Hartford Multifactor ETFs

Semi-Annual Report

March 31, 2022 (Unaudited)

 

■ Hartford Longevity Economy ETF

■ Hartford Multifactor Developed Markets (ex-US) ETF

■ Hartford Multifactor Diversified International ETF

■ Hartford Multifactor Emerging Markets ETF

■ Hartford Multifactor Small Cap ETF

■ Hartford Multifactor US Equity ETF

Average Annual Total Returns
for the Periods Ended 03/31/2022
	Six Months1	1 Year	Since Inception2
Hartford Longevity Economy ETF (NAV Return)	0.91%	7.62%	6.27%
Hartford Longevity Economy ETF (Market Price Return)	0.87%	7.53%	6.31%
Hartford Longevity Economy Index	1.13%	8.08%	6.75%
Russell 3000 Index (Gross)	3.51%	11.92%	11.06%

    

1	Not annualized.
2	Inception: 03/16/2021

Information regarding how often shares of the Fund traded on NYSE Arca, Inc. (“NYSE Arca”) at a price above (i.e., at a premium) or below (i.e., at a discount) the NAV of the Fund can be found at hartfordfunds.com.

PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed or sold, may be worth more or less than their original cost. The table does not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption or sale of Fund shares. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website hartfordfunds.com.

Total returns for the report period presented in the table may differ from the return in the Financial Highlights. The total return presented in the Financial Highlights section of the reports is calculated in the same manner, but also takes into account certain adjustments that are necessary under generally accepted accounting principles.

ETF shares are bought and sold at market price, not net asset value (NAV). Total returns are calculated using the daily 4:00 p.m. Eastern Time NAV. Market price returns reflect the midpoint of the bid/ask spread as of the close of trading on the exchange where Fund shares are listed. Market price returns do not represent the returns an investor would receive if they traded shares at other times. Brokerage commissions apply and will reduce returns.

The Russell 3000 Index is unmanaged, and its results include reinvested dividends and/or distributions, but do not reflect the effect of sales charges, commissions, expenses or taxes.

You cannot invest directly in an index.

See “Benchmark Glossary” for benchmark descriptions.

The total annual fund operating expense ratio as shown in the Fund’s most recent prospectus was 0.44%. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended 03/31/2022.

Important Risks

The Fund is new and has a limited operating history. Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. • The Fund is not actively managed but rather attempts to track the performance of an index. The Fund’s returns may diverge from that of the index. • The Fund's focus on securities of issuers that are expected to benefit from providing goods and services that are needed by or attractive to the world's aging populations may affect the Fund's exposure to certain industries or types of investments. Certain investments in companies focused on longevity and aging solutions may be affected by government regulations or other factors. • Investments focused in a sector, industry or group of industries may increase volatility and risk.

Composition by Sector(1)
as of 03/31/2022
Sector	Percentage of Net Assets
Equity Securities
Communication Services	11.1%
Consumer Discretionary	15.3
Consumer Staples	5.7
Financials	11.3
Health Care	21.5
Industrials	3.4
Information Technology	29.3
Real Estate	1.2
Utilities	1.1
Total	99.9%
Short-Term Investments	0.3
Other Assets & Liabilities	(0.2)
Total	100.0%

    

(1)	A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.

2

Average Annual Total Returns
for the Periods Ended 03/31/2022
	Six Months1	1 Year	5 Years	Since Inception2
Multifactor Developed Markets (ex-US) ETF (NAV Return)	-0.65%	3.12%	5.98%	5.24%
Multifactor Developed Markets (ex-US) ETF (Market Price Return)	-0.92%	2.44%	5.73%	5.12%
Hartford Risk-Optimized Multifactor Developed Markets (ex-US) Index	-0.37%	3.45%	6.12%	5.42%
MSCI World ex USA Index (Net)	-1.82%	3.04%	7.14%	5.11%

    

1	Not annualized.
2	Inception: 02/25/2015

Information regarding how often shares of the Fund traded on NYSE Arca, Inc. (“NYSE Arca”) at a price above (i.e., at a premium) or below (i.e., at a discount) the NAV of the Fund can be found at hartfordfunds.com.

PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed or sold, may be worth more or less than their original cost. The table does not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption or sale of Fund shares. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website hartfordfunds.com.

Total returns for the report period presented in the table may differ from the return in the Financial Highlights. The total return presented in the Financial Highlights section of the reports is calculated in the same manner, but also takes into account certain adjustments that are necessary under generally accepted accounting principles.

ETF shares are bought and sold at market price, not net asset value (NAV). Total returns are calculated using the daily 4:00 p.m. Eastern Time NAV. Market price returns reflect the midpoint of the bid/ask spread as of the close of trading on the exchange where Fund shares are listed. Market price returns do not represent the returns an investor would receive if they traded shares at other times. Brokerage commissions apply and will reduce returns.

The MSCI World ex USA Index is unmanaged, and its results include reinvested dividends and/or distributions, but do not reflect the effect of sales charges, commissions, expenses or taxes.

You cannot invest directly in an index.

See “Benchmark Glossary” for benchmark descriptions.

The total annual fund operating expense ratio as shown in the Fund’s most recent prospectus was 0.29%. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended 03/31/2022.

Important Risks

Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. • The Fund is not actively managed but rather attempts to track the performance of an index. The Fund’s returns may diverge from that of the index. • Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political, economic and regulatory developments. • Investments focused in a country, region, sector, industry or group of industries may increase volatility and risk. • Mid-cap securities can have greater risks and volatility than large-cap securities.

Composition by Sector(1)
as of 03/31/2022
Sector	Percentage of Net Assets
Equity Securities
Communication Services	6.3%
Consumer Discretionary	9.1
Consumer Staples	10.2
Energy	3.2
Financials	17.7
Health Care	12.6
Industrials	15.8
Information Technology	6.7
Materials	6.1
Real Estate	5.5
Utilities	5.5
Total	98.7%
Short-Term Investments	3.0
Other Assets & Liabilities	(1.7)
Total	100.0%

    

(1)	A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.

3

Average Annual Total Returns
for the Periods Ended 03/31/2022
	Six Months1	1 Year	Since Inception2
Multifactor Diversified International ETF (NAV Return)	3.46%	8.43%	6.06%
Multifactor Diversified International ETF (Market Price Return)	5.37%	9.52%	6.40%
Hartford Multifactor Diversified International Index	3.62%	8.89%	5.95% 3
MSCI All Country World (ACWI) ex USA Index (Net)	-3.72%	-1.48%	6.09%

    

1	Not annualized.
2	Inception: 05/10/2017
3	The Hartford Multifactor Diversified International Index commenced operations on 06/28/2019. Reflects annualized returns starting on 06/28/2019.

Performance information prior to 11/06/2019 reflects the Fund’s performance when it tracked its prior index.

Information regarding how often shares of the Fund traded on Cboe BZX Exchange, Inc. (“Cboe BZX”) at a price above (i.e., at a premium) or below (i.e., at a discount) the NAV of the Fund can be found at hartfordfunds.com.

PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed or sold, may be worth more or less than their original cost. The table does not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption or sale of Fund shares. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website hartfordfunds.com.

Total returns for the report period presented in the table may differ from the return in the Financial Highlights. The total return presented in the Financial Highlights section of the reports is calculated in the same manner, but also takes into account certain adjustments that are necessary under generally accepted accounting principles.

ETF shares are bought and sold at market price, not net asset value (NAV). Total returns are calculated using the daily 4:00 p.m. Eastern Time NAV. Market price returns reflect the midpoint of the bid/ask spread as of the close of trading on the exchange where Fund shares are listed. Market price returns do not represent the returns an investor would receive if they traded shares at other times. Brokerage commissions apply and will reduce returns.

The MSCI All Country World (ACWI) ex USA Index is unmanaged, and its results include reinvested dividends and/or distributions, but do not reflect the effect of sales charges, commissions, expenses or taxes.

As a result of the sanctions imposed upon various Russian entities and persons as a result of the Russian invasion of Ukraine, a Russian security was removed from the Hartford Multifactor Diversified International Index effective March 9, 2022. Because of the direct and indirect effect of the sanctions and counter sanctions by Russia, which have collectively led to a lack of liquidity for Russian securities, the Fund’s investment in Russia, which was in the form of a depositary receipt, could not be sold. For this reason, the Fund continues to hold the position with exposure to Russia that are not included within the Hartford Multifactor Diversified International Index, which may affect the performance of the Fund relative to the index.

You cannot invest directly in an index.

See “Benchmark Glossary” for benchmark descriptions.

The total annual fund operating expense ratio as shown in the Fund’s most recent prospectus was 0.29%. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended 03/31/2022.

Important Risks

Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. • The Fund is not actively managed but rather attempts to track the performance of an index. The Fund’s returns may diverge from that of the index. • Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political, economic and regulatory developments. These risks may be greater, and include additional risks, for investments in emerging markets. • Investments focused in a particular country, region, sector or industry are subject to greater volatility and risk.

Composition by Sector(1)
as of 03/31/2022
Sector	Percentage of Net Assets
Equity Securities
Communication Services	8.1%
Consumer Discretionary	9.6
Consumer Staples	10.4
Energy	5.8
Financials	18.0
Health Care	10.7
Industrials	10.3
Information Technology	12.4
Materials	5.9
Real Estate	5.0
Utilities	3.0
Total	99.2%
Short-Term Investments	1.0
Other Assets & Liabilities	(0.2)
Total	100.0%

    

(1)	A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.

4

Average Annual Total Returns
for the Periods Ended 03/31/2022
	Six Months1	1 Year	5 Years	Since Inception2
Multifactor Emerging Markets ETF (NAV Return)	-1.93%	1.65%	4.05%	1.85%
Multifactor Emerging Markets ETF (Market Price Return)	-2.27%	-0.14%	3.65%	1.69%
Hartford Multifactor Emerging Markets Equity Index	-1.51%	2.47%	—	4.08% 3
MSCI Emerging Markets Index (Net)	-8.20%	-11.37%	5.98%	4.38%

    

1	Not annualized.
2	Inception: 02/25/2015
3	The Hartford Multifactor Emerging Markets Equity Index commenced operations on 06/28/2019. Reflects annualized returns starting on 06/28/2019.

Performance information prior to 09/11/2019 reflects the Fund’s performance when it tracked its prior index.

Information regarding how often shares of the Fund traded on NYSE Arca, Inc. (“NYSE Arca”) at a price above (i.e., at a premium) or below (i.e., at a discount) the NAV of the Fund can be found at hartfordfunds.com.

PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed or sold, may be worth more or less than their original cost. The table does not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption or sale of Fund shares. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website hartfordfunds.com.

Total returns for the report period presented in the table may differ from the return in the Financial Highlights. The total return presented in the Financial Highlights section of the reports is calculated in the same manner, but also takes into account certain adjustments that are necessary under generally accepted accounting principles.

ETF shares are bought and sold at market price, not net asset value (NAV). Total returns are calculated using the daily 4:00 p.m. Eastern Time NAV. Market price returns reflect the midpoint of the bid/ask spread as of the close of trading on the exchange where Fund shares are listed. Market price returns do not represent the returns an investor would receive if they traded shares at other times. Brokerage commissions apply and will reduce returns.

The MSCI Emerging Markets Index is unmanaged, and its results include reinvested dividends and/or distributions, but do not reflect the effect of sales charges, commissions, expenses or taxes.

