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Shares		Description	Value

	Common Stocks – 99.2%
	Air Freight & Logistics – 0.1%
	20,846	XPO Logistics, Inc.*	$ 1,563,867

	Automobiles – 0.8%
	90,779	General Motors Co.	2,259,489
	9,623	Tesla, Inc.*	13,768,204

			16,027,693

	Banks – 0.0%
	29,668	Western Alliance Bancorp	1,066,565

	Beverages – 1.2%
	296,938	Monster Beverage Corp.*	23,303,694

	Biotechnology – 5.8%
	396,774	AbbVie, Inc.	37,657,820
	31,715	ACADIA Pharmaceuticals, Inc.*	1,318,393
	41,441	Acceleron Pharma, Inc.*	4,109,704
	79,484	Alexion Pharmaceuticals, Inc.*	8,146,315
	62,467	Biogen, Inc.*	17,159,060
	127,316	Exelixis, Inc.*	2,939,726
	103,959	Gilead Sciences, Inc.	7,228,269
	26,276	Sarepta Therapeutics, Inc.*	4,033,892
	47,091	Seattle Genetics, Inc.*	7,829,821
	81,754	Vertex Pharmaceuticals, Inc.*	22,237,088

			112,660,088

	Building Products – 0.7%
	36,301	Allegion PLC	3,610,497
	162,405	Masco Corp.	9,283,070

			12,893,567

	Capital Markets – 2.2%
	87,582	CME Group, Inc.	14,554,377
	9,960	LPL Financial Holdings, Inc.	787,039
	5,181	MarketAxess Holdings, Inc.	2,677,023
	72,089	S&P Global, Inc.	25,249,172

			43,267,611

	Chemicals – 2.0%
	468,401	Axalta Coating Systems Ltd.*	10,398,502
	4,096	NewMarket Corp.	1,535,222



Shares		Description	Value

	Common Stocks – (continued)
	Chemicals – (continued)
	40,630	Sherwin-Williams Co. (The)	$ 26,324,990

			38,258,714

	Commercial Services & Supplies – 0.2%
	53,286	Copart, Inc.*	4,968,919

	Communications Equipment – 0.9%
	42,726	Arista Networks, Inc.*	11,098,933
	68,632	Lumentum Holdings, Inc.*	6,371,109

			17,470,042

	Diversified Consumer Services – 0.1%
	5,624	Bright Horizons Family Solutions, Inc.*	603,118
	27,455	ServiceMaster Global Holdings, Inc.*	1,122,635

			1,725,753

	Diversified Financial Services – 1.0%
	381,445	Voya Financial, Inc.	18,843,383

	Diversified Telecommunication Services – 0.2%
	186,172	Liberty Global PLC, Class C (United Kingdom)*	4,237,275

	Electronic Equipment, Instruments & Components – 0.2%
	11,160	Arrow Electronics, Inc.*	799,279
	71,769	Jabil, Inc.	2,501,867

			3,301,146

	Entertainment – 3.6%
	44,859	Netflix, Inc.*	21,930,668
	62,781	Spotify Technology SA*	16,186,198
	74,254	Take-Two Interactive Software, Inc.*	12,179,141
	2,096,022	Zynga, Inc., Class A*	20,603,896

			70,899,903

	Equity Real Estate Investment Trusts (REITs) – 4.1%
	55,327	American Tower Corp. REIT	14,461,924
	5,361	Camden Property Trust REIT	486,832
	138,552	CoreSite Realty Corp. REIT	17,880,136
	163,990	Equity LifeStyle Properties, Inc. REIT	11,203,797
	22,108	First Industrial Realty Trust, Inc. REIT	970,983
	534,979	Invitation Homes, Inc. REIT	15,953,074
	5,782	Lamar Advertising Co., Class A REIT	380,051



Shares		Description	Value

	Common Stocks – (continued)
	Equity Real Estate Investment Trusts (REITs) – (continued)
	62,066	SBA Communications Corp. REIT	$ 19,336,042

			80,672,839

	Food & Staples Retailing – 1.8%
	107,137	Costco Wholesale Corp.	34,876,308

	Health Care Equipment & Supplies – 2.9%
	32,921	Cooper Cos., Inc. (The)	9,314,339
	8,993	DexCom, Inc.*	3,916,811
	185,377	Edwards Lifesciences Corp.*	14,535,411
	13,621	Haemonetics Corp.*	1,194,017
	78,210	Hologic, Inc.*	5,457,494
	4,726	Insulet Corp.*	961,079
	28,287	Quidel Corp.*	7,990,229
	13,688	STERIS PLC	2,185,015
	41,998	West Pharmaceutical Services, Inc.	11,292,002

			56,846,397

	Health Care Providers & Services – 2.4%
	26,222	Anthem, Inc.	7,179,584
	35,832	HCA Healthcare, Inc.	4,537,764
	27,014	Humana, Inc.	10,601,644
	76,712	McKesson Corp.	11,519,074
	34,871	UnitedHealth Group, Inc.	10,558,241
	14,093	Universal Health Services, Inc., Class B	1,548,821

			45,945,128

	Hotels, Restaurants & Leisure – 1.8%
	11,874	Chipotle Mexican Grill, Inc.*	13,716,370
	54,202	Domino’s Pizza, Inc.	20,955,035
	9,442	Dunkin’ Brands Group, Inc.	648,949

			35,320,354

	Insurance – 0.4%
	22,943	Aon PLC, Class A	4,708,362
	28,886	Brighthouse Financial, Inc.*	818,629
	16,783	Primerica, Inc.	2,008,254

			7,535,245

	Interactive Media & Services – 10.0%
	25,980	Alphabet, Inc., Class A*	38,656,941
	44,008	Alphabet, Inc., Class C*	65,262,104
	327,575	Facebook, Inc., Class A*	83,095,950



Shares		Description	Value

	Common Stocks – (continued)
	Interactive Media & Services – (continued)
	250,977	Pinterest, Inc., Class A*	$ 8,606,001

			195,620,996

	Internet & Direct Marketing Retail – 9.3%
	46,078	Amazon.com, Inc.*	145,822,125
	408,963	eBay, Inc.	22,607,475
	106,274	Etsy, Inc.*	12,580,716

			181,010,316

	IT Services – 7.9%
	64,748	Alliance Data Systems Corp.	2,872,221
	142,356	Black Knight, Inc.*	10,665,312
	111,177	Cognizant Technology Solutions Corp., Class A	7,595,613
	46,985	FleetCor Technologies, Inc.*	12,148,911
	24,831	Gartner, Inc.*	3,094,936
	75,854	GoDaddy, Inc., Class A*	5,331,019
	47,202	Mastercard, Inc., Class A	14,563,233
	251,658	PayPal Holdings, Inc.*	49,342,584
	44,319	Square, Inc., Class A*	5,754,822
	96,828	VeriSign, Inc.*	20,496,551
	110,454	Visa, Inc., Class A	21,030,442
	14,928	Western Union Co. (The)	362,452

			153,258,096

	Life Sciences Tools & Services – 1.1%
	46,203	Illumina, Inc.*	17,656,939
	27,885	PerkinElmer, Inc.	3,315,805

			20,972,744

	Machinery – 0.0%
	15,867	Allison Transmission Holdings, Inc.	592,791

	Media – 0.2%
	1,698	Cable One, Inc.	3,094,707

	Mortgage Real Estate Investment Trusts (REITs) – 0.1%
	83,230	Starwood Property Trust, Inc. REIT	1,244,288

	Multiline Retail – 0.9%
	133,816	Target Corp.	16,844,758



Shares		Description	Value

	Common Stocks – (continued)
	Multi-Utilities – 0.3%
	94,938	Public Service Enterprise Group, Inc.	$ 5,310,832

	Personal Products – 0.1%
	52,498	Herbalife Nutrition Ltd.*	2,689,997

	Pharmaceuticals – 0.3%
	44,932	Bristol-Myers Squibb Co.	2,635,711
	34,533	Merck & Co., Inc.	2,770,928

			5,406,639

	Professional Services – 0.4%
	9,512	CoreLogic, Inc.	648,338
	74,491	TransUnion	6,672,159

			7,320,497

	Road & Rail – 1.0%
	103,775	Old Dominion Freight Line, Inc.	18,972,145

	Semiconductors & Semiconductor Equipment – 4.5%
	15,662	Advanced Micro Devices, Inc.*	1,212,709
	64,793	Analog Devices, Inc.	7,441,476
	124,295	Applied Materials, Inc.	7,995,897
	61,433	Inphi Corp.*	8,026,836
	43,228	Lam Research Corp.	16,303,872
	57,619	Microchip Technology, Inc.	5,861,581
	59,583	NVIDIA Corp.	25,298,346
	52,374	QUALCOMM, Inc.	5,531,218
	62,373	Texas Instruments, Inc.	7,955,676
	11,799	Universal Display Corp.	2,058,336

			87,685,947

	Software – 15.0%
	102,046	Adobe, Inc.*	45,341,079
	117,830	Anaplan, Inc.*	5,350,660
	68,140	DocuSign, Inc.*	14,774,796
	12,906	Fortinet, Inc.*	1,784,900
	863,413	Microsoft Corp.	177,008,299
	36,844	RingCentral, Inc., Class A*	10,694,708
	46,652	ServiceNow, Inc.*	20,489,558
	68,086	Workday, Inc., Class A*	12,318,119
	21,106	Zoom Video Communications, Inc., Class A*	5,359,025

			293,121,144



Shares		Description	Value

	Common Stocks – (continued)
	Specialty Retail – 3.3%
	11,573	AutoZone, Inc.*	$ 13,973,472
	79,679	Home Depot, Inc. (The)	21,153,978
	192,004	Lowe’s Cos., Inc.	28,591,315

			63,718,765

	Technology Hardware, Storage & Peripherals – 12.4%
	555,464	Apple, Inc.	236,094,419
	143,931	NetApp, Inc.	6,376,143

			242,470,562

	TOTAL INVESTMENTS – 99.2% (Cost $1,256,240,867)		$1,931,019,715

	OTHER ASSETS IN EXCESS OF LIABILITIES – 0.8%		15,813,522

	NET ASSETS – 100.0%		$1,946,833,237



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

*		Non-income producing security.



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



Shares		Description	Value

	Common Stocks – 98.9%
	Aerospace & Defense – 1.4%
	4,439	Curtiss-Wright Corp.	$ 395,604
	1,309	Mercury Systems, Inc.*	101,356
	32,803	Raytheon Technologies Corp.	1,859,274
	7,810	Teledyne Technologies, Inc.*	2,395,327

			4,751,561

	Air Freight & Logistics – 0.6%
	9,110	United Parcel Service, Inc., Class B	1,300,544
	8,754	XPO Logistics, Inc.*	656,725

			1,957,269

	Automobiles – 1.1%
	149,259	General Motors Co.	3,715,057

	Banks – 7.4%
	245,310	Bank of America Corp.	6,103,313
	103,749	Citigroup, Inc.	5,188,487
	7,886	Citizens Financial Group, Inc.	195,652
	7,459	Comerica, Inc.	287,321
	36,899	First Hawaiian, Inc.	641,304
	35,095	JPMorgan Chase & Co.	3,391,581
	10,019	KeyCorp	120,328
	10,752	PNC Financial Services Group, Inc. (The)	1,146,916
	8,485	Popular, Inc. (Puerto Rico)	314,878
	12,751	Signature Bank	1,307,360
	21,200	Truist Financial Corp.	794,152
	43,939	US Bancorp	1,618,713
	108,436	Wells Fargo & Co.	2,630,657
	46,526	Western Alliance Bancorp	1,672,610

			25,413,272

	Beverages – 1.8%
	15,282	Constellation Brands, Inc., Class A	2,723,252
	43,921	Monster Beverage Corp.*	3,446,920

			6,170,172

	Biotechnology – 3.2%
	33,452	AbbVie, Inc.	3,174,929
	15,004	Alexion Pharmaceuticals, Inc.*	1,537,760
	10,335	Biogen, Inc.*	2,838,921
	44,515	Gilead Sciences, Inc.	3,095,128



Shares		Description	Value

	Common Stocks – (continued)
	Biotechnology – (continued)
	494	Vertex Pharmaceuticals, Inc.*	$ 134,368

			10,781,106

	Building Products – 2.8%
	9,709	Allegion PLC	965,657
	108,240	Johnson Controls International PLC	4,165,075
	2,298	Lennox International, Inc.	616,186
	67,271	Masco Corp.	3,845,210

			9,592,128

	Capital Markets – 3.0%
	28,676	CME Group, Inc.	4,765,378
	27,816	Interactive Brokers Group, Inc., Class A	1,379,673
	11,872	S&P Global, Inc.	4,158,168

			10,303,219

	Chemicals – 4.2%
	147,387	Axalta Coating Systems Ltd.*	3,271,991
	24,284	CF Industries Holdings, Inc.	760,818
	4,859	Corteva, Inc.	138,773
	22,147	Dow, Inc.	909,356
	5,933	DuPont de Nemours, Inc.	317,297
	20,579	Linde PLC (United Kingdom)	5,044,119
	23,437	Mosaic Co. (The)	315,696
	227	NewMarket Corp.	85,082
	5,278	Sherwin-Williams Co. (The)	3,419,722

			14,262,854

	Commercial Services & Supplies – 0.1%
	4,398	IAA, Inc.*	190,653

	Communications Equipment – 1.6%
	89,535	Cisco Systems, Inc.	4,217,099
	12,392	Lumentum Holdings, Inc.*	1,150,349

			5,367,448

	Consumer Finance – 1.0%
	76,039	Ally Financial, Inc.	1,528,384
	82,759	Synchrony Financial	1,831,457

			3,359,841



Shares		Description	Value

	Common Stocks – (continued)
	Containers & Packaging – 0.1%
	23,143	Graphic Packaging Holding Co.	$ 322,613

	Diversified Consumer Services – 1.0%
	1,882	Bright Horizons Family Solutions, Inc.*	201,826
	5,064	frontdoor, Inc.*	212,663
	354	Graham Holdings Co., Class B	141,023
	10,585	Grand Canyon Education, Inc.*	939,313
	43,479	ServiceMaster Global Holdings, Inc.*	1,777,856

			3,272,681

	Diversified Financial Services – 2.6%
	27,406	Berkshire Hathaway, Inc., Class B*	5,365,547
	8,473	Equitable Holdings, Inc.	173,357
	68,962	Voya Financial, Inc.	3,406,723

			8,945,627

	Diversified Telecommunication Services – 1.5%
	48,956	AT&T, Inc.	1,448,119
	78,795	Liberty Global PLC, Class C (United Kingdom)*	1,793,374
	35,838	Verizon Communications, Inc.	2,059,968

			5,301,461

	Electric Utilities – 0.9%
	13,937	Entergy Corp.	1,465,197
	18,357	Exelon Corp.	708,763
	17,113	FirstEnergy Corp.	496,277
	12,162	OGE Energy Corp.	400,130

			3,070,367

	Electrical Equipment – 0.4%
	13,783	AMETEK, Inc.	1,285,265

	Electronic Equipment, Instruments & Components – 0.6%
	18,089	Arrow Electronics, Inc.*	1,295,534
	18,830	Jabil, Inc.	656,414
	1,464	SYNNEX Corp.	182,619

			2,134,567

	Energy Equipment & Services – 0.6%
	67,979	Schlumberger Ltd.	1,233,139
	115,772	TechnipFMC PLC (United Kingdom)	929,649

			2,162,788



Shares		Description	Value

	Common Stocks – (continued)
	Entertainment – 2.6%
	16,560	Activision Blizzard, Inc.	$ 1,368,353
	6,307	Spotify Technology SA*	1,626,071
	5,732	Take-Two Interactive Software, Inc.*	940,163
	13,300	Walt Disney Co. (The)	1,555,302
	353,227	Zynga, Inc., Class A*	3,472,221

			8,962,110

	Equity Real Estate Investment Trusts (REITs) – 7.6%
	38,790	Apartment Investment and Management Co., Class A REIT	1,505,828
	5,915	AvalonBay Communities, Inc. REIT	905,705
	25,064	Camden Property Trust REIT	2,276,062
	12,925	CoreSite Realty Corp. REIT	1,667,971
	2,393	CubeSmart REIT	71,000
	24,849	CyrusOne, Inc. REIT	2,072,904
	25,536	Equity LifeStyle Properties, Inc. REIT	1,744,620
	9,711	Equity Residential REIT	520,801
	1,475	Extra Space Storage, Inc. REIT	152,427
	57,957	First Industrial Realty Trust, Inc. REIT	2,545,471
	127,244	Invitation Homes, Inc. REIT	3,794,416
	24,918	Lamar Advertising Co., Class A REIT	1,637,860
	11,219	Life Storage, Inc. REIT	1,100,920
	20,956	Outfront Media, Inc. REIT	301,976
	6,622	Prologis, Inc. REIT	698,091
	13,448	SBA Communications Corp. REIT	4,189,590
	3,708	Sun Communities, Inc. REIT	555,940
	6,497	Ventas, Inc. REIT	249,225

			25,990,807

	Food & Staples Retailing – 2.5%
	11,533	Costco Wholesale Corp.	3,754,337
	14,487	Kroger Co. (The)	504,003
	33,943	Walmart, Inc.	4,392,224

			8,650,564

	Food Products – 0.2%
	13,678	TreeHouse Foods, Inc.*	599,370



Shares		Description	Value

	Common Stocks – (continued)
	Health Care Equipment & Supplies – 3.6%
	11,219	Cooper Cos., Inc. (The)	$ 3,174,192
	21,786	Edwards Lifesciences Corp.*	1,708,240
	23,742	Hologic, Inc.*	1,656,717
	34,630	Medtronic PLC	3,341,102
	5,616	STERIS PLC	896,482
	5,736	West Pharmaceutical Services, Inc.	1,542,238

			12,318,971

	Health Care Providers & Services – 5.0%
	16,687	Anthem, Inc.	4,568,901
	24,392	HCA Healthcare, Inc.	3,089,003
	3,078	Henry Schein, Inc.*	211,551
	10,601	Humana, Inc.	4,160,362
	15,603	McKesson Corp.	2,342,946
	25,434	Universal Health Services, Inc., Class B	2,795,197

