N-Q 1 filing836.htm PRIMARY DOCUMENT

UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549


FORM N-Q

QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED MANAGEMENT INVESTMENT COMPANY


Investment Company Act file number   811-2105


Fidelity Salem Street Trust
(Exact name of registrant as specified in charter)


245 Summer St., Boston, Massachusetts  02210
(Address of principal executive offices)       (Zip code)


Marc Bryant, Secretary

245 Summer St.

Boston, Massachusetts  02210
(Name and address of agent for service)



Registrant's telephone number, including area code:

617-563-7000



Date of fiscal year end:

April 30



Date of reporting period:

January 31, 2016


Item 1.

Schedule of Investments



Quarterly Holdings Report
for

Spartan® Mid Cap Index Fund

January 31, 2016







MCX-QTLY-0316
1.929302.104





Investments January 31, 2016 (Unaudited)

Showing Percentage of Net Assets

Common Stocks - 99.6%   
 Shares Value 
CONSUMER DISCRETIONARY - 16.4%   
Auto Components - 0.9%   
BorgWarner, Inc. 53,309 $1,565,152 
Delphi Automotive PLC 67,928 4,411,244 
Gentex Corp. 69,891 956,808 
Lear Corp. 18,285 1,898,532 
The Goodyear Tire & Rubber Co. 63,539 1,805,143 
Visteon Corp. 9,504 635,628 
  11,272,507 
Automobiles - 0.2%   
Harley-Davidson, Inc. (a) 45,159 1,806,360 
Thor Industries, Inc. 10,749 563,570 
  2,369,930 
Distributors - 0.4%   
Genuine Parts Co. 35,814 3,086,092 
LKQ Corp. (b) 71,587 1,961,484 
  5,047,576 
Diversified Consumer Services - 0.3%   
Graham Holdings Co. 801 388,237 
H&R Block, Inc. 55,546 1,891,341 
Service Corp. International 48,147 1,164,676 
ServiceMaster Global Holdings, Inc. (b) 24,172 1,020,300 
  4,464,554 
Hotels, Restaurants & Leisure - 2.4%   
ARAMARK Holdings Corp. 45,750 1,461,713 
Brinker International, Inc. 14,453 718,892 
Chipotle Mexican Grill, Inc. (b) 7,311 3,311,664 
Choice Hotels International, Inc. 8,264 361,302 
Darden Restaurants, Inc. 29,592 1,866,072 
Domino's Pizza, Inc. 13,066 1,488,609 
Dunkin' Brands Group, Inc. (a) 22,673 892,409 
Extended Stay America, Inc. unit 14,071 180,250 
Hilton Worldwide Holdings, Inc. 122,851 2,187,976 
Hyatt Hotels Corp. Class A (a)(b) 7,957 307,777 
International Game Technology PLC 21,493 311,004 
Marriott International, Inc. Class A (a) 46,246 2,833,955 
MGM Mirage, Inc. (b) 104,429 2,096,934 
Norwegian Cruise Line Holdings Ltd. (b) 31,067 1,409,510 
Panera Bread Co. Class A (b) 5,934 1,151,196 
Royal Caribbean Cruises Ltd. 40,475 3,317,331 
Six Flags Entertainment Corp. 16,921 850,619 
Starwood Hotels & Resorts Worldwide, Inc. 40,340 2,510,762 
Wendy's Co. 48,545 496,615 
Wyndham Worldwide Corp. 28,234 1,832,387 
Wynn Resorts Ltd. (a) 19,315 1,300,672 
  30,887,649 
Household Durables - 1.8%   
D.R. Horton, Inc. 77,052 2,119,701 
Garmin Ltd. (a) 27,833 979,165 
GoPro, Inc. Class A (a)(b) 20,534 235,114 
Harman International Industries, Inc. 16,886 1,256,150 
Jarden Corp. (b) 49,767 2,640,139 
Leggett & Platt, Inc. 32,216 1,337,286 
Lennar Corp.:   
Class A 40,737 1,717,065 
Class B 2,583 89,501 
Mohawk Industries, Inc. (b) 14,568 2,424,261 
Newell Rubbermaid, Inc. (a) 63,458 2,460,901 
NVR, Inc. (b) 950 1,568,450 
PulteGroup, Inc. 86,305 1,446,472 
Tempur Sealy International, Inc. (b) 14,363 866,663 
Toll Brothers, Inc. (b) 41,790 1,154,240 
TopBuild Corp. (b) 8,894 238,181 
Tupperware Brands Corp. 11,469 532,506 
Whirlpool Corp. 18,603 2,500,057 
  23,565,852 
Internet & Catalog Retail - 0.7%   
Expedia, Inc. 27,850 2,813,964 
Groupon, Inc. Class A (a)(b) 107,281 291,804 
Liberty Interactive Corp.:   
(Venture Group) Series A (b) 33,546 1,319,364 
QVC Group Series A (b) 116,006 3,023,116 
TripAdvisor, Inc. (b) 26,317 1,756,923 
  9,205,171 
Leisure Products - 0.5%   
Brunswick Corp. 21,772 867,614 
Hasbro, Inc. 26,252 1,949,999 
Mattel, Inc. (a) 79,357 2,189,460 
Polaris Industries, Inc. (a) 15,529 1,146,661 
Vista Outdoor, Inc. (b) 15,113 728,598 
  6,882,332 
Media - 2.3%   
AMC Networks, Inc. Class A (a)(b) 14,104 1,026,630 
Cable One, Inc. 834 358,612 
Cablevision Systems Corp. - NY Group Class A 47,904 1,528,617 
Charter Communications, Inc. Class A (a)(b) 17,676 3,028,959 
Cinemark Holdings, Inc. 27,320 805,667 
Clear Channel Outdoor Holding, Inc. Class A 9,185 46,384 
Discovery Communications, Inc.:   
Class A (a)(b) 37,137 1,024,610 
Class C (non-vtg.) (b) 64,206 1,747,045 
Gannett Co., Inc. 26,113 387,517 
Interpublic Group of Companies, Inc. 97,261 2,182,537 
John Wiley & Sons, Inc. Class A 10,588 442,578 
Liberty Broadband Corp.:   
Class A (b) 6,023 286,695 
Class C (b) 15,661 736,067 
Liberty Media Corp.:   
Class A (b) 24,308 890,159 
Class C (b) 47,584 1,693,515 
Lions Gate Entertainment Corp. 21,851 571,404 
Live Nation Entertainment, Inc. (b) 34,444 781,879 
MSG Network, Inc. Class A (b) 14,624 255,774 
News Corp.:   
Class A 91,308 1,184,265 
Class B 27,594 368,380 
Omnicom Group, Inc. 57,488 4,216,745 
Regal Entertainment Group Class A (a) 18,751 323,455 
Scripps Networks Interactive, Inc. Class A 21,523 1,312,257 
Sirius XM Holdings, Inc. (a)(b) 540,464 1,999,717 
Starz Series A (a)(b) 20,342 578,323 
Tegna, Inc. 53,914 1,294,475 
The Madison Square Garden Co. (b) 4,840 745,747 
Tribune Media Co. Class A 18,985 625,556 
  30,443,569 
Multiline Retail - 1.3%   
Dillard's, Inc. Class A 4,800 337,968 
Dollar General Corp. 71,433 5,361,761 
Dollar Tree, Inc. (b) 54,184 4,406,243 
JC Penney Corp., Inc. (a)(b) 72,040 523,010 
Kohl's Corp. (a) 44,917 2,234,621 
Macy's, Inc. 74,172 2,997,291 
Nordstrom, Inc. (a) 33,134 1,626,879 
Sears Holdings Corp. (a)(b) 2,859 48,460 
  17,536,233 
Specialty Retail - 4.2%   
Aarons, Inc. Class A 15,498 354,594 
Advance Auto Parts, Inc. 17,263 2,624,839 
AutoNation, Inc. (b) 17,202 743,987 
AutoZone, Inc. (b) 7,351 5,641,084 
Bed Bath & Beyond, Inc. (b) 40,332 1,741,132 
Best Buy Co., Inc. (a) 71,193 1,988,420 
Cabela's, Inc. Class A (a)(b) 11,623 488,980 
CarMax, Inc. (a)(b) 46,089 2,036,212 
CST Brands, Inc. 18,213 705,572 
Dick's Sporting Goods, Inc. 21,732 849,287 
DSW, Inc. Class A 17,271 414,677 
Foot Locker, Inc. 32,950 2,226,102 
GameStop Corp. Class A (a) 25,455 667,176 
Gap, Inc. (a) 56,471 1,395,963 
GNC Holdings, Inc. 20,401 571,432 
L Brands, Inc. 58,267 5,602,372 
Michaels Companies, Inc. (b) 14,395 313,811 
Murphy U.S.A., Inc. (b) 10,415 602,508 
O'Reilly Automotive, Inc. (b) 23,760 6,198,984 
Office Depot, Inc. (b) 129,973 669,361 
Penske Automotive Group, Inc. 9,783 306,893 
Ross Stores, Inc. 97,400 5,479,724 
Sally Beauty Holdings, Inc. (b) 37,005 1,019,858 
Signet Jewelers Ltd. 18,977 2,201,332 
Staples, Inc. 151,892 1,354,877 
Tiffany & Co., Inc. 26,597 1,697,952 
Tractor Supply Co. 32,188 2,842,522 
Ulta Salon, Cosmetics & Fragrance, Inc. (b) 15,144 2,743,638 
Urban Outfitters, Inc. (b) 19,966 456,822 
Williams-Sonoma, Inc. 21,849 1,128,719 
  55,068,830 
Textiles, Apparel & Luxury Goods - 1.4%   
Carter's, Inc. 12,308 1,196,584 
Coach, Inc. 65,390 2,422,700 
Fossil Group, Inc. (a)(b) 9,640 314,264 
Hanesbrands, Inc. 94,662 2,893,817 
Kate Spade & Co. (b) 29,381 523,276 
lululemon athletica, Inc. (a)(b) 26,378 1,637,282 
Michael Kors Holdings Ltd. (b) 43,390 1,731,261 
PVH Corp. 19,593 1,437,734 
Ralph Lauren Corp. 14,136 1,590,300 
Skechers U.S.A., Inc. Class A (sub. vtg.) (b) 28,984 817,059 
Under Armour, Inc. Class A (sub. vtg.) (a)(b) 42,066 3,593,698 
  18,157,975 
TOTAL CONSUMER DISCRETIONARY  214,902,178 
CONSUMER STAPLES - 6.6%   
Beverages - 1.8%   
Brown-Forman Corp.:   
Class A 6,446 685,145 
Class B (non-vtg.) 27,518 2,692,361 
Coca-Cola Enterprises, Inc. 54,944 2,550,500 
Constellation Brands, Inc. Class A (sub. vtg.) 38,512 5,872,310 
Dr. Pepper Snapple Group, Inc. 45,090 4,231,246 
Molson Coors Brewing Co. Class B 32,477 2,938,519 
Monster Beverage Corp. 35,225 4,756,432 
  23,726,513 
Food & Staples Retailing - 0.8%   
Rite Aid Corp. (b) 232,766 1,813,247 
Sprouts Farmers Market LLC (a)(b) 36,025 821,370 
Sysco Corp. 139,629 5,558,630 
Whole Foods Market, Inc. 84,517 2,477,193 
  10,670,440 
Food Products - 3.2%   
Blue Buffalo Pet Products, Inc. (a)(b) 9,166 156,005 
Bunge Ltd. 34,008 2,108,836 
Campbell Soup Co. 40,876 2,305,815 
ConAgra Foods, Inc. 100,557 4,187,193 
Flowers Foods, Inc. 41,005 842,243 
Hormel Foods Corp. 31,330 2,519,245 
Ingredion, Inc. 16,827 1,694,815 
Kellogg Co. 58,717 4,312,176 
Keurig Green Mountain, Inc. 30,467 2,719,180 
McCormick & Co., Inc. (non-vtg.) 30,164 2,653,527 
Mead Johnson Nutrition Co. Class A 47,653 3,454,366 
Pilgrim's Pride Corp. (a) 14,819 328,685 
Pinnacle Foods, Inc. 27,769 1,191,012 
The Hain Celestial Group, Inc. (b) 24,202 880,469 
The Hershey Co. 34,308 3,022,878 
The J.M. Smucker Co. 28,165 3,614,133 
Tyson Foods, Inc. Class A 69,404 3,703,397 
WhiteWave Foods Co. (b) 41,372 1,561,793 
  41,255,768 
Household Products - 0.6%   
Church & Dwight Co., Inc. 30,899 2,595,516 
Clorox Co. 30,827 3,978,224 
Energizer Holdings, Inc. 14,528 465,477 
Spectrum Brands Holdings, Inc. 5,796 550,852 
  7,590,069 
Personal Products - 0.2%   
Avon Products, Inc. 98,803 334,942 
Coty, Inc. Class A (a) 19,157 471,454 
Edgewell Personal Care Co. (b) 14,852 1,099,197 
Herbalife Ltd. (a)(b) 17,261 797,631 
Nu Skin Enterprises, Inc. Class A (a) 13,497 427,180 
  3,130,404 
TOTAL CONSUMER STAPLES  86,373,194 
ENERGY - 4.4%   
Energy Equipment & Services - 1.1%   
Cameron International Corp. (b) 45,115 2,962,251 
Diamond Offshore Drilling, Inc. (a) 15,358 285,505 
Dril-Quip, Inc. (b) 8,911 522,541 
Ensco PLC Class A 55,069 538,575 
FMC Technologies, Inc. (b) 54,589 1,372,913 
Frank's International NV 7,832 114,582 
Helmerich & Payne, Inc. 22,914 1,164,031 
Nabors Industries Ltd. 75,855 558,293 
National Oilwell Varco, Inc. 91,894 2,990,231 
Noble Corp. (a) 55,574 432,921 
Oceaneering International, Inc. 23,598 798,792 
Patterson-UTI Energy, Inc. (a) 33,530 482,161 
Rowan Companies PLC 29,367 371,493 
RPC, Inc. (a) 12,846 160,190 
Seadrill Ltd. (b) 89,385 185,027 
Superior Energy Services, Inc. 34,468 355,365 
Weatherford International Ltd. (b) 183,790 1,238,745 
  14,533,616 
Oil, Gas & Consumable Fuels - 3.3%   
Antero Resources Corp. (a)(b) 16,614 451,402 
Cabot Oil & Gas Corp. 97,459 2,022,274 
California Resources Corp. (a) 73,271 104,778 
Cheniere Energy, Inc. (b) 55,547 1,669,187 
Chesapeake Energy Corp. (a) 134,918 457,372 
Cimarex Energy Co. 22,287 2,072,691 
Cobalt International Energy, Inc. (b) 84,278 319,414 
Columbia Pipeline Group, Inc. 94,189 1,747,206 
Concho Resources, Inc. (b) 30,355 2,887,671 
CONSOL Energy, Inc. (a) 52,619 417,795 
Continental Resources, Inc. (a)(b) 19,611 413,988 
CVR Energy, Inc. (a) 3,776 132,236 
Denbury Resources, Inc. (a) 86,476 134,903 
Diamondback Energy, Inc. 16,832 1,271,658 
Energen Corp. 18,681 658,879 
EP Energy Corp. (a)(b) 7,297 27,291 
EQT Corp. 35,886 2,215,602 
Golar LNG Ltd. (a) 21,471 399,790 
Gulfport Energy Corp. (b) 25,550 755,003 
Hess Corp. 59,691 2,536,868 
HollyFrontier Corp. 43,184 1,510,144 
Kosmos Energy Ltd. (b) 37,323 170,566 
Laredo Petroleum, Inc. (a)(b) 28,370 220,151 
Marathon Oil Corp. 159,034 1,547,401 
Memorial Resource Development Corp. (b) 20,393 324,453 
Murphy Oil Corp. (a) 42,802 839,347 
Newfield Exploration Co. (b) 38,784 1,127,451 
Noble Energy, Inc. 101,509 3,285,846 
ONEOK, Inc. 49,651 1,236,806 
PBF Energy, Inc. Class A 22,786 797,282 
Pioneer Natural Resources Co. 38,024 4,713,075 
QEP Resources, Inc. 40,578 520,210 
Range Resources Corp. (a) 39,671 1,172,675 
Rice Energy, Inc. (a)(b) 16,709 194,994 
SM Energy Co. (a) 15,789 220,730 
Southwestern Energy Co. (a)(b) 90,248 802,305 
Targa Resources Corp. 13,141 295,278 
Teekay Corp. (a) 10,692 73,240 
Tesoro Corp. 29,678 2,589,406 
Whiting Petroleum Corp. (b) 46,503 341,797 
World Fuel Services Corp. 17,107 666,318 
WPX Energy, Inc. (b) 55,264 299,531 
  43,645,014 
TOTAL ENERGY  58,178,630 
FINANCIALS - 23.1%   
Banks - 3.0%   
Associated Banc-Corp. 36,433 639,399 
Bank of Hawaii Corp. 10,027 600,918 
BankUnited, Inc. 24,379 821,572 
BOK Financial Corp. (a) 6,603 330,216 
CIT Group, Inc. 41,257 1,210,893 
Citizens Financial Group, Inc. 73,512 1,562,130 
Comerica, Inc. 42,055 1,442,487 
Commerce Bancshares, Inc. (a) 20,363 837,530 
Cullen/Frost Bankers, Inc. 12,473 596,958 
East West Bancorp, Inc. 34,240 1,110,061 
Fifth Third Bancorp 190,805 3,014,719 
First Horizon National Corp. 55,139 701,919 
First Niagara Financial Group, Inc. 83,677 819,198 
First Republic Bank 33,399 2,271,132 
Huntington Bancshares, Inc. 190,636 1,635,657 
KeyCorp 200,632 2,239,053 
M&T Bank Corp. (a) 37,558 4,138,140 
PacWest Bancorp 26,279 964,702 
Peoples United Financial, Inc. 72,473 1,041,437 
Popular, Inc. 24,380 612,913 
Regions Financial Corp. 316,413 2,569,274 
Signature Bank (b) 11,960 1,666,506 
SunTrust Banks, Inc. 121,238 4,434,886 
SVB Financial Group (b) 12,174 1,233,470 
Synovus Financial Corp. 31,313 955,986 
TCF Financial Corp. 38,414 461,352 
Zions Bancorporation 48,440 1,098,619 
  39,011,127 
Capital Markets - 2.1%   
Affiliated Managers Group, Inc. (b) 12,895 1,730,380 
Ameriprise Financial, Inc. 42,762 3,876,375 
Artisan Partners Asset Management, Inc. 8,433 263,953 
E*TRADE Financial Corp. (b) 68,310 1,609,384 
Eaton Vance Corp. (non-vtg.) 28,057 804,114 
Federated Investors, Inc. Class B (non-vtg.) 22,012 556,683 
Interactive Brokers Group, Inc. 13,242 427,319 
Invesco Ltd. 101,677 3,043,193 
Lazard Ltd. Class A 29,453 1,060,013 
Legg Mason, Inc. 23,306 713,630 
LPL Financial (a) 19,474 592,399 
Northern Trust Corp. 54,895 3,407,882 
NorthStar Asset Management Group, Inc. 44,595 514,626 
Raymond James Financial, Inc. 30,232 1,324,464 
SEI Investments Co. 33,014 1,295,469 
T. Rowe Price Group, Inc. 61,261 4,346,468 
TD Ameritrade Holding Corp. 62,722 1,729,873 
Waddell & Reed Financial, Inc. Class A 19,896 545,946 
  27,842,171 
Consumer Finance - 0.7%   
Ally Financial, Inc. (b) 113,540 1,799,609 
Credit Acceptance Corp. (a)(b) 2,019 361,320 
LendingClub Corp. (a)(b) 16,550 122,139 
Navient Corp. 85,114 813,690 
OneMain Holdings, Inc. (b) 11,987 316,816 
Santander Consumer U.S.A. Holdings, Inc. (b) 21,264 222,209 
SLM Corp. (b) 100,736 644,710 
Synchrony Financial (b) 196,334 5,579,812 
  9,860,305 
Diversified Financial Services - 2.0%   
CBOE Holdings, Inc. 19,532 1,301,222 
FactSet Research Systems, Inc. 9,745 1,468,572 
IntercontinentalExchange, Inc. 27,505 7,255,799 
Leucadia National Corp. 77,935 1,290,604 
McGraw Hill Financial, Inc. 64,399 5,475,203 
Moody's Corp. 41,781 3,724,358 
Morningstar, Inc. 4,504 362,167 
MSCI, Inc. Class A 24,224 1,667,580 
The NASDAQ OMX Group, Inc. 27,333 1,694,646 
Voya Financial, Inc. 50,739 1,551,599 
  25,791,750 
Insurance - 4.8%   
Alleghany Corp. (b) 3,770 1,801,758 
Allied World Assurance Co. Holdings AG 22,537 824,629 
American Financial Group, Inc. 16,450 1,167,621 
American National Insurance Co. 1,692 164,429 
AmTrust Financial Services, Inc. 9,420 538,730 
Aon PLC 66,259 5,819,528 
Arch Capital Group Ltd. (b) 29,153 1,969,285 
Arthur J. Gallagher & Co. 39,717 1,494,948 
Aspen Insurance Holdings Ltd. 14,941 694,906 
Assurant, Inc. 16,146 1,312,831 
Assured Guaranty Ltd. 33,304 791,969 
Axis Capital Holdings Ltd. 23,592 1,271,845 
Brown & Brown, Inc. 27,285 825,371 
Cincinnati Financial Corp. 38,573 2,222,962 
CNA Financial Corp. 6,491 215,696 
Endurance Specialty Holdings Ltd. 14,627 905,850 
Erie Indemnity Co. Class A 5,574 535,717 
Everest Re Group Ltd. 10,344 1,850,955 
FNF Group 66,399 2,150,000 
Genworth Financial, Inc. Class A (b) 113,904 316,653 
Hanover Insurance Group, Inc. 10,422 849,289 
Hartford Financial Services Group, Inc. 98,810 3,970,186 
Lincoln National Corp. 59,439 2,345,463 
Loews Corp. 73,494 2,720,013 
Markel Corp. (b) 3,288 2,763,432 
Mercury General Corp. 6,293 292,184 
Old Republic International Corp. 61,221 1,106,876 
PartnerRe Ltd. 11,149 1,565,320 
Principal Financial Group, Inc. 69,692 2,648,296 
ProAssurance Corp. 13,146 658,878 
Progressive Corp. 138,032 4,313,500 
Reinsurance Group of America, Inc. 15,714 1,323,590 
RenaissanceRe Holdings Ltd. 10,781 1,214,480 
StanCorp Financial Group, Inc. 9,721 1,114,610 
Torchmark Corp. 29,773 1,617,865 
Unum Group 58,763 1,682,972 
Validus Holdings Ltd. 19,892 880,022 
W.R. Berkley Corp. 23,157 1,161,324 
White Mountains Insurance Group Ltd. 1,337 953,401 
XL Group PLC Class A 72,300 2,621,598 
  62,678,982 
Real Estate Investment Trusts - 10.0%   
Alexandria Real Estate Equities, Inc. 17,067 1,351,365 
American Campus Communities, Inc. 26,333 1,111,253 
American Capital Agency Corp. 83,527 1,425,806 
American Homes 4 Rent Class A 39,160 587,008 
Annaly Capital Management, Inc. 223,365 2,121,968 
Apartment Investment & Management Co. Class A 37,001 1,448,589 
Apple Hospitality (REIT), Inc. (a) 41,403 757,261 
AvalonBay Communities, Inc. 31,093 5,332,139 
Boston Properties, Inc. 36,094 4,194,484 
Brandywine Realty Trust (SBI) 42,755 548,547 
Brixmor Property Group, Inc. 40,605 1,080,905 
Camden Property Trust (SBI) 20,532 1,566,592 
Care Capital Properties, Inc. 19,453 582,423 
CBL & Associates Properties, Inc. 39,619 425,904 
Chimera Investment Corp. 43,424 538,023 
Columbia Property Trust, Inc. 29,702 661,464 
Communications Sales & Leasing, Inc. 28,253 542,740 
Corporate Office Properties Trust (SBI) 22,345 498,294 
Corrections Corp. of America 27,699 798,008 
Crown Castle International Corp. 78,537 6,769,889 
DDR Corp. 71,386 1,221,414 
Digital Realty Trust, Inc. 34,505 2,763,160 
Douglas Emmett, Inc. 34,269 1,013,677 
Duke Realty LP 81,443 1,639,448 
Empire State Realty Trust, Inc. 25,588 423,481 
Equinix, Inc. 16,105 5,001,730 
Equity Commonwealth (b) 30,564 821,866 
Equity Lifestyle Properties, Inc. 19,708 1,299,151 
Essex Property Trust, Inc. 15,380 3,277,632 
Extra Space Storage, Inc. 28,966 2,626,927 
Federal Realty Investment Trust (SBI) 16,121 2,431,530 
Forest City Realty Trust, Inc. (b) 51,280 1,010,216 
Four Corners Property Trust, Inc. 9,794 165,519 
Gaming & Leisure Properties 20,291 529,189 
General Growth Properties, Inc. 135,857 3,809,430 
HCP, Inc. 108,725 3,907,577 
Healthcare Trust of America, Inc. 29,516 827,629 
Hospitality Properties Trust (SBI) (a) 35,558 838,813 
Host Hotels & Resorts, Inc. 179,211 2,482,072 
Iron Mountain, Inc. (a) 49,951 1,375,651 
Kilroy Realty Corp. 20,947 1,170,309 
Kimco Realty Corp. 97,478 2,650,427 
Lamar Advertising Co. Class A 18,989 1,065,473 
Liberty Property Trust (SBI) 35,312 1,035,348 
MFA Financial, Inc. 84,990 539,687 
Mid-America Apartment Communities, Inc. 17,796 1,669,621 
National Retail Properties, Inc. 31,357 1,346,470 
NorthStar Realty Europe Corp. 13,950 131,688 
NorthStar Realty Finance Corp. 41,971 498,196 
Omega Healthcare Investors, Inc. 43,246 1,371,331 
Outfront Media, Inc. 32,539 707,723 
Paramount Group, Inc. 42,152 691,293 
Piedmont Office Realty Trust, Inc. Class A 35,345 654,236 
Plum Creek Timber Co., Inc. 41,374 1,676,061 
Post Properties, Inc. 12,996 744,541 
Prologis, Inc. 123,212 4,863,178 
Rayonier, Inc. 29,931 631,245 
Realty Income Corp. 58,754 3,277,886 
Regency Centers Corp. 22,069 1,597,575 
Retail Properties America, Inc. 55,853 866,280 
Senior Housing Properties Trust (SBI) 55,428 802,597 
SL Green Realty Corp. 23,439 2,264,442 
Spirit Realty Capital, Inc. 104,271 1,092,760 
Starwood Property Trust, Inc. 55,775 1,061,956 
Tanger Factory Outlet Centers, Inc. 22,564 721,822 
Taubman Centers, Inc. 14,494 1,029,654 
The Macerich Co. 37,285 2,907,111 
Two Harbors Investment Corp. 87,289 663,396 
UDR, Inc. 60,771 2,162,840 
Ventas, Inc. 77,905 4,309,705 
VEREIT, Inc. 213,539 1,646,386 
Vornado Realty Trust 44,270 3,916,124 
Weingarten Realty Investors (SBI) 29,083 1,014,706 
Welltower, Inc. 82,552 5,136,385 