As a result of the sanctions imposed upon various Russian entities and persons as a result of the Russian invasion of Ukraine, Russian securities were removed from the Hartford Multifactor Emerging Markets Equity Index effective March 9, 2022. Because of the direct and indirect effect of the sanctions and counter sanctions by Russia, which have collectively led to a lack of liquidity for Russian securities, the Fund’s investments in Russia, which were in the form of depositary receipts, could not be sold. For this reason, the Fund continues to hold positions with exposure to Russia that are not included within the Hartford Multifactor Emerging Markets Equity Index, which may affect the performance of the Fund relative to the index.

You cannot invest directly in an index.

See “Benchmark Glossary” for benchmark descriptions.

The total annual fund operating expense ratio as shown in the Fund’s most recent prospectus was 0.44%. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended 03/31/2022.

Important Risks

Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. • The Fund is not actively managed but rather attempts to track the performance of an index. The Fund’s returns may diverge from that of the index. • Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political, economic and regulatory developments. These risks may be greater, and include additional risks, for investments in emerging markets and in particular geographic regions or countries. • Investments focused in a country, region, sector, industry or group of industries may increase volatility and risk.

Composition by Sector(1)
as of 03/31/2022
Sector	Percentage of Net Assets
Equity Securities
Communication Services	11.4%
Consumer Discretionary	11.8
Consumer Staples	7.1
Energy	8.2
Financials	18.5
Health Care	5.0
Industrials	3.3
Information Technology	21.8
Materials	6.2
Real Estate	2.0
Utilities	4.1
Total	99.4%
Other Assets & Liabilities	0.6
Total	100.0%

    

(1)	A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.

5

Average Annual Total Returns
for the Periods Ended 03/31/2022
	Six Months1	1 Year	5 Years	Since Inception2
Multifactor Small Cap ETF (NAV Return)	2.31%	3.89%	9.53%	8.88%
Multifactor Small Cap ETF (Market Price Return)	2.50%	4.06%	9.48%	8.90%
Hartford Multifactor Small Cap Index	2.52%	4.28%	—	14.74% 3
Russell 2000 Index (Gross)	-5.55%	-5.79%	9.74%	8.71%

    

1	Not annualized.
2	Inception: 03/23/2015
3	The Hartford Multifactor Small Cap Index commenced operations on 06/28/2019. Reflects annualized returns starting on 06/28/2019.

Performance information prior to 11/06/2019 reflects the Fund’s performance when it tracked its prior index.

Information regarding how often shares of the Fund traded on NYSE Arca, Inc. (“NYSE Arca”) at a price above (i.e., at a premium) or below (i.e., at a discount) the NAV of the Fund can be found at hartfordfunds.com.

PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed or sold, may be worth more or less than their original cost. The table does not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption or sale of Fund shares. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website hartfordfunds.com.

Total returns for the report period presented in the table may differ from the return in the Financial Highlights. The total return presented in the Financial Highlights section of the reports is calculated in the same manner, but also takes into account certain adjustments that are necessary under generally accepted accounting principles.

ETF shares are bought and sold at market price, not net asset value (NAV). Total returns are calculated using the daily 4:00 p.m. Eastern Time NAV. Market price returns reflect the midpoint of the bid/ask spread as of the close of trading on the exchange where Fund shares are listed. Market price returns do not represent the returns an investor would receive if they traded shares at other times. Brokerage commissions apply and will reduce returns.

The Russell 2000 Index is unmanaged, and its results include reinvested dividends and/or distributions, but do not reflect the effect of sales charges, commissions, expenses or taxes.

You cannot invest directly in an index.

See “Benchmark Glossary” for benchmark descriptions.

The total annual fund operating expense ratio as shown in the Fund’s most recent prospectus was 0.34%. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended 03/31/2022.

Important Risks

Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. • The Fund is not actively managed but rather attempts to track the performance of an index. The Fund’s returns may diverge from that of the index. • Small cap securities can have greater risks, including liquidity risk, and volatility than large-cap securities. • Investments focused in a particular sector or industry are subject to greater market volatility risk.

Composition by Sector(1)
as of 03/31/2022
Sector	Percentage of Net Assets
Equity Securities
Communication Services	4.7%
Consumer Discretionary	13.7
Consumer Staples	6.8
Energy	2.6
Financials	16.8
Health Care	18.0
Industrials	16.2
Information Technology	10.7
Materials	3.6
Real Estate	5.6
Utilities	0.6
Total	99.3%
Short-Term Investments	0.1
Other Assets & Liabilities	0.6
Total	100.0%

    

(1)	A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.

6

Average Annual Total Returns
for the Periods Ended 03/31/2022
	Six Months1	1 Year	5 Years	Since Inception2
Multifactor US Equity ETF (NAV Return)	6.45%	13.29%	11.53%	9.69%
Multifactor US Equity ETF (Market Price Return)	6.48%	13.14%	11.53%	9.69%
Hartford Multifactor Large Cap Index	6.52%	13.48%	—	13.34% 3
Russell 1000 Index (Gross)	4.15%	13.27%	15.82%	13.25%

    

1	Not annualized.
2	Inception: 02/25/2015
3	The Hartford Multifactor Large Cap Index commenced operations on 06/28/2019. Reflects annualized returns starting on 06/28/2019.

Performance information prior to 09/11/2019 reflects the Fund’s performance when it tracked its prior index.

Information regarding how often shares of the Fund traded on NYSE Arca, Inc. (“NYSE Arca”) at a price above (i.e., at a premium) or below (i.e., at a discount) the NAV of the Fund can be found at hartfordfunds.com.

PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed or sold, may be worth more or less than their original cost. The table does not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption or sale of Fund shares. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website hartfordfunds.com.

Total returns for the report period presented in the table may differ from the return in the Financial Highlights. The total return presented in the Financial Highlights section of the reports is calculated in the same manner, but also takes into account certain adjustments that are necessary under generally accepted accounting principles.

ETF shares are bought and sold at market price, not net asset value (NAV). Total returns are calculated using the daily 4:00 p.m. Eastern Time NAV. Market price returns reflect the midpoint of the bid/ask spread as of the close of trading on the exchange where Fund shares are listed. Market price returns do not represent the returns an investor would receive if they traded shares at other times. Brokerage commissions apply and will reduce returns.

The Russell 1000 Index is unmanaged, and its results include reinvested dividends and/or distributions, but do not reflect the effect of sales charges, commissions, expenses or taxes.

You cannot invest directly in an index.

See “Benchmark Glossary” for benchmark descriptions.

The total annual fund operating expense ratio as shown in the Fund’s most recent prospectus was 0.19%. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended 03/31/2022.

Important Risks

Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. • The Fund is not actively managed but rather attempts to track the performance of an index. The Fund’s returns may diverge from that of the index. • Investments focused in a sector, industry or group of industries may increase volatility and risk.

Composition by Sector(1)
as of 03/31/2022
Sector	Percentage of Net Assets
Equity Securities
Communication Services	7.3%
Consumer Discretionary	10.6
Consumer Staples	7.8
Energy	1.5
Financials	9.5
Health Care	14.9
Industrials	10.4
Information Technology	26.4
Materials	2.9
Real Estate	3.8
Utilities	4.7
Total	99.8%
Short-Term Investments	0.0 *
Other Assets & Liabilities	0.2
Total	100.0%

    

*	Percentage rounds to zero.

    

(1)	A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.

  

7

Hartford Longevity Economy Index seeks to generate attractive risk-adjusted returns by investing in companies that comprise industries that reflect certain themes that are expected to benefit from the growth of the aging population and the substantial buying power it represents.

Hartford Multifactor Diversified International Index seeks to enhance return potential available from investment in developed market (excluding the US) and emerging market companies while reducing volatility by up to fifteen-percent over a complete market cycle.

Hartford Multifactor Emerging Markets Equity Index seeks to enhance return potential available from investment in emerging market companies while reducing volatility by up to fifteen-percent over a complete market cycle.

Hartford Multifactor Large Cap Index seeks to enhance return potential available from investment in the initial capitalization-weighted universe while reducing volatility by up to fifteen-percent over a complete market cycle.

Hartford Multifactor Small Cap Index seeks to enhance return potential available from investment in the initial capitalization-weighted universe while reducing volatility by up to fifteen-percent over a complete market cycle.

Hartford Risk-Optimized Multifactor Developed Markets (ex-US) Index seeks to address risks and opportunities within developed market stocks located outside the US by selecting equity securities exhibiting a favorable combination of factors, including value, momentum, and quality.

MSCI ACWI (All Country World) ex USA Index (Net) (reflects reinvested dividends net of withholding taxes but reflects no deduction for fees, expenses or other taxes) is designed to capture large and mid cap securities across developed markets (excluding the US) and emerging market countries.

MSCI Emerging Markets Index (Net) (reflects reinvested dividends net of withholding taxes but reflects no deduction for fees, expenses or other taxes) is designed to capture large and mid cap securities across emerging market countries.

MSCI World ex USA Index (Net) (reflects reinvested dividends net of withholding taxes but reflects no deduction for fees, expenses or other taxes) is designed to capture large and mid cap securities across developed markets countries—excluding the US.

Neither MSCI nor any other party involved in or related to compiling, computing or creating the MSCI data makes any express or implied warranties or representations with respect to such data (or the results to be obtained by the use thereof), and all such parties hereby expressly disclaim all warranties of originality, accuracy, completeness, merchantability or fitness for a particular purpose with respect to any of such data. Without limiting any of the foregoing, in

no event shall MSCI, any of its affiliates or any third party involved in or related to compiling, computing or creating the data have any liability for any direct, indirect, special, punitive, consequential or any other damages (including lost profits) even if notified of the possibility of such damages. No further distribution or dissemination of the MSCI data is permitted without MSCI’s express written consent.

Russell 1000 Index (Gross) (reflects no deduction for fees, expenses or taxes) is designed to measure the performance of the 1,000 largest companies in the Russell 3000 Index. The Russell 3000 Index is designed to measure the performance of the 3,000 largest US companies based on total market capitalizations.

Russell 2000 Index (Gross) (reflects no deduction for fees, expenses or taxes) is an index comprised of 2,000 of the smallest US-domiciled company common stocks based on a combination of their market capitalization and current index membership.

Russell 3000 Index (Gross) (reflects no deduction for fees, expenses or taxes) is designed to measure the performance of the 3,000 largest US companies based on total market capitalization.