			17,167,960

	Hotels, Restaurants & Leisure – 0.9%
	118	Chipotle Mexican Grill, Inc.*	136,309
	7,349	Domino’s Pizza, Inc.	2,841,197

			2,977,506

	Household Durables – 1.4%
	42,631	D.R. Horton, Inc.	2,820,467
	8,588	Lennar Corp., Class A	621,342
	2,893	Mohawk Industries, Inc.*	231,006
	21,969	PulteGroup, Inc.	957,848

			4,630,663

	Household Products – 0.6%
	16,128	Procter & Gamble Co. (The)	2,114,703

	Independent Power and Renewable Electricity Producers – 0.2%
	45,167	Vistra Corp.	842,816

	Industrial Conglomerates – 0.7%
	398,043	General Electric Co.	2,416,121

	Insurance – 3.4%
	18,771	Allstate Corp. (The)	1,771,795
	13,525	American Financial Group, Inc.	821,914
	27,464	Athene Holding Ltd., Class A*	885,714
	30,422	Brighthouse Financial, Inc.*	862,159



Shares		Description	Value

	Common Stocks – (continued)
	Insurance – (continued)
	99,689	Fidelity National Financial, Inc.	$ 3,225,936
	12,868	First American Financial Corp.	656,397
	31,713	Lincoln National Corp.	1,181,944
	14,281	MetLife, Inc.	540,536
	8,090	Old Republic International Corp.	130,006
	3,693	Primerica, Inc.	441,904
	8,206	Reinsurance Group of America, Inc.	699,561
	25,033	Unum Group	431,319

			11,649,185

	Interactive Media & Services – 2.6%
	5,320	Alphabet, Inc., Class A*	7,915,894
	26,450	Pinterest, Inc., Class A*	906,971

			8,822,865

	Internet & Direct Marketing Retail – 1.1%
	57,957	eBay, Inc.	3,203,863
	4,954	Etsy, Inc.*	586,454

			3,790,317

	IT Services – 4.4%
	23,255	Alliance Data Systems Corp.	1,031,592
	29,140	Fidelity National Information Services, Inc.	4,263,473
	9,786	Global Payments, Inc.	1,742,104
	22,683	International Business Machines Corp.	2,788,648
	8,543	PayPal Holdings, Inc.*	1,675,026
	16,766	VeriSign, Inc.*	3,549,027

			15,049,870

	Life Sciences Tools & Services – 1.5%
	4,366	Illumina, Inc.*	1,668,511
	10,674	IQVIA Holdings, Inc.*	1,690,655
	14,041	PerkinElmer, Inc.	1,669,615

			5,028,781

	Machinery – 1.4%
	37,020	Caterpillar, Inc.	4,919,218

	Media – 1.5%
	26,797	Comcast Corp., Class A	1,146,912
	28,777	Liberty Broadband Corp., Class C*	3,950,219



Shares		Description	Value

	Common Stocks – (continued)
	Media – (continued)
	787	Omnicom Group, Inc.	$ 42,285

			5,139,416

	Metals & Mining – 0.1%
	31,044	Freeport-McMoRan, Inc.	401,088
	1,166	Southern Copper Corp. (Peru)	50,966

			452,054

	Mortgage Real Estate Investment Trusts (REITs) – 0.5%
	104,539	Starwood Property Trust, Inc. REIT	1,562,858

	Multiline Retail – 1.5%
	39,478	Target Corp.	4,969,491

	Multi-Utilities – 3.4%
	41,923	Consolidated Edison, Inc.	3,220,944
	34,446	DTE Energy Co.	3,982,991
	76,964	Public Service Enterprise Group, Inc.	4,305,366

			11,509,301

	Oil, Gas & Consumable Fuels – 4.1%
	75,385	Chevron Corp.	6,327,817
	11,756	ConocoPhillips	439,557
	74,719	EOG Resources, Inc.	3,500,585
	20,705	Exxon Mobil Corp.	871,266
	84,780	Kinder Morgan, Inc.	1,195,398
	24,322	Phillips 66	1,508,451

			13,843,074

	Personal Products – 0.2%
	11,675	Herbalife Nutrition Ltd.*	598,227

	Pharmaceuticals – 3.7%
	71,676	Bristol-Myers Squibb Co.	4,204,514
	20,319	Elanco Animal Health, Inc.*	480,138
	10,509	Jazz Pharmaceuticals PLC*	1,137,599
	30,980	Johnson & Johnson	4,515,645
	7,868	Merck & Co., Inc.	631,328
	39,853	Pfizer, Inc.	1,533,544

			12,502,768

	Professional Services – 1.2%
	516	CoreLogic, Inc.	35,171



Shares		Description	Value

	Common Stocks – (continued)
	Professional Services – (continued)
	38,721	IHS Markit Ltd.	$ 3,125,946
	11,914	TransUnion	1,067,137

			4,228,254

	Road & Rail – 1.5%
	15,962	Lyft, Inc., Class A*	466,569
	18,679	Old Dominion Freight Line, Inc.	3,414,895
	5,877	Ryder System, Inc.	215,275
	6,878	Union Pacific Corp.	1,192,301

			5,289,040

	Semiconductors & Semiconductor Equipment – 2.6%
	24,416	Analog Devices, Inc.	2,804,178
	90,241	Intel Corp.	4,307,203
	1,081	Lam Research Corp.	407,710
	9,726	Microchip Technology, Inc.	989,426
	6,791	Micron Technology, Inc.*	339,923

			8,848,440

	Specialty Retail – 2.5%
	7,367	AutoNation, Inc.*	378,222
	2,056	AutoZone, Inc.*	2,482,455
	21,120	Home Depot, Inc. (The)	5,607,149

			8,467,826

	Technology Hardware, Storage & Peripherals – 0.3%
	2,377	Apple, Inc.	1,010,320
	2,380	NetApp, Inc.	105,434

			1,115,754

	Textiles, Apparel & Luxury Goods – 0.0%
	4,288	Skechers USA, Inc., Class A*	125,553



Shares		Description	Value

	Common Stocks – (continued)
	Trading Companies & Distributors – 0.2%
	4,086	United Rentals, Inc.*	$ 634,842

	TOTAL INVESTMENTS – 98.9% (Cost $319,650,784)		$337,578,674

	OTHER ASSETS IN EXCESS OF LIABILITIES – 1.1%		3,682,000

	NET ASSETS – 100.0%		$341,260,674



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

*		Non-income producing security.



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



Shares		Description	Value

	Common Stocks – 99.3%
	Aerospace & Defense – 0.6%
	64,566	Aerojet Rocketdyne Holdings, Inc.*	$ 2,663,348
	28,950	Astronics Corp.*	251,865
	8,467	Maxar Technologies, Inc.	150,628
	7,403	Moog, Inc., Class A	397,689

			3,463,530

	Air Freight & Logistics – 0.5%
	98,308	Echo Global Logistics, Inc.*	2,464,090
	3,508	Hub Group, Inc., Class A*	185,573
	47,374	Radiant Logistics, Inc.*	201,340

			2,851,003

	Airlines – 0.2%
	51,975	SkyWest, Inc.	1,367,462

	Auto Components – 0.5%
	155,992	American Axle & Manufacturing Holdings, Inc.*	1,101,304
	14,410	Gentherm, Inc.*	558,676
	48,390	Goodyear Tire & Rubber Co. (The)	435,994
	11,042	Standard Motor Products, Inc.	502,190
	8,922	Visteon Corp.*	647,826

			3,245,990

	Banks – 7.5%
	76,378	1st Source Corp.	2,529,639
	47,786	Amalgamated Bank, Class A	551,928
	68,229	Atlantic Capital Bancshares, Inc.*	682,290
	123,682	Bancorp, Inc. (The)*	1,166,321
	4,789	Banner Corp.	169,674
	99,849	Boston Private Financial Holdings, Inc.	587,611
	280,887	Cadence BanCorp	2,193,728
	76,212	Cathay General Bancorp	1,842,806
	131,099	Central Pacific Financial Corp.	2,039,900
	1,302	Century Bancorp, Inc., Class A	90,671
	32,233	Columbia Banking System, Inc.	932,501
	216,179	CVB Financial Corp.	3,906,355
	4,893	Equity Bancshares, Inc., Class A*	69,187
	438,562	First BanCorp (Puerto Rico)	2,385,777
	82,028	First Bancorp/Southern Pines NC	1,694,699
	219,984	First Commonwealth Financial Corp.	1,731,274
	148,243	First Foundation, Inc.	2,278,495
	48,787	First Internet Bancorp	714,730
	46,224	Hanmi Financial Corp.	426,648



Shares		Description	Value

	Common Stocks – (continued)
	Banks – (continued)
	87,526	Heartland Financial USA, Inc.	$ 2,734,312
	122,084	Hilltop Holdings, Inc.	2,376,976
	50,628	Hope Bancorp, Inc.	426,794
	115,132	International Bancshares Corp.	3,502,315
	12,469	Metropolitan Bank Holding Corp.*	368,833
	43,756	National Bank Holdings Corp., Class A	1,215,542
	23,862	Preferred Bank	888,860
	20,768	Sierra Bancorp	365,101
	105,274	Simmons First National Corp., Class A	1,746,496
	24,159	Southern National Bancorp of Virginia, Inc.	203,419
	3,683	Texas Capital Bancshares, Inc.*	122,349
	87,811	TriCo Bancshares	2,458,708
	48,555	TriState Capital Holdings, Inc.*	643,354
	46,254	Westamerica Bancorporation	2,791,891

			45,839,184

	Beverages – 0.0%
	799	Coca-Cola Consolidated, Inc.	183,418

	Biotechnology – 10.7%
	31,997	Akebia Therapeutics, Inc.*	357,406
	2,196	Allakos, Inc.*	164,854
	94,183	Amicus Therapeutics, Inc.*	1,360,944
	7,708	Arcturus Therapeutics Holdings, Inc.*	402,589
	152,009	Ardelyx, Inc.*	858,851
	26,304	Arrowhead Pharmaceuticals, Inc.*	1,132,913
	63,340	Atara Biotherapeutics, Inc.*	784,783
	9,673	Beam Therapeutics, Inc.*^(a)	187,076
	140,748	BioCryst Pharmaceuticals, Inc.*	572,844
	6,440	BioSpecifics Technologies Corp.*	403,530
	9,100	Bioxcel Therapeutics, Inc.*	412,776
	23,765	Blueprint Medicines Corp.*	1,739,123
	5,635	CareDx, Inc.*	187,927
	12,784	Catalyst Biosciences, Inc.*	65,326
	301,276	Catalyst Pharmaceuticals, Inc.*	1,295,487
	27,083	CEL-SCI Corp.*^(a)	338,808
	28,048	ChemoCentryx, Inc.*	1,478,410
	3,166	Cortexyme, Inc.*^(a)	126,165
	11,466	CytomX Therapeutics, Inc.*	80,377
	4,758	Denali Therapeutics, Inc.*	111,432
	69,241	Dicerna Pharmaceuticals, Inc.*	1,488,682
	119,139	Dynavax Technologies Corp.*	966,217
	34,946	Editas Medicine, Inc.*	1,026,015
	74,035	Eiger BioPharmaceuticals, Inc.*	744,052



Shares		Description	Value

	Common Stocks – (continued)
	Biotechnology – (continued)
	43,839	Emergent BioSolutions, Inc.*	$ 4,876,650
	48,099	Enanta Pharmaceuticals, Inc.*	2,205,339
	15,808	Fate Therapeutics, Inc.*	494,316
	46,472	FibroGen, Inc.*	1,880,722
	44,748	G1 Therapeutics, Inc.*	656,453
	219,013	Geron Corp.*	348,231
	39,143	Halozyme Therapeutics, Inc.*	1,064,298
	23,467	Heron Therapeutics, Inc.*	382,277
	44,228	Inovio Pharmaceuticals, Inc.*^(a)	859,792
	20,739	Insmed, Inc.*	541,703
	11,688	Intercept Pharmaceuticals, Inc.*	533,440
	65,699	Ironwood Pharmaceuticals, Inc.*	602,460
	329,027	Kadmon Holdings, Inc.*	1,204,239
	34,234	Karyopharm Therapeutics, Inc.*	549,456
	5,609	Kiniksa Pharmaceuticals Ltd., Class A*	109,488
	14,551	Krystal Biotech, Inc.*	600,811
	39,092	Kura Oncology, Inc.*	642,672
	23,518	MacroGenics, Inc.*	597,357
	4,887	Mersana Therapeutics, Inc.*	97,154
	178,129	Minerva Neurosciences, Inc.*^(a)	620,780
	11,986	Mirati Therapeutics, Inc.*	1,454,022
	29,105	Momenta Pharmaceuticals, Inc.*	858,306
	48,655	Myriad Genetics, Inc.*	587,266
	60,146	Natera, Inc.*	2,888,211
	25,010	Novavax, Inc.*^(a)	3,578,931
	193,526	OPKO Health, Inc.*^(a)	996,659
	10,182	Precision BioSciences, Inc.*	64,758
	6,023	Principia Biopharma, Inc.*	503,523
	60,660	Protagonist Therapeutics, Inc.*	954,182
	86,332	Prothena Corp. PLC (Ireland)*	1,056,704
	14,266	PTC Therapeutics, Inc.*	660,944
	61,348	Puma Biotechnology, Inc.*	632,498
	73,267	Radius Health, Inc.*	919,501
	37,043	REGENXBIO, Inc.*	1,226,123
	16,427	REVOLUTION Medicines, Inc.*	396,219
	58,023	Sangamo Therapeutics, Inc.*	628,389
	45,202	Sorrento Therapeutics, Inc.*^(a)	403,202
	49,138	Syndax Pharmaceuticals, Inc.*	693,337
	29,083	Turning Point Therapeutics, Inc.*	1,722,586
	50,796	Twist Bioscience Corp.*	2,846,608
	7,901	Ultragenyx Pharmaceutical, Inc.*	617,542
	15,570	Veracyte, Inc.*	555,382
	9,352	Vericel Corp.*	154,214
	5,252	Viela Bio, Inc.*	192,276



Shares		Description	Value

	Common Stocks – (continued)
	Biotechnology – (continued)
	119,514	Viking Therapeutics, Inc.*	$ 838,988
	11,571	Voyager Therapeutics, Inc.*	128,091
	110,701	Xencor, Inc.*	3,330,993
	31,594	Y-mAbs Therapeutics, Inc.*	1,109,897

			65,153,577

	Building Products – 2.5%
	34,618	AAON, Inc.	2,051,117
	8,388	Apogee Enterprises, Inc.	181,097
	11,670	Builders FirstSource, Inc.*	276,462
	17,751	CSW Industrials, Inc.	1,185,589
	34,682	Gibraltar Industries, Inc.*	1,793,753
	30,572	Griffon Corp.	699,182
	8,823	Masonite International Corp.*	744,220
	6,175	Patrick Industries, Inc.	394,891
	72,748	Quanex Building Products Corp.	1,022,109
	51,401	Simpson Manufacturing Co., Inc.	4,963,281
	34,373	UFP Industries, Inc.	2,001,196

			15,312,897

	Capital Markets – 0.5%
	11,244	Artisan Partners Asset Management, Inc., Class A	407,370
	30,267	Donnelley Financial Solutions, Inc.*	261,810
	17,522	Federated Hermes, Inc.	461,880
	49,273	Oppenheimer Holdings, Inc., Class A	1,044,095
	13,512	PJT Partners, Inc., Class A	723,297

			2,898,452

	Chemicals – 2.8%
	148,581	Avient Corp.	3,551,086
	6,622	Balchem Corp.	663,922
	12,801	Chase Corp.	1,287,269
	208,351	Ferro Corp.*	2,435,623
	72,904	Ingevity Corp.*	4,263,426
	21,720	Koppers Holdings, Inc.*	546,692
	26,686	Kraton Corp.*	350,921
	74,390	Minerals Technologies, Inc.	3,487,403
	24,520	Orion Engineered Carbons SA (Luxembourg)	250,104

			16,836,446

	Commercial Services & Supplies – 1.5%
	24,893	Brady Corp., Class A	1,144,331



Shares		Description	Value

	Common Stocks – (continued)
	Commercial Services & Supplies – (continued)
	11,428	BrightView Holdings, Inc.*	$ 138,507
	13,447	Brink’s Co. (The)	596,374
	80,040	HNI Corp.	2,377,188
	132,597	KAR Auction Services, Inc.	2,006,193
	34,118	Kimball International, Inc., Class B	373,251
	40,629	McGrath RentCorp	2,357,295
	23,938	Steelcase, Inc., Class A	256,855
	860	UniFirst Corp.	160,373

			9,410,367

	Communications Equipment – 1.6%
	15,169	Calix, Inc.*	311,116
	89,194	Extreme Networks, Inc.*	405,833
	231,968	Harmonic, Inc.*	1,294,381
	61,151	Inseego Corp.*^(a)	824,315
	80,269	NETGEAR, Inc.*	2,468,272
	315,565	Viavi Solutions, Inc.*	4,364,264

			9,668,181

	Construction & Engineering – 0.8%
	44,373	Aegion Corp.*	684,232
	123,840	Great Lakes Dredge & Dock Corp.*	1,035,302
	72,228	MasTec, Inc.*	2,873,230
	22,894	Tutor Perini Corp.*	269,462

			4,862,226

	Construction Materials – 0.5%
	189,690	Summit Materials, Inc., Class A*	2,792,237

	Consumer Finance – 1.0%
	15,299	Curo Group Holdings Corp.	106,940
	8,635	Encore Capital Group, Inc.*	315,436
	116,623	Enova International, Inc.*	1,876,464
	9,145	FirstCash, Inc.	527,118
	146,848	Navient Corp.	1,168,910
	8,590	Nelnet, Inc., Class A	498,220
	37,535	PRA Group, Inc.*	1,484,885

			5,977,973

	Containers & Packaging – 0.1%
	6,440	Greif, Inc., Class A	224,048
	27,373	Myers Industries, Inc.	412,237



Shares		Description	Value

	Common Stocks – (continued)
	Containers & Packaging – (continued)
	27,044	O-I Glass, Inc.	$ 282,339