Weyerhaeuser Co. 122,098 3,126,930 
WP Carey, Inc. 24,493 1,426,717 
WP Glimcher, Inc. 42,506 385,954 
  130,666,827 
Real Estate Management & Development - 0.4%   
CBRE Group, Inc. (b) 67,104 1,876,899 
Howard Hughes Corp. (b) 9,377 891,096 
Jones Lang LaSalle, Inc. 10,609 1,492,898 
Realogy Holdings Corp. (b) 34,902 1,144,786 
  5,405,679 
Thrifts & Mortgage Finance - 0.1%   
New York Community Bancorp, Inc. (a) 114,239 1,768,420 
TFS Financial Corp. 15,601 272,237 
  2,040,657 
TOTAL FINANCIALS  303,297,498 
HEALTH CARE - 9.4%   
Biotechnology - 1.1%   
Agios Pharmaceuticals, Inc. (a)(b) 6,101 257,584 
Alkermes PLC (b) 34,861 1,115,901 
Alnylam Pharmaceuticals, Inc. (b) 17,602 1,213,482 
BioMarin Pharmaceutical, Inc. (b) 37,824 2,799,732 
bluebird bio, Inc. (a)(b) 8,456 349,740 
Incyte Corp. (b) 36,913 2,604,581 
Intercept Pharmaceuticals, Inc. (a)(b) 3,657 388,483 
Intrexon Corp. (a)(b) 11,053 322,084 
Ionis Pharmaceuticals, Inc. (b) 28,385 1,105,028 
Juno Therapeutics, Inc. (a)(b) 2,962 81,692 
Medivation, Inc. (b) 37,258 1,218,337 
Opko Health, Inc. (a)(b) 69,657 560,042 
Puma Biotechnology, Inc. (a)(b) 5,754 240,172 
Seattle Genetics, Inc. (a)(b) 24,954 822,983 
United Therapeutics Corp. (b) 10,934 1,346,850 
  14,426,691 
Health Care Equipment & Supplies - 3.2%   
Alere, Inc. (b) 20,121 748,501 
Align Technology, Inc. (b) 18,902 1,250,178 
Boston Scientific Corp. (b) 315,637 5,533,117 
C.R. Bard, Inc. 17,469 3,201,544 
DENTSPLY International, Inc. 32,916 1,938,423 
DexCom, Inc. (b) 18,800 1,340,064 
Edwards Lifesciences Corp. (b) 50,645 3,960,945 
Hill-Rom Holdings, Inc. 13,450 657,436 
Hologic, Inc. (b) 57,702 1,958,406 
IDEXX Laboratories, Inc. (a)(b) 22,140 1,552,900 
Intuitive Surgical, Inc. (b) 8,670 4,689,170 
ResMed, Inc. 33,197 1,882,270 
Sirona Dental Systems, Inc. (b) 12,982 1,379,857 
St. Jude Medical, Inc. 66,185 3,498,539 
Teleflex, Inc. 9,717 1,318,500 
The Cooper Companies, Inc. 11,427 1,498,651 
Varian Medical Systems, Inc. (b) 23,499 1,812,478 
Zimmer Biomet Holdings, Inc. 40,093 3,979,631 
  42,200,610 
Health Care Providers & Services - 2.2%   
Acadia Healthcare Co., Inc. (b) 14,167 864,612 
AmerisourceBergen Corp. 48,348 4,330,047 
Brookdale Senior Living, Inc. (b) 43,482 707,887 
Centene Corp. (b) 28,036 1,739,914 
Community Health Systems, Inc. (b) 27,146 583,096 
DaVita HealthCare Partners, Inc. (b) 41,578 2,790,715 
Envision Healthcare Holdings, Inc. (b) 43,516 961,704 
Health Net, Inc. (b) 18,365 1,216,130 
Henry Schein, Inc. (b) 19,691 2,982,005 
Laboratory Corp. of America Holdings (b) 23,675 2,659,886 
LifePoint Hospitals, Inc. (b) 10,496 732,516 
MEDNAX, Inc. (b) 22,115 1,536,108 
Patterson Companies, Inc. 20,282 861,174 
Premier, Inc. (b) 8,639 275,930 
Quest Diagnostics, Inc. 33,679 2,211,700 
Tenet Healthcare Corp. (b) 23,356 633,415 
Universal Health Services, Inc. Class B 21,735 2,448,230 
VCA, Inc. (b) 19,300 989,511 
  28,524,580 
Health Care Technology - 0.5%   
Allscripts Healthcare Solutions, Inc. (a)(b) 41,532 572,311 
athenahealth, Inc. (a)(b) 9,144 1,296,619 
Cerner Corp. (b) 70,586 4,094,694 
IMS Health Holdings, Inc. (b) 31,563 729,737 
Inovalon Holdings, Inc. Class A (a) 5,614 94,764 
Veeva Systems, Inc. Class A (b) 16,767 404,085 
  7,192,210 
Life Sciences Tools & Services - 1.1%   
Agilent Technologies, Inc. 78,316 2,948,597 
Bio-Rad Laboratories, Inc. Class A (b) 4,758 607,168 
Bio-Techne Corp. 8,781 726,101 
Bruker Corp. (b) 26,209 585,247 
Charles River Laboratories International, Inc. (b) 11,159 828,333 
Mettler-Toledo International, Inc. (b) 6,567 2,054,486 
PerkinElmer, Inc. 26,890 1,299,325 
QIAGEN NV (b) 55,059 1,250,390 
Quintiles Transnational Holdings, Inc. (b) 18,859 1,147,193 
VWR Corp. (b) 6,676 163,295 
Waters Corp. (b) 19,370 2,347,838 
  13,957,973 
Pharmaceuticals - 1.3%   
Akorn, Inc. (a)(b) 18,416 478,632 
Endo Health Solutions, Inc. (b) 53,369 2,960,378 
Jazz Pharmaceuticals PLC (b) 14,403 1,854,242 
Mallinckrodt PLC (b) 27,564 1,601,193 
Perrigo Co. PLC (a) 34,443 4,979,769 
Zoetis, Inc. Class A 117,723 5,067,975 
  16,942,189 
TOTAL HEALTH CARE  123,244,253 
INDUSTRIALS - 12.5%   
Aerospace & Defense - 1.3%   
BE Aerospace, Inc. 24,886 1,006,639 
BWX Technologies, Inc. 25,259 756,254 
Hexcel Corp. 22,606 935,436 
Huntington Ingalls Industries, Inc. 11,517 1,472,794 
L-3 Communications Holdings, Inc. 19,480 2,276,043 
Orbital ATK, Inc. 14,155 1,277,206 
Rockwell Collins, Inc. 31,142 2,518,765 
Spirit AeroSystems Holdings, Inc. Class A (b) 33,484 1,419,722 
Textron, Inc. 65,528 2,242,368 
TransDigm Group, Inc. (b) 12,555 2,821,485 
Triumph Group, Inc. 11,542 294,321 
  17,021,033 
Air Freight & Logistics - 0.3%   
C.H. Robinson Worldwide, Inc. 34,225 2,216,753 
Expeditors International of Washington, Inc. 45,138 2,036,627 
  4,253,380 
Airlines - 1.2%   
Alaska Air Group, Inc. 30,492 2,146,637 
Copa Holdings SA Class A (a) 7,865 370,442 
JetBlue Airways Corp. (b) 74,140 1,579,923 
Southwest Airlines Co. 157,186 5,913,337 
Spirit Airlines, Inc. (b) 17,181 718,166 
United Continental Holdings, Inc. (b) 89,858 4,338,344 
  15,066,849 
Building Products - 0.7%   
A.O. Smith Corp. 17,646 1,232,573 
Allegion PLC 22,637 1,370,897 
Armstrong World Industries, Inc. (b) 8,983 347,462 
Fortune Brands Home & Security, Inc. 37,553 1,824,700 
Lennox International, Inc. 9,478 1,135,654 
Masco Corp. 81,738 2,157,066 
Owens Corning 28,017 1,294,105 
USG Corp. (a)(b) 21,531 385,190 
  9,747,647 
Commercial Services & Supplies - 1.4%   
ADT Corp. 40,726 1,204,675 
Cintas Corp. 21,230 1,824,082 
Clean Harbors, Inc. (a)(b) 13,900 615,909 
Copart, Inc. (b) 28,219 945,619 
Covanta Holding Corp. 26,919 380,635 
KAR Auction Services, Inc. 33,141 1,107,572 
Pitney Bowes, Inc. 47,460 929,267 
R.R. Donnelley & Sons Co. 49,591 692,786 
Republic Services, Inc. 56,905 2,486,749 
Rollins, Inc. 22,282 613,869 
Stericycle, Inc. (b) 20,099 2,418,915 
Tyco International Ltd. 99,189 3,411,110 
Waste Connections, Inc. 29,207 1,751,544 
  18,382,732 
Construction & Engineering - 0.4%   
AECOM (b) 35,610 977,138 
Chicago Bridge & Iron Co. NV (a) 23,082 896,043 
Fluor Corp. 34,684 1,556,965 
Jacobs Engineering Group, Inc. (b) 29,914 1,173,526 
KBR, Inc. 33,168 472,976 
Quanta Services, Inc. (b) 36,623 684,850 
  5,761,498 
Electrical Equipment - 0.8%   
Acuity Brands, Inc. 10,175 2,059,725 
AMETEK, Inc. 56,903 2,677,286 
Babcock & Wilcox Enterprises, Inc. (b) 12,630 260,810 
Hubbell, Inc. Class B 13,716 1,240,338 
Regal Beloit Corp. 10,515 591,048 
Rockwell Automation, Inc. 31,705 3,030,047 
SolarCity Corp. (a)(b) 13,614 485,339 
  10,344,593 
Industrial Conglomerates - 0.4%   
Carlisle Companies, Inc. 15,455 1,293,274 
Roper Technologies, Inc. 23,631 4,151,258 
  5,444,532 
Machinery - 3.1%   
AGCO Corp. 17,899 872,934 
Allison Transmission Holdings, Inc. 42,945 1,021,662 
Colfax Corp. (a)(b) 23,081 511,013 
Crane Co. 11,381 543,557 
Donaldson Co., Inc. (a) 32,186 907,001 
Dover Corp. 37,958 2,218,645 
Flowserve Corp. 31,922 1,233,466 
Graco, Inc. 13,778 1,001,385 
IDEX Corp. 18,196 1,319,392 
Ingersoll-Rand PLC 62,281 3,205,603 
ITT Corp. 21,152 686,382 
Joy Global, Inc. 22,929 228,602 
Kennametal, Inc. 18,197 322,087 
Lincoln Electric Holdings, Inc. 17,779 946,554 
Manitowoc Co., Inc. 31,284 492,410 
Middleby Corp. (b) 13,617 1,230,432 
Nordson Corp. 13,472 814,113 
Oshkosh Corp. 18,411 606,274 
PACCAR, Inc. 83,515 4,098,081 
Parker Hannifin Corp. 32,665 3,173,731 
Pentair PLC 42,348 1,995,438 
Snap-On, Inc. 13,625 2,201,255 
SPX Corp. 9,024 83,923 
SPX Flow, Inc. (b) 9,512 226,766 
Stanley Black & Decker, Inc. 36,149 3,410,297 
Terex Corp. 24,170 541,408 
Timken Co. 17,781 472,086 
Toro Co. 13,102 976,361 
Trinity Industries, Inc. 36,583 783,608 
Valmont Industries, Inc. 5,535 589,976 
WABCO Holdings, Inc. (b) 12,760 1,143,934 
Wabtec Corp. 22,849 1,461,194 
Xylem, Inc. 42,862 1,540,889 
  40,860,459 
Marine - 0.1%   
Kirby Corp. (b) 13,227 669,948 
Professional Services - 1.2%   
Dun & Bradstreet Corp. 8,548 841,294 
Equifax, Inc. 28,021 2,964,622 
IHS, Inc. Class A (b) 16,206 1,695,472 
Manpower, Inc. 17,467 1,333,605 
Nielsen Holdings PLC (a) 86,591 4,170,223 
Robert Half International, Inc. 31,980 1,399,765 
TransUnion Holding Co., Inc. 7,619 188,494 
Verisk Analytics, Inc. (b) 39,824 2,907,152 
  15,500,627 
Road & Rail - 0.6%   
AMERCO 1,679 615,605 
Avis Budget Group, Inc. (b) 23,740 623,650 
Genesee & Wyoming, Inc. Class A (b) 13,472 667,942 
Hertz Global Holdings, Inc. (b) 94,864 861,365 
J.B. Hunt Transport Services, Inc. 21,484 1,561,887 
Kansas City Southern 26,052 1,846,566 
Landstar System, Inc. 10,456 600,279 
Old Dominion Freight Lines, Inc. (b) 16,538 906,779 
Ryder System, Inc. 12,687 674,568 
  8,358,641 
Trading Companies & Distributors - 0.9%   
Air Lease Corp. Class A 24,323 626,560 
Fastenal Co. (a) 69,307 2,811,092 
GATX Corp. (a) 9,967 408,448 
HD Supply Holdings, Inc. (b) 40,609 1,066,798 
MSC Industrial Direct Co., Inc. Class A 11,167 723,733 
Now, Inc. (a)(b) 25,487 345,604 
United Rentals, Inc. (b) 23,035 1,103,607 
W.W. Grainger, Inc. (a) 14,789 2,908,848 
Watsco, Inc. 6,155 715,273 
WESCO International, Inc. (a)(b) 10,368 418,660 
  11,128,623 
Transportation Infrastructure - 0.1%   
Macquarie Infrastructure Co. LLC 16,229 1,088,317 
TOTAL INDUSTRIALS  163,628,879 
INFORMATION TECHNOLOGY - 14.4%   
Communications Equipment - 1.2%   
Arista Networks, Inc. (a)(b) 7,759 465,773 
Arris International PLC (b) 43,398 1,105,347 
Brocade Communications Systems, Inc. 98,439 785,543 
CommScope Holding Co., Inc. (b) 24,977 559,984 
EchoStar Holding Corp. Class A (b) 10,074 353,900 
F5 Networks, Inc. (b) 16,979 1,592,291 
Harris Corp. 28,967 2,519,260 
Juniper Networks, Inc. 93,403 2,204,311 
Lumentum Holdings, Inc. (b) 11,256 222,081 
Motorola Solutions, Inc. 41,701 2,784,376 
Palo Alto Networks, Inc. (b) 17,126 2,560,166 
Viavi Solutions, Inc. (b) 53,706 268,530 
  15,421,562 
Electronic Equipment & Components - 1.2%   
Amphenol Corp. Class A 72,727 3,605,077 
Arrow Electronics, Inc. (b) 22,805 1,176,738 
Avnet, Inc. 32,262 1,287,899 
CDW Corp. 30,860 1,186,567 
Cognex Corp. 20,053 646,709 
Dolby Laboratories, Inc. Class A 11,724 422,181 
Fitbit, Inc. (a) 9,530 158,198 
FLIR Systems, Inc. 32,916 962,464 
Ingram Micro, Inc. Class A 36,681 1,034,404 
IPG Photonics Corp. (b) 7,954 642,922 
Jabil Circuit, Inc. 45,601 907,916 
Keysight Technologies, Inc. (b) 39,665 928,161 
National Instruments Corp. 26,569 757,217 
Trimble Navigation Ltd. (b) 61,713 1,190,444 
Zebra Technologies Corp. Class A (b) 12,265 740,806 
  15,647,703 
Internet Software & Services - 1.2%   
Akamai Technologies, Inc. (b) 41,902 1,911,569 
CoStar Group, Inc. (b) 7,672 1,345,439 
GoDaddy, Inc. (b) 5,773 176,019 
IAC/InterActiveCorp 17,247 895,809 
LinkedIn Corp. Class A (b) 25,764 5,098,953 
Match Group, Inc. (a)(b) 8,476 106,374 
Pandora Media, Inc. (b) 49,898 485,009 
Rackspace Hosting, Inc. (b) 26,708 539,769 
Twitter, Inc. (b) 133,550 2,243,640 
VeriSign, Inc. (a)(b) 24,397 1,844,413 
Yelp, Inc. (b) 15,408 322,798 
Zillow Group, Inc.:   
Class A (a)(b) 9,853 213,515 
Class C (a)(b) 21,369 438,065 
  15,621,372 
IT Services - 3.4%   
Alliance Data Systems Corp. (b) 14,605 2,917,933 
Amdocs Ltd. 36,376 1,991,222 
Black Knight Financial Services, Inc. Class A (a) 5,028 151,695 
Booz Allen Hamilton Holding Corp. Class A 24,051 680,403 
Broadridge Financial Solutions, Inc. 28,356 1,518,747 
Computer Sciences Corp. 32,583 1,044,937 
CoreLogic, Inc. (b) 21,251 758,661 
CSRA, Inc. 32,665 874,769 
DST Systems, Inc. 8,152 859,302 
Fidelity National Information Services, Inc. 66,729 3,985,723 
First Data Corp. Class A (b) 41,366 553,063 
Fiserv, Inc. (b) 55,483 5,246,472 
FleetCor Technologies, Inc. (b) 21,673 2,662,311 
Gartner, Inc. Class A (b) 19,601 1,722,732 
Genpact Ltd. (b) 37,442 895,613 
Global Payments, Inc. 31,292 1,844,663 
Jack Henry & Associates, Inc. 19,123 1,552,405 
Leidos Holdings, Inc. 15,732 725,560 
Paychex, Inc. 76,261 3,649,851 
Sabre Corp. 26,983 691,035 
Square, Inc. (b) 7,358 64,530 
Teradata Corp. (a)(b) 31,446 765,396 
The Western Union Co. (a) 121,438 2,166,454 
Total System Services, Inc. 39,004 1,566,401 
Vantiv, Inc. (b) 33,903 1,595,136 
VeriFone Systems, Inc. (b) 26,905 629,308 
WEX, Inc. (b) 9,174 666,124 
Xerox Corp. 239,588 2,335,983 
  44,116,429 
Semiconductors & Semiconductor Equipment - 2.9%   
Analog Devices, Inc. 73,793 3,974,491 
Applied Materials, Inc. 270,397 4,772,507 
Atmel Corp. 98,607 794,772 
Cree, Inc. (a)(b) 24,321 681,718 
Cypress Semiconductor Corp. (a) 76,337 600,009 
First Solar, Inc. (b) 17,691 1,214,664 
KLA-Tencor Corp. 37,761 2,529,609 
Lam Research Corp. 37,349 2,681,285 
Linear Technology Corp. 56,325 2,406,767 
Marvell Technology Group Ltd. 106,727 944,534 
Maxim Integrated Products, Inc. 67,185 2,243,979 
Microchip Technology, Inc. (a) 49,228 2,205,907 
NVIDIA Corp. 126,676 3,710,340 
ON Semiconductor Corp. (b) 100,853 863,302 
Qorvo, Inc. (b) 33,480 1,325,808 
Skyworks Solutions, Inc. 45,018 3,102,641 
SunEdison, Inc. (a)(b) 64,091 200,605 
SunPower Corp. (a)(b) 12,582 320,086 
Teradyne, Inc. 50,396 979,194 
Xilinx, Inc. 60,945 3,063,705 
  38,615,923 
Software - 3.8%   
Activision Blizzard, Inc. 118,816 4,137,173 
ANSYS, Inc. (b) 21,124 1,862,926 
Autodesk, Inc. (b) 53,687 2,513,625 
CA Technologies, Inc. 70,342 2,020,926 
Cadence Design Systems, Inc. (b) 69,406 1,357,581 
CDK Global, Inc. 37,795 1,664,870 
Citrix Systems, Inc. (b) 37,812 2,664,234 
Electronic Arts, Inc. (b) 74,083 4,781,687 
FireEye, Inc. (a)(b) 31,742 447,245 
Fortinet, Inc. (b) 33,567 944,575 
Intuit, Inc. 64,883 6,196,975 
King Digital Entertainment PLC (a) 18,864 338,232 
NetSuite, Inc. (a)(b) 9,431 654,228 
Nuance Communications, Inc. (b) 59,283 1,045,159 
Parametric Technology Corp. (b) 27,069 801,513 
Red Hat, Inc. (b) 43,134 3,021,537 
ServiceNow, Inc. (b) 36,304 2,258,472 
SolarWinds, Inc. (b) 14,763 885,042 
Solera Holdings, Inc. 15,817 858,230 
Splunk, Inc. (b) 29,638 1,371,943 
SS&C Technologies Holdings, Inc. 19,324 1,242,340 
Symantec Corp. 160,109 3,176,563 
Synopsys, Inc. (b) 36,625 1,571,213 
Tableau Software, Inc. (b) 11,618 932,228 
Ultimate Software Group, Inc. (b) 6,684 1,173,911 
Workday, Inc. Class A (b) 25,000 1,575,250 
Zynga, Inc. (b) 176,612 434,466 
  49,932,144 
Technology Hardware, Storage & Peripherals - 0.7%   
3D Systems Corp. (a)(b) 25,164 201,564 
Lexmark International, Inc. Class A 14,042 396,125 
NCR Corp. (b) 31,340 668,796 
NetApp, Inc. 69,623 1,526,832 
SanDisk Corp. 48,937 3,459,846 
Western Digital Corp. 53,028 2,544,283 
  8,797,446 
TOTAL INFORMATION TECHNOLOGY  188,152,579 
MATERIALS - 5.1%   
Chemicals - 2.2%   
Airgas, Inc. 15,937 2,231,180 
Albemarle Corp. U.S. 26,568 1,398,540 
Ashland, Inc. 14,966 1,418,178 
Axalta Coating Systems (b) 23,211 552,654 
Cabot Corp. 14,592 588,641 
Celanese Corp. Class A 36,224 2,306,382 
CF Industries Holdings, Inc. 55,261 1,657,830 
Eastman Chemical Co. 35,157 2,151,960 
FMC Corp. 31,826 1,136,825 
Huntsman Corp. 48,189 415,871 
International Flavors & Fragrances, Inc. (a) 18,969 2,218,614 
NewMarket Corp. 2,011 762,712 
Platform Specialty Products Corp. (b) 31,508 240,406 
RPM International, Inc. 31,637 1,241,752 
Sherwin-Williams Co. 19,043 4,868,724 
The Mosaic Co. 81,788 1,971,091 
The Scotts Miracle-Gro Co. Class A 10,627 729,862 
Valspar Corp. 19,209 1,504,641 
W.R. Grace & Co. (b) 17,211 1,399,943 
Westlake Chemical Corp. 9,256 420,963 
  29,216,769 
Construction Materials - 0.4%   
Eagle Materials, Inc. 11,548 618,280 
Martin Marietta Materials, Inc. 15,840 1,989,187 
Vulcan Materials Co. 31,301 2,760,748 
  5,368,215 
Containers & Packaging - 1.4%   
Aptargroup, Inc. 14,708 1,072,213 
Avery Dennison Corp. 21,321 1,298,236 
Ball Corp. 32,609 2,179,259 
Bemis Co., Inc. 22,905 1,096,462 
Crown Holdings, Inc. (b) 32,917 1,510,232 
Graphic Packaging Holding Co. 77,385 879,094 
International Paper Co. 98,982 3,386,174 
Owens-Illinois, Inc. (b) 36,986 478,599 
Packaging Corp. of America 23,272 1,182,916 
Sealed Air Corp. 46,524 1,885,618 
Silgan Holdings, Inc. 9,344 494,017 
Sonoco Products Co. 23,748 938,283 
WestRock Co. 61,792 2,180,022 
  18,581,125 
Metals & Mining - 1.0%   
Alcoa, Inc. (a) 309,505 2,256,291 
Allegheny Technologies, Inc. (a) 26,341 247,079 
Compass Minerals International, Inc. (a) 7,758 580,686 
Freeport-McMoRan, Inc. (a) 269,147 1,238,076 
Newmont Mining Corp. 124,985 2,494,701 
Nucor Corp. 75,249 2,939,978 
Reliance Steel & Aluminum Co. 17,478 995,197 
Royal Gold, Inc. 15,366 457,753 
Steel Dynamics, Inc. 56,840 1,043,014 
Tahoe Resources, Inc. 37,332 289,937 
United States Steel Corp. (a) 33,696 235,872 
  12,778,584 
Paper & Forest Products - 0.1%   
Domtar Corp. 14,636 472,011 
TOTAL MATERIALS  66,416,704 
TELECOMMUNICATION SERVICES - 1.0%   
Diversified Telecommunication Services - 0.7%   
CenturyLink, Inc. 132,919 3,378,801 
Frontier Communications Corp. 277,589 1,263,030 
Level 3 Communications, Inc. (b) 68,098 3,323,863 
Zayo Group Holdings, Inc. (b) 33,788 845,376 
  8,811,070 
Wireless Telecommunication Services - 0.3%   
SBA Communications Corp. Class A (b) 30,553 3,033,302 
Sprint Corp. (a)(b) 170,949 516,266 
Telephone & Data Systems, Inc. 21,534 499,373 
U.S. Cellular Corp. (b) 3,073 115,668 
  4,164,609 
TOTAL TELECOMMUNICATION SERVICES  12,975,679 
UTILITIES - 6.7%   
Electric Utilities - 2.6%   
Edison International 76,576 4,732,397 
Entergy Corp. 42,393 2,992,098 
Eversource Energy 74,712 4,019,506 
FirstEnergy Corp. 99,599 3,292,743 
Great Plains Energy, Inc. 36,303 1,012,128 
Hawaiian Electric Industries, Inc. 25,376 759,250 
ITC Holdings Corp. 36,752 1,466,405 
OGE Energy Corp. 47,448 1,244,561 
Pepco Holdings, Inc. 59,792 1,595,251 
Pinnacle West Capital Corp. 26,157 1,734,471 
PPL Corp. 157,076 5,507,085 
Westar Energy, Inc. 33,481 1,458,432 
Xcel Energy, Inc. 119,080 4,551,238 
  34,365,565 
Gas Utilities - 0.5%   
AGL Resources, Inc. 28,242 1,795,062 
Atmos Energy Corp. 23,577 1,632,000 
National Fuel Gas Co. 19,976 905,512 
Questar Corp. 41,448 845,125 
UGI Corp. 40,888 1,390,192 
  6,567,891 
Independent Power and Renewable Electricity Producers - 0.3%   
Calpine Corp. (b) 88,362 1,352,822 
NRG Energy, Inc. 74,054 787,935 
Terraform Power, Inc. (a) 13,595 134,726 
The AES Corp. 161,293 1,532,284 
  3,807,767 
Multi-Utilities - 3.0%   
Alliant Energy Corp. 26,651 1,741,376 
Ameren Corp. 56,798 2,551,366 
Avangrid, Inc. (b) 13,300 511,385 
CenterPoint Energy, Inc. 101,389 1,811,821 
CMS Energy Corp. 64,858 2,521,679 
Consolidated Edison, Inc. 68,804 4,774,310 
DTE Energy Co. 42,085 3,577,646 
MDU Resources Group, Inc. 45,957 775,754 
NiSource, Inc. 75,063 1,577,074 
Public Service Enterprise Group, Inc. 118,866 4,909,166 
SCANA Corp. 33,667 2,119,338 
Sempra Energy 58,269 5,520,988 
TECO Energy, Inc. 55,619 1,508,387 
Vectren Corp. 19,536 817,386 
WEC Energy Group, Inc. 74,281 4,102,540 
  38,820,216 
Water Utilities - 0.3%   
American Water Works Co., Inc. 42,425 2,753,807 
Aqua America, Inc. 42,071 1,326,499 
  4,080,306 
TOTAL UTILITIES  87,641,745 
TOTAL COMMON STOCKS   
(Cost $1,343,554,672)  1,304,811,339 
 Principal Amount Value 
U.S. Treasury Obligations - 0.1%   
U.S. Treasury Bills, yield at date of purchase 0.2% 2/4/16 (c)   
(Cost $999,983) 1,000,000 999,985 
 Shares Value 
Money Market Funds - 7.8%   
Fidelity Cash Central Fund, 0.38% (d) 12,553,319 $12,553,319 
Fidelity Securities Lending Cash Central Fund, 0.42% (d)(e) 90,448,480 90,448,480 
TOTAL MONEY MARKET FUNDS   
(Cost $103,001,799)  103,001,799 
TOTAL INVESTMENT PORTFOLIO - 107.5%   
(Cost $1,447,556,454)  1,408,813,123 
NET OTHER ASSETS (LIABILITIES) - (7.5)%  (98,380,584) 
NET ASSETS - 100%  $1,310,432,539 