8

Shares or Principal Amount			Market Value†
COMMON STOCKS - 99.9%
	Automobiles & Components - 2.0%
5,407	Ford Motor Co.		$     91,432
2,072	General Motors Co.*		90,629
2,464	Standard Motor Products, Inc.		106,297
1,202	Thor Industries, Inc.		94,598
2,210	Winnebago Industries, Inc.		119,406
			502,362
	Banks - 4.1%
1,973	Bank of America Corp.		81,327
341	Banner Corp.		19,959
2,593	Citigroup, Inc.		138,466
1,206	Citizens Financial Group, Inc.		54,668
2,225	Fifth Third Bancorp		95,764
422	First Interstate BancSystem, Inc. Class A		15,517
717	Fulton Financial Corp.		11,917
496	Hilltop Holdings, Inc.		14,582
1,183	JP Morgan Chase & Co.		161,267
3,181	KeyCorp.		71,191
125	NBT Bancorp, Inc.		4,516
2,290	Northwest Bancshares, Inc.		30,938
205	OceanFirst Financial Corp.		4,120
291	PNC Financial Services Group, Inc.		53,675
1,989	Regions Financial Corp.		44,275
601	S&T Bancorp, Inc.		17,778
1,308	U.S. Bancorp		69,520
1,366	Univest Financial Corp.		36,554
1,992	Wells Fargo & Co.		96,532
280	Zions Bancorp NA		18,357
			1,040,923
	Capital Goods - 2.2%
452	3M Co.		67,294
125	Curtiss-Wright Corp.		18,770
485	General Dynamics Corp.		116,972
245	Huntington Ingalls Industries, Inc.		48,863
171	L3Harris Technologies, Inc.		42,488
194	Lockheed Martin Corp.		85,632
307	Northrop Grumman Corp.		137,296
253	Raytheon Technologies Corp.		25,065
			542,380
	Consumer Durables & Apparel - 2.5%
247	Acushnet Holdings Corp.		9,944
200	Carter's, Inc.		18,398
625	Century Communities, Inc.		33,481
1,500	D.R. Horton, Inc.		111,765
145	La-Z-Boy, Inc.		3,824
734	Lennar Corp. Class A		59,579
2,514	Levi Strauss & Co. Class A		49,677
569	MDC Holdings, Inc.		21,531
832	Newell Brands, Inc.		17,813
170	NIKE, Inc. Class B		22,875
13	NVR, Inc.*		58,075
42	Oxford Industries, Inc.		3,801
256	PulteGroup, Inc.		10,726
117	Ralph Lauren Corp. Class A		13,272
1,272	Sturm Ruger & Co., Inc.		88,557
764	Tempur Sealy International, Inc.		21,331
504	Whirlpool Corp.		87,081
			631,730
	Consumer Services - 2.7%
19	Booking Holdings, Inc.*		44,621
137	Boyd Gaming Corp.		9,012
681	Choice Hotels International, Inc.		96,539
98	Domino's Pizza, Inc.		39,887

Shares or Principal Amount			Market Value†
COMMON STOCKS - 99.9% - (continued)
	Consumer Services - 2.7% - (continued)
587	Golden Entertainment, Inc.*		$     34,087
56	Graham Holdings Co. Class B		34,242
4,324	H&R Block, Inc.		112,597
117	Hilton Worldwide Holdings, Inc.*		17,754
51	Marriott International, Inc. Class A*		8,963
220	McDonald's Corp.		54,402
158	Monarch Casino & Resort, Inc.*		13,782
583	Red Rock Resorts, Inc. Class A		28,310
301	SeaWorld Entertainment, Inc.*		22,406
303	Travel + Leisure Co.		17,556
29	Vail Resorts, Inc.		7,548
658	Wyndham Hotels & Resorts, Inc.		55,726
740	Yum! Brands, Inc.		87,712
			685,144
	Diversified Financials - 3.7%
199	Ally Financial, Inc.		8,653
157	Ameriprise Financial, Inc.		47,157
352	B. Riley Financial, Inc.		24,626
1,960	Bank of New York Mellon Corp.		97,275
150	Berkshire Hathaway, Inc. Class B*		52,936
6	BlackRock, Inc.		4,585
443	Capital One Financial Corp.		58,161
52	CME Group, Inc.		12,369
103	Discover Financial Services		11,350
315	Encore Capital Group, Inc.*		19,760
58	Evercore, Inc. Class A		6,457
209	Goldman Sachs Group, Inc.		68,991
262	Intercontinental Exchange, Inc.		34,615
862	Janus Henderson Group plc		30,187
2,313	Jefferies Financial Group, Inc.		75,982
70	Moelis & Co. Class A		3,286
279	Morgan Stanley		24,385
175	Nasdaq, Inc.		31,185
358	Nelnet, Inc. Class A		30,426
211	Northern Trust Corp.		24,571
31	Piper Sandler Cos.		4,069
1,023	Raymond James Financial, Inc.		112,438
557	State Street Corp.		48,526
1,924	Synchrony Financial		66,974
404	Voya Financial, Inc.		26,805
			925,769
	Food & Staples Retailing - 2.7%
309	Costco Wholesale Corp.		177,937
982	Ingles Markets, Inc. Class A		87,447
268	Kroger Co.		15,375
3,214	SpartanNash Co.		106,030
848	Walgreens Boots Alliance, Inc.		37,965
1,227	Walmart, Inc.		182,725
838	Weis Markets, Inc.		59,850
			667,329
	Food, Beverage & Tobacco - 1.1%
293	Flowers Foods, Inc.		7,533
138	General Mills, Inc.		9,346
264	Hershey Co.		57,190
326	Sanderson Farms, Inc.		61,122
1,459	Tyson Foods, Inc. Class A		130,770
			265,961
	Health Care Equipment & Services - 11.9%
1,271	Abbott Laboratories		150,436
1,244	AmerisourceBergen Corp. Class A		192,459
413	Anthem, Inc.		202,874
1,672	Baxter International, Inc.		129,647

The accompanying notes are an integral part of these financial statements.

Shares or Principal Amount			Market Value†
COMMON STOCKS - 99.9% - (continued)
	Health Care Equipment & Services - 11.9% - (continued)
307	Becton Dickinson and Co.		$     81,662
180	Boston Scientific Corp.*		7,972
719	Cardinal Health, Inc.		40,767
332	Centene Corp.*		27,951
1,305	Change Healthcare, Inc.*		28,449
338	Cigna Corp.		80,988
197	Cooper Cos., Inc.		82,265
1,771	CVS Health Corp.		179,243
557	Edwards Lifesciences Corp.*		65,570
778	HCA Healthcare, Inc.		194,982
863	Henry Schein, Inc.*		75,245
2,064	Hologic, Inc.*		158,556
168	Humana, Inc.		73,109
26	IDEXX Laboratories, Inc.*		14,224
465	Laboratory Corp. of America Holdings*		122,602
394	McKesson Corp.		120,615
276	Medtronic plc		30,622
277	Molina Healthcare, Inc.*		92,404
320	Omnicell, Inc.*		41,437
3,254	Patterson Cos., Inc.		105,332
2,147	Premier, Inc. Class A		76,412
1,836	Quest Diagnostics, Inc.		251,275
210	ResMed, Inc.		50,927
110	STERIS plc		26,595
273	Stryker Corp.		72,986
381	UnitedHealth Group, Inc.		194,299
87	Universal Health Services, Inc. Class B		12,611
			2,984,516
	Household & Personal Products - 1.9%
692	Church & Dwight Co., Inc.		68,771
35	Clorox Co.		4,866
1,467	Colgate-Palmolive Co.		111,243
112	Estee Lauder Cos., Inc. Class A		30,500
845	Kimberly-Clark Corp.		104,070
418	Nu Skin Enterprises, Inc. Class A		20,014
664	Procter & Gamble Co.		101,459
309	USANA Health Sciences, Inc.*		24,550
			465,473
	Insurance - 3.5%
599	Aflac, Inc.		38,570
439	Allstate Corp.		60,806
1,488	American International Group, Inc.		93,402
491	American National Group, Inc.		92,843
150	Arch Capital Group Ltd.*		7,263
127	Chubb Ltd.		27,165
48	Cincinnati Financial Corp.		6,526
1,142	Fidelity National Financial, Inc.		55,775
698	First American Financial Corp.		45,245
12	Markel Corp.*		17,703
1,421	MetLife, Inc.		99,868
1,382	Old Republic International Corp.		35,752
703	Principal Financial Group, Inc.		51,607
1,505	Prudential Financial, Inc.		177,846
233	Safety Insurance Group, Inc.		21,168
546	Stewart Information Services Corp.		33,093
111	Travelers Cos., Inc.		20,283
			884,915
	Media & Entertainment - 10.5%
91	Alphabet, Inc. Class A*		253,103
4,138	Cargurus, Inc.*		175,700
13,150	Cars.com, Inc.*		189,755
98	Charter Communications, Inc. Class A*		53,461

Shares or Principal Amount			Market Value†
COMMON STOCKS - 99.9% - (continued)
	Media & Entertainment - 10.5% - (continued)
2,596	Comcast Corp. Class A		$    121,545
598	Electronic Arts, Inc.		75,653
1,889	Fox Corp. Class A		74,521
1,655	IAC/InterActiveCorp *		165,963
1,000	John Wiley & Sons, Inc. Class A		53,030
1,049	Liberty Media Corp-Liberty Formula One Class C*		73,262
273	Liberty Media Corp-Liberty SiriusXM Class C*		12,484
155	Live Nation Entertainment, Inc.*		18,234
1,177	Match Group, Inc.*		127,987
1,171	Meta Platforms, Inc. Class A*		260,384
138	Netflix, Inc.*		51,693
3,149	Pinterest, Inc. Class A*		77,497
788	Scholastic Corp.		31,741
11,816	Sirius XM Holdings, Inc.(1)		78,222
485	Snap, Inc. Class A*		17,455
145	Take-Two Interactive Software, Inc.*		22,292
2,872	Twitter, Inc.*		111,118
410	Walt Disney Co.*		56,236
3,060	World Wrestling Entertainment, Inc. Class A		191,066
5,377	Yelp, Inc.*		183,409
1,582	Ziff Davis, Inc.*		153,106
			2,628,917
	Pharmaceuticals, Biotechnology & Life Sciences - 9.6%
1,142	AbbVie, Inc.		185,130
499	Agilent Technologies, Inc.		66,033
510	Amgen, Inc.		123,328
1,630	Bristol-Myers Squibb Co.		119,039
185	Danaher Corp.		54,266
411	Eli Lilly & Co.		117,698
3,976	Gilead Sciences, Inc.		236,373
91	Horizon Therapeutics plc*		9,574
4,038	Innoviva, Inc.*		78,135
183	IQVIA Holdings, Inc.*		42,312
1,245	Johnson & Johnson		220,651
1,181	Merck & Co., Inc.		96,901
70	Mettler-Toledo International, Inc.*		96,123
3,336	Organon & Co.		116,527
402	PerkinElmer, Inc.		70,133
3,128	Pfizer, Inc.		161,937
162	Prestige Consumer Healthcare, Inc.*		8,576
203	Regeneron Pharmaceuticals, Inc.*		141,779
191	Thermo Fisher Scientific, Inc.		112,814
171	Vertex Pharmaceuticals, Inc.*		44,626
2,364	Viatris, Inc.		25,720
262	Waters Corp.*		81,322
112	West Pharmaceutical Services, Inc.		46,000
782	Zoetis, Inc.		147,477
			2,402,474
	Real Estate - 1.2%
2,161	Apple Hospitality, Inc. REIT		38,833
34	Extra Space Storage, Inc. REIT		6,990
1,872	Global Medical REIT, Inc.		30,551
1,281	Healthpeak Properties, Inc. REIT		43,977
678	Medical Properties Trust, Inc. REIT		14,333
782	PotlatchDeltic Corp. REIT		41,235
30	Public Storage REIT		11,708
973	VICI Properties, Inc. REIT		27,692
221	Welltower, Inc. REIT		21,247
1,774	Weyerhaeuser Co., REIT		67,235
			303,801
	Retailing - 8.1%
80	Amazon.com, Inc.*		260,796

The accompanying notes are an integral part of these financial statements.