			918,624

	Diversified Consumer Services – 2.1%
	37,552	American Public Education, Inc.*	1,093,139
	41,292	Collectors Universe, Inc.	1,571,574
	17,893	K12, Inc.*	819,320
	241,988	Laureate Education, Inc., Class A*	3,068,408
	121,301	Perdoceo Education Corp.*	1,746,734
	25,777	Strategic Education, Inc.	3,253,315
	47,715	WW International, Inc.*	1,230,093

			12,782,583

	Diversified Financial Services – 0.9%
	117,573	Banco Latinoamericano de Comercio Exterior SA, Class E (Panama)	1,372,077
	107,952	Cannae Holdings, Inc.*	4,067,631

			5,439,708

	Diversified Telecommunication Services – 1.8%
	2,441	Bandwidth, Inc., Class A*	353,408
	51,427	Cogent Communications Holdings, Inc.	4,634,087
	129,649	Consolidated Communications Holdings, Inc.*	946,438
	83,158	Liberty Latin America Ltd., Class C (Chile)*	850,706
	24,568	Ooma, Inc.*	371,960
	400,966	ORBCOMM, Inc.*	1,688,067
	164,314	Vonage Holdings Corp.*	1,963,552

			10,808,218

	Electric Utilities – 0.7%
	101,408	Portland General Electric Co.	4,475,135

	Electrical Equipment – 0.6%
	58,682	Atkore International Group, Inc.*	1,565,049
	21,632	Powell Industries, Inc.	574,330
	20,464	Vicor Corp.*	1,667,202

			3,806,581

	Electronic Equipment, Instruments & Components – 3.3%
	61,758	Belden, Inc.	1,951,553
	57,476	Benchmark Electronics, Inc.	1,170,211
	41,548	CTS Corp.	825,143
	47,075	Fabrinet (Thailand)*	3,419,057



Shares		Description	Value

	Common Stocks – (continued)
	Electronic Equipment, Instruments & Components – (continued)
	22,043	Itron, Inc.*	$ 1,533,311
	148,631	Knowles Corp.*	2,268,109
	17,282	Methode Electronics, Inc.	487,352
	12,142	Novanta, Inc.*	1,258,883
	27,838	Plexus Corp.*	2,068,085
	4,023	Sanmina Corp.*	119,403
	115,039	TTM Technologies, Inc.*	1,416,130
	135,250	Vishay Intertechnology, Inc.	2,122,073
	54,898	Vishay Precision Group, Inc.*	1,397,154

			20,036,464

	Energy Equipment & Services – 0.8%
	41,984	Cactus, Inc., Class A	949,678
	8,002	DMC Global, Inc.	235,099
	85,991	Matrix Service Co.*	752,851
	57,859	Oil States International, Inc.*	259,208
	42,278	Patterson-UTI Energy, Inc.	163,827
	70,918	SEACOR Holdings, Inc.*	2,062,296
	26,229	Solaris Oilfield Infrastructure, Inc., Class A	190,423

			4,613,382

	Entertainment – 0.3%
	177,575	Glu Mobile, Inc.*	1,676,308

	Equity Real Estate Investment Trusts (REITs) – 7.1%
	86,322	American Assets Trust, Inc. REIT	2,330,694
	92,792	CareTrust REIT, Inc. REIT	1,672,112
	122,423	City Office REIT, Inc. REIT	1,058,959
	31,743	Community Healthcare Trust, Inc. REIT	1,451,607
	9,740	EastGroup Properties, Inc.	1,292,108
	175,169	Essential Properties Realty Trust, Inc. REIT	2,820,221
	74,617	Four Corners Property Trust, Inc. REIT	1,880,348
	37,355	Gladstone Commercial Corp. REIT	679,861
	14,065	Gladstone Land Corp. REIT	226,165
	149,979	Independence Realty Trust, Inc. REIT	1,724,758
	174,045	Lexington Realty Trust REIT	2,018,922
	13,946	Monmouth Real Estate Investment Corp. REIT	201,241
	16,551	National Storage Affiliates Trust REIT	510,102
	95,395	NexPoint Residential Trust, Inc. REIT	3,646,951
	3,072	Office Properties Income Trust REIT	77,261
	93,898	PotlatchDeltic Corp. REIT	4,019,773
	24,462	PS Business Parks, Inc. REIT	3,374,533
	64,031	QTS Realty Trust, Inc., Class A	4,607,030



Shares		Description	Value

	Common Stocks – (continued)
	Equity Real Estate Investment Trusts (REITs) – (continued)
	110,317	Retail Opportunity Investments Corp. REIT	$ 1,199,146
	53,669	Retail Properties of America, Inc., Class A REIT	341,335
	65,018	Retail Value, Inc. REIT	823,128
	287,900	Sabra Health Care REIT, Inc. REIT	4,243,646
	34,961	Terreno Realty Corp. REIT	2,124,230
	39,525	Uniti Group, Inc. REIT	391,298
	2,982	Universal Health Realty Income Trust REIT	207,488
	23,599	Urban Edge Properties REIT	247,318

			43,170,235

	Food & Staples Retailing – 1.3%
	106,883	BJ’s Wholesale Club Holdings, Inc.*	4,280,664
	7,723	Chefs’ Warehouse, Inc. (The)*	89,046
	43,415	Ingles Markets, Inc., Class A	1,747,454
	15,401	Natural Grocers by Vitamin Cottage, Inc.	243,798
	21,294	SpartanNash Co.	447,706
	19,343	Weis Markets, Inc.	963,668

			7,772,336

	Food Products – 1.4%
	107,371	Darling Ingredients, Inc.*	2,998,872
	21,874	Fresh Del Monte Produce, Inc.	493,915
	24,072	J & J Snack Foods Corp.	2,963,985
	21,650	John B. Sanfilippo & Son, Inc.	1,908,881
	5,258	Seneca Foods Corp., Class A*	206,008

			8,571,661

	Gas Utilities – 0.3%
	8,427	Northwest Natural Holding Co.	450,760
	15,623	Southwest Gas Holdings, Inc.	1,087,986

			1,538,746

	Health Care Equipment & Supplies – 1.6%
	57,050	Antares Pharma, Inc.*	148,901
	1,445	Cantel Medical Corp.	68,276
	103,308	GenMark Diagnostics, Inc.*	1,845,081
	16,651	Inogen, Inc.*	511,186
	2,120	Integer Holdings Corp.*	139,432
	45,838	Invacare Corp.	322,700
	122,317	Natus Medical, Inc.*	2,272,650
	1,244	NuVasive, Inc.*	71,082
	19,979	OraSure Technologies, Inc.*	362,619
	36,454	Shockwave Medical, Inc.*	1,797,911



Shares		Description	Value

	Common Stocks – (continued)
	Health Care Equipment & Supplies – (continued)
	30,832	Surmodics, Inc.*	$ 1,458,045
	3,644	Utah Medical Products, Inc.	296,986
	12,764	Vapotherm, Inc.*	666,791

			9,961,660

	Health Care Providers & Services – 0.8%
	68,521	Brookdale Senior Living, Inc.*	189,803
	32,314	Cross Country Healthcare, Inc.*	209,556
	14,080	Magellan Health, Inc.*	1,044,314
	72,772	Select Medical Holdings Corp.*	1,385,579
	67,888	Tenet Healthcare Corp.*	1,794,959

			4,624,211

	Health Care Technology – 1.5%
	17,820	Allscripts Healthcare Solutions, Inc.*	160,380
	2,873	Computer Programs and Systems, Inc.	70,906
	58,809	Inovalon Holdings, Inc., Class A*	1,383,776
	10,916	NextGen Healthcare, Inc.*	159,592
	33,547	Omnicell, Inc.*	2,358,018
	25,468	Phreesia, Inc.*	765,568
	13,726	Schrodinger, Inc.*^(a)	993,488
	32,349	Simulations Plus, Inc.	2,277,369
	33,923	Vocera Communications, Inc.*	1,043,811

			9,212,908

	Hotels, Restaurants & Leisure – 3.1%
	71,854	Bloomin’ Brands, Inc.	827,758
	8,393	Chuy’s Holdings, Inc.*	133,533
	17,373	Del Taco Restaurants, Inc.*	132,903
	179,833	Denny’s Corp.*	1,597,816
	28,388	Dine Brands Global, Inc.	1,289,667
	173,972	Everi Holdings, Inc.*	988,161
	208,442	International Game Technology PLC	2,055,238
	4,180	Jack in the Box, Inc.	343,220
	315,853	Red Rock Resorts, Inc., Class A	3,461,749
	106,674	Scientific Games Corp.*	1,874,262
	11,719	Texas Roadhouse, Inc.	658,491
	35,028	Wingstop, Inc.	5,473,125

			18,835,923

	Household Durables – 2.1%
	10,161	Beazer Homes USA, Inc.*	113,701
	17,307	KB Home	582,207
	12,288	LGI Homes, Inc.*	1,402,184



Shares		Description	Value

	Common Stocks – (continued)
	Household Durables – (continued)
	65,664	M/I Homes, Inc.*	$ 2,733,592
	10,648	Meritage Homes Corp.*	1,056,069
	53,846	Taylor Morrison Home Corp.*	1,262,689
	7,004	TopBuild Corp.*	923,968
	230,902	TRI Pointe Group, Inc.*	3,860,681
	22,500	Universal Electronics, Inc.*	1,036,575

			12,971,666

	Household Products – 0.1%
	22,092	Central Garden & Pet Co., Class A*	765,488

	Independent Power and Renewable Electricity Producers – 0.0%
	3,880	Ormat Technologies, Inc.	230,860

	Insurance – 3.9%
	132,890	American Equity Investment Life Holding Co.	3,382,051
	32,071	AMERISAFE, Inc.	2,035,226
	38,581	Argo Group International Holdings Ltd.	1,292,849
	4,325	BRP Group, Inc., Class A*	75,471
	18,908	FBL Financial Group, Inc., Class A	657,620
	438,636	Genworth Financial, Inc., Class A*	894,818
	45,832	Goosehead Insurance, Inc., Class A*	4,735,821
	4,152	HCI Group, Inc.	185,262
	11,862	Kinsale Capital Group, Inc.	2,311,904
	1,889	National Western Life Group, Inc., Class A	367,958
	4,753	Palomar Holdings, Inc.*	434,139
	19,560	ProAssurance Corp.	287,532
	93,697	Stewart Information Services Corp.	3,930,589
	57,720	Trupanion, Inc.*^(a)	2,918,900

			23,510,140

	Interactive Media & Services – 0.6%
	135,613	Cars.com, Inc.*	1,101,177
	20,988	EverQuote, Inc., Class A*	1,142,797
	19,942	Meet Group, Inc. (The)*	124,239
	41,155	Yelp, Inc.*	1,028,052

			3,396,265

	Internet & Direct Marketing Retail – 0.4%
	211,334	Magnite, Inc.*	1,269,061
	5,291	Stamps.com, Inc.*	1,377,141

			2,646,202



Shares		Description	Value

	Common Stocks – (continued)
	IT Services – 1.6%
	8,588	Brightcove, Inc.*	$ 90,861
	17,469	Cass Information Systems, Inc.	625,914
	76,954	Conduent, Inc.*	146,982
	12,579	Hackett Group, Inc. (The)	173,464
	23,527	KBR, Inc.	523,240
	26,692	Limelight Networks, Inc.*	167,359
	19,609	LiveRamp Holdings, Inc.*	893,582
	3,615	NIC, Inc.	79,241
	33,927	Perficient, Inc.*	1,330,278
	208,257	Perspecta, Inc.	4,456,700
	27,013	Virtusa Corp.*	1,096,728

			9,584,349

	Leisure Products – 1.3%
	2,929	Johnson Outdoors, Inc., Class A	256,463
	22,442	Malibu Boats, Inc., Class A*	1,319,141
	38,326	Smith & Wesson Brands, Inc.*	915,608
	24,548	Sturm Ruger & Co., Inc.	1,997,471
	67,614	Vista Outdoor, Inc.*	1,159,580
	45,782	YETI Holdings, Inc.*	2,238,282

			7,886,545

	Life Sciences Tools & Services – 0.1%
	4,081	Medpace Holdings, Inc.*	487,067

	Machinery – 2.8%
	38,596	Albany International Corp., Class A	1,855,696
	24,758	Barnes Group, Inc.	912,828
	13,317	Chart Industries, Inc.*	912,614
	40,788	Columbus McKinnon Corp.	1,351,306
	770	ESCO Technologies, Inc.	66,174
	26,532	Federal Signal Corp.	820,104
	25,025	Franklin Electric Co., Inc.	1,352,601
	15,183	Meritor, Inc.*	345,413
	27,146	Miller Industries, Inc.	769,589
	44,272	Mueller Industries, Inc.	1,237,845
	45,423	Navistar International Corp.*	1,454,899
	17,621	RBC Bearings, Inc.*	2,157,163
	129,232	Rexnord Corp.	3,743,851
	15,398	Welbilt, Inc.*	93,620

			17,073,703

	Marine – 0.0%
	69,358	Costamare, Inc. (Monaco)	315,579



Shares		Description	Value

	Common Stocks – (continued)
	Media – 1.1%
	15,345	Cardlytics, Inc.*	$ 1,019,215
	21,849	Gray Television, Inc.*	313,315
	3,617	Loral Space & Communications, Inc.	65,721
	95,371	MSG Networks, Inc., Class A*	908,886
	69,416	Scholastic Corp.	1,661,125
	60,798	TechTarget, Inc.*	2,206,359
	45,129	WideOpenWest, Inc.*	246,404

			6,421,025

	Metals & Mining – 1.2%
	141,373	Alcoa Corp.*	1,837,849
	20,984	Carpenter Technology Corp.	469,202
	43,177	Coeur Mining, Inc.*	342,394
	38,497	Haynes International, Inc.	706,805
	207,156	Hecla Mining Co.	1,143,501
	15,252	Kaiser Aluminum Corp.	944,862
	32,677	Materion Corp.	1,876,313

			7,320,926

	Mortgage Real Estate Investment Trusts (REITs) – 0.9%
	370,175	Anworth Mortgage Asset Corp. REIT	670,017
	45,120	ARMOUR Residential REIT, Inc. REIT	421,421
	83,246	Blackstone Mortgage Trust, Inc., Class A REIT	2,003,731
	103,356	Capstead Mortgage Corp. REIT	635,639
	7,683	Ellington Residential Mortgage REIT	84,897
	131,465	Ladder Capital Corp. REIT	1,021,483
	27,715	MFA Financial, Inc. REIT	72,890
	36,317	TPG RE Finance Trust, Inc. REIT	315,232

			5,225,310

	Multiline Retail – 0.4%
	57,882	Big Lots, Inc.	2,277,078

	Multi-Utilities – 0.9%
	44,108	Avista Corp.	1,637,730
	6,566	Black Hills Corp.	379,909
	63,531	NorthWestern Corp.	3,574,254

			5,591,893

	Oil, Gas & Consumable Fuels – 1.3%
	458,669	Antero Resources Corp.*	1,357,660
	84,231	Ardmore Shipping Corp. (Ireland)	346,190
	43,341	Brigham Minerals, Inc., Class A	480,218



Shares		Description	Value

	Common Stocks – (continued)
	Oil, Gas & Consumable Fuels – (continued)
	104,574	Clean Energy Fuels Corp.*	$ 248,886
	20,279	Diamond S Shipping, Inc.*	178,050
	24,952	Green Plains, Inc.*	322,629
	36,220	Magnolia Oil & Gas Corp., Class A*	216,596
	40,390	Matador Resources Co.*^(a)	350,585
	38,604	Ovintiv, Inc.^(a)	374,073
	7,299	Penn Virginia Corp.*	72,333
	81,190	Renewable Energy Group, Inc.*	2,239,220
	79,979	World Fuel Services Corp.	1,881,906

			8,068,346

	Paper & Forest Products – 1.8%
	77,118	Boise Cascade Co.	3,592,928
	3,179	Clearwater Paper Corp.*	117,369
	4,931	Domtar Corp.	103,502
	156,808	Louisiana-Pacific Corp.	4,966,109
	6,991	Neenah, Inc.	311,868
	112,908	P H Glatfelter Co.	1,798,624

			10,890,400

	Personal Products – 0.1%
	11,655	BellRing Brands, Inc., Class A*	231,585
	4,666	USANA Health Sciences, Inc.*	378,786

			610,371

	Pharmaceuticals – 2.3%
	69,089	Amphastar Pharmaceuticals, Inc.*	1,383,162
	48,662	ANI Pharmaceuticals, Inc.*	1,440,882
	36,485	Axsome Therapeutics, Inc.*	2,602,475
	182,768	BioDelivery Sciences International, Inc.*	765,798
	104,857	Corcept Therapeutics, Inc.*	1,567,612
	76,453	Endo International PLC*	266,056
	188,613	Innoviva, Inc.*	2,554,763
	5,194	Intra-Cellular Therapies, Inc.*	102,971
	14,101	MyoKardia, Inc.*	1,270,923
	4,885	Pacira BioSciences, Inc.*	257,000
	57,352	Phibro Animal Health Corp., Class A	1,330,280
	19,177	Prestige Consumer Healthcare, Inc.*	713,193

			14,255,115

	Professional Services – 0.8%
	7,191	Barrett Business Services, Inc.	378,822
	14,897	Exponent, Inc.	1,252,242
	19,903	Huron Consulting Group, Inc.*	949,771



Shares		Description	Value

	Common Stocks – (continued)
	Professional Services – (continued)
	52,219	Kforce, Inc.	$ 1,505,996
	59,226	Upwork, Inc.*	889,574

			4,976,405

	Real Estate Management & Development – 0.2%
	37,271	Kennedy-Wilson Holdings, Inc.	553,102
	49,442	Newmark Group, Inc., Class A	201,229
	5,531	Redfin Corp.*	229,979

			984,310

	Road & Rail – 1.3%
	36,963	Heartland Express, Inc.	749,795
	109,041	Marten Transport Ltd.	2,902,671
	90,276	Werner Enterprises, Inc.	3,970,790