Futures Contracts    
 Expiration Date Underlying Face Amount at Value Unrealized Appreciation/(Depreciation) 
Purchased    
Equity Index Contracts    
42 CME E-mini S&P MidCap 400 Index Contracts (United States) March 2016 5,522,160 $220,145 

The face value of futures purchased as a percentage of Net Assets is 0.4%

Legend

 (a) Security or a portion of the security is on loan at period end.

 (b) Non-income producing

 (c) Security or a portion of the security was pledged to cover margin requirements for futures contracts. At period end, the value of securities pledged amounted to $794,988.

 (d) Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.

 (e) Investment made with cash collateral received from securities on loan.


Affiliated Central Funds

Information regarding fiscal year to date income earned by the Fund from investments in Fidelity Central Funds is as follows:

Fund Income earned 
Fidelity Cash Central Fund $13,582 
Fidelity Securities Lending Cash Central Fund 475,670 
Total $489,252 

Investment Valuation

The following is a summary of the inputs used, as of January 31, 2016, involving the Fund's assets and liabilities carried at fair value. The inputs or methodology used for valuing securities may not be an indication of the risk associated with investing in those securities. Additional information on valuation inputs, and their aggregation into the levels used below, is provided later in this section.

 Valuation Inputs at Reporting Date: 
Description Total Level 1 Level 2 Level 3 
Investments in Securities:     
Equities:     
Consumer Discretionary $214,902,178 $214,902,178 $-- $-- 
Consumer Staples 86,373,194 86,373,194 -- -- 
Energy 58,178,630 58,178,630 -- -- 
Financials 303,297,498 303,297,498 -- -- 
Health Care 123,244,253 123,244,253 -- -- 
Industrials 163,628,879 163,628,879 -- -- 
Information Technology 188,152,579 188,152,579 -- -- 
Materials 66,416,704 66,416,704 -- -- 
Telecommunication Services 12,975,679 12,975,679 -- -- 
Utilities 87,641,745 87,641,745 -- -- 
U.S. Government and Government Agency Obligations 999,985 -- 999,985 -- 
Money Market Funds 103,001,799 103,001,799 -- -- 
Total Investments in Securities: $1,408,813,123 $1,407,813,138 $999,985 $-- 
Derivative Instruments:     
Assets     
Futures Contracts $220,145 $220,145 $-- $-- 
Total Assets $220,145 $220,145 $-- $-- 
Total Derivative Instruments: $220,145 $220,145 $-- $-- 

Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. Security transactions are accounted for as of trade date. The Board of Trustees (the Board) has delegated the day to day responsibility for the valuation of the Fund's investments to the Fidelity Management & Research Company (FMR) Fair Value Committee (the Committee). In accordance with valuation policies and procedures approved by the Board, the Fund attempts to obtain prices from one or more third party pricing vendors or brokers to value its investments. When current market prices, quotations or currency exchange rates are not readily available or reliable, investments will be fair valued in good faith by the Committee, in accordance with procedures adopted by the Board. Factors used in determining fair value vary by investment type and may include market or investment specific events, changes in interest rates and credit quality. The frequency with which these procedures are used cannot be predicted and they may be utilized to a significant extent. The Committee oversees the Fund’s valuation policies and procedures and reports to the Board on the Committee's activities and fair value determinations. The Board monitors the appropriateness of the procedures used in valuing the Fund's investments and ratifies the fair value determinations of the Committee. The Fund categorizes the inputs to valuation techniques used to value its investments into a disclosure hierarchy consisting of three levels: Level 1 - quoted prices in active markets for identical investments: Level 2 - other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds etc.): Level 3 - unobservable inputs (including the Fund's own assumptions based on the best information available). Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy. Valuation techniques used to value the Fund's investments by major category are as follows:

Equity securities, including restricted securities, for which market quotations are readily available, are valued at the last reported sale price or official closing price as reported by a third party pricing vendor on the primary market or exchange on which they are traded and are categorized as Level 1 in the hierarchy. In the event there were no sales during the day or closing prices are not available, securities are valued at the last quoted bid price or may be valued using the last available price and are generally categorized as Level 2 in the hierarchy. For foreign equity securities, when market or security specific events arise, comparisons to the valuation of American Depositary Receipts (ADRs), futures contracts, Exchange-Traded Funds (ETFs) and certain indexes as well as quoted prices for similar securities may be used and would be categorized as Level 2 in the hierarchy. Utilizing these techniques may result in transfers between Level 1 and Level 2. For equity securities, including restricted securities, where observable inputs are limited, assumptions about market activity and risk are used and these securities may be categorized as Level 3 in the hierarchy.

Debt securities, including restricted securities, are valued based on evaluated prices received from third party pricing vendors or from brokers who make markets in such securities. U.S. government and government agency obligations are valued by pricing vendors who utilize matrix pricing which considers yield or price of bonds of comparable quality, coupon, maturity and type or by broker supplied prices.

When independent prices are unavailable or unreliable, debt securities may be valued utilizing pricing methodologies which consider similar factors that would be used by third party pricing vendors. Debt securities are generally categorized as Level 2 in the hierarchy but may be Level 3 depending on the circumstances.

Futures contracts are valued at the settlement price established each day by the board of trade or exchange on which they are traded and are categorized as Level 1 in the hierarchy.

Investments in open-end mutual funds, including the Fidelity Central Funds, are valued at their closing net asset value each business day and are categorized as Level 1 in the hierarchy.

Other Information

Income Tax Information

At January 31, 2016, the cost of investment securities for income tax purposes was $1,458,449,792. Net unrealized depreciation aggregated $49,636,669, of which $155,207,963 related to appreciated investment securities and $204,844,632 related to depreciated investment securities.

For additional information on the Fund's policy regarding valuation of investments and other significant accounting policies, please refer to the Fund's most recent semiannual or annual shareholder report.





The fund's schedule of investments as of the date on the cover of this report has not been audited. This report is provided for the general information of the fund's shareholders. For more information regarding the fund and its holdings, please see the fund's most recent prospectus and annual report.

Third party trademarks and service marks are the property of their respective owners. All other trademarks and service marks are the property of FMR LLC or an affiliate.

Quarterly Holdings Report
for

Spartan® Small Cap Index Fund

January 31, 2016







SSP-QTLY-0316
1.883103.104





Investments January 31, 2016 (Unaudited)