Shares or Principal Amount			Market Value†
COMMON STOCKS - 99.9% - (continued)
	Retailing - 8.1% - (continued)
1,205	Best Buy Co., Inc.		$    109,534
144	Buckle, Inc.		4,758
490	Dick's Sporting Goods, Inc.		49,010
401	Dollar General Corp.		89,275
4,534	eBay, Inc.		259,617
804	Etsy, Inc.*		99,921
657	Home Depot, Inc.		196,660
876	Lowe's Cos., Inc.		177,118
42	MarineMax, Inc.*		1,691
1,574	Overstock.com, Inc.*		69,264
10,589	Qurate Retail, Inc.		50,404
1,599	Revolve Group, Inc.*		85,850
2,164	Shutterstock, Inc.		201,425
471	Signet Jewelers Ltd.		34,242
603	Target Corp.		127,969
478	TJX Cos., Inc.		28,957
557	Tractor Supply Co.		129,987
24	Ulta Beauty, Inc.*		9,557
81	Wayfair, Inc. Class A*		8,973
195	Williams-Sonoma, Inc.		28,275
			2,023,283
	Semiconductors & Semiconductor Equipment - 5.8%
454	Advanced Micro Devices, Inc.*		49,640
687	Alpha & Omega Semiconductor Ltd.*		37,545
501	Analog Devices, Inc.		82,755
257	Broadcom, Inc.		161,828
256	Cirrus Logic, Inc.*		21,706
718	Diodes, Inc.*		62,459
4,768	Intel Corp.		236,302
724	Microchip Technology, Inc.		54,401
1,679	Micron Technology, Inc.		130,777
78	Monolithic Power Systems, Inc.		37,883
121	NVIDIA Corp.		33,016
405	NXP Semiconductors N.V.		74,958
1,084	ON Semiconductor Corp.*		67,869
713	QUALCOMM, Inc.		108,961
716	Skyworks Solutions, Inc.		95,429
1,115	Texas Instruments, Inc.		204,580
			1,460,109
	Software & Services - 13.8%
6,051	A10 Networks, Inc.		84,411
80	Adobe, Inc.*		36,450
105	Akamai Technologies, Inc.*		12,536
165	ANSYS, Inc.*		52,412
431	Automatic Data Processing, Inc.		98,070
617	Broadridge Financial Solutions, Inc.		96,073
696	Cadence Design Systems, Inc.*		114,464
1,075	CDK Global, Inc.		52,331
205	Concentrix Corp.		34,145
2,634	CSG Systems International, Inc.		167,443
2,753	Dolby Laboratories, Inc. Class A		215,340
1,098	Evertec, Inc.		44,941
390	ExlService Holdings, Inc.*		55,875
290	Fortinet, Inc.*		99,105
579	InterDigital, Inc.		36,940
270	Intuit, Inc.		129,827
46	Jack Henry & Associates, Inc.		9,064
55	Manhattan Associates, Inc.*		7,629
581	MAXIMUS, Inc.		43,546
694	Microsoft Corp.		213,967
339	Mimecast Ltd.*		26,971
6,524	Nortonlifelock, Inc.		173,016
2,604	Oracle Corp.		215,429

Shares or Principal Amount			Market Value†
COMMON STOCKS - 99.9% - (continued)
	Software & Services - 13.8% - (continued)
94	Palo Alto Networks, Inc.*		$     58,516
1,327	Paychex, Inc.		181,096
2,483	Progress Software Corp.		116,924
115	Qualys, Inc.*		16,377
86	ServiceNow, Inc.*		47,893
2,512	SS&C Technologies Holdings, Inc.		188,450
279	Synopsys, Inc.*		92,982
1,357	Teradata Corp.*		66,887
69	Tyler Technologies, Inc.*		30,697
2,147	Verint Systems, Inc.*		111,000
312	VeriSign, Inc.*		69,407
1,217	VMware, Inc. Class A		138,580
2,051	Western Union Co.		38,436
243	Workday, Inc. Class A*		58,189
11,940	Xperi Holding Corp.		206,801
60	Zscaler, Inc.*		14,477
			3,456,697
	Technology Hardware & Equipment - 9.7%
1,266	Apple, Inc.		221,056
525	Arrow Electronics, Inc.*		62,281
1,206	Avid Technology, Inc.*		42,053
1,924	Avnet, Inc.		78,095
559	CDW Corp.		100,000
4,057	Dell Technologies, Inc. Class C*		203,621
13,034	Hewlett Packard Enterprise Co.		217,798
5,950	HP, Inc.		215,985
323	Insight Enterprises, Inc.*		34,664
1,434	Jabil, Inc.		88,521
844	Methode Electronics, Inc.		36,503
2,605	NetApp, Inc.		216,215
2,488	Pure Storage, Inc. Class A*		87,851
569	Sanmina Corp.*		22,999
1,967	Seagate Technology Holdings plc		176,833
3,800	Super Micro Computer, Inc.*		144,666
626	TE Connectivity Ltd.		81,994
2,856	TTM Technologies, Inc.*		42,326
2,965	Western Digital Corp.*		147,212
10,409	Xerox Holdings Corp.		209,950
			2,430,623
	Telecommunication Services - 0.6%
1,436	Telephone & Data Systems, Inc.		27,112
2,461	Verizon Communications, Inc.		125,363
			152,475
	Transportation - 1.2%
184	J.B. Hunt Transport Services, Inc.		36,945
204	Landstar System, Inc.		30,769
76	Old Dominion Freight Line, Inc.		22,700
901	Ryder System, Inc.		71,476
4,199	Schneider National, Inc. Class B		107,075
559	Werner Enterprises, Inc.		22,919
			291,884
	Utilities - 1.1%
782	Edison International		54,818
186	Entergy Corp.		21,716
1,867	Exelon Corp.		88,925
799	FirstEnergy Corp.		36,642
1,036	NRG Energy, Inc.		39,741
209	PPL Corp.		5,969

The accompanying notes are an integral part of these financial statements.

Shares or Principal Amount			Market Value†
COMMON STOCKS - 99.9% - (continued)
	Utilities - 1.1% - (continued)
138	Southern Co.		$     10,006
582	UGI Corp.		21,080
			278,897
	Total Common Stocks (cost $24,700,648)		$ 25,025,662
SHORT-TERM INVESTMENTS - 0.3%
	Securities Lending Collateral - 0.3%
67,138	Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.25%(2)		$     67,138
8,025	Invesco Government & Agency Portfolio, Institutional Class, 0.26%(2)		8,025
	Total Short-Term Investments (cost $75,163)		$  75,163
	Total Investments (cost $24,775,811)	100.2%	$ 25,100,825
	Other Assets and Liabilities	(0.2)%	(56,154)
	Total Net Assets	100.0%	$ 25,044,671

Note:	Percentage of investments as shown is the ratio of the total market value to total net assets.
	Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.
	For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
	See “Glossary” for abbreviation descriptions.

    

*	Non-income producing.
(1)	Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information.
(2)	Current yield as of period end.
†	See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

Fair Value Summary

The following is a summary of the fair valuations according to the inputs used as of March 31, 2022 in valuing the Fund’s investments.

Description		Total		Level 1		Level 2		Level 3(1)
Assets
Common Stocks
Automobiles & Components		$  502,362		$  502,362		$ —		$ —
Banks		1,040,923		1,040,923		—		—
Capital Goods		542,380		542,380		—		—
Consumer Durables & Apparel		631,730		631,730		—		—
Consumer Services		685,144		685,144		—		—
Diversified Financials		925,769		925,769		—		—
Food & Staples Retailing		667,329		667,329		—		—
Food, Beverage & Tobacco		265,961		265,961		—		—
Health Care Equipment & Services		2,984,516		2,984,516		—		—
Household & Personal Products		465,473		465,473		—		—
Insurance		884,915		884,915		—		—
Media & Entertainment		2,628,917		2,628,917		—		—
Pharmaceuticals, Biotechnology & Life Sciences		2,402,474		2,402,474		—		—
Real Estate		303,801		303,801		—		—
Retailing		2,023,283		2,023,283		—		—
Semiconductors & Semiconductor Equipment		1,460,109		1,460,109		—		—
Software & Services		3,456,697		3,456,697		—		—
Technology Hardware & Equipment		2,430,623		2,430,623		—		—
Telecommunication Services		152,475		152,475		—		—
Transportation		291,884		291,884		—		—
Utilities		278,897		278,897		—		—
Short-Term Investments		75,163		75,163		—		—
Total		$ 25,100,825		$ 25,100,825		$ —		$ —

    

(1)	For the six-month period ended March 31, 2022, there were no transfers in and out of Level 3.

Shares or Principal Amount			Market Value†
COMMON STOCKS - 98.6%
	Australia - 9.5%
185,274	Ampol Ltd.		$     4,262,988
310,893	Ansell Ltd.		6,016,394
11,101	ASX Ltd.		681,909
1,226,846	Aurizon Holdings Ltd.		3,399,596
372,616	Australia & New Zealand Banking Group Ltd.		7,722,919
499,853	Bendigo & Adelaide Bank Ltd.		3,862,500
150,699	BHP Group Ltd.		5,856,412
457,616	BlueScope Steel Ltd.		7,168,469
253,757	Brambles Ltd.		1,888,437
784,102	Coles Group Ltd.		10,545,788
242,662	Computershare Ltd.		4,501,006
17,035	CSL Ltd.		3,430,290
974,350	Dexus REIT		8,011,982
734,147	Fortescue Metals Group Ltd.		11,390,013
1,780,284	GPT Group REIT		6,925,162
987,582	Harvey Norman Holdings Ltd.(1)		3,967,691
159,477	JB Hi-Fi Ltd.(1)		6,493,345
833,023	Medibank Pvt Ltd.		1,926,720
1,252,256	Metcash Ltd.		4,269,331
249,707	Mineral Resources Ltd.		9,884,043
2,484,776	Mirvac Group REIT		4,646,195
76,749	Premier Investments Ltd.		1,584,953
68,089	Ramsay Health Care Ltd.		3,331,212
169,037	Reece Ltd.		2,419,444
447,577	Sonic Healthcare Ltd.		11,925,106
2,487,030	Telstra Corp. Ltd.		7,395,833
44,682	Washington H Soul Pattinson & Co., Ltd.		960,314
267,154	Wesfarmers Ltd.		10,113,215
295,136	Woolworths Group Ltd.		8,258,020
			162,839,287
	Austria - 0.2%
51,345	Andritz AG		2,398,277
76,562	Raiffeisen Bank International AG		1,103,168
			3,501,445
	Belgium - 1.3%
7,577	Ackermans & van Haaren N.V.		1,426,449
49,080	Ageas S.A.		2,503,271
5,078	Cofinimmo S.A. REIT		745,805
84,421	Etablissements Franz Colruyt N.V.		3,522,414
1,422	Groupe Bruxelles Lambert S.A.		148,916
214,981	Proximus S.A.		4,030,498
7,202	Sofina S.A.		2,645,994
36,540	Telenet Group Holding N.V.		1,187,975
48,096	UCB S.A.		5,803,596
4,040	VGP N.V.		1,047,360
			23,062,278
	Canada - 10.9%
137,723	Alimentation Couche-Tard, Inc. Class B		6,209,967
37,922	Atco Ltd. Class I		1,303,384
392,205	B2Gold Corp.		1,802,375
73,606	Bank of Montreal		8,669,132
55,662	Bank of Nova Scotia		3,992,887
138,547	BCE, Inc.		7,686,888
115,894	Canadian Apartment Properties REIT		4,977,954
12,963	Canadian Imperial Bank of Commerce		1,574,905
29,697	Canadian Tire Corp. Ltd. Class A		4,487,895
27,011	CGI, Inc.*		2,153,657
1,070	Constellation Software, Inc.		1,830,663
66,297	Emera, Inc.		3,289,240
143,863	Empire Co., Ltd. Class A		5,106,990
47,573	Enbridge, Inc.		2,191,927
18,367	Fairfax Financial Holdings Ltd.		10,029,098