			7,623,256

	Semiconductors & Semiconductor Equipment – 3.0%
	49,523	Ambarella, Inc.*	2,242,401
	151,468	Amkor Technology, Inc.*	2,059,208
	60,264	Axcelis Technologies, Inc.*	1,772,967
	79,596	FormFactor, Inc.*	2,295,549
	66,205	Lattice Semiconductor Corp.*	2,058,313
	17,754	MACOM Technology Solutions Holdings, Inc.*	750,284
	8,635	MaxLinear, Inc.*	218,897
	188,538	NeoPhotonics Corp.*	1,717,581
	7,392	Photronics, Inc.*	87,817
	16,828	Power Integrations, Inc.	2,053,521
	153,242	Rambus, Inc.*	2,261,852
	14,535	Ultra Clean Holdings, Inc.*	437,358

			17,955,748

	Software – 5.1%
	25,502	Blackline, Inc.*	2,267,383
	223,027	Box, Inc., Class A*	4,003,335
	67,405	ChannelAdvisor Corp.*	1,373,040
	274,228	Cloudera, Inc.*	3,090,549
	68,974	Cornerstone OnDemand, Inc.*	2,449,267
	51,432	Domo, Inc., Class B*	1,655,082
	10,572	J2 Global, Inc.*	599,644
	18,192	MicroStrategy, Inc., Class A*	2,254,352
	34,891	Qualys, Inc.*	4,308,341
	42,141	SPS Commerce, Inc.*	3,167,739
	126,146	SVMK, Inc.*	3,024,981



Shares		Description	Value

	Common Stocks – (continued)
	Software – (continued)
	76,072	Telenav, Inc.*	$ 394,433
	34,594	Tenable Holdings, Inc.*	1,173,774
	7,727	Xperi Holding Corp.	142,486
	121,197	Zuora, Inc., Class A*	1,410,733

			31,315,139

	Specialty Retail – 3.5%
	15,783	America’s Car-Mart, Inc.*	1,501,910
	35,628	Asbury Automotive Group, Inc.*	3,568,144
	34,244	Camping World Holdings, Inc., Class A	1,254,015
	15,240	Lithia Motors, Inc., Class A	3,492,246
	18,739	MarineMax, Inc.*	519,820
	13,258	Murphy USA, Inc.*	1,755,492
	23,781	ODP Corp. (The)	524,847
	3,186	RH*	915,752
	101,123	Sonic Automotive, Inc., Class A	3,854,809
	203,074	Sportsman’s Warehouse Holdings, Inc.*	3,267,460
	18,789	Zumiez, Inc.*	434,026

			21,088,521

	Textiles, Apparel & Luxury Goods – 0.7%
	6,339	Deckers Outdoor Corp.*	1,326,436
	65,939	G-III Apparel Group Ltd.*	652,136
	100,498	Wolverine World Wide, Inc.	2,415,972

			4,394,544

	Thrifts & Mortgage Finance – 1.5%
	41,022	Axos Financial, Inc.*	919,303
	34,029	Meridian Bancorp, Inc.	388,101
	13,287	Mr. Cooper Group, Inc.*	216,977
	84,310	PennyMac Financial Services, Inc.	4,068,800
	8,181	Radian Group, Inc.	122,060
	50,836	Walker & Dunlop, Inc.	2,562,643
	26,276	Washington Federal, Inc.	613,282

			8,891,166

	Tobacco – 0.1%
	81,614	Vector Group Ltd.	719,835

	Trading Companies & Distributors – 1.3%
	104,426	Foundation Building Materials, Inc.*	1,433,769
	40,557	GMS, Inc.*	950,250
	75,881	H&E Equipment Services, Inc.	1,334,747
	270,653	MRC Global, Inc.*	1,610,385



Shares		Description	Value

	Common Stocks – (continued)
	Trading Companies & Distributors – (continued)
	50,403	Rush Enterprises, Inc., Class A	$ 2,398,175
	11,693	Triton International Ltd. (Bermuda)	367,186

			8,094,512

	TOTAL INVESTMENTS BEFORE SECURITIES LENDING REINVESTMENT VEHICLE (Cost $613,895,521)		$603,679,390


Shares		Dividend Rate	Value

	Securities Lending Reinvestment Vehicle – 1.4%^(b)
	Goldman Sachs Financial Square Government Fund – Institutional Shares
	8,660,810	0.130%	$ 8,660,810
	(Cost $8,660,810)

	TOTAL INVESTMENTS – 100.7% (Cost $622,556,331)		$612,340,200

	LIABILITIES IN EXCESS OF OTHER ASSETS – (0.7)%		(4,139,741)

	NET ASSETS – 100.0%		$608,200,459



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

*		Non-income producing security.

(a)		All or a portion of security is on loan.

(b)		Represents an affiliated issuer.



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

FUTURES CONTRACTS — At July 31, 2020, the Fund had the following futures contracts:



Shares		Description	Value

	Common Stocks – 99.3%
	Aerospace & Defense – 0.6%
	116,929	Aerojet Rocketdyne Holdings, Inc.*	$ 4,823,321
	10,578	AeroVironment, Inc.*	809,746
	97,317	Astronics Corp.*	846,658

			6,479,725

	Air Freight & Logistics – 0.3%
	138,010	Echo Global Logistics, Inc.*	3,459,221
	71,472	Radiant Logistics, Inc.*	303,756

			3,762,977

	Airlines – 0.0%
	4,741	SkyWest, Inc.	124,736

	Auto Components – 0.4%
	49,988	American Axle & Manufacturing Holdings, Inc.*	352,915
	14,059	Fox Factory Holding Corp.*	1,251,251
	51,714	Gentherm, Inc.*	2,004,952
	13,161	Standard Motor Products, Inc.	598,562
	6,635	Visteon Corp.*	481,768

			4,689,448

	Banks – 2.0%
	61,171	Amalgamated Bank, Class A	706,525
	45,994	Atlantic Capital Bancshares, Inc.*	459,940
	178,206	Central Pacific Financial Corp.	2,772,885
	303,718	CVB Financial Corp.	5,488,184
	134,736	First Foundation, Inc.	2,070,892
	36,150	Hilltop Holdings, Inc.	703,841
	131,579	International Bancshares Corp.	4,002,633
	29,965	National Bank Holdings Corp., Class A	832,428
	60,003	TriCo Bancshares	1,680,084
	62,578	Westamerica Bancorporation	3,777,208

			22,494,620

	Beverages – 0.1%
	4,020	Coca-Cola Consolidated, Inc.	922,831

	Biotechnology – 18.5%
	46,614	Adverum Biotechnologies, Inc.*	781,717
	95,218	Akebia Therapeutics, Inc.*	1,063,585
	21,430	Allakos, Inc.*	1,608,750
	21,554	Allogene Therapeutics, Inc.*^(a)	790,385
	358,043	Amicus Therapeutics, Inc.*	5,173,721



Shares		Description	Value

	Common Stocks – (continued)
	Biotechnology – (continued)
	32,264	Arcturus Therapeutics Holdings, Inc.*	$ 1,685,149
	149,319	Ardelyx, Inc.*	843,652
	105,191	Arrowhead Pharmaceuticals, Inc.*	4,530,576
	143,838	Atara Biotherapeutics, Inc.*	1,782,153
	9,191	Atreca, Inc., Class A*	119,023
	21,280	Avrobio, Inc.*	360,696
	9,820	Beam Therapeutics, Inc.*^(a)	189,919
	17,066	Beyondspring, Inc.*	188,238
	359,770	BioCryst Pharmaceuticals, Inc.*	1,464,264
	13,522	BioSpecifics Technologies Corp.*	847,288
	31,266	Bioxcel Therapeutics, Inc.*	1,418,226
	4,684	Black Diamond Therapeutics, Inc.*	130,309
	82,920	Blueprint Medicines Corp.*	6,068,086
	25,690	Bridgebio Pharma, Inc.*^(a)	722,917
	48,874	CareDx, Inc.*	1,629,948
	564,259	Catalyst Pharmaceuticals, Inc.*	2,426,314
	75,841	CEL-SCI Corp.*^(a)	948,771
	85,155	ChemoCentryx, Inc.*	4,488,520
	27,121	Constellation Pharmaceuticals, Inc.*	729,284
	22,744	Cortexyme, Inc.*^(a)	906,348
	39,482	Cue Biopharma, Inc.*	746,605
	49,154	CytomX Therapeutics, Inc.*	344,570
	65,764	Denali Therapeutics, Inc.*	1,540,193
	180,186	Dicerna Pharmaceuticals, Inc.*	3,873,999
	266,884	Dynavax Technologies Corp.*	2,164,429
	8,254	Eagle Pharmaceuticals, Inc.*	382,903
	140,044	Editas Medicine, Inc.*	4,111,692
	129,320	Eiger BioPharmaceuticals, Inc.*	1,299,666
	112,033	Emergent BioSolutions, Inc.*	12,462,551
	104,176	Enanta Pharmaceuticals, Inc.*	4,776,470
	93,604	Fate Therapeutics, Inc.*	2,926,997
	122,370	FibroGen, Inc.*	4,952,314
	69,479	G1 Therapeutics, Inc.*	1,019,257
	161,731	Geron Corp.*	257,152
	317,008	Halozyme Therapeutics, Inc.*	8,619,447
	24,592	Harpoon Therapeutics, Inc.*	270,758
	84,231	Heron Therapeutics, Inc.*	1,372,123
	3,096	IGM Biosciences, Inc.*	155,605
	27,844	ImmunoGen, Inc.*	114,439
	165,929	Inovio Pharmaceuticals, Inc.*^(a)	3,225,660
	132,829	Insmed, Inc.*	3,469,493
	51,244	Intercept Pharmaceuticals, Inc.*	2,338,776
	42,914	Invitae Corp.*	1,253,089
	268,941	Ironwood Pharmaceuticals, Inc.*	2,466,189



Shares		Description	Value

	Common Stocks – (continued)
	Biotechnology – (continued)
	756,664	Kadmon Holdings, Inc.*	$ 2,769,390
	10,238	Karuna Therapeutics, Inc.*	837,468
	120,286	Karyopharm Therapeutics, Inc.*	1,930,590
	29,355	Kiniksa Pharmaceuticals Ltd., Class A*	573,010
	23,366	Kodiak Sciences, Inc.*	1,082,547
	37,318	Krystal Biotech, Inc.*	1,540,860
	120,064	Kura Oncology, Inc.*	1,973,852
	36,536	MacroGenics, Inc.*	928,014
	48,010	Mersana Therapeutics, Inc.*	954,439
	357,699	Minerva Neurosciences, Inc.*	1,246,581
	46,851	Mirati Therapeutics, Inc.*	5,683,495
	116,296	Momenta Pharmaceuticals, Inc.*	3,429,569
	68,035	Mustang Bio, Inc.*	209,548
	191,426	Natera, Inc.*	9,192,277
	29,390	Novavax, Inc.*^(a)	4,205,709
	76,385	OPKO Health, Inc.*	393,383
	226,195	Pieris Pharmaceuticals, Inc.*	581,321
	46,647	Precision BioSciences, Inc.*	296,675
	33,768	Principia Biopharma, Inc.*	2,823,005
	140,707	Protagonist Therapeutics, Inc.*	2,213,321
	67,401	Prothena Corp. PLC (Ireland)*	824,988
	69,425	PTC Therapeutics, Inc.*	3,216,460
	81,246	Puma Biotechnology, Inc.*	837,646
	207,357	Radius Health, Inc.*	2,602,330
	85,171	REGENXBIO, Inc.*	2,819,160
	16,145	Replimune Group, Inc.*	322,416
	8,109	Retrophin, Inc.*	161,207
	43,104	REVOLUTION Medicines, Inc.*	1,039,668
	103,868	Rigel Pharmaceuticals, Inc.*	238,896
	12,594	Rocket Pharmaceuticals, Inc.*	296,337
	185,265	Sangamo Therapeutics, Inc.*	2,006,420
	262,107	Sorrento Therapeutics, Inc.*^(a)	2,337,994
	5,387	SpringWorks Therapeutics, Inc.*	229,648
	10,783	Stoke Therapeutics, Inc.*	271,624
	187,001	Syndax Pharmaceuticals, Inc.*	2,638,584
	44,074	TG Therapeutics, Inc.*	862,969
	11,207	Translate Bio, Inc.*	170,234
	70,156	Turning Point Therapeutics, Inc.*	4,155,340
	132,135	Twist Bioscience Corp.*	7,404,845
	67,358	Ultragenyx Pharmaceutical, Inc.*	5,264,701
	101,089	Veracyte, Inc.*	3,605,845
	54,963	Vericel Corp.*	906,340
	18,536	Viela Bio, Inc.*	678,603
	239,185	Viking Therapeutics, Inc.*	1,679,079



Shares		Description	Value

	Common Stocks – (continued)
	Biotechnology – (continued)
	23,988	Vir Biotechnology, Inc.*	$ 1,145,667
	104,722	Voyager Therapeutics, Inc.*	1,159,273
	227,481	Xencor, Inc.*	6,844,903
	88,613	Y-mAbs Therapeutics, Inc.*	3,112,975

			204,741,422

	Building Products – 2.7%
	96,058	AAON, Inc.	5,691,437
	90,789	Builders FirstSource, Inc.*	2,150,791
	43,550	CSW Industrials, Inc.	2,908,705
	27,802	Gibraltar Industries, Inc.*	1,437,919
	9,828	Masonite International Corp.*	828,992
	4,935	Patrick Industries, Inc.	315,593
	117,743	Simpson Manufacturing Co., Inc.	11,369,264
	97,714	UFP Industries, Inc.	5,688,909

			30,391,610

	Capital Markets – 0.4%
	91,969	Federated Hermes, Inc.	2,424,303
	37,472	PJT Partners, Inc., Class A	2,005,876

			4,430,179

	Chemicals – 2.7%
	206,863	Avient Corp.	4,944,026
	49,521	Balchem Corp.	4,964,975
	30,097	Chase Corp.	3,026,554
	361,546	Ferro Corp.*	4,226,473
	149,796	Ingevity Corp.*	8,760,070
	49,393	Koppers Holdings, Inc.*	1,243,222
	62,139	Kraton Corp.*	817,128
	43,664	Minerals Technologies, Inc.	2,046,968

			30,029,416

	Commercial Services & Supplies – 1.2%
	72,974	Brady Corp., Class A	3,354,615
	14,796	Brink’s Co. (The)	656,203
	118,749	HNI Corp.	3,526,845
	101,768	Kimball International, Inc., Class B	1,113,342
	78,154	McGrath RentCorp	4,534,495

			13,185,500

	Communications Equipment – 1.6%
	111,925	Calix, Inc.*	2,295,582
	218,397	Extreme Networks, Inc.*	993,706



Shares		Description	Value

	Common Stocks – (continued)
	Communications Equipment – (continued)
	123,853	Harmonic, Inc.*	$ 691,100
	134,680	Inseego Corp.*^(a)	1,815,486
	83,292	NETGEAR, Inc.*	2,561,229
	676,074	Viavi Solutions, Inc.*	9,350,104

			17,707,207

	Construction & Engineering – 0.4%
	193,223	Great Lakes Dredge & Dock Corp.*	1,615,344
	82,080	MasTec, Inc.*	3,265,143

			4,880,487

	Construction Materials – 0.3%
	220,708	Summit Materials, Inc., Class A*	3,248,822

	Consumer Finance – 0.6%
	178,367	Enova International, Inc.*	2,869,925
	56,685	FirstCash, Inc.	3,267,323

			6,137,248

	Containers & Packaging – 0.1%
	69,245	Myers Industries, Inc.	1,042,830

	Diversified Consumer Services – 1.7%
	30,062	American Public Education, Inc.*	875,105
	71,513	Collectors Universe, Inc.	2,721,785
	8,113	K12, Inc.*	371,494
	159,377	Laureate Education, Inc., Class A*	2,020,900
	259,498	Perdoceo Education Corp.*	3,736,771
	56,162	Strategic Education, Inc.	7,088,206
	57,693	WW International, Inc.*	1,487,326

			18,301,587

	Diversified Financial Services – 0.5%
	137,658	Cannae Holdings, Inc.*	5,186,953

	Diversified Telecommunication Services – 2.0%
	32,565	Bandwidth, Inc., Class A*	4,714,761
	118,308	Cogent Communications Holdings, Inc.	10,660,734
	25,136	Iridium Communications, Inc.*	688,475
	51,361	Ooma, Inc.*	777,606
	538,564	ORBCOMM, Inc.*	2,267,354
	288,694	Vonage Holdings Corp.*	3,449,893

			22,558,823



Shares		Description	Value

	Common Stocks – (continued)
	Electric Utilities – 0.1%
	30,572	Portland General Electric Co.	$ 1,349,142

	Electrical Equipment – 1.1%
	130,697	Atkore International Group, Inc.*	3,485,689
	12,035	Powell Industries, Inc.	319,529
	46,611	Sunrun, Inc.*	1,710,158
	77,111	Vicor Corp.*	6,282,233

			11,797,609

	Electronic Equipment, Instruments & Components – 3.0%
	39,648	Belden, Inc.	1,252,877
	50,891	Benchmark Electronics, Inc.	1,036,141
	127,742	Fabrinet (Thailand)*	9,277,901
	92,544	Itron, Inc.*	6,437,361
	154,713	Knowles Corp.*	2,360,920
	41,981	Novanta, Inc.*	4,352,590
	60,178	Plexus Corp.*	4,470,623
	57,674	TTM Technologies, Inc.*	709,967
	46,275	Vishay Intertechnology, Inc.	726,055
	88,995	Vishay Precision Group, Inc.*	2,264,923

			32,889,358

	Energy Equipment & Services – 0.4%
	37,308	Cactus, Inc., Class A	843,907
	82,277	Matrix Service Co.*	720,335
	93,213	SEACOR Holdings, Inc.*	2,710,634

			4,274,876

	Entertainment – 0.5%
	557,610	Glu Mobile, Inc.*	5,263,838

	Equity Real Estate Investment Trusts (REITs) – 4.6%
	148,474	American Assets Trust, Inc. REIT	4,008,798
	59,741	CareTrust REIT, Inc. REIT	1,076,533
	49,643	Community Healthcare Trust, Inc. REIT	2,270,174
	43,082	EastGroup Properties, Inc.	5,715,258
	205,166	Essential Properties Realty Trust, Inc. REIT	3,303,173
	79,117	Four Corners Property Trust, Inc. REIT	1,993,748
	35,540	Gladstone Land Corp. REIT	571,483
	47,486	National Storage Affiliates Trust REIT	1,463,519
	168,338	NexPoint Residential Trust, Inc. REIT	6,435,562
	81,623	PotlatchDeltic Corp. REIT	3,494,281
	27,511	PS Business Parks, Inc. REIT	3,795,142
	133,873	QTS Realty Trust, Inc., Class A	9,632,162



