued)
Energy — (8.4)%
Anadarko Petroleum Corp.		(287	)	$	(15,395	)
Andeavor		(80	)		(9,147	)
Cabot Oil & Gas Corp.		(30	)		(858	)
Chesapeake Energy Corp.*		(471	)		(1,865	)
Chevron Corp.		(7	)		(876	)
Cimarex Energy Co.		(49	)		(5,978	)
Concho Resources, Inc.*		(77	)		(11,567	)
Devon Energy Corp.		(272	)		(11,261	)
EOG Resources, Inc.		(251	)		(27,085	)
EQT Corp.		(94	)		(5,350	)
Halliburton Co.		(451	)		(22,040	)
Helmerich & Payne, Inc.		(56	)		(3,620	)
Hess Corp.		(165	)		(7,833	)
Kinder Morgan, Inc.		(1,188	)		(21,467	)
Marathon Oil Corp.		(440	)		(7,449	)
National Oilwell Varco, Inc.		(198	)		(7,132	)
Newfield Exploration Co.*		(103	)		(3,248	)
Occidental Petroleum Corp.		(256	)		(18,857	)
Pioneer Natural Resources Co.		(88	)		(15,211	)
Range Resources Corp.		(128	)		(2,184	)
Williams Cos., Inc. (The)		(429	)		(13,080	)

					(211,503	)

Food & Staples Retailing — (1.0)%
Costco Wholesale Corp.		(131	)		(24,382	)

Food, Beverage & Tobacco — (2.8)%
Archer-Daniels-Midland Co.		(291	)		(11,663	)
Brown-Forman Corp., Class B		(200	)		(13,734	)
Constellation Brands, Inc., Class A		(102	)		(23,314	)
Hershey Co. (The)		(110	)		(12,486	)
McCormick & Co., Inc., non-voting shares		(68	)		(6,930	)
Mondelez International, Inc., Class A		(68	)		(2,910	)

					(71,037	)

Health Care Equipment & Services — (7.7)%
Align Technology, Inc.*		(42	)		(9,332	)
Becton Dickinson and Co.		(138	)		(29,603	)
Boston Scientific Corp.*		(603	)		(14,948	)
Cerner Corp.*		(180	)		(12,130	)
DENTSPLY SIRONA, Inc.		(119	)		(7,834	)
Edwards Lifesciences Corp.*		(7	)		(789	)
HCA Healthcare, Inc.*		(186	)		(16,338	)
Henry Schein, Inc.*		(82	)		(5,730	)
Hologic, Inc.*		(85	)		(3,634	)


	Number of Shares			Value
COMMON STOCKS — (Continued)
Health Care Equipment & Services — (Continued)
IDEXX Laboratories, Inc.*		(46	)	$	(7,194	)
Intuitive Surgical, Inc.*		(59	)		(21,531	)
Medtronic PLC (Ireland)		(356	)		(28,747	)
Patterson Cos., Inc.		(50	)		(1,806	)
ResMed, Inc.		(74	)		(6,267	)
Stryker Corp.		(195	)		(30,194	)

					(196,077	)

Household & Personal Products — (0.3)%
Coty, Inc., Class A		(389	)		(7,737	)

Insurance — (5.4)%
Aflac, Inc.		(205	)		(17,995	)
American International Group, Inc.		(456	)		(27,169	)
Arthur J Gallagher & Co.		(40	)		(2,531	)
Assurant, Inc.		(28	)		(2,824	)
Cincinnati Financial Corp.		(86	)		(6,447	)
Hartford Financial Services Group, Inc. (The)		(186	)		(10,468	)
Lincoln National Corp.		(114	)		(8,763	)
MetLife, Inc.		(294	)		(14,865	)
Prudential Financial, Inc.		(221	)		(25,411	)
Torchmark Corp.		(45	)		(4,082	)
Unum Group		(117	)		(6,422	)
Willis Towers Watson PLC (Ireland)		(69	)		(10,398	)

					(137,375	)

Materials — (5.1)%
Albemarle Corp.		(58	)		(7,418	)
CF Industries Holdings, Inc.		(18	)		(766	)
DowDuPont, Inc.		(653	)		(46,507	)
Ecolab, Inc.		(155	)		(20,798	)
International Paper Co.		(215	)		(12,457	)
Martin Marietta Materials, Inc.		(33	)		(7,294	)
Mosaic Co. (The)		(186	)		(4,773	)
Sherwin-Williams Co. (The)		(49	)		(20,092	)
Vulcan Materials Co.		(70	)		(8,986	)

					(129,091	)

Media — (1.6)%
Charter Communications, Inc., Class A*		(97	)		(32,588	)
DISH Network Corp., Class A*		(13	)		(621	)
Walt Disney Co. (The)		(57	)		(6,128	)

					(39,337	)

Pharmaceuticals, Biotechnology & Life Sciences — (6.8)%
Agilent Technologies, Inc.		(168	)		(11,251	)


	Number of Shares			Value
COMMON STOCKS — (Continued)
Pharmaceuticals, Biotechnology & Life Sciences — (Continued)
Alexion Pharmaceuticals, Inc.*		(123	)	$	(14,710	)
Allergan PLC (Ireland)		(37	)		(6,053	)
Illumina, Inc.*		(76	)		(16,605	)
Incyte Corp.*		(114	)		(10,797	)
IQVIA Holdings, Inc.*		(123	)		(12,042	)
Mettler-Toledo International, Inc.*		(14	)		(8,673	)
PerkinElmer, Inc.		(58	)		(4,241	)
Perrigo Co. PLC (Ireland)		(74	)		(6,450	)
Pfizer, Inc.		(26	)		(942	)
Thermo Fisher Scientific, Inc.		(208	)		(39,495	)
Vertex Pharmaceuticals, Inc.*		(134	)		(20,081	)
Waters Corp.*		(18	)		(3,477	)
Zoetis, Inc.		(237	)		(17,073	)

					(171,890	)

Real Estate — (7.2)%
American Tower Corp., REIT		(223	)		(31,815	)
Apartment Investment & Management Co., Class A, REIT		(82	)		(3,584	)
Boston Properties, Inc., REIT		(34	)		(4,421	)
Crown Castle International Corp., REIT		(211	)		(23,423	)
Duke Realty Corp., REIT		(17	)		(463	)
Equinix, Inc., REIT		(40	)		(18,129	)
Equity Residential, REIT		(174	)		(11,096	)
Extra Space Storage, Inc., REIT		(66	)		(5,772	)
GGP, Inc., REIT		(208	)		(4,865	)
HCP, Inc., REIT		(244	)		(6,364	)
Host Hotels & Resorts, Inc., REIT		(384	)		(7,622	)
Iron Mountain, Inc., REIT		(139	)		(5,244	)
Macerich Co. (The), REIT		(77	)		(5,057	)
Prologis, Inc., REIT		(277	)		(17,869	)
Public Storage, REIT		(14	)		(2,926	)
SBA Communications Corp., REIT*		(62	)		(10,128	)
SL Green Realty Corp., REIT		(54	)		(5,450	)
Ventas, Inc., REIT		(16	)		(960	)
Vornado Realty Trust, REIT		(86	)		(6,723	)
Welltower, Inc., REIT		(159	)		(10,139	)

					(182,050	)

Retailing — (3.1)%
CarMax, Inc.*		(95	)		(6,092	)
L Brands, Inc.		(147	)		(8,852	)
LKQ Corp.*		(161	)		(6,548	)
Macy’s, Inc.		(158	)		(3,980	)


	Number of Shares			Value
COMMON STOCKS — (Continued)
Retailing — (Continued)
Netflix, Inc.*		(224	)	$	(42,999	)
TripAdvisor, Inc.*		(90	)		(3,101	)
Ulta Beauty, Inc.*		(31	)		(6,933	)

					(78,505	)

Semiconductors & Semiconductor Equipment — (2.0)%
Advanced Micro Devices, Inc.*		(552	)		(5,675	)
Broadcom Ltd. (Singapore)		(5	)		(1,284	)
NVIDIA Corp.		(156	)		(30,186	)
Qorvo, Inc.*		(66	)		(4,396	)
Xilinx, Inc.		(129	)		(8,697	)

					(50,238)

Software & Services — (12.0)%
Activision Blizzard, Inc.		(393	)		(24,885	)
Adobe Systems, Inc.*		(132	)		(23,132	)
Akamai Technologies, Inc.*		(89	)		(5,789	)
Alliance Data Systems Corp.		(29	)		(7,351	)
ANSYS, Inc.*		(45	)		(6,642	)
Autodesk, Inc.*		(113	)		(11,846	)
Automatic Data Processing, Inc.		(231	)		(27,071	)
Cadence Design Systems, Inc.*		(147	)		(6,148	)
DXC Technology Co.		(147	)		(13,950	)
Fiserv, Inc.*		(108	)		(14,162	)
Gartner, Inc.*		(47	)		(5,788	)
Global Payments, Inc.		(83	)		(8,320	)
International Business Machines Corp.		(105	)		(16,109	)
Intuit, Inc.		(132	)		(20,827	)
PayPal Holdings, Inc.*		(571	)		(42,037	)
Red Hat, Inc.*		(92	)		(11,049	)
salesforce.com, Inc.*		(375	)		(38,336	)
Synopsys, Inc.*		(79	)		(6,734	)
VeriSign, Inc.*		(71	)		(8,125	)
Western Union Co. (The)		(239	)		(4,543	)

					(302,844	)

Technology Hardware & Equipment — (1.8)%
Amphenol Corp., Class A		(167	)		(14,663	)
Corning, Inc.		(454	)		(14,524	)
TE Connectivity Ltd. (Switzerland)		(183	)		(17,392	)

					(46,579	)

Transportation — (2.3)%
CH Robinson Worldwide, Inc.		(73	)		(6,504	)
FedEx Corp.		(138	)		(34,437	)


	Number of Shares			Value
COMMON STOCKS — (Continued)
Transportation — (Continued)
United Parcel Service, Inc., Class B		(151	)	$	(17,992	)

					(58,933	)

Utilities — (6.0)%
Alliant Energy Corp.		(119	)		(5,071	)
American Electric Power Co., Inc.		(255	)		(18,760	)
American Water Works Co., Inc.		(83	)		(7,594	)
CMS Energy Corp.		(146	)		(6,906	)
Consolidated Edison, Inc.		(93	)		(7,900	)
Dominion Energy, Inc.		(258	)		(20,914	)
Edison International		(169	)		(10,688	)
Entergy Corp.		(93	)		(7,569	)
Eversource Energy		(165	)		(10,425	)
NextEra Energy, Inc.		(50	)		(7,810	)
NiSource, Inc.		(174	)		(4,467	)
PPL Corp.		(357	)		(11,049	)
Public Service Enterprise Group, Inc.		(261	)		(13,442	)
Sempra Energy		(129	)		(13,793	)
Xcel Energy, Inc.		(107	)		(5,148	)

					(151,536	)

TOTAL COMMON STOCK (Proceeds $2,237,238)					(2,275,271	)

TOTAL SECURITES SOLD SHORT - (89.9)% (Proceeds $2,237,238)					(2,275,271	)


OTHER ASSETS IN EXCESS OF LIABILITIES - 39.5%					999,655

NET ASSETS - 100.0%				$	2,532,447

†	Security position is either entirely or partially held in a segregated account as collateral for securities sold short.

^(a)	All or a portion of the security is on loan. At December 31, 2017, the market value of securities on loan was $19,619.

*	Non-income producing.


PLC		Public Limited Company
REIT		Real Estate Investment Trust


	Number of Shares		Value
LONG POSITIONS — 97.8%
COMMON STOCKS — 97.8%
Automobiles & Components — 1.0%
BorgWarner, Inc.†		12	$	613
General Motors Co.†		480		19,675
Harley-Davidson, Inc.^(a)		57		2,900

				23,188

Banks — 3.0%
Bank of America Corp.†		505		14,908
Citigroup, Inc.†		115		8,557
Citizens Financial Group, Inc.†		30		1,259
Comerica, Inc.†		11		955
Huntington Bancshares, Inc.†		99		1,441
JPMorgan Chase & Co.†		209		22,350
KeyCorp.†		69		1,392
People’s United Financial, Inc.		21		393
PNC Financial Services Group, Inc. (The)†		29		4,184
US Bancorp†		100		5,358
Wells Fargo & Co.†		171		10,375
Zions Bancorporation†		12		610

				71,782

Capital Goods — 9.2%
3M Co.†		36		8,473
Acuity Brands, Inc.		15		2,640
Allegion PLC (Ireland)		32		2,546
AMETEK, Inc.†		77		5,580
Arconic, Inc.		30		818
Boeing Co. (The)†		119		35,094
Caterpillar, Inc.†		201		31,674
Cummins, Inc.†		58		10,245
Deere & Co.		43		6,730
Dover Corp.		9		909
Eaton Corp. PLC (Ireland)		147		11,615
Emerson Electric Co.		38		2,648
Fastenal Co.^(a)		18		984
Flowserve Corp.		7		295
Fortive Corp.†		2		145
Fortune Brands Home & Security, Inc.		52		3,559
General Electric Co.†		523		9,126
Honeywell International, Inc.†		45		6,901
Illinois Tool Works, Inc.†		18		3,003
Ingersoll-Rand PLC (Ireland)†		90		8,027
Jacobs Engineering Group, Inc.†		41		2,704
Johnson Controls International PLC (Ireland)		313		11,928


	Number of Shares		Value
COMMON STOCKS — (Continued)
Capital Goods — (Continued)
L3 Technologies, Inc.		26	$	5,144
Lockheed Martin Corp.†		16		5,137
Masco Corp.		105		4,614
PACCAR, Inc.		46		3,270
Parker-Hannifin Corp.		9		1,796
Pentair PLC (Ireland)		62		4,378
Rockwell Automation, Inc.		8		1,571
Rockwell Collins, Inc.		55		7,459
Roper Technologies, Inc.		6		1,554
Snap-on, Inc.†		11		1,917
Stanley Black & Decker, Inc.		5		848
Textron, Inc.		15		849
TransDigm Group, Inc.^(a)		16		4,394
United Technologies Corp.		55		7,016
WW Grainger, Inc.^(a)		20		4,725
Xylem, Inc.		10		682

				220,998

Commercial & Professional Services — 0.6%
Cintas Corp.		28		4,363
Nielsen Holdings PLC (United Kingdom)		121		4,404
Republic Services, Inc.		20		1,352
Robert Half International, Inc.†		45		2,499
Stericycle, Inc.*		5		340
Waste Management, Inc.		26		2,244

				15,202

Consumer Durables & Apparel — 0.8%
DR Horton, Inc.†		23		1,175
Garmin Ltd. (Switzerland)		64		3,813
Hanesbrands, Inc.^(a)		123		2,572
Lennar Corp., Class A†		14		885
Michael Kors Holdings Ltd. (British Virgin Islands)*		57		3,588
PulteGroup, Inc.		18		598
Ralph Lauren Corp.†^(a)		29		3,007
Whirlpool Corp.†		25		4,216

				19,854

Consumer Services — 2.5%
Carnival Corp. (Panama)		243		16,128
H&R Block, Inc.†		13		341
Hilton Worldwide Holdings, Inc.		110		8,785
Marriott International, Inc., Class A†		127		17,238
McDonald’s Corp.†		21		3,615


	Number of Shares		Value
COMMON STOCKS — (Continued)
Consumer Services — (Continued)
Royal Caribbean Cruises Ltd. (Liberia)		73	$	8,707
Wyndham Worldwide Corp.†		38		4,403
Yum! Brands, Inc.†		21		1,714

				60,931

Diversified Financials — 5.4%
American Express Co.		52		5,164
Bank of New York Mellon Corp. (The)†		61		3,286
Berkshire Hathaway, Inc., Class B†*		122		24,183
BlackRock, Inc.†		49		25,172
Capital One Financial Corp.†		29		2,888
Cboe Global Markets, Inc.		8		997
Charles Schwab Corp. (The)†		80		4,110
CME Group, Inc.†		2		292
Discover Financial Services†		22		1,692
ETRADE Financial Corp.†		50		2,478
Franklin Resources, Inc.		189		8,189
Goldman Sachs Group, Inc. (The)†		24		6,114
Invesco Ltd. (Bermuda)		138		5,043
Leucadia National Corp.		22		583
Moody’s Corp.†		66		9,742
Morgan Stanley†		109		5,719
Nasdaq, Inc.†		57		4,379
Navient Corp.		15		200
Northern Trust Corp.†		25		2,497
Raymond James Financial, Inc.		9		804
S&P Global, Inc.†		27		4,574
State Street Corp.†		22		2,147
Synchrony Financial†		47		1,815
T Rowe Price Group, Inc.†		82		8,604

				130,672

Energy — 5.0%
Apache Corp.		129		5,446
Cabot Oil & Gas Corp.		27		772
Chevron Corp.†		55		6,886
ConocoPhillips†		415		22,779
Exxon Mobil Corp.†		255		21,328
Marathon Petroleum Corp.†		168		11,085
Noble Energy, Inc.		165		4,808
ONEOK, Inc.†		128		6,842
Phillips 66†		171		17,297
Schlumberger Ltd. (Curacao)		58		3,909
TechnipFMC PLC (United Kingdom)		158		4,947


	Number of Shares		Value
COMMON STOCKS — (Continued)
Energy — (Continued)
Valero Energy Corp.†		158	$	14,522

				120,621

Food & Staples Retailing — 3.5%
CVS Health Corp.†		370		26,825
Kroger Co. (The)		299		8,208
Sysco Corp.†		106		6,437
Walgreens Boots Alliance, Inc.†		346		25,127
Wal-Mart Stores, Inc.†		178		17,578

				84,175

Food, Beverage & Tobacco — 5.6%
Altria Group, Inc.†		327		23,351
Campbell Soup Co.^(a)		18		866
Coca-Cola Co. (The)†		695		31,887
Conagra Brands, Inc.†		138		5,198
Dr Pepper Snapple Group, Inc.†		62		6,018
General Mills, Inc.		104		6,166
Hormel Foods Corp.		91		3,311
JM Smucker Co. (The)		3		373
Kellogg Co.^(a)		21		1,428
Kraft Heinz Co. (The)		73		5,676
Molson Coors Brewing Co., Class B		73		5,991
Mondelez International, Inc., Class A		26		1,113
Monster Beverage Corp.*		34		2,152
PepsiCo, Inc.†		94		11,272
Philip Morris International, Inc.†		195		20,602
Tyson Foods, Inc., Class A		124		10,053

				135,457

Health Care Equipment & Services — 8.1%
Abbott Laboratories†		501		28,592
Aetna, Inc.†		119		21,466
AmerisourceBergen Corp.		77		7,070
Anthem, Inc.†		92		20,701
Baxter International, Inc.†		2		129
Cardinal Health, Inc.		46		2,818
Centene Corp.†*		60		6,053
Cigna Corp.†		90		18,278
Cooper Cos., Inc. (The)		2		436
Danaher Corp.		46		4,270
DaVita, Inc.*		27		1,951
Edwards Lifesciences Corp.*		7		789
Envision Healthcare Corp.*		41		1,417
Express Scripts Holding Co.†*		217		16,197
Humana, Inc.†		52		12,900


	Number of Shares		Value
COMMON STOCKS — (Continued)
Health Care Equipment & Services — (Continued)
Laboratory Corp. of America Holdings†*		37	$	5,902
McKesson Corp.†		33		5,146
Quest Diagnostics, Inc.†		46		4,531
UnitedHealth Group, Inc.†		124		27,337
Universal Health Services, Inc., Class B		33		3,741
Varian Medical Systems, Inc.*		32		3,557
Zimmer Biomet Holdings, Inc.		15		1,810

				195,091

Household & Personal Products — 1.3%
Church & Dwight Co., Inc.†		2		100
Clorox Co. (The)		44		6,545
Colgate-Palmolive Co.		53		3,999
Estee Lauder Cos., Inc. (The), Class A†		23		2,927
Kimberly-Clark Corp.†		63		7,602
Procter & Gamble Co. (The)†		116		10,658

				31,831

Insurance — 1.9%
Allstate Corp. (The)		11		1,152
Aon PLC (United Kingdom)†		85		11,390
Brighthouse Financial, Inc.*		7		411
Everest Re Group Ltd. (Bermuda)		13		2,876
Loews Corp.		20		1,001
Marsh & McLennan Cos., Inc.†		173		14,080
Principal Financial Group, Inc.		77		5,433
Progressive Corp. (The)†		92		5,181
Torchmark Corp.†		7		635
Travelers Cos., Inc. (The)†		16		2,170
XL Group Ltd. (Bermuda)		16		563

				44,892

Materials — 3.5%
Air Products & Chemicals, Inc.†		74		12,142
Avery Dennison Corp.		27		3,101
Ball Corp.		118		4,466
Eastman Chemical Co.		49		4,539
FMC Corp.		6		568
Freeport-McMoRan, Inc.†*		489		9,271
International Flavors & Fragrances, Inc.		13		1,984
LyondellBasell Industries NV, Class A (Netherlands)†		138		15,224
Monsanto Co.		26		3,036


	Number of Shares		Value
COMMON STOCKS — (Continued)
Materials — (Continued)
Newmont Mining Corp.		181	$	6,791
Nucor Corp.		33		2,098
Packaging Corp. of America		32		3,858
PPG Industries, Inc.†		87		10,163
Praxair, Inc.		17		2,630
Sealed Air Corp.		61		3,007
WestRock Co.†		16		1,011

				83,889

Media — 3.6%
CBS Corp., Class B, non-voting shares†		24		1,416
Comcast Corp., Class A†		282		11,294
Discovery Communications, Inc., Class A†^(a)*		193		4,319
DISH Network Corp., Class A*		28		1,337
Interpublic Group of Cos., Inc. (The)		132		2,661
News Corp., Class A†		197		3,193
Omnicom Group, Inc.†		82		5,972
Scripps Networks Interactive, Inc., Class A†		45		3,842
Time Warner, Inc.†		263		24,057
Twenty-First Century Fox, Inc., Class A†		640		22,099
Viacom, Inc., Class B		136		4,190
Walt Disney Co. (The)†		22		2,365

				86,745

Pharmaceuticals, Biotechnology & Life Sciences — 9.9%
AbbVie, Inc.†		325		31,431
Amgen, Inc.†		154		26,781
Biogen, Inc.†*		72		22,937
Bristol-Myers Squibb Co.†		115		7,047
Celgene Corp.†*		258		26,925
Eli Lilly & Co.†		202		17,061
Gilead Sciences, Inc.†		425		30,447
Johnson & Johnson†		291		40,659
Merck & Co., Inc.†		439		24,703
Mylan NV (Netherlands)*		32		1,354
Pfizer, Inc.		184		6,664
Regeneron Pharmaceuticals, Inc.*		7		2,632
Waters Corp.†*		1		193

				238,834

Real Estate — 1.6%
Alexandria Real Estate Equities, Inc., REIT		31		4,048


	Number of Shares		Value
COMMON STOCKS — (Continued)
Real Estate — (Continued)
AvalonBay Communities, Inc., REIT		31	$	5,531
Digital Realty Trust, Inc., REIT†		25		2,848
Essex Property Trust, Inc., REIT†		4		965
Extra Space Storage, Inc., REIT†		4		350
Federal Realty Investment Trust, REIT		4		531
Kimco Realty Corp., REIT		26		472
Mid-America Apartment Communities, Inc., REIT		38		3,821
Public Storage, REIT		3		627
Realty Income Corp., REIT		28		1,597
Regency Centers Corp., REIT		57		3,943
Simon Property Group, Inc., REIT		18		3,091
UDR, Inc., REIT†		13		501
Ventas, Inc., REIT†		5		300
Weyerhaeuser Co., REIT†		254		8,956

				37,581

Retailing — 5.8%
Advance Auto Parts, Inc.		25		2,492
Amazon.com, Inc.*		3		3,508
AutoZone, Inc.†*		10		7,114
Best Buy Co., Inc.†		18		1,233
Dollar General Corp.†		16		1,488
Dollar Tree, Inc.*		14		1,502
Expedia, Inc.		10		1,198
Foot Locker, Inc.		8		375
Gap, Inc. (The)†		23		783
Genuine Parts Co.		50		4,750
Home Depot, Inc. (The)†		161		30,514
Kohl’s Corp.^(a)		57		3,091
Lowe’s Cos., Inc.†		289		26,860
Nordstrom, Inc.^(a)		8		379
O’Reilly Automotive, Inc.†*		29		6,976
Priceline Group, Inc. (The)†*		18		31,279
Ross Stores, Inc.		91		7,303
Signet Jewelers Ltd. (Bermuda)^(a)		21		1,188
Target Corp.†		34		2,218
Tiffany & Co.		8		832
TJX Cos., Inc. (The)†		37		2,829
Tractor Supply Co.		43		3,214

				141,126

Semiconductors & Semiconductor Equipment — 4.8%
Analog Devices, Inc.		125		11,129
Applied Materials, Inc.†		377		19,272


	Number of Shares		Value
COMMON STOCKS — (Continued)
Semiconductors & Semiconductor Equipment — (Continued)
Broadcom Ltd. (Singapore)		15	$	3,854
Intel Corp.†		282		13,017
KLA-Tencor Corp.†		55		5,779
Lam Research Corp.†		64		11,780
Microchip Technology, Inc.^(a)		15		1,318
Micron Technology, Inc.†*		437		17,969
QUALCOMM, Inc.		120		7,682
Skyworks Solutions, Inc.		65		6,172
Texas Instruments, Inc.†		182		19,008

				116,980

Software & Services — 7.8%
Accenture PLC, Class A (Ireland)†		88		13,472
Alphabet, Inc., Class A†*		42		44,243
CA, Inc.†		140		4,659
Citrix Systems, Inc.*		31		2,728
Cognizant Technology Solutions Corp., Class A†		35		2,486
CSRA, Inc.†		9		269
eBay, Inc.†*		146		5,510
Electronic Arts, Inc.†*		43		4,518
Facebook, Inc., Class A†*		97		17,117
Fidelity National Information Services, Inc.†		2		188
Mastercard, Inc., Class A†		64		9,687
Microsoft Corp.†		410		35,071
Oracle Corp.†		434		20,520
Paychex, Inc.		103		7,012
Symantec Corp.		37		1,038
Total System Services, Inc.		51		4,034
Visa, Inc., Class A†		140		15,963

				188,515

Technology Hardware & Equipment — 5.4%
Apple, Inc.†		309		52,292
Cisco Systems, Inc.†		669		25,623
F5 Networks, Inc.†*		23		3,018
FLIR Systems, Inc.†		9		420
Harris Corp.		41		5,808
Hewlett Packard Enterprise Co.		500		7,180
HP, Inc.†		588		12,354
Juniper Networks, Inc.†		133		3,790
Motorola Solutions, Inc.		9		813
NetApp, Inc.		93		5,145
Seagate Technology PLC (Ireland)^(a)		83		3,473
Western Digital Corp.†		100		7,953


	Number of Shares		Value
COMMON STOCKS — (Continued)
Technology Hardware & Equipment — (Continued)
Xerox Corp.		89	$	2,594

				130,463

Telecommunication Services — 2.1%
AT&T, Inc.†		402		15,630
CenturyLink, Inc.		186		3,103
Verizon Communications, Inc.†		628		33,240

				51,973

Transportation — 3.4%
Alaska Air Group, Inc.†		42		3,087
American Airlines Group, Inc.		162		8,429
CSX Corp.		53		2,916
Delta Air Lines, Inc.†		253		14,168
Expeditors International of Washington, Inc.†		22		1,423
JB Hunt Transport Services, Inc.		7		805
Kansas City Southern		34		3,577
Norfolk Southern Corp.†		74		10,723
Southwest Airlines Co.†		86		5,629
Union Pacific Corp.†		203		27,222
United Continental Holdings, Inc.†*		76		5,122

				83,101

Utilities — 2.0%
AES Corp.†		40		433
Ameren Corp.		25		1,475
CenterPoint Energy, Inc.†		145		4,112
DTE Energy Co.†		11		1,204
Duke Energy Corp.†		235		19,766
Exelon Corp.†		58		2,286
FirstEnergy Corp.		150		4,593
NRG Energy, Inc.†		107		3,047
PG&E Corp.		89		3,990
Pinnacle West Capital Corp.		37		3,152
SCANA Corp.		49		1,949
Southern Co. (The)		61		2,933
WEC Energy Group, Inc.†		4		266

				49,206

TOTAL COMMON STOCKS (Cost $2,014,641)				2,363,107

TOTAL LONG POSITIONS - 97.8%				2,363,107

(Cost $2,014,641)