Shares or Principal Amount			Market Value†
COMMON STOCKS - 98.6% - (continued)
	Canada - 10.9% - (continued)
95,413	Finning International, Inc.		$     2,875,262
55,740	Fortis, Inc.(1)		2,759,220
62,922	George Weston Ltd.		7,755,368
36,308	Granite Real Estate Investment Trust		2,801,621
284,376	Great-West Lifeco, Inc.		8,387,504
164,380	Hydro One Ltd.(2)		4,432,423
55,315	iA Financial Corp., Inc.		3,366,153
23,474	IGM Financial, Inc.		830,108
399,497	Kinross Gold Corp.		2,347,631
46,364	Linamar Corp.		2,062,726
152,148	Loblaw Cos., Ltd.		13,664,755
15,739	Magna International, Inc.		1,011,338
180,432	Manulife Financial Corp.		3,851,181
131,704	Metro, Inc.		7,587,703
24,449	Onex Corp.		1,639,916
34,198	Open Text Corp.		1,451,372
297,031	Power Corp. of Canada		9,203,074
157,377	Quebecor, Inc. Class B		3,754,721
30,572	Rogers Communications, Inc. Class B		1,731,936
49,074	Royal Bank of Canada		5,407,746
25,838	Saputo, Inc.		612,516
64,018	Shaw Communications, Inc. Class B		1,988,630
76,404	Stantec, Inc.		3,835,951
62,168	Sun Life Financial, Inc.		3,474,102
128,585	TELUS Corp.		3,362,224
13,433	Thomson Reuters Corp.		1,459,718
39,958	Toromont Industries Ltd.		3,791,219
80,897	Toronto-Dominion Bank		6,424,221
132,153	Tourmaline Oil Corp.		6,094,242
48,785	West Fraser Timber Co., Ltd.		4,017,473
			187,289,016
	China - 0.5%
8,041,500	Yangzijiang Shipbuilding Holdings Ltd.		9,091,140
	Denmark - 2.4%
3,805	AP Moller - Maersk A/S Class B		11,593,686
3,032	Carlsberg A/S Class B		376,429
42,745	Coloplast A/S Class B		6,550,480
137,234	H. Lundbeck A/S		3,195,117
119,889	Novo Nordisk A/S Class B		13,430,093
25,838	Novozymes AS Class B		1,789,434
6,791	SimCorp A/S		504,854
26,026	Topdanmark A/S		1,465,321
92,280	Tryg A/S		2,267,195
			41,172,609
	Finland - 1.2%
13,219	Elisa Oyj		803,358
184,954	Kesko Oyj Class B		5,146,786
118,132	Kojamo Oyj		2,862,754
54,968	Kone Oyj Class B		2,910,612
58,992	Metsa Board Oyj Class B		602,552
93,217	Nordea Bank Abp		973,240
80,896	Orion Oyj Class B		3,703,869
108,967	TietoEVRY Oyj		2,926,786
			19,929,957
	France - 5.9%
3,496	Air Liquide S.A.		618,171
17,839	Arkema S.A.		2,158,532
124,041	AXA S.A.		3,666,349
47,752	BioMerieux		5,139,920
52,276	BNP Paribas S.A.		3,020,504
294,058	Bouygues S.A.		10,348,821
3,628	Capgemini SE		817,431

The accompanying notes are an integral part of these financial statements.

Shares or Principal Amount			Market Value†
COMMON STOCKS - 98.6% - (continued)
	France - 5.9% - (continued)
476,810	Carrefour S.A.		$    10,422,120
38,423	Cie de Saint-Gobain		2,320,116
51,743	Cie Generale des Etablissements Michelin SCA		7,078,461
51,991	Danone S.A.		2,894,125
37,628	Eiffage S.A.		3,903,661
416,798	Electricite de France S.A.(1)		3,957,646
24,902	Eurazeo SE		2,116,831
292	Hermes International		419,600
25,725	Ipsen S.A.		3,242,978
4,524	L'Oreal S.A.		1,831,486
633,561	Orange S.A.		7,545,590
89,346	Rubis SCA		2,651,287
104,195	Sanofi		10,724,924
3,031	Sartorius Stedim Biotech		1,256,235
12,899	SEB S.A.		1,816,973
34,114	Verallia S.A.(2)		817,593
910,376	Vivendi S.A.		11,993,093
			100,762,447
	Germany - 4.2%
16,068	Allianz SE		3,871,495
33,029	Aurubis AG		3,985,508
17,897	Bayerische Motoren Werke AG		1,565,170
37,188	Brenntag SE		3,034,607
63,984	Covestro AG(2)		3,263,433
20,330	Dermapharm Holding SE		1,305,184
102,340	Deutsche Post AG		4,958,979
506,179	E.ON SE		5,937,257
106,332	Fresenius Medical Care AG & Co. KGaA		7,188,536
110,699	Fresenius SE & Co. KGaA		4,107,079
19,442	Hochtief AG		1,323,887
29,079	LEG Immobilien SE		3,340,629
60,711	Merck KGaA		12,824,389
11,769	Rheinmetall AG		2,515,507
2,411	SAP SE		271,264
42,284	Siemens Healthineers AG(2)		2,645,940
125,261	TAG Immobilien AG		2,864,088
1,174,383	Telefonica Deutschland Holding AG		3,226,187
100,688	Uniper SE		2,621,514
30,737	Vonovia SE		1,446,982
			72,297,635
	Hong Kong - 4.3%
918,200	Bank of East Asia Ltd.		1,442,125
2,079,500	BOC Hong Kong Holdings Ltd.		7,886,348
1,907,920	Chow Tai Fook Jewellery Group Ltd.		3,474,084
926,500	CK Asset Holdings Ltd.		6,353,021
775,000	CK Hutchison Holdings Ltd.		5,695,182
512,480	CLP Holdings Ltd.		4,996,277
241,110	Hang Seng Bank Ltd.		4,655,085
887,000	Henderson Land Development Co., Ltd.		3,692,341
798,609	HK Electric Investments & HK Electric Investments Ltd.		780,111
1,423,000	HKT Trust & HKT Ltd.		1,955,140
536,000	Hong Kong & China Gas Co., Ltd.		649,519
7,426	Jardine Matheson Holdings Ltd.		408,430
818,000	Kerry Logistics Network Ltd.		1,875,945
452,000	Kerry Properties Ltd.		1,278,418
272,600	Link REIT		2,332,176
305,000	NWS Holdings Ltd.		280,410
1,437,770	PCCW Ltd.		811,470
246,000	Power Assets Holdings Ltd.		1,603,583
1,480,000	Sino Land Co., Ltd.		1,920,065
1,407,000	SITC International Holdings Co., Ltd.		4,985,603
557,500	Sun Hung Kai Properties Ltd.		6,663,176

Shares or Principal Amount			Market Value†
COMMON STOCKS - 98.6% - (continued)
	Hong Kong - 4.3% - (continued)
26,000	Techtronic Industries Co., Ltd.		$       421,304
6,729,292	WH Group Ltd.(2)		4,253,390
2,122,000	Xinyi Glass Holdings Ltd.		5,148,249
			73,561,452
	Ireland - 0.5%
41,474	DCC plc		3,235,997
38,452	Glanbia plc		448,800
7,500	Kerry Group plc Class A		843,667
72,450	Smurfit Kappa Group plc		3,260,736
			7,789,200
	Israel - 2.7%
660,023	Bank Hapoalim BM		6,566,621
720,507	Bank Leumi Le-Israel BM		7,798,296
1,490,891	Bezeq The Israeli Telecommunication Corp. Ltd.*		2,565,290
11,288	Check Point Software Technologies Ltd.*		1,560,679
3,463	Elbit Systems Ltd.		759,608
46,710	First International Bank of Israel Ltd.		2,021,356
439,444	ICL Group Ltd.		5,264,377
91,777	Mizrahi Tefahot Bank Ltd.		3,600,621
22,960	Strauss Group Ltd.		685,796
62,393	Tower Semiconductor Ltd.*		3,024,582
173,254	ZIM Integrated Shipping Services Ltd.		12,597,299
			46,444,525
	Italy - 2.9%
2,698,394	A2A S.p.A.		4,667,182
10,978	ACEA S.p.A.		203,619
270,263	Assicurazioni Generali S.p.A.(1)		6,245,709
178,355	Brembo S.p.A.		2,008,281
38,976	De' Longhi S.p.A.		1,072,891
7,279	DiaSorin S.p.A.		1,149,246
226,907	Eni S.p.A.		3,356,311
752,024	Hera S.p.A.		2,799,731
21,648	Interpump Group S.p.A.		1,100,760
561,695	Iren S.p.A.		1,502,428
506,896	Italgas S.p.A.		3,284,724
398,261	Pirelli & C. S.p.A.(2)		2,185,050
122,959	Prysmian S.p.A.		4,235,649
92,308	Recordati Industria Chimica e Farmaceutica S.p.A.		4,687,526
214,590	Snam S.p.A.		1,249,211
663,110	Telecom Italia S.p.A.		246,060
391,681	Terna Rete Elettrica Nazionale S.p.A.		3,393,170
1,045,797	Unipol Gruppo S.p.A.		5,794,760
			49,182,308
	Japan - 18.1%
35,905	ABC-Mart, Inc.		1,365,203
55,000	AGC, Inc.		2,222,657
178,900	Air Water, Inc.		2,535,184
115,400	Aisin Corp.		3,988,490
77,900	Ajinomoto Co., Inc.		2,230,299
181,882	Alfresa Holdings Corp.		2,545,973
34,600	Amada Co., Ltd.		309,013
124,988	Aozora Bank Ltd.		2,666,067
376,865	Astellas Pharma, Inc.		5,933,586
101,600	Azbil Corp.		3,423,637
138,393	Bridgestone Corp.		5,425,120
233,300	Brother Industries Ltd.		4,299,832
49,797	Canon Marketing Japan, Inc.		1,035,121
365,903	Canon, Inc.		9,022,844
33,600	Chubu Electric Power Co., Inc.		349,634
27,300	COMSYS Holdings Corp.		600,094
107,600	Dai Nippon Printing Co., Ltd.		2,551,372
63,100	Dai-ichi Life Holdings, Inc.		1,299,171

The accompanying notes are an integral part of these financial statements.