Shares		Description	Value

	Common Stocks – (continued)
	Equity Real Estate Investment Trusts (REITs) – (continued)
	263,262	Sabra Health Care REIT, Inc. REIT	$ 3,880,482
	39,836	Terreno Realty Corp. REIT	2,420,435
	97,905	Uniti Group, Inc. REIT	969,260

			51,030,010

	Food & Staples Retailing – 1.1%
	275,732	BJ’s Wholesale Club Holdings, Inc.*	11,043,067
	13,677	Ingles Markets, Inc., Class A	550,499
	9,220	Natural Grocers by Vitamin Cottage, Inc.	145,953
	11,299	Weis Markets, Inc.	562,916

			12,302,435

	Food Products – 0.8%
	54,803	Darling Ingredients, Inc.*	1,530,647
	27,422	J & J Snack Foods Corp.	3,376,471
	50,452	John B. Sanfilippo & Son, Inc.	4,448,353

			9,355,471

	Gas Utilities – 0.0%
	5,132	Northwest Natural Holding Co.	274,511

	Health Care Equipment & Supplies – 3.7%
	367,715	Antares Pharma, Inc.*	959,736
	2,990	AtriCure, Inc.*	122,022
	30,658	Cantel Medical Corp.	1,448,590
	43,471	Cardiovascular Systems, Inc.*	1,324,996
	14,279	CONMED Corp.	1,178,589
	101,027	CytoSorbents Corp.*	967,334
	275,527	GenMark Diagnostics, Inc.*	4,920,912
	51,961	Inogen, Inc.*	1,595,203
	35,283	Integer Holdings Corp.*	2,320,563
	39,918	Invacare Corp.	281,023
	8,959	Merit Medical Systems, Inc.*	400,646
	233,899	Natus Medical, Inc.*	4,345,843
	31,998	Neogen Corp.*	2,456,486
	45,141	NuVasive, Inc.*	2,579,357
	123,312	OraSure Technologies, Inc.*	2,238,113
	91,166	Shockwave Medical, Inc.*	4,496,307
	32,077	STAAR Surgical Co.*	1,866,561
	95,300	Surmodics, Inc.*	4,506,737
	9,724	Utah Medical Products, Inc.	792,506
	48,545	Vapotherm, Inc.*	2,535,991

			41,337,515



Shares		Description	Value

	Common Stocks – (continued)
	Health Care Providers & Services – 1.0%
	13,948	BioTelemetry, Inc.*	$ 593,627
	4,911	LHC Group, Inc.*	958,185
	26,441	Magellan Health, Inc.*	1,961,129
	16,350	National Research Corp.	935,057
	13,753	Option Care Health, Inc.*	162,010
	180,850	Select Medical Holdings Corp.*	3,443,384
	112,653	Tenet Healthcare Corp.*	2,978,545

			11,031,937

	Health Care Technology – 2.6%
	15,001	HMS Holdings Corp.*	487,533
	130,944	Inovalon Holdings, Inc., Class A*	3,081,112
	125,230	NextGen Healthcare, Inc.*	1,830,863
	117,093	Omnicell, Inc.*	8,230,467
	77,378	Phreesia, Inc.*	2,325,983
	39,496	Schrodinger, Inc.*^(a)	2,858,720
	81,745	Simulations Plus, Inc.	5,754,848
	28,137	Tabula Rasa HealthCare, Inc.*^(a)	1,581,299
	85,862	Vocera Communications, Inc.*	2,641,974

			28,792,799

	Hotels, Restaurants & Leisure – 3.0%
	52,230	Bloomin’ Brands, Inc.	601,690
	339,492	Denny’s Corp.*	3,016,386
	24,489	Dine Brands Global, Inc.	1,112,535
	391,719	Everi Holdings, Inc.*	2,224,964
	133,559	International Game Technology PLC	1,316,892
	546,552	Red Rock Resorts, Inc., Class A	5,990,210
	203,002	Scientific Games Corp.*	3,566,745
	53,767	Texas Roadhouse, Inc.	3,021,168
	78,266	Wingstop, Inc.	12,229,062

			33,079,652

	Household Durables – 1.9%
	9,558	Installed Building Products, Inc.*	756,133
	11,940	KB Home	401,662
	44,473	LGI Homes, Inc.*	5,074,814
	57,856	M/I Homes, Inc.*	2,408,545
	11,538	Meritage Homes Corp.*	1,144,339
	35,850	Taylor Morrison Home Corp.*	840,683
	37,005	TopBuild Corp.*	4,881,700
	236,346	TRI Pointe Group, Inc.*	3,951,705



Shares		Description	Value

	Common Stocks – (continued)
	Household Durables – (continued)
	37,134	Universal Electronics, Inc.*	$ 1,710,763

			21,170,344

	Household Products – 0.0%
	4,450	Central Garden & Pet Co., Class A*	154,192

	Independent Power and Renewable Electricity Producers – 0.2%
	45,397	Ormat Technologies, Inc.	2,701,121

	Insurance – 2.7%
	63,416	American Equity Investment Life Holding Co.	1,613,937
	13,739	BRP Group, Inc., Class A*	239,746
	84,459	Goosehead Insurance, Inc., Class A*	8,727,148
	48,342	Kinsale Capital Group, Inc.	9,421,856
	29,468	Palomar Holdings, Inc.*	2,691,607
	27,822	Stewart Information Services Corp.	1,167,133
	128,189	Trupanion, Inc.*^(a)	6,482,518

			30,343,945

	Interactive Media & Services – 0.7%
	197,850	Cars.com, Inc.*	1,606,542
	52,448	EverQuote, Inc., Class A*	2,855,794
	112,621	Yelp, Inc.*	2,813,272

			7,275,608

	Internet & Direct Marketing Retail – 0.7%
	389,782	Magnite, Inc.*	2,340,641
	19,871	Stamps.com, Inc.*	5,172,024

			7,512,665

	IT Services – 1.9%
	52,988	Brightcove, Inc.*	560,613
	16,993	Hackett Group, Inc. (The)	234,334
	18,803	I3 Verticals, Inc., Class A*	454,657
	168,695	Limelight Networks, Inc.*	1,057,718
	57,324	LiveRamp Holdings, Inc.*	2,612,255
	76,009	NIC, Inc.	1,666,117
	88,178	Perficient, Inc.*	3,457,459
	386,208	Perspecta, Inc.	8,264,851
	8,644	Sykes Enterprises, Inc.*	237,364
	4,357	TTEC Holdings, Inc.	206,783
	65,602	Virtusa Corp.*	2,663,441

			21,415,592



Shares		Description	Value

	Common Stocks – (continued)
	Leisure Products – 1.5%
	2,416	Johnson Outdoors, Inc., Class A	$ 211,545
	49,675	Malibu Boats, Inc., Class A*	2,919,897
	20,570	MasterCraft Boat Holdings, Inc.*	425,799
	8,801	Smith & Wesson Brands, Inc.*	210,256
	68,060	Sturm Ruger & Co., Inc.	5,538,042
	48,473	Vista Outdoor, Inc.*	831,312
	121,863	YETI Holdings, Inc.*	5,957,882

			16,094,733

	Life Sciences Tools & Services – 0.6%
	45,880	Fluidigm Corp.*	322,995
	52,588	Medpace Holdings, Inc.*	6,276,378

			6,599,373

	Machinery – 2.7%
	78,401	Albany International Corp., Class A	3,769,520
	4,047	Barnes Group, Inc.	149,213
	68,377	Columbus McKinnon Corp.	2,265,330
	27,767	ESCO Technologies, Inc.	2,386,296
	89,621	Federal Signal Corp.	2,770,185
	73,432	Franklin Electric Co., Inc.	3,969,000
	23,076	Meritor, Inc.*	524,979
	18,862	Miller Industries, Inc.	534,738
	79,346	Mueller Industries, Inc.	2,218,514
	43,351	RBC Bearings, Inc.*	5,307,029
	190,691	Rexnord Corp.	5,524,318

			29,419,122

	Media – 0.8%
	41,074	Cardlytics, Inc.*	2,728,135
	17,863	Loral Space & Communications, Inc.	324,571
	24,528	Scholastic Corp.	586,955
	144,390	TechTarget, Inc.*	5,239,913

			8,879,574

	Metals & Mining – 0.5%
	37,991	Kaiser Aluminum Corp.	2,353,542
	40,618	Materion Corp.	2,332,286
	47,728	Novagold Resources, Inc. (Canada)*	435,279

			5,121,107

	Multiline Retail – 0.4%
	111,955	Big Lots, Inc.	4,404,310



Shares		Description	Value

	Common Stocks – (continued)
	Multi-Utilities – 0.2%
	20,549	Avista Corp.	$ 762,984
	21,646	NorthWestern Corp.	1,217,804

			1,980,788

	Oil, Gas & Consumable Fuels – 0.3%
	69,777	Antero Resources Corp.*	206,540
	72,062	Ardmore Shipping Corp. (Ireland)	296,175
	59,324	Renewable Energy Group, Inc.*	1,636,156
	64,182	World Fuel Services Corp.	1,510,202

			3,649,073

	Paper & Forest Products – 1.5%
	138,960	Boise Cascade Co.	6,474,146
	321,877	Louisiana-Pacific Corp.	10,193,845

			16,667,991

	Personal Products – 0.2%
	16,784	Lifevantage Corp.*	215,507
	20,623	USANA Health Sciences, Inc.*	1,674,175

			1,889,682

	Pharmaceuticals – 3.3%
	148,971	Amphastar Pharmaceuticals, Inc.*	2,982,400
	86,471	ANI Pharmaceuticals, Inc.*	2,560,406
	96,315	Axsome Therapeutics, Inc.*	6,870,149
	371,556	BioDelivery Sciences International, Inc.*	1,556,820
	267,320	Corcept Therapeutics, Inc.*	3,996,434
	388,886	Innoviva, Inc.*	5,267,461
	10,510	Intra-Cellular Therapies, Inc.*	208,361
	58,363	Kala Pharmaceuticals, Inc.*^(a)	510,676
	64,017	MyoKardia, Inc.*	5,769,852
	29,423	Ocular Therapeutix, Inc.*	230,676
	45,202	Pacira BioSciences, Inc.*	2,378,077
	146,135	Phibro Animal Health Corp., Class A	3,389,602
	26,370	Prestige Consumer Healthcare, Inc.*	980,700

			36,701,614

	Professional Services – 1.3%
	79,303	Exponent, Inc.	6,666,210
	35,324	Huron Consulting Group, Inc.*	1,685,661
	104,789	Kforce, Inc.	3,022,115
	200,999	Upwork, Inc.*	3,019,005

			14,392,991



Shares		Description	Value

	Common Stocks – (continued)
	Real Estate Management & Development – 0.2%
	64,095	Redfin Corp.*	$ 2,665,070

	Road & Rail – 1.5%
	63,787	Heartland Express, Inc.	1,293,919
	157,695	Marten Transport Ltd.	4,197,841
	21,699	Saia, Inc.*	2,591,946
	191,984	Werner Enterprises, Inc.	8,444,416

			16,528,122

	Semiconductors & Semiconductor Equipment – 3.6%
	99,022	Ambarella, Inc.*	4,483,716
	155,771	Amkor Technology, Inc.*	2,117,707
	139,030	Axcelis Technologies, Inc.*	4,090,263
	17,475	Cohu, Inc.	329,054
	12,351	DSP Group, Inc.*	183,412
	150,004	FormFactor, Inc.*	4,326,115
	214,699	Lattice Semiconductor Corp.*	6,674,992
	71,809	MACOM Technology Solutions Holdings, Inc.*	3,034,648
	41,116	MaxLinear, Inc.*	1,042,291
	370,908	NeoPhotonics Corp.*	3,378,972
	64,493	Power Integrations, Inc.	7,870,081
	4,767	SiTime Corp.*	253,366
	70,212	Ultra Clean Holdings, Inc.*	2,112,679

			39,897,296

	Software – 9.5%
	11,273	Avaya Holdings Corp.*	142,716
	106,498	Blackline, Inc.*	9,468,737
	19,981	Bottomline Technologies DE, Inc.*	964,283
	490,852	Box, Inc., Class A*	8,810,793
	214,762	ChannelAdvisor Corp.*	4,374,702
	598,723	Cloudera, Inc.*	6,747,608
	209,968	Cornerstone OnDemand, Inc.*	7,455,964
	139,714	Domo, Inc., Class B*	4,495,997
	85,688	J2 Global, Inc.*	4,860,223
	47,525	MicroStrategy, Inc., Class A*	5,889,298
	280,618	MobileIron, Inc.*	1,748,250
	29,108	Progress Software Corp.	1,014,705
	92,588	Qualys, Inc.*	11,432,766
	41,830	Sailpoint Technologies Holdings, Inc.*	1,317,645
	133,460	SPS Commerce, Inc.*	10,032,188
	368,270	SVMK, Inc.*	8,831,115
	139,034	Telenav, Inc.*	720,891



Shares		Description	Value

	Common Stocks – (continued)
	Software – (continued)
	175,558	Tenable Holdings, Inc.*	$ 5,956,683
	32,354	Varonis Systems, Inc.*	3,505,556
	34,010	VirnetX Holding Corp.	175,832
	18,438	Workiva, Inc.*	1,030,684
	76,790	Xperi Holding Corp.	1,416,008
	392,382	Zuora, Inc., Class A*	4,567,327

			104,959,971

	Specialty Retail – 3.2%
	29,495	America’s Car-Mart, Inc.*	2,806,744
	69,744	Asbury Automotive Group, Inc.*	6,984,862
	79,750	Camping World Holdings, Inc., Class A	2,920,445
	25,255	Lithia Motors, Inc., Class A	5,787,183
	12,021	MarineMax, Inc.*	333,463
	28,910	Murphy USA, Inc.*	3,827,973
	15,022	RH*	4,317,773
	58,623	Sonic Automotive, Inc., Class A	2,234,709
	388,490	Sportsman’s Warehouse Holdings, Inc.*	6,250,804

			35,463,956

	Textiles, Apparel & Luxury Goods – 0.5%
	21,230	Deckers Outdoor Corp.*	4,442,378
	65,135	Wolverine World Wide, Inc.	1,565,845

			6,008,223

	Thrifts & Mortgage Finance – 0.6%
	98,014	PennyMac Financial Services, Inc.	4,730,156
	31,777	Walker & Dunlop, Inc.	1,601,878

			6,332,034

	Tobacco – 0.1%
	152,075	Vector Group Ltd.	1,341,302

	Trading Companies & Distributors – 0.7%
	165,915	Foundation Building Materials, Inc.*	2,278,013
	40,767	GMS, Inc.*	955,171
	94,491	H&E Equipment Services, Inc.	1,662,097
	275,311	MRC Global, Inc.*	1,638,100



Shares		Description	Value

	Common Stocks – (continued)
	Trading Companies & Distributors – (continued)
	26,876	Rush Enterprises, Inc., Class A	$ 1,278,760

			7,812,141

	TOTAL INVESTMENTS BEFORE SECURITIES LENDING REINVESTMENT VEHICLE (Cost $1,040,115,415)		$1,100,477,514


Shares		Dividend Rate	Value

	Securities Lending Reinvestment Vehicle – 1.9%^(b)
	Goldman Sachs Financial Square Government Fund – Institutional Shares
	20,518,657	0.130%	$ 20,518,657
	(Cost $20,518,657)

	TOTAL INVESTMENTS – 101.1% (Cost $1,060,634,072)		$1,120,996,171

	LIABILITIES IN EXCESS OF OTHER ASSETS – (1.1)%		(12,491,544)

	NET ASSETS – 100.0%		$1,108,504,627



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

*		Non-income producing security.

(a)		All or a portion of security is on loan.

(b)		Represents an affiliated issuer.