Showing Percentage of Net Assets

Common Stocks - 99.1%   
 Shares Value 
CONSUMER DISCRETIONARY - 13.8%   
Auto Components - 1.0%   
American Axle & Manufacturing Holdings, Inc. (a) 66,495 $852,466 
Cooper Tire & Rubber Co. 50,411 1,837,985 
Cooper-Standard Holding, Inc. (a)(b) 11,887 823,294 
Dana Holding Corp. 134,036 1,593,688 
Dorman Products, Inc. (a)(b) 23,412 1,013,740 
Drew Industries, Inc. 21,120 1,212,288 
Federal-Mogul Corp. Class A (a) 26,232 125,127 
Fox Factory Holding Corp. (a) 15,188 224,631 
Gentherm, Inc. (a) 31,473 1,259,235 
Horizon Global Corp. (a) 15,861 151,473 
Metaldyne Performance Group, Inc. 10,115 119,863 
Modine Manufacturing Co. (a) 42,642 273,762 
Motorcar Parts of America, Inc. (a) 15,599 536,138 
Standard Motor Products, Inc. 17,379 648,410 
Stoneridge, Inc. (a) 24,774 280,194 
Strattec Security Corp. 3,056 146,596 
Superior Industries International, Inc. 20,495 377,313 
Tenneco, Inc. (a) 50,636 1,934,802 
Tower International, Inc. 18,433 424,328 
  13,835,333 
Automobiles - 0.0%   
Winnebago Industries, Inc. (b) 23,412 412,285 
Distributors - 0.4%   
Core-Mark Holding Co., Inc. (b) 20,226 1,644,172 
Fenix Parts, Inc. (b) 11,249 56,245 
Pool Corp. 38,074 3,217,253 
VOXX International Corp. (a)(b) 17,706 75,959 
Weyco Group, Inc. 5,747 154,020 
  5,147,649 
Diversified Consumer Services - 1.1%   
2U, Inc. (a)(b) 23,048 465,339 
American Public Education, Inc. (a) 14,489 228,636 
Apollo Education Group, Inc.
Class A (non-vtg.)(a) 		82,634 656,114 
Ascent Capital Group, Inc. (a)(b) 11,676 132,990 
Bridgepoint Education, Inc. (a) 14,638 98,075 
Bright Horizons Family Solutions, Inc. (a) 32,659 2,291,682 
Cambium Learning Group, Inc. (a) 10,578 47,601 
Capella Education Co. 10,639 467,158 
Career Education Corp. (a) 59,597 171,639 
Carriage Services, Inc. 13,612 302,050 
Chegg, Inc. (a)(b) 67,408 390,966 
Collectors Universe, Inc. 6,428 98,027 
DeVry, Inc. (b) 55,785 1,110,122 
Grand Canyon Education, Inc. (a) 41,092 1,547,114 
Houghton Mifflin Harcourt Co. (a) 119,868 2,138,445 
K12, Inc. (a) 29,678 272,741 
Liberty Tax, Inc. 5,191 111,347 
LifeLock, Inc. (a)(b) 82,604 989,596 
Regis Corp. (a) 34,282 512,173 
Sotheby's Class A (Ltd. vtg.) (b) 54,461 1,279,289 
Strayer Education, Inc. (a) 9,543 509,501 
Universal Technical Institute, Inc. 17,478 66,941 
Weight Watchers International, Inc. (a)(b) 23,823 302,314 
  14,189,860 
Hotels, Restaurants & Leisure - 3.5%   
Belmond Ltd. Class A (a) 84,912 718,356 
Biglari Holdings, Inc. (a) 1,474 557,437 
BJ's Restaurants, Inc. (a) 18,812 806,847 
Bloomin' Brands, Inc. 108,534 1,916,710 
Bob Evans Farms, Inc. 18,369 752,027 
Bojangles', Inc. (a)(b) 7,295 105,923 
Boyd Gaming Corp. (a)(b) 69,933 1,245,507 
Bravo Brio Restaurant Group, Inc. (a) 13,279 114,332 
Buffalo Wild Wings, Inc. (a)(b) 16,631 2,532,901 
Caesars Acquisition Co. (a)(b) 40,794 244,764 
Caesars Entertainment Corp. (a)(b) 48,062 333,070 
Carrols Restaurant Group, Inc. (a) 31,430 419,905 
Churchill Downs, Inc. 11,191 1,545,925 
Chuy's Holdings, Inc. (a)(b) 14,293 488,678 
ClubCorp Holdings, Inc. 38,541 461,336 
Cracker Barrel Old Country Store, Inc. (b) 16,785 2,202,696 
Dave & Buster's Entertainment, Inc. (a) 19,976 724,530 
Del Frisco's Restaurant Group, Inc. (a) 20,655 327,175 
Denny's Corp. (a) 73,370 687,477 
Diamond Resorts International, Inc. (a)(b) 36,516 672,625 
DineEquity, Inc. 14,790 1,255,967 
El Pollo Loco Holdings, Inc. (a) 11,825 143,319 
Eldorado Resorts, Inc. (a) 24,599 253,862 
Empire Resorts, Inc. (a) 2,751 40,192 
Empire Resorts, Inc. rights 2/10/16 (a) 4,924 467 
Fiesta Restaurant Group, Inc. (a)(b) 23,487 854,927 
Fogo de Chao, Inc. (b) 4,498 64,052 
Habit Restaurants, Inc. Class A (a)(b) 10,103 207,415 
International Speedway Corp.
Class A 		24,407 833,255 
Interval Leisure Group, Inc. (b) 34,119 401,922 
Intrawest Resorts Holdings, Inc. (a) 15,880 133,551 
Isle of Capri Casinos, Inc. (a) 19,380 245,351 
J. Alexanders Holdings, Inc. (a) 12,202 115,065 
Jack in the Box, Inc. 30,371 2,358,004 
Jamba, Inc. (a)(b) 11,450 148,163 
Kona Grill, Inc. (a) 7,438 120,942 
Krispy Kreme Doughnuts, Inc. (a)(b) 56,795 832,615 
La Quinta Holdings, Inc. (a) 82,026 930,175 
Marcus Corp. 16,046 303,911 
Marriott Vacations Worldwide Corp. 22,643 1,118,338 
Monarch Casino & Resort, Inc. (a) 8,846 183,112 
Morgans Hotel Group Co. (a) 24,587 41,552 
Noodles & Co. (a)(b) 10,002 120,424 
Papa John's International, Inc. (b) 25,359 1,210,892 
Papa Murphy's Holdings, Inc. (a)(b) 7,554 71,687 
Penn National Gaming, Inc. (a) 69,964 988,591 
Pinnacle Entertainment, Inc. (a) 52,980 1,618,009 
Planet Fitness, Inc. (a)(b) 13,492 192,801 
Popeyes Louisiana Kitchen, Inc. (a) 20,254 1,248,254 
Potbelly Corp. (a)(b) 19,154 204,948 
Red Robin Gourmet Burgers, Inc. (a) 12,372 763,847 
Ruby Tuesday, Inc. (a)(b) 54,391 296,431 
Ruth's Hospitality Group, Inc. 30,275 491,969 
Scientific Games Corp. Class A (a)(b) 43,834 259,497 
SeaWorld Entertainment, Inc. (b) 59,856 1,140,855 
Shake Shack, Inc. Class A (b) 5,035 174,110 
Sonic Corp. (b) 43,028 1,264,163 
Speedway Motorsports, Inc. 10,328 194,889 
Texas Roadhouse, Inc. Class A 61,253 2,255,948 
The Cheesecake Factory, Inc. 42,644 2,059,705 
Vail Resorts, Inc. 31,826 3,978,250 
Wingstop, Inc. (b) 5,861 142,188 
Zoe's Kitchen, Inc. (a)(b) 16,818 467,204 
  46,589,040 
Household Durables - 1.2%   
Bassett Furniture Industries, Inc. 9,420 281,752 
Beazer Homes U.S.A., Inc. (a) 28,843 246,608 
CalAtlantic Group, Inc. 67,385 2,189,339 
Cavco Industries, Inc. (a) 7,752 650,083 
Century Communities, Inc. (a) 12,985 192,048 
CSS Industries, Inc. 8,139 227,973 
Ethan Allen Interiors, Inc. (b) 22,110 590,337 
Flexsteel Industries, Inc. 5,121 223,378 
Green Brick Partners, Inc. (a)(b) 18,988 111,649 
Helen of Troy Ltd. (a) 24,939 2,228,798 
Hooker Furniture Corp. 9,456 271,482 
Hovnanian Enterprises, Inc. Class A (a)(b) 105,073 161,812 
Installed Building Products, Inc. (a) 17,333 361,046 
iRobot Corp. (a)(b) 25,986 881,705 
KB Home (b) 71,446 775,904 
La-Z-Boy, Inc. 44,766 959,783 
LGI Homes, Inc. (a)(b) 12,225 268,461 
Libbey, Inc. 18,990 303,840 
Lifetime Brands, Inc. 9,250 110,815 
M.D.C. Holdings, Inc. 34,122 742,495 
M/I Homes, Inc. (a)(b) 21,523 385,692 
Meritage Homes Corp. (a) 34,728 1,146,371 
NACCO Industries, Inc. Class A 3,617 172,133 
New Home Co. LLC (a) 9,519 96,427 
Skullcandy, Inc. (a) 19,247 61,205 
Taylor Morrison Home Corp. (a) 28,908 348,341 
TRI Pointe Homes, Inc. (a)(b) 141,614 1,492,612 
Universal Electronics, Inc. (a) 13,167 660,325 
WCI Communities, Inc. (a) 13,478 282,229 
William Lyon Homes, Inc. (a)(b) 17,155 186,303 
Zagg, Inc. (a) 24,309 224,129 
  16,835,075 
Internet & Catalog Retail - 0.5%   
1-800-FLOWERS.com, Inc. Class A (a) 22,002 156,324 
Blue Nile, Inc. (a)(b) 10,293 358,093 
Duluth Holdings, Inc. 6,474 106,886 
Etsy, Inc. 17,562 136,281 
EVINE Live, Inc. (a) 39,702 48,436 
FTD Companies, Inc. (a)(b) 15,926 393,372 
HSN, Inc. 28,470 1,339,798 
Lands' End, Inc. (a)(b) 14,363 312,826 
Liberty TripAdvisor Holdings, Inc. (a) 65,529 1,463,263 
NutriSystem, Inc. 25,187 498,954 
Overstock.com, Inc. (a) 10,575 125,420 
PetMed Express, Inc. (b) 17,704 319,026 
Shutterfly, Inc. (a)(b) 31,401 1,307,852 
Wayfair LLC Class A (a)(b) 17,580 794,616 
  7,361,147 
Leisure Products - 0.3%   
Arctic Cat, Inc. 11,451 140,962 
Black Diamond, Inc. (a) 18,918 85,888 
Callaway Golf Co. 67,827 590,773 
Escalade, Inc. 8,827 106,807 
JAKKS Pacific, Inc. (a)(b) 16,818 125,294 
Johnson Outdoors, Inc. Class A 4,193 90,150 
Malibu Boats, Inc. Class A (a) 15,810 206,637 
Marine Products Corp. 9,491 74,030 
MCBC Holdings, Inc. (a) 6,029 76,086 
Nautilus, Inc. (a) 27,256 530,947 
Performance Sports Group Ltd. (a) 39,839 284,381 
Smith & Wesson Holding Corp. (a) 47,139 1,016,317 
Sturm, Ruger & Co., Inc. (b) 16,398 965,022 
  4,293,294 
Media - 1.7%   
AMC Entertainment Holdings, Inc. Class A 18,587 405,197 
Carmike Cinemas, Inc. (a) 21,396 474,563 
Central European Media Enterprises Ltd.
Class A(a)(b) 		64,824 167,246 
Crown Media Holdings, Inc. Class A (a) 30,252 135,831 
Cumulus Media, Inc. Class A (a) 113,172 29,685 
Daily Journal Corp. (a)(b) 957 184,242 
DreamWorks Animation SKG, Inc. Class A (a)(b) 66,525 1,705,701 
E.W. Scripps Co. Class A 51,843 983,980 
Entercom Communications Corp. Class A (a) 22,458 235,584 
Entravision Communication Corp. Class A 55,457 413,709 
Eros International PLC (a)(b) 24,636 216,550 
Global Eagle Entertainment, Inc. (a)(b) 41,090 415,009 
Gray Television, Inc. (a) 55,373 728,155 
Harte-Hanks, Inc. 42,585 145,641 
Hemisphere Media Group, Inc. (a)(b) 8,766 126,230 
IMAX Corp. (a) 52,935 1,644,161 
Journal Media Group, Inc. 21,119 253,850 
Loral Space & Communications Ltd. (a) 11,414 394,354 
MDC Partners, Inc. Class A (sub. vtg.) 38,082 744,122 
Media General, Inc. (a)(b) 83,915 1,362,780 
Meredith Corp. (b) 32,195 1,362,170 
National CineMedia, Inc. 53,748 840,619 
New Media Investment Group, Inc. 38,855 672,969 
Nexstar Broadcasting Group, Inc. Class A 27,440 1,240,562 
Reading International, Inc. Class A (a) 14,554 158,056 
Rentrak Corp. (a)(b) 11,031 490,549 
Saga Communications, Inc. Class A 3,196 133,944 
Scholastic Corp. 23,353 801,708 
SFX Entertainment, Inc. (a)(b) 35,690 4,640 
Sinclair Broadcast Group, Inc. Class A (b) 58,039 1,915,287 
Sizmek, Inc. (a) 17,786 60,650 
The New York Times Co. Class A 120,371 1,591,305 
Time, Inc. 95,963 1,439,445 
Townsquare Media, Inc. (a) 6,586 61,908 
Tribune Publishing Co. 23,083 215,595 
World Wrestling Entertainment, Inc. Class A (b) 26,159 468,246 
  22,224,243 
Multiline Retail - 0.5%   
Big Lots, Inc. (b) 43,397 1,682,936 
Burlington Stores, Inc. (a) 66,037 3,548,168 
Fred's, Inc. Class A 32,329 533,429 
Ollie's Bargain Outlet Holdings, Inc. (a)(b) 8,872 198,289 
Tuesday Morning Corp. (a)(b) 38,563 214,796 
  6,177,618 
Specialty Retail - 2.7%   
Abercrombie & Fitch Co. Class A (b) 60,917 1,598,462 
America's Car Mart, Inc. (a) 7,486 175,622 
American Eagle Outfitters, Inc. (b) 171,149 2,505,621 
Asbury Automotive Group, Inc. (a) 22,244 1,047,248 
Ascena Retail Group, Inc. (a) 150,399 1,109,945 
Barnes & Noble Education, Inc. (a) 27,866 307,083 
Barnes & Noble, Inc. 44,093 386,696 
bebe stores, Inc. (b) 21,338 8,241 
Big 5 Sporting Goods Corp. 15,910 193,625 
Boot Barn Holdings, Inc. (a)(b) 10,549 64,138 
Build-A-Bear Workshop, Inc. (a) 12,389 162,048 
Caleres, Inc. 38,350 1,030,848 
Chico's FAS, Inc. 125,512 1,304,070 
Christopher & Banks Corp. (a)(b) 30,797 53,279 
Citi Trends, Inc. 13,624 281,472 
Conn's, Inc. (a)(b) 22,956 282,818 
Destination XL Group, Inc. (a)(b) 31,569 135,747 
Express, Inc. (a) 73,999 1,255,023 
Finish Line, Inc. Class A 40,332 763,888 
Five Below, Inc. (a)(b) 47,687 1,680,013 
Francesca's Holdings Corp. (a) 37,066 675,713 
Genesco, Inc. (a) 19,342 1,279,280 
Group 1 Automotive, Inc. 20,445 1,096,874 
Guess?, Inc. (b) 54,201 1,004,887 
Haverty Furniture Companies, Inc. 17,847 338,201 
Hibbett Sports, Inc. (a)(b) 20,829 669,861 
Kirkland's, Inc. 15,170 179,461 
Lithia Motors, Inc. Class A (sub. vtg.) 19,951 1,527,648 
Lumber Liquidators Holdings, Inc. (a)(b) 23,582 304,444 
MarineMax, Inc. (a) 22,231 375,926 
Mattress Firm Holding Corp. (a)(b) 17,965 655,723 
Monro Muffler Brake, Inc. (b) 27,850 1,831,138 
Outerwall, Inc. (b) 15,417 521,095 
Party City Holdco, Inc. 22,148 213,285 
Pier 1 Imports, Inc. 76,617 308,000 
Rent-A-Center, Inc. (b) 46,402 631,995 
Restoration Hardware Holdings, Inc. (a)(b) 29,244 1,802,015 
Select Comfort Corp. (a) 45,802 964,590 
Shoe Carnival, Inc. 13,044 302,490 
Sonic Automotive, Inc. Class A (sub. vtg.) 28,820 493,398 
Sportsman's Warehouse Holdings, Inc. (a) 15,625 204,844 
Stage Stores, Inc. (b) 27,790 230,657 
Stein Mart, Inc. 25,300 186,208 
Systemax, Inc. (a) 9,336 79,356 
The Buckle, Inc. (b) 24,645 700,411 
The Cato Corp. Class A (sub. vtg.) 23,021 928,437 
The Children's Place Retail Stores, Inc. (b) 18,045 1,174,730 
The Container Store Group, Inc. (a)(b) 13,073 56,475 
The Men's Wearhouse, Inc. 41,744 572,310 
The Pep Boys - Manny, Moe & Jack (a)(b) 47,051 869,973 
Tile Shop Holdings, Inc. (a) 23,581 356,309 
Tilly's, Inc. (a) 9,305 60,389 
Vitamin Shoppe, Inc. (a)(b) 26,048 792,641 
West Marine, Inc. (a) 15,373 127,135 
Winmark Corp. 1,918 180,982 
Zumiez, Inc. (a)(b) 17,432 315,694 
  36,358,462 
Textiles, Apparel & Luxury Goods - 0.9%   
Cherokee, Inc. (a) 7,533 123,391 
Columbia Sportswear Co. (b) 25,127 1,386,508 
Crocs, Inc. (a)(b) 67,480 621,491 
Culp, Inc. 9,048 229,095 
Deckers Outdoor Corp. (a)(b) 28,634 1,416,238 
G-III Apparel Group Ltd. (a) 34,941 1,724,688 
Iconix Brand Group, Inc. (a)(b) 41,839 277,811 
Movado Group, Inc. 13,940 358,258 
Oxford Industries, Inc. 12,836 896,723 
Perry Ellis International, Inc. (a) 10,711 203,616 
Sequential Brands Group, Inc. (a) 31,558 203,234 
Steven Madden Ltd. (a) 49,265 1,590,767 
Superior Uniform Group, Inc. 6,507 116,020 
Tumi Holdings, Inc. (a)(b) 49,144 849,700 
Unifi, Inc. (a) 13,030 311,026 
Vera Bradley, Inc. (a) 18,451 272,706 
Vince Holding Corp. (a)(b) 12,841 66,388 
Wolverine World Wide, Inc. 90,392 1,528,529 
  12,176,189 
TOTAL CONSUMER DISCRETIONARY  185,600,195 
CONSUMER STAPLES - 3.5%   
Beverages - 0.2%   
Boston Beer Co., Inc. Class A (a)(b) 7,967 1,428,085 
Castle Brands, Inc. (a)(b) 55,044 62,750 
Coca-Cola Bottling Co. Consolidated 4,084 718,376 
Craft Brew Alliance, Inc. (a)(b) 9,215 78,973 
MGP Ingredients, Inc. 8,854 198,153 
National Beverage Corp. (a) 9,926 410,341 
  2,896,678 
Food & Staples Retailing - 0.9%   
Andersons, Inc. 24,830 727,767 
Casey's General Stores, Inc. 34,015 4,106,971 
Chefs' Warehouse Holdings (a)(b) 16,572 217,922 
Fairway Group Holdings Corp. (a)(b) 14,794 5,622 
Fresh Market, Inc. (a)(b) 37,772 723,712 
Ingles Markets, Inc. Class A 11,649 446,856 
Natural Grocers by Vitamin Cottage, Inc. (a)(b) 7,898 142,243 
Performance Food Group Co. (b) 14,615 341,991 
PriceSmart, Inc. (b) 17,043 1,304,812 
Smart & Final Stores, Inc. (a) 21,328 342,954 
SpartanNash Co. 32,868 674,451 
SUPERVALU, Inc. (a) 229,622 1,044,780 
United Natural Foods, Inc. (a)(b) 43,861 1,536,012 
Village Super Market, Inc. Class A 6,284 165,018 
Weis Markets, Inc. 9,664 392,552 
  12,173,663 
Food Products - 1.8%   
Alico, Inc. 3,409 103,531 
Amplify Snack Brands, Inc. 13,154 142,063 
Arcadia Biosciences, Inc. 5,831 17,201 
B&G Foods, Inc. Class A (b) 50,754 1,848,461 
Cal-Maine Foods, Inc. (b) 27,436 1,384,695 
Calavo Growers, Inc. (b) 12,908 667,989 
Darling International, Inc. (a) 144,824 1,301,968 
Dean Foods Co. (b) 82,636 1,651,067 
Diamond Foods, Inc. (a) 23,070 846,669 
Farmer Brothers Co. (a)(b) 6,658 185,558 
Fresh Del Monte Produce, Inc. 29,141 1,189,244 
Freshpet, Inc. (a)(b) 18,272 108,536 
Inventure Foods, Inc. (a) 16,249 91,319 
J&J Snack Foods Corp. 13,039 1,407,951 
John B. Sanfilippo & Son, Inc. 7,235 434,028 
Lancaster Colony Corp. 16,219 1,649,148 
Landec Corp. (a) 24,815 298,524 
Lifeway Foods, Inc. (a) 3,943 50,549 
Limoneira Co. (b) 10,155 127,750 
Omega Protein Corp. (a) 18,918 427,358 
Post Holdings, Inc. (a) 53,948 3,155,958 
Sanderson Farms, Inc. (b) 19,637 1,594,917 
Seaboard Corp. (a) 228 655,956 
Seneca Foods Corp. Class A (a) 6,481 179,070 
Snyders-Lance, Inc. (b) 42,786 1,350,754 
Tootsie Roll Industries, Inc. (b) 16,405 538,412 
TreeHouse Foods, Inc. (a)(b) 37,552 2,980,127 
  24,388,803 
Household Products - 0.2%   
Central Garden & Pet Co. Class A (non-vtg.) (a) 36,826 508,935 
HRG Group, Inc. (a) 68,433 830,777 
Oil-Dri Corp. of America 4,198 157,425 