Shares or Principal Amount			Market Value†
COMMON STOCKS - 98.6% - (continued)
	Japan - 18.1% - (continued)
67,400	Daio Paper Corp.		$       879,046
36,700	Daiwa House Industry Co., Ltd.		967,882
433,317	Daiwa Securities Group, Inc.		2,472,986
28,400	Ebara Corp.		1,600,461
1,297,000	ENEOS Holdings, Inc.		4,894,138
63,900	EXEO Group, Inc.		1,190,343
134,420	FUJIFILM Holdings Corp.		8,308,291
63,648	Fujitsu Ltd.		9,656,667
236,400	Haseko Corp.		2,740,390
92,773	Hitachi Ltd.		4,712,219
23,800	Hitachi Transport System Ltd.		1,317,701
186,400	Honda Motor Co., Ltd.		5,355,113
4,221	Hoya Corp.		487,915
306,900	Idemitsu Kosan Co., Ltd.		8,533,780
252,300	Iida Group Holdings Co., Ltd.		4,396,412
56,471	ITOCHU Corp.		1,928,040
58,900	Itochu Techno-Solutions Corp.		1,523,757
71,900	Iwatani Corp.		3,062,599
638,200	Japan Post Bank Co., Ltd.		5,179,213
255,981	Japan Post Holdings Co., Ltd.		1,894,734
56,600	Japan Post Insurance Co., Ltd.		996,067
119,700	Japan Tobacco, Inc.		2,058,692
295,900	Kajima Corp.		3,634,908
110,351	KDDI Corp.		3,641,242
113,400	Kewpie Corp.		2,188,118
89,600	Kinden Corp.		1,164,892
94,522	Lawson, Inc.		3,640,703
429,200	Marubeni Corp.		5,042,547
13,700	MatsukiyoCocokara & Co.		489,306
161,150	Medipal Holdings Corp.		2,675,322
61,716	MEIJI Holdings Co., Ltd.		3,361,011
57,500	Mitsubishi Corp.		2,179,670
181,800	Mitsubishi Electric Corp.		2,111,951
55,776	Mitsubishi HC Capital, Inc.		261,935
915,000	Mitsubishi UFJ Financial Group, Inc.		5,731,613
55,500	Mitsui & Co., Ltd.		1,521,763
171,000	Mitsui Chemicals, Inc.		4,353,368
264,600	Mizuho Financial Group, Inc.		3,416,092
46,000	Morinaga Milk Industry Co., Ltd.		1,982,122
116,317	NEC Corp.		4,935,387
157,800	NGK Spark Plug Co., Ltd.		2,570,304
85,075	Nihon Kohden Corp.		2,068,435
9,900	Nihon Unisys Ltd.		254,076
409,100	Nikon Corp.		4,428,897
42,600	Nippon Express Holdings, Inc.		2,955,238
124,506	Nippon Telegraph & Telephone Corp.		3,636,447
68,500	Nippon Yusen KK		6,072,585
22,500	Nomura Research Institute Ltd.		745,211
162,500	NTT Data Corp.		3,237,281
173,000	Obayashi Corp.		1,282,801
18,500	OBIC Business Consultants Co., Ltd.		650,834
28,500	Open House Group Co., Ltd.		1,272,667
18,000	Oracle Corp. Japan		1,260,556
86,600	ORIX Corp.		1,746,270
307,151	Osaka Gas Co., Ltd.		5,294,005
11,100	Otsuka Corp.		397,359
101,800	Otsuka Holdings Co., Ltd.		3,549,476
36,300	PALTAC Corp.		1,360,783
169,800	Panasonic Corp.		1,662,676
471,066	Resona Holdings, Inc.		2,034,074
101,100	Ricoh Co., Ltd.		884,599
40,800	Rinnai Corp.		3,082,480
6,500	Rohto Pharmaceutical Co., Ltd.		197,878
138,400	Sanwa Holdings Corp.		1,418,493

Shares or Principal Amount			Market Value†
COMMON STOCKS - 98.6% - (continued)
	Japan - 18.1% - (continued)
10,500	Secom Co., Ltd.		$       767,160
42,300	Sega Sammy Holdings, Inc.		736,395
410,100	Seiko Epson Corp.		6,220,343
104,365	Sekisui Chemical Co., Ltd.		1,512,486
341,048	Sekisui House Ltd.		6,662,202
42,289	Seven & i Holdings Co., Ltd.		2,025,343
58,340	Shimamura Co., Ltd.		5,224,765
9,600	Shionogi & Co., Ltd.		595,576
142,000	Softbank Corp.		1,670,657
217,493	Subaru Corp.		3,490,639
54,817	Sugi Holdings Co., Ltd.		2,732,382
227,500	Sumitomo Dainippon Pharma Co., Ltd.		2,264,222
109,000	Sumitomo Electric Industries Ltd.		1,312,939
25,929	Sumitomo Forestry Co., Ltd.		463,144
41,700	Sumitomo Heavy Industries Ltd.		968,161
89,200	Sumitomo Mitsui Financial Group, Inc.		2,871,303
9,300	Sumitomo Mitsui Trust Holdings, Inc.		306,565
393,000	Sumitomo Rubber Industries Ltd.		3,639,399
35,400	Sundrug Co., Ltd.		867,683
24,607	Suntory Beverage & Food Ltd.		944,747
58,882	Suzuken Co., Ltd.		1,761,002
52,200	Taisei Corp.		1,520,305
34,500	Taisho Pharmaceutical Holdings Co., Ltd.		1,614,501
15,700	TIS, Inc.		372,143
5,700	Tokio Marine Holdings, Inc.		334,744
193,996	Tokyo Gas Co., Ltd.		3,567,449
240,400	Toppan, Inc.		4,290,063
12,800	Toshiba Corp.		490,381
112,400	Tosoh Corp.		1,679,865
53,819	Toyo Suisan Kaisha Ltd.		1,937,706
185,500	Toyota Boshoku Corp.		3,059,699
46,600	Toyota Motor Corp.		853,294
1,430,957	Yamada Holdings Co., Ltd.*		4,480,030
133,946	Yamaha Motor Co., Ltd.		3,041,443
80,280	Yamazaki Baking Co., Ltd.		991,470
220,500	Yokohama Rubber Co., Ltd.		3,073,829
80,253	Zensho Holdings Co., Ltd.		1,891,690
			310,590,843
	Luxembourg - 0.5%
56,289	Eurofins Scientific SE		5,631,061
107,938	Grand City Properties S.A.		2,176,162
9,565	Shurgard Self Storage S.A.		599,173
			8,406,396
	Netherlands - 3.7%
399,089	Aegon N.V.		2,132,311
109,051	ASR Nederland N.V.		5,124,004
397,759	Koninklijke Ahold Delhaize N.V.		12,885,328
21,105	Koninklijke DSM N.V.		3,815,904
2,146,361	Koninklijke KPN N.V.		7,505,953
23,117	Koninklijke Philips N.V.		713,247
102,913	Koninklijke Vopak N.V.		3,363,047
230,248	NN Group N.V.		11,748,667
27,647	QIAGEN N.V.*		1,354,703
103,344	Randstad N.V.(1)		6,282,820
68,148	Signify N.V.(2)		3,217,250
55,951	Wolters Kluwer N.V.		6,012,481
			64,155,715
	New Zealand - 0.6%
364,401	Contact Energy Ltd.		2,065,692
233,511	Fisher & Paykel Healthcare Corp. Ltd. Class C		3,954,893

The accompanying notes are an integral part of these financial statements.

Shares or Principal Amount			Market Value†
COMMON STOCKS - 98.6% - (continued)
	New Zealand - 0.6% - (continued)
348,330	Fletcher Building Ltd.		$     1,535,465
686,435	Spark New Zealand Ltd.(1)		2,185,627
			9,741,677
	Norway - 1.8%
50,355	Austevoll Seafood ASA		787,229
203,100	Equinor ASA		7,692,900
30,191	Kongsberg Gruppen ASA		1,211,921
464,746	Norsk Hydro ASA		4,576,239
443,339	Orkla ASA		3,973,015
27,250	Salmar ASA		2,176,510
453,180	Telenor ASA		6,569,140
82,831	Yara International ASA		4,187,020
			31,173,974
	Portugal - 0.4%
122,769	Galp Energia SGPS S.A.		1,572,937
237,868	Jeronimo Martins SGPS S.A.		5,751,146
			7,324,083
	Singapore - 1.7%
220,409	DBS Group Holdings Ltd.		5,835,338
1,029,900	Frasers Logistics & Commercial Trust REIT		1,111,061
837,400	Olam Group Ltd.		1,082,831
769,352	Oversea-Chinese Banking Corp. Ltd.		7,037,779
1,403,900	Singapore Technologies Engineering Ltd.		4,273,889
234,400	United Overseas Bank Ltd.		5,545,859
337,400	Venture Corp. Ltd.		4,380,329
			29,267,086
	Spain - 1.9%
29,429	Acciona S.A.(1)		5,681,116
61,823	Enagas S.A.		1,386,066
21,793	Fluidra S.A.		637,722
231,966	Grifols S.A.		4,253,439
20,852	Grupo Catalana Occidente S.A.		644,987
215,072	Iberdrola S.A.		2,373,855
27,269	Laboratorios Farmaceuticos Rovi S.A.		2,038,906
1,108,584	Mapfre S.A.		2,343,586
49,694	Naturgy Energy Group S.A.(1)		1,501,732
242,502	Red Electrica Corp. S.A.		5,021,349
157,135	Repsol S.A.		2,084,748
1,051,623	Telefonica S.A.		5,134,934
			33,102,440
	Sweden - 4.6%
4,364	Assa Abloy AB Class B		119,362
100,603	Axfood AB		3,305,431
102,619	BillerudKorsnas AB		1,538,834
86,035	Boliden AB		4,413,732
40,330	Bure Equity AB		1,333,745
551,546	Electrolux AB Class B(1)		8,469,025
103,413	Essity AB Class B(1)		2,465,649
221,216	Getinge AB Class B		8,948,906
33,899	Husqvarna AB Class B		358,872
121,420	Industrivarden AB Class C		3,438,283
556,003	Investor AB Class B		12,299,077
38,380	L E Lundbergforetagen AB Class B		1,979,251
134,471	Lundin Energy AB		5,761,559
230,340	Samhallsbyggnadsbolaget i Norden AB(1)		1,044,259
405,987	Securitas AB Class B		4,637,350
141,239	Skandinaviska Enskilda Banken AB Class A(1)		1,552,668
210,856	Skanska AB Class B(1)		4,783,029
106,684	Swedish Match AB		811,400
81,881	Tele2 AB		1,250,259
808,461	Telefonaktiebolaget LM Ericsson Class B		7,486,553

Shares or Principal Amount			Market Value†
COMMON STOCKS - 98.6% - (continued)
	Sweden - 4.6% - (continued)
69,728	Thule Group AB(2)		$     2,805,760
46,076	Volvo AB Class B		873,127
			79,676,131
	Switzerland - 7.2%
110,391	Adecco Group AG		5,039,420
8,122	Allreal Holding AG		1,749,286
3,579	ALSO Holding AG		877,006
2,803	Bachem Holding AG		1,556,461
22,479	Baloise Holding AG		4,032,907
26,076	Banque Cantonale Vaudoise		2,272,529
93	Barry Callebaut AG		219,299
18,511	BKW AG		2,333,362
4,305	Bucher Industries AG		1,753,343
8,512	Cie Financiere Richemont S.A.		1,091,460
3,636	Daetwyler Holding AG		1,209,037
18,278	DKSH Holding AG		1,544,270
941	Emmi AG		1,033,796
32,638	Galenica AG(2)		2,526,985
4,205	Geberit AG		2,614,617
22,625	Helvetia Holding AG		2,967,495
37,590	Kuehne + Nagel International AG		10,747,002
84,836	Logitech International S.A.		6,379,409
36,289	Nestle S.A.		4,739,949
61,361	Novartis AG		5,417,638
23,146	PSP Swiss Property AG		3,058,466
32,344	Roche Holding AG		12,879,608
10,502	Schindler Holding AG		2,258,458
9,226	SFS Group AG		1,291,289
988	SGS S.A.		2,765,648
1,589	Siegfried Holding AG		1,320,929
8,596	Sonova Holding AG		3,620,548
12,092	Swiss Life Holding AG		7,807,733
37,202	Swiss Prime Site AG		3,688,870
20,862	Swisscom AG(1)		12,581,809
6,849	Tecan Group AG		2,738,856
197,609	UBS Group AG		3,896,349
10,544	Zurich Insurance Group AG		5,233,903
			123,247,737
	United Kingdom - 11.6%
183,398	3i Group plc		3,352,826
94,960	Admiral Group plc		3,204,497
26,328	Anglo American plc		1,377,058
63,591	AstraZeneca plc ADR		4,218,627
181,825	Aviva plc		1,082,327
998,157	B&M European Value Retail S.A.		7,020,584
1,269,494	BAE Systems plc		11,991,197
18,139	Bellway plc		580,828
11,470	Berkeley Group Holdings plc		564,814
8,247	BP plc ADR		242,462
1,255,989	BT Group plc		3,013,039
88,657	Bunzl plc		3,464,555
337,360	Centrica plc*		355,703
51,264	Computacenter plc		1,985,755
614,511	ConvaTec Group plc(2)		1,744,411
32,823	Dechra Pharmaceuticals plc		1,752,858
1,360,114	Direct Line Insurance Group plc		4,926,476
88,774	DS Smith plc		376,484
185,534	Electrocomponents plc		2,648,032
43,099	Ferguson plc		5,890,268
281,435	GlaxoSmithKline plc ADR(1)		12,259,309
103,600	Halma plc		3,423,765
167,182	Hikma Pharmaceuticals plc		4,536,679
431,062	Howden Joinery Group plc		4,357,710

The accompanying notes are an integral part of these financial statements.