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



Shares		Description	Value

	Common Stocks – 99.2%
	Aerospace & Defense – 0.4%
	34,200	Astronics Corp.*	$ 297,540
	30,070	Maxar Technologies, Inc.	534,946
	41,399	Moog, Inc., Class A	2,223,954
	31,472	Triumph Group, Inc.	213,380

			3,269,820

	Air Freight & Logistics – 0.5%
	93,775	Echo Global Logistics, Inc.*	2,350,470
	24,884	Hub Group, Inc., Class A*	1,316,364
	44,769	Radiant Logistics, Inc.*	190,268

			3,857,102

	Airlines – 0.3%
	99,532	SkyWest, Inc.	2,618,687

	Auto Components – 1.0%
	35,649	Adient PLC*	593,199
	323,769	American Axle & Manufacturing Holdings, Inc.*	2,285,809
	85,408	Dana, Inc.	976,213
	4,250	Gentherm, Inc.*	164,773
	109,374	Goodyear Tire & Rubber Co. (The)	985,460
	30,704	Standard Motor Products, Inc.	1,396,418
	21,589	Visteon Corp.*	1,567,577

			7,969,449

	Banks – 14.6%
	82,127	1st Source Corp.	2,720,046
	93,716	Amalgamated Bank, Class A	1,082,420
	89,633	Atlantic Capital Bancshares, Inc.*	896,330
	4,619	Atlantic Union Bankshares Corp.	104,251
	21,350	BancFirst Corp.	930,006
	283,915	Bancorp, Inc. (The)*	2,677,319
	18,562	BancorpSouth Bank	388,503
	32,138	Bank of Marin Bancorp	1,009,455
	85,359	BankUnited, Inc.	1,719,130
	15,300	Banner Corp.	542,079
	9,857	Baycom Corp.*	101,330
	64,851	Berkshire Hills Bancorp, Inc.	645,916
	296,054	Boston Private Financial Holdings, Inc.	1,742,278
	15,644	Bridge Bancorp, Inc.	283,000
	571,488	Cadence BanCorp	4,463,321
	25,543	Capital City Bank Group, Inc.	480,975



Shares		Description	Value

	Common Stocks – (continued)
	Banks – (continued)
	218,111	Cathay General Bancorp	$ 5,273,924
	143,600	Central Pacific Financial Corp.	2,234,416
	8,791	Civista Bancshares, Inc.	115,426
	8,146	CNB Financial Corp.	133,024
	79,326	Columbia Banking System, Inc.	2,294,901
	24,367	Community Bank System, Inc.	1,370,156
	323,706	CVB Financial Corp.	5,849,367
	26,694	Eagle Bancorp, Inc.	802,956
	4,328	Enterprise Financial Services Corp.	125,772
	7,396	Equity Bancshares, Inc., Class A*	104,579
	27,578	Financial Institutions, Inc.	407,327
	837,831	First BanCorp (Puerto Rico)	4,557,801
	90,484	First Bancorp/Southern Pines NC	1,869,399
	19,042	First Bancshares, Inc. (The)	379,126
	259,521	First Commonwealth Financial Corp.	2,042,430
	6,567	First Community Bankshares, Inc.	128,451
	27,509	First Financial Corp.	919,626
	203,322	First Foundation, Inc.	3,125,059
	25,551	First Internet Bancorp	374,322
	24,982	First Interstate BancSystem, Inc., Class A	727,226
	4,352	First Mid Bancshares, Inc.	106,232
	13,140	Flushing Financial Corp.	145,591
	43,338	Glacier Bancorp, Inc.	1,530,265
	125,485	Hancock Whitney Corp.	2,391,744
	213,855	Hanmi Financial Corp.	1,973,882
	22,100	HBT Financial, Inc.	265,642
	110,178	Heartland Financial USA, Inc.	3,441,961
	225,526	Hilltop Holdings, Inc.	4,390,991
	55,405	Home BancShares, Inc.	904,764
	5,636	HomeTrust Bancshares, Inc.	81,271
	331,869	Hope Bancorp, Inc.	2,797,656
	71,158	Horizon Bancorp, Inc.	719,407
	48,468	Independent Bank Corp.	676,856
	176,951	International Bancshares Corp.	5,382,849
	142,353	Investors Bancorp, Inc.	1,155,906
	94,856	Lakeland Bancorp, Inc.	965,634
	14,805	Mercantile Bank Corp.	315,198
	14,616	Metropolitan Bank Holding Corp.*	432,341
	8,672	MidWestOne Financial Group, Inc.	156,790
	135,789	National Bank Holdings Corp., Class A	3,772,218
	12,115	Northeast Bank	230,670
	9,943	Northrim BanCorp, Inc.	228,888
	49,023	Old Second Bancorp, Inc.	407,871



Shares		Description	Value

	Common Stocks – (continued)
	Banks – (continued)
	58,234	Preferred Bank	$ 2,169,217
	14,140	QCR Holdings, Inc.	422,503
	7,938	Republic Bancorp, Inc., Class A	239,886
	51,531	Sierra Bancorp	905,915
	276,770	Simmons First National Corp., Class A	4,591,614
	74,535	Southern National Bancorp of Virginia, Inc.	627,585
	69,784	Texas Capital Bancshares, Inc.*	2,318,225
	153,637	TriCo Bancshares	4,301,836
	147,169	TriState Capital Holdings, Inc.*	1,949,989
	50,058	Trustmark Corp.	1,127,306
	25,477	UMB Financial Corp.	1,268,755
	40,798	Valley National Bancorp	304,761
	23,549	Washington Trust Bancorp, Inc.	785,124
	11,435	WesBanco, Inc.	226,756
	86,159	Westamerica Bancorporation	5,200,557

			111,536,303

	Biotechnology – 2.9%
	8,426	Atara Biotherapeutics, Inc.*	104,398
	21,108	BioCryst Pharmaceuticals, Inc.*	85,909
	104,038	Catalyst Pharmaceuticals, Inc.*	447,363
	7,272	CEL-SCI Corp.*^(a)	90,973
	2,666	Cortexyme, Inc.*^(a)	106,240
	76,925	Dynavax Technologies Corp.*	623,862
	8,237	Eiger BioPharmaceuticals, Inc.*	82,782
	24,274	Enanta Pharmaceuticals, Inc.*	1,112,963
	36,506	G1 Therapeutics, Inc.*	535,543
	70,516	Geron Corp.*	112,120
	101,022	Kadmon Holdings, Inc.*	369,740
	9,007	Kiniksa Pharmaceuticals Ltd., Class A*	175,817
	29,322	MacroGenics, Inc.*	744,779
	55,620	Minerva Neurosciences, Inc.*^(a)	193,836
	55,301	Myriad Genetics, Inc.*	667,483
	29,160	Natera, Inc.*	1,400,263
	42,953	Novavax, Inc.*^(a)	6,146,574
	292,419	OPKO Health, Inc.*^(a)	1,505,958
	55,966	Protagonist Therapeutics, Inc.*	880,345
	52,887	Prothena Corp. PLC (Ireland)*	647,337
	9,264	REVOLUTION Medicines, Inc.*	223,448
	7,670	Turning Point Therapeutics, Inc.*	454,294
	27,633	Twist Bioscience Corp.*	1,548,553
	6,342	Vericel Corp.*	104,580
	47,450	Viking Therapeutics, Inc.*	333,099



Shares		Description	Value

	Common Stocks – (continued)
	Biotechnology – (continued)
	116,846	Xencor, Inc.*	$ 3,515,896
	7,128	Y-mAbs Therapeutics, Inc.*	250,407

			22,464,562

	Building Products – 2.0%
	18,234	AAON, Inc.	1,080,365
	30,514	Apogee Enterprises, Inc.	658,797
	25,862	Caesarstone Ltd.	296,637
	46,592	Gibraltar Industries, Inc.*	2,409,738
	44,021	Griffon Corp.	1,006,760
	14,601	Patrick Industries, Inc.	933,734
	148,329	Quanex Building Products Corp.	2,084,023
	45,585	Simpson Manufacturing Co., Inc.	4,401,688
	41,760	UFP Industries, Inc.	2,431,267

			15,303,009

	Capital Markets – 0.6%
	11,254	Artisan Partners Asset Management, Inc., Class A	407,732
	131,593	Donnelley Financial Solutions, Inc.*	1,138,280
	50,805	Federated Hermes, Inc.	1,339,220
	59,173	Oppenheimer Holdings, Inc., Class A	1,253,876
	7,415	PJT Partners, Inc., Class A	396,925
	798	Virtus Investment Partners, Inc.	108,464

			4,644,497

	Chemicals – 2.7%
	226,733	Avient Corp.	5,418,919
	3,215	Balchem Corp.	322,336
	194,974	Ferro Corp.*	2,279,246
	3,178	Hawkins, Inc.	163,762
	71,317	Ingevity Corp.*	4,170,618
	48,910	Koppers Holdings, Inc.*	1,231,065
	91,371	Kraton Corp.*	1,201,528
	39,080	Kronos Worldwide, Inc.	439,259
	75,811	Minerals Technologies, Inc.	3,554,020
	146,524	Orion Engineered Carbons SA (Luxembourg)	1,494,545
	31,990	Tronox Holdings PLC, Class A	243,764

			20,519,062

	Commercial Services & Supplies – 2.0%
	24,379	Brady Corp., Class A	1,120,703



Shares		Description	Value

	Common Stocks – (continued)
	Commercial Services & Supplies – (continued)
	57,450	BrightView Holdings, Inc.*	$ 696,294
	7,398	Ennis, Inc.	127,985
	79,546	HNI Corp.	2,362,516
	330,062	KAR Auction Services, Inc.	4,993,838
	54,582	Kimball International, Inc., Class B	597,127
	19,234	Matthews International Corp., Class A	415,454
	32,943	McGrath RentCorp	1,911,353
	6,219	SP Plus Corp.*	98,820
	118,576	Steelcase, Inc., Class A	1,272,320
	77,407	Team, Inc.*	305,758
	7,670	UniFirst Corp.	1,430,302

			15,332,470

	Communications Equipment – 1.0%
	150,446	Extreme Networks, Inc.*	684,529
	316,621	Harmonic, Inc.*	1,766,745
	128,153	NETGEAR, Inc.*	3,940,705
	72,630	Viavi Solutions, Inc.*	1,004,473

			7,396,452

	Construction & Engineering – 1.3%
	35,994	Aegion Corp.*	555,027
	6,933	Argan, Inc.	297,426
	26,513	EMCOR Group, Inc.	1,816,141
	122,956	Great Lakes Dredge & Dock Corp.*	1,027,912
	116,197	MasTec, Inc.*	4,622,317
	126,042	Tutor Perini Corp.*	1,483,514

			9,802,337

	Construction Materials – 0.5%
	257,575	Summit Materials, Inc., Class A*	3,791,504

	Consumer Finance – 1.4%
	31,523	Curo Group Holdings Corp.	220,346
	34,608	Encore Capital Group, Inc.*	1,264,230
	97,983	Enova International, Inc.*	1,576,546
	435,711	Navient Corp.	3,468,260
	9,183	Nelnet, Inc., Class A	532,614
	18,614	Oportun Financial Corp.*	266,180
	76,426	PRA Group, Inc.*	3,023,413
	22,249	Regional Management Corp.*	337,962



Shares		Description	Value

	Common Stocks – (continued)
	Consumer Finance – (continued)
	1,472	World Acceptance Corp.*	$ 109,370

			10,798,921

	Containers & Packaging – 0.2%
	27,469	Greif, Inc., Class A	955,647
	46,797	O-I Glass, Inc.	488,561
	8,110	UFP Technologies, Inc.*	349,865

			1,794,073

	Distributors – 0.0%
	7,140	Core-Mark Holding Co., Inc.	189,353

	Diversified Consumer Services – 2.3%
	17,387	Adtalem Global Education, Inc.*	597,069
	58,001	American Public Education, Inc.*	1,688,409
	68,765	Collectors Universe, Inc.	2,617,196
	141,490	Houghton Mifflin Harcourt Co.*	418,810
	37,385	K12, Inc.*	1,711,859
	371,351	Laureate Education, Inc., Class A*	4,708,731
	75,726	Perdoceo Education Corp.*	1,090,454
	21,613	Strategic Education, Inc.	2,727,777
	12,676	Universal Technical Institute, Inc.*	94,183
	74,770	WW International, Inc.*	1,927,571

			17,582,059

	Diversified Financial Services – 1.1%
	170,202	Banco Latinoamericano de Comercio Exterior SA, Class E (Panama)	1,986,257
	168,830	Cannae Holdings, Inc.*	6,361,515

			8,347,772

	Diversified Telecommunication Services – 1.5%
	36,761	Cogent Communications Holdings, Inc.	3,312,534
	193,861	Consolidated Communications Holdings, Inc.*	1,415,185
	14,567	Liberty Latin America Ltd., Class A (Chile)*	149,749
	221,021	Liberty Latin America Ltd., Class C (Chile)*	2,261,045
	419,770	ORBCOMM, Inc.*	1,767,232
	186,351	Vonage Holdings Corp.*	2,226,894

			11,132,639

	Electric Utilities – 1.1%
	22,146	PNM Resources, Inc.	935,226



Shares		Description	Value

	Common Stocks – (continued)
	Electric Utilities – (continued)
	167,916	Portland General Electric Co.	$ 7,410,133

			8,345,359

	Electrical Equipment – 0.2%
	3,292	Atkore International Group, Inc.*	87,798
	43,235	Powell Industries, Inc.	1,147,889
	4,236	Vicor Corp.*	345,107

			1,580,794

	Electronic Equipment, Instruments & Components – 2.8%
	116,533	Belden, Inc.	3,682,443
	77,700	Benchmark Electronics, Inc.	1,581,972
	32,930	CTS Corp.	653,990
	33,220	Fabrinet (Thailand)*	2,412,769
	187,517	Knowles Corp.*	2,861,509
	14,967	Methode Electronics, Inc.	422,069
	16,257	Plexus Corp.*	1,207,732
	37,621	Sanmina Corp.*	1,116,591
	224,538	TTM Technologies, Inc.*	2,764,063
	206,669	Vishay Intertechnology, Inc.	3,242,637
	44,179	Vishay Precision Group, Inc.*	1,124,356

			21,070,131

	Energy Equipment & Services – 1.2%
	82,211	Cactus, Inc., Class A	1,859,613
	123,656	ChampionX Corp.*	1,175,969
	11,627	DMC Global, Inc.	341,601
	46,450	Helix Energy Solutions Group, Inc.*	194,625
	90,954	Matrix Service Co.*	796,302
	62,557	NexTier Oilfield Solutions, Inc.*	157,644
	214,555	Oil States International, Inc.*	961,206
	237,416	Patterson-UTI Energy, Inc.	919,987
	57,211	SEACOR Holdings, Inc.*	1,663,696
	97,014	Solaris Oilfield Infrastructure, Inc., Class A	704,322
	78,812	US Silica Holdings, Inc.	278,206

			9,053,171

	Entertainment – 0.1%
	32,823	Cinemark Holdings, Inc.	388,296
	37,388	Gaia, Inc.*	343,222

			731,518



Shares		Description	Value

	Common Stocks – (continued)
	Equity Real Estate Investment Trusts (REITs) – 9.2%
	31,416	Alexander & Baldwin, Inc. REIT	$ 371,337
	113,820	American Assets Trust, Inc. REIT	3,073,140
	12,452	Armada Hoffler Properties, Inc. REIT	120,037
	222,420	CareTrust REIT, Inc. REIT	4,008,008
	248,610	City Office REIT, Inc. REIT	2,150,476
	47,853	Community Healthcare Trust, Inc. REIT	2,188,318
	80,277	CorEnergy Infrastructure Trust, Inc. REIT	703,226
	14,966	EastGroup Properties, Inc.	1,985,390
	317,335	Essential Properties Realty Trust, Inc. REIT	5,109,093
	73,960	Four Corners Property Trust, Inc. REIT	1,863,792
	57,884	Franklin Street Properties Corp. REIT	303,891
	119,030	Gladstone Commercial Corp. REIT	2,166,346
	47,544	Gladstone Land Corp. REIT	764,507
	67,858	Global Net Lease, Inc. REIT	1,129,836
	329,616	Independence Realty Trust, Inc. REIT	3,790,584
	88,023	Kite Realty Group Trust REIT	868,787
	300,769	Lexington Realty Trust REIT	3,488,920
	11,651	LTC Properties, Inc. REIT	432,835
	36,816	Monmouth Real Estate Investment Corp. REIT	531,255
	66,175	New Senior Investment Group, Inc. REIT	224,995
	126,132	NexPoint Residential Trust, Inc. REIT	4,822,026
	78,012	Office Properties Income Trust REIT	1,962,002
	27,551	Physicians Realty Trust REIT	497,020
	147,712	PotlatchDeltic Corp. REIT	6,323,551
	1,455	PS Business Parks, Inc. REIT	200,717
	23,069	QTS Realty Trust, Inc., Class A	1,659,815
	341,093	Retail Opportunity Investments Corp. REIT	3,707,681
	187,006	Retail Properties of America, Inc., Class A REIT	1,189,358
	127,470	Retail Value, Inc. REIT	1,613,770
	92,150	RLJ Lodging Trust REIT	738,121
	164,732	RPT Realty REIT	1,024,633
	447,851	Sabra Health Care REIT, Inc. REIT	6,601,324
	4,283	Saul Centers, Inc. REIT	131,531
	51,366	SITE Centers Corp. REIT	376,513
	66,904	Summit Hotel Properties, Inc. REIT	346,563
	8,813	Terreno Realty Corp. REIT	535,478
	15,451	Universal Health Realty Income Trust REIT	1,075,081
	147,412	Urban Edge Properties REIT	1,544,878
	85,183	Whitestone REIT	562,208

			70,187,043



Shares		Description	Value

	Common Stocks – (continued)
	Food & Staples Retailing – 1.5%
	30,194	BJ’s Wholesale Club Holdings, Inc.*	$ 1,209,270
	14,445	Chefs’ Warehouse, Inc. (The)*	166,551
	92,744	Ingles Markets, Inc., Class A	3,732,946
	40,999	Natural Grocers by Vitamin Cottage, Inc.	649,014
	96,121	SpartanNash Co.	2,020,944
	26,790	United Natural Foods, Inc.*	531,781
	60,218	Weis Markets, Inc.	3,000,061

			11,310,567

	Food Products – 1.6%
	241,742	Darling Ingredients, Inc.*	6,751,854
	84,214	Fresh Del Monte Produce, Inc.	1,901,552
	24,124	J & J Snack Foods Corp.	2,970,388
	4,991	John B. Sanfilippo & Son, Inc.	440,057
	7,667	Seneca Foods Corp., Class A*	300,393

			12,364,244

	Gas Utilities – 0.8%
	28,892	Northwest Natural Holding Co.	1,545,433
	3,034	ONE Gas, Inc.	229,674
	62,515	Southwest Gas Holdings, Inc.	4,353,544

			6,128,651

	Health Care Equipment & Supplies – 0.5%
	42,693	GenMark Diagnostics, Inc.*	762,497
	10,006	Inogen, Inc.*	307,184
	31,005	Invacare Corp.	218,275
	130,363	Natus Medical, Inc.*	2,422,145

			3,710,101

	Health Care Providers & Services – 0.7%
	151,716	Brookdale Senior Living, Inc.*	420,253
	15,719	Magellan Health, Inc.*	1,165,878
	7,791	National HealthCare Corp.	462,162
	35,151	Owens & Minor, Inc.	565,228
	102,565	Tenet Healthcare Corp.*	2,711,819

			5,325,340

	Health Care Technology – 0.1%
	14,899	Computer Programs and Systems, Inc.	367,708
	32,860	NextGen Healthcare, Inc.*	480,413

			848,121



Shares		Description	Value

	Common Stocks – (continued)
	Hotels, Restaurants & Leisure – 2.9%
	17,094	Chuy’s Holdings, Inc.*	$ 271,966
	45,330	Del Taco Restaurants, Inc.*	346,774
	219,833	Denny’s Corp.*	1,953,216
	54,864	Dine Brands Global, Inc.	2,492,471
	150,168	Everi Holdings, Inc.*	852,954
	308,743	International Game Technology PLC	3,044,206
	16,208	Jack in the Box, Inc.	1,330,839
	24,968	PlayAGS, Inc.*	84,392
	369,881	Red Rock Resorts, Inc., Class A	4,053,896
	118,003	Scientific Games Corp.*	2,073,313
	34,420	Wingstop, Inc.	5,378,125