	Number of Shares			Value
SHORT POSITIONS — (37.3)%
COMMON STOCKS — (37.3)%
Automobiles & Components — (0.7)%
Aptiv PLC (Jersey)		(58	)	$	(4,920	)
Ford Motor Co.		(861	)		(10,754	)
Goodyear Tire & Rubber Co. (The)		(55	)		(1,777	)

					(17,451	)

Banks — (0.7)%
BB&T Corp.		(91	)		(4,524	)
Fifth Third Bancorp		(153	)		(4,642	)
M&T Bank Corp.		(23	)		(3,933	)
Regions Financial Corp.		(253	)		(4,372	)
SunTrust Banks, Inc.		(1	)		(65	)

					(17,536	)

Capital Goods — (1.3)%
AO Smith Corp.		(38	)		(2,329	)
Fluor Corp.		(31	)		(1,601	)
General Dynamics Corp.		(42	)		(8,545	)
Northrop Grumman Corp.		(34	)		(10,435	)
Quanta Services, Inc.*		(34	)		(1,330	)
Raytheon Co.		(18	)		(3,381	)
United Rentals, Inc.*		(19	)		(3,266	)

					(30,887	)

Commercial & Professional Services — (0.4)%
Equifax, Inc.		(26	)		(3,066	)
IHS Markit Ltd. (Bermuda)*		(87	)		(3,928	)
Verisk Analytics, Inc.*		(37	)		(3,552	)

					(10,546	)

Consumer Durables & Apparel — (1.4)%
Hasbro, Inc.		(27	)		(2,454	)
Leggett & Platt, Inc.		(29	)		(1,384	)
Mattel, Inc.		(74	)		(1,138	)
Mohawk Industries, Inc.*		(17	)		(4,690	)
Newell Brands, Inc.		(107	)		(3,306	)
NIKE, Inc., Class B		(145	)		(9,070	)
PVH Corp.		(17	)		(2,333	)
Tapestry, Inc.		(62	)		(2,742	)
Under Armour, Inc., Class C*		(96	)		(1,279	)
VF Corp.		(86	)		(6,364	)

					(34,760	)

Consumer Services — (1.3)%
Chipotle Mexican Grill, Inc.*		(7	)		(2,023	)
Darden Restaurants, Inc.		(27	)		(2,593	)
MGM Resorts International		(125	)		(4,174	)


	Number of Shares			Value
COMMON STOCKS — (Continued)
Consumer Services — (Continued)
Norwegian Cruise Line Holdings Ltd. (Bermuda)*		(50	)	$	(2,662	)
Starbucks Corp.		(273	)		(15,678	)
Wynn Resorts Ltd.		(23	)		(3,878	)

					(31,008	)

Diversified Financials — (0.7)%
Affiliated Managers Group, Inc.		(13	)		(2,668	)
Ameriprise Financial, Inc.		(33	)		(5,592	)
Intercontinental Exchange, Inc.		(127	)		(8,961	)

					(17,221	)

Energy — (3.6)%
Anadarko Petroleum Corp.		(120	)		(6,437	)
Andeavor		(34	)		(3,887	)
Chesapeake Energy Corp.*		(197	)		(780	)
Cimarex Energy Co.		(21	)		(2,562	)
Concho Resources, Inc.*		(32	)		(4,807	)
Devon Energy Corp.		(114	)		(4,720	)
EOG Resources, Inc.		(101	)		(10,899	)
EQT Corp.		(38	)		(2,163	)
Halliburton Co.		(189	)		(9,236	)
Helmerich & Payne, Inc.		(24	)		(1,551	)
Hess Corp.		(69	)		(3,275	)
Kinder Morgan, Inc.		(497	)		(8,981	)
Marathon Oil Corp.		(183	)		(3,098	)
National Oilwell Varco, Inc.		(83	)		(2,990	)
Newfield Exploration Co.*		(44	)		(1,387	)
Occidental Petroleum Corp.		(103	)		(7,587	)
Pioneer Natural Resources Co.		(37	)		(6,395	)
Range Resources Corp.		(54	)		(921	)
Williams Cos., Inc. (The)		(180	)		(5,488	)

					(87,164	)

Food & Staples Retailing — (0.4)%
Costco Wholesale Corp.		(47	)		(8,748	)

Food, Beverage & Tobacco — (1.2)%
Archer-Daniels-Midland Co.		(123	)		(4,930	)
Brown-Forman Corp., Class B		(84	)		(5,768	)
Constellation Brands, Inc., Class A		(43	)		(9,829	)
Hershey Co. (The)		(47	)		(5,335	)
McCormick & Co., Inc., non-voting shares		(29	)		(2,955	)

					(28,817	)

Health Care Equipment & Services — (3.3)%
Align Technology, Inc.*		(18	)		(3,999	)


	Number of Shares			Value
COMMON STOCKS — (Continued)
Health Care Equipment & Services — (Continued)
Becton Dickinson and Co.		(58	)	$	(12,442	)
Boston Scientific Corp.*		(216	)		(5,355	)
Cerner Corp.*		(75	)		(5,054	)
DENTSPLY SIRONA, Inc.		(50	)		(3,292	)
HCA Healthcare, Inc.*		(78	)		(6,852	)
Henry Schein, Inc.*		(36	)		(2,516	)
Hologic, Inc.*		(30	)		(1,282	)
IDEXX Laboratories, Inc.*		(19	)		(2,971	)
Intuitive Surgical, Inc.*		(25	)		(9,123	)
Medtronic PLC (Ireland)		(128	)		(10,336	)
Patterson Cos., Inc.		(21	)		(759	)
ResMed, Inc.		(31	)		(2,625	)
Stryker Corp.		(82	)		(12,697	)

					(79,303	)

Household & Personal Products — (0.1)%
Coty, Inc., Class A		(164	)		(3,262	)

Insurance — (2.4)%
Aflac, Inc.		(86	)		(7,549	)
American International Group, Inc.		(186	)		(11,082	)
Arthur J Gallagher & Co.		(6	)		(380	)
Assurant, Inc.		(14	)		(1,412	)
Chubb Ltd. (Switzerland)		(21	)		(3,069	)
Cincinnati Financial Corp.		(36	)		(2,699	)
Hartford Financial Services Group, Inc. (The)		(79	)		(4,446	)
Lincoln National Corp.		(48	)		(3,690	)
MetLife, Inc.		(105	)		(5,309	)
Prudential Financial, Inc.		(92	)		(10,578	)
Unum Group		(49	)		(2,690	)
Willis Towers Watson PLC (Ireland)		(29	)		(4,370	)

					(57,274	)

Materials — (2.2)%
Albemarle Corp.		(24	)		(3,069	)
DowDuPont, Inc.		(242	)		(17,235	)
Ecolab, Inc.		(65	)		(8,722	)
International Paper Co.		(91	)		(5,273	)
Martin Marietta Materials, Inc.		(15	)		(3,316	)
Mosaic Co. (The)		(79	)		(2,027	)
Sherwin-Williams Co. (The)		(21	)		(8,611	)
Vulcan Materials Co.		(30	)		(3,851	)

					(52,104	)


	Number of Shares			Value
COMMON STOCKS — (Continued)
Media — (0.5)%
Charter Communications, Inc., Class A*		(39	)	$	(13,102	)

Pharmaceuticals, Biotechnology & Life Sciences — (2.8)%
Agilent Technologies, Inc.		(70	)		(4,688	)
Alexion Pharmaceuticals, Inc.*		(50	)		(5,980	)
Allergan PLC (Ireland)		(3	)		(491	)
Illumina, Inc.*		(33	)		(7,210	)
Incyte Corp.*		(48	)		(4,546	)
IQVIA Holdings, Inc.*		(52	)		(5,091	)
Mettler-Toledo International, Inc.*		(6	)		(3,717	)
PerkinElmer, Inc.		(24	)		(1,755	)
Perrigo Co. PLC (Ireland)		(31	)		(2,702	)
Thermo Fisher Scientific, Inc.		(87	)		(16,520	)
Vertex Pharmaceuticals, Inc.*		(56	)		(8,392	)
Zoetis, Inc.		(96	)		(6,916	)

					(68,008	)

Real Estate — (3.0)%
American Tower Corp., REIT		(93	)		(13,268	)
Apartment Investment & Management Co., Class A, REIT		(35	)		(1,530	)
Boston Properties, Inc., REIT		(5	)		(650	)
CBRE Group, Inc., Class A*		(74	)		(3,205	)
Crown Castle International Corp., REIT		(88	)		(9,769	)
Duke Realty Corp., REIT		(9	)		(245	)
Equinix, Inc., REIT		(16	)		(7,252	)
Equity Residential, REIT		(66	)		(4,209	)
GGP, Inc., REIT		(34	)		(795	)
HCP, Inc., REIT		(102	)		(2,660	)
Host Hotels & Resorts, Inc., REIT		(162	)		(3,216	)
Iron Mountain, Inc., REIT		(58	)		(2,188	)
Macerich Co. (The), REIT		(33	)		(2,167	)
Prologis, Inc., REIT		(116	)		(7,483	)
SBA Communications Corp., REIT*		(27	)		(4,411	)
SL Green Realty Corp., REIT		(23	)		(2,321	)
Vornado Realty Trust, REIT		(27	)		(2,111	)
Welltower, Inc., REIT		(57	)		(3,635	)

					(71,115	)

Retailing — (1.4)%
CarMax, Inc.*		(40	)		(2,565	)
L Brands, Inc.		(62	)		(3,734	)
LKQ Corp.*		(67	)		(2,725	)
Macy’s, Inc.		(66	)		(1,663	)


	Number of Shares			Value
COMMON STOCKS — (Continued)
Retailing — (Continued)
Netflix, Inc.*		(94	)	$	(18,044	)
TripAdvisor, Inc.*		(33	)		(1,137	)
Ulta Beauty, Inc.*		(14	)		(3,131	)

					(32,999	)

Semiconductors & Semiconductor Equipment — (0.7)%
Advanced Micro Devices, Inc.*		(231	)		(2,375	)
NVIDIA Corp.		(49	)		(9,482	)
Qorvo, Inc.*		(29	)		(1,931	)
Xilinx, Inc.		(54	)		(3,641	)

					(17,429	)

Software & Services — (5.0)%
Activision Blizzard, Inc.		(164	)		(10,384	)
Adobe Systems, Inc.*		(41	)		(7,185	)
Akamai Technologies, Inc.*		(38	)		(2,471	)
Alliance Data Systems Corp.		(13	)		(3,295	)
ANSYS, Inc.*		(19	)		(2,804	)
Autodesk, Inc.*		(48	)		(5,032	)
Automatic Data Processing, Inc.		(97	)		(11,367	)
Cadence Design Systems, Inc.*		(62	)		(2,593	)
DXC Technology Co.		(62	)		(5,884	)
Fiserv, Inc.*		(45	)		(5,901	)
Gartner, Inc.*		(20	)		(2,463	)
Global Payments, Inc.		(35	)		(3,508	)
International Business Machines Corp.		(19	)		(2,915	)
Intuit, Inc.		(56	)		(8,836	)
PayPal Holdings, Inc.*		(230	)		(16,933	)
Red Hat, Inc.*		(39	)		(4,684	)
salesforce.com, Inc.*		(157	)		(16,050	)
Synopsys, Inc.*		(33	)		(2,813	)
VeriSign, Inc.*		(30	)		(3,433	)
Western Union Co. (The)		(102	)		(1,939	)

					(120,490	)

Technology Hardware & Equipment — (0.8)%
Amphenol Corp., Class A		(70	)		(6,146	)
Corning, Inc.		(195	)		(6,238	)
TE Connectivity Ltd. (Switzerland)		(77	)		(7,318	)

					(19,702	)

Transportation — (0.9)%
CH Robinson Worldwide, Inc.		(31	)		(2,762	)
FedEx Corp.		(58	)		(14,473	)
United Parcel Service, Inc., Class B		(45	)		(5,362	)

					(22,597	)


	Number of Shares			Value
COMMON STOCKS — (Continued)
Utilities — (2.5)%
Alliant Energy Corp.		(50	)	$	(2,130	)
American Electric Power Co., Inc.		(107	)		(7,872	)
American Water Works Co., Inc.		(30	)		(2,745	)
CMS Energy Corp.		(61	)		(2,885	)
Consolidated Edison, Inc.		(32	)		(2,718	)
Dominion Energy, Inc.		(111	)		(8,998	)
Edison International		(71	)		(4,490	)
Entergy Corp.		(39	)		(3,174	)
Eversource Energy		(69	)		(4,359	)
NextEra Energy, Inc.		(11	)		(1,718	)
NiSource, Inc.		(73	)		(1,874	)
PPL Corp.		(149	)		(4,612	)
Public Service Enterprise Group, Inc.		(110	)		(5,665	)
Sempra Energy		(54	)		(5,774	)
Xcel Energy, Inc.		(17	)		(818	)

					(59,832	)

TOTAL COMMON STOCKS (Proceeds $882,965)					(901,355	)


TOTAL SECURITES SOLD SHORT - (37.3)%					(901,355	)

(Proceeds $882,965)

OTHER ASSETS IN EXCESS OF LIABILITIES - 39.5%					952,837

NET ASSETS - 100.0%				$	2,414,589

†	Security position is either entirely or partially held in a segregated account as collateral for securities sold short.

^(a)	All or a portion of the security is on loan. At December 31, 2017, the market value of securities on loan was $32,392.

*	Non-income producing.


PLC		Public Limited Company
REIT		Real Estate Investment Trust


	Number of Shares		Value
COMMON STOCKS — 99.6%
Automobiles & Components — 1.4%
General Motors Co.		852	$	34,923
Harley-Davidson, Inc.		99		5,037

				39,960

Capital Goods — 8.9%
3M Co.		11		2,589
Acuity Brands, Inc.		25		4,400
Allegion PLC (Ireland)		55		4,376
AMETEK, Inc.		30		2,174
Arconic, Inc.		184		5,014
Boeing Co. (The)		153		45,121
Caterpillar, Inc.		178		28,049
Cummins, Inc.		97		17,134
Eaton Corp. PLC (Ireland)		257		20,306
Flowserve Corp.		76		3,202
Fortune Brands Home & Security, Inc.		88		6,023
Honeywell International, Inc.		114		17,483
Illinois Tool Works, Inc.		6		1,001
Ingersoll-Rand PLC (Ireland)		145		12,933
Jacobs Engineering Group, Inc.		71		4,683
Johnson Controls International PLC (Ireland)		423		16,121
L3 Technologies, Inc.		45		8,903
Masco Corp.		182		7,997
Pentair PLC (Ireland)		106		7,486
Rockwell Collins, Inc.		95		12,884
Snap-on, Inc.		17		2,963
TransDigm Group, Inc.		30		8,239
United Technologies Corp.		51		6,506
WW Grainger, Inc.		33		7,796

				253,383

Commercial & Professional Services — 0.9%
Cintas Corp.		17		2,649
Nielsen Holdings PLC (United Kingdom)		207		7,535
Republic Services, Inc.		27		1,825
Robert Half International, Inc.		74		4,110
Stericycle, Inc.*		53		3,603
Waste Management, Inc.		76		6,559

				26,281

Consumer Durables & Apparel — 1.0%
Garmin Ltd. (Switzerland)		109		6,493
Hanesbrands, Inc.		212		4,433


	Number of Shares		Value
COMMON STOCKS — (Continued)
Consumer Durables & Apparel — (Continued)
Michael Kors Holdings Ltd. (British Virgin Islands)*		95	$	5,980
Ralph Lauren Corp.		48		4,977
Whirlpool Corp.		43		7,252

				29,135

Consumer Services — 3.4%
Carnival Corp. (Panama)		418		27,743
Hilton Worldwide Holdings, Inc.		71		5,670
Marriott International, Inc., Class A		108		14,659
McDonald’s Corp.		57		9,811
Royal Caribbean Cruises Ltd. (Liberia)		125		14,910
Wyndham Worldwide Corp.		63		7,300
Yum! Brands, Inc.		197		16,077

				96,170

Diversified Financials — 3.1%
BlackRock, Inc.		44		22,603
Franklin Resources, Inc.		324		14,039
Invesco Ltd. (Bermuda)		238		8,697
Moody’s Corp.		66		9,742
Nasdaq, Inc.		97		7,453
S&P Global, Inc.		62		10,503
T Rowe Price Group, Inc.		142		14,900

				87,937

Energy — 4.8%
Apache Corp.		222		9,373
ConocoPhillips		701		38,478
Marathon Petroleum Corp.		284		18,738
Noble Energy, Inc.		267		7,780
Phillips 66		295		29,839
TechnipFMC PLC (United Kingdom)		273		8,548
Valero Energy Corp.		256		23,529

				136,285

Food & Staples Retailing — 4.5%
CVS Health Corp.		595		43,138
Kroger Co. (The)		514		14,109
Sysco Corp.		225		13,664
Walgreens Boots Alliance, Inc.		499		36,237
Wal-Mart Stores, Inc.		220		21,725

				128,873

Food, Beverage & Tobacco — 7.8%
Altria Group, Inc.		525		37,490
Campbell Soup Co.		174		8,371


	Number of Shares		Value
COMMON STOCKS — (Continued)
Food, Beverage & Tobacco — (Continued)
Coca-Cola Co. (The)		737	$	33,814
Conagra Brands, Inc.		252		9,493
Dr Pepper Snapple Group, Inc.		106		10,288
General Mills, Inc.		331		19,625
Hormel Foods Corp.		308		11,208
JM Smucker Co. (The)		44		5,467
Kellogg Co.		201		13,664
Kraft Heinz Co. (The)		122		9,487
Molson Coors Brewing Co., Class B		125		10,259
Mondelez International, Inc., Class A		1		43
PepsiCo, Inc.		145		17,388
Philip Morris International, Inc.		154		16,270
Tyson Foods, Inc., Class A		214		17,349

				220,216

Health Care Equipment & Services — 9.8%
Abbott Laboratories		267		15,238
Aetna, Inc.		192		34,635
AmerisourceBergen Corp.		130		11,937
Anthem, Inc.		141		31,726
Baxter International, Inc.		2		129
Cardinal Health, Inc.		183		11,212
Centene Corp.*		100		10,088
Cigna Corp.		146		29,651
Danaher Corp.		1		93
DaVita, Inc.*		102		7,370
Envision Healthcare Corp.*		70		2,419
Express Scripts Holding Co.*		362		27,020
Humana, Inc.		86		21,334
Laboratory Corp. of America Holdings*		60		9,571
McKesson Corp.		71		11,072
Patterson Cos., Inc.		39		1,409
Quest Diagnostics, Inc.		79		7,781
UnitedHealth Group, Inc.		83		18,298
Universal Health Services, Inc., Class B		56		6,348
Varian Medical Systems, Inc.*		53		5,891
Zimmer Biomet Holdings, Inc.		118		14,239

				277,461

Household & Personal Products — 1.4%
Clorox Co. (The)		75		11,156
Colgate-Palmolive Co.		57		4,301
Estee Lauder Cos., Inc. (The), Class A		9		1,145


	Number of Shares		Value
COMMON STOCKS — (Continued)
Household & Personal Products — (Continued)
Kimberly-Clark Corp.		191	$	23,046
Procter & Gamble Co. (The)		1		92

				39,740

Insurance — 1.5%
Aon PLC (United Kingdom)		146		19,564
Marsh & McLennan Cos., Inc.		299		24,336
Progressive Corp. (The)		3		169

				44,069

Materials — 4.2%
Air Products & Chemicals, Inc.		126		20,674
Ball Corp.		205		7,759
Eastman Chemical Co.		84		7,782
FMC Corp.		2		189
Freeport-McMoRan, Inc.*		845		16,021
LyondellBasell Industries NV, Class A (Netherlands)		231		25,484
Newmont Mining Corp.		312		11,706
Packaging Corp. of America		55		6,630
PPG Industries, Inc.		150		17,523
Sealed Air Corp.		106		5,226

				118,994

Media — 5.5%
CBS Corp., Class B, non-voting shares		67		3,953
Comcast Corp., Class A		525		21,026
Discovery Communications, Inc., Class A*		334		7,475
DISH Network Corp., Class A*		233		11,126
Interpublic Group of Cos., Inc. (The)		227		4,576
News Corp., Class A		340		5,511
Omnicom Group, Inc.		135		9,832
Scripps Networks Interactive, Inc., Class A		76		6,489
Time Warner, Inc.		455		41,619
Twenty-First Century Fox, Inc., Class A		1,081		37,327
Viacom, Inc., Class B		235		7,240
Walt Disney Co. (The)		5		538

				156,712

Pharmaceuticals, Biotechnology & Life Sciences — 9.7%
AbbVie, Inc.		289		27,949
Amgen, Inc.		242		42,084
Biogen, Inc.*		112		35,680


	Number of Shares		Value
COMMON STOCKS — (Continued)
Pharmaceuticals, Biotechnology & Life Sciences — (Continued)
Bristol-Myers Squibb Co.		82	$	5,025
Celgene Corp.*		248		25,881
Eli Lilly & Co.		163		13,767
Gilead Sciences, Inc.		759		54,375
Johnson & Johnson		139		19,421
Merck & Co., Inc.		691		38,883
Mylan NV (Netherlands)*		259		10,958
PerkinElmer, Inc.		15		1,097
Perrigo Co. PLC (Ireland)		11		959

				276,079

Real Estate — 0.6%
Essex Property Trust, Inc., REIT		8		1,931
Weyerhaeuser Co., REIT		440		15,514

				17,445

Retailing — 9.0%
Advance Auto Parts, Inc.		44		4,386
AutoZone, Inc.*		16		11,382
Best Buy Co., Inc.		183		12,530
Dollar Tree, Inc.*		136		14,594
Foot Locker, Inc.		75		3,516
Gap, Inc. (The)		229		7,800
Genuine Parts Co.		86		8,171
Home Depot, Inc. (The)		126		23,881
Kohl’s Corp.		99		5,369
Lowe’s Cos., Inc.		478		44,425
Nordstrom, Inc.		98		4,643
O’Reilly Automotive, Inc.*		50		12,027
Priceline Group, Inc. (The)*		17		29,542
Ross Stores, Inc.		216		17,334
Signet Jewelers Ltd. (Bermuda)		39		2,205
Target Corp.		317		20,684
TJX Cos., Inc. (The)		357		27,296
Tractor Supply Co.		74		5,532

				255,317

Semiconductors & Semiconductor Equipment — 6.4%
Analog Devices, Inc.		215		19,141
Applied Materials, Inc.		561		28,678
Intel Corp.		543		25,065
KLA-Tencor Corp.		92		9,666
Lam Research Corp.		105		19,327
Micron Technology, Inc.*		756		31,087
QUALCOMM, Inc.		408		26,120


	Number of Shares		Value
COMMON STOCKS — (Continued)
Semiconductors & Semiconductor Equipment — (Continued)
Skyworks Solutions, Inc.		106	$	10,065
Texas Instruments, Inc.		114		11,906

				181,055

Software & Services — 2.6%
Accenture PLC, Class A (Ireland)		106		16,228
CA, Inc.		241		8,020
Citrix Systems, Inc.*		87		7,656
CSRA, Inc.		95		2,842
eBay, Inc.*		185		6,982
Electronic Arts, Inc.*		74		7,774
Oracle Corp.		294		13,900
Paychex, Inc.		50		3,404
Total System Services, Inc.		74		5,853
VeriSign, Inc.*		5		572

				73,231

Technology Hardware & Equipment — 5.8%
Apple, Inc.		222		37,569
Cisco Systems, Inc.		971		37,189
F5 Networks, Inc.*		38		4,986
FLIR Systems, Inc.		2		93
Harris Corp.		70		9,916
Hewlett Packard Enterprise Co.		942		13,527
HP, Inc.		967		20,317
Juniper Networks, Inc.		221		6,298
Motorola Solutions, Inc.		2		181
NetApp, Inc.		147		8,132
Seagate Technology PLC (Ireland)		169		7,071
TE Connectivity Ltd. (Switzerland)		2		190
Western Digital Corp.		173		13,759
Xerox Corp.		153		4,460

				163,688

Telecommunication Services — 2.4%
AT&T, Inc.		607		23,600
CenturyLink, Inc.		321		5,354
Verizon Communications, Inc.		721		38,163

				67,117

Transportation — 4.4%
Alaska Air Group, Inc.		72		5,293
American Airlines Group, Inc.		280		14,568
CSX Corp.		116		6,381
Delta Air Lines, Inc.		417		23,352
Kansas City Southern		56		5,892
Norfolk Southern Corp.		127		18,402


	Number of Shares		Value
COMMON STOCKS — (Continued)
Transportation — (Continued)
Southwest Airlines Co.		306	$	20,028
Union Pacific Corp.		156		20,920
United Continental Holdings, Inc.*		172		11,593

				126,429

Utilities — 0.5%
Duke Energy Corp.		25		2,103
FirstEnergy Corp.		116		3,552
NRG Energy, Inc.		185		5,269
SCANA Corp.		83		3,302

				14,226

TOTAL COMMON STOCKS - 99.6% (Cost $2,469,568)				2,829,803


OTHER ASSETS IN EXCESS OF LIABILITIES - 0.4%				10,870

NET ASSETS - 100.0%			$	2,840,673

*	Non-income producing.