Shares or Principal Amount			Market Value†
COMMON STOCKS - 98.6% - (continued)
	United Kingdom - 11.6% - (continued)
1,594,171	HSBC Holdings plc		$    11,027,968
270,376	IG Group Holdings plc		2,915,564
137,478	IMI plc		2,467,173
336,381	Imperial Brands plc		7,132,843
104,354	Inchcape plc		920,565
36,033	Intertek Group plc		2,478,415
1,048,674	J Sainsbury plc		3,489,123
2,002,091	Kingfisher plc		6,732,482
4,051,409	Lloyds Banking Group plc		2,510,050
78,302	Mondi plc		1,537,682
248,621	National Grid plc		3,837,816
876,579	Natwest Group plc		2,491,806
198,275	Pearson plc		1,959,508
16,912	Pennon Group plc		239,372
102,249	RELX plc		3,208,142
107,644	Rio Tinto plc		8,618,572
1,537,634	Royal Mail plc		6,660,692
815,952	Sage Group plc		7,533,157
59,823	Schroders plc		2,544,929
424,734	Segro plc REIT		7,524,389
43,490	Smith & Nephew plc		698,586
94,855	Softcat plc		2,128,141
130,968	Spectris plc		4,481,692
15,103	Spirax-Sarco Engineering plc		2,492,631
257,556	SSE plc		5,929,360
241,372	Standard Chartered plc		1,621,429
1,518,070	Tesco plc		5,516,599
1,336,573	Tritax Big Box plc REIT		4,255,195
30,843	Unilever plc		1,403,057
111,215	Vodafone Group plc		182,804
			198,910,006
	Total Common Stocks (cost $1,547,431,349)		$ 1,692,519,387
PREFERRED STOCKS - 0.1%
	Germany - 0.1%
44,756	Fuchs Petrolub SE (Preference Shares)		$  1,632,371
4,831	Volkswagen AG (Preference Shares)		843,909
			2,476,280
	Total Preferred Stocks (cost $3,219,173)		$  2,476,280
	Total Long-Term Investments (cost $1,550,650,522)		$ 1,694,995,667

Shares or Principal Amount			Market Value†
SHORT-TERM INVESTMENTS - 3.0%
	Securities Lending Collateral - 3.0%
45,734,398	Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.25%(3)		$    45,734,398
5,466,308	Invesco Government & Agency Portfolio, Institutional Class, 0.26%(3)		5,466,308
	Total Short-Term Investments (cost $51,200,706)		$  51,200,706
	Total Investments (cost $1,601,851,228)	101.7%	$ 1,746,196,373
	Other Assets and Liabilities	(1.7)%	(29,604,009)
	Total Net Assets	100.0%	$ 1,716,592,364

Note:	Percentage of investments as shown is the ratio of the total market value to total net assets.
	The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group and/or as defined by Fund management. Industry classifications may not be identical across all security types.
	For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
	See “Glossary” for abbreviation descriptions.

    

*	Non-income producing.
(1)	Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information.
(2)	Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At March 31, 2022, the aggregate value of these securities was $27,892,235, representing 1.6% of net assets.
(3)	Current yield as of period end.

Futures Contracts Outstanding at March 31, 2022
Description		Number of Contracts		Expiration Date		Current Notional Amount		Value and Unrealized Appreciation/ (Depreciation)
Long position contracts:
MSCI EAFE Index Future		157		06/17/2022		$ 16,833,540		$ 243,558
Total futures contracts								$ 243,558

Shares or Principal Amount			Market Value†
COMMON STOCKS - 98.3%
	Australia - 7.1%
887	Ansell Ltd.		$    17,165
1,162	Australia & New Zealand Banking Group Ltd.		24,084
477	BHP Group Ltd.		18,537
897	BlueScope Steel Ltd.		14,051
4,912	Charter Hall Long Wale REIT		19,624
1,553	Coles Group Ltd.		20,887
3,144	Dexus REIT		25,853
1,952	Fortescue Metals Group Ltd.		30,284
6,325	GPT Group REIT		24,604
1,312	JB Hi-Fi Ltd.(1)		53,420
8,925	Metcash Ltd.		30,428
283	Mineral Resources Ltd.		11,202
1,791	Mirvac Group REIT		3,349
12,494	Shopping Centres Australasia Property Group REIT		27,396
1,672	Sonic Healthcare Ltd.		44,548
2,139	Telstra Corp. Ltd.		6,361
417	Wesfarmers Ltd.		15,786
620	Woolworths Group Ltd.		17,348
			404,927
	Austria - 0.0%
86	Erste Group Bank AG		3,166
	Belgium - 0.7%
18	Ackermans & van Haaren N.V.		3,389
431	Etablissements Franz Colruyt N.V.		17,983
814	Proximus S.A.		15,261
22	UCB S.A.		2,655
			39,288
	Brazil - 2.9%
7,566	JBS S.A.		59,277
3,227	Telefonica Brasil S.A.		36,461
930	TIM S.A.		2,699
1,610	Transmissora Alianca de Energia Eletrica S.A.		14,955
2,083	Vale S.A. ADR		41,639
1,701	Vibra Energia S.A.		8,369
			163,400
	Canada - 5.2%
150	Alimentation Couche-Tard, Inc. Class B		6,764
344	Bank of Montreal		40,516
106	Bank of Nova Scotia		7,604
43	Canadian Tire Corp. Ltd. Class A		6,498
1,082	Empire Co., Ltd. Class A		38,410
24	Fairfax Financial Holdings Ltd.		13,105
205	George Weston Ltd.		25,267
383	Great-West Lifeco, Inc.		11,296
9	iA Financial Corp., Inc.		548
530	Loblaw Cos., Ltd.		47,601
12	Magna International, Inc.		771
524	Manulife Financial Corp.		11,184
18	Metro, Inc.		1,037
1,081	Power Corp. of Canada		33,493
145	Royal Bank of Canada		15,978
282	Toronto-Dominion Bank		22,394
183	West Fraser Timber Co., Ltd.		15,070
			297,536
	China - 10.5%
80,000	Agricultural Bank of China Ltd. Class H		30,748
3,000	Anhui Conch Cement Co., Ltd. Class H		15,438
128,000	Bank of China Ltd. Class H		51,485
44,000	Bank of Communications Co., Ltd. Class H		31,576
8,000	China CITIC Bank Corp. Ltd. Class H		4,056
50,000	China Construction Bank Corp. Class H		37,605

Shares or Principal Amount			Market Value†
COMMON STOCKS - 98.3% - (continued)
	China - 10.5% - (continued)
4,000	China Longyuan Power Group Corp. Ltd. Class H		$     9,112
2,000	China National Building Material Co., Ltd. Class H		2,487
90,000	China Petroleum & Chemical Corp. Class H		45,164
48,000	China Railway Group Ltd. Class H		26,907
20,500	China Shenhua Energy Co., Ltd. Class H		65,704
18,000	China Tower Corp. Ltd. Class H(2)		2,023
1,400	China Vanke Co., Ltd. Class H		3,171
24,000	CITIC Ltd.		26,693
8,000	COSCO Shipping Holdings Co., Ltd. Class H*		13,954
5,000	Country Garden Holdings Co., Ltd.		3,850
2,200	Haier Smart Home Co., Ltd. Class H		7,149
61,000	Industrial & Commercial Bank of China Ltd. Class H		37,466
44,000	Lenovo Group Ltd.		47,869
104,000	PetroChina Co., Ltd. Class H		53,916
22,000	PICC Property & Casualty Co., Ltd. Class H		22,530
11,000	Postal Savings Bank of China Co., Ltd. Class H(2)		8,919
13,000	Want Want China Holdings Ltd.		12,018
31,100	Yangzijiang Shipbuilding Holdings Ltd.		35,159
			594,999
	Denmark - 1.8%
15	AP Moller - Maersk A/S Class B		45,704
18	Coloplast A/S Class B		2,758
496	Novo Nordisk A/S Class B		55,563
			104,025
	Finland - 0.2%
119	Kone Oyj Class B		6,301
507	Nordea Bank Abp		5,294
			11,595
	France - 3.7%
54	Air Liquide S.A.		9,548
339	AXA S.A.		10,020
292	BNP Paribas S.A.		16,872
1,351	Carrefour S.A.		29,530
235	Cie de Saint-Gobain		14,190
147	Cie Generale des Etablissements Michelin SCA		20,110
73	Danone S.A.		4,064
1	Hermes International		1,437
11	L'Oreal S.A.		4,453
10	LVMH Moet Hennessy Louis Vuitton SE		7,225
2,260	Orange S.A.		26,916
497	Sanofi		51,157
66	Schneider Electric SE		11,174
124	TotalEnergies SE		6,351
			213,047
	Germany - 2.5%
89	Allianz SE		21,444
87	BASF SE		5,010
52	Bayerische Motoren Werke AG		4,548
64	Covestro AG(2)		3,264
448	Deutsche Post AG		21,708
113	Deutsche Telekom AG		2,129
1,420	E.ON SE		16,656
98	Fresenius Medical Care AG & Co. KGaA		6,625
18	Fresenius SE & Co. KGaA		668
28	LEG Immobilien SE		3,217
274	Merck KGaA		57,879
			143,148
	Hong Kong - 3.3%
2,500	BOC Hong Kong Holdings Ltd.		9,481
10,500	China Overseas Land & Investment Ltd.		31,441
2,000	China Resources Land Ltd.		9,321

The accompanying notes are an integral part of these financial statements.