			21,882,152

	Household Durables – 2.5%
	46,347	Beazer Homes USA, Inc.*	518,623
	15,641	Green Brick Partners, Inc.*	215,846
	49,345	KB Home	1,659,966
	87,571	M/I Homes, Inc.*	3,645,581
	19,645	Meritage Homes Corp.*	1,948,391
	142,227	Taylor Morrison Home Corp.*	3,335,223
	356,962	TRI Pointe Group, Inc.*	5,968,404
	38,960	Universal Electronics, Inc.*	1,794,887

			19,086,921

	Household Products – 0.2%
	35,575	Central Garden & Pet Co., Class A*	1,232,674

	Independent Power and Renewable Electricity Producers – 0.1%
	266,741	Atlantic Power Corp.*	522,812

	Insurance – 3.7%
	200,578	American Equity Investment Life Holding Co.	5,104,710
	23,682	AMERISAFE, Inc.	1,502,860
	76,329	Argo Group International Holdings Ltd.	2,557,785
	22,196	FBL Financial Group, Inc., Class A	771,977
	697,156	Genworth Financial, Inc., Class A*	1,422,198
	39,652	Goosehead Insurance, Inc., Class A*	4,097,241
	27,091	HCI Group, Inc.	1,208,800
	1,019	Investors Title Co.	117,266
	74,901	MBIA, Inc.*	599,957
	5,948	National Western Life Group, Inc., Class A	1,158,611
	66,410	ProAssurance Corp.	976,227
	126,789	Stewart Information Services Corp.	5,318,799



Shares		Description	Value

	Common Stocks – (continued)
	Insurance – (continued)
	55,113	Trupanion, Inc.*^(a)	$ 2,787,064
	22,676	Universal Insurance Holdings, Inc.	397,057

			28,020,552

	Interactive Media & Services – 0.5%
	176,897	Cars.com, Inc.*	1,436,404
	4,507	EverQuote, Inc., Class A*	245,406
	63,896	TrueCar, Inc.*	240,249
	66,934	Yelp, Inc.*	1,672,011

			3,594,070

	Internet & Direct Marketing Retail – 0.2%
	229,068	Magnite, Inc.*	1,375,553
	44,610	Quotient Technology, Inc.*	357,326

			1,732,879

	IT Services – 1.1%
	229,685	Conduent, Inc.*	438,698
	60,361	Hackett Group, Inc. (The)	832,378
	28,639	KBR, Inc.	636,931
	228,996	Perspecta, Inc.	4,900,515
	5,401	Sykes Enterprises, Inc.*	148,312
	28,522	Virtusa Corp.*	1,157,993

			8,114,827

	Leisure Products – 0.9%
	1,581	Johnson Outdoors, Inc., Class A	138,432
	2,998	Malibu Boats, Inc., Class A*	176,223
	16,885	Nautilus, Inc.*	176,111
	86,797	Smith & Wesson Brands, Inc.*	2,073,580
	30,767	Sturm Ruger & Co., Inc.	2,503,511
	112,981	Vista Outdoor, Inc.*	1,937,624

			7,005,481

	Machinery – 3.4%
	5,969	Albany International Corp., Class A	286,990
	72,247	Barnes Group, Inc.	2,663,747
	25,893	Chart Industries, Inc.*	1,774,447
	36,094	Columbus McKinnon Corp.	1,195,794
	3,051	EnPro Industries, Inc.	145,624
	10,003	ESCO Technologies, Inc.	859,658
	51,700	Federal Signal Corp.	1,598,047
	9,723	Franklin Electric Co., Inc.	525,528



Shares		Description	Value

	Common Stocks – (continued)
	Machinery – (continued)
	56,490	Manitowoc Co., Inc. (The)*	$ 602,183
	99,395	Meritor, Inc.*	2,261,236
	63,543	Miller Industries, Inc.	1,801,444
	38,211	Mueller Industries, Inc.	1,068,380
	11,809	Mueller Water Products, Inc., Class A	119,507
	95,180	Navistar International Corp.*	3,048,615
	7,083	RBC Bearings, Inc.*	867,101
	42,091	REV Group, Inc.	273,592
	212,244	Rexnord Corp.	6,148,709
	11,473	Terex Corp.	216,266
	5,115	Watts Water Technologies, Inc., Class A	429,097
	84,812	Welbilt, Inc.*	515,657

			26,401,622

	Marine – 0.1%
	173,279	Costamare, Inc. (Monaco)	788,419

	Media – 1.2%
	56,186	Entercom Communications Corp., Class A	78,661
	22,786	Gray Television, Inc.*	326,751
	17,308	Loral Space & Communications, Inc.	314,486
	149,738	MSG Networks, Inc., Class A*	1,427,003
	110,474	National CineMedia, Inc.	272,871
	151,410	Scholastic Corp.	3,623,241
	33,752	TechTarget, Inc.*	1,224,860
	87,880	TEGNA, Inc.	1,035,227
	124,726	WideOpenWest, Inc.*	681,004

			8,984,104

	Metals & Mining – 2.4%
	346,184	Alcoa Corp.*	4,500,392
	64,044	Allegheny Technologies, Inc.*	556,542
	84,175	Carpenter Technology Corp.	1,882,153
	125,511	Coeur Mining, Inc.*	995,302
	35,125	Commercial Metals Co.	726,385
	65,505	Haynes International, Inc.	1,202,672
	553,386	Hecla Mining Co.	3,054,691
	34,063	Kaiser Aluminum Corp.	2,110,203
	51,731	Materion Corp.	2,970,394
	26,846	Ryerson Holding Corp.*	151,143
	34,214	TimkenSteel Corp.*	125,565

			18,275,442



Shares		Description	Value

	Common Stocks – (continued)
	Mortgage Real Estate Investment Trusts (REITs) – 2.1%
	663,048	Anworth Mortgage Asset Corp. REIT	$ 1,200,117
	83,600	Apollo Commercial Real Estate Finance, Inc. REIT	777,480
	90,881	Arlington Asset Investment Corp., Class A REIT	247,196
	132,262	ARMOUR Residential REIT, Inc. REIT	1,235,327
	185,472	Blackstone Mortgage Trust, Inc., Class A REIT	4,464,311
	312,025	Capstead Mortgage Corp. REIT	1,918,954
	32,243	Colony Credit Real Estate, Inc. REIT	203,131
	39,609	Dynex Capital, Inc. REIT	611,959
	21,763	Ellington Residential Mortgage REIT	240,481
	86,152	Great Ajax Corp. REIT	742,630
	295,893	Ladder Capital Corp. REIT	2,299,089
	377,608	MFA Financial, Inc. REIT	993,109
	133,295	TPG RE Finance Trust, Inc. REIT	1,157,001

			16,090,785

	Multiline Retail – 0.4%
	85,199	Big Lots, Inc.	3,351,729

	Multi-Utilities – 1.7%
	138,640	Avista Corp.	5,147,703
	18,886	Black Hills Corp.	1,092,744
	114,470	NorthWestern Corp.	6,440,082

			12,680,529

	Oil, Gas & Consumable Fuels – 2.7%
	1,000,880	Antero Resources Corp.*	2,962,605
	159,244	Ardmore Shipping Corp. (Ireland)	654,493
	106,458	Brigham Minerals, Inc., Class A	1,179,555
	237,074	Clean Energy Fuels Corp.*	564,236
	78,060	Diamond S Shipping, Inc.*	685,367
	80,767	Dorian LPG Ltd.*	689,750
	67,216	Green Plains, Inc.*	869,103
	207,604	Kosmos Energy Ltd. (Ghana)	334,242
	214,086	Magnolia Oil & Gas Corp., Class A*	1,280,234
	205,423	Matador Resources Co.*^(a)	1,783,072
	171,495	Ovintiv, Inc.^(a)	1,661,787
	38,652	Penn Virginia Corp.*^(a)	383,041
	135,686	Renewable Energy Group, Inc.*	3,742,220
	234,578	SM Energy Co.	692,005
	184,659	W&T Offshore, Inc.*^(a)	417,329



Shares		Description	Value

	Common Stocks – (continued)
	Oil, Gas & Consumable Fuels – (continued)
	117,002	World Fuel Services Corp.	$ 2,753,057

			20,652,096

	Paper & Forest Products – 2.2%
	125,391	Boise Cascade Co.	5,841,967
	26,314	Clearwater Paper Corp.*	971,513
	60,014	Domtar Corp.	1,259,694
	158,190	Louisiana-Pacific Corp.	5,009,877
	35,544	Neenah, Inc.	1,585,618
	148,079	P H Glatfelter Co.	2,358,898

			17,027,567

	Personal Products – 0.1%
	30,674	BellRing Brands, Inc., Class A*	609,492

	Pharmaceuticals – 0.7%
	49,222	ANI Pharmaceuticals, Inc.*	1,457,464
	13,774	Axsome Therapeutics, Inc.*	982,499
	40,296	BioDelivery Sciences International, Inc.*	168,840
	57,233	Endo International PLC*	199,171
	98,446	Innoviva, Inc.*	1,333,451
	29,392	Phibro Animal Health Corp., Class A	681,748
	18,749	Prestige Consumer Healthcare, Inc.*	697,275

			5,520,448

	Professional Services – 0.4%
	17,780	Franklin Covey Co.*	321,640
	43,474	Huron Consulting Group, Inc.*	2,074,580
	48,557	Resources Connection, Inc.	548,694

			2,944,914

	Real Estate Management & Development – 0.3%
	5,845	Forestar Group, Inc.*	101,177
	3,089	FRP Holdings, Inc.*	120,842
	141,364	Kennedy-Wilson Holdings, Inc.	2,097,842
	70,876	Newmark Group, Inc., Class A	288,465

			2,608,326

	Road & Rail – 1.2%
	109,711	Heartland Express, Inc.	2,225,488
	96,667	Marten Transport Ltd.	2,573,275



Shares		Description	Value

	Common Stocks – (continued)
	Road & Rail – (continued)
	95,554	Werner Enterprises, Inc.	$ 4,202,943

			9,001,706

	Semiconductors & Semiconductor Equipment – 1.3%
	49,616	Ambarella, Inc.*	2,246,613
	187,149	Amkor Technology, Inc.*	2,544,291
	41,624	Axcelis Technologies, Inc.*	1,224,578
	12,772	Cohu, Inc.	240,497
	236,340	NeoPhotonics Corp.*	2,153,057
	8,234	Photronics, Inc.*	97,820
	91,483	Rambus, Inc.*	1,350,289
	5,305	Ultra Clean Holdings, Inc.*	159,627

			10,016,772

	Software – 1.7%
	217,298	Box, Inc., Class A*	3,900,499
	74,038	ChannelAdvisor Corp.*	1,508,154
	320,054	Cloudera, Inc.*	3,607,009
	13,934	Domo, Inc., Class B*	448,396
	17,314	MicroStrategy, Inc., Class A*	2,145,551
	74,943	Telenav, Inc.*	388,579
	69,286	Xperi Holding Corp.	1,277,634

			13,275,822

	Specialty Retail – 3.4%
	51,018	Asbury Automotive Group, Inc.*	5,109,453
	5,281	Camping World Holdings, Inc., Class A	193,390
	33,853	Conn’s, Inc.*^(a)	337,176
	20,721	Group 1 Automotive, Inc.	1,740,978
	26,834	Haverty Furniture Cos., Inc.	381,580
	15,624	Lithia Motors, Inc., Class A	3,580,240
	46,664	MarineMax, Inc.*	1,294,459
	87,618	ODP Corp. (The)	1,933,729
	9,607	Rent-A-Center, Inc.	277,835
	56,794	Sally Beauty Holdings, Inc.*	659,378
	119,070	Sonic Automotive, Inc., Class A	4,538,948
	250,269	Sportsman’s Warehouse Holdings, Inc.*	4,026,828
	83,684	Tilly’s, Inc., Class A	502,941
	2,169	Winmark Corp.	344,828
	34,603	Zumiez, Inc.*	799,329

			25,721,092



Shares		Description	Value

	Common Stocks – (continued)
	Textiles, Apparel & Luxury Goods – 0.8%
	170,727	G-III Apparel Group Ltd.*	$ 1,688,490
	11,989	Movado Group, Inc.	115,574
	27,818	Steven Madden Ltd.	589,185
	161,975	Wolverine World Wide, Inc.	3,893,879

			6,287,128

	Thrifts & Mortgage Finance – 2.9%
	123,953	Axos Financial, Inc.*	2,777,787
	11,648	Essent Group Ltd.	417,348
	14,463	HomeStreet, Inc.	382,401
	148,622	Meridian Bancorp, Inc.	1,695,034
	5,742	Meta Financial Group, Inc.	107,146
	77,994	Mr Cooper Group, Inc.*	1,273,642
	123,957	PennyMac Financial Services, Inc.	5,982,165
	172,461	Radian Group, Inc.	2,573,118
	61,646	Walker & Dunlop, Inc.	3,107,575
	165,820	Washington Federal, Inc.	3,870,239

			22,186,455

	Tobacco – 0.2%
	184,624	Vector Group Ltd.	1,628,384

	Trading Companies & Distributors – 1.8%
	103,567	Foundation Building Materials, Inc.*	1,421,975
	75,059	GMS, Inc.*	1,758,632
	161,726	H&E Equipment Services, Inc.	2,844,760
	13,221	Herc Holdings, Inc.*	443,432
	401,091	MRC Global, Inc.*	2,386,491
	142,702	NOW, Inc.*	1,124,492
	79,332	Rush Enterprises, Inc., Class A	3,774,617
	21,038	Veritiv Corp.*	322,092

			14,076,491

	TOTAL INVESTMENTS BEFORE SECURITIES LENDING REINVESTMENT VEHICLE (Cost $775,563,890)		$758,326,802


Shares		Dividend Rate	Value

	Securities Lending Reinvestment Vehicle – 2.0%^(b)
	Goldman Sachs Financial Square Government Fund – Institutional Shares
	15,328,131	0.130%	$ 15,328,131
	(Cost $15,328,131)

	TOTAL INVESTMENTS – 101.2% (Cost $790,892,021)		$773,654,933

	LIABILITIES IN EXCESS OF OTHER ASSETS – (1.2)%		(9,136,444)

	NET ASSETS – 100.0%		$764,518,489



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

*		Non-income producing security.

(a)		All or a portion of security is on loan.

(b)		Represents an affiliated issuer.



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



Shares		Description	Value

	Common Stocks – 99.0%
	Aerospace & Defense – 1.1%
	19,288	Lockheed Martin Corp.	$ 7,309,573
	13,220	Raytheon Technologies Corp.	749,310
	7,658	Teledyne Technologies, Inc.*	2,348,709

			10,407,592

	Air Freight & Logistics – 0.0%
	978	United Parcel Service, Inc., Class B	139,619

	Automobiles – 0.7%
	255,949	General Motors Co.	6,370,571

	Banks – 2.9%
	377,588	Bank of America Corp.	9,394,390
	178,400	Citigroup, Inc.	8,921,784
	5,618	Citizens Financial Group, Inc.	139,383
	17,987	First Hawaiian, Inc.	312,614
	12,073	JPMorgan Chase & Co.	1,166,735
	3,235	PNC Financial Services Group, Inc. (The)	345,078
	16,157	Popular, Inc. (Puerto Rico)	599,586
	7,380	Signature Bank	756,671
	4,635	Truist Financial Corp.	173,627
	33,468	US Bancorp	1,232,961
	176,013	Wells Fargo & Co.	4,270,075
	33,015	Western Alliance Bancorp	1,186,889

			28,499,793

	Beverages – 1.3%
	8,196	Constellation Brands, Inc., Class A	1,460,527
	138,318	Monster Beverage Corp.*	10,855,197

			12,315,724

	Biotechnology – 4.2%
	131,611	AbbVie, Inc.	12,491,200
	21,740	Alexion Pharmaceuticals, Inc.*	2,228,132
	31,720	Biogen, Inc.*	8,713,167
	149,924	Gilead Sciences, Inc.	10,424,216
	1,714	Sarepta Therapeutics, Inc.*	263,133
	24,706	Vertex Pharmaceuticals, Inc.*	6,720,032

			40,839,880

	Building Products – 1.7%
	2,299	Allegion PLC	228,659
	175,607	Johnson Controls International PLC	6,757,357



Shares		Description	Value

	Common Stocks – (continued)
	Building Products – (continued)
	4,165	Lennox International, Inc.	$ 1,116,803
	152,904	Masco Corp.	8,739,993

			16,842,812

	Capital Markets – 2.8%
	69,738	CME Group, Inc.	11,589,061
	14,064	Interactive Brokers Group, Inc., Class A	697,574
	3,333	MarketAxess Holdings, Inc.	1,722,161
	35,470	S&P Global, Inc.	12,423,368
	6,575	SEI Investments Co.	344,070

			26,776,234

	Chemicals – 2.4%
	179,231	Axalta Coating Systems Ltd.*	3,978,928
	14,335	CF Industries Holdings, Inc.	449,116
	50,035	Dow, Inc.	2,054,437
	23,551	Linde PLC (United Kingdom)	5,772,586
	17,808	Sherwin-Williams Co. (The)	11,538,159

			23,793,226

	Communications Equipment – 0.6%
	6,899	Arista Networks, Inc.*	1,792,153
	52,916	Cisco Systems, Inc.	2,492,344
	13,695	Lumentum Holdings, Inc.*	1,271,307

			5,555,804

	Consumer Finance – 0.6%
	139,669	Ally Financial, Inc.	2,807,347
	134,164	Synchrony Financial	2,969,049

			5,776,396

	Diversified Consumer Services – 0.1%
	833	Graham Holdings Co., Class B	331,842
	2,992	Service Corp. International	129,733
	19,630	ServiceMaster Global Holdings, Inc.*	802,671

			1,264,246

	Diversified Financial Services – 1.4%
	20,769	Berkshire Hathaway, Inc., Class B*	4,066,155
	16,846	Equitable Holdings, Inc.	344,669
	181,648	Voya Financial, Inc.	8,973,411