PLC		Public Limited Company
REIT		Real Estate Investment Trust


	Number of Shares		Value
COMMON STOCKS — 100.2%
Automobiles & Components — 1.4%
Aptiv PLC (Jersey)		108	$	9,162
BorgWarner, Inc.		4		204
Ford Motor Co.		56		699
General Motors Co.		760		31,152
Goodyear Tire & Rubber Co. (The)		4		129
Harley-Davidson, Inc.		89		4,528

				45,874

Banks — 0.7%
Bank of America Corp.		142		4,192
BB&T Corp.		12		597
Citigroup, Inc.		34		2,530
Citizens Financial Group, Inc.		8		336
Comerica, Inc.		3		260
Fifth Third Bancorp.		10		303
Huntington Bancshares, Inc.		15		218
JPMorgan Chase & Co.		50		5,347
KeyCorp.		15		303
M&T Bank Corp.		3		513
People’s United Financial, Inc.		5		94
PNC Financial Services Group, Inc. (The)		6		866
Regions Financial Corp.		17		294
SunTrust Banks, Inc.		7		452
US Bancorp.		24		1,286
Wells Fargo & Co.		71		4,308
Zions Bancorporation		3		152

				22,051

Capital Goods — 9.4%
3M Co.		8		1,883
Acuity Brands, Inc.		23		4,048
Allegion PLC (Ireland)		2		159
AMETEK, Inc.		5		362
AO Smith Corp.		2		123
Arconic, Inc.		187		5,096
Boeing Co. (The)		311		91,717
Caterpillar, Inc.		314		49,480
Cummins, Inc.		88		15,544
Deere & Co.		5		783
Dover Corp.		3		303
Eaton Corp. PLC (Ireland)		6		474
Emerson Electric Co.		12		836
Fastenal Co.		6		328
Flowserve Corp.		2		84
Fluor Corp.		2		103


	Number of Shares		Value
COMMON STOCKS — (Continued)
Capital Goods — (Continued)
Fortive Corp.		5	$	362
Fortune Brands Home & Security, Inc.		81		5,544
General Dynamics Corp.		4		814
General Electric Co.		124		2,164
Honeywell International, Inc.		251		38,493
Illinois Tool Works, Inc.		5		834
Ingersoll-Rand PLC (Ireland)		132		11,773
Jacobs Engineering Group, Inc.		64		4,221
Johnson Controls International PLC (Ireland)		490		18,674
L3 Technologies, Inc.		2		396
Lockheed Martin Corp.		6		1,926
Masco Corp.		165		7,250
Northrop Grumman Corp.		3		921
PACCAR, Inc.		5		355
Parker-Hannifin Corp.		2		399
Pentair PLC (Ireland)		96		6,780
Quanta Services, Inc.*		2		78
Raytheon Co.		4		751
Rockwell Automation, Inc.		3		589
Rockwell Collins, Inc.		86		11,663
Roper Technologies, Inc.		2		518
Snap-on, Inc.		2		349
Stanley Black & Decker, Inc.		3		509
Textron, Inc.		4		226
TransDigm Group, Inc.		2		549
United Rentals, Inc.		2		344
United Technologies Corp.		12		1,531
WW Grainger, Inc.		31		7,324
Xylem, Inc.		3		205

				296,865

Commercial & Professional Services — 0.4%
Cintas Corp.		2		312
Equifax, Inc.		2		236
IHS Markit Ltd. (Bermuda)*		5		226
Nielsen Holdings PLC (United Kingdom)		188		6,843
Republic Services, Inc.		5		338
Robert Half International, Inc.		67		3,721
Stericycle, Inc.*		2		136
Verisk Analytics, Inc.		3		288
Waste Management, Inc.		6		518

				12,618


	Number of Shares		Value
COMMON STOCKS — (Continued)
Consumer Durables & Apparel — 0.9%
DR Horton, Inc.		6	$	306
Garmin Ltd. (Switzerland)		49		2,919
Hanesbrands, Inc.		193		4,036
Hasbro, Inc.		3		273
Leggett & Platt, Inc.		2		95
Lennar Corp., Class A		31		1,960
Mattel, Inc.		6		92
Michael Kors Holdings Ltd. (British Virgin Islands)*		84		5,288
Mohawk Industries, Inc.		2		552
Newell Brands, Inc.		9		278
NIKE, Inc., Class B		21		1,314
PulteGroup, Inc.		5		166
PVH Corp.		33		4,528
Ralph Lauren Corp.		43		4,459
Tapestry, Inc.		6		265
Under Armour, Inc., Class C		7		93
VF Corp.		8		592
Whirlpool Corp.		2		337

				27,553

Consumer Services — 2.3%
Carnival Corp. (Panama)		379		25,154
Chipotle Mexican Grill, Inc.*		2		578
Darden Restaurants, Inc.		2		192
H&R Block, Inc.		27		708
Hilton Worldwide Holdings, Inc.		7		559
Marriott International, Inc., Class A		154		20,902
McDonald’s Corp.		15		2,582
MGM Resorts International		8		267
Norwegian Cruise Line Holdings Ltd. (Bermuda)*		2		106
Royal Caribbean Cruises Ltd. (Liberia)		113		13,479
Starbucks Corp.		18		1,034
Wyndham Worldwide Corp.		54		6,257
Wynn Resorts Ltd.		2		337
Yum! Brands, Inc.		7		571

				72,726

Diversified Financials — 3.6%
Affiliated Managers Group, Inc.		2		410
American Express Co.		11		1,092
Ameriprise Financial, Inc.		2		339
Bank of New York Mellon Corp. (The)		13		700
Berkshire Hathaway, Inc., Class B*		46		9,118


	Number of Shares		Value
COMMON STOCKS — (Continued)
Diversified Financials — (Continued)
BlackRock, Inc.		84	$	43,152
Capital One Financial Corp.		7		697
Cboe Global Markets, Inc.		2		249
Charles Schwab Corp. (The)		19		976
CME Group, Inc.		7		1,022
Discover Financial Services		6		462
ETRADE Financial Corp.		4		198
Franklin Resources, Inc.		293		12,696
Goldman Sachs Group, Inc. (The)		6		1,529
Intercontinental Exchange, Inc.		8		564
Invesco Ltd. (Bermuda)		215		7,856
Leucadia National Corp.		5		132
Moody’s Corp.		97		14,318
Morgan Stanley		26		1,364
Nasdaq, Inc.		13		999
Navient Corp.		4		53
Northern Trust Corp.		3		300
Raymond James Financial, Inc.		2		179
S&P Global, Inc.		4		678
State Street Corp.		5		488
Synchrony Financial		11		425
T Rowe Price Group, Inc.		128		13,431

				113,427

Energy — 5.8%
Anadarko Petroleum Corp.		11		590
Andeavor		2		229
Apache Corp.		178		7,515
Cabot Oil & Gas Corp.		8		229
Chesapeake Energy Corp.*		16		63
Chevron Corp.		185		23,160
Cimarex Energy Co.		1		122
Concho Resources, Inc.*		1		150
ConocoPhillips		631		34,636
Devon Energy Corp.		9		373
EOG Resources, Inc.		7		755
EQT Corp.		2		114
Exxon Mobil Corp.		460		38,474
Halliburton Co.		16		782
Helmerich & Payne, Inc.		1		65
Hess Corp.		4		190
Kinder Morgan, Inc.		32		578
Marathon Oil Corp.		15		254
Marathon Petroleum Corp.		258		17,023
National Oilwell Varco, Inc.		5		180


	Number of Shares		Value
COMMON STOCKS — (Continued)
Energy — (Continued)
Newfield Exploration Co.*		3	$	95
Noble Energy, Inc.		7		204
Occidental Petroleum Corp.		10		737
ONEOK, Inc.		5		267
Phillips 66		268		27,108
Pioneer Natural Resources Co.		2		346
Range Resources Corp.		4		68
Schlumberger Ltd. (Curacao)		18		1,213
TechnipFMC PLC (United Kingdom)		247		7,734
Valero Energy Corp.		232		21,323
Williams Cos., Inc. (The)		12		366

				184,943

Food & Staples Retailing — 6.2%
Costco Wholesale Corp.		6		1,117
CVS Health Corp.		535		38,788
Kroger Co. (The)		467		12,819
Sysco Corp.		10		607
Walgreens Boots Alliance, Inc.		554		40,231
Wal-Mart Stores, Inc.		1,044		103,095

				196,657

Food, Beverage & Tobacco — 5.0%
Altria Group, Inc.		776		55,414
Archer-Daniels-Midland Co.		10		401
Brown-Forman Corp., Class B		5		343
Campbell Soup Co.		5		241
Coca-Cola Co. (The)		1,325		60,791
Conagra Brands, Inc.		7		264
Constellation Brands, Inc., Class A		3		686
Dr Pepper Snapple Group, Inc.		49		4,756
General Mills, Inc.		8		474
Hershey Co. (The)		4		454
Hormel Foods Corp.		9		328
JM Smucker Co. (The)		3		373
Kellogg Co.		5		340
Kraft Heinz Co. (The)		16		1,244
McCormick & Co., Inc., non-voting shares		3		306
Molson Coors Brewing Co., Class B		114		9,356
Mondelez International, Inc., Class A		19		813
Monster Beverage Corp.*		7		443
PepsiCo, Inc.		26		3,118
Philip Morris International, Inc.		29		3,064


	Number of Shares		Value
COMMON STOCKS — (Continued)
Food, Beverage & Tobacco — (Continued)
Tyson Foods, Inc., Class A		194	$	15,728

				158,937

Health Care Equipment & Services — 7.0%
Abbott Laboratories		318		18,148
Aetna, Inc.		173		31,207
Align Technology, Inc.*		1		222
AmerisourceBergen Corp.		118		10,835
Anthem, Inc.		137		30,826
Baxter International, Inc.		10		646
Becton Dickinson and Co.		4		860
Boston Scientific Corp.*		22		545
Cardinal Health, Inc.		5		306
Centene Corp.*		92		9,281
Cerner Corp.*		5		337
Cigna Corp.		131		26,605
Cooper Cos., Inc. (The)		2		436
Danaher Corp.		10		928
DaVita, Inc.*		3		217
DENTSPLY SIRONA, Inc.		3		197
Edwards Lifesciences Corp.*		3		338
Envision Healthcare Corp.*		64		2,212
Express Scripts Holding Co.*		305		22,765
HCA Healthcare, Inc.		7		615
Henry Schein, Inc.		2		140
Hologic, Inc.		4		171
Humana, Inc.		76		18,853
IDEXX Laboratories, Inc.*		1		156
Intuitive Surgical, Inc.*		3		1,095
Laboratory Corp. of America
Holdings*		42		6,699
McKesson Corp.		3		468
Medtronic PLC (Ireland)		24		1,938
Patterson Cos., Inc.		2		72
Quest Diagnostics, Inc.		72		7,091
ResMed, Inc.		2		169
Stryker Corp.		5		774
UnitedHealth Group, Inc.		99		21,826
Universal Health Services, Inc., Class B		2		227
Varian Medical Systems, Inc.*		43		4,779
Zimmer Biomet Holdings, Inc.		3		362

				222,346

Household & Personal Products — 0.5%
Church & Dwight Co., Inc.		4		201


	Number of Shares		Value
COMMON STOCKS — (Continued)
Household & Personal Products — (Continued)
Clorox Co. (The)		68	$	10,114
Colgate-Palmolive Co.		13		981
Coty, Inc., Class A		10		199
Estee Lauder Cos., Inc. (The), Class A		7		891
Kimberly-Clark Corp.		6		724
Procter & Gamble Co. (The)		46		4,226

				17,336

Insurance — 1.5%
Aflac, Inc.		5		439
Allstate Corp. (The)		5		524
American International Group, Inc.		14		834
Aon PLC (United Kingdom)		133		17,822
Arthur J Gallagher & Co.		3		190
Assurant, Inc.		2		202
Brighthouse Financial, Inc.*		2		117
Chubb Ltd. (Switzerland)		7		1,023
Cincinnati Financial Corp.		3		225
Everest Re Group Ltd. (Bermuda)		2		443
Hartford Financial Services Group, Inc. (The)		5		281
Lincoln National Corp.		3		231
Loews Corp.		5		250
Marsh & McLennan Cos., Inc.		270		21,975
MetLife, Inc.		14		708
Principal Financial Group, Inc.		4		282
Progressive Corp. (The)		9		507
Prudential Financial, Inc.		7		805
Torchmark Corp.		2		181
Travelers Cos., Inc. (The)		4		543
Unum Group		3		165
Willis Towers Watson PLC (Ireland)		2		301
XL Group Ltd. (Bermuda)		4		141

				48,189

Materials — 3.1%
Air Products & Chemicals, Inc.		5		820
Albemarle Corp.		3		384
Avery Dennison Corp.		2		230
Ball Corp.		185		7,002
CF Industries Holdings, Inc.		3		128
DowDupont, Inc.		29		2,065
Eastman Chemical Co.		76		7,041
Ecolab, Inc.		3		403
FMC Corp.		2		189


	Number of Shares		Value
COMMON STOCKS — (Continued)
Materials — (Continued)
Freeport-McMoRan, Inc.*		764	$	14,485
International Flavors & Fragrances, Inc.		2		305
International Paper Co.		5		290
LyondellBasell Industries NV, Class A (Netherlands)		209		23,057
Martin Marietta Materials, Inc.		1		221
Monsanto Co.		7		817
Mosaic Co. (The)		5		128
Newmont Mining Corp.		282		10,581
Nucor Corp.		4		254
Packaging Corp. of America		50		6,028
PPG Industries, Inc.		136		15,888
Praxair, Inc.		4		619
Sealed Air Corp.		96		4,733
Sherwin-Williams Co. (The)		2		820
Vulcan Materials Co.		1		128
WestRock Co.		5		316

				96,932

Media — 3.7%
CBS Corp., Class B, non-voting shares		8		472
Charter Communications, Inc., Class A		4		1,344
Comcast Corp., Class A		86		3,444
Discovery Communications, Inc., Class A*		302		6,759
DISH Network Corp., Class A*		6		286
Interpublic Group of Cos., Inc. (The)		205		4,133
News Corp., Class A		292		4,733
Omnicom Group, Inc.		122		8,885
Scripps Networks Interactive, Inc.,
Class A		69		5,891
Time Warner, Inc.		411		37,594
Twenty-First Century Fox, Inc., Class A		978		33,770
Viacom, Inc., Class B		213		6,563
Walt Disney Co. (The)		29		3,118

				116,992

Pharmaceuticals, Biotechnology & Life Sciences — 12.0%
AbbVie, Inc.		626		60,541
Agilent Technologies, Inc.		4		268
Alexion Pharmaceuticals, Inc.*		2		239
Allergan PLC (Ireland)		6		981


	Number of Shares		Value
COMMON STOCKS — (Continued)
Pharmaceuticals, Biotechnology & Life Sciences — (Continued)
Amgen, Inc.		384	$	66,778
Biogen, Inc.*		112		35,680
Bristol-Myers Squibb Co.		21		1,287
Celgene Corp.*		415		43,309
Eli Lilly & Co.		20		1,689
Gilead Sciences, Inc.		690		49,432
Illumina, Inc.*		1		218
Incyte Corp.*		2		189
IQVIA Holdings, Inc.		3		294
Johnson & Johnson		344		48,064
Merck & Co., Inc.		1,139		64,092
Mettler-Toledo International, Inc.*		1		620
Mylan NV (Netherlands)*		9		381
PerkinElmer, Inc.		2		146
Perrigo Co. PLC (Ireland)		3		261
Pfizer, Inc.		109		3,948
Regeneron Pharmaceuticals, Inc.*		1		376
Thermo Fisher Scientific, Inc.		5		949
Vertex Pharmaceuticals, Inc.*		3		450
Waters Corp.*		2		386
Zoetis, Inc.		7		504

				381,082

Real Estate — 0.8%
Alexandria Real Estate Equities, Inc., REIT		2		261
American Tower Corp., REIT		6		856
Apartment Investment &
Management, Class A, REIT		2		87
AvalonBay Communities, Inc., REIT		2		357
Boston Properties, Inc., REIT		2		260
CBRE Group, Inc., Class A*		7		303
Crown Castle International Corp., REIT		5		555
Digital Realty Trust, Inc., REIT		3		342
Duke Realty Corp., REIT		5		136
Equinix, Inc., REIT		1		453
Equity Residential, REIT		5		319
Essex Property Trust, Inc., REIT		2		483
Extra Space Storage, Inc., REIT		2		175
Federal Realty Investment Trust, REIT		2		266
GGP, Inc., REIT		11		257
HCP, Inc., REIT		6		157


	Number of Shares		Value
COMMON STOCKS — (Continued)
Real Estate — (Continued)
Host Hotels & Resorts, Inc., REIT		10	$	198
Iron Mountain, Inc., REIT		5		189
Kimco Realty Corp., REIT		6		109
Macerich Co. (The) REIT		2		131
Mid-America Apartment Communities, Inc., REIT		3		302
Prologis, Inc., REIT		8		516
Public Storage, REIT		3		627
Realty Income Corp., REIT		4		228
Regency Centers Corp., REIT		3		208
SBA Communications Corp., REIT*		1		163
Simon Property Group, Inc., REIT		4		687
SL Green Realty Corp., REIT		2		202
UDR, Inc., REIT		4		154
Ventas, Inc., REIT		5		300
Vornado Realty Trust, REIT		3		235
Welltower, Inc., REIT		6		383
Weyerhaeuser Co., REIT		398		14,033

				23,932

Retailing — 9.0%
Advance Auto Parts, Inc.		39		3,888
Amazon.com, Inc.*		56		65,490
AutoZone, Inc.*		15		10,671
Best Buy Co., Inc.		122		8,353
CarMax, Inc.*		4		257
Dollar General Corp.		13		1,209
Dollar Tree, Inc.*		11		1,180
Expedia, Inc.		2		240
Foot Locker, Inc.		65		3,047
Gap, Inc. (The)		69		2,350
Genuine Parts Co.		78		7,411
Home Depot, Inc. (The)		229		43,402
Kohl’s Corp.		89		4,826
L Brands, Inc.		5		301
LKQ Corp.*		135		5,490
Lowe’s Cos., Inc.		439		40,801
Macy’s, Inc.		5		126
Netflix, Inc.*		5		960
Nordstrom, Inc.		3		142
O’Reilly Automotive, Inc.*		44		10,584
Priceline Group, Inc. (The)*		27		46,919
Ross Stores, Inc.		156		12,519
Signet Jewelers Ltd. (Bermuda)		33		1,866
Target Corp.		128		8,352


	Number of Shares		Value
COMMON STOCKS — (Continued)
Retailing — (Continued)
Tiffany & Co.		3	$	312
TJX Cos., Inc. (The)		9		688
Tractor Supply Co.		67		5,008
TripAdvisor, Inc.		2		69
Ulta Beauty, Inc.		2		447

				286,908

Semiconductors & Semiconductor Equipment — 6.4%
Advanced Micro Devices, Inc.*		14		144
Analog Devices, Inc.		195		17,361
Applied Materials, Inc.		559		28,576
Broadcom Ltd. (Singapore)		5		1,284
Intel Corp.		1,511		69,748
KLA-Tencor Corp.		83		8,721
Lam Research Corp.		94		17,303
Microchip Technology, Inc.		3		264
Micron Technology, Inc.*		683		28,085
NVIDIA Corp.		7		1,354
Qorvo, Inc.*		1		67
QUALCOMM, Inc.		28		1,793
Skyworks Solutions, Inc.		97		9,210
Texas Instruments, Inc.		196		20,470
Xilinx, Inc.		5		337

				204,717

Software & Services — 6.2%
Accenture PLC, Class A (Ireland)		11		1,684
Activision Blizzard, Inc.		10		633
Adobe Systems, Inc.*		7		1,227
Akamai Technologies, Inc.		3		195
Alliance Data Systems Corp.		2		507
Alphabet, Inc., Class A*		83		87,432
ANSYS, Inc.*		2		295
Autodesk, Inc.		2		210
Automatic Data Processing, Inc.		9		1,055
CA, Inc.		219		7,288
Cadence Design Systems, Inc.*		4		167
Citrix Systems, Inc.*		33		2,904
Cognizant Technology Solutions Corp., Class A		78		5,540
CSRA, Inc.		3		90
DXC Technology Co.		3		285
eBay, Inc.*		19		717
Electronic Arts, Inc.*		6		630
Facebook, Inc., Class A*		336		59,291


	Number of Shares		Value
COMMON STOCKS — (Continued)
Software & Services — (Continued)
Fidelity National Information Services, Inc.		6	$	565
Fiserv, Inc.*		3		393
Gartner, Inc.		1		123
Global Payments, Inc.		2		201
International Business Machines Corp.		18		2,762
Intuit, Inc.		5		789
Mastercard, Inc., Class A		16		2,422
Microsoft Corp.		96		8,212
Oracle Corp.		84		3,972
Paychex, Inc.		7		477
PayPal Holdings, Inc.*		15		1,104
Red Hat, Inc.*		2		240
salesforce.com, Inc.*		9		920
Symantec Corp.		8		224
Synopsys, Inc.*		2		170
Total System Services, Inc.		4		316
VeriSign, Inc.*		2		229
Visa, Inc., Class A		43		4,903
Western Union Co. (The)		8		152

				198,324

Technology Hardware & Equipment — 9.2%
Amphenol Corp., Class A		4		351
Apple, Inc.		831		140,630
Cisco Systems, Inc.		2,225		85,218
Corning, Inc.		15		480
F5 Networks, Inc.*		34		4,462
FLIR Systems, Inc.		2		93
Harris Corp.		63		8,924
Hewlett Packard Enterprise Co.		72		1,034
HP, Inc.		872		18,321
Juniper Networks, Inc.		199		5,672
Motorola Solutions, Inc.		3		271
NetApp, Inc.		137		7,579
Seagate Technology PLC (Ireland)		33		1,381
TE Connectivity Ltd. (Switzerland)		7		665
Western Digital Corp.		156		12,407
Xerox Corp.		138		4,023

				291,511

Telecommunication Services — 3.0%
AT&T, Inc.		115		4,471
CenturyLink, Inc.		290		4,837


	Number of Shares		Value
COMMON STOCKS — (Continued)
Telecommunication Services — (Continued)
Verizon Communications, Inc.		1,650	$	87,334

				96,642

Transportation — 1.6%
Alaska Air Group, Inc.		66		4,852
American Airlines Group, Inc.		254		13,216
CH Robinson Worldwide, Inc.		3		267
CSX Corp.		16		880
Delta Air Lines, Inc.		377		21,112
Expeditors International of Washington, Inc.		4		259
FedEx Corp.		4		998
JB Hunt Transport Services, Inc.		3		345
Kansas City Southern		2		210
Norfolk Southern Corp.		16		2,318
Southwest Airlines Co.		12		785
Union Pacific Corp.		15		2,012
United Continental Holdings, Inc.*		5		337
United Parcel Service, Inc., Class B		16		1,906

				49,497

Utilities — 0.5%
AES Corp.		86		931
Alliant Energy Corp.		2		85
Ameren Corp.		3		177
American Electric Power Co., Inc.		7		515
American Water Works Co., Inc.		2		183
CenterPoint Energy, Inc.		6		170
CMS Energy Corp.		4		189
Consolidated Edison, Inc.		3		255
Dominion Energy, Inc.		11		892
DTE Energy Co.		3		328


	Number of Shares		Value
COMMON STOCKS — (Continued)
Utilities — (Continued)
Duke Energy Corp.		9	$	757
Edison International		4		253
Entergy Corp.		3		244
Eversource Energy		3		190
Exelon Corp.		12		473
FirstEnergy Corp.		8		245
NextEra Energy, Inc.		5		781
NiSource, Inc.		6		154
NRG Energy, Inc.		167		4,756
PG&E Corp.		7		314
Pinnacle West Capital Corp.		1		85
PPL Corp.		9		279
Public Service Enterprise Group, Inc.		10		515
SCANA Corp.		76		3,023
Sempra Energy		3		321
Southern Co. (The)		12		577
WEC Energy Group, Inc.		4		266
Xcel Energy, Inc.		7		337

				17,295

TOTAL COMMON STOCKS - 100.2% (Cost $2,701,235)				3,183,354

LIABILITIES IN EXCESS OF OTHER ASSETS - (0.2)%				(7,380	)

NET ASSETS - 100.0%			$	3,175,974

*	Non-income producing.


PLC		Public Limited Company
REIT		Real Estate Investment Trust


	Number of Shares		Value
LONG POSITIONS — 177.4%
COMMON STOCKS — 177.4%
Automobiles & Components — 2.9%
BorgWarner, Inc.		2	$	102
Cooper-Standard Holdings, Inc.*		7		858
Dana, Inc.		160		5,122
Delphi Technologies PLC (Jersey)*		14		735
Dorman Products, Inc.*		13		795
General Motors Co.†		752		30,824
Gentex Corp.		226		4,735
Harley-Davidson, Inc.†^(a)		148		7,530
Lear Corp.†		43		7,596
Thor Industries, Inc.†		7		1,055
Visteon Corp.*		47		5,882
Winnebago Industries, Inc.^(a)		57		3,169

				68,403

Capital Goods — 20.0%
3M Co.†		60		14,122
Acuity Brands, Inc.†		70		12,320
Aerovironment, Inc.*		8		449
Allegion PLC (Ireland)†		71		5,649
Allison Transmission Holdings, Inc.†		317		13,653
American Woodmark Corp.†*		23		2,996
AMETEK, Inc.†		112		8,117
Applied Industrial Technologies, Inc.†		22		1,498
Argan, Inc.†		87		3,915
AZZ, Inc.†		24		1,226
Barnes Group, Inc.†		39		2,468
Beacon Roofing Supply, Inc.*		17		1,084
Boeing Co. (The)†		111		32,735
Briggs & Stratton Corp.		31		786
BWX Technologies, Inc.		132		7,985
Carlisle Cos., Inc.		1		114
Caterpillar, Inc.†		61		9,612
Continental Building Products, Inc.†*		73		2,055
Crane Co.†		58		5,175
CSW Industrials, Inc.*		1		46
Cummins, Inc.†		88		15,544
Curtiss-Wright Corp.		9		1,097
Deere & Co.†		18		2,817
Eaton Corp. PLC (Ireland)†		231		18,251
EMCOR Group, Inc.†		59		4,823
Flowserve Corp.		21		885
Fortune Brands Home & Security, Inc.†		131		8,966
GATX Corp.		6		373


	Number of Shares		Value
COMMON STOCKS — (Continued)
Capital Goods — (Continued)
Generac Holdings, Inc.*		102	$	5,051
General Dynamics Corp.		18		3,662
General Electric Co.†		509		8,882
Gibraltar Industries, Inc.*		63		2,079
GMS, Inc.*		35		1,317
Gorman-Rupp Co. (The)†		17		531
Graco, Inc.		43		1,944
Harsco Corp.*		69		1,287
HD Supply Holdings, Inc.*		214		8,566
Hillenbrand, Inc.†		102		4,559
Honeywell International, Inc.†		83		12,729
Hubbell, Inc.†		16		2,165
Huntington Ingalls Industries, Inc.†		32		7,542
IDEX Corp.		26		3,431
Illinois Tool Works, Inc.†		16		2,670
Ingersoll-Rand PLC (Ireland)†		264		23,546
Jacobs Engineering Group, Inc.†		130		8,575
Johnson Controls International PLC (Ireland)		151		5,755
KBR, Inc.		23		456
L3 Technologies, Inc.†		87		17,213
Lockheed Martin Corp.†		38		12,200
Lydall, Inc.†*		30		1,522
Masco Corp.†		436		19,158
Meritor, Inc.*		17		399
Moog, Inc., Class A†*		56		4,864
MSC Industrial Direct Co., Inc., Class A		9		870
Mueller Water Products, Inc., Class A		158		1,980
Navistar International Corp.*		30		1,286
NCI Building Systems, Inc.*		1		19
Northrop Grumman Corp.†		11		3,376
Oshkosh Corp.†		6		545
Owens Corning		11		1,011
Pentair PLC (Ireland)†		240		16,949
Primoris Services Corp.		49		1,332
Raytheon Co.†		35		6,575
Regal Beloit Corp.†		15		1,149
Rexnord Corp.*		63		1,639
Rockwell Automation, Inc.†		16		3,142
Rockwell Collins, Inc.†		237		32,142
Rush Enterprises, Inc., Class A*		7		356
Simpson Manufacturing Co., Inc.		14		804
Snap-on, Inc.†		13		2,266


	Number of Shares		Value
COMMON STOCKS — (Continued)
Capital Goods — (Continued)
Spirit AeroSystems Holdings, Inc., Class A†		62	$	5,410
SPX FLOW, Inc.*		1		48
Standex International Corp.†		28		2,852
Stanley Black & Decker, Inc.		4		679
Terex Corp.		8		386
Textainer Group Holdings Ltd. (Bermuda)*		13		280
Toro Co. (The)^(a)		18		1,174
TransDigm Group, Inc.^(a)		10		2,746
Trex Co., Inc.†*		34		3,685
United Technologies Corp.†		109		13,905
Universal Forest Products, Inc.		86		3,235
Watsco, Inc.		17		2,891
Welbilt, Inc.*		23		541
Woodward, Inc.		15		1,148
WW Grainger, Inc.†		58		13,703
Xylem, Inc.		14		955

				467,943

Commercial & Professional Services — 4.1%
Cintas Corp.		1		156
Copart, Inc.†*		42		1,814
Deluxe Corp.^(a)		47		3,611
Equifax, Inc.†		70		8,254
FTI Consulting, Inc.*		8		344
ICF International, Inc.†*		10		525
Kimball International, Inc., Class B		17		317
ManpowerGroup, Inc.†		27		3,405
Matthews International Corp., Class A†		21		1,109
Navigant Consulting, Inc.*		11		214
Nielsen Holdings PLC (United Kingdom)†		340		12,376
Quad/Graphics, Inc.†		71		1,605
Republic Services, Inc.†		192		12,981
Robert Half International, Inc.†		167		9,275
RPX Corp.		28		376
SP Plus Corp.*		1		37
Stericycle, Inc.†*		124		8,431
Tetra Tech, Inc.		82		3,948
TransUnion*		1		55
TriNet Group, Inc.*		48		2,128
UniFirst Corp.†		18		2,968


	Number of Shares		Value
COMMON STOCKS — (Continued)
Commercial & Professional Services — (Continued)
Waste Management, Inc.†		241	$	20,798

				94,727

Consumer Durables & Apparel — 5.1%
Acushnet Holdings Corp.^(a)		13		274
Callaway Golf Co.^(a)		123		1,713
Cavco Industries, Inc.†*		19		2,899
Crocs, Inc.^(a)*		272		3,438
Ethan Allen Interiors, Inc.		45		1,287
Garmin Ltd. (Switzerland)†		212		12,629
Gildan Activewear, Inc. (Canada)		82		2,649
Hanesbrands, Inc.†^(a)		525		10,978
iRobot Corp.^(a)*		8		614
La-Z-Boy, Inc.†		25		780
Michael Kors Holdings Ltd. (British Virgin Islands)†*		179		11,268
NIKE, Inc., Class B		9		563
NVR, Inc.†*		6		21,049
PulteGroup, Inc.		86		2,860
Ralph Lauren Corp.†^(a)		176		18,249
Tapestry, Inc.†		7		310
TopBuild Corp.*		28		2,121
Tupperware Brands Corp.		47		2,947
Vista Outdoor, Inc.*		3		44
Whirlpool Corp.†		109		18,382
Wolverine World Wide, Inc.		68		2,168
ZAGG, Inc.*		88		1,624