Orchids Paper Products Co. 8,101 238,980 
WD-40 Co. 12,763 1,318,418 
  3,054,535 
Personal Products - 0.2%   
Elizabeth Arden, Inc. (a)(b) 22,955 183,640 
Inter Parfums, Inc. 14,853 398,803 
MediFast, Inc. 9,377 272,214 
Natural Health Trends Corp. (b) 6,865 136,957 
Nature's Sunshine Products, Inc. 9,408 80,721 
Nutraceutical International Corp. (a) 7,235 171,470 
Revlon, Inc. (a) 10,578 314,484 
Synutra International, Inc. (a)(b) 17,969 89,126 
USANA Health Sciences, Inc. (a) 4,946 627,647 
  2,275,062 
Tobacco - 0.2%   
Universal Corp. 19,779 1,082,505 
Vector Group Ltd. 75,029 1,749,676 
  2,832,181 
TOTAL CONSUMER STAPLES  47,620,922 
ENERGY - 2.5%   
Energy Equipment & Services - 0.8%   
Archrock, Inc. (a) 61,213 367,278 
Atwood Oceanics, Inc. (b) 56,979 349,281 
Basic Energy Services, Inc. (a)(b) 36,060 82,938 
Bristow Group, Inc. (b) 30,605 711,872 
C&J Energy Services Ltd. (a)(b) 49,219 121,079 
Carbo Ceramics, Inc. (b) 17,254 285,554 
Era Group, Inc. (a) 18,212 167,186 
Exterran Corp. (a) 30,351 501,399 
Fairmount Santrol Holidings, Inc. (a)(b) 56,362 138,087 
Forum Energy Technologies, Inc. (a) 52,400 587,404 
Geospace Technologies Corp. (a)(b) 11,170 120,748 
Gulfmark Offshore, Inc. Class A (a)(b) 21,238 80,492 
Helix Energy Solutions Group, Inc. (a) 93,243 375,769 
Hornbeck Offshore Services, Inc. (a)(b) 27,407 222,819 
Independence Contract Drilling, Inc. (a)(b) 14,354 58,134 
ION Geophysical Corp. (a)(b) 116,962 52,621 
Key Energy Services, Inc. (a)(b) 110,140 35,322 
Matrix Service Co. (a) 23,424 444,119 
McDermott International, Inc. (a)(b) 209,511 578,250 
Natural Gas Services Group, Inc. (a) 11,288 213,569 
Newpark Resources, Inc. (a) 74,267 361,680 
Nordic American Offshore Ltd. (b) 17,144 69,433 
North Atlantic Drilling Ltd. (a)(b) 5,362 9,705 
Oil States International, Inc. (a) 45,002 1,270,406 
Parker Drilling Co. (a) 104,048 142,546 
PHI, Inc. (non-vtg.) (a) 11,078 200,844 
Pioneer Energy Services Corp. (a) 57,393 78,628 
RigNet, Inc. (a)(b) 10,291 150,146 
SEACOR Holdings, Inc. (a)(b) 15,912 732,111 
Seventy Seven Energy, Inc. (a)(b) 46,519 19,938 
Tesco Corp. 36,445 247,826 
TETRA Technologies, Inc. (a) 69,272 428,794 
Tidewater, Inc. (b) 41,501 220,370 
U.S. Silica Holdings, Inc. (b) 46,862 873,976 
Unit Corp. (a) 43,722 456,020 
  10,756,344 
Oil, Gas & Consumable Fuels - 1.7%   
Abraxas Petroleum Corp. (a) 83,322 94,987 
Adams Resources & Energy, Inc. 1,752 58,990 
Alon U.S.A. Energy, Inc. (b) 27,220 342,428 
Approach Resources, Inc. (a)(b) 28,512 36,780 
Ardmore Shipping Corp. 15,782 160,187 
Bill Barrett Corp. (a)(b) 43,986 162,748 
Bonanza Creek Energy, Inc. (a)(b) 42,225 120,341 
Callon Petroleum Co. (a) 70,451 482,589 
Carrizo Oil & Gas, Inc. (a) 51,152 1,387,754 
Clayton Williams Energy, Inc. (a)(b) 5,229 89,834 
Clean Energy Fuels Corp. (a)(b) 63,479 170,124 
Cloud Peak Energy, Inc. (a)(b) 50,695 76,043 
Contango Oil & Gas Co. (a) 15,424 98,868 
Delek U.S. Holdings, Inc. 50,345 856,872 
DHT Holdings, Inc. 80,548 465,567 
Dorian Lpg Ltd. (a)(b) 22,568 238,769 
Earthstone Energy, Inc. (a) 878 10,773 
Eclipse Resources Corp. (a)(b) 39,930 48,315 
Energy Fuels, Inc. (a) 39,439 92,904 
Energy XXI (Bermuda) Ltd. (b) 78,234 67,837 
Erin Energy Corp. (a)(b) 11,499 30,472 
Evolution Petroleum Corp. 21,987 102,459 
EXCO Resources, Inc. (a)(b) 138,414 164,713 
Frontline Ltd. (NY Shares) (b) 209,356 456,396 
GasLog Ltd. (b) 36,923 275,815 
Gastar Exploration, Inc. (a)(b) 69,944 83,233 
Gener8 Maritime, Inc. (a) 14,338 96,495 
Green Plains, Inc. 32,979 624,952 
Halcon Resources Corp. (a) 60,687 33,378 
Hallador Energy Co. (b) 8,991 44,775 
Isramco, Inc. (a)(b) 796 63,083 
Jones Energy, Inc. (a)(b) 24,023 50,689 
Magnum Hunter Resources Corp. warrants 4/16/16 (a) 5,763 0 
Matador Resources Co. (a)(b) 64,287 1,030,521 
Navios Maritime Acquisition Corp. (b) 73,430 167,420 
Nordic American Tanker Shipping Ltd. (b) 78,247 994,519 
Northern Oil & Gas, Inc. (a)(b) 52,867 174,461 
Oasis Petroleum, Inc. (a)(b) 122,181 653,668 
Pacific Ethanol, Inc. (a)(b) 26,537 92,614 
Panhandle Royalty Co. Class A 15,113 218,081 
Par Petroleum Corp. (a)(b) 13,957 333,851 
Parsley Energy, Inc. Class A (a) 87,690 1,688,909 
PDC Energy, Inc. (a)(b) 35,113 1,996,876 
Peabody Energy Corp. (b) 15,175 67,529 
Renewable Energy Group, Inc. (a) 38,468 266,583 
Rex American Resources Corp. (a)(b) 5,209 278,317 
Rex Energy Corp. (a)(b) 40,825 30,341 
Ring Energy, Inc. (a)(b) 21,623 119,575 
RSP Permian, Inc. (a)(b) 57,616 1,356,857 
Sanchez Energy Corp. (a)(b) 45,210 163,660 
Scorpio Tankers, Inc. 157,133 958,511 
SemGroup Corp. Class A 38,522 852,877 
Ship Finance International Ltd. (NY Shares) (b) 52,125 697,954 
Solazyme, Inc. (a)(b) 70,764 116,761 
Stone Energy Corp. (a)(b) 50,370 155,140 
Synergy Resources Corp. (a)(b) 91,326 579,007 
Teekay Tankers Ltd. 82,500 377,025 
TransAtlantic Petroleum Ltd. (a) 18,390 17,518 
Triangle Petroleum Corp. (a)(b) 36,074 16,370 
Ultra Petroleum Corp. (a)(b) 133,189 301,007 
Uranium Energy Corp. (a)(b) 89,433 85,462 
W&T Offshore, Inc. (a)(b) 31,534 61,491 
Western Refining, Inc. 62,341 2,051,019 
Westmoreland Coal Co. (a)(b) 14,875 83,003 
  23,076,097 
TOTAL ENERGY  33,832,441 
FINANCIALS - 26.1%   
Banks - 9.3%   
1st Source Corp. 14,220 429,728 
Access National Corp. 6,359 119,613 
Allegiance Bancshares, Inc. (a) 2,628 48,749 
American National Bankshares, Inc. 7,632 190,800 
Ameris Bancorp 28,194 815,652 
Ames National Corp. 8,208 205,036 
Arrow Financial Corp. 9,933 273,356 
Banc of California, Inc. 31,583 476,903 
BancFirst Corp. 6,390 357,457 
Banco Latinoamericano de Comercio Exterior SA Series E 26,115 609,002 
Bancorp, Inc., Delaware (a) 28,443 127,994 
BancorpSouth, Inc. 84,509 1,764,548 
Bank of Marin Bancorp 5,137 277,295 
Bank of the Ozarks, Inc. 68,307 3,028,732 
Banner Corp. 18,271 758,247 
Bar Harbor Bankshares 5,231 181,516 
BBCN Bancorp, Inc. 69,715 1,059,668 
Berkshire Hills Bancorp, Inc. 25,806 716,891 
Blue Hills Bancorp, Inc. 24,512 360,326 
BNC Bancorp 26,202 608,410 
Boston Private Financial Holdings, Inc. 72,584 751,244 
Bridge Bancorp, Inc. 12,968 377,498 
Bryn Mawr Bank Corp. 15,504 406,670 
C1 Financial, Inc. (a) 5,144 122,942 
Camden National Corp. 6,549 274,862 
Capital Bank Financial Corp. Series A (b) 18,630 567,284 
Capital City Bank Group, Inc. 9,698 137,227 
Cardinal Financial Corp. 28,356 540,749 
Cascade Bancorp (a) 27,634 149,224 
Cathay General Bancorp 69,953 1,958,684 
Centerstate Banks of Florida, Inc. 39,746 563,996 
Central Pacific Financial Corp. 20,150 422,143 
Century Bancorp, Inc. Class A (non-vtg.) 2,962 119,961 
Chemical Financial Corp. 29,522 940,571 
Citizens & Northern Corp. 10,725 216,109 
City Holding Co. 13,259 589,495 
CNB Financial Corp., Pennsylvania 12,457 226,593 
CoBiz, Inc. 31,502 346,207 
Columbia Banking Systems, Inc. 50,462 1,495,189 
Community Bank System, Inc. 37,293 1,403,709 
Community Trust Bancorp, Inc. 13,647 475,461 
CommunityOne Bancorp (a) 10,750 141,470 
ConnectOne Bancorp, Inc. 26,104 434,110 
CU Bancorp (a) 14,701 335,918 
Customers Bancorp, Inc. (a) 23,418 587,792 
CVB Financial Corp. 92,954 1,423,126 
Eagle Bancorp, Inc. (a) 26,209 1,238,113 
Enterprise Bancorp, Inc. 6,741 159,694 
Enterprise Financial Services Corp. 17,302 491,204 
Equity Bancshares, Inc. 1,911 42,042 
Farmers Capital Bank Corp. 6,467 174,544 
FCB Financial Holdings, Inc. Class A (a) 24,476 822,883 
Fidelity Southern Corp. 15,647 247,223 
Financial Institutions, Inc. 12,283 337,168 
First Bancorp, North Carolina 17,525 328,594 
First Bancorp, Puerto Rico (a) 102,045 265,317 
First Busey Corp. 21,091 388,707 
First Business Finance Services, Inc. 7,544 173,210 
First Citizen Bancshares, Inc. 6,742 1,658,937 
First Commonwealth Financial Corp. 79,024 689,880 
First Community Bancshares, Inc. 14,680 272,314 
First Connecticut Bancorp, Inc. 14,961 243,415 
First Financial Bancorp, Ohio 53,685 858,960 
First Financial Bankshares, Inc. (b) 56,168 1,467,108 
First Financial Corp., Indiana 9,558 315,892 
First Interstate Bancsystem, Inc. 17,008 458,366 
First Merchants Corp. 35,400 809,244 
First Midwest Bancorp, Inc., Delaware 67,921 1,183,863 
First NBC Bank Holding Co. (a) 13,349 419,025 
First of Long Island Corp. 10,740 311,782 
FirstMerit Corp. 145,170 2,813,395 
Flushing Financial Corp. 25,681 564,982 
FNB Corp., Pennsylvania 152,443 1,836,938 
Franklin Financial Network, Inc. 4,654 129,474 
Fulton Financial Corp. 154,448 1,984,657 
German American Bancorp, Inc. 11,522 366,630 
Glacier Bancorp, Inc. 66,142 1,560,290 
Great Southern Bancorp, Inc. 9,062 359,490 
Great Western Bancorp, Inc. 36,183 945,100 
Green Bancorp, Inc. (a) 12,272 90,322 
Guaranty Bancorp 13,093 206,346 
Hampton Roads Bankshares, Inc. (a) 32,853 59,464 
Hancock Holding Co. 68,194 1,633,928 
Hanmi Financial Corp. 27,885 605,105 
Heartland Financial U.S.A., Inc. 16,554 495,792 
Heritage Commerce Corp. 22,105 216,850 
Heritage Financial Corp., Washington 26,345 477,108 
Heritage Oaks Bancorp 19,981 153,854 
Hilltop Holdings, Inc. (a) 66,799 1,066,780 
Home Bancshares, Inc. 49,962 1,934,029 
HomeTrust Bancshares, Inc. (a) 16,646 307,951 
Horizon Bancorp Industries 10,226 262,501 
IBERIABANK Corp. 33,434 1,599,817 
Independent Bank Corp. 19,918 301,559 
Independent Bank Corp., Massachusetts 22,907 1,047,079 
Independent Bank Group, Inc. 8,880 265,601 
International Bancshares Corp. 47,307 1,097,049 
Investors Bancorp, Inc. 304,256 3,556,753 
Lakeland Bancorp, Inc. 33,527 375,838 
Lakeland Financial Corp. 14,585 638,677 
LegacyTexas Financial Group, Inc. 41,754 815,456 
Live Oak Bancshares, Inc. (b) 3,937 56,063 
MainSource Financial Group, Inc. 18,959 420,511 
MB Financial, Inc. 65,706 2,044,771 
Mercantile Bank Corp. 14,766 330,020 
Merchants Bancshares, Inc. 4,358 126,861 
Metro Bancorp, Inc. 10,375 295,895 
MidWestOne Financial Group, Inc. 6,979 196,459 
National Bank Holdings Corp. 26,200 515,878 
National Bankshares, Inc. (b) 6,091 210,688 
National Commerce Corp. (b) 5,299 121,877 
National Penn Bancshares, Inc. 122,514 1,396,660 
NBT Bancorp, Inc. 38,749 1,003,599 
NewBridge Bancorp 31,273 354,010 
OFG Bancorp 39,086 219,663 
Old National Bancorp, Indiana (b) 101,772 1,253,831 
Old Second Bancorp, Inc. (a) 25,605 182,052 
Opus Bank 9,032 297,966 
Pacific Continental Corp. 17,008 274,509 
Pacific Premier Bancorp, Inc. (a) 18,747 384,876 
Park National Corp. 11,365 1,001,370 
Park Sterling Corp. 44,394 324,964 
Peapack-Gladstone Financial Corp. 13,445 289,874 
Penns Woods Bancorp, Inc. 4,193 164,953 
People's Utah Bancorp 2,596 40,134 
Peoples Bancorp, Inc. 16,071 275,778 
Peoples Financial Services Corp. (b) 6,625 245,125 
Pinnacle Financial Partners, Inc. 31,394 1,564,991 
Preferred Bank, Los Angeles 10,345 336,213 
PrivateBancorp, Inc. 68,838 2,590,374 
Prosperity Bancshares, Inc. 61,366 2,601,918 
QCR Holdings, Inc. 10,163 233,342 
Renasant Corp. 35,133 1,115,473 
Republic Bancorp, Inc., Kentucky Class A 9,173 245,011 
S&T Bancorp, Inc. 30,469 822,968 
Sandy Spring Bancorp, Inc. 21,535 572,831 
Seacoast Banking Corp., Florida (a) 20,642 305,914 
ServisFirst Bancshares, Inc. 19,548 783,288 
Sierra Bancorp 11,500 209,300 
Simmons First National Corp. Class A 26,154 1,158,884 
South State Corp. 21,155 1,414,212 
Southside Bancshares, Inc. 22,301 502,442 
Southwest Bancorp, Inc., Oklahoma 16,608 278,018 
State Bank Financial Corp. 31,279 602,434 
Sterling Bancorp 104,692 1,644,711 
Stock Yards Bancorp, Inc. 13,060 510,385 
Stonegate Bank 9,661 305,964 
Suffolk Bancorp 10,276 287,625 
Sun Bancorp, Inc. (a) 9,372 196,625 
Talmer Bancorp, Inc. Class A 44,552 715,505 
Texas Capital Bancshares, Inc. (a)(b) 40,117 1,432,177 
The First Bancorp, Inc. 10,998 210,172 
Tompkins Financial Corp. 13,042 730,613 
TowneBank 39,826 759,482 
Trico Bancshares 20,372 519,690 
TriState Capital Holdings, Inc. (a) 19,599 233,228 
Triumph Bancorp, Inc. (a) 13,106 185,188 
Trustmark Corp. (b) 58,697 1,270,203 
UMB Financial Corp. 34,440 1,615,236 
Umpqua Holdings Corp. 192,721 2,790,600 
Union Bankshares Corp. 39,401 905,041 
United Bankshares, Inc., West Virginia (b) 60,671 2,037,332 
United Community Bank, Inc. 46,434 838,598 
Univest Corp. of Pennsylvania 16,991 334,383 
Valley National Bancorp (b) 202,916 1,785,661 
Washington Trust Bancorp, Inc. 12,960 511,402 
Webster Financial Corp. 79,478 2,636,285 
WesBanco, Inc. 33,676 977,278 
West Bancorp., Inc. 14,264 256,752 
Westamerica Bancorp. (b) 22,334 975,326 
Western Alliance Bancorp. (a) 75,259 2,451,938 
Wilshire Bancorp, Inc. 61,910 655,627 
Wintrust Financial Corp. 41,510 1,747,156 
Yadkin Financial Corp. 22,152 514,812 
  125,945,452 
Capital Markets - 1.3%   
Arlington Asset Investment Corp. (b) 19,782 219,580 
Ashford, Inc. (a) 892 47,365 
Associated Capital Group, Inc. (a) 5,529 149,725 
BGC Partners, Inc. Class A 160,467 1,468,273 
Calamos Asset Management, Inc. Class A 15,987 153,315 
Cohen & Steers, Inc. 17,667 533,897 
Cowen Group, Inc. Class A (a)(b) 98,337 281,244 
Diamond Hill Investment Group, Inc. 2,594 438,516 
Evercore Partners, Inc. Class A 30,342 1,370,548 
Fifth Street Asset Management, Inc. Class A 4,149 8,713 
Financial Engines, Inc. (b) 45,442 1,225,571 
GAMCO Investors, Inc. Class A 5,527 160,725 
Greenhill & Co., Inc. 25,529 607,080 
HFF, Inc. 33,156 947,267 
Houlihan Lokey 10,501 253,599 
INTL FCStone, Inc. (a) 13,147 370,614 
Investment Technology Group, Inc. 29,765 512,256 
Janus Capital Group, Inc. 128,605 1,619,137 
KCG Holdings, Inc. Class A (a) 29,723 303,769 
Ladenburg Thalmann Financial Services, Inc. (a)(b) 92,929 218,383 
Medley Management, Inc. (b) 5,317 32,593 
Moelis & Co. Class A 15,435 392,666 
OM Asset Management Ltd. 21,456 242,667 
Oppenheimer Holdings, Inc. Class A (non-vtg.) 9,083 139,242 
Piper Jaffray Companies (a) 13,257 450,738 
Pzena Investment Management, Inc. 11,049 85,077 
Safeguard Scientifics, Inc. (a)(b) 19,198 249,574 
Stifel Financial Corp. (a) 59,486 1,990,402 
Virtu Financial, Inc. Class A 16,616 377,183 
Virtus Investment Partners, Inc. 6,002 528,176 
Westwood Holdings Group, Inc. 6,754 320,140 
WisdomTree Investments, Inc. (b) 100,019 1,200,228 
Zais Group Holdings, Inc. (a) 3,127 19,700 
  16,917,963 
Consumer Finance - 0.4%   
Cash America International, Inc. 23,114 692,033 
Encore Capital Group, Inc. (a)(b) 22,669 519,573 
Enova International, Inc. (a) 22,897 127,536 
EZCORP, Inc. (non-vtg.) Class A (a)(b) 44,317 134,724 
First Cash Financial Services, Inc. (a) 24,682 876,211 
Green Dot Corp. Class A (a) 40,090 712,399 
J.G. Wentworth Co. (a)(b) 10,324 14,454 
Nelnet, Inc. Class A 20,629 669,824 
PRA Group, Inc. (a)(b) 42,339 1,259,585 
Regional Management Corp. (a) 9,434 125,095 
World Acceptance Corp. (a)(b) 6,174 178,676 
  5,310,110 
Diversified Financial Services - 0.3%   
Gain Capital Holdings, Inc. 28,258 196,676 
MarketAxess Holdings, Inc. 32,674 3,797,699 
Marlin Business Services Corp. 7,356 115,269 
NewStar Financial, Inc. (a) 21,124 161,810 
On Deck Capital, Inc. (a) 9,892 78,345 
PICO Holdings, Inc. (a) 19,545 171,605 
Resource America, Inc. Class A 14,198 61,903 
Tiptree Financial, Inc. 26,416 169,855 
  4,753,162 
Insurance - 2.7%   
AMBAC Financial Group, Inc. (a) 39,310 551,912 
American Equity Investment Life Holding Co. 71,418 1,299,093 
Amerisafe, Inc. 16,564 844,930 
Argo Group International Holdings, Ltd. 24,386 1,385,856 
Atlas Financial Holdings, Inc. (a) 9,142 159,254 
Baldwin & Lyons, Inc. Class B 9,096 224,944 
Citizens, Inc. Class A (a)(b) 43,568 282,321 