			13,384,235



Shares		Description	Value

	Common Stocks – (continued)
	Diversified Telecommunication Services – 0.7%
	294,302	Liberty Global PLC, Class C (United Kingdom)*	$ 6,698,314

	Electric Utilities – 0.5%
	2,481	Entergy Corp.	260,827
	103,998	Exelon Corp.	4,015,363
	18,694	FirstEnergy Corp.	542,126

			4,818,316

	Electrical Equipment – 0.2%
	23,537	AMETEK, Inc.	2,194,825

	Electronic Equipment, Instruments & Components – 0.1%
	10,883	Arrow Electronics, Inc.*	779,441
	11,765	Jabil, Inc.	410,128
	1,449	SYNNEX Corp.	180,748

			1,370,317

	Energy Equipment & Services – 0.2%
	19,261	Schlumberger Ltd.	349,395
	198,613	TechnipFMC PLC (United Kingdom)	1,594,862

			1,944,257

	Entertainment – 3.7%
	34,741	Activision Blizzard, Inc.	2,870,649
	20,359	Netflix, Inc.*	9,953,108
	21,198	Spotify Technology SA*	5,465,268
	48,588	Take-Two Interactive Software, Inc.*	7,969,404
	989,180	Zynga, Inc., Class A*	9,723,639

			35,982,068

	Equity Real Estate Investment Trusts (REITs) – 4.5%
	30,513	American Tower Corp. REIT	7,975,793
	42,223	Apartment Investment and Management Co., Class A REIT	1,639,097
	16,220	Camden Property Trust REIT	1,472,938
	8,675	CoreSite Realty Corp. REIT	1,119,509
	36,301	CyrusOne, Inc. REIT	3,028,229
	44,790	Duke Realty Corp. REIT	1,800,110
	81,371	Equity LifeStyle Properties, Inc. REIT	5,559,267
	39,416	First Industrial Realty Trust, Inc. REIT	1,731,151
	305,850	Invitation Homes, Inc. REIT	9,120,447
	20,215	Lamar Advertising Co., Class A REIT	1,328,732



Shares		Description	Value

	Common Stocks – (continued)
	Equity Real Estate Investment Trusts (REITs) – (continued)
	3,790	Life Storage, Inc. REIT	$ 371,913
	27,842	SBA Communications Corp. REIT	8,673,896

			43,821,082

	Food & Staples Retailing – 2.1%
	45,435	Costco Wholesale Corp.	14,790,456
	46,791	Walmart, Inc.	6,054,755

			20,845,211

	Health Care Equipment & Supplies – 3.1%
	18,518	Cooper Cos., Inc. (The)	5,239,298
	2,896	DexCom, Inc.*	1,261,324
	123,630	Edwards Lifesciences Corp.*	9,693,828
	30,688	Hologic, Inc.*	2,141,408
	59,831	Medtronic PLC	5,772,495
	1,044	Quidel Corp.*	294,899
	3,072	STERIS PLC	490,383
	17,716	West Pharmaceutical Services, Inc.	4,763,301

			29,656,936

	Health Care Providers & Services – 3.9%
	36,248	Anthem, Inc.	9,924,702
	40,471	HCA Healthcare, Inc.	5,125,247
	26,347	Humana, Inc.	10,339,880
	37,380	McKesson Corp.	5,612,981
	2,346	UnitedHealth Group, Inc.	710,322
	57,714	Universal Health Services, Inc., Class B	6,342,769

			38,055,901

	Hotels, Restaurants & Leisure – 1.6%
	5,050	Chipotle Mexican Grill, Inc.*	5,833,558
	25,987	Domino’s Pizza, Inc.	10,046,834

			15,880,392

	Household Durables – 0.5%
	65,335	D.R. Horton, Inc.	4,322,564
	20,810	PulteGroup, Inc.	907,316

			5,229,880

	Household Products – 1.0%
	75,795	Procter & Gamble Co. (The)	9,938,240



Shares		Description	Value

	Common Stocks – (continued)
	Independent Power and Renewable Electricity Producers – 0.1%
	68,895	Vistra Corp.	$ 1,285,581

	Industrial Conglomerates – 0.5%
	753,830	General Electric Co.	4,575,748

	Insurance – 1.9%
	22,730	Allstate Corp. (The)	2,145,485
	25,892	American Financial Group, Inc.	1,573,457
	29,932	Aon PLC, Class A	6,142,645
	22,787	Athene Holding Ltd., Class A*	734,881
	11,787	Brighthouse Financial, Inc.*	334,043
	78,436	Fidelity National Financial, Inc.	2,538,189
	4,463	First American Financial Corp.	227,658
	30,272	Lincoln National Corp.	1,128,237
	57,654	MetLife, Inc.	2,182,204
	1,787	Primerica, Inc.	213,832
	13,329	Reinsurance Group of America, Inc.	1,136,297

			18,356,928

	Interactive Media & Services – 7.2%
	11,283	Alphabet, Inc., Class A*	16,788,540
	16,103	Alphabet, Inc., Class C*	23,880,105
	109,527	Facebook, Inc., Class A*	27,783,714
	48,425	Pinterest, Inc., Class A*	1,660,493

			70,112,852

	Internet & Direct Marketing Retail – 6.1%
	14,655	Amazon.com, Inc.*	46,378,386
	189,762	eBay, Inc.	10,490,043
	23,800	Etsy, Inc.*	2,817,444

			59,685,873

	IT Services – 5.6%
	15,764	Alliance Data Systems Corp.	699,291
	11,043	Black Knight, Inc.*	827,342
	88,379	Cognizant Technology Solutions Corp., Class A	6,038,053
	25,955	Fidelity National Information Services, Inc.	3,797,476
	17,855	FleetCor Technologies, Inc.*	4,616,767
	6,271	Gartner, Inc.*	781,618
	72,066	International Business Machines Corp.	8,859,794
	451	Mastercard, Inc., Class A	139,147
	94,396	PayPal Holdings, Inc.*	18,508,224



Shares		Description	Value

	Common Stocks – (continued)
	IT Services – (continued)
	35,543	VeriSign, Inc.*	$ 7,523,742
	11,611	Visa, Inc., Class A	2,210,734

			54,002,188

	Life Sciences Tools & Services – 1.6%
	21,704	Illumina, Inc.*	8,294,400
	31,328	IQVIA Holdings, Inc.*	4,962,042
	21,069	PerkinElmer, Inc.	2,505,315

			15,761,757

	Machinery – 0.6%
	46,509	Caterpillar, Inc.	6,180,116

	Media – 0.8%
	38,903	Liberty Broadband Corp., Class C*	5,340,215
	51,978	Omnicom Group, Inc.	2,792,778

			8,132,993

	Metals & Mining – 0.0%
	9,781	Freeport-McMoRan, Inc.	126,370

	Mortgage Real Estate Investment Trusts (REITs) – 0.1%
	90,787	Starwood Property Trust, Inc. REIT	1,357,266

	Multiline Retail – 1.2%
	94,787	Target Corp.	11,931,788

	Multi-Utilities – 2.7%
	82,586	Consolidated Edison, Inc.	6,345,082
	75,382	DTE Energy Co.	8,716,421
	199,415	Public Service Enterprise Group, Inc.	11,155,275

			26,216,778

	Oil, Gas & Consumable Fuels – 1.7%
	102,969	Chevron Corp.	8,643,218
	128,657	EOG Resources, Inc.	6,027,581
	17,973	Kinder Morgan, Inc.	253,419
	21,771	Phillips 66	1,350,237

			16,274,455

	Personal Products – 0.0%
	5,455	Herbalife Nutrition Ltd.*	279,514



Shares		Description	Value

	Common Stocks – (continued)
	Pharmaceuticals – 2.5%
	98,778	Bristol-Myers Squibb Co.	$ 5,794,317
	17,001	Elanco Animal Health, Inc.*	401,734
	36,581	Johnson & Johnson	5,332,047
	161,498	Merck & Co., Inc.	12,958,599

			24,486,697

	Professional Services – 0.8%
	49,313	IHS Markit Ltd.	3,981,038
	36,903	TransUnion	3,305,402

			7,286,440

	Road & Rail – 1.4%
	32,043	Old Dominion Freight Line, Inc.	5,858,101
	43,699	Union Pacific Corp.	7,575,222

			13,433,323

	Semiconductors & Semiconductor Equipment – 3.1%
	2,493	Advanced Micro Devices, Inc.*	193,033
	50,189	Analog Devices, Inc.	5,764,207
	24,161	Applied Materials, Inc.	1,554,277
	114,708	Intel Corp.	5,475,013
	12,579	Lam Research Corp.	4,744,295
	6,237	Microchip Technology, Inc.	634,490
	19,537	NVIDIA Corp.	8,295,215
	7,220	QUALCOMM, Inc.	762,504
	23,514	Texas Instruments, Inc.	2,999,211

			30,422,245

	Software – 7.8%
	38,920	Adobe, Inc.*	17,292,934
	1,640	DocuSign, Inc.*	355,601
	234,208	Microsoft Corp.	48,014,982
	4,648	RingCentral, Inc., Class A*	1,349,175
	15,260	ServiceNow, Inc.*	6,702,192
	6,402	Workday, Inc., Class A*	1,158,250
	2,415	Zoom Video Communications, Inc., Class A*	613,193

			75,486,327

	Specialty Retail – 3.8%
	2,860	AutoNation, Inc.*	146,832
	4,107	AutoZone, Inc.*	4,958,874
	69,054	Home Depot, Inc. (The)	18,333,147



Shares		Description	Value

	Common Stocks – (continued)
	Specialty Retail – (continued)
	91,713	Lowe’s Cos., Inc.	$ 13,656,983

			37,095,836

	Technology Hardware, Storage & Peripherals – 7.6%
	171,441	Apple, Inc.	72,869,283
	15,774	NetApp, Inc.	698,788

			73,568,071

	TOTAL INVESTMENTS – 99.0% (Cost $741,029,551)		$964,461,017

	OTHER ASSETS IN EXCESS OF LIABILITIES – 1.0%		9,891,642

	NET ASSETS – 100.0%		$974,352,659



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

* Non-income producing security.



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

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

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

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

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

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

The Board of Trustees (“Trustees”) has approved Valuation Procedures that govern the valuation of the portfolio investments held by the Fund, including investments for which market quotations are not readily available. The Trustees have delegated to GSAM day-to-day responsibility for implementing and maintaining internal controls and procedures related to the valuation of the Fund’s investments. To assess the continuing appropriateness of pricing sources and methodologies, GSAM regularly performs price verification procedures and issues challenges as necessary to third party pricing vendors or brokers, and any differences are reviewed in accordance with the Valuation Procedures.

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

Equity Securities — Equity securities traded on a United States (“U.S.”) securities exchange or the NASDAQ system, or those located on certain foreign exchanges, including but not limited to the Americas, are valued daily at their last sale price or official closing price on the principal exchange or system on which they are traded. If there is no sale or official closing price or such price is believed by GSAM to not represent fair value, equity securities may be valued at the closing bid price for long positions and at the closing ask price for short positions. To the extent these investments are actively traded, they are classified as Level 1 of the fair value hierarchy, otherwise they are generally classified as Level 2. Certain equity securities containing unique attributes may be classified as Level 2.

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

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

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

Exchange-traded derivatives, including futures and options contracts, are valued at the last sale or settlement price on the exchange where they are principally traded. Exchange-traded options without settlement prices are generally valued at the midpoint of the bid and ask prices on the exchange where they are principally traded (or, in the absence of two-way trading, at the last bid price for long positions and the last ask price for short positions). Exchange-traded derivatives typically fall within Level 1 of the fair value hierarchy. Over-the-counter (“OTC”) and centrally cleared derivatives are valued using market transactions and other market evidence, including market-based inputs to models, calibration to market-clearing transactions, broker or dealer quotations, or other alternative pricing sources. Where models are used, the selection of a particular model to value OTC and centrally cleared derivatives depends upon the contractual terms of, and specific risks inherent in, the instrument, as well as the availability of pricing information in the market. Valuation models require a variety of inputs, including contractual terms, market prices, yield curves, credit curves, measures of volatility, voluntary and involuntary prepayment rates, loss severity rates and correlations of such inputs. For OTC and centrally cleared derivatives that trade in liquid markets, model inputs can generally be verified and model selection does not involve significant management judgment. OTC and centrally cleared derivatives are classified within Level 2 of the fair value hierarchy when significant inputs are corroborated by market evidence.

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

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

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

In the event of a default by a borrower with respect to any loan, GSAL will exercise any and all remedies provided under the applicable borrower agreement to make the Funds whole. These remedies include purchasing replacement securities by applying the collateral held from the defaulting broker against the purchase cost of the replacement securities. If, GSAL is unable to purchase replacement securities, GSAL will indemnify the Fund by paying an amount equal to the market value of the securities loaned minus the value of the cash collateral received from the borrower for the loan, subject to the exclusion for any shortfalls resulting from a loss of value in such cash collateral due to reinvestment risk. The Funds may enter into master netting agreement with borrowers, which provide the right, in the event of a default (including bankruptcy or insolvency), for the non-defaulting party to liquidate the collateral and calculate net exposure t the defaulting party or request additional collateral. However, in the event of a default by a borrower, a resolution authority could determine that such rights are not enforceable due to the restrictions or prohibitions against the right of set-off that may be imposed in accordance with a particular jurisdiction’s bankruptcy or insolvency laws. The Funds’ loaned securities were all subject to enforceable Securities Lending Agreements and the value of the collateral is at least equal to the value of the cash received. The amounts of the Funds’ overnight and continuous agreements, which represent the gross amounts of recognized liabilities for securities lending transactions outstanding as of July 31, 2020, are disclosed as “Payable upon return of securities loaned” on the Statements of Assets and Liabilities where applicable. The Large Cap Growth Insights, Large Cap Value Insights and U.S. Equity Insights Funds did not have securities on loan as of July 31, 2020.

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

D. Fair Value Hierarchy — The following is a summary of the Funds’ investments and derivatives classified in the fair value hierarchy as of July 31, 2020:

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

Derivatives Risk — The Funds’ use of derivatives may result in loss. Derivative instruments, which may pose risks in addition to and greater than those associated with investing directly in securities, currencies or other instruments, may be illiquid or less liquid, volatile, difficult to price and leveraged so that small changes in the value of the underlying instruments may produce disproportionate losses to the Funds. Derivatives are also subject to counterparty risk, which is the risk that the other party in the transaction will not fulfill its contractual obligation. The use of derivatives is a highly specialized activity that involves investment techniques and risks different from those associated with investments in more traditional securities and instruments. Losses from derivatives can also result from a lack of correlation between changes in the value of derivative instruments and the portfolio assets (if any) being hedged.

Foreign Custody Risk — If a Fund invests in foreign securities, the Fund may hold such securities and cash with foreign banks, agents, and securities depositories appointed by the Fund’s custodian (each a “Foreign Custodian”). Some foreign custodians may be recently organized or new to the foreign custody business. In some countries, Foreign Custodians may be subject to little or no regulatory oversight over, or independent evaluation of, their operations. Further, the laws of certain countries may place limitations on a Fund’s ability to recover its assets if a Foreign Custodian enters bankruptcy.

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

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

Liquidity Risk — A Fund may make investments that are illiquid or that may become less liquid in response to market developments or adverse investor perceptions. Illiquid investments may be more difficult to value. Liquidity risk may also refer to the risk that a Fund will not be able to pay redemption proceeds within the allowable time period or without significant dilution to remaining investors’ interests because of unusual market conditions, an unusually high volume of redemption requests, or other reasons. To meet redemption requests, a Fund may be forced to sell investments at an unfavorable time and/or under unfavorable conditions. If a Fund is forced to sell securities at an unfavorable time and/or under unfavorable conditions, such sales may adversely affect the Fund’s NAV and dilute remaining investors’ interests.

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

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


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

E-mini Russell 2000 Index	6	09/18/20	$	413,906	$	29,434


LARGE CAP GROWTH INSIGHTS FUND

Investment Type	Level 1		Level 2		Level 3

Assets
Common Stock and/or Other Equity Investments^(a)
Europe	$	4,237,275	$	—	$	—
North America		1,926,782,440		—		—

Total	$	1,931,019,715	$	—	$	—

LARGE CAP VALUE INSIGHTS FUND

Investment Type	Level 1		Level 2		Level 3

Assets
Common Stock and/or Other Equity Investments^(a)
Europe	$	7,767,142	$	—	$	—
North America		329,760,566		—		—
South America		50,966		—		—

Total	$	337,578,674	$	—	$	—

SMALL CAP EQUITY INSIGHTS FUND

Investment Type	Level 1		Level 2		Level 3

Assets
Common Stock and/or Other Equity Investments^(a)
Asia	$	3,419,057	$	—	$	—
Europe		1,968,577		—		—
North America		597,441,050		—		—
South America		850,706		—		—
Securities Lending Reinvestment Vehicle		8,660,810		—		—

Total	$	612,340,200	$	—	$	—

Derivative Type

Liabilities^(b)
Futures Contracts	$	29,434	$	—	$	—


SMALL CAP GROWTH INSIGHTS FUND

Investment Type	Level 1		Level 2		Level 3

Assets
Common Stock and/or Other Equity Investments^(a)
Asia	$	9,277,901	$	—	$	—
Europe		1,121,163		—		—
North America		1,090,078,450		—		—
Securities Lending Reinvestment Vehicle		20,518,657		—		—

Total	$	1,120,996,171	$	—	$	—

SMALL CAP VALUE INSIGHTS FUND

Investment Type	Level 1		Level 2		Level 3

Assets
Common Stock and/or Other Equity Investments^(a)
Africa	$	334,242	$	—	$	—
Asia		2,412,769		—		—
Europe		3,584,794		—		—
North America		749,584,203		—		—
South America		2,410,794		—		—
Securities Lending Reinvestment Vehicle		15,328,131		—		—

Total	$	773,654,933	$	—	$	—

U.S. EQUITY INSIGHTS FUND

Investment Type	Level 1		Level 2		Level 3

Assets
Common Stock and/or Other Equity Investments^(a)
Europe	$	14,065,762	$	—	$	—
North America		950,395,255		—		—

Total	$	964,461,017	$	—	$	—