				118,846

Consumer Services — 8.5%
Adtalem Global Education, Inc.^(a)*		70		2,944
Aramark		197		8,420
BJ’s Restaurants, Inc.		32		1,165
Boyd Gaming Corp.†		295		10,340
Brinker International, Inc.†		147		5,709
Carnival Corp. (Panama)		289		19,181
Choice Hotels International, Inc.		11		854
Churchill Downs, Inc.†		43		10,006
Cracker Barrel Old Country Store, Inc.†		16		2,542
Denny’s Corp.†*		68		900
DineEquity, Inc.†^(a)		134		6,798
Graham Holdings Co., Class B†		9		5,025
Hilton Worldwide Holdings, Inc.†		192		15,333
Jack in the Box, Inc.†		5		491
Marriott International, Inc., Class A†		44		5,972


	Number of Shares		Value
COMMON STOCKS — (Continued)
Consumer Services — (Continued)
McDonald’s Corp.†		135	$	23,236
Restaurant Brands International, Inc. (Canada)		37		2,275
Royal Caribbean Cruises Ltd. (Liberia)†		189		22,544
Six Flags Entertainment Corp.^(a)		24		1,598
Sonic Corp.†		167		4,589
Starbucks Corp.		14		804
Stars Group, Inc. (The) (Canada)*		10		233
Weight Watchers International, Inc.†* .		3		133
Wyndham Worldwide Corp.†		154		17,844
Yum! Brands, Inc.†		365		29,788

				198,724

Energy — 4.2%
Archrock, Inc.†		89		934
CVR Energy, Inc.^(a)		139		5,176
Diamond Offshore Drilling, Inc.^(a)*		202		3,755
Dril-Quip, Inc.^(a)*		102		4,865
Exterran Corp.*		43		1,352
Exxon Mobil Corp.		63		5,269
Frank’s International NV (Netherlands)		54		359
HollyFrontier Corp.†^(a)		248		12,703
Imperial Oil Ltd. (Canada)^(a)		68		2,121
Marathon Petroleum Corp.†		88		5,806
McDermott International, Inc. (Panama)†*		466		3,066
National Oilwell Varco, Inc.^(a)		11		396
Oceaneering International, Inc.†		31		655
ONEOK, Inc.†		24		1,283
Par Pacific Holdings, Inc.*		3		58
REX American Resources Corp.*		33		2,732
Rowan Cos. PLC, Class A (United Kingdom)†*		23		360
RPC, Inc.^(a)		68		1,736
Schlumberger Ltd. (Curacao)		95		6,402
Ship Finance International Ltd. (Bermuda)†		354		5,487
Superior Energy Services, Inc.*		89		857
TechnipFMC PLC (United Kingdom)†		332		10,395
TransCanada Corp. (Canada)†		206		10,020
Transocean Ltd. (Switzerland)†*		694		7,412
Valero Energy Corp.†		57		5,239


	Number of Shares		Value
COMMON STOCKS — (Continued)
Energy — (Continued)
Williams Cos., Inc. (The)		30	$	915

				99,353

Food & Staples Retailing — 7.2%
CVS Health Corp.†		687		49,808
Ingles Markets, Inc., Class A†		29		1,003
Kroger Co. (The)†		1,136		31,183
SUPERVALU, Inc.^(a)*		2		43
Sysco Corp.†		375		22,774
United Natural Foods, Inc.^(a)*		17		838
Walgreens Boots Alliance, Inc.†		433		31,444
Wal-Mart Stores, Inc.†		313		30,909
Weis Markets, Inc.		1		41

				168,043

Food, Beverage & Tobacco — 19.2%
Altria Group, Inc.†		582		41,561
Brown-Forman Corp., Class B†		160		10,987
Campbell Soup Co.†		291		14,000
Coca-Cola Co. (The)†		1,334		61,204
Conagra Brands, Inc.†		390		14,691
Constellation Brands, Inc., Class A†		64		14,628
Dean Foods Co.†		181		2,092
Dr Pepper Snapple Group, Inc.†		191		18,538
Flowers Foods, Inc.^(a)		232		4,480
General Mills, Inc.†		448		26,562
Hershey Co. (The)†		124		14,075
Hormel Foods Corp.†		444		16,157
Hostess Brands, Inc.^(a)*		24		355
Ingredion, Inc.†		46		6,431
JM Smucker Co. (The)†		117		14,536
John B Sanfilippo & Son, Inc.^(a)		6		380
Kellogg Co.†^(a)		312		21,210
Kraft Heinz Co. (The)†		340		26,438
Molson Coors Brewing Co., Class B†		187		15,347
Mondelez International, Inc., Class A†		187		8,004
Monster Beverage Corp.†*		118		7,468
PepsiCo, Inc.†		286		34,297
Philip Morris International, Inc.†		257		27,152
Sanderson Farms, Inc.†^(a)		90		12,490
Tyson Foods, Inc., Class A†		440		35,671

				448,754

Health Care Equipment & Services — 15.5%
Abbott Laboratories†		545		31,103


	Number of Shares		Value
COMMON STOCKS — (Continued)
Health Care Equipment & Services — (Continued)
Allscripts Healthcare Solutions, Inc.^(a)*		41	$	597
Amedisys, Inc.*		39		2,056
AmerisourceBergen Corp.†		211		19,374
AMN Healthcare Services, Inc.†*		81		3,989
Analogic Corp.		30		2,512
Baxter International, Inc.†		41		2,650
Becton Dickinson and Co.†		38		8,151
Boston Scientific Corp.†*		393		9,742
Brookdale Senior Living, Inc.*		83		805
Cardinal Health, Inc.†		233		14,276
Cerner Corp.†*		117		7,885
Chemed Corp.†		25		6,076
Cooper Cos., Inc. (The)†		53		11,548
Cotiviti Holdings, Inc.†*		160		5,154
Danaher Corp.†		163		15,130
DaVita, Inc.†*		111		8,020
Edwards Lifesciences Corp.†*		38		4,283
Envision Healthcare Corp.*		103		3,560
Express Scripts Holding Co.†*		485		36,200
Globus Medical, Inc., Class A†^(a)*		215		8,836
Haemonetics Corp.*		13		755
Halyard Health, Inc.†*		47		2,170
HealthSouth Corp.*		1		49
Hill-Rom Holdings, Inc.†		57		4,805
ICU Medical, Inc.†*		27		5,832
IDEXX Laboratories, Inc.*		3		469
Integer Holdings Corp.†*		119		5,391
Integra LifeSciences Holdings Corp.*		60		2,872
Intuitive Surgical, Inc.*		11		4,014
Kindred Healthcare, Inc.†		50		485
Laboratory Corp. of America Holdings†*		95		15,153
LifePoint Health, Inc.*		83		4,133
McKesson Corp.†		40		6,238
MEDNAX, Inc.*		53		2,832
Medtronic PLC (Ireland)†		208		16,796
Meridian Bioscience, Inc.†^(a)		104		1,456
Patterson Cos., Inc.^(a)		83		2,999
Quality Systems, Inc.†*		151		2,051
Quest Diagnostics, Inc.†		192		18,910
STERIS PLC (United Kingdom)†		28		2,449
Teleflex, Inc.		12		2,986
Tenet Healthcare Corp.^(a)*		265		4,017


	Number of Shares		Value
COMMON STOCKS — (Continued)
Health Care Equipment & Services — (Continued)
Tivity Health, Inc.^(a)*		97	$	3,545
Universal Health Services, Inc., Class B†		78		8,841
Varian Medical Systems, Inc.†*		104		11,560
Zimmer Biomet Holdings, Inc.†		237		28,599

				361,354

Household & Personal Products — 5.0%
Avon Products, Inc.*		840		1,806
Central Garden & Pet Co., Class A†*		32		1,207
Clorox Co. (The)†		126		18,741
Colgate-Palmolive Co.†		357		26,936
Edgewell Personal Care Co.^(a)*		97		5,761
Energizer Holdings, Inc.^(a)		9		432
Estee Lauder Cos., Inc. (The), Class A†		33		4,199
Kimberly-Clark Corp.†		275		33,182
Procter & Gamble Co. (The)†		249		22,878
Spectrum Brands Holdings, Inc.		7		787

				115,929

Materials — 5.9%
Ashland Global Holdings, Inc.†		30		2,136
Avery Dennison Corp.		13		1,493
Ball Corp.		18		681
Boise Cascade Co.^(a)		32		1,277
Chase Corp.		13		1,566
Chemours Co. (The)†		173		8,660
Clearwater Paper Corp.†*		27		1,226
Crown Holdings, Inc.†*		117		6,581
Domtar Corp.†		167		8,270
FMC Corp.		41		3,881
Greif, Inc., Class A†		24		1,454
Ingevity Corp.†*		39		2,748
Innophos Holdings, Inc.†		39		1,822
Kraton Corp.*		3		145
Louisiana-Pacific Corp.†*		157		4,123
LyondellBasell Industries NV, Class A (Netherlands)†		113		12,466
Methanex Corp. (Canada)†		97		5,873
Monsanto Co.		59		6,890
Neenah Paper, Inc.†		28		2,538
Packaging Corp. of America†		94		11,332
PolyOne Corp.		119		5,176
PPG Industries, Inc.†		85		9,930
Scotts Miracle-Gro Co. (The)†		70		7,489


	Number of Shares		Value
COMMON STOCKS — (Continued)
Materials — (Continued)
Sealed Air Corp.†		156	$	7,691
Tronox Ltd., Class A (Australia)		272		5,579
Verso Corp., Class A*		1		18
Westlake Chemical Corp.†		137		14,595
WR Grace & Co.		38		2,665

				138,305

Media — 11.3%
AMC Networks, Inc., Class A†*		9		487
CBS Corp., Class B, non-voting shares†		149		8,791
Comcast Corp., Class A†		479		19,184
Discovery Communications, Inc.,
Class A†^(a)*		970		21,709
DISH Network Corp., Class A†*		305		14,564
Gannett Co., Inc.		171		1,982
Interpublic Group of Cos., Inc. (The)†		613		12,358
Live Nation Entertainment, Inc.*		18		766
MSG Networks, Inc., Class A†*		286		5,792
News Corp., Class A†		524		8,494
Nexstar Media Group, Inc., Class A^(a)		46		3,597
Omnicom Group, Inc.†		318		23,160
Scripps Networks Interactive, Inc., Class A†		111		9,477
Shaw Communications, Inc., Class B (Canada)		82		1,872
Time Warner, Inc.†		668		61,102
Tribune Media Co., Class A		24		1,019
Twenty-First Century Fox, Inc., Class A†		1,109		38,294
Viacom, Inc., Class B†		509		15,682
Walt Disney Co. (The)†		155		16,664

				264,994

Pharmaceuticals, Biotechnology & Life Sciences —10.4%
AbbVie, Inc.†		184		17,795
Acorda Therapeutics, Inc.^(a)*		11		236
Agilent Technologies, Inc.†		158		10,581
Akorn, Inc.*		11		355
Amgen, Inc.†		83		14,434
Biogen, Inc.†*		27		8,601
Bioverativ, Inc.†*		34		1,833
Bristol-Myers Squibb Co.†		182		11,153
Celgene Corp.†*		139		14,506
Charles River Laboratories International, Inc.*		12		1,313


	Number of Shares		Value
COMMON STOCKS — (Continued)
Pharmaceuticals, Biotechnology & Life Sciences — (Continued)
Eagle Pharmaceuticals, Inc.†*		20	$	1,068
Eli Lilly & Co.†		238		20,101
Emergent BioSolutions, Inc.*		13		604
Exact Sciences Corp.†*		97		5,096
Exelixis, Inc.†*		183		5,563
Gilead Sciences, Inc.†		394		28,226
Innoviva, Inc.*		102		1,447
Ionis Pharmaceuticals, Inc.†*		44		2,213
Johnson & Johnson†		186		25,988
Ligand Pharmaceuticals, Inc.†^(a)*		22		3,012
Merck & Co., Inc.†		598		33,649
Mettler-Toledo International, Inc.*		1		620
Mylan NV (Netherlands)*		102		4,316
Myriad Genetics, Inc.†*		27		927
PerkinElmer, Inc.†		103		7,531
Pfizer, Inc.†		154		5,578
PRA Health Sciences, Inc.†*		41		3,734
Prestige Brands Holdings, Inc.†*		8		355
Supernus Pharmaceuticals, Inc.^(a)*		26		1,036
Vertex Pharmaceuticals, Inc.†*		2		300
Waters Corp.†*		53		10,239

				242,410

Retailing — 17.2%
Abercrombie & Fitch Co., Class A		72		1,255
Advance Auto Parts, Inc.†		172		17,147
Amazon.com, Inc.†*		24		28,067
Asbury Automotive Group, Inc.†*		58		3,712
AutoNation, Inc.†*		34		1,745
AutoZone, Inc.†*		32		22,764
Bed Bath & Beyond, Inc.†^(a)		268		5,893
Best Buy Co., Inc.†		101		6,915
CarMax, Inc.†*		56		3,591
Chico’s FAS, Inc.		464		4,092
Dollar General Corp.†		9		837
Dollar Tree, Inc.†*		50		5,366
DSW, Inc., Class A		173		3,704
Expedia, Inc.†		88		10,540
Foot Locker, Inc.†		156		7,313
Gap, Inc. (The)†		190		6,471
Genuine Parts Co.†		121		11,496
Home Depot, Inc. (The)†		141		26,724
HSN, Inc.†		58		2,340
Kohl’s Corp.†		202		10,954


	Number of Shares		Value
COMMON STOCKS — (Continued)
Retailing — (Continued)
LKQ Corp.†*		37	$	1,505
Lowe’s Cos., Inc.†		275		25,559
Murphy USA, Inc.*		32		2,572
Netflix, Inc.*		11		2,112
Nordstrom, Inc.		52		2,464
Nutrisystem, Inc.†^(a)		182		9,573
Office Depot, Inc.		78		276
O’Reilly Automotive, Inc.†*		83		19,965
PetMed Express, Inc.^(a)		81		3,686
Pool Corp.		4		519
Priceline Group, Inc. (The)†*		22		38,230
RH^(a)*		34		2,931
Ross Stores, Inc.†		312		25,038
Sally Beauty Holdings, Inc.^(a)*		264		4,953
Signet Jewelers Ltd. (Bermuda)†^(a)		103		5,825
Tailored Brands, Inc.		154		3,362
Target Corp.†		419		27,340
TJX Cos., Inc. (The)†		439		33,566
Tractor Supply Co.†		161		12,035
Urban Outfitters, Inc.*		8		280

				402,717

Semiconductors & Semiconductor Equipment — 7.2%
Analog Devices, Inc.†		273		24,305
Applied Materials, Inc.†		67		3,425
Axcelis Technologies, Inc.*		12		344
Broadcom Ltd. (Singapore)		13		3,340
Cohu, Inc.		14		307
First Solar, Inc.†*		125		8,440
Intel Corp.†		326		15,048
KLA-Tencor Corp.†		192		20,173
Lam Research Corp.†		84		15,462
Marvell Technology Group Ltd. (Bermuda)†		263		5,647
Maxim Integrated Products, Inc.†		53		2,771
Microchip Technology, Inc.†^(a)		38		3,339
Micron Technology, Inc.†*		406		16,695
MKS Instruments, Inc.†		54		5,103
ON Semiconductor Corp.†*		556		11,643
QUALCOMM, Inc.†		131		8,387
Skyworks Solutions, Inc.†		97		9,210
Teradyne, Inc.†		252		10,551
Texas Instruments, Inc.†		30		3,133
Xcerra Corp.*		62		607


	Number of Shares		Value
COMMON STOCKS — (Continued)
Semiconductors & Semiconductor Equipment — (Continued)
Xilinx, Inc.†		19	$	1,281

				169,211

Software & Services — 16.1%
Accenture PLC, Class A (Ireland)†		103		15,768
ACI Worldwide, Inc.*		18		408
Adobe Systems, Inc.†*		55		9,638
Alarm.com Holdings, Inc.*		49		1,850
Alphabet, Inc., Class A†*		44		46,350
Amdocs, Ltd. (Guernsey)		42		2,750
ANSYS, Inc.†*		50		7,380
Appfolio, Inc., Class A*		6		249
Aspen Technology, Inc.†*		86		5,693
Blucora, Inc.*		172		3,801
Broadridge Financial Solutions, Inc.		7		634
CA, Inc.†		444		14,776
CACI International, Inc., Class A*		28		3,706
Cadence Design Systems, Inc.*		186		7,779
Cars.com, Inc.†^(a)*		164		4,730
CDK Global, Inc.†		118		8,411
CGI Group, Inc., Class A (Canada)†*		45		2,445
Citrix Systems, Inc.†*		23		2,024
CommerceHub, Inc., Class A†*		30		660
Conduent, Inc.*		120		1,939
Convergys Corp.†^(a)		138		3,243
CoStar Group, Inc.*		8		2,376
CSG Systems International, Inc.†		22		964
CSRA, Inc.†		111		3,321
eBay, Inc.†*		371		14,002
Electronic Arts, Inc.†*		29		3,047
Etsy, Inc.*		113		2,311
Euronet Worldwide, Inc.*		34		2,865
Facebook, Inc., Class A†*		204		35,998
Fair Isaac Corp.†		26		3,983
Fidelity National Information Services, Inc.†		21		1,976
Fiserv, Inc.†*		35		4,590
Fortinet, Inc.*		19		830
IAC/InterActiveCorp.†*		33		4,035
International Business Machines Corp.†		58		8,898
j2 Global, Inc.†^(a)		86		6,453
Leidos Holdings, Inc.		70		4,520
LogMeIn, Inc.		18		2,061
Manhattan Associates, Inc.†^(a)*		73		3,616


	Number of Shares		Value
COMMON STOCKS — (Continued)
Software & Services — (Continued)
ManTech International Corp., Class A		1	$	50
MAXIMUS, Inc.†		39		2,792
Microsoft Corp.†		60		5,132
NIC, Inc.†^(a)		207		3,436
Nuance Communications, Inc.†*		53		867
Open Text Corp. (Canada)^(a)		97		3,460
Oracle Corp.†		636		30,070
Paychex, Inc.†		116		7,897
Progress Software Corp.†		118		5,023
Qualys, Inc.*		12		712
Red Hat, Inc.*		55		6,606
SS&C Technologies Holdings, Inc.†		173		7,003
Stamps.com, Inc.†*		43		8,084
Sykes Enterprises, Inc.*		1		31
Symantec Corp.†		346		9,709
Synopsys, Inc.†*		71		6,052
Total System Services, Inc.†		124		9,807
Trade Desk, Inc. (The), Class A†*		83		3,796
Travelport Worldwide Ltd. (Bermuda)†		247		3,228
Tyler Technologies, Inc.*		4		708
VeriSign, Inc.†^(a)*		52		5,951
Visa, Inc., Class A†		9		1,026
Web.com Group, Inc.*		73		1,591
Western Union Co. (The)†		224		4,258

				377,369

Technology Hardware & Equipment — 9.8%
Anixter International, Inc.*		22		1,672
Apple, Inc.†		40		6,769
Arista Networks, Inc.*		11		2,591
AVX Corp.†		105		1,816
Badger Meter, Inc.^(a)		22		1,052
Benchmark Electronics, Inc.†*		35		1,018
Ciena Corp.*		179		3,746
Cisco Systems, Inc.†		563		21,563
Coherent, Inc.†*		10		2,822
Dolby Laboratories, Inc., Class A		16		992
EchoStar Corp., Class A*		7		419
Electro Scientific Industries, Inc.*		183		3,922
Extreme Networks, Inc.*		75		939
F5 Networks, Inc.†*		81		10,629
FLIR Systems, Inc.†		90		4,196
Harris Corp.†		157		22,239
Hewlett Packard Enterprise Co.†		1,014		14,561


	Number of Shares		Value
COMMON STOCKS — (Continued)
Technology Hardware & Equipment — (Continued)
HP, Inc.†		1,724	$	36,221
InterDigital, Inc.†		40		3,046
IPG Photonics Corp.*		22		4,711
Itron, Inc.*		5		341
Jabil, Inc.†		152		3,990
Juniper Networks, Inc.†		489		13,937
Keysight Technologies, Inc.*		26		1,082
Mitel Networks Corp. (Canada)*		121		996
Motorola Solutions, Inc.†		53		4,788
National Instruments Corp.		41		1,707
NetApp, Inc.†		55		3,043
NETGEAR, Inc.*		20		1,175
OSI Systems, Inc.^(a)*		9		579
Plantronics, Inc.†		60		3,023
ScanSource, Inc.†*		53		1,897
Seagate Technology PLC (Ireland)†		31		1,297
Ubiquiti Networks, Inc.^(a)*		21		1,491
VeriFone Systems, Inc.*		98		1,736
Vishay Intertechnology, Inc.†		362		7,512
Western Digital Corp.†		265		21,075
Xerox Corp.†		343		9,998
Zebra Technologies Corp., Class A†*		35		3,633

				228,224

Telecommunication Services — 4.1%
AT&T, Inc.†		694		26,983
BCE, Inc. (Canada)		12		576
CenturyLink, Inc.†		924		15,412
Cogent Communications Holdings, Inc.		21		951
Frontier Communications Corp.†		293		1,981
Rogers Communications, Inc., Class B (Canada)		69		3,514
Sprint Corp.*		337		1,985
United States Cellular Corp.†*		21		790
Verizon Communications, Inc.†		813		43,032
Vonage Holdings Corp.*		178		1,810

				97,034

Transportation — 3.7%
Alaska Air Group, Inc.†		151		11,100
Canadian National Railway Co. (Canada)†		176		14,520
Canadian Pacific Railway Ltd. (Canada)†		39		7,128
Delta Air Lines, Inc.†		100		5,600


	Number of Shares			Value
COMMON STOCKS — (Continued)
Transportation — (Continued)
Expeditors International of Washington, Inc.†		62		$	4,011
Hawaiian Holdings, Inc.†		169			6,735
Heartland Express, Inc.†		2			47
JB Hunt Transport Services, Inc.†		17			1,955
Kansas City Southern†		28			2,946
Landstar System, Inc.		46			4,789
Matson, Inc.		2			60
Norfolk Southern Corp.		9			1,304
Union Pacific Corp.†		93			12,471
Werner Enterprises, Inc.^(a)		43			1,662
XPO Logistics, Inc.†^(a)*		128			11,724

					86,052

TOTAL COMMON STOCKS (Cost $3,781,678)					4,148,392

TOTAL LONG POSITIONS - 177.4% (Cost $3,781,678)					4,148,392


SHORT POSITIONS — (76.4)%
COMMON STOCKS — (76.4)%
Automobiles & Components — (2.3)%
Adient PLC (Ireland)		(123	)		(9,680	)
American Axle & Manufacturing
Holdings, Inc.*		(242	)		(4,121	)
Cooper Tire & Rubber Co.		(47	)		(1,661	)
Ford Motor Co.		(708	)		(8,843	)
Fox Factory Holding Corp.*		(30	)		(1,165	)
Gentherm, Inc.*		(71	)		(2,254	)
Goodyear Tire & Rubber Co. (The)		(225	)		(7,270	)
LCI Industries		(41	)		(5,330	)
Modine Manufacturing Co.*		(14	)		(283	)
Tenneco, Inc.		(25	)		(1,463	)
Tesla, Inc.*		(39	)		(12,143	)

					(54,213	)

Capital Goods — (8.8)%
AAON, Inc.		(28	)		(1,028	)
AAR Corp.		(130	)		(5,108	)
Actuant Corp., Class A		(76	)		(1,923	)
Advanced Drainage Systems, Inc.		(107	)		(2,552	)
Aegion Corp.*		(78	)		(1,984	)
Albany International Corp., Class A		(10	)		(614	)
American Railcar Industries, Inc.		(1	)		(42	)
AO Smith Corp.		(46	)		(2,819	)


	Number of Shares			Value
COMMON STOCKS — (Continued)
Capital Goods — (Continued)
Apogee Enterprises, Inc.		(101	)		$ (4,619	)
Astronics Corp.*		(43	)		(1,783	)
Axon Enterprise, Inc.*		(347	)		(9,195	)
CAI International, Inc.*		(43	)		(1,218	)
Chart Industries, Inc.*		(15	)		(703	)
Chicago Bridge & Iron Co. NV (Netherlands)		(249	)		(4,019	)
CIRCOR International, Inc.		(27	)		(1,314	)
Colfax Corp.*		(212	)		(8,399	)
Cubic Corp.		(67	)		(3,950	)
Donaldson Co., Inc.		(11	)		(538	)
Douglas Dynamics, Inc.		(53	)		(2,003	)
Dycom Industries, Inc.*		(22	)		(2,451	)
EnerSys		(39	)		(2,716	)
EnPro Industries, Inc.		(17	)		(1,590	)
Esterline Technologies Corp.*		(39	)		(2,913	)
Federal Signal Corp.		(37	)		(743	)
Fluor Corp.		(39	)		(2,014	)
Franklin Electric Co., Inc.		(79	)		(3,626	)
General Cable Corp.		(301	)		(8,910	)
Granite Construction, Inc.		(68	)		(4,313	)
Griffon Corp.		(9	)		(183	)
Herc Holdings, Inc.*		(49	)		(3,068	)
Hexcel Corp.		(83	)		(5,134	)
Hyster-Yale Materials Handling, Inc.		(9	)		(766	)
JELD-WEN Holding, Inc.*		(31	)		(1,220	)
John Bean Technologies Corp.		(27	)		(2,992	)
Kaman Corp.		(14	)		(824	)
Kennametal, Inc.		(156	)		(7,552	)
KLX, Inc.*		(5	)		(341	)
Kratos Defense & Security Solutions, Inc.*		(591	)		(6,259	)
Lincoln Electric Holdings, Inc.		(50	)		(4,579	)
Manitowoc Co., Inc. (The)*		(170	)		(6,688	)
Masonite International Corp. (Canada)*		(55	)		(4,078	)
MasTec, Inc.*		(77	)		(3,769	)
Mercury Systems, Inc.*		(63	)		(3,235	)
Milacron Holdings Corp.*		(178	)		(3,407	)
MRC Global, Inc.*		(426	)		(7,208	)
National Presto Industries, Inc.		(2	)		(199	)
Nordson Corp.		(12	)		(1,757	)
NOW, Inc.*		(831	)		(9,166	)
NV5 Global, Inc.*		(1	)		(54	)


	Number of Shares			Value
COMMON STOCKS — (Continued)
Capital Goods — (Continued)
Park-Ohio Holdings Corp.		(7	)	$	(322	)
Patrick Industries, Inc.*		(30	)		(2,083	)
Proto Labs, Inc.*		(22	)		(2,266	)
Raven Industries, Inc.		(36	)		(1,237	)
REV Group, Inc.		(50	)		(1,626	)
Roper Technologies, Inc.		(5	)		(1,295	)
SPX Corp.*		(92	)		(2,888	)
Sunrun, Inc.*		(649	)		(3,829	)
Teledyne Technologies, Inc.*		(24	)		(4,348	)
Tennant Co.		(31	)		(2,252	)
Thermon Group Holdings, Inc.*		(54	)		(1,278	)
Timken Co. (The)		(161	)		(7,913	)
Titan International, Inc.		(104	)		(1,340	)
Triumph Group, Inc.		(113	)		(3,074	)
Tutor Perini Corp.*		(50	)		(1,267	)
United Rentals, Inc.*		(60	)		(10,315	)
Univar, Inc.*		(1	)		(31	)
USG Corp.*		(2	)		(77	)
Wabash National Corp.		(64	)		(1,389	)
Wesco Aircraft Holdings, Inc.*		(131	)		(969	)

					(205,365	)

Commercial & Professional Services — (2.1)%
ABM Industries, Inc.		(61	)		(2,301	)
ACCO Brands Corp.*		(78	)		(952	)
Advanced Disposal Services, Inc.*		(116	)		(2,777	)
Clean Harbors, Inc.*		(8	)		(434	)
Covanta Holding Corp.		(657	)		(11,103	)
Healthcare Services Group, Inc.		(83	)		(4,376	)
HNI Corp.		(99	)		(3,818	)
IHS Markit Ltd. (Bermuda)*		(14	)		(632	)
Kelly Services, Inc., Class A		(7	)		(191	)
Korn/Ferry International		(13	)		(538	)
MSA Safety, Inc.		(24	)		(1,860	)
Multi-Color Corp.		(33	)		(2,470	)
Ritchie Bros Auctioneers, Inc. (Canada)		(118	)		(3,532	)
RR Donnelley & Sons Co.		(252	)		(2,344	)
Steelcase, Inc., Class A		(172	)		(2,614	)
TrueBlue, Inc.*		(70	)		(1,925	)
US Ecology, Inc.		(54	)		(2,754	)
WageWorks, Inc.*		(57	)		(3,534	)

					(48,155	)

Consumer Durables & Apparel — (3.2)%
American Outdoor Brands Corp.*		(617	)		(7,922	)