CNO Financial Group, Inc. 162,876 2,834,042 
Crawford & Co. Class B 25,088 114,150 
Donegal Group, Inc. Class A 7,280 102,721 
eHealth, Inc. (a) 15,868 166,455 
EMC Insurance Group 6,931 161,215 
Employers Holdings, Inc. 27,929 695,711 
Enstar Group Ltd. (a) 7,912 1,262,360 
FBL Financial Group, Inc. Class A 8,423 514,308 
Federated National Holding Co. 12,500 309,250 
Fidelity & Guaranty Life 9,738 243,937 
First American Financial Corp. 94,889 3,261,335 
FNFV Group (a) 69,485 651,769 
Global Indemnity PLC (a) 7,187 216,113 
Greenlight Capital Re, Ltd. (a) 25,314 491,598 
Hallmark Financial Services, Inc. (a) 12,385 134,997 
HCI Group, Inc. 7,646 254,230 
Heritage Insurance Holdings, Inc. 21,489 425,912 
Horace Mann Educators Corp. 35,958 1,104,630 
Independence Holding Co. 6,241 95,737 
Infinity Property & Casualty Corp. 9,974 791,836 
James River Group Holdings Ltd. 9,480 321,562 
Kemper Corp. 38,074 1,315,837 
Maiden Holdings Ltd. 44,107 564,570 
MBIA, Inc. (a) 119,225 794,039 
National General Holdings Corp. 35,111 694,847 
National Interstate Corp. 6,782 166,362 
National Western Life Group, Inc. 1,948 449,462 
Navigators Group, Inc. (a) 9,249 810,305 
OneBeacon Insurance Group Ltd. 19,707 253,038 
Patriot National, Inc. (b) 7,150 47,405 
Primerica, Inc. (b) 42,366 1,906,894 
RLI Corp. 37,797 2,241,362 
Safety Insurance Group, Inc. 13,120 740,230 
Selective Insurance Group, Inc. 49,866 1,561,304 
State Auto Financial Corp. 13,115 286,300 
State National Companies, Inc. 27,280 268,708 
Stewart Information Services Corp. 20,091 712,427 
Symetra Financial Corp. 64,950 2,079,699 
Third Point Reinsurance Ltd. (a) 73,854 860,399 
United Fire Group, Inc. 17,666 682,438 
United Insurance Holdings Corp. 15,269 237,128 
Universal Insurance Holdings, Inc. (b) 28,105 526,688 
  36,101,620 
Real Estate Investment Trusts - 9.6%   
Acadia Realty Trust (SBI) (b) 60,101 2,049,444 
AG Mortgage Investment Trust, Inc. 24,671 289,391 
Agree Realty Corp. 18,151 670,135 
Alexanders, Inc. 1,822 665,030 
Altisource Residential Corp. Class B 49,986 497,361 
American Assets Trust, Inc. 32,498 1,215,100 
American Capital Mortgage Investment Corp. 44,448 579,157 
American Residential Properties, Inc. 28,143 476,742 
Anworth Mortgage Asset Corp. 91,117 388,158 
Apollo Commercial Real Estate Finance, Inc. 50,921 809,644 
Apollo Residential Mortgage, Inc. 28,138 305,297 
Ares Commercial Real Estate Corp. 23,738 253,047 
Armada Hoffler Properties, Inc. 25,678 276,552 
Armour Residential REIT, Inc. 36,525 711,872 
Ashford Hospitality Prime, Inc. 24,097 264,826 
Ashford Hospitality Trust, Inc. 73,248 407,259 
Bluerock Residental Growth (REIT), Inc. 16,561 171,572 
Campus Crest Communities, Inc. 56,330 389,804 
Capstead Mortgage Corp. (b) 83,336 778,358 
CareTrust (REIT), Inc. 41,997 430,889 
CatchMark Timber Trust, Inc. 34,671 377,567 
Cedar Shopping Centers, Inc. 76,542 540,387 
Chambers Street Properties 367,560 2,686,864 
Chatham Lodging Trust 33,517 632,131 
Chesapeake Lodging Trust 52,268 1,312,972 
Colony Financial, Inc. 97,829 1,685,594 
Colony Starwood Homes 33,413 719,048 
CorEnergy Infrastructure Trust, Inc. 10,471 165,442 
Coresite Realty Corp. 21,290 1,365,541 
Cousins Properties, Inc. 189,702 1,635,231 
CubeSmart 145,589 4,555,480 
CyrusOne, Inc. 58,047 2,139,032 
CYS Investments, Inc. 138,118 951,633 
DCT Industrial Trust, Inc. 77,686 2,780,382 
DiamondRock Hospitality Co. 175,883 1,459,829 
DuPont Fabros Technology, Inc. 55,278 1,833,571 
Dynex Capital, Inc. 46,278 277,668 
Easterly Government Properties, Inc. 11,964 213,198 
EastGroup Properties, Inc. 28,293 1,510,563 
Education Realty Trust, Inc. 55,359 2,163,430 
EPR Properties 50,001 2,997,560 
Equity One, Inc. 69,718 1,932,583 
FelCor Lodging Trust, Inc. 125,679 874,726 
First Industrial Realty Trust, Inc. 96,916 1,995,500 
First Potomac Realty Trust 51,461 503,803 
Franklin Street Properties Corp. 78,573 766,872 
Getty Realty Corp. 22,175 396,489 
Gladstone Commercial Corp. 19,123 273,459 
Government Properties Income Trust (b) 61,698 847,114 
Great Ajax Corp. 3,739 41,204 
Hannon Armstrong Sustainable Infrastructure Capital, Inc. 33,328 598,238 
Hatteras Financial Corp. 84,630 1,037,564 
Healthcare Realty Trust, Inc. (b) 87,776 2,549,015 
Hersha Hospitality Trust 40,724 715,521 
Highwoods Properties, Inc. (SBI) (b) 82,292 3,480,129 
Hudson Pacific Properties, Inc. 65,181 1,656,249 
Independence Realty Trust, Inc. (b) 27,568 187,738 
InfraReit, Inc. 19,089 368,990 
Inland Real Estate Corp. 76,664 821,071 
Invesco Mortgage Capital, Inc. 107,737 1,219,583 
Investors Real Estate Trust (b) 107,218 699,061 
iStar Financial, Inc. (a)(b) 74,442 777,174 
Kite Realty Group Trust 73,055 1,935,958 
Ladder Capital Corp. Class A 37,402 411,422 
LaSalle Hotel Properties (SBI) (b) 98,960 2,192,954 
Lexington Corporate Properties Trust 179,921 1,318,821 
LTC Properties, Inc. 31,032 1,381,855 
Mack-Cali Realty Corp. (b) 78,071 1,623,096 
Medical Properties Trust, Inc. (b) 204,844 2,253,284 
Monmouth Real Estate Investment Corp. Class A 55,183 567,281 
Monogram Residential Trust, Inc. (b) 145,764 1,271,062 
National Health Investors, Inc. 32,873 1,994,734 
National Storage Affiliates Trust 19,970 347,278 
New Residential Investment Corp. 201,867 2,299,265 
New Senior Investment Group, Inc. (b) 75,292 691,933 
New York (REIT), Inc. 142,133 1,461,127 
New York Mortgage Trust, Inc. 95,965 464,471 
NexPoint Residential Trust, Inc. 16,478 196,088 
One Liberty Properties, Inc. 11,007 228,065 
Orchid Island Capital, Inc. 19,310 171,473 
Parkway Properties, Inc. 74,185 999,272 
Pebblebrook Hotel Trust 62,974 1,537,825 
Pennsylvania Real Estate Investment Trust (SBI) (b) 60,584 1,186,235 
PennyMac Mortgage Investment Trust 65,344 885,411 
Physicians Realty Trust 76,157 1,300,000 
Potlatch Corp. 35,511 1,024,137 
Preferred Apartment Communities, Inc. Class A 19,287 232,408 
PS Business Parks, Inc. 17,008 1,472,553 
QTS Realty Trust, Inc. Class A 24,443 1,129,267 
RAIT Financial Trust 79,863 204,449 
Ramco-Gershenson Properties Trust (SBI) 69,134 1,181,500 
Redwood Trust, Inc. (b) 73,890 795,795 
Resource Capital Corp. (b) 27,833 290,020 
Retail Opportunity Investments Corp. 86,835 1,605,579 
Rexford Industrial Realty, Inc. 48,330 787,296 
RLJ Lodging Trust 115,830 2,118,531 
Rouse Properties, Inc. 31,792 556,360 
Ryman Hospitality Properties, Inc. 38,111 1,789,311 
Sabra Health Care REIT, Inc. 57,074 1,047,879 
Saul Centers, Inc. 9,099 462,866 
Select Income REIT 54,778 1,035,304 
Silver Bay Realty Trust Corp. 31,647 441,792 
Sovran Self Storage, Inc. 31,099 3,504,235 
Stag Industrial, Inc. 57,061 966,043 
Store Capital Corp. 35,226 873,253 
Summit Hotel Properties, Inc. 76,348 774,932 
Sun Communities, Inc. 44,334 2,952,201 
Sunstone Hotel Investors, Inc. 188,306 2,237,075 
Terreno Realty Corp. 37,511 843,247 
The GEO Group, Inc. 65,417 1,935,035 
UMH Properties, Inc. 20,556 193,843 
United Development Funding IV (b) 26,653 268,396 
Universal Health Realty Income Trust (SBI) 10,981 558,164 
Urban Edge Properties 77,734 1,888,936 
Urstadt Biddle Properties, Inc. Class A 25,813 524,004 
Washington REIT (SBI) (b) 59,672 1,505,525 
Western Asset Mortgage Capital Corp. (b) 36,893 361,920 
Whitestone REIT Class B 23,413 258,011 
Xenia Hotels & Resorts, Inc. 97,917 1,432,526 
  129,346,147 
Real Estate Management & Development - 0.4%   
Alexander & Baldwin, Inc. 42,852 1,298,416 
Altisource Asset Management Corp. (a) 656 10,135 
Altisource Portfolio Solutions SA (a)(b) 11,447 330,818 
AV Homes, Inc. (a) 10,930 111,705 
Consolidated-Tomoka Land Co. 3,707 172,190 
Forestar Group, Inc. (a)(b) 29,920 271,674 
FRP Holdings, Inc. (a) 5,929 180,004 
Kennedy-Wilson Holdings, Inc. 81,363 1,650,042 
Marcus & Millichap, Inc. (a) 11,813 279,259 
RE/MAX Holdings, Inc. 10,263 357,358 
Tejon Ranch Co. (a)(b) 12,038 235,463 
The RMR Group, Inc. (a) 6,109 127,373 
The St. Joe Co. (a)(b) 48,341 769,105 
  5,793,542 
Thrifts & Mortgage Finance - 2.1%   
Anchor BanCorp Wisconsin, Inc. (a) 6,698 285,871 
Astoria Financial Corp. 78,709 1,190,867 
Bank Mutual Corp. 40,666 320,448 
BankFinancial Corp. 18,220 223,559 
BBX Capital Corp. (a) 2,404 32,238 
Bear State Financial, Inc. (a) 11,785 104,297 
Beneficial Bancorp, Inc. (a) 71,960 931,882 
BofI Holding, Inc. (a)(b) 53,802 923,242 
Brookline Bancorp, Inc., Delaware 61,006 680,827 
BSB Bancorp, Inc. (a) 6,967 153,971 
Capitol Federal Financial, Inc. 122,458 1,502,560 
Charter Financial Corp. 15,600 209,664 
Clifton Bancorp, Inc. 22,154 319,682 
Dime Community Bancshares, Inc. 27,957 480,581 
Essent Group Ltd. (a) 48,702 875,175 
EverBank Financial Corp. 84,701 1,191,743 
Farmer Mac Class C (non-vtg.) 9,230 300,990 
First Defiance Financial Corp. 8,081 314,593 
Flagstar Bancorp, Inc. (a) 17,744 330,926 
Fox Chase Bancorp, Inc. 9,936 194,448 
Hingham Institution for Savings 1,158 142,446 
HomeStreet, Inc. (a)(b) 19,351 396,308 
Impac Mortgage Holdings, Inc. (a)(b) 7,365 97,218 
Kearny Financial Corp. 81,718 987,971 
Lendingtree, Inc. (a) 5,441 400,947 
Meridian Bancorp, Inc. 47,893 672,897 
Meta Financial Group, Inc. 6,664 288,951 
MGIC Investment Corp. (a)(b) 297,526 1,969,622 
Nationstar Mortgage Holdings, Inc. (a)(b) 34,421 347,652 
NMI Holdings, Inc. (a) 44,851 235,468 
Northfield Bancorp, Inc. (b) 40,971 634,231 
Northwest Bancshares, Inc. 88,248 1,109,277 
OceanFirst Financial Corp. 11,601 205,570 
Ocwen Financial Corp. (a)(b) 94,247 509,876 
Oritani Financial Corp. 38,427 642,499 
PennyMac Financial Services, Inc. (a) 11,683 139,145 
PHH Corp. (a) 43,558 534,892 
Provident Financial Services, Inc. 57,282 1,125,018 
Radian Group, Inc. 167,662 1,686,680 
Stonegate Mortgage Corp. (a)(b) 12,092 50,061 
Territorial Bancorp, Inc. 7,506 200,035 
Trustco Bank Corp., New York 83,290 458,095 
United Community Financial Corp. 43,083 264,099 
United Financial Bancorp, Inc. New 43,237 488,578 
Walker & Dunlop, Inc. (a) 23,218 556,303 
Walter Investment Management Corp. (a)(b) 32,889 325,272 
Washington Federal, Inc. 82,901 1,769,936 
Waterstone Financial, Inc. 23,122 320,240 
WSFS Financial Corp. 26,894 781,540 
  27,908,391 
TOTAL FINANCIALS  352,076,387 
HEALTH CARE - 14.3%   
Biotechnology - 4.8%   
Abeona Therapeutics, Inc. (a) 9,409 24,557 
ACADIA Pharmaceuticals, Inc. (a)(b) 73,918 1,529,363 
Acceleron Pharma, Inc. (a)(b) 21,498 659,989 
Achillion Pharmaceuticals, Inc. (a)(b) 103,276 698,146 
Acorda Therapeutics, Inc. (a)(b) 37,534 1,382,002 
Adamas Pharmaceuticals, Inc. (a) 10,764 184,495 
Aduro Biotech, Inc. (b) 7,176 103,908 
Advaxis, Inc. (a)(b) 26,426 180,225 
Aegerion Pharmaceuticals, Inc. (a)(b) 22,134 156,709 
Affimed NV (a)(b) 12,707 42,187 
Agenus, Inc. (a) 67,790 213,539 
Aimmune Therapeutics, Inc. (a) 9,766 133,599 
Akebia Therapeutics, Inc. (a) 28,207 206,757 
Alder Biopharmaceuticals, Inc. (a)(b) 20,439 494,215 
AMAG Pharmaceuticals, Inc. (a)(b) 30,275 693,600 
Amicus Therapeutics, Inc. (a)(b) 101,773 614,709 
Anacor Pharmaceuticals, Inc. (a) 35,912 2,698,069 
Anthera Pharmaceuticals, Inc. (a)(b) 35,147 113,525 
Applied Genetic Technologies Corp. (a) 7,694 112,409 
Ardelyx, Inc. (a) 19,563 203,651 
Arena Pharmaceuticals, Inc. (a)(b) 211,684 319,643 
ARIAD Pharmaceuticals, Inc. (a) 147,071 738,296 
Array BioPharma, Inc. (a)(b) 124,227 383,861 
Arrowhead Research Corp. (a)(b) 52,227 181,750 
Asterias Biotherapeutics, Inc. (a)(b) 8,689 27,892 
Atara Biotherapeutics, Inc. (a)(b) 14,687 265,835 
aTyr Pharma, Inc. (a)(b) 5,024 26,527 
Avalanche Biotechnologies, Inc. (a) 16,451 98,706 
Axovant Sciences Ltd. (a)(b) 12,349 196,720 
Bellicum Pharmaceuticals, Inc. (a) 6,945 78,479 
BioCryst Pharmaceuticals, Inc. (a) 63,423 442,058 
Biospecifics Technologies Corp. (a) 4,364 166,618 
BioTime, Inc. (a)(b) 50,084 121,203 
Blueprint Medicines Corp. 8,272 130,036 
Calithera Biosciences, Inc. (a) 9,155 45,775 
Cara Therapeutics, Inc. (a) 17,380 156,420 
Catabasis Pharmaceuticals, Inc. 4,212 27,883 
Catalyst Pharmaceutical Partners, Inc. (a) 66,793 124,235 
Celldex Therapeutics, Inc. (a)(b) 86,434 717,402 
Cellular Biomedicine Group, Inc. (a)(b) 8,703 120,101 
Cepheid, Inc. (a) 62,947 1,853,789 
ChemoCentryx, Inc. (a)(b) 23,217 86,367 
Chiasma, Inc. (a)(b) 6,137 63,211 
Chimerix, Inc. (a) 39,783 306,329 
Cidara Therapeutics, Inc. (b) 3,953 46,092 
Clovis Oncology, Inc. (a)(b) 24,445 511,389 
Coherus BioSciences, Inc. (a)(b) 20,784 275,596 
Concert Pharmaceuticals, Inc. (a) 13,234 202,083 
CorMedix, Inc. (a)(b) 27,238 48,484 
CTI BioPharma Corp. (a) 203,182 256,009 
Curis, Inc. (a) 98,814 162,055 
Cytokinetics, Inc. (a) 30,584 235,497 
CytomX Therapeutics, Inc. (a) 6,659 104,613 
CytRx Corp. (a) 56,655 104,245 
Dicerna Pharmaceuticals, Inc. (a) 12,537 82,243 
Dyax Corp. rights 12/31/19 125,389 351,089 
Dynavax Technologies Corp. (a) 31,931 769,218 
Eagle Pharmaceuticals, Inc. (a)(b) 7,532 541,551 
Edge Therapeutics, Inc. (a)(b) 7,407 82,292 
Emergent BioSolutions, Inc. (a)(b) 26,677 976,378 
Enanta Pharmaceuticals, Inc. (a)(b) 13,970 359,029 
Epizyme, Inc. (a)(b) 35,359 321,413 
Esperion Therapeutics, Inc. (a)(b) 11,511 171,284 
Exact Sciences Corp. (a)(b) 84,185 553,095 
Exelixis, Inc. (a)(b) 198,035 914,922 
Fibrocell Science, Inc. (a)(b) 21,677 55,710 
FibroGen, Inc. (a) 42,019 852,145 
Five Prime Therapeutics, Inc. (a) 19,872 714,398 
Flexion Therapeutics, Inc. (a)(b) 12,275 190,017 
Foundation Medicine, Inc. (a)(b) 10,554 153,983 
Galena Biopharma, Inc. (a)(b) 160,312 107,409 
Genocea Biosciences, Inc. (a) 17,914 55,713 
Genomic Health, Inc. (a) 15,497 446,314 
Geron Corp. (a)(b) 138,594 422,712 
Global Blood Therapeutics, Inc. (a)(b) 6,084 115,170 
Halozyme Therapeutics, Inc. (a)(b) 93,161 819,817 
Heron Therapeutics, Inc. (a)(b) 25,647 538,331 
Idera Pharmaceuticals, Inc. (a)(b) 75,522 146,513 
Ignyta, Inc. (a) 18,834 187,963 
Immune Design Corp. (a) 9,496 99,423 
ImmunoGen, Inc. (a)(b) 75,816 643,678 
Immunomedics, Inc. (a)(b) 84,697 159,230 
Infinity Pharmaceuticals, Inc. (a)(b) 43,204 268,297 
Inovio Pharmaceuticals, Inc. (a)(b) 63,169 421,969 
Insmed, Inc. (a) 54,052 713,486 
Insys Therapeutics, Inc. (a)(b) 20,399 353,923 
Invitae Corp. (b) 6,075 42,525 
Ironwood Pharmaceuticals, Inc. Class A (a) 110,639 1,021,198 
Karyopharm Therapeutics, Inc. (a) 20,469 127,317 
Keryx Biopharmaceuticals, Inc. (a)(b) 90,045 317,859 
Kite Pharma, Inc. (a)(b) 28,405 1,348,953 
La Jolla Pharmaceutical Co. (a) 12,071 213,777 
Lexicon Pharmaceuticals, Inc. (a)(b) 36,253 369,418 
Ligand Pharmaceuticals, Inc. Class B (a)(b) 15,405 1,540,038 
Lion Biotechnologies, Inc. (a)(b) 38,808 232,460 
Loxo Oncology, Inc. (a)(b) 7,829 161,747 
Macrogenics, Inc. (a) 27,436 552,287 
MannKind Corp. (a)(b) 215,515 214,933 
Medgenics, Inc. (a) 18,569 66,848 
Merrimack Pharmaceuticals, Inc. (a)(b) 100,920 622,676 
MiMedx Group, Inc. (a)(b) 95,317 793,037 
Mirati Therapeutics, Inc. (a) 10,117 217,819 
Momenta Pharmaceuticals, Inc. (a) 53,341 662,495 
Myriad Genetics, Inc. (a)(b) 60,872 2,372,182 
NantKwest, Inc. (a)(b) 5,644 58,133 
Natera, Inc. (a)(b) 8,984 76,813 
Navidea Biopharmaceuticals, Inc. (a)(b) 134,267 111,442 
Neurocrine Biosciences, Inc. (a) 74,866 3,185,548 
NewLink Genetics Corp. (a) 18,127 441,574 
Nivalis Therapeutics, Inc. 4,435 20,800 
Northwest Biotherapeutics, Inc. (a)(b) 38,731 82,110 
Novavax, Inc. (a)(b) 235,097 1,210,750 
Ocata Therapeutics, Inc. (a)(b) 36,309 306,448 
OncoCyte Corp. (a) 2,349 9,748 
OncoMed Pharmaceuticals, Inc. (a)(b) 14,934 138,140 
Oncothyreon, Inc. (a) 82,034 109,105 
Ophthotech Corp. (a)(b) 20,798 1,127,044 