Shares or Principal Amount			Market Value†
COMMON STOCKS - 98.3% - (continued)
	Hong Kong - 3.3% - (continued)
6,000	China Resources Power Holdings Co., Ltd.		$    11,293
1,000	Chow Tai Fook Jewellery Group Ltd.		1,821
4,000	CK Asset Holdings Ltd.		27,428
2,500	CK Hutchison Holdings Ltd.		18,372
2,000	CLP Holdings Ltd.		19,498
3,000	Henderson Land Development Co., Ltd.		12,488
8,000	Sino Land Co., Ltd.		10,379
2,000	SITC International Holdings Co., Ltd.		7,087
1,000	Sun Hung Kai Properties Ltd.		11,952
500	Techtronic Industries Co., Ltd.		8,102
7,000	WH Group Ltd.(2)		4,424
1,000	Xinyi Glass Holdings Ltd.		2,426
			185,513
	India - 0.4%
97	Dr. Reddy's Laboratories Ltd. ADR		5,406
699	Infosys Ltd. ADR		17,398
			22,804
	Indonesia - 1.1%
13,700	Astra International Tbk PT		6,272
21,600	Indofood Sukses Makmur Tbk PT		8,948
66,400	Telkom Indonesia Persero Tbk PT		21,174
14,000	United Tractors Tbk PT		24,905
			61,299
	Israel - 2.8%
2,099	Bank Hapoalim BM		20,883
2,449	Bank Leumi Le-Israel BM		26,506
6,611	Bezeq The Israeli Telecommunication Corp. Ltd.*		11,375
552	Delek Automotive Systems Ltd.		8,523
406	FIBI Holdings Ltd.		19,669
225	First International Bank of Israel Ltd.		9,737
10	Fox Wizel Ltd.		1,606
744	Harel Insurance Investments & Financial Services Ltd.		9,116
231	ICL Group Ltd.		2,767
2,396	Phoenix Holdings Ltd.		31,571
169	Rami Levy Chain Stores Hashikma Marketing Ltd.		13,504
142	Shufersal Ltd.		1,289
			156,546
	Italy - 0.3%
529	Assicurazioni Generali S.p.A.		12,225
230	Eni S.p.A.		3,402
			15,627
	Japan - 14.3%
100	AGC, Inc.		4,041
400	Aisin Corp.		13,825
400	Alfresa Holdings Corp.		5,599
100	Aozora Bank Ltd.		2,133
1,600	Astellas Pharma, Inc.		25,191
600	Bridgestone Corp.		23,520
600	Brother Industries Ltd.		11,058
1,200	Canon, Inc.		29,591
100	Daiwa House Industry Co., Ltd.		2,637
1,000	Daiwa Securities Group, Inc.		5,707
200	Denso Corp.		12,952
400	ENEOS Holdings, Inc.		1,509
300	FUJIFILM Holdings Corp.		18,543
300	Fujitsu Ltd.		45,516
300	Haseko Corp.		3,478
600	Hitachi Ltd.		30,476
1,300	Honda Motor Co., Ltd.		37,348
300	Idemitsu Kosan Co., Ltd.		8,342
900	Iida Group Holdings Co., Ltd.		15,683

Shares or Principal Amount			Market Value†
COMMON STOCKS - 98.3% - (continued)
	Japan - 14.3% - (continued)
400	ITOCHU Corp.		$    13,657
800	Japan Post Bank Co., Ltd.		6,492
900	KDDI Corp.		29,697
2,100	Marubeni Corp.		24,672
700	Medipal Holdings Corp.		11,621
100	MEIJI Holdings Co., Ltd.		5,446
500	Mitsubishi Corp.		18,954
1,100	Mitsubishi Electric Corp.		12,779
5,400	Mitsubishi UFJ Financial Group, Inc.		33,826
600	Mitsui & Co., Ltd.		16,451
200	Mitsui Chemicals, Inc.		5,092
1,400	Mizuho Financial Group, Inc.		18,075
300	NEC Corp.		12,729
500	NGK Spark Plug Co., Ltd.		8,144
700	Nihon Kohden Corp.		17,019
1,500	Nikon Corp.		16,239
100	Nippon Electric Glass Co., Ltd.		2,238
700	Nippon Telegraph & Telephone Corp.		20,445
300	Nippon Yusen KK		26,595
300	NTT Data Corp.		5,976
400	Osaka Gas Co., Ltd.		6,894
300	Otsuka Holdings Co., Ltd.		10,460
500	Panasonic Corp.		4,896
1,200	Resona Holdings, Inc.		5,182
100	Sanwa Holdings Corp.		1,025
1,300	Seiko Epson Corp.		19,718
600	Sekisui House Ltd.		11,721
200	Seven & i Holdings Co., Ltd.		9,579
200	Shimamura Co., Ltd.		17,911
1,700	Softbank Corp.		20,001
600	Subaru Corp.		9,630
200	Sumitomo Electric Industries Ltd.		2,409
700	Sumitomo Mitsui Financial Group, Inc.		22,533
200	Tokio Marine Holdings, Inc.		11,745
200	Tokyo Gas Co., Ltd.		3,678
500	Toppan, Inc.		8,923
900	Toyota Motor Corp.		16,480
3,700	Yamada Holdings Co., Ltd.*		11,584
600	Yamaha Motor Co., Ltd.		13,624
			811,289
	Luxembourg - 0.2%
99	Eurofins Scientific SE		9,904
	Malaysia - 2.4%
7,800	DiGi.Com Bhd		7,235
27,400	Hartalega Holdings Bhd		31,605
9,143	Malayan Banking Bhd		19,439
2,100	Petronas Chemicals Group Bhd		4,794
2,200	Petronas Gas Bhd		8,717
3,916	RHB Bank Bhd		5,551
50,000	Sime Darby Bhd		28,539
6,000	Tenaga Nasional Bhd		12,843
35,700	Top Glove Corp. Bhd		16,301
			135,024
	Mexico - 1.5%
2,262	America Movil S.A.B. de C.V. Class L ADR		47,841
584	Coca-Cola Femsa SAB de CV ADR		32,091
1,500	Grupo Bimbo S.A.B. de C.V.		4,513
			84,445
	Netherlands - 1.5%
1,678	Koninklijke Ahold Delhaize N.V.		54,358

The accompanying notes are an integral part of these financial statements.

Shares or Principal Amount			Market Value†
COMMON STOCKS - 98.3% - (continued)
	Netherlands - 1.5% - (continued)
4	Koninklijke DSM N.V.		$       723
633	NN Group N.V.		32,300
			87,381
	New Zealand - 1.3%
970	Fisher & Paykel Healthcare Corp. Ltd. Class C		16,428
5,020	Goodman Property Trust REIT		8,240
8,692	Spark New Zealand Ltd.		27,676
7,511	Z Energy Ltd.		19,591
			71,935
	Norway - 2.7%
200	Atea ASA		3,024
635	Equinor ASA		24,052
3,031	Europris ASA(2)		19,585
352	Kongsberg Gruppen ASA		14,130
1,600	Norsk Hydro ASA		15,755
1,270	Orkla ASA		11,381
265	SpareBank 1 Nord Norge		3,255
2,357	Telenor ASA		34,166
928	Veidekke ASA		12,990
276	Yara International ASA		13,952
			152,290
	Philippines - 1.5%
415	Globe Telecom, Inc.		20,371
1,820	Manila Electric Co.		13,140
7,450	Metropolitan Bank & Trust Co.		8,207
1,210	PLDT, Inc.		43,260
			84,978
	Poland - 1.1%
2,434	Polski Koncern Naftowy ORLEN S.A.		44,402
2,483	Powszechny Zaklad Ubezpieczen S.A.		20,169
			64,571
	Portugal - 0.1%
210	Jeronimo Martins SGPS S.A.		5,077
	Russia - 0.0%
349	Gazprom PJSC ADR(3)(4)		—
	Singapore - 0.4%
606	DBS Group Holdings Ltd.		16,044
242	Oversea-Chinese Banking Corp. Ltd.		2,213
100	United Overseas Bank Ltd.		2,366
300	Venture Corp. Ltd.		3,895
			24,518
	South Korea - 3.1%
46	Coway Co., Ltd.		2,600
405	Kia Corp.		24,727
305	KT&G Corp.		20,307
2,095	LG Display Co., Ltd.		35,693
55	LG Electronics, Inc.		5,468
1,904	LG Uplus Corp.		21,993
22	POSCO		5,318
671	Samsung Electronics Co., Ltd.		38,531
5	Samsung Fire & Marine Insurance Co., Ltd.		903
241	SK Hynix, Inc.		23,463
			179,003
	Spain - 0.5%
286	Banco Bilbao Vizcaya Argentaria S.A.		1,658
959	Iberdrola S.A.		10,585
3,446	Telefonica S.A.		16,826
			29,069

Shares or Principal Amount			Market Value†
COMMON STOCKS - 98.3% - (continued)
	Sweden - 3.9%
153	Assa Abloy AB Class B		$     4,185
953	Axfood AB		31,312
261	Boliden AB		13,390
2,071	Electrolux AB Class B(1)		31,800
628	Getinge AB Class B		25,405
2,304	Investor AB Class B		50,966
675	Samhallsbyggnadsbolaget i Norden AB		3,060
865	Skanska AB Class B(1)		19,621
3,366	Telefonaktiebolaget LM Ericsson Class B		31,170
436	Volvo AB Class B		8,262
			219,171
	Switzerland - 3.3%
109	Cie Financiere Richemont S.A.		13,977
3	Geberit AG		1,865
119	Kuehne + Nagel International AG		34,022
246	Nestle S.A.		32,132
190	Novartis AG		16,775
145	Roche Holding AG		57,740
21	Swiss Life Holding AG		13,560
822	UBS Group AG		16,208
6	Zurich Insurance Group AG		2,978
			189,257
	Taiwan - 7.0%
35,000	Acer, Inc.		36,586
1,000	ASE Technology Holding Co., Ltd.		3,612
4,000	Asustek Computer, Inc.		52,144
16,000	AU Optronics Corp.		11,085
12,000	Cathay Financial Holding Co., Ltd.		27,014
33,000	Compal Electronics, Inc.		30,868
1,000	Evergreen Marine Corp. Taiwan Ltd.		4,712
6,000	Fubon Financial Holding Co., Ltd.		16,020
6,000	Gigabyte Technology Co., Ltd.		27,224
2,800	Hon Hai Precision Industry Co., Ltd.		10,359
28,000	Innolux Corp.		16,418
13,000	Lite-On Technology Corp.		30,899
4,000	Micro-Star International Co., Ltd.		18,149
1,000	Novatek Microelectronics Corp.		14,886
9,000	Pegatron Corp.		22,742
5,000	Pou Chen Corp.		5,506
2,000	Powertech Technology, Inc.		6,631
9,000	Quanta Computer, Inc.		27,737
13,000	Synnex Technology International Corp.		34,166
			396,758
	Thailand - 2.4%
3,700	Advanced Info Service PCL NVDR		25,928
10,100	PTT PLC NVDR		11,695
1,100	Siam Cement PCL NVDR		12,671
36,200	Sri Trang Agro-Industry PCL NVDR		28,579
67,900	Sri Trang Gloves Thailand PCL NVDR		51,563
6,300	Supalai PCL NVDR		4,111
			134,547
	Turkey - 1.2%
6,063	Aksa Akrilik Kimya Sanayii AS		18,022
1,435	BIM Birlesik Magazalar AS		8,282
11,742	Eregli Demir ve Celik Fabrikalari T.A.S.		25,969
777	Tofas Turk Otomobil Fabrikasi AS		4,124
7,646	Turkcell Iletisim Hizmetleri AS		11,750
956	Turkiye Sise ve Cam Fabrikalari AS		991
			69,138
	United Kingdom - 7.4%
370	3i Group plc		6,764