	Number of Shares			Value
COMMON STOCKS — (Continued)
Consumer Durables & Apparel — (Continued)
Brunswick Corp.		(12	)	$	(663	)
Canada Goose Holdings, Inc. (Canada)*		(202	)		(6,375	)
Columbia Sportswear Co.		(34	)		(2,444	)
Deckers Outdoor Corp.*		(136	)		(10,914	)
G-III Apparel Group Ltd.*		(280	)		(10,329	)
Hasbro, Inc.		(53	)		(4,817	)
Helen Of Troy Ltd. (Bermuda)*		(14	)		(1,349	)
Installed Building Products, Inc.*		(20	)		(1,519	)
Lululemon Athletica, Inc.*		(24	)		(1,886	)
Mattel, Inc.		(763	)		(11,735	)
Mohawk Industries, Inc.*		(26	)		(7,173	)
Movado Group, Inc.		(13	)		(419	)
Newell Brands, Inc.		(44	)		(1,360	)
Skechers U.S.A., Inc., Class A*		(24	)		(908	)
Steven Madden Ltd.*		(7	)		(327	)
Under Armour, Inc., Class C*		(345	)		(4,595	)

					(74,735	)

Consumer Services — (4.4)%
Belmond Ltd., Class A (Bermuda)*		(67	)		(821	)
Bright Horizons Family Solutions, Inc.*		(27	)		(2,538	)
Buffalo Wild Wings, Inc.*		(33	)		(5,160	)
Chegg, Inc.*		(421	)		(6,871	)
Chipotle Mexican Grill, Inc.*		(7	)		(2,023	)
Darden Restaurants, Inc.		(80	)		(7,682	)
Dave & Buster’s Entertainment, Inc.* .		(169	)		(9,324	)
Fiesta Restaurant Group, Inc.*		(57	)		(1,083	)
Houghton Mifflin Harcourt Co.*		(155	)		(1,441	)
ILG, Inc.		(114	)		(3,247	)
International Game Technology PLC (United Kingdom)		(94	)		(2,492	)
International Speedway Corp., Class A		(17	)		(677	)
La Quinta Holdings, Inc.*		(224	)		(4,135	)
Laureate Education, Inc., Class A*		(55	)		(746	)
Marcus Corp. (The)		(51	)		(1,395	)
MGM Resorts International		(105	)		(3,506	)
Norwegian Cruise Line Holdings Ltd. (Bermuda)*		(61	)		(3,248	)
Planet Fitness, Inc., Class A*		(29	)		(1,004	)
Red Robin Gourmet Burgers, Inc.*		(1	)		(56	)
Ruth’s Hospitality Group, Inc.		(3	)		(65	)
SeaWorld Entertainment, Inc.*		(25	)		(339	)


	Number of Shares			Value
COMMON STOCKS — (Continued)
Consumer Services — (Continued)
Service Corp. International		(166	)	$	(6,195	)
Shake Shack, Inc., Class A*		(313	)		(13,522	)
Texas Roadhouse, Inc.		(92	)		(4,847	)
Wendy’s Co. (The)		(735	)		(12,069	)
Wingstop, Inc.		(191	)		(7,445	)

					(101,931	)

Energy — (4.3)%
Cenovus Energy, Inc. (Canada)		(174	)		(1,589	)
Cheniere Energy, Inc.*		(136	)		(7,322	)
Delek US Holdings, Inc.		(323	)		(11,286	)
Ensco PLC, Class A (United Kingdom)		(446	)		(2,636	)
Forum Energy Technologies, Inc.*		(93	)		(1,446	)
Green Plains, Inc.		(387	)		(6,521	)
Helix Energy Solutions Group, Inc.*		(914	)		(6,892	)
Helmerich & Payne, Inc.		(37	)		(2,392	)
Keane Group, Inc.*		(234	)		(4,448	)
Mammoth Energy Services, Inc.*		(3	)		(59	)
Newpark Resources, Inc.*		(133	)		(1,144	)
Occidental Petroleum Corp.		(132	)		(9,723	)
Oil States International, Inc.*		(31	)		(877	)
Patterson-UTI Energy, Inc.		(360	)		(8,284	)
ProPetro Holding Corp.*		(175	)		(3,528	)
Select Energy Services, Inc., Class A*		(1	)		(18	)
SemGroup Corp., Class A		(346	)		(10,449	)
Solaris Oilfield Infrastructure, Inc., Class A*		(21	)		(450	)
Targa Resources Corp.		(193	)		(9,345	)
Unit Corp.*		(165	)		(3,630	)
US Silica Holdings, Inc.		(17	)		(554	)
Weatherford International PLC (Ireland)*		(1,511	)		(6,301	)
World Fuel Services Corp.		(40	)		(1,126	)

					(100,020	)

Food & Staples Retailing — (0.8)%
Casey’s General Stores, Inc.		(25	)		(2,798	)
Costco Wholesale Corp.		(21	)		(3,909	)
Performance Food Group Co.*		(21	)		(695	)
PriceSmart, Inc.		(8	)		(689	)
Rite Aid Corp.*		(4,393	)		(8,654	)
Smart & Final Stores, Inc.*		(203	)		(1,736	)

					(18,481	)


	Number of Shares			Value
COMMON STOCKS — (Continued)
Food, Beverage & Tobacco — (3.4)%
B&G Foods, Inc.		(272	)	$	(9,561	)
Blue Buffalo Pet Products, Inc.*		(246	)		(8,066	)
Bunge Ltd. (Bermuda)		(99	)		(6,641	)
Calavo Growers, Inc.		(29	)		(2,448	)
Coca-Cola Bottling Co. Consolidated		(28	)		(6,027	)
Cott Corp. (Canada)		(68	)		(1,133	)
Darling Ingredients, Inc.*		(336	)		(6,092	)
Farmer Brothers Co.*		(42	)		(1,350	)
Hain Celestial Group, Inc. (The)*		(286	)		(12,124	)
J&J Snack Foods Corp.		(11	)		(1,670	)
McCormick & Co., Inc., non-voting shares		(34	)		(3,465	)
MGP Ingredients, Inc.		(50	)		(3,844	)
Post Holdings, Inc.*		(71	)		(5,625	)
Snyder’s-Lance, Inc.		(140	)		(7,011	)
SunOpta, Inc. (Canada)*		(38	)		(294	)
Tootsie Roll Industries, Inc.		(33	)		(1,201	)
Universal Corp.		(50	)		(2,625	)
Vector Group Ltd.		(44	)		(985	)

					(80,162	)

Health Care Equipment & Services — (5.7)%
Acadia Healthcare Co., Inc.*		(328	)		(10,703	)
Align Technology, Inc.*		(9	)		(2,000	)
Almost Family, Inc.*		(8	)		(443	)
athenahealth, Inc.*		(18	)		(2,395	)
AtriCure, Inc.*		(10	)		(182	)
BioTelemetry, Inc.*		(180	)		(5,382	)
Cardiovascular Systems, Inc.*		(33	)		(782	)
CryoLife, Inc.*		(2	)		(38	)
DENTSPLY SIRONA, Inc.		(47	)		(3,094	)
DexCom, Inc.*		(110	)		(6,313	)
Diplomat Pharmacy, Inc.*		(138	)		(2,770	)
Ensign Group, Inc. (The)		(115	)		(2,553	)
Evolent Health, Inc., Class A*		(707	)		(8,696	)
Glaukos Corp.*		(93	)		(2,385	)
HCA Healthcare, Inc.*		(79	)		(6,939	)
Henry Schein, Inc.*		(143	)		(9,993	)
Inovalon Holdings, Inc., Class A*		(37	)		(555	)
Insulet Corp.*		(30	)		(2,070	)
Invacare Corp.		(96	)		(1,618	)
iRhythm Technologies, Inc.*		(16	)		(897	)
K2M Group Holdings, Inc.*		(193	)		(3,474	)
Merit Medical Systems, Inc.*		(63	)		(2,722	)
Natus Medical, Inc.*		(149	)		(5,692	)


	Number of Shares			Value
COMMON STOCKS — (Continued)
Health Care Equipment & Services — (Continued)
Nevro Corp.*		(120	)	$	(8,285	)
Novocure Ltd. (Jersey)*		(123	)		(2,485	)
NuVasive, Inc.*		(7	)		(409	)
NxStage Medical, Inc.*		(335	)		(8,117	)
Omnicell, Inc.*		(53	)		(2,570	)
Owens & Minor, Inc.		(79	)		(1,492	)
Penumbra, Inc.*		(64	)		(6,022	)
Quidel Corp.*		(108	)		(4,682	)
Select Medical Holdings Corp.*		(95	)		(1,677	)
STAAR Surgical Co.*		(3	)		(46	)
Surgery Partners, Inc.*		(6	)		(73	)
Teladoc, Inc.*		(230	)		(8,015	)
Varex Imaging Corp.*		(29	)		(1,165	)
ViewRay, Inc.*		(18	)		(167	)
Vocera Communications, Inc.*		(9	)		(272	)
West Pharmaceutical Services, Inc.		(26	)		(2,565	)
Wright Medical Group NV (Netherlands)*		(158	)		(3,508	)

					(133,246	)

Household & Personal Products — (0.7)%
Church & Dwight Co., Inc.		(163	)		(8,178	)
Coty, Inc., Class A		(200	)		(3,978	)
WD-40 Co.		(31	)		(3,658	)

					(15,814	)

Materials — (5.9)%
A Schulman, Inc.		(7	)		(261	)
Agrium, Inc. (Canada)		(78	)		(8,970	)
Albemarle Corp.		(56	)		(7,162	)
American Vanguard Corp.		(26	)		(511	)
AptarGroup, Inc.		(7	)		(604	)
Balchem Corp.		(54	)		(4,352	)
Bemis Co., Inc.		(39	)		(1,864	)
Calgon Carbon Corp.		(414	)		(8,818	)
CF Industries Holdings, Inc.		(111	)		(4,722	)
Deltic Timber Corp.		(9	)		(824	)
DowDuPont, Inc.		(117	)		(8,333	)
Ferro Corp.*		(226	)		(5,331	)
GCP Applied Technologies, Inc.*		(33	)		(1,053	)
Graphic Packaging Holding Co.		(143	)		(2,209	)
HB Fuller Co.		(79	)		(4,256	)
Huntsman Corp.		(192	)		(6,392	)
International Paper Co.		(248	)		(14,369	)
Intrepid Potash, Inc.*		(3	)		(14	)
KMG Chemicals, Inc.		(10	)		(661	)


	Number of Shares			Value
COMMON STOCKS — (Continued)
Materials — (Continued)
Mosaic Co. (The)		(469	)	$	(12,035	)
NewMarket Corp.		(18	)		(7,153	)
Owens-Illinois, Inc.*		(60	)		(1,330	)
PH Glatfelter Co.		(99	)		(2,123	)
Silgan Holdings, Inc.		(139	)		(4,085	)
Sonoco Products Co.		(59	)		(3,135	)
Summit Materials, Inc., Class A*		(35	)		(1,100	)
Tredegar Corp.		(33	)		(634	)
Trinseo SA (Luxembourg)		(155	)		(11,253	)
US Concrete, Inc.*		(95	)		(7,947	)
Venator Materials PLC (United Kingdom)*		(195	)		(4,313	)
WestRock Co.		(44	)		(2,781	)

					(138,595	)

Media — (2.9)%
Altice Usa, Inc., Class A*		(144	)		(3,057	)
AMC Entertainment Holdings, Inc., Class A		(244	)		(3,684	)
Charter Communications, Inc., Class A*		(25	)		(8,399	)
Cinemark Holdings, Inc.		(53	)		(1,845	)
EW Scripps Co. (The), Class A*		(155	)		(2,423	)
Gray Television, Inc.*		(162	)		(2,713	)
John Wiley & Sons, Inc., Class A		(65	)		(4,274	)
Madison Square Garden Co. (The), Class A*		(20	)		(4,217	)
Meredith Corp.		(60	)		(3,963	)
New York Times Co. (The), Class A		(199	)		(3,681	)
Regal Entertainment Group, Class A		(632	)		(14,542	)
Scholastic Corp.		(27	)		(1,083	)
Sinclair Broadcast Group, Inc., Class A		(308	)		(11,658	)
Time, Inc.		(103	)		(1,900	)
World Wrestling Entertainment, Inc., Class A		(39	)		(1,193	)

					(68,632	)

Pharmaceuticals, Biotechnology & Life Sciences — (4.1)%
Aclaris Therapeutics, Inc.*		(74	)		(1,825	)
Aduro Biotech, Inc.*		(64	)		(480	)
Aerie Pharmaceuticals, Inc.*		(51	)		(3,047	)
Alder Biopharmaceuticals, Inc.*		(156	)		(1,786	)
Bio-Rad Laboratories, Inc., Class A*		(42	)		(10,024	)
Bruker Corp.		(157	)		(5,388	)
Cambrex Corp.*		(32	)		(1,536	)


	Number of Shares			Value
COMMON STOCKS — (Continued)
Pharmaceuticals, Biotechnology & Life Sciences — (Continued)
Coherus Biosciences, Inc.*		(91	)	$	(801	)
Dermira, Inc.*		(143	)		(3,977	)
Epizyme, Inc.*		(46	)		(577	)
Five Prime Therapeutics, Inc.*		(50	)		(1,096	)
Flexion Therapeutics, Inc.*		(19	)		(476	)
Heron Therapeutics, Inc.*		(240	)		(4,344	)
Illumina, Inc.*		(11	)		(2,403	)
Intra-Cellular Therapies, Inc.*		(17	)		(246	)
La Jolla Pharmaceutical Co.*		(66	)		(2,124	)
Luminex Corp.		(62	)		(1,221	)
MacroGenics, Inc.*		(22	)		(418	)
Medicines Co. (The)*		(86	)		(2,351	)
Momenta Pharmaceuticals, Inc.*		(128	)		(1,786	)
NeoGenomics, Inc.*		(111	)		(983	)
Pacira Pharmaceuticals, Inc.*		(58	)		(2,648	)
Paratek Pharmaceuticals, Inc.*		(111	)		(1,987	)
QIAGEN NV (Netherlands)		(323	)		(9,990	)
Radius Health, Inc.*		(126	)		(4,003	)
Reata Pharmaceuticals, Inc., Class A*		(2	)		(57	)
Revance Therapeutics, Inc.*		(16	)		(572	)
Syneos Health, Inc.*		(254	)		(11,074	)
TG Therapeutics, Inc.*		(103	)		(845	)
TherapeuticsMD, Inc.*		(491	)		(2,966	)
Theravance Biopharma, Inc. (Cayman Islands)*		(114	)		(3,179	)
Thermo Fisher Scientific, Inc.		(42	)		(7,975	)
Ultragenyx Pharmaceutical, Inc.*		(74	)		(3,432	)
Zogenix, Inc.*		(36	)		(1,442	)

					(97,059	)

Retailing — (5.3)%
1-800-Flowers.com, Inc., Class A*		(30	)		(321	)
American Eagle Outfitters, Inc.		(157	)		(2,952	)
At Home Group, Inc.*		(3	)		(91	)
Barnes & Noble, Inc.		(53	)		(355	)
Big Lots, Inc.		(46	)		(2,583	)
Burlington Stores, Inc.*		(67	)		(8,243	)
Caleres, Inc.		(66	)		(2,210	)
Camping World Holdings, Inc., Class A		(83	)		(3,713	)
Children’s Place, Inc. (The)		(18	)		(2,616	)
Core-Mark Holding Co., Inc.		(6	)		(189	)
Dick’s Sporting Goods, Inc.		(386	)		(11,094	)


	Number of Shares			Value
COMMON STOCKS — (Continued)
Retailing — (Continued)
Express, Inc.*		(866	)	$	(8,790	)
Finish Line, Inc. (The), Class A		(22	)		(320	)
Five Below, Inc.*		(127	)		(8,423	)
Floor & Decor Holdings, Inc., Class A*		(148	)		(7,205	)
GameStop Corp., Class A		(80	)		(1,436	)
Genesco, Inc.*		(49	)		(1,592	)
Group 1 Automotive, Inc.		(7	)		(497	)
Guess?, Inc.		(569	)		(9,605	)
L Brands, Inc.		(221	)		(13,309	)
Lands’ End, Inc.*		(4	)		(78	)
Lithia Motors, Inc., Class A		(50	)		(5,679	)
Lumber Liquidators Holdings, Inc.*		(46	)		(1,444	)
Macy’s, Inc.		(277	)		(6,978	)
Ollie’s Bargain Outlet Holdings, Inc.*		(162	)		(8,626	)
Party City Holdco, Inc.*		(166	)		(2,316	)
Penske Automotive Group, Inc.		(75	)		(3,589	)
Shutterfly, Inc.*		(78	)		(3,880	)
Sleep Number Corp.*		(19	)		(714	)
Sonic Automotive, Inc., Class A		(77	)		(1,421	)
Tile Shop Holdings, Inc.		(91	)		(874	)
Williams-Sonoma, Inc.		(66	)		(3,412	)

					(124,555	)

Semiconductors & Semiconductor Equipment — (4.1)%
Advanced Micro Devices, Inc.*		(1,162	)		(11,945	)
Ambarella, Inc. (Cayman Islands)*		(170	)		(9,987	)
Amkor Technology, Inc.*		(315	)		(3,166	)
Cavium, Inc.*		(102	)		(8,551	)
Cree, Inc.*		(188	)		(6,982	)
Diodes, Inc.*		(30	)		(860	)
FormFactor, Inc.*		(159	)		(2,488	)
Ichor Holdings Ltd. (Cayman Islands)*		(120	)		(2,952	)
Impinj, Inc.*		(56	)		(1,262	)
Inphi Corp.*		(353	)		(12,920	)
Integrated Device Technology, Inc.*		(71	)		(2,111	)
IXYS Corp.*		(18	)		(431	)
Lattice Semiconductor Corp.*		(172	)		(994	)
MACOM Technology Solutions Holdings, Inc.*		(156	)		(5,076	)
MaxLinear, Inc.*		(204	)		(5,390	)
Monolithic Power Systems, Inc.		(10	)		(1,124	)
Nanometrics, Inc.*		(38	)		(947	)
Photronics, Inc.*		(152	)		(1,296	)


	Number of Shares			Value
COMMON STOCKS — (Continued)
Semiconductors & Semiconductor Equipment — (Continued)
Power Integrations, Inc.		(40	)	$	(2,942	)
Rudolph Technologies, Inc.*		(1	)		(24	)
Semtech Corp.*		(42	)		(1,436	)
Synaptics, Inc.*		(194	)		(7,748	)
Veeco Instruments, Inc.*		(208	)		(3,089	)
Xperi Corp.		(95	)		(2,318	)

					(96,039	)

Software & Services — (9.8)%
8x8, Inc.*		(251	)		(3,539	)
A10 Networks, Inc.*		(97	)		(749	)
Acxiom Corp.*		(227	)		(6,256	)
Alliance Data Systems Corp.		(15	)		(3,802	)
Autodesk, Inc.*		(15	)		(1,572	)
Automatic Data Processing, Inc.		(113	)		(13,242	)
Benefitfocus, Inc.*		(51	)		(1,377	)
Black Knight, Inc.*		(20	)		(883	)
Blackhawk Network Holdings, Inc.*		(286	)		(10,196	)
Blackline, Inc.*		(31	)		(1,017	)
Booz Allen Hamilton Holding Corp.		(28	)		(1,068	)
Box, Inc., Class A*		(148	)		(3,126	)
BroadSoft, Inc.*		(164	)		(9,004	)
Callidus Software, Inc.*		(117	)		(3,352	)
Carbonite, Inc.*		(98	)		(2,460	)
Cardtronics PLC, Class A (United Kingdom)*		(50	)		(926	)
Cloudera, Inc.*		(384	)		(6,344	)
Cornerstone OnDemand, Inc.*		(154	)		(5,441	)
Coupa Software, Inc.*		(85	)		(2,654	)
DXC Technology Co.		(35	)		(3,321	)
Ellie Mae, Inc.*		(59	)		(5,275	)
Everbridge, Inc.*		(20	)		(594	)
FireEye, Inc.*		(865	)		(12,283	)
FleetCor Technologies, Inc.*		(26	)		(5,003	)
Gartner, Inc.*		(34	)		(4,187	)
Globant SA (Luxembourg)*		(24	)		(1,115	)
Gogo, Inc.*		(591	)		(6,666	)
Hortonworks, Inc.*		(135	)		(2,715	)
HubSpot, Inc.*		(33	)		(2,917	)
Imperva, Inc.*		(80	)		(3,176	)
Instructure, Inc.*		(22	)		(728	)
MuleSoft, Inc., Class A*		(284	)		(6,606	)
Nutanix, Inc., Class A*		(62	)		(2,187	)
Okta, Inc.*		(174	)		(4,456	)
Pandora Media, Inc.*		(1,388	)		(6,690	)


	Number of Shares			Value
COMMON STOCKS — (Continued)
Software & Services — (Continued)
Paylocity Holding Corp.*		(30	)	$	(1,415	)
PayPal Holdings, Inc.*		(29	)		(2,135	)
Proofpoint, Inc.*		(9	)		(799	)
PROS Holdings, Inc.*		(94	)		(2,486	)
Rapid7, Inc.*		(109	)		(2,034	)
Science Applications International Corp.		(94	)		(7,198	)
SecureWorks Corp., Class A*		(37	)		(328	)
Silver Spring Networks, Inc.*		(281	)		(4,563	)
Snap, Inc., Class A*		(734	)		(10,724	)
Splunk, Inc.*		(18	)		(1,491	)
Tableau Software, Inc., Class A*		(34	)		(2,353	)
Take-Two Interactive Software, Inc.*		(41	)		(4,501	)
Teradata Corp.*		(217	)		(8,346	)
TrueCar, Inc.*		(304	)		(3,405	)
Twilio, Inc., Class A*		(394	)		(9,298	)
Ultimate Software Group, Inc. (The)*		(15	)		(3,273	)
Vantiv, Inc., Class A*		(28	)		(2,059	)
Verint Systems, Inc.*		(15	)		(628	)
Virtusa Corp.*		(90	)		(3,967	)
Workday, Inc., Class A*		(20	)		(2,035	)
Workiva, Inc.*		(56	)		(1,198	)
Zendesk, Inc.*		(311	)		(10,524	)

					(229,687	)

Technology Hardware & Equipment — (4.8)%
Belden, Inc.		(59	)		(4,553	)
BlackBerry Ltd. (Canada)*		(109	)		(1,218	)
Celestica, Inc. (Canada)*		(10	)		(105	)
Corning, Inc.		(26	)		(832	)
Cray, Inc.*		(35	)		(847	)
CTS Corp.		(22	)		(566	)
Diebold Nixdorf, Inc.		(145	)		(2,371	)
Electronics For Imaging, Inc.*		(32	)		(945	)
FARO Technologies, Inc.*		(1	)		(47	)
Finisar Corp.*		(568	)		(11,559	)
Fitbit, Inc., Class A*		(1,959	)		(11,186	)
II-VI, Inc.*		(243	)		(11,409	)
Infinera Corp.*		(1,028	)		(6,507	)
Insight Enterprises, Inc.*		(29	)		(1,110	)
Knowles Corp.*		(349	)		(5,116	)
Lumentum Holdings, Inc.*		(254	)		(12,421	)
Mesa Laboratories, Inc.		(11	)		(1,367	)
Methode Electronics, Inc.		(47	)		(1,885	)
NetScout Systems, Inc.*		(66	)		(2,010	)


	Number of Shares			Value
COMMON STOCKS — (Continued)
Technology Hardware & Equipment — (Continued)
Oclaro, Inc.*		(112	)	$	(755	)
Palo Alto Networks, Inc.*		(58	)		(8,406	)
Plexus Corp.*		(15	)		(911	)
Pure Storage, Inc., Class A*		(166	)		(2,633	)
Sierra Wireless, Inc. (Canada)*		(130	)		(2,658	)
Stratasys Ltd. (Israel)*		(44	)		(878	)
Super Micro Computer, Inc.*		(191	)		(3,997	)
SYNNEX Corp.		(10	)		(1,359	)
Tech Data Corp.*		(36	)		(3,527	)
ViaSat, Inc.*		(146	)		(10,928	)

					(112,106	)

Telecommunication Services — (0.9)%
ATN International, Inc.		(36	)		(1,989	)
Boingo Wireless, Inc.*		(15	)		(337	)
Cincinnati Bell, Inc.*		(211	)		(4,399	)
Consolidated Communications Holdings, Inc.		(113	)		(1,377	)
General Communication, Inc., Class A*		(45	)		(1,756	)
Iridium Communications, Inc.*		(460	)		(5,428	)
ORBCOMM, Inc.*		(81	)		(825	)
Shenandoah Telecommunications Co.		(83	)		(2,805	)
Straight Path Communications, Inc., Class B*		(10	)		(1,818	)
TELUS Corp. (Canada)		(11	)		(417	)

					(21,151	)

Transportation — (2.9)%
Air Transport Services Group, Inc.*		(110	)		(2,545	)
Allegiant Travel Co.		(18	)		(2,785	)
ArcBest Corp.		(53	)		(1,895	)


	Number of Shares			Value
COMMON STOCKS — (Continued)
Transportation — (Continued)
Atlas Air Worldwide Holdings, Inc.*		(74	)	$	(4,340	)
CSX Corp.		(80	)		(4,401	)
FedEx Corp.		(1	)		(250	)
Genesee & Wyoming, Inc., Class A*		(201	)		(15,825	)
Hub Group, Inc., Class A*		(118	)		(5,652	)
Knight-Swift Transportation Holdings, Inc.		(254	)		(11,105	)
Ryder System, Inc.		(39	)		(3,283	)
Schneider National, Inc., Class B		(10	)		(286	)
SkyWest, Inc.		(63	)		(3,345	)
Southwest Airlines Co.		(62	)		(4,058	)
Spirit Airlines, Inc.*		(123	)		(5,517	)
United Continental Holdings, Inc.*		(30	)		(2,022	)

					(67,309	)

TOTAL COMMON STOCK (Proceeds $1,743,804)					(1,787,255	)

TOTAL SECURITES SOLD SHORT - (76.4)%					(1,787,255	)

(Proceeds $1,743,804)

LIABILITIES IN EXCESS OF OTHER ASSETS - (1.0)%					(22,251	)

NET ASSETS - 100.0%				$	2,338,886

†	Security position is either entirely or partially held in a segregated account as collateral for securities sold short.

^(a)	All or a portion of the security is on loan. At December 31, 2017, the market value of securities on loan was $119,069.

*	Non-income producing.