Orexigen Therapeutics, Inc. (a)(b) 89,685 164,124 
Organovo Holdings, Inc. (a)(b) 80,356 157,498 
Osiris Therapeutics, Inc. (b) 16,962 121,448 
Otonomy, Inc. (a) 16,183 241,450 
OvaScience, Inc. (a) 20,714 117,034 
PDL BioPharma, Inc. 143,682 451,161 
Peregrine Pharmaceuticals, Inc. (a)(b) 203,164 199,101 
Pfenex, Inc. (a) 14,768 130,992 
Portola Pharmaceuticals, Inc. (a)(b) 43,853 1,448,465 
Progenics Pharmaceuticals, Inc. (a) 61,553 256,676 
Proteon Therapeutics, Inc. (a)(b) 6,538 61,000 
Prothena Corp. PLC (a) 29,653 1,154,984 
PTC Therapeutics, Inc. (a)(b) 29,695 707,335 
Radius Health, Inc. (a) 28,971 927,941 
Raptor Pharmaceutical Corp. (a) 70,728 289,985 
REGENXBIO, Inc. (a) 6,349 88,251 
Regulus Therapeutics, Inc. (a)(b) 25,143 145,327 
Repligen Corp. (a)(b) 28,850 639,028 
Retrophin, Inc. (a) 30,606 458,172 
Rigel Pharmaceuticals, Inc. (a) 77,946 214,352 
Sage Therapeutics, Inc. (a) 13,705 460,214 
Sangamo Biosciences, Inc. (a)(b) 60,872 368,276 
Sarepta Therapeutics, Inc. (a)(b) 39,276 466,599 
Seres Therapeutics, Inc. (b) 7,472 201,221 
Sorrento Therapeutics, Inc. (a)(b) 25,192 132,258 
Spark Therapeutics, Inc. (b) 7,824 220,402 
Spectrum Pharmaceuticals, Inc. (a)(b) 58,742 291,360 
Stemline Therapeutics, Inc. (a) 12,798 64,502 
Synergy Pharmaceuticals, Inc. (a)(b) 88,301 331,129 
Synta Pharmaceuticals Corp. (a) 71,558 17,525 
T2 Biosystems, Inc. (a)(b) 9,635 85,462 
TESARO, Inc. (a)(b) 20,488 707,656 
TG Therapeutics, Inc. (a)(b) 31,005 253,311 
Threshold Pharmaceuticals, Inc. (a)(b) 55,627 17,801 
Tobira Therapeutics, Inc. (a)(b) 1,640 11,775 
Tokai Pharmaceuticals, Inc. (a)(b) 8,153 51,119 
Trevena, Inc. (a) 27,884 202,996 
Trovagene, Inc. (a)(b) 25,973 94,542 
Ultragenyx Pharmaceutical, Inc. (a) 33,706 1,892,592 
Vanda Pharmaceuticals, Inc. (a)(b) 37,044 315,985 
Verastem, Inc. (a) 25,334 30,401 
Versartis, Inc. (a)(b) 19,608 218,433 
Vitae Pharmaceuticals, Inc. (a)(b) 11,694 114,601 
Vital Therapies, Inc. (a)(b) 18,076 165,395 
Voyager Therapeutics, Inc. (a) 5,030 53,720 
vTv Therapeutics, Inc. Class A (a) 5,633 40,839 
Xbiotech, Inc. 3,633 29,972 
Xencor, Inc. (a) 25,014 270,651 
XOMA Corp. (a)(b) 75,544 76,299 
Zafgen, Inc. (a)(b) 14,411 95,833 
ZIOPHARM Oncology, Inc. (a)(b) 100,822 501,085 
  65,173,070 
Health Care Equipment & Supplies - 3.8%   
Abaxis, Inc. 19,755 860,330 
Abiomed, Inc. (a)(b) 36,562 3,119,835 
Accuray, Inc. (a)(b) 69,049 368,031 
Analogic Corp. 10,882 806,030 
Angiodynamics, Inc. (a) 22,171 250,976 
Anika Therapeutics, Inc. (a)(b) 12,768 480,332 
Antares Pharma, Inc. (a)(b) 134,584 165,538 
Atricure, Inc. (a)(b) 24,685 431,494 
Atrion Corp. 1,241 466,020 
Cantel Medical Corp. 30,105 1,787,334 
Cardiovascular Systems, Inc. (a) 27,702 234,082 
Cerus Corp. (a)(b) 83,425 452,998 
ConforMis, Inc. (a)(b) 9,124 100,364 
CONMED Corp. 24,189 893,542 
Corindus Vascular Robotics, Inc. (b) 18,619 37,424 
Cryolife, Inc. 22,472 220,900 
Cutera, Inc. (a) 11,955 134,374 
Cynosure, Inc. Class A (a)(b) 19,452 704,162 
EndoChoice Holdings, Inc. (a)(b) 5,812 34,930 
Endologix, Inc. (a)(b) 58,481 416,970 
Entellus Medical, Inc. 4,481 74,653 
Exactech, Inc. (a) 9,079 181,671 
Genmark Diagnostics, Inc. (a) 37,103 196,275 
Glaukos Corp. 6,070 99,062 
Globus Medical, Inc. (a)(b) 60,158 1,500,942 
Greatbatch, Inc. (a) 22,375 863,899 
Haemonetics Corp. (a) 45,263 1,432,121 
Halyard Health, Inc. (a) 40,826 1,012,485 
HeartWare International, Inc. (a)(b) 15,125 607,118 
ICU Medical, Inc. (a) 12,388 1,192,345 
Inogen, Inc. (a) 13,702 455,454 
Insulet Corp. (a) 49,742 1,650,440 
Integra LifeSciences Holdings Corp. (a) 24,825 1,525,496 
Invacare Corp. 28,315 436,334 
InVivo Therapeutics Holdings Corp. (a)(b) 23,415 103,728 
Invuity, Inc. 3,926 30,152 
IRadimed Corp. (a) 2,326 45,241 
K2M Group Holdings, Inc. (a) 15,512 220,426 
Lantheus Holdings, Inc. (a) 10,561 22,917 
LDR Holding Corp. (a) 22,094 405,867 
LeMaitre Vascular, Inc. 10,449 152,555 
LivaNova PLC (a) 38,872 2,176,055 
Masimo Corp. (a) 38,354 1,409,510 
Meridian Bioscience, Inc. 36,324 699,237 
Merit Medical Systems, Inc. (a) 38,612 639,029 
Natus Medical, Inc. (a) 28,911 1,019,980 
Neogen Corp. (a) 32,474 1,694,493 
Nevro Corp. (a)(b) 14,608 902,628 
Novocure Ltd. (a) 7,169 89,469 
NuVasive, Inc. (a) 42,378 1,954,473 
NxStage Medical, Inc. (a) 55,415 1,048,452 
OraSure Technologies, Inc. (a) 49,644 271,553 
Orthofix International NV (a) 16,325 644,348 
Oxford Immunotec Global PLC (a)(b) 17,733 206,057 
Penumbra, Inc. (a)(b) 3,919 167,733 
Quidel Corp. (a)(b) 25,196 429,340 
Rockwell Medical Technologies, Inc. (a)(b) 43,864 274,589 
RTI Biologics, Inc. (a) 50,658 162,612 
Seaspine Holdings Corp. (a) 7,543 109,072 
Second Sight Medical Products, Inc. (a)(b) 9,832 45,424 
Sientra, Inc. (a)(b) 6,698 56,732 
Staar Surgical Co. (a)(b) 35,073 229,027 
Steris PLC 74,622 5,166,790 
SurModics, Inc. (a) 11,438 228,188 
Tandem Diabetes Care, Inc. (a)(b) 15,554 140,142 
The Spectranetics Corp. (a)(b) 36,892 444,549 
TransEnterix, Inc. (a)(b) 39,250 108,330 
Unilife Corp. (a)(b) 108,708 97,598 
Utah Medical Products, Inc. 3,254 183,428 
Vascular Solutions, Inc. (a) 15,194 415,708 
Veracyte, Inc. (a)(b) 11,572 74,987 
West Pharmaceutical Services, Inc. 63,020 3,606,004 
Wright Medical Group NV (a) 78,229 1,560,669 
Zeltiq Aesthetics, Inc. (a)(b) 28,262 656,244 
  51,087,297 
Health Care Providers & Services - 2.7%   
AAC Holdings, Inc. (a)(b) 6,991 124,859 
Aceto Corp. 25,537 583,520 
Addus HomeCare Corp. (a) 5,676 120,388 
Adeptus Health, Inc. Class A(a)(b) 5,369 253,309 
Air Methods Corp. (a)(b) 34,407 1,339,809 
Alliance Healthcare Services, Inc. (a) 4,193 31,364 
Almost Family, Inc. (a) 6,325 241,868 
Amedisys, Inc. (a) 24,753 884,920 
AMN Healthcare Services, Inc. (a) 41,667 1,173,759 
AmSurg Corp. (a)(b) 47,262 3,459,106 
BioScrip, Inc. (a)(b) 60,303 107,942 
BioTelemetry, Inc. (a) 23,862 225,257 
Capital Senior Living Corp. (a) 25,893 474,619 
Chemed Corp. (b) 14,956 2,098,626 
Civitas Solutions, Inc. (a) 10,268 247,048 
Corvel Corp. (a) 7,553 344,568 
Cross Country Healthcare, Inc. (a) 28,026 403,574 
Diplomat Pharmacy, Inc. (a)(b) 31,708 862,775 
ExamWorks Group, Inc. (a)(b) 36,219 994,574 
Five Star Quality Care, Inc. (a) 38,816 98,593 
Genesis HealthCare, Inc. Class A (a) 30,438 54,788 
Hanger, Inc. (a)(b) 30,938 417,354 
HealthEquity, Inc. (a) 31,830 685,937 
HealthSouth Corp. 80,142 2,868,282 
Healthways, Inc. (a) 27,483 323,200 
Kindred Healthcare, Inc. 73,153 706,658 
Landauer, Inc. (b) 8,328 255,170 
LHC Group, Inc. (a) 11,352 430,468 
Magellan Health Services, Inc. (a) 21,869 1,246,533 
Molina Healthcare, Inc. (a)(b) 34,409 1,889,398 
National Healthcare Corp. 8,742 552,057 
National Research Corp. Class A 8,527 128,672 
Nobilis Health Corp. (a)(b) 28,212 59,207 
Owens & Minor, Inc. (b) 55,253 1,914,516 
PharMerica Corp. (a) 26,653 791,328 
Providence Service Corp. (a) 11,939 530,092 
RadNet, Inc. (a) 29,282 175,106 
Select Medical Holdings Corp. (b) 92,154 878,228 
Surgery Partners, Inc. (a) 13,932 224,445 
Surgical Care Affiliates, Inc. (a) 18,855 804,543 
Team Health Holdings, Inc. (a) 63,087 2,578,366 
Teladoc, Inc. (b) 8,001 129,936 
The Ensign Group, Inc. 44,621 1,001,741 
Triple-S Management Corp. (a) 20,983 467,711 
Trupanion, Inc. (a)(b) 13,912 115,609 
U.S. Physical Therapy, Inc. 10,823 553,596 
Universal American Spin Corp. 44,285 279,881 
Wellcare Health Plans, Inc. (a) 38,582 2,931,460 
  37,064,760 
Health Care Technology - 0.5%   
Castlight Health, Inc. Class B (a)(b) 28,079 92,941 
Computer Programs & Systems, Inc. (b) 9,814 515,529 
Connecture, Inc. (a) 4,940 11,658 
Evolent Health, Inc. (b) 11,669 115,173 
HealthStream, Inc. (a) 22,090 483,771 
HMS Holdings Corp. (a)(b) 77,616 935,273 
Imprivata, Inc. (a) 7,565 88,132 
Medidata Solutions, Inc. (a)(b) 48,446 2,070,098 
Omnicell, Inc. (a) 31,781 889,550 
Press Ganey Holdings, Inc. 9,002 266,009 
Quality Systems, Inc. 43,795 574,152 
Vocera Communications, Inc. (a) 22,860 328,955 
  6,371,241 
Life Sciences Tools & Services - 0.7%   
Accelerate Diagnostics, Inc. (a)(b) 21,636 320,429 
Affymetrix, Inc. (a) 67,728 950,224 
Albany Molecular Research, Inc. (a)(b) 21,930 357,898 
Cambrex Corp. (a) 27,465 951,388 
Fluidigm Corp. (a)(b) 25,318 169,884 
Furiex Pharmaceuticals, Inc. rights (a) 4,241 0 
Harvard Bioscience, Inc. (a) 29,683 88,159 
INC Research Holdings, Inc. Class A (a) 11,391 479,903 
Luminex Corp. (a)(b) 37,731 724,058 
Nanostring Technologies, Inc. (a)(b) 11,778 164,303 
NeoGenomics, Inc. (a) 46,580 317,676 
Pacific Biosciences of California, Inc. (a)(b) 53,080 567,425 
PAREXEL International Corp. (a) 48,311 3,089,972 
PRA Health Sciences, Inc. (a)(b) 17,449 751,703 
Sequenom, Inc. (a)(b) 103,531 166,685 
  9,099,707 
Pharmaceuticals - 1.8%   
Aclaris Therapeutics, Inc. 4,964 110,350 
Aerie Pharmaceuticals, Inc. (a)(b) 18,056 298,646 
Agile Therapeutics, Inc. (a)(b) 8,609 52,515 
Alimera Sciences, Inc. (a)(b) 26,291 60,732 
Amphastar Pharmaceuticals, Inc. (a) 28,159 339,316 
ANI Pharmaceuticals, Inc. (a)(b) 6,948 222,405 
Aratana Therapeutics, Inc. (a) 24,620 82,969 
Assembly Biosciences, Inc. (a) 11,904 60,948 
AstraZeneca PLC rights (a) 1,000 0 
Biodelivery Sciences International, Inc. (a)(b) 41,310 167,306 
Carbylan Therapeutics, Inc. 10,135 24,628 
Catalent, Inc. (a) 73,321 1,725,243 
Cempra, Inc. (a)(b) 30,843 531,425 
Collegium Pharmaceutical, Inc. 6,704 114,169 
Corcept Therapeutics, Inc. (a)(b) 54,943 200,542 
Corium International, Inc. (a) 8,517 49,484 
DepoMed, Inc. (a)(b) 52,584 806,639 
Dermira, Inc. (a) 13,619 381,332 
Durect Corp. (a) 94,608 113,530 
Endocyte, Inc. (a)(b) 34,473 115,485 
Flex Pharma, Inc. 4,501 37,448 
Foamix Pharmaceuticals Ltd. (a) 20,040 129,859 
Heska Corp. (a) 5,033 188,033 
Impax Laboratories, Inc. (a) 62,839 2,354,577 
Innoviva, Inc. 74,634 747,833 
Intersect ENT, Inc. (a) 14,486 258,285 
Intra-Cellular Therapies, Inc. (a)(b) 23,383 867,042 
Lannett Co., Inc. (a)(b) 23,262 593,414 
MyoKardia, Inc. (a) 5,717 51,453 
Nektar Therapeutics (a)(b) 115,335 1,573,169 
Neos Therapeutics, Inc. (a) 4,662 63,310 
Ocular Therapeutix, Inc. (a)(b) 12,463 76,274 
Omeros Corp. (a)(b) 33,077 356,901 
Pacira Pharmaceuticals, Inc. (a)(b) 31,932 1,897,399 
Paratek Pharmaceuticals, Inc. (a) 10,767 157,414 
Pernix Therapeutics Holdings, Inc. (a)(b) 36,168 78,846 
Phibro Animal Health Corp. Class A (b) 15,343 514,758 
Pozen, Inc. (a) 25,590 167,615 
Prestige Brands Holdings, Inc. (a) 45,849 2,140,231 
Relypsa, Inc. (a)(b) 28,603 538,881 
Revance Therapeutics, Inc. (a)(b) 16,066 333,048 
Sagent Pharmaceuticals, Inc. (a) 19,453 293,935 
SciClone Pharmaceuticals, Inc. (a)(b) 43,520 347,725 
Sucampo Pharmaceuticals, Inc. Class A (a) 21,583 273,025 
Supernus Pharmaceuticals, Inc. (a) 30,094 341,266 
Teligent, Inc. (a)(b) 36,110 259,270 
Tetraphase Pharmaceuticals, Inc. (a)(b) 30,774 167,411 
The Medicines Company (a)(b) 58,027 2,005,413 
TherapeuticsMD, Inc. (a)(b) 126,131 901,837 
Theravance Biopharma, Inc. (a)(b) 25,078 411,781 
VIVUS, Inc. (a)(b) 91,791 92,709 
XenoPort, Inc. (a) 51,350 255,210 
Zogenix, Inc. (a)(b) 21,640 205,147 
Zynerba Pharmaceuticals, Inc. (a) 2,953 19,549 
  24,157,732 
TOTAL HEALTH CARE  192,953,807 
INDUSTRIALS - 12.3%   
Aerospace & Defense - 1.4%   
AAR Corp. 31,104 653,495 
Aerojet Rocketdyne Holdings, Inc. (a)(b) 54,862 902,480 
AeroVironment, Inc. (a)(b) 17,175 438,134 
American Science & Engineering, Inc. 6,501 233,321 
Astronics Corp. (a) 19,312 622,619 
Cubic Corp. 18,940 756,842 
Curtiss-Wright Corp. 41,596 2,870,124 
DigitalGlobe, Inc. (a) 63,522 832,138 
Ducommun, Inc. (a) 9,712 143,738 
Engility Holdings, Inc. 15,714 212,296 
Esterline Technologies Corp. (a) 25,866 2,035,913 
HEICO Corp. 16,569 922,893 
HEICO Corp. Class A 35,221 1,634,254 
KEYW Holding Corp. (a)(b) 29,846 140,276 
KLX, Inc. (a) 46,185 1,349,988 
Kratos Defense & Security Solutions, Inc. (a)(b) 39,836 127,077 
Moog, Inc. Class A (a) 32,419 1,501,972 
National Presto Industries, Inc. (b) 4,249 336,053 
Sparton Corp. (a) 8,719 149,444 
Taser International, Inc. (a)(b) 46,861 721,191 
Teledyne Technologies, Inc. (a) 30,900 2,510,625 
Vectrus, Inc. (a) 9,242 182,622 
  19,277,495 
Air Freight & Logistics - 0.4%   
Air Transport Services Group, Inc. (a) 46,254 450,051 
Atlas Air Worldwide Holdings, Inc. (a)(b) 21,776 799,832 
Echo Global Logistics, Inc. (a)(b) 25,781 567,440 
Forward Air Corp. 27,084 1,168,945 
Hub Group, Inc. Class A (a)(b) 31,590 962,547 
Park-Ohio Holdings Corp. 7,862 224,303 
Radiant Logistics, Inc. (a) 25,923 85,805 
XPO Logistics, Inc. (a)(b) 62,681 1,432,261 
  5,691,184 
Airlines - 0.4%   
Allegiant Travel Co. 11,752 1,885,843 
Hawaiian Holdings, Inc. (a) 41,791 1,471,461 
Republic Airways Holdings, Inc. (a)(b) 42,190 89,865 
SkyWest, Inc. 45,312 680,586 
Virgin America, Inc. (a)(b) 22,088 681,415 
  4,809,170 
Building Products - 0.9%   
AAON, Inc. 35,877 772,432 
Advanced Drain Systems, Inc. Del (b) 29,506 666,245 
American Woodmark Corp. (a) 11,250 776,250 
Apogee Enterprises, Inc. 25,599 1,018,328 
Builders FirstSource, Inc. (a) 44,293 355,673 
Continental Building Products, Inc. (a) 27,468 410,372 
Gibraltar Industries, Inc. (a) 27,140 576,454 
Griffon Corp. 28,333 430,095 
Insteel Industries, Inc. 16,293 399,341 
Masonite International Corp. (a) 26,411 1,466,075 
NCI Building Systems, Inc. (a) 23,831 247,366 
Nortek, Inc. (a) 8,494 331,181 
Patrick Industries, Inc. (a) 11,086 387,456 
PGT, Inc. (a) 41,579 407,474 
Ply Gem Holdings, Inc. (a) 19,290 192,321 
Quanex Building Products Corp. 29,471 545,508 
Simpson Manufacturing Co. Ltd. 36,710 1,197,847 
Trex Co., Inc. (a)(b) 28,112 1,055,887 
Universal Forest Products, Inc. 17,618 1,213,704 
  12,450,009 
Commercial Services & Supplies - 2.1%   
ABM Industries, Inc. 48,908 1,468,707 
ACCO Brands Corp. (a) 96,476 585,609 
ARC Document Solutions, Inc. (a) 35,899 132,467 
Brady Corp. Class A 41,828 938,620 
Casella Waste Systems, Inc. Class A (a) 34,779 206,935 
CECO Environmental Corp. 25,556 199,337 
Civeo Corp. (a) 94,520 102,082 
Deluxe Corp. 43,713 2,443,557 
Ennis, Inc. 22,578 450,883 
Essendant, Inc. 33,457 999,026 
G&K Services, Inc. Class A 17,470 1,124,719 
Healthcare Services Group, Inc. 62,504 2,210,766 
Heritage-Crystal Clean, Inc. (a) 11,048 105,398 
Herman Miller, Inc. 52,255 1,338,773 
HNI Corp. 39,005 1,326,950 
InnerWorkings, Inc. (a)(b) 32,530 229,662 
Interface, Inc. 57,898 977,897 
Kimball International, Inc. Class B 31,212 300,884 
Knoll, Inc. 42,575 781,251 
Matthews International Corp. Class A 28,850 1,439,904 
McGrath RentCorp. 21,737 530,600 
Mobile Mini, Inc. (b) 40,171 1,041,232 
Msa Safety, Inc. 25,645 1,097,606 
Multi-Color Corp. 11,051 696,545 
NL Industries, Inc. (a) 5,068 10,541 
Quad/Graphics, Inc. 25,210 254,117 
SP Plus Corp. (a)(b) 14,675 329,454 
Steelcase, Inc. Class A 72,964 931,021 
Team, Inc. (a) 18,032 432,768 
Tetra Tech, Inc. 52,724 1,396,659 
The Brink's Co. 42,561 1,251,293 
TRC Companies, Inc. (a) 15,187 134,101 
U.S. Ecology, Inc. 18,923 642,814 
UniFirst Corp. 12,970 1,365,741 
Viad Corp. 17,448 514,193 
West Corp. 45,755 828,623 
  28,820,735 
Construction & Engineering - 0.8%   
Aegion Corp. (a) 32,032 577,537 
Ameresco, Inc. Class A (a) 17,781 96,906 
Argan, Inc. 11,413 343,760 
Comfort Systems U.S.A., Inc. 32,689 926,406 
Dycom Industries, Inc. (a)(b) 29,861 1,978,590 
EMCOR Group, Inc. 54,828 2,505,640 
Furmanite Corp. (a) 34,476 180,654 
Granite Construction, Inc. 34,482 1,332,040 
Great Lakes Dredge & Dock Corp. (a) 53,115 182,716 
HC2 Holdings, Inc. 22,904 87,035 