PLC Public Limited Company


	Number of Shares		Value
LONG POSITIONS — 180.3%
COMMON STOCKS — 175.6%
Automobiles & Components — 2.8%
Aptiv PLC (Jersey)		420	$	35,629
BorgWarner, Inc.†		1		51
General Motors Co.†		4,723		193,596
Harley-Davidson, Inc.^(a)		564		28,696

				257,972

Capital Goods — 13.7%
Acuity Brands, Inc.		141		24,816
AMETEK, Inc.		57		4,131
Arconic, Inc.†		21		572
Boeing Co. (The)†		931		274,561
Caterpillar, Inc.†		1,357		213,836
Cummins, Inc.†		554		97,859
Fortune Brands Home & Security, Inc.		508		34,768
Honeywell International, Inc.†		1,003		153,820
Ingersoll-Rand PLC (Ireland)		837		74,652
Jacobs Engineering Group, Inc.†		403		26,582
Johnson Controls International PLC (Ireland)		1,692		64,482
L3 Technologies, Inc.		261		51,639
Masco Corp.		1,044		45,873
Northrop Grumman Corp.†		112		34,374
Pentair PLC (Ireland)		609		43,008
Rockwell Collins, Inc.†		545		73,913
TransDigm Group, Inc.^(a)		3		824
United Technologies Corp.		26		3,317
WW Grainger, Inc.†^(a)		191		45,124

				1,268,151

Commercial & Professional Services — 1.9%
Cintas Corp.		1		156
Nielsen Holdings PLC (United Kingdom)		1,193		43,425
Republic Services, Inc.†		298		20,148
Robert Half International, Inc.†		420		23,327
Waste Management, Inc.†		990		85,437

				172,493

Consumer Durables & Apparel — 1.9%
Garmin Ltd. (Switzerland)†		464		27,640
Hanesbrands, Inc.^(a)		1,221		25,531
Michael Kors Holdings Ltd. (British Virgin Islands)*		541		34,056
PVH Corp.†		182		24,972
Ralph Lauren Corp.†^(a)		273		28,307


	Number of Shares		Value
COMMON STOCKS — (Continued)
Consumer Durables & Apparel — (Continued)
Whirlpool Corp.		234	$	39,462

				179,968

Consumer Services — 6.1%
Carnival Corp. (Panama)		1,794		119,068
Hilton Worldwide Holdings, Inc.†		1,074		85,770
Marriott International, Inc., Class A†		1,070		145,231
McDonald’s Corp.†		711		122,377
Royal Caribbean Cruises Ltd. (Liberia)		391		46,638
Wyndham Worldwide Corp.†		339		39,280
Yum! Brands, Inc.		15		1,227

				559,591

Diversified Financials — 4.5%
BlackRock, Inc.		126		64,727
Cboe Global Markets, Inc.		54		6,728
CME Group, Inc.†		2		292
Franklin Resources, Inc.		1,859		80,550
Invesco Ltd. (Bermuda)		1,363		49,804
Moody’s Corp.†		605		89,304
Nasdaq, Inc.†		558		42,871
T Rowe Price Group, Inc.†		811		85,098

				419,374

Energy — 7.8%
Apache Corp.		952		40,193
ConocoPhillips†		4,006		219,889
Marathon Petroleum Corp.†		1,636		107,943
Phillips 66†		1,698		171,753
TechnipFMC PLC (United Kingdom)		1,565		49,000
Valero Energy Corp.†		1,468		134,924

				723,702

Food & Staples Retailing — 10.5%
CVS Health Corp.†		3,443		249,618
Kroger Co. (The)†		2,997		82,268
Sysco Corp.†		1,643		99,779
Walgreens Boots Alliance, Inc.†		3,429		249,014
Wal-Mart Stores, Inc.†		2,905		286,869

				967,548

Food, Beverage & Tobacco — 15.5%
Altria Group, Inc.†		4,093		292,281
Campbell Soup Co.†^(a)		713		34,302
Coca-Cola Co. (The)†		7,160		328,501
Conagra Brands, Inc.†		1,412		53,190
Dr Pepper Snapple Group, Inc.†		605		58,721


	Number of Shares		Value
COMMON STOCKS — (Continued)
Food, Beverage & Tobacco — (Continued)
General Mills, Inc.		1,088	$	64,508
Hormel Foods Corp.		1,010		36,754
Kellogg Co.^(a)		1,069		72,671
Kraft Heinz Co. (The)		158		12,286
Molson Coors Brewing Co., Class B†		721		59,172
PepsiCo, Inc.†		1,244		149,180
Philip Morris International, Inc.†		1,644		173,689
Tyson Foods, Inc., Class A†		1,231		99,797

				1,435,052

Health Care Equipment & Services — 16.6%
Abbott Laboratories†		3,215		183,480
Aetna, Inc.†		1,093		197,166
AmerisourceBergen Corp.†		733		67,304
Anthem, Inc.†		862		193,959
Baxter International, Inc.†		490		31,674
Centene Corp.†*		578		58,309
Cigna Corp.†		825		167,549
DaVita, Inc.*		66		4,768
Envision Healthcare Corp.*		404		13,962
Express Scripts Holding Co.†*		2,007		149,802
Humana, Inc.†		485		120,314
Laboratory Corp. of America Holdings†*		347		55,350
McKesson Corp.†		207		32,282
Quest Diagnostics, Inc.†		455		44,813
UnitedHealth Group, Inc.†		684		150,795
Universal Health Services, Inc., Class B		310		35,138
Varian Medical Systems, Inc.*		222		24,675
Zimmer Biomet Holdings, Inc.		9		1,086

				1,532,426

Household & Personal Products — 3.4%
Clorox Co. (The)†		431		64,107
Colgate-Palmolive Co.†		887		66,924
Estee Lauder Cos., Inc. (The), Class A†		295		37,536
Kimberly-Clark Corp.†		1,170		141,172

				309,739

Insurance — 3.9%
Allstate Corp. (The)†		125		13,089
Aon PLC (United Kingdom)		840		112,560
Marsh & McLennan Cos., Inc.†		1,712		139,340


	Number of Shares		Value
COMMON STOCKS — (Continued)
Insurance — (Continued)
Progressive Corp. (The)†		1,641	$	92,421

				357,410

Materials — 7.3%
Air Products & Chemicals, Inc.†		708		116,169
Ball Corp.		1,173		44,398
Eastman Chemical Co.		481		44,560
Freeport-McMoRan, Inc.*		4,851		91,975
LyondellBasell Industries NV, Class A (Netherlands)†		1,322		145,843
Newmont Mining Corp.†		1,786		67,011
Packaging Corp. of America		316		38,094
PPG Industries, Inc.†		859		100,348
Sealed Air Corp.		605		29,826

				678,224

Media — 7.4%
Discovery Communications, Inc., Class A†^(a)*		1,913		42,813
Interpublic Group of Cos., Inc. (The)		1,301		26,228
News Corp., Class A†		1,424		23,083
Omnicom Group, Inc.†		772		56,225
Scripps Networks Interactive, Inc., Class A†		435		37,140
Time Warner, Inc.†		2,609		238,645
Twenty-First Century Fox, Inc., Class A†		6,207		214,328
Viacom, Inc., Class B†		1,349		41,563

				680,025

Pharmaceuticals, Biotechnology & Life Sciences — 20.9%
AbbVie, Inc.†		2,695		260,633
Amgen, Inc.†		1,035		179,986
Biogen, Inc.†*		520		165,656
Bristol-Myers Squibb Co.†		980		60,054
Celgene Corp.†*		2,194		228,966
Eli Lilly & Co.†		2,074		175,170
Gilead Sciences, Inc.†		4,332		310,344
Johnson & Johnson†		1,920		268,262
Merck & Co., Inc.†		5,028		282,926

				1,931,997

Real Estate — 5.9%
Alexandria Real Estate Equities, Inc., REIT		315		41,136
AvalonBay Communities, Inc., REIT†		462		82,425
Digital Realty Trust, Inc., REIT†		2		228


	Number of Shares		Value
COMMON STOCKS — (Continued)
Real Estate — (Continued)
Essex Property Trust, Inc., REIT†		203	$	48,998
Extra Space Storage, Inc., REIT†		284		24,836
Federal Realty Investment Trust, REIT		72		9,562
Kimco Realty Corp., REIT		1,425		25,864
Mid-America Apartment Communities, Inc., REIT†		380		38,213
Public Storage, REIT†		162		33,858
Realty Income Corp., REIT†		943		53,770
Regency Centers Corp., REIT		569		39,363
Simon Property Group, Inc., REIT		20		3,435
UDR, Inc., REIT†		740		28,505
Ventas, Inc., REIT†		435		26,104
Weyerhaeuser Co., REIT†		2,523		88,961

				545,258

Retailing — 14.1%
Advance Auto Parts, Inc.		248		24,723
Amazon.com, Inc.*		3		3,508
AutoZone, Inc.†*		92		65,446
Best Buy Co., Inc.†		214		14,653
Dollar Tree, Inc.*		74		7,941
Foot Locker, Inc.		420		19,690
Genuine Parts Co.		491		46,650
Home Depot, Inc. (The)†		1,359		257,571
Kohl’s Corp.^(a)		563		30,531
Lowe’s Cos., Inc.†		2,741		254,749
Nordstrom, Inc.		22		1,042
O’Reilly Automotive, Inc.†*		288		69,276
Priceline Group, Inc. (The)†*		169		293,678
Ross Stores, Inc.†		1,243		99,751
Signet Jewelers Ltd. (Bermuda)^(a)		203		11,480
Target Corp.†		835		54,484
TJX Cos., Inc. (The)		179		13,686
Tractor Supply Co.		422		31,544

				1,300,403

Semiconductors & Semiconductor Equipment — 8.5%
Analog Devices, Inc.†		1,234		109,863
Applied Materials, Inc.†		2,374		121,359
Intel Corp.†		3,982		183,809
KLA-Tencor Corp.†		525		55,162
Lam Research Corp.†		597		109,890
Micron Technology, Inc.†*		4,333		178,173
Skyworks Solutions, Inc.		233		22,123

				780,379


	Number of Shares		Value
COMMON STOCKS — (Continued)
Software & Services — 3.0%
Accenture PLC, Class A (Ireland)†		520	$	79,607
CA, Inc.†		1,384		46,060
eBay, Inc.†*		2		75
Oracle Corp.†		2,307		109,075
Paychex, Inc.†		336		22,875
Visa, Inc., Class A		145		16,533

				274,225

Technology Hardware & Equipment — 10.1%
Apple, Inc.†		2,002		338,798
Cisco Systems, Inc.†		5,241		200,730
F5 Networks, Inc.†*		209		27,425
Harris Corp.		399		56,518
Hewlett Packard Enterprise Co.†		3,017		43,324
HP, Inc.†		5,515		115,870
Juniper Networks, Inc.†		1,264		36,024
Motorola Solutions, Inc.†		117		10,570
Western Digital Corp.†		989		78,655
Xerox Corp.		876		25,535

				933,449

Telecommunication Services — 4.8%
AT&T, Inc.†		1,763		68,545
CenturyLink, Inc.		1,842		30,725
Verizon Communications, Inc.†		6,582		348,385

				447,655

Transportation — 2.2%
Alaska Air Group, Inc.†		413		30,360
Delta Air Lines, Inc.†		1,984		111,104
Expeditors International of Washington, Inc.†		61		3,946
Southwest Airlines Co.†		70		4,582
Union Pacific Corp.†		372		49,885

				199,877

Utilities — 2.8%
Duke Energy Corp.†		2,125		178,734
FirstEnergy Corp.		1,490		45,624
NRG Energy, Inc.†		377		10,737
Pinnacle West Capital Corp.		35		2,981
SCANA Corp.		479		19,055

				257,131

TOTAL COMMON STOCKS (Cost $14,448,609)				16,212,049


	Number of Shares			Value
EXCHANGE TRADED FUNDS — 4.7%
SPDR S&P 500 ETF Trust		1,646		$	439,252

TOTAL EXCHANGE TRADED FUNDS (Cost $439,352)					439,252

TOTAL LONG POSITIONS - 180.3%					16,651,301

(Cost $14,887,961)

SHORT POSITIONS — (81.1)%
COMMON STOCKS — (81.1)%
Automobiles & Components — (1.0)%
Ford Motor Co.		(6,147	)		(76,776	)
Goodyear Tire & Rubber Co. (The)		(381	)		(12,310	)

					(89,086	)

Banks — (7.4)%
Bank of America Corp.		(4,552	)		(134,375	)
BB&T Corp.		(1,221	)		(60,708	)
Citigroup, Inc.		(1,183	)		(88,027	)
Citizens Financial Group, Inc.		(774	)		(32,493	)
Comerica, Inc.		(270	)		(23,439	)
Fifth Third Bancorp		(1,092	)		(33,131	)
Huntington Bancshares, Inc.		(199	)		(2,897	)
JPMorgan Chase & Co.		(275	)		(29,408	)
KeyCorp.		(18	)		(363	)
M&T Bank Corp.		(235	)		(40,183	)
PNC Financial Services Group, Inc. (The)		(52	)		(7,503	)
Regions Financial Corp.		(1,803	)		(31,156	)
SunTrust Banks, Inc.		(737	)		(47,603	)
US Bancorp		(332	)		(17,789	)
Wells Fargo & Co.		(1,963	)		(119,095	)
Zions Bancorporation		(310	)		(15,757	)

					(683,927	)

Capital Goods — (3.6)%
AO Smith Corp.		(267	)		(16,362	)
Dover Corp.		(9	)		(909	)
Emerson Electric Co.		(1	)		(70	)
Fastenal Co.		(2	)		(109	)
Flowserve Corp.		(202	)		(8,510	)
Fluor Corp.		(216	)		(11,156	)
Fortive Corp.		(538	)		(38,924	)
General Dynamics Corp.		(462	)		(93,994	)
Illinois Tool Works, Inc.		(348	)		(58,064	)
Quanta Services, Inc.*		(240	)		(9,386	)
Raytheon Co.		(59	)		(11,083	)
Rockwell Automation, Inc.		(199	)		(39,074	)


	Number of Shares			Value
COMMON STOCKS — (Continued)
Capital Goods — (Continued)
Textron, Inc.		(317	)	$	(17,939	)
United Rentals, Inc.*		(130	)		(22,348	)

					(327,928	)

Commercial & Professional Services — (0.4)%
Equifax, Inc.		(72	)		(8,490	)
IHS Markit Ltd. (Bermuda)*		(393	)		(17,744	)
Verisk Analytics, Inc.*		(148	)		(14,208	)

					(40,442	)

Consumer Durables & Apparel — (2.5)%
Hasbro, Inc.		(192	)		(17,451	)
Leggett & Platt, Inc.		(205	)		(9,785	)
Mattel, Inc.		(531	)		(8,167	)
Mohawk Industries, Inc.*		(115	)		(31,728	)
Newell Brands, Inc.		(759	)		(23,453	)
NIKE, Inc., Class B		(1,102	)		(68,930	)
Tapestry, Inc.		(439	)		(19,417	)
Under Armour, Inc., Class C*		(683	)		(9,098	)
VF Corp.		(611	)		(45,214	)

					(233,243	)

Consumer Services — (2.3)%
Chipotle Mexican Grill, Inc.*		(44	)		(12,717	)
Darden Restaurants, Inc.		(9	)		(864	)
MGM Resorts International		(875	)		(29,216	)
Norwegian Cruise Line Holdings Ltd. (Bermuda)*		(353	)		(18,797	)
Starbucks Corp.		(2,095	)		(120,316	)
Wynn Resorts Ltd.		(160	)		(26,974	)

					(208,884	)

Diversified Financials — (4.2)%
Affiliated Managers Group, Inc.		(87	)		(17,857	)
Ameriprise Financial, Inc.		(230	)		(38,978	)
Bank of New York Mellon Corp. (The)		(313	)		(16,858	)
Berkshire Hathaway, Inc., Class B*		(293	)		(58,078	)
Capital One Financial Corp.		(156	)		(15,534	)
Charles Schwab Corp. (The)		(415	)		(21,319	)
Goldman Sachs Group, Inc. (The)		(160	)		(40,762	)
Intercontinental Exchange, Inc.		(907	)		(63,998	)
Leucadia National Corp.		(552	)		(14,622	)
Morgan Stanley		(1,004	)		(52,680	)
Raymond James Financial, Inc.		(53	)		(4,733	)
State Street Corp.		(8	)		(781	)
Synchrony Financial		(1,162	)		(44,865	)

					(391,065	)


	Number of Shares			Value
COMMON STOCKS — (Continued)
Energy — (5.7)%
Anadarko Petroleum Corp.		(855	)	$	(45,862	)
Andeavor		(241	)		(27,556	)
Chesapeake Energy Corp.*		(1,406	)		(5,568	)
Cimarex Energy Co.		(147	)		(17,935	)
Concho Resources, Inc.*		(230	)		(34,551	)
Devon Energy Corp.		(812	)		(33,617	)
EOG Resources, Inc.		(431	)		(46,509	)
EQT Corp.		(268	)		(15,255	)
Halliburton Co.		(932	)		(45,547	)
Helmerich & Payne, Inc.		(168	)		(10,860	)
Hess Corp.		(491	)		(23,308	)
Kinder Morgan, Inc.		(3,544	)		(64,040	)
Marathon Oil Corp.		(1,315	)		(22,263	)
National Oilwell Varco, Inc.		(589	)		(21,216	)
Newfield Exploration Co.*		(307	)		(9,680	)
Occidental Petroleum Corp.		(165	)		(12,154	)
Pioneer Natural Resources Co.		(263	)		(45,460	)
Range Resources Corp.		(383	)		(6,534	)
Williams Cos., Inc. (The)		(1,279	)		(38,997	)

					(526,912	)

Food & Staples Retailing — (0.2)%
Costco Wholesale Corp.		(88	)		(16,379	)

Food, Beverage & Tobacco — (2.1)%
Archer-Daniels-Midland Co.		(866	)		(34,709	)
Brown-Forman Corp., Class B		(219	)		(15,039	)
Constellation Brands, Inc., Class A		(303	)		(69,257	)
Hershey Co. (The)		(281	)		(31,896	)
JM Smucker Co. (The)		(15	)		(1,864	)
McCormick & Co., Inc., non-voting shares		(203	)		(20,688	)
Mondelez International, Inc., Class A		(493	)		(21,100	)

					(194,553	)

Health Care Equipment & Services — (6.0)%
Align Technology, Inc.*		(124	)		(27,552	)
Becton Dickinson and Co.		(410	)		(87,844	)
Boston Scientific Corp.*		(918	)		(22,757	)
Cerner Corp.*		(534	)		(35,986	)
DENTSPLY SIRONA, Inc.		(355	)		(23,370	)
HCA Healthcare, Inc.*		(553	)		(48,576	)
Henry Schein, Inc.*		(243	)		(16,981	)
IDEXX Laboratories, Inc.*		(136	)		(21,268	)
Intuitive Surgical, Inc.*		(123	)		(44,888	)
Medtronic PLC (Ireland)		(1,337	)		(107,963	)


	Number of Shares			Value
COMMON STOCKS — (Continued)
Health Care Equipment & Services — (Continued)
Patterson Cos., Inc.		(147	)	$	(5,311	)
ResMed, Inc.		(221	)		(18,716	)
Stryker Corp.		(579	)		(89,652	)

					(550,864	)

Household & Personal Products — (0.2)%
Coty, Inc., Class A		(1,159	)		(23,053	)

Insurance — (5.1)%
Aflac, Inc.		(610	)		(53,546	)
American International Group, Inc.		(1,392	)		(82,935	)
Assurant, Inc.		(84	)		(8,471	)
Chubb Ltd. (Switzerland)		(196	)		(28,641	)
Cincinnati Financial Corp.		(254	)		(19,042	)
Hartford Financial Services Group, Inc. (The)		(554	)		(31,179	)
Lincoln National Corp.		(340	)		(26,136	)
MetLife, Inc.		(1,632	)		(82,514	)
Prudential Financial, Inc.		(658	)		(75,657	)
Torchmark Corp.		(94	)		(8,527	)
Unum Group		(348	)		(19,102	)
Willis Towers Watson PLC (Ireland)		(205	)		(30,891	)

					(466,641	)

Materials — (4.1)%
Albemarle Corp.		(171	)		(21,869	)
CF Industries Holdings, Inc.		(361	)		(15,357	)
DowDuPont, Inc.		(2,048	)		(145,859	)
Ecolab, Inc.		(307	)		(41,193	)
FMC Corp.		(208	)		(19,689	)
International Paper Co.		(638	)		(36,966	)
Martin Marietta Materials, Inc.		(98	)		(21,662	)
Mosaic Co. (The)		(543	)		(13,933	)
Sherwin-Williams Co. (The)		(91	)		(37,314	)
Vulcan Materials Co.		(205	)		(26,316	)

					(380,158	)

Media — (1.7)%
Charter Communications, Inc., Class A*		(281	)		(94,405	)
DISH Network Corp., Class A*		(548	)		(26,167	)
Walt Disney Co. (The)		(332	)		(35,693	)

					(156,265	)

Pharmaceuticals, Biotechnology & Life Sciences — (4.9)%
Agilent Technologies, Inc.		(499	)		(33,418	)
Alexion Pharmaceuticals, Inc.*		(346	)		(41,378	)
Illumina, Inc.*		(225	)		(49,160	)


	Number of Shares			Value
COMMON STOCKS — (Continued)
Pharmaceuticals, Biotechnology & Life Sciences — (Continued)
Incyte Corp.*		(339	)	$	(32,107	)
IQVIA Holdings, Inc.*		(8	)		(783	)
Mettler-Toledo International, Inc.*		(40	)		(24,781	)
Mylan NV (Netherlands)*		(673	)		(28,475	)
PerkinElmer, Inc.		(171	)		(12,504	)
Perrigo Co. PLC (Ireland)		(218	)		(19,001	)
Pfizer, Inc.		(601	)		(21,768	)
Thermo Fisher Scientific, Inc.		(620	)		(117,726	)
Vertex Pharmaceuticals, Inc.*		(399	)		(59,794	)
Zoetis, Inc.		(204	)		(14,692	)

					(455,587	)

Real Estate — (3.4)%
American Tower Corp., REIT		(5	)		(713	)
CBRE Group, Inc., Class A*		(525	)		(22,738	)
Crown Castle International Corp., REIT		(628	)		(69,714	)
Equinix, Inc., REIT		(121	)		(54,840	)
HCP, Inc., REIT		(726	)		(18,934	)
Host Hotels & Resorts, Inc., REIT		(1,144	)		(22,708	)
Iron Mountain, Inc., REIT		(413	)		(15,582	)
Macerich Co. (The), REIT		(219	)		(14,384	)
Prologis, Inc., REIT		(824	)		(53,156	)
SBA Communications Corp., REIT*		(183	)		(29,895	)
SL Green Realty Corp., REIT		(151	)		(15,240	)
Vornado Realty Trust, REIT		(1	)		(78	)

					(317,982	)

Retailing — (3.0)%
CarMax, Inc.*		(281	)		(18,021	)
Gap, Inc. (The)		(603	)		(20,538	)
L Brands, Inc.		(436	)		(26,256	)
LKQ Corp.*		(478	)		(19,440	)
Macy’s, Inc.		(472	)		(11,890	)
Netflix, Inc.*		(669	)		(128,421	)
Tiffany & Co.		(193	)		(20,062	)
TripAdvisor, Inc.*		(215	)		(7,409	)
Ulta Beauty, Inc.*		(94	)		(21,024	)

					(273,061	)

Semiconductors & Semiconductor Equipment — (3.5)%
Advanced Micro Devices, Inc.*		(1,649	)		(16,952	)
Broadcom Ltd. (Singapore)		(220	)		(56,518	)
Microchip Technology, Inc.		(405	)		(35,591	)
NVIDIA Corp.		(796	)		(154,026	)


	Number of Shares			Value
COMMON STOCKS — (Continued)
Semiconductors & Semiconductor Equipment — (Continued)
Qorvo, Inc.*		(197	)	$	(13,120	)
QUALCOMM, Inc.		(388	)		(24,840	)
Xilinx, Inc.		(385	)		(25,957	)

					(327,004	)

Software & Services — (11.4)%
Activision Blizzard, Inc.		(1,170	)		(74,084	)
Adobe Systems, Inc.*		(314	)		(55,025	)
Akamai Technologies, Inc.*		(263	)		(17,106	)
Alliance Data Systems Corp.		(86	)		(21,799	)
ANSYS, Inc.*		(132	)		(19,482	)
Autodesk, Inc.*		(339	)		(35,537	)
Automatic Data Processing, Inc.		(687	)		(80,510	)
Cadence Design Systems, Inc.*		(437	)		(18,275	)
Citrix Systems, Inc.*		(234	)		(20,592	)
CSRA, Inc.		(254	)		(7,600	)
DXC Technology Co.		(441	)		(41,851	)
Facebook, Inc., Class A*		(330	)		(58,232	)
Fidelity National Information Services, Inc.		(516	)		(48,550	)
Fiserv, Inc.*		(324	)		(42,486	)
Gartner, Inc.*		(140	)		(17,241	)
Global Payments, Inc.		(3	)		(301	)
International Business Machines Corp.		(385	)		(59,067	)
Intuit, Inc.		(395	)		(62,323	)
Microsoft Corp.		(385	)		(32,933	)
PayPal Holdings, Inc.*		(1,859	)		(136,860	)
Red Hat, Inc.*		(274	)		(32,907	)
salesforce.com, Inc.*		(1,117	)		(114,191	)
Synopsys, Inc.*		(233	)		(19,861	)
VeriSign, Inc.*		(210	)		(24,032	)
Western Union Co. (The)		(711	)		(13,516	)

					(1,054,361	)

Technology Hardware & Equipment — (2.1)%
Amphenol Corp., Class A		(432	)		(37,930	)
Corning, Inc.		(1,351	)		(43,218	)
NetApp, Inc.		(414	)		(22,902	)
Seagate Technology PLC (Ireland)		(448	)		(18,744	)
TE Connectivity Ltd. (Switzerland)		(726	)		(68,999	)

					(191,793	)

Transportation — (2.9)%
CH Robinson Worldwide, Inc.		(96	)		(8,553	)
CSX Corp.		(731	)		(40,212	)


	Number of Shares			Value
COMMON STOCKS — (Continued)
Transportation — (Continued)
FedEx Corp.		(414	)	$	(103,310	)
JB Hunt Transport Services, Inc.		(170	)		(19,547	)
United Continental Holdings, Inc.*		(461	)		(31,071	)
United Parcel Service, Inc., Class B		(547	)		(65,175	)

					(267,868	)

Utilities — (3.4)%
Alliant Energy Corp.		(357	)		(15,212	)
American Electric Power Co., Inc.		(761	)		(55,987	)
American Water Works Co., Inc.		(168	)		(15,370	)
CMS Energy Corp.		(435	)		(20,576	)
Consolidated Edison, Inc.		(59	)		(5,012	)
Dominion Energy, Inc.		(283	)		(22,940	)
Edison International		(504	)		(31,873	)
Entergy Corp.		(277	)		(22,545	)
Eversource Energy		(54	)		(3,412	)
NextEra Energy, Inc.		(9	)		(1,406	)
NiSource, Inc.		(149	)		(3,825	)
PPL Corp.		(1,064	)		(32,931	)
Public Service Enterprise Group, Inc.		(781	)		(40,222	)
Sempra Energy		(68	)		(7,271	)
WEC Energy Group, Inc.		(488	)		(32,418	)

					(311,000	)

TOTAL COMMON STOCK (Proceeds $7,238,055)					(7,488,056	)

TOTAL SECURITES SOLD SHORT - (81.1)%					(7,488,056	)

(Proceeds $7,238,055)

OTHER ASSETS IN EXCESS OF LIABILITIES - 0.8%					69,423

NET ASSETS - 100.0%				$	9,232,668


	Number of Shares		Value
AFFILIATED EQUITY REGISTERED INVESTMENT COMPANIES^(a)— 99.4%
Gotham Absolute 500 Fund		353,308	$	4,313,896
Gotham Defensive Long 500 Fund		520,211		6,637,895
Gotham Enhanced 500 Fund		265,575		3,399,358
Gotham Index Plus Fund		315,188		4,563,917
Gotham Neutral Fund*		280,860		2,946,225

TOTAL AFFILIATED EQUITY REGISTERED INVESTMENT COMPANIES (Cost $18,670,765)				21,861,291

OTHER ASSETS IN EXCESS OF LIABILITIES - 0.6%				130,188

NET ASSETS - 100.0%			$	21,991,479

^(a)	All affiliated fund investments are in Institutional Class shares. The Schedule of Investments of the affiliated funds accompany this report.

*	Non-income producing.


	Number of Shares		Value
AFFILIATED EQUITY REGISTERED INVESTMENT COMPANIES^(a)— 100.3%
Gotham Defensive Long 500 Fund		18,865	$	240,718
Gotham Enhanced 500 Fund		14,398		184,290
Gotham Enhanced Return Fund		11,878		175,197
Gotham Enhanced S&P 500 Index
Fund		35,153		424,643
Gotham Index Plus Fund		12,893		186,689

TOTAL AFFILIATED EQUITY REGISTERED INVESTMENT COMPANIES (Cost $1,069,865)				1,211,537

LIABILITIES IN EXCESS OF OTHER ASSETS - (0.3)%				(3,049	)

NET ASSETS - 100.0%			$	1,208,488

^(a)	All affiliated fund investments are in Institutional Class shares. The Schedule of Investments of the affiliated funds accompany this report.


	Number of Shares		Value
LONG POSITIONS — 95.2%
COMMON STOCKS — 29.1%
Automobiles & Components — 0.8%
Dorman Products, Inc.†*		14	$	856
Fiat Chrysler Automobiles NV (Netherlands)†		172		3,069
General Motors Co.†		58		2,377
Lear Corp.†		71		12,543
Thor Industries, Inc.†		73		11,003
Visteon Corp.†*		43		5,381

				35,229

Capital Goods — 5.4%
Acuity Brands, Inc.†		8		1,408
AGCO Corp.†		9		643
Allegion PLC (Ireland)†		75		5,967
Allison Transmission Holdings, Inc.†		474		20,415
AMETEK, Inc.†		59		4,276
Beacon Roofing Supply, Inc.†*		175		11,158
BWX Technologies, Inc.†		174		10,525
Caterpillar, Inc.†		137		21,589
Cummins, Inc.†		55		9,715
Curtiss-Wright Corp.		2		244
Eaton Corp. PLC (Ireland)†		128		10,113
Generac Holdings, Inc.†*		206		10,201
Graco, Inc.		9		407
HD Supply Holdings, Inc.†*		415		16,613
Hillenbrand, Inc.		8		358
Huntington Ingalls Industries, Inc.†		49		11,549
Johnson Controls International PLC (Ireland)†		491		18,712
L3 Technologies, Inc.†		34		6,727
Masco Corp.†		303		13,314
Navistar International Corp.*		87		3,731
Orbital ATK, Inc.†		68		8,942
Oshkosh Corp.†		12		1,091
Rexnord Corp.†*		271		7,051
Rockwell Collins, Inc.†		37		5,018
TransDigm Group, Inc.†		43		11,809
Trex Co., Inc.†*		94		10,189
Woodward, Inc.†		20		1,531

				223,296

Commercial & Professional Services — 0.9%
Brink’s Co. (The)†		82		6,453
Deluxe Corp.†		107		8,222
ManpowerGroup, Inc.†		10		1,261
MSA Safety, Inc.		4		310


	Number of Shares		Value
COMMON STOCKS — (Continued)
Commercial & Professional Services — (Continued)
Nielsen Holdings PLC (United Kingdom)†		381	$	13,868
TransUnion*		32		1,759
TriNet Group, Inc.†*		127		5,631

				37,504

Consumer Durables & Apparel — 0.9%
Hanesbrands, Inc.†		352		7,360
Polaris Industries, Inc.†		86		10,663
Ralph Lauren Corp.†		147		15,242
Tupperware Brands Corp.†		70		4,389

				37,654

Consumer Services — 2.2%
Aramark†		92		3,932
Boyd Gaming Corp.		10		350
Carnival Corp. (Panama)		3		199
Choice Hotels International, Inc.†		10		776
Dunkin’ Brands Group, Inc.†		5		322
Graham Holdings Co., Class B†		7		3,908
Grand Canyon Education, Inc.†*		15		1,343
Hilton Worldwide Holdings, Inc.†		140		11,180
Las Vegas Sands Corp.†		71		4,934
Marriott International, Inc., Class A†		111		15,066
Restaurant Brands International, Inc. (Canada)†		96		5,902
Royal Caribbean Cruises Ltd. (Liberia)†		82		9,781
ServiceMaster Global Holdings, Inc.†*		94		4,819
Six Flags Entertainment Corp.†		95		6,324
Stars Group, Inc. (The) (Canada)†*		114		2,656
Weight Watchers International, Inc.†*		239		10,583
Wynn Resorts Ltd.†		30		5,058
Yum! Brands, Inc.†		47		3,836

				90,969

Food & Staples Retailing — 0.7%
CVS Health Corp.†		118		8,555
Kroger Co. (The)†		537		14,741
Sprouts Farmers Market, Inc.†*		48		1,169
Sysco Corp.†		40		2,429
Walgreens Boots Alliance, Inc.†		24		1,743

				28,637

Food, Beverage & Tobacco — 1.6%
Altria Group, Inc.†		3		214


	Number of Shares		Value
COMMON STOCKS — (Continued)
Food, Beverage & Tobacco — (Continued)
Coca-Cola Co. (The)†		235	$	10,782
Flowers Foods, Inc.†		454		8,767
Kraft Heinz Co. (The)†		55		4,277
National Beverage Corp.†		73		7,113
Sanderson Farms, Inc.†		129		17,903
Tyson Foods, Inc., Class A†		217		17,592

				66,648

Health Care Equipment & Services — 1.1%
AmerisourceBergen Corp.†		147		13,498
Boston Scientific Corp.†*		157		3,892
Cooper Cos., Inc. (The)		8		1,743
Cotiviti Holdings, Inc.†*		153		4,928
Express Scripts Holding Co.†*		146		10,897
Patterson Cos., Inc.†		86		3,107
Quest Diagnostics, Inc.†		61		6,008

				44,073

Household & Personal Products — 0.4%
Edgewell Personal Care Co.†*		177		10,512
Energizer Holdings, Inc.		28		1,343
Spectrum Brands Holdings, Inc.†		52		5,845

				17,700

Media — 1.2%
AMC Networks, Inc., Class A†*		122		6,598
Discovery Communications, Inc., Class A†*		691		15,465
Interpublic Group of Cos., Inc. (The)†		147		2,964
John Wiley & Sons, Inc., Class A		22		1,446
Omnicom Group, Inc.†		17		1,238
Scripps Networks Interactive, Inc., Class A†		50		4,269
Shaw Communications, Inc., Class B (Canada)†		74		1,689
Sirius XM Holdings, Inc.†		624		3,345
Time Warner, Inc.†		151		13,812
Viacom, Inc., Class B†		21		647

				51,473

Pharmaceuticals, Biotechnology & Life Sciences — 3.1%
Amgen, Inc.†		84		14,608
Biogen, Inc.†*		39		12,424
Bioverativ, Inc.†*		349		18,818
Celgene Corp.†*		78		8,140
Eli Lilly & Co.†		171		14,443
Exelixis, Inc.†*		202		6,141


	Number of Shares		Value
COMMON STOCKS — (Continued)
Pharmaceuticals, Biotechnology & Life Sciences — (Continued)
Gilead Sciences, Inc.†		125	$	8,955
Jazz Pharmaceuticals PLC (Ireland)*		3		404
Ligand Pharmaceuticals, Inc.†*		14		1,917
Merck & Co., Inc.†		125		7,034
Prestige Brands Holdings, Inc.†*		27		1,199
Regeneron Pharmaceuticals, Inc.†*		21		7,895
United Therapeutics Corp.†*		150		22,192
Vertex Pharmaceuticals, Inc.†*		20		2,997

				127,167

Retailing — 2.1%
Best Buy Co., Inc.†		25		1,712
Dollar Tree, Inc.†*		30		3,219
Expedia, Inc.†		12		1,437
Kohl’s Corp.†		256		13,883
Lowe’s Cos., Inc.†		153		14,220
O’Reilly Automotive, Inc.†*		20		4,811
Pool Corp.†		5		648
Priceline Group, Inc. (The)†*		8		13,902
Ross Stores, Inc.†		48		3,852
Signet Jewelers Ltd. (Bermuda)†		192		10,858
Tractor Supply Co.†		241		18,015

				86,557

Semiconductors & Semiconductor Equipment — 4.0%
Advanced Energy Industries, Inc.†*		127		8,570
Analog Devices, Inc.†		141		12,553
Applied Materials, Inc.†		279		14,263
Entegris, Inc.†		174		5,298
First Solar, Inc.†*		219		14,787
Intel Corp.†		35		1,616
KLA-Tencor Corp.†		125		13,134
Lam Research Corp.†		76		13,989
Marvell Technology Group Ltd. (Bermuda)†		272		5,840
Maxim Integrated Products, Inc.		3		157
Micron Technology, Inc.†*		251		10,321
MKS Instruments, Inc.†		133		12,568
ON Semiconductor Corp.†*		638		13,360
Skyworks Solutions, Inc.†		120		11,394
Teradyne, Inc.†		343		14,361
Texas Instruments, Inc.†		70		7,311
Versum Materials, Inc.†		138		5,223

				164,745


	Number of Shares		Value
COMMON STOCKS — (Continued)
Software & Services — 1.5%
Alphabet, Inc., Class A*		3	$	3,160
CACI International, Inc., Class A†*		12		1,588
CDK Global, Inc.†		11		784
Conduent, Inc.†*		562		9,082
Electronic Arts, Inc.†*		91		9,561
Euronet Worldwide, Inc.†*		109		9,185
Fair Isaac Corp.		3		460
j2 Global, Inc.†		27		2,026
Leidos Holdings, Inc.†		128		8,265
LogMeIn, Inc.†		29		3,320
MAXIMUS, Inc.†		31		2,219
Oracle Corp.†		135		6,383
Symantec Corp.†		205		5,752
Total System Services, Inc.†		5		395

				62,180

Technology Hardware & Equipment — 1.8%
Arista Networks, Inc.†*		43		10,130
AVX Corp.		19		329
Ciena Corp.†*		280		5,860
Harris Corp.†		11		1,558
HP, Inc.†		604		12,690
IPG Photonics Corp.†*		36		7,709
Juniper Networks, Inc.†		58		1,653
Littelfuse, Inc.†		21		4,154
NetApp, Inc.†		110		6,085
Ubiquiti Networks, Inc.†*		65		4,616
Vishay Intertechnology, Inc.†		256		5,312
Western Digital Corp.†		171		13,600
Xerox Corp.		40		1,166

				74,862

Telecommunication Services — 0.4%
Rogers Communications, Inc., Class B (Canada)		10		509
Sprint Corp.†*		2,186		12,876
T-Mobile US, Inc.†*		56		3,557
United States Cellular Corp.†*		29		1,091

				18,033

Transportation — 1.0%
Canadian National Railway Co. (Canada)†		167		13,778
Canadian Pacific Railway Ltd. (Canada)†		44		8,041
Kansas City Southern†		26		2,736


	Number of Shares			Value
COMMON STOCKS — (Continued)
Transportation — (Continued)
Norfolk Southern Corp.†		86		$	12,461
Union Pacific Corp.†		42			5,632

					42,648

TOTAL COMMON STOCKS (Cost $1,138,714)					1,209,375

AFFILIATED EQUITY REGISTERED
INVESTMENT COMPANY — 61.3%
Gotham Neutral 500 Fund		134,228			1,515,435
Gotham Neutral Fund*		97,843			1,026,373

TOTAL AFFILIATED EQUITY REGISTERED INVESTMENT COMPANY (Cost $2,434,540)					2,541,808


	Par Value
U.S. TREASURY OBLIGATIONS — 4.8%
U.S. Treasury Bill — 4.8%
United States Treasury Bill 1.06% 04/26/2018†^(a)	$	200,000			199,134

TOTAL U.S. TREASURY OBLIGATIONS (Cost $199,316)					199,134

TOTAL LONG POSITIONS—95.2% (Cost $3,772,570)					3,950,317


	Number of Shares
SHORT POSITIONS — (29.2)%
COMMON STOCKS — (29.2)%
Automobiles & Components — (0.9)%
Adient PLC (Ireland)		(149	)		(11,726	)
Ford Motor Co.		(790	)		(9,867	)
Goodyear Tire & Rubber Co. (The)		(292	)		(9,435	)
LCI Industries		(56	)		(7,280	)

					(38,308	)

Capital Goods — (2.6)%
AO Smith Corp.		(2	)		(122	)
Colfax Corp.*		(292	)		(11,569	)
Donaldson Co., Inc.		(57	)		(2,790	)
Emerson Electric Co.		(53	)		(3,694	)
EnerSys		(39	)		(2,716	)
Hexcel Corp.		(245	)		(15,153	)
Hubbell, Inc.		(1	)		(135	)
ITT, Inc.		(41	)		(2,188	)


	Number of Shares			Value
COMMON STOCKS — (Continued)
Capital Goods — (Continued)
Kennametal, Inc.		(114	)	$	(5,519	)
Lincoln Electric Holdings, Inc.		(147	)		(13,462	)
Lockheed Martin Corp.		(14	)		(4,495	)
Middleby Corp. (The)*		(18	)		(2,429	)
MSC Industrial Direct Co., Inc.,
Class A		(48	)		(4,640	)
Nordson Corp.		(22	)		(3,221	)
Northrop Grumman Corp.		(10	)		(3,069	)
Timken Co. (The)		(251	)		(12,337	)
Toro Co. (The)		(25	)		(1,631	)
United Rentals, Inc.*		(78	)		(13,409	)
WESCO International, Inc.*		(87	)		(5,929	)

					(108,508	)

Commercial & Professional Services — (0.9)%
Equifax, Inc.		(113	)		(13,325	)
Healthcare Services Group, Inc.		(160	)		(8,435	)
Ritchie Bros Auctioneers, Inc. (Canada)		(191	)		(5,717	)
UniFirst Corp.		(2	)		(330	)
Verisk Analytics, Inc.*		(106	)		(10,176	)

					(37,983	)

Consumer Durables & Apparel — (2.1)%
Carter’s, Inc.		(71	)		(8,342	)
Columbia Sportswear Co.		(51	)		(3,666	)
Leggett & Platt, Inc.		(57	)		(2,721	)
Lululemon Athletica, Inc.*		(97	)		(7,623	)
Mattel, Inc.		(1,094	)		(16,826	)
Mohawk Industries, Inc.*		(46	)		(12,691	)
PVH Corp.		(10	)		(1,372	)
Tapestry, Inc.		(293	)		(12,959	)
Under Armour, Inc., Class C*		(1,328	)		(17,689	)
VF Corp.		(70	)		(5,180	)

					(89,069	)

Consumer Services — (1.2)%
Bright Horizons Family Solutions, Inc.*		(31	)		(2,914	)
Churchill Downs, Inc.		(2	)		(465	)
Darden Restaurants, Inc.		(93	)		(8,930	)
Hyatt Hotels Corp., Class A*		(121	)		(8,898	)
ILG, Inc.		(409	)		(11,648	)
International Game Technology PLC (United Kingdom)		(62	)		(1,644	)
Red Rock Resorts, Inc., Class A		(112	)		(3,779	)


	Number of Shares			Value
COMMON STOCKS — (Continued)
Consumer Services — (Continued)
Starbucks Corp.		(129	)	$	(7,408	)
Wendy’s Co. (The)		(346	)		(5,681	)

					(51,367	)

Food & Staples Retailing — (0.8)%
Casey’s General Stores, Inc.		(159	)		(17,798	)
Costco Wholesale Corp.		(69	)		(12,842	)
PriceSmart, Inc.		(9	)		(775	)

					(31,415	)

Food, Beverage & Tobacco — (2.1)%
Archer-Daniels-Midland Co.		(236	)		(9,459	)
B&G Foods, Inc.		(76	)		(2,671	)
Blue Buffalo Pet Products, Inc.*		(250	)		(8,198	)
Brown-Forman Corp., Class B		(13	)		(893	)
Bunge Ltd. (Bermuda)		(183	)		(12,276	)
Conagra Foods, Inc.		(9	)		(339	)
Darling Ingredients, Inc.*		(577	)		(10,461	)
General Mills, Inc.		(106	)		(6,285	)
Hain Celestial Group, Inc. (The)*		(240	)		(10,174	)
Hormel Foods Corp.		(136	)		(4,949	)
JM Smucker Co. (The)		(11	)		(1,367	)
Lamb Weston Holdings, Inc.		(124	)		(7,000	)
Lancaster Colony Corp.		(37	)		(4,781	)
Monster Beverage Corp.*		(11	)		(696	)
Pinnacle Foods, Inc.		(11	)		(654	)
Post Holdings, Inc.*		(47	)		(3,724	)
Snyder’s-Lance, Inc.		(68	)		(3,405	)

					(87,332	)

Health Care Equipment & Services — (2.5)%
Acadia Healthcare Co., Inc.*		(101	)		(3,296	)
Becton Dickinson and Co.		(51	)		(10,917	)
Cardinal Health, Inc.		(107	)		(6,556	)
DaVita, Inc.*		(160	)		(11,560	)
Globus Medical, Inc., Class A*		(53	)		(2,178	)
Haemonetics Corp.*		(46	)		(2,672	)
HCA Healthcare, Inc.*		(145	)		(12,737	)
Henry Schein, Inc.*		(193	)		(13,487	)
Hill-Rom Holdings, Inc.		(14	)		(1,180	)
Hologic, Inc.*		(284	)		(12,141	)
Neogen Corp.*		(30	)		(2,466	)
STERIS PLC (United Kingdom)		(78	)		(6,823	)
Stryker Corp.		(71	)		(10,994	)
West Pharmaceutical Services, Inc.		(86	)		(8,486	)

					(105,493	)


	Number of Shares			Value
COMMON STOCKS — (Continued)
Household & Personal Products — (0.5)%
Church & Dwight Co., Inc.		(250	)	$	(12,542	)
Colgate-Palmolive Co.		(17	)		(1,283	)
Coty, Inc., Class A		(178	)		(3,540	)
Procter & Gamble Co. (The)		(23	)		(2,113	)

					(19,478	)

Media — (1.0)%
Charter Communications, Inc., Class A*		(5	)		(1,680	)
Cinemark Holdings, Inc.		(412	)		(14,346	)
Meredith Corp.		(23	)		(1,519	)
Regal Entertainment Group, Class A		(695	)		(15,992	)
Sinclair Broadcast Group, Inc., Class A		(6	)		(227	)
Walt Disney Co. (The)		(63	)		(6,773	)

					(40,537	)

Pharmaceuticals, Biotechnology & Life Sciences — (3.0)%
Akorn, Inc.*		(554	)		(17,855	)
Bio-Rad Laboratories, Inc., Class A*		(61	)		(14,559	)
Bio-Techne Corp.		(41	)		(5,312	)
Bruker Corp.		(246	)		(8,443	)
Charles River Laboratories International, Inc.*		(15	)		(1,642	)
Ionis Pharmaceuticals, Inc.*		(320	)		(16,096	)
IQVIA Holdings, Inc.*		(33	)		(3,231	)
Mallinckrodt PLC (Ireland)*		(83	)		(1,872	)
Perrigo Co. PLC (Ireland)		(29	)		(2,528	)
PRA Health Sciences, Inc.*		(18	)		(1,639	)
QIAGEN NV (Netherlands)		(487	)		(15,063	)
Syneos Health, Inc.*		(412	)		(17,963	)
Thermo Fisher Scientific, Inc.		(96	)		(18,228	)

					(124,431	)

Retailing — (2.0)%
Amazon.com, Inc.*		(7	)		(8,186	)
AutoNation, Inc.*		(27	)		(1,386	)
Burlington Stores, Inc.*		(68	)		(8,366	)
Camping World Holdings, Inc., Class A		(162	)		(7,246	)
Dick’s Sporting Goods, Inc.		(424	)		(12,186	)
Five Below, Inc.*		(156	)		(10,346	)
L Brands, Inc.		(242	)		(14,573	)
LKQ Corp.*		(116	)		(4,718	)
Penske Automotive Group, Inc.		(219	)		(10,479	)
Tiffany & Co.		(21	)		(2,183	)


	Number of Shares			Value
COMMON STOCKS — (Continued)
Retailing — (Continued)
TripAdvisor, Inc.*		(57	)	$	(1,964	)
Ulta Beauty, Inc.*		(6	)		(1,342	)

					(82,975	)

Semiconductors & Semiconductor Equipment — (0.2)%
Integrated Device Technology, Inc.*		(105	)		(3,122	)
QUALCOMM, Inc.		(69	)		(4,417	)

					(7,539	)

Software & Services — (4.6)%
Activision Blizzard, Inc.		(107	)		(6,775	)
Akamai Technologies, Inc.*		(254	)		(16,520	)
ANSYS, Inc.*		(23	)		(3,394	)
Automatic Data Processing, Inc.		(103	)		(12,071	)
CommVault Systems, Inc.*		(115	)		(6,038	)
CoreLogic, Inc.*		(95	)		(4,390	)
Ellie Mae, Inc.*		(153	)		(13,678	)
Fidelity National Information Services, Inc.		(90	)		(8,468	)
Gartner, Inc.*		(8	)		(985	)
GrubHub, Inc.*		(182	)		(13,068	)
Guidewire Software, Inc.*		(146	)		(10,842	)
IAC/InterActiveCorp.*		(136	)		(16,630	)
Intuit, Inc.		(21	)		(3,313	)
Jack Henry & Associates, Inc.		(8	)		(936	)
Manhattan Associates, Inc.*		(1	)		(50	)
Nuance Communications, Inc.*		(755	)		(12,344	)
Open Text Corp. (Canada)		(6	)		(214	)
Pegasystems, Inc.		(136	)		(6,412	)
RealPage, Inc.*		(173	)		(7,664	)
Science Applications International Corp.		(122	)		(9,342	)
Synopsys, Inc.*		(112	)		(9,547	)
Take-Two Interactive Software, Inc.*		(152	)		(16,686	)
Teradata Corp.*		(257	)		(9,884	)
Yelp, Inc.*		(90	)		(3,776	)

					(193,027	)

Technology Hardware & Equipment — (2.5)%
ARRIS International PLC
(United Kingdom)*		(106	)		(2,723	)
Belden, Inc.		(106	)		(8,180	)
CommScope Holding Co., Inc.*		(291	)		(11,009	)
Corning, Inc.		(462	)		(14,779	)
II-VI, Inc.*		(134	)		(6,291	)
Lumentum Holdings, Inc.*		(337	)		(16,479	)


	Number of Shares			Value
COMMON STOCKS — (Continued)
Technology Hardware & Equipment — (Continued)
NetScout Systems, Inc.*		(324	)	$	(9,866	)
Palo Alto Networks, Inc.*		(67	)		(9,711	)
Tech Data Corp.*		(13	)		(1,274	)
Trimble, Inc.*		(57	)		(2,316	)
ViaSat, Inc.*		(200	)		(14,970	)
Zebra Technologies Corp., Class A*		(45	)		(4,671	)

					(102,269	)

Telecommunication Services — (0.1)%
Zayo Group Holdings, Inc.*		(84	)		(3,091	)

Transportation — (2.2)%
CH Robinson Worldwide, Inc.		(139	)		(12,384	)
FedEx Corp.		(67	)		(16,719	)
JB Hunt Transport Services, Inc.		(76	)		(8,738	)
Kirby Corp.*		(181	)		(12,091	)
Knight-Swift Transportation Holdings, Inc.		(403	)		(17,619	)
Old Dominion Freight Line, Inc.		(5	)		(658	)
Ryder System, Inc.		(141	)		(11,868	)
Schneider National, Inc., Class B		(147	)		(4,198	)
United Parcel Service, Inc., Class B		(44	)		(5,243	)

					(89,518	)


TOTAL COMMON STOCK (Proceeds $1,177,462)					(1,212,340	)

TOTAL SECURITES SOLD SHORT - (29.2)% (Proceeds $1,177,462)					(1,212,340	)


OTHER ASSETS IN EXCESS OF LIABILITIES - 34.0%					1,409,670

NET ASSETS - 100.0%				$	4,147,647

Portfolio Valuation — The Gotham Absolute Return Fund, Gotham Absolute 500 Fund, Gotham Absolute 500 Core Fund, Gotham Enhanced Return Fund, Gotham Enhanced 500 Fund, Gotham Enhanced 500 Core Fund, Gotham Neutral Fund, Gotham Neutral 500 Fund, Gotham Short Strategies Fund, Gotham Index Plus Fund, Gotham Index Plus All-Cap Fund, Gotham Index Core Fund, Gotham Hedged Plus Fund, Gotham Hedged Core Fund, Gotham Institutional Value Fund, Gotham Enhanced S&P 500 Index Fund, Gotham Defensive Long Fund, Gotham Defensive Long 500 Fund, Gotham Total Return Fund, Gotham Master Long Fund and Gotham Master Neutral Fund (each a “Fund” and collectively the “Funds”) net asset value (“NAV”) is calculated once daily at the close of regular trading hours on the New York Stock Exchange (“NYSE”) (typically 4:00 p.m. Eastern time) on each business day the NYSE is open. Each Fund’s equity securities, including exchange-traded funds, listed on any national or foreign exchange market system will be valued at the last sale price. Equity securities traded in the over-the-counter market are valued at their closing sale or official closing price. If there were no transactions on that day, securities traded principally on an exchange will be valued at the mean of the last bid and ask prices prior to the market close. Prices for equity securities normally are supplied by an independent pricing service approved by the Board of Trustees (the “Board”). Any assets held by a Fund that are denominated in foreign currencies are valued daily in U.S. dollars at the foreign currency exchange rates that are prevailing at the time that a Fund determines the daily NAV per share. Foreign securities may trade on weekends or other days when a Fund does not calculate NAV. As a result, the market value of these investments may change on days when you cannot buy or sell shares of a Fund. Certain Funds invest in securities of other investment companies, which are valued at their respective NAVs as determined by those investment companies each business day. Over the Counter (“OTC”) investments (including swap agreements) are generally valued by approved pricing services that use evaluated prices from various observable market factors. Securities that do not have a readily available current market value are valued in good faith under the direction of the Board. The Board has adopted methods for valuing securities and other assets in circumstances where market quotes are not readily available and has delegated to Gotham Asset Management LLC (“the Adviser”) the responsibility for applying the valuation methods. In the event that market quotes are not readily available, and the security or asset cannot be valued pursuant to one of the valuation methods, the value of the security, asset or liability will be determined in good faith by the Adviser. The Trust has established a Valuation Committee which performs certain functions including the oversight of the Adviser’s fair valuation determinations.

Fair Value Measurements — The inputs and valuations techniques used to measure fair value of the Funds’ investments are summarized into three levels as described in the hierarchy below:

The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

All financial instruments listed in the Portfolio of Investments are considered Level 1, measured at fair value on a recurring basis based on quoted prices for identical assets in active markets, except for the following: a corporate debt security with end of period value of $802 and $731 held by Gotham Absolute Return Fund and Gotham Neutral Fund, respectively; a U.S. Treasury Obligation with the end of period value of $199,134 held by Gotham Master Neutral Fund; and total return swap with an unrealized depreciation of $(411,247) held by Gotham Short Strategies Fund. These securities are considered Level 2 as of and for the period ended December 31, 2017.

Due to the inherent uncertainty of determining the fair value of investments that do not have a readily available market value, the fair value of the Funds’ investments may fluctuate from period to period. Additionally, the fair value of investments may differ significantly from the values that would have been used had a ready market existed for such investments and may differ materially from the values the Funds may ultimately realize. Further, such investments may be subject to legal and other restrictions on resale or otherwise less liquid than publicly traded securities.

For fair valuations using significant unobservable inputs, the U.S. generally accepted accounting principles (“U.S. GAAP”) require the Funds to present a reconciliation of the beginning to ending balances for reported market values that presents changes attributable to total realized and unrealized gains or losses, purchase and sales, and transfers in and out of Level 3 during the period. Transfers in and out between Levels are based on values at the end of the period. U.S. GAAP also requires the Funds to disclose amounts and reasons for all transfers in and out of Level 1 and Level 2 fair value measurements. A reconciliation of Level 3 investments is presented only when the Funds had an amount of Level 3 investments at the end of the reporting period that was meaningful in relation to its net assets. The amounts and reasons for all transfers in and out of each Level within the three-tier hierarchy are disclosed when the Funds had an amount of total transfers during the reporting period that was meaningful in relation to its net assets as of the end of the reporting period.

For the period ended December 31, 2017, there were no transfers between Levels 1, 2 and 3 for the Funds.

Short Sales — Certain Funds may sell securities short. A short sale involves the sale by a Fund of a security that it does not own with the anticipation of purchasing the same security at a later date at a lower price. If the price of the security has increased during this time, then the Fund will incur a loss equal to the increase in price from the time that the short sale was entered into plus any premiums and interest paid to the third party. Therefore, short sales involve the risk that losses may be exaggerated, potentially losing more money than the actual cost of the investment. Also, there is the risk that the third party to the short sale may fail to honor its contract terms, causing a loss to the Fund. There can be no assurance that the Fund will be able to close out a short position at any particular time or at an acceptable price. Although the Fund’s gain is limited to the amount at which it sold a security short, its potential loss is unlimited. The Funds will comply with guidelines established by the Security and Exchange Commission and other applicable regulatory bodies with respect to coverage of short sales.

Swap Agreements — A swap agreement is a bilateral financial instrument that involves the exchange of cash flows between two parties on specified dates (settlement dates), where the cash flows are based on valuation changes to market referenced securities. The nominal amount on which the cash flows are calculated is called the notional amount.

Swap agreements may increase or decrease the overall volatility of the investments of a Fund and its share price. The performance of swap agreements will be affected by a change in the market value of the referenced underlying securities that determine the amounts of payments due to and from a Fund. If a swap agreement calls for payments by a Fund, the Fund must be prepared to make such payments when due. In addition, if the counterparty’s creditworthiness declined, the value of a swap agreement would be likely to decline, potentially resulting in losses.

Generally, swap agreements have a fixed maturity date that will be agreed upon by the parties. The agreement can be terminated before the maturity date, in whole or part, under certain circumstances, such as default by one of the parties or insolvency, among others, and can be transferred by a party only with the prior written consent of the other

party. A Fund may be able to eliminate its exposure under a swap agreement either by assignment or by other disposition, or by entering into an offsetting swap agreement with the same party or a similarly creditworthy party. If the counterparty is unable to meet its obligations under the contract, declares bankruptcy, defaults or becomes insolvent, a Fund may not be able to recover the money it expected to receive under the swap agreement. A Fund will not enter into any swap agreement unless the Adviser believes that the counterparty to the transaction is creditworthy.

A swap agreement can be a form of leverage, which can magnify a Fund’s gains or losses. In order to reduce the risk associated with leveraging, a Fund may cover its current obligations under swap agreements according to guidelines established by the SEC. If a Fund enters into a swap agreement on a net basis, it will segregate assets with a daily value at least equal to the excess, if any, of a Fund’s accrued obligations under the swap agreement over the accrued amount a Fund is entitled to receive under the agreement. If a Fund enters into a swap agreement on other than a net basis, it will segregate assets with a value equal to the full amount of a Fund’s accrued obligations under the swap agreement.

Total Return Swap: Total return swap are contracts in which both parties agree to make payments of the total return from a reference instrument during a specified period. The total return includes appreciation or depreciation on the underlying asset, plus any interest or dividend payments. The unrealized appreciation or depreciation also includes interest charges and credits (“financing fees”) related to the notional values of the long and short positions and cash balances within the swap. These interest charges and credits are based on a specified benchmark rate, such as the U.S. effective federal funds rate (“EFFR”). Payments under the swap are based upon an agreed upon principal amount but, since the principal amount is not exchanged, it represents neither an asset nor a liability to either counterparty, and is referred to as notional. Total return swap are marked to market daily using different sources, including quotations from counterparties, pricing services, brokers or market makers. The unrealized appreciation or depreciation related to the change in the valuation of the notional amount of the swap is combined with the amount due to the Fund at termination or settlement. The primary risks associated with total return swap are credit risks (if the counterparty fails to meet its obligations) and market risk (if there is no liquid market for the swap or unfavorable changes occur to the underlying reference instrument). As of December 31, 2017, only the Gotham Short Strategies Fund held a total return swap.

For the period ended December 31, 2017, the quarterly average volume of the total return swap was as follows:

Securities Lending — All Funds may lend securities to financial institutions, such as broker-dealers, and are required to be secured continuously by collateral in cash, cash equivalents, letter of credit or U.S. Government securities maintained on a current basis at an amount at least equal to the market value of the securities loaned. Cash collateral received, pursuant to investment guidelines established by the Funds and approved by the Board, is invested in short-term investments and/or securities consistent with the Fund’s investment objective. All such investments are made at the risk of the Funds and, as such, the Funds are liable for investment losses. The Funds pay a fee on the cash collateral received by the Funds at a rate equal to the Federal Funds (Open) rate plus 40 basis points with respect to the cash collateral received on those securities on loan that have a rebate that equals or exceeds the greater of either the Federal Funds (Open) rate minus 10 basis points or zero. Such loans would involve risks of delay in receiving additional collateral in the event the value of the collateral decreased below the value of the securities loaned or of delay in recovering the securities loaned or even loss of rights in the collateral should the borrower of the securities fail financially. However, loans will be made only to borrowers deemed by the Adviser to be of good standing and only when, in the Adviser’s judgment, the income to be earned from the loans justifies the attendant risks. Any loans of a Fund’s securities will be fully collateralized and marked to market daily. During the period ended December 31, 2017, the following Funds had securities lending programs and at December 31, 2017, the market value of securities on loan and cash collateral received were as follows:

As of the December 31, 2017, federal tax cost, aggregate gross unrealized appreciation and depreciation of securities held by the Funds were as follows:

Effective February 1, 2018, the Gotham Index Core Fund and Gotham Master Long Fund have changed their names to Gotham Enhanced Index Plus Fund and Gotham Master Index Plus Fund, respectively.

For more information with regard to significant accounting policies, see the most recent semi-annual or annual report filed with the Securities and Exchange Commission.


	Number of Shares		Value

COMMON STOCKS — 98.5%
Brazil — 2.5%
Embraer SA		48,100	$	290,012
Fibria Celulose SA		36,600		527,964
Suzano Papel e Celulose SA		89,400		503,719

				1,321,695

China — 26.1%
58.com, Inc., ADR*		3,446		246,630
AAC Technologies Holdings, Inc.		24,000		424,763
Air China, Ltd., Class H		254,000		307,599
Aluminum Corp. of China Ltd., Class H*		228,000		162,761
ANTA Sports Products, Ltd.		134,000		608,011
Autohome, Inc., ADR		8,758		566,380
Byd Co., Ltd., Class H		10,500		91,219
BYD Electronic International Co., Ltd.		27,500		59,650
China Evergrande Group*		101,000		346,781
China Huarong Asset Management Co., Ltd., Class H		416,000		196,080
China Medical System Holdings, Ltd.		44,000		102,423
China Mengniu Dairy Co., Ltd.		275,000		816,898
China Molybdenum Co., Ltd., Class H		156,000		99,704
China Resources Beer Holdings Co., Ltd.		126,000		451,391
China Resources Gas Group, Ltd.		102,000		369,197
China Southern Airlines Co., Ltd., Class H		256,000		264,426


	Number of Shares		Value

COMMON STOCKS — (Continued)
China — (Continued)
China Vanke Co., Ltd., Class H		108,700	$	432,570
Country Garden Holdings Co., Ltd.		204,000		387,558
CSPC Pharmaceutical Group, Ltd.		152,000		306,223
ENN Energy Holdings, Ltd.		83,000		590,334
GOME Retail Holdings, Ltd.		1,241,000		149,089
Great Wall Motor Co., Ltd., Class H		477,000		544,456
Guangdong Investment, Ltd.		90,000		120,330
Guangzhou Automobile Group Co., Ltd., Class H		68,000		160,618
Haitian International Holdings, Ltd.		20,000		60,157
Momo, Inc., SP ADR*		13,849		339,024
NetEase, Inc., ADR		1,637		564,880
New Oriental Education & Technology Group, Inc., SP ADR		6,226		585,244
Semiconductor Manufacturing International Corp.*		317,500		547,170
Shandong Weigao Group Medical Polymer Co., Ltd., Class H		328,000		238,368
Shenzhou International Group Holdings, Ltd.		79,000		752,299
Sihuan Pharmaceutical Holdings Group Ltd.		200,000		71,785
Sunac China Holdings, Ltd.		61,000		251,340


	Number of Shares		Value

COMMON STOCKS — (Continued)
China — (Continued)
Sunny Optical Technology Group Co., Ltd.		26,000	$	330,129
TAL Education Group, ADR		10,141		301,289
Tingyi Cayman Islands Holding Corp.		370,000		719,840
Vipshop Holdings, Ltd., ADR*		26,352		308,845
Want Want China Holdings, Ltd.		943,000		789,428
YY, Inc., ADR*		2,177		246,132

				13,911,021

Colombia — 0.6%
Grupo de Inversiones Suramericana SA		23,024		309,050

Czech Republic — 0.3%
Komercni banka as		3,324		142,833

Greece — 2.8%
Alpha Bank AE*		130,291		279,345
Eurobank Ergasias SA*		174,764		178,236
Hellenic Telecommuni-cations Organization SA		20,204		278,780
JUMBO SA		15,821		282,843
National Bank of Greece SA*		479,630		183,366
OPAP SA		23,240		292,787

				1,495,357

Hong Kong — 3.7%
Fullshare Holdings, Ltd.		1,307,500		602,469
GCL-Poly Energy Holdings Ltd.*		390,000		69,587
Haier Electronics Group Co., Ltd.		41,000		111,757


	Number of Shares		Value

COMMON STOCKS — (Continued)
Hong Kong — (Continued)
Sino Biopharmaceutical, Ltd.		430,000	$	760,201
Sun Art Retail Group, Ltd.		405,500		427,729

				1,971,743

Indonesia — 3.5%
Bank Danamon Indonesia Tbk PT		253,400		129,805
Jasa Marga Persero Tbk PT		412,200		194,171
Perusahaan Gas Negara Persero Tbk		1,675,000		215,748
Telekomunikasi Indonesia Persero Tbk PT		2,096,500		686,171
Unilever Indonesia Tbk PT		83,900		345,680
United Tractors Tbk PT		54,400		141,939
XL Axiata Tbk PT*		595,900		130,007

				1,843,521

Malaysia — 2.1%
AirAsia Bhd		283,200		234,426
Axiata Group Bhd		281,385		380,923
Maxis Bhd		291,700		432,935
Press Metal Aluminium Holdings Bhd		57,100		76,049

				1,124,333

Mexico — 0.3%
Gruma SAB de CV, Class B		11,005		139,560

Peru — 1.2%
Cia de Minas Buenaventura SAA, ADR		36,843		518,749
Southern Copper Corp.		3,121		148,091

				666,840


	Number of Shares		Value

COMMON STOCKS — (Continued)
Poland — 1.8%
Alior Bank SA*		6,156	$	140,263
Orange Polska SA*		106,093		176,291
Polski Koncern Naftowy ORLEN SA		20,762		631,056

				947,610

Russia — 1.3%
PhosAgro PJSC, GDR		18,710		286,076
Severstal PJSC		27,880		428,783

				714,859

South Africa — 2.3%
AngloGold Ashanti, Ltd.		47,645		496,744
Gold Fields, Ltd.		99,102		429,509
Sibanye-Stillwater		232,080		296,367

				1,222,620

South Korea — 21.9%
AMOREPACIFIC Group		3,636		478,890
BGF retail Co., Ltd.		1,411		20,110
BGF retail Co., Ltd.*		756		148,283
Celltrion, Inc.*		2,766		570,602
Cheil Worldwide, Inc.*		8,384		166,028
CJ Corp.		382		64,677
CJ E&M Corp.*		3,611		329,545
Coway Co., Ltd.		7,697		701,422
Hanmi Pharm Co., Ltd.*		972		529,218
Hanmi Science Co., Ltd.*		2,409		249,407
Hanon Systems		32,634		423,836
Hanssem Co., Ltd.		2,009		337,789
Hanwha Techwin Co., Ltd.*		7,231		240,121
Hyundai Glovis Co., Ltd.		3,451		438,679
Hyundai Marine & Fire Insurance Co., Ltd.		10,291		451,337
Hyundai Mobis Co., Ltd.		2,081		511,235


	Number of Shares		Value

COMMON STOCKS — (Continued)
South Korea — (Continued)
Hyundai Motor Co.		1,904	$	277,102
Hyundai Wia Corp.		3,021		183,424
Kakao Corp.		1,748		223,010
Kangwon Land, Inc.		6,667		216,712
KEPCO Plant Service & Engineering Co., Ltd.		3,035		114,984
Kia Motors Corp.		15,195		475,487
Korea Aerospace Industries Ltd.		5,967		264,436
LG Display Co., Ltd.*		5,241		145,880
LG Household & Health Care, Ltd.		614		681,936
Medy-Tox, Inc.		459		207,902
NAVER Corp.		192		155,977
NCSoft Corp.		1,270		530,872
Orion Corp.*		3,931		383,017
Orion Holdings Corp.		—		11
Pan Ocean Co., Ltd.*		32,736		160,855
Samsung Electro-Mechanics Co., Ltd.		2,081		193,990
Samsung Fire & Marine Insurance Co., Ltd.		1,133		282,505
Samsung Life Insurance Co., Ltd.		2,559		296,877
Samsung SDI Co., Ltd.*		1,360		259,278
Shinsegae, Inc.		1,250		350,287
SK Telecom Co., Ltd.		1,144		285,319
Yuhan Corp.		1,395		285,214

				11,636,254

Taiwan — 13.3%
Acer, Inc.		113,000		91,482
Asustek Computer, Inc.		46,000		432,045
AU Optronics Corp.		840,000		349,100


	Number of Shares		Value

COMMON STOCKS — (Continued)
Taiwan — (Continued)
Eclat Textile Co., Ltd.		30,660	$	305,455
Evergreen Marine Corp. Taiwan Ltd.*		116,000		63,537
Far EasTone Telecommuni-cations Co., Ltd.		249,000		615,001
Feng TAY Enterprise Co., Ltd.		48,000		218,559
General Interface Solution Holding, Ltd.		26,000		172,351
Globalwafers Co., Ltd.		36,000		477,635
Hiwin Technologies Corp.		19,360		208,264
HTC Corp.*		125,000		307,055
Innolux Corp.		928,000		385,221
Inventec Corp.		433,000		344,598
Macronix International*		94,000		138,855
Micro-Star International Co., Ltd.		128,000		328,487
Nanya Technology Corp.		116,000		295,267
Nien Made Enterprise Co., Ltd.		27,000		287,638
Phison Electronics Corp.		29,000		283,342
Powertech Technology, Inc.		121,000		356,351
President Chain Store Corp.		34,000		323,806
TaiMed Biologics, Inc.*		33,000		204,321
Taiwan High Speed Rail Corp.		235,000		185,307
Taiwan Mobile Co., Ltd.		147,000		531,025
Uni-President Enterprises Corp.		37,000		81,941
Win Semiconductors Corp.		8,000		75,605

				7,062,248


	Number of Shares		Value

COMMON STOCKS — (Continued)
Thailand — 12.5%
Advanced Info Service PCL		134,500	$	788,263
Airports of Thailand PCL		352,200		733,391
Bangkok Dusit Medical Services PCL		714,800		458,402
Bangkok Expressway & Metro PCL		1,430,100		337,888
Banpu PCL		368,300		220,137
Berli Jucker PCL		220,900		446,517
Bumrungrad Hospital PCL		66,100		383,335
Charoen Pokphand Foods PCL		382,120		281,402
CP ALL PCL		342,800		809,056
Delta Electronics Thailand PCL		70,500		158,457
Energy Absolute PCL		207,900		334,911
Glow Energy PCL		86,700		216,151
Indorama Ventures PCL		256,100		417,797
KCE Electronics PCL		50,900		129,091
Minor International PCL		90,700		121,759
Thai Union Group PCL		357,700		218,418
TMB Bank PCL		2,446,100		226,671
True Corp. PCL*		2,015,000		382,239

				6,663,885

Turkey — 2.3%
Aselsan Elektronik Sanayi Ve Ticaret AS		38,676		324,147
Petkim Petrokimya Holding AS		125,658		257,462
TAV Havalimanlari Holding AS		26,443		156,511
Turk Hava Yollari AO*		91,189		377,492


	Number of Shares		Value

COMMON STOCKS — (Continued)
Turkey — (Continued)
Ulker Biskuvi Sanayi AS		22,793	$	118,279

				1,233,891

TOTAL COMMON STOCKS (Cost $43,955,407)				52,407,320


PREFERRED STOCKS — 1.3%
Brazil — 0.7%
Braskem SA, Class A		28,900		373,502

South Korea — 0.6%
Hyundai Motor Co.		3,111		296,410

TOTAL PREFERRED STOCKS (Cost $582,066)				669,912


TOTAL INVESTMENTS - 99.8% (Cost $44,537,473)				53,077,232
OTHER ASSETS IN EXCESS OF LIABILITIES - 0.2%				115,173

NET ASSETS - 100.0%			$	53,192,405

*	Non-income producing.


ADR		American Depository Receipt
GDR		Global Depository Receipt
PCL		Public Company Limited
SP ADR		Sponsored American Depository Receipt

Portfolio Valuation — The TOBAM Emerging Markets Fund’s (the “Fund”) net asset value (“NAV”) is calculated once daily at the close of regular trading hours on the New York Stock Exchange (“NYSE”) (typically 4:00 p.m. Eastern time) on each day the NYSE is open. Securities held by the Fund are valued using the closing price or the last sale price on a national securities exchange or the National Association of Securities Dealers Automatic Quotation System (“NASDAQ”) market system where they are primarily traded. The Fund’s equity securities listed on any national or foreign exchange market system will be valued at the last sale price. Equity securities traded in the over-the-counter market are valued at their closing sale or official closing price. If there were no transactions on that day, securities traded principally on an exchange will be valued at the mean of the last bid and ask prices prior to the market close. Prices for equity securities normally are supplied by an independent pricing service approved by the FundVantage Trust’s Board of Trustees. Fixed income securities are valued based on market quotations, which are furnished by an independent pricing service. Fixed income securities having remaining maturities of 60 days or less are generally valued at amortized cost, provided such amount approximates fair value. Any assets held by the Fund that are denominated in foreign currencies are valued daily in U.S. dollars at the foreign currency exchange rates that are prevailing at the time that the Fund determines the daily NAV per share. Foreign securities may trade on weekends or other days when the Fund does not calculate NAV. As a result, the market value of these investments may change on days when you cannot buy or sell shares of the Fund. Investments in other open-end investment companies are valued based on the NAV of such investment companies (which may use fair value pricing as disclosed in their prospectuses). Securities that do not have a readily available current market value are valued in accordance with procedures adopted by the Trust’s Board of Trustees. The Board of Trustees has adopted methods for valuing securities and other assets in circumstances where market quotes are not readily available and has delegated to TOBAM (“TOBAM” or the “Adviser”) the responsibility for applying the valuation methods. Relying on prices supplied by pricing services or dealers or using fair valuation may result in values that are higher or lower than the values used by other investment companies and investors to price the same investments. In the event that market quotes are not readily available, and the security or asset cannot be valued pursuant to one of the valuation methods, the value of the security or asset will be determined in good faith by the Adviser. The Trust has established a Valuation Committee which performs certain functions including the oversight of the Adviser’s fair valuation determinations.

Fair Value Measurements — The inputs and valuations techniques used to measure fair value of the Fund’s investments are summarized into three levels as described in the hierarchy below:

The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

Securities listed on a non-U.S. exchange are generally fair valued daily by an independent fair value pricing service approved by the Board of Trustees and categorized as Level 2 investments within the hierarchy. The fair valuations for these securities may not be the same as quoted or published prices of the securities on their primary markets. Securities for which daily fair value prices from the independent fair value pricing service are not available 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.

The following is a summary of the inputs used, as of December 31, 2017, in valuing the Fund’s investments carried at fair value:

For fair valuations using significant unobservable inputs, accounting principles generally accepted in the United States of America (“U.S. GAAP”) require the Fund to present a reconciliation of the beginning to ending balances for reported market values that presents changes attributable to total realized and unrealized gains or losses, purchase and sales, and transfers in and out of Level 3 during the period. Transfers in and out between Levels are based on values at the end of the period. U.S. GAAP also requires the Fund to disclose amounts and reasons for all transfers in and out of Level 1 and Level 2 fair value measurements. A reconciliation of Level 3 investments is presented only when the Fund had an amount of Level 3 investments at the end of the reporting period that was meaningful in relation to its net assets. The amounts and reasons for all transfers in and out of each Level within the three-tier hierarchy are disclosed when the Fund had an amount of total transfers during the reporting period that was meaningful in relation to its net assets as of the end of the reporting period.

For the period ended December 31, 2017, The TOBAM Emerging Markets Fund had transfers from Level 1 to Level 2 of $956,215 and from Level 2 to Level 1 of $9,012,974 due to foreign fair value adjustments.

For more information with regard to significant accounting policies, see the most recent semi-annual or annual report filed with the Securities and Exchange Commission.

Certifications pursuant to Rule 30a-2(a) under the 1940 Act and Section 302 of the Sarbanes-Oxley Act of 2002 are attached hereto.

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.


·	Level 1 —	quoted prices in active markets for identical securities;

·	Level 2 —	other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.); and

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


	Total Value at 12/31/17		Level 1 Quoted Price		Level 2 Other Significant Observable Inputs		Level 3 Significant Unobservable Inputs
Common Stocks*	$	17,814,826	$	17,814,826	$	—	$	—


Federal tax cost*	$	15,886,169

Gross unrealized appreciation	$	2,022,429
Gross unrealized depreciation		(93,772	)

Net unrealized appreciation	$	1,928,657


	Value
OTHER ASSETS IN EXCESS OF LIABILITIES - 40.1%	$	390,748,997

NET ASSETS - 100.0%	$	974,265,693


Reference Company	Counterparty	Expiration Date		Number of Contracts (Short)			Notional Amount				Value				Unrealized Appreciation/ (Depreciation)
Short
Automobiles & Components
Adient PLC (Ireland)	Morgan Stanley		08/06/19		(2,221	)		$	(174,380	)		$	(329	)		$	(329	)
Delphi Technologies PLC (Jersey)	Morgan Stanely		08/06/19		—				(17	)			(1	)			(1	)
Drew Industries, Inc.	Morgan Stanley		08/06/19		(555	)			(66,369	)			(6,017	)			(6,017	)
Ford Motor Co.	Morgan Stanley		08/06/19		(13,227	)			(160,409	)			(4,770	)			(4,770	)
Goodyear Tire & Rubber Co. (The)	Morgan Stanley		08/06/19		(6,260	)			(196,710	)			(6,187	)			(6,187	)

					(22,263	)			(597,885	)			(17,304	)			(17,304	)

Capital Goods
AO Smith Corp.	Morgan Stanley		08/06/19		(1,306	)			(78,508	)			(1,539	)			(1,539	)
Colfax Corp.	Morgan Stanley		08/06/19		(2,660	)			(102,898	)			(2,384	)			(2,384	)
Donaldson Co., Inc.	Morgan Stanley		08/06/19		(902	)			(43,651	)			(518	)			(518	)
Emerson Electric Co.	Morgan Stanley		08/06/19		(1,052	)			(70,976	)			(2,264	)			(2,264	)
EnerSys	Morgan Stanley		08/06/19		(458	)			(31,272	)			(657	)			(657	)
Esterline Technologies Corp.	Morgan Stanely		08/06/19		(217	)			(20,779	)			4,591				4,591
Fortive Corp.	Morgan Stanley		08/06/19		(215	)			(15,875	)			199				199
HEICO Corp.	Morgan Stanley		08/06/19		(276	)			(24,824	)			(646	)			(646	)
Hexcel Corp.	Morgan Stanley		08/06/19		(2,710	)			(138,785	)			(29,024	)			(29,024	)
Hubbell, Inc.	Morgan Stanely		08/06/19		(10	)			(1,374	)			22				22
ITT, Inc.	Morgan Stanley		08/06/19		(1,321	)			(55,023	)			(15,107	)			(15,107	)
Kennametal, Inc.	Morgan Stanely		08/06/19		(1,614	)			(72,703	)			(5,356	)			(5,356	)
Lennox International, Inc.	Morgan Stanely		08/06/19		(13	)			(2,739	)			21				21
Lincoln Electric Holdings, Inc.	Morgan Stanley		08/06/19		(1,585	)			(142,076	)			(3,549	)			(3,549	)
Lockheed Martin Corp.	Morgan Stanely		08/06/19		(314	)			(97,471	)			(3,834	)			(3,834	)
Middleby Corp. (The)	Morgan Stanley		08/06/19		(209	)			(27,665	)			(511	)			(511	)
MSC Industrial Direct Co., Inc., Class A	Morgan Stanely		08/06/19		(693	)			(63,439	)			(3,480	)			(3,480	)
Nordson Corp.	Morgan Stanely		08/06/19		(273	)			(39,427	)			(517	)			(517	)
Northrop Grumman Corp.	Morgan Stanley		08/06/19		(309	)			(92,975	)			(2,070	)			(2,070	)
Oshkosh Corp.	Morgan Stanely		08/06/19		(484	)			(42,094	)			(1,875	)			(1,875	)
Timken Co. (The)	Morgan Stanley		08/06/19		(2,963	)			(132,458	)			(14,375	)			(14,375	)
Toro Co. (The)	Morgan Stanely		08/06/19		(361	)			(23,510	)			(76	)			(76	)
United Rentals, Inc.	Morgan Stanley		08/06/19		(1,393	)			(177,276	)			(61,743	)			(61,743	)
WABCO Holdings, Inc.	Morgan Stanley		08/06/19		(77	)			(11,898	)			609				609
WESCO International, Inc.	Morgan Stanley		08/06/19		(1,304	)			(79,254	)			(9,523	)			(9,523	)

					(22,719	)			(1,588,950	)			(153,606	)			(153,606	)

Commercial & Professional Services
Equifax, Inc.	Morgan Stanely		08/06/19		(1,991	)			(234,146	)			(390	)			(390	)


		● Level 1 — quoted prices in active markets for identical securities;

		● Level 2 — other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.); and

		● Level 3 — significant unobservable inputs (including the Funds’ own assumptions in determining the fair value of investments).


		Notional Amount
Gotham Short Strategies Fund		$(23,240,814)


	Market Value of Securities Loaned		Cash Collateral Received		Market Value of Non-Cash Collateral
Gotham Absolute Return Fund	$	180,051,283	$	185,701,324	$	—
Gotham Absolute 500 Fund		1,339,193		1,373,982		—
Gotham Absolute 500 Core Fund		36,017		19,218		17,846
Gotham Enhanced Return Fund		310,992,491		320,855,073		—
Gotham Enhanced 500 Fund		4,723,386		4,848,979		—
Gotham Enhanced 500 Core Fund		56,795		25,499		32,917
Gotham Neutral Fund		45,564,431		47,075,805		—
Gotham Neutral 500 Fund		13,878		6,963		7,271
Gotham Index Plus Fund		55,406,499		56,902,710		—
Gotham Index Core Fund		50,888		15,844		36,486
Gotham Hedged Plus Fund		19,619		20,239		—
Gotham Hedged Core Fund		32,392		10,681		22,621
Gotham Defensive Long Fund		119,069		39,960		82,784
Gotham Defensive Long 500 Fund		195,387		72,534		127,980


	Federal Tax Cost (Proceeds)*		Unrealized Appreciation		Unrealized (Depreciation)		Net Unrealized Appreciation/ (Depreciation)
Gotham Absolute Return Fund	$	478,148,027	$	155,922,281	$	(50,553,612)	$	105,368,669
Gotham Absolute 500 Fund		5,461,715		2,807,445		(625,550)		2,181,895
Gotham Absolute 500 Core Fund		1,121,483		401,176		(80,706)		320,470
Gotham Enhanced Return Fund		717,202,484		252,485,621		(55,125,582)		197,360,039
Gotham Enhanced 500 Fund		22,434,465		7,473,812		(1,558,963)		5,914,849
Gotham Enhanced 500 Core Fund		2,143,038		527,955		(74,017)		453,938
Gotham Neutral Fund		59,338,094		97,864,294		(40,471,379)		57,392,915
Gotham Neutral 500 Fund		788,754		656,284		(249,838)		406,446
Gotham Short Strategies Fund		12,831,926		1,147,363		(1,073,575)		73,788
Gotham Index Plus Fund		206,779,496		60,578,784		(12,788,848)		47,789,936
Gotham Index Plus All-Cap Fund		1,974,148		—		(451)		(451	)
Gotham Index Core Fund		2,146,325		611,165		(80,782)		530,383
Gotham Hedged Plus Fund		1,096,248		568,665		(132,121)		436,544
Gotham Hedged Core Fund		1,131,676		385,112		(55,036)		330,076
Gotham Institutional Value Fund		2,469,568		381,884		(21,649)		360,235
Gotham Enhanced S&P 500 Index Fund		2,701,235		503,076		(20,957)		482,119
Gotham Defensive Long Fund		2,037,874		506,124		(182,861)		323,263
Gotham Defensive Long 500 Fund		7,649,906		2,082,005		(568,666)		1,513,339
Gotham Total Return Fund		18,670,765		3,190,526		—		3,190,526
Gotham Master Long Fund		1,069,865		141,672		—		141,672
Gotham Master Neutral Fund		2,598,108		209,835		(66,966)		142,869


	Total Value at 12/31/17		Level 1 Quoted Price		Level 2 Other Significant Observable Inputs		Level 3 Significant Unobservable Inputs
Common Stocks:
Brazil	$	1,321,695	$	1,321,695	$	—	$	—
China		13,911,021		5,563,157		8,347,864		—
Colombia		309,050		309,050		—		—
Czech Republic		142,833		142,833		—		—
Greece		1,495,357		1,032,646		462,711		—
Hong Kong		1,971,743		602,469		1,369,274		—
Indonesia		1,843,521		747,431		1,096,090		—
Malaysia		1,124,333		310,475		813,858		—
Mexico		139,560		139,560		—		—
Peru		666,840		666,840		—		—
Poland		947,610		—		947,610		—
Russia		714,859		—		714,859		—
South Africa		1,222,620		—		1,222,620		—
South Korea		11,636,254		4,927,129		6,709,125		—
Taiwan		7,062,248		2,103,685		4,958,563		—
Thailand		6,663,885		—		6,663,885		—


B. Federal Tax Cost:

Federal tax cost*	$	44,537,473

Gross unrealized appreciation	$	9,547,636
Gross unrealized depreciation		(1,007,877	)

Net unrealized appreciation	$	8,539,759


(Registrant) FundVantage Trust

By (Signature and Title)*		/s/ Joel L. Weiss
		Joel L. Weiss, President and
		Chief Executive Officer
		(principal executive officer)


By (Signature and Title)*		/s/ T. Richard Keyes
		T. Richard Keyes, Treasurer and
		Chief Financial Officer
		(principal financial officer)