MasTec, Inc. (a) 58,546 903,950 
MYR Group, Inc. (a) 18,289 365,963 
Northwest Pipe Co. (a) 8,544 81,766 
NV5 Holdings, Inc. (a) 4,298 81,576 
Orion Marine Group, Inc. (a) 24,659 89,019 
Primoris Services Corp. 33,827 689,733 
Tutor Perini Corp. (a) 32,880 434,345 
  10,857,636 
Electrical Equipment - 0.7%   
Allied Motion Technologies, Inc. 5,507 107,607 
AZZ, Inc. 22,568 1,161,801 
Encore Wire Corp. 18,051 671,678 
EnerSys 38,928 1,885,283 
Enphase Energy, Inc. (a)(b) 24,543 59,639 
Franklin Electric Co., Inc. 41,713 1,137,931 
FuelCell Energy, Inc. (a)(b) 19,307 102,906 
Generac Holdings, Inc. (a)(b) 60,570 1,721,399 
General Cable Corp. 42,782 501,405 
LSI Industries, Inc. 18,874 217,806 
Plug Power, Inc. (a)(b) 151,190 282,725 
Powell Industries, Inc. 8,009 200,545 
Power Solutions International, Inc. (a)(b) 3,863 46,163 
PowerSecure International, Inc. (a) 19,900 218,502 
Preformed Line Products Co. 2,204 83,355 
Sunrun, Inc. (a)(b) 15,531 147,855 
Thermon Group Holdings, Inc. (a)(b) 27,936 469,884 
Vicor Corp. (a) 13,872 116,525 
  9,133,009 
Industrial Conglomerates - 0.0%   
Raven Industries, Inc. 33,111 496,996 
Machinery - 2.7%   
Accuride Corp. (a) 30,612 25,745 
Actuant Corp. Class A 52,151 1,214,075 
Alamo Group, Inc. 8,417 446,354 
Albany International Corp. Class A 24,780 840,538 
Altra Industrial Motion Corp. 23,146 519,859 
American Railcar Industries, Inc. 7,849 356,345 
Astec Industries, Inc. 16,487 614,965 
Barnes Group, Inc. 47,875 1,556,416 
Blount International, Inc. 42,332 393,688 
Blue Bird Corp. (a)(b) 5,209 51,048 
Briggs & Stratton Corp. 39,026 767,251 
Chart Industries, Inc. (a) 26,658 432,126 
CIRCOR International, Inc. 15,106 536,112 
CLARCOR, Inc. 43,883 2,056,357 
Columbus McKinnon Corp. (NY Shares) 17,857 255,355 
Commercial Vehicle Group, Inc. (a) 26,307 81,552 
Douglas Dynamics, Inc. 19,569 388,640 
EnPro Industries, Inc. 19,875 883,841 
ESCO Technologies, Inc. 22,730 782,594 
ExOne Co. (a)(b) 8,909 67,887 
Federal Signal Corp. 54,546 806,735 
FreightCar America, Inc. 10,825 206,216 
Global Brass & Copper Holdings, Inc. 18,685 386,966 
Gorman-Rupp Co. 16,704 424,616 
Graham Corp. 8,913 154,195 
Greenbrier Companies, Inc. 23,157 598,840 
Harsco Corp. 70,354 453,080 
Hillenbrand, Inc. 54,986 1,489,021 
Hurco Companies, Inc. 6,168 166,536 
Hyster-Yale Materials Handling Class A 8,260 429,024 
John Bean Technologies Corp. 25,562 1,170,995 
Kadant, Inc. 9,571 371,451 
L.B. Foster Co. Class A 8,805 101,522 
Lindsay Corp. (b) 10,264 721,970 
Lydall, Inc. (a) 14,866 419,965 
Meritor, Inc. (a) 85,399 583,275 
Milacron Holdings Corp. (a)(b) 12,791 163,085 
Miller Industries, Inc. 9,902 212,794 
Mueller Industries, Inc. 49,739 1,265,858 
Mueller Water Products, Inc. Class A 140,637 1,154,630 
Navistar International Corp. (a)(b) 44,816 325,812 
NN, Inc. 23,307 282,481 
Omega Flex, Inc. 2,429 71,898 
Proto Labs, Inc. (a)(b) 20,368 1,120,036 
RBC Bearings, Inc. (a) 20,447 1,213,121 
Rexnord Corp. (a) 89,133 1,459,107 
Standex International Corp. 11,165 806,336 
Sun Hydraulics Corp. 19,884 506,247 
Tennant Co. 16,085 870,359 
Titan International, Inc. 38,314 114,942 
TriMas Corp. (a) 39,645 685,462 
Twin Disc, Inc. 6,910 79,050 
Wabash National Corp. (a) 59,436 657,362 
Watts Water Technologies, Inc. Class A 24,606 1,212,338 
Woodward, Inc. 57,138 2,639,204 
Xerium Technologies, Inc. (a) 9,671 86,846 
  35,682,123 
Marine - 0.1%   
Eagle Bulk Shipping, Inc. (a)(b) 17,133 22,616 
Golden Ocean Group Ltd. (a)(b) 55,512 41,251 
Matson, Inc. 38,123 1,540,550 
Navios Maritime Holdings, Inc. (b) 70,166 68,349 
Safe Bulkers, Inc. (b) 33,039 14,481 
Scorpio Bulkers, Inc. (a)(b) 23,242 76,234 
Ultrapetrol (Bahamas) Ltd. (a) 15,203 973 
  1,764,454 
Professional Services - 1.5%   
Acacia Research Corp. 44,714 167,230 
Advisory Board Co. (a) 37,161 1,700,859 
Barrett Business Services, Inc. 6,283 246,105 
CBIZ, Inc. (a) 42,797 432,250 
CDI Corp. 12,853 66,064 
CEB, Inc. 29,296 1,727,878 
CRA International, Inc. (a) 7,997 148,984 
Exponent, Inc. 22,707 1,165,096 
Franklin Covey Co. (a) 10,720 189,851 
FTI Consulting, Inc. (a)(b) 36,415 1,234,104 
GP Strategies Corp. (a) 11,747 284,160 
Heidrick & Struggles International, Inc. 15,919 419,625 
Hill International, Inc. (a) 32,493 109,826 
Huron Consulting Group, Inc. (a) 20,282 1,138,023 
ICF International, Inc. (a) 17,095 584,820 
Insperity, Inc. 16,960 762,013 
Kelly Services, Inc. Class A (non-vtg.) 26,757 443,631 
Kforce, Inc. 21,475 478,893 
Korn/Ferry International 44,077 1,358,012 
MISTRAS Group, Inc. (a) 14,715 332,412 
Navigant Consulting, Inc. (a) 42,111 664,933 
On Assignment, Inc. (a) 45,305 1,751,038 
Pendrell Corp. (a) 148,219 80,023 
Resources Connection, Inc. 32,765 495,079 
RPX Corp. (a) 47,488 549,911 
TriNet Group, Inc. (a) 35,970 532,356 
TrueBlue, Inc. (a) 36,743 839,210 
Volt Information Sciences, Inc. (a) 7,820 59,979 
VSE Corp. 3,659 219,540 
WageWorks, Inc. (a) 31,297 1,400,228 
  19,582,133 
Road & Rail - 0.5%   
ArcBest Corp. 23,205 476,399 
Celadon Group, Inc. 24,043 190,901 
Covenant Transport Group, Inc. Class A (a) 10,307 201,296 
Heartland Express, Inc. (b) 44,033 755,166 
Knight Transportation, Inc. (b) 54,779 1,340,442 
Marten Transport Ltd. 20,941 351,390 
P.A.M. Transportation Services, Inc. (a) 2,644 68,295 
Roadrunner Transportation Systems, Inc. (a) 24,768 196,163 
Saia, Inc. (a) 21,853 467,436 
Swift Transporation Co. (a)(b) 77,141 1,258,170 
U.S.A. Truck, Inc. (a) 8,645 139,790 
Universal Truckload Services, Inc. 6,978 90,086 
Werner Enterprises, Inc. 38,810 937,262 
YRC Worldwide, Inc. (a) 28,675 296,500 
  6,769,296 
Trading Companies & Distributors - 0.7%   
Aircastle Ltd. (b) 54,676 938,787 
Applied Industrial Technologies, Inc. 35,106 1,349,475 
Beacon Roofing Supply, Inc. (a) 43,451 1,759,766 
BMC Stock Holdings, Inc. (a) 32,895 472,701 
CAI International, Inc. (a)(b) 14,454 90,338 
DXP Enterprises, Inc. (a) 11,101 174,064 
H&E Equipment Services, Inc. 27,307 318,127 
Kaman Corp. 23,718 944,925 
Lawson Products, Inc. (a) 5,123 99,284 
MRC Global, Inc. (a)(b) 90,325 907,766 
Neff Corp. (a) 8,683 44,544 
Rush Enterprises, Inc. Class A (a) 30,893 590,056 
TAL International Group, Inc. 29,092 328,158 
Textainer Group Holdings Ltd. (b) 19,445 207,089 
Titan Machinery, Inc. (a)(b) 15,314 130,016 
Univar, Inc. 35,196 447,341 
Veritiv Corp. (a)(b) 7,305 225,359 
  9,027,796 
Transportation Infrastructure - 0.1%   
Wesco Aircraft Holdings, Inc. (a) 53,725 606,555 
TOTAL INDUSTRIALS  164,968,591 
INFORMATION TECHNOLOGY - 18.0%   
Communications Equipment - 1.5%   
ADTRAN, Inc. 43,661 792,884 
Aerohive Networks, Inc. (a)(b) 19,515 91,525 
Alliance Fiber Optic Products, Inc. (a) 12,773 183,548 
Applied Optoelectronics, Inc. (a)(b) 14,905 243,995 
Bel Fuse, Inc. Class B (non-vtg.) 9,104 138,108 
Black Box Corp. 13,557 103,304 
CalAmp Corp. (a) 31,764 539,988 
Calix Networks, Inc. (a) 38,967 299,267 
Ciena Corp. (a)(b) 108,099 1,920,919 
Clearfield, Inc. (a)(b) 9,925 146,890 
Comtech Telecommunications Corp. 14,244 278,043 
Digi International, Inc. (a) 22,358 203,905 
EMCORE Corp. (a) 17,429 105,620 
Extreme Networks, Inc. (a) 87,267 240,857 
Finisar Corp. (a)(b) 91,018 1,155,929 
Harmonic, Inc. (a) 78,419 258,783 
Infinera Corp. (a)(b) 116,617 1,786,572 
InterDigital, Inc. 31,591 1,422,859 
Ixia (a) 52,737 504,693 
KVH Industries, Inc. (a) 14,126 136,316 
NETGEAR, Inc. (a) 28,150 1,051,966 
NetScout Systems, Inc. (a) 80,595 1,736,822 
Novatel Wireless, Inc. (a)(b) 31,439 33,954 
Oclaro, Inc. (a)(b) 85,018 294,162 
Plantronics, Inc. 30,803 1,380,898 
Polycom, Inc. (a) 118,309 1,205,569 
Ruckus Wireless, Inc. (a) 66,092 555,834 
ShoreTel, Inc. (a) 56,180 461,238 
Sonus Networks, Inc. (a) 43,396 260,376 
Ubiquiti Networks, Inc. (a)(b) 26,821 794,170 
ViaSat, Inc. (a)(b) 37,403 2,337,688 
  20,666,682 
Electronic Equipment & Components - 2.7%   
Agilysys, Inc. (a) 13,486 133,511 
Anixter International, Inc. (a) 24,998 1,235,901 
AVX Corp. 40,134 460,738 
Badger Meter, Inc. 12,648 706,138 
Belden, Inc. 37,368 1,596,361 
Benchmark Electronics, Inc. (a) 45,850 962,850 
Checkpoint Systems, Inc. 36,854 238,814 
Coherent, Inc. (a) 20,869 1,612,548 
Control4 Corp. (a)(b) 18,385 125,570 
CTS Corp. 29,141 458,971 
Daktronics, Inc. 33,503 269,029 
DTS, Inc. (a) 15,477 344,828 
Electro Rent Corp. 14,485 126,599 
ePlus, Inc. (a) 4,872 461,427 
Fabrinet (a) 31,028 772,907 
FARO Technologies, Inc. (a)(b) 15,139 388,618 
FEI Co. 36,400 2,637,180 
GSI Group, Inc. (a) 30,921 382,184 
II-VI, Inc. (a) 45,899 954,699 
Insight Enterprises, Inc. (a) 33,739 797,253 
InvenSense, Inc. (a)(b) 67,991 558,206 
Itron, Inc. (a) 33,674 1,109,895 
Kimball Electronics, Inc. (a) 25,628 257,305 
Knowles Corp. (a)(b) 76,472 1,040,019 
Littelfuse, Inc. 19,765 2,014,054 
Mercury Systems, Inc. (a) 29,948 571,707 
Mesa Laboratories, Inc. 2,531 263,224 
Methode Electronics, Inc. Class A 33,620 876,137 
MTS Systems Corp. 13,067 697,778 
Multi-Fineline Electronix, Inc. (a) 7,999 133,823 
Newport Corp. (a) 34,924 531,893 
OSI Systems, Inc. (a) 17,350 951,127 
Park Electrochemical Corp. 17,762 289,165 
PC Connection, Inc. 9,248 208,727 
Plexus Corp. (a) 29,424 1,028,369 
RealD, Inc. (a) 35,172 365,437 
Rofin-Sinar Technologies, Inc. (a) 24,599 627,029 
Rogers Corp. (a) 16,325 774,948 
Sanmina Corp. (a) 69,041 1,293,828 
ScanSource, Inc. (a) 23,754 745,401 
SYNNEX Corp. 25,167 2,112,770 
Tech Data Corp. (a) 32,090 2,002,416 
TTM Technologies, Inc. (a)(b) 51,812 302,064 
Universal Display Corp. (a) 35,233 1,729,940 
Vishay Intertechnology, Inc. (b) 118,612 1,359,294 
Vishay Precision Group, Inc. (a) 11,029 130,363 
  36,641,045 
Internet Software & Services - 2.4%   
Actua Corp. (a) 35,879 339,415 
Alarm.com Holdings, Inc. 6,929 111,903 
Amber Road, Inc. (a)(b) 14,584 63,732 
Angie's List, Inc. (a) 38,117 323,613 
Apigee Corp. 4,568 35,265 
AppFolio, Inc. (a)(b) 4,725 63,315 
Bankrate, Inc. (a)(b) 58,472 668,920 
Bazaarvoice, Inc. (a) 52,704 190,788 
Benefitfocus, Inc. (a)(b) 6,911 201,525 
Blucora, Inc. (a)(b) 35,979 310,499 
Box, Inc. Class A (b) 11,409 122,761 
Brightcove, Inc. (a) 28,789 159,491 
Carbonite, Inc. (a) 16,026 143,753 
Care.com, Inc. (a)(b) 17,029 102,004 
ChannelAdvisor Corp. (a) 18,938 231,612 
Cimpress NV (a)(b) 28,737 2,256,429 
comScore, Inc. (a) 30,154 1,161,834 
Constant Contact, Inc. (a) 28,142 889,569 
Cornerstone OnDemand, Inc. (a) 47,276 1,450,900 
Cvent, Inc. (a)(b) 20,510 541,669 
Demandware, Inc. (a)(b) 29,267 1,241,799 
DHI Group, Inc. (a) 39,027 363,341 
EarthLink Holdings Corp. 90,047 533,078 
Endurance International Group Holdings, Inc. (a)(b) 50,867 466,959 
Envestnet, Inc. (a)(b) 33,963 796,432 
Everyday Health, Inc. (a) 17,898 82,331 
Five9, Inc. (a) 20,918 174,247 
Gogo, Inc. (a)(b) 49,312 717,490 
GrubHub, Inc. (a)(b) 65,894 1,242,102 
GTT Communications, Inc. (a) 21,438 319,212 
Hortonworks, Inc. (a)(b) 6,270 60,819 
Instructure, Inc. (a) 4,410 76,425 
Internap Network Services Corp. (a) 48,487 187,160 
IntraLinks Holdings, Inc. (a) 35,285 284,397 
j2 Global, Inc. 42,226 3,061,807 
Limelight Networks, Inc. (a) 52,762 65,953 
Liquidity Services, Inc. (a) 20,570 133,911 
LivePerson, Inc. (a) 50,146 283,826 
LogMeIn, Inc. (a)(b) 21,605 1,128,645 
Marchex, Inc. Class B 28,634 109,382 
Marin Software, Inc. (a) 26,110 88,513 
Marketo, Inc. (a) 30,551 580,775 
MaxPoint Interactive, Inc. (b) 4,863 7,586 
MINDBODY, Inc. (b) 5,856 69,218 
Monster Worldwide, Inc. (a)(b) 79,591 397,159 
New Relic, Inc. (a) 5,118 144,430 
NIC, Inc. 57,423 1,136,401 
Opower, Inc. (a)(b) 23,059 196,002 
Q2 Holdings, Inc. (a) 16,989 367,982 
QuinStreet, Inc. (a) 31,960 121,768 
Quotient Technology, Inc. (a)(b) 53,227 323,088 
RealNetworks, Inc. (a) 19,095 69,124 
Reis, Inc. 7,515 169,463 
RetailMeNot, Inc. (a) 33,586 305,633 
Rocket Fuel, Inc. (a)(b) 23,616 73,918 
SciQuest, Inc. (a) 24,278 309,059 
Shutterstock, Inc. (a)(b) 17,204 497,024 
SPS Commerce, Inc. (a)(b) 14,486 945,646 
Stamps.com, Inc. (a) 12,493 1,172,093 
TechTarget, Inc. (a) 17,247 137,114 
Textura Corp. (a)(b) 17,427 275,172 
Travelzoo, Inc. (a) 5,810 47,119 
TrueCar, Inc. (a)(b) 42,998 278,627 
United Online, Inc. (a) 12,917 137,049 
Web.com Group, Inc. (a) 38,420 723,449 
WebMD Health Corp. (a)(b) 33,102 1,691,843 
Wix.com Ltd. (a)(b) 16,452 335,950 
Xactly Corp. (a) 6,812 47,412 
XO Group, Inc. (a) 23,289 347,006 
  31,693,936 
IT Services - 2.8%   
6D Global Technologies, Inc. (a)(b) 14,367 41,808 
Acxiom Corp. (a) 68,482 1,280,613 
Blackhawk Network Holdings, Inc. (a) 47,559 1,792,499 
CACI International, Inc. Class A (a) 21,173 1,758,841 
Cardtronics, Inc. (a)(b) 39,298 1,210,771 
Cass Information Systems, Inc. 10,018 509,916 
Ciber, Inc. (a) 67,583 219,645 
Convergys Corp. 86,550 2,115,282 
CSG Systems International, Inc. 28,669 1,001,695 
Datalink Corp. (a) 18,067 129,721 
EPAM Systems, Inc. (a) 42,834 3,208,267 
Euronet Worldwide, Inc. (a) 45,420 3,623,153 
Everi Holdings, Inc. (a) 57,802 162,424 
EVERTEC, Inc. 57,623 791,740 
ExlService Holdings, Inc. (a) 29,142 1,272,340 
Forrester Research, Inc. 8,673 277,276 
Hackett Group, Inc. 20,845 307,881 
Heartland Payment Systems, Inc. 32,048 2,950,980 
Lionbridge Technologies, Inc. (a) 56,543 261,794 
Luxoft Holding, Inc. (a) 16,080 1,207,286 
ManTech International Corp. Class A 21,211 611,513 
Maximus, Inc. 57,706 3,079,769 
ModusLink Global Solutions, Inc. (a)(b) 32,202 69,234 
MoneyGram International, Inc. (a) 26,038 138,001 
Neustar, Inc. Class A (a)(b) 48,501 1,192,155 
Perficient, Inc. (a) 30,870 588,074 
PFSweb, Inc. (a) 10,587 131,067 
Science Applications International Corp. 40,321 1,718,481 
ServiceSource International, Inc. (a) 51,727 200,183 
Sykes Enterprises, Inc. (a) 34,126 1,004,669 
Syntel, Inc. (a) 27,402 1,297,211 
Teletech Holdings, Inc. 14,170 378,481 
Travelport Worldwide Ltd. 92,529 1,007,641 
Unisys Corp. (a)(b) 43,828 430,391 
Virtusa Corp. (a) 25,952 1,160,573 
  37,131,375 
Semiconductors & Semiconductor Equipment - 3.3%   
Advanced Energy Industries, Inc. (a) 35,844 1,006,500 
Advanced Micro Devices, Inc. (a)(b) 557,657 1,226,845 
Alpha & Omega Semiconductor Ltd. (a) 16,251 155,197 
Ambarella, Inc. (a)(b) 27,463 1,089,732 
Amkor Technology, Inc. (a) 86,160 529,022 
Applied Micro Circuits Corp.(a) 70,774 393,503 
Axcelis Technologies, Inc. (a) 99,844 261,591 
Brooks Automation, Inc. 59,034 562,594 
Cabot Microelectronics Corp. 21,662 880,344 
Cascade Microtech, Inc. (a) 11,929 189,075 
Cavium, Inc. (a) 48,466 2,799,881 
Ceva, Inc. (a) 17,923 414,917 
Cirrus Logic, Inc. (a)(b) 55,547 1,928,592 
Cohu, Inc. 22,725 275,200 
Diodes, Inc. (a) 32,899 629,358 
DSP Group, Inc. (a) 19,588 187,457 
Entegris, Inc. (a) 122,985 1,434,005 
Exar Corp. (a) 34,605 190,328 
Fairchild Semiconductor International, Inc. (a) 101,949 2,088,935 
FormFactor, Inc. (a) 50,309 418,068 
Inphi Corp. (a) 33,581 931,873 
Integrated Device Technology, Inc. (a) 129,966 3,311,534 
Intersil Corp. Class A 115,532 1,501,916 
IXYS Corp. 21,924 261,553 
Kopin Corp. (a) 56,145 108,360 
Lattice Semiconductor Corp. (a) 101,334 492,483 
M/A-COM Technology Solutions Holdings, Inc. (a)(b) 20,574 792,099 
Mattson Technology, Inc. (a) 64,246 224,219 
MaxLinear, Inc. Class A (a) 45,319 697,006 
Microsemi Corp. (a)(b) 95,182 3,017,269 
MKS Instruments, Inc. 46,723 1,655,863 
Monolithic Power Systems, Inc. 34,631 2,166,862 
Nanometrics, Inc. (a) 21,096 298,086 
NeoPhotonics Corp. (a) 24,335 218,285 
NVE Corp. 4,153 205,989 
PDF Solutions, Inc. (a) 24,458 264,880 
Photronics, Inc. (a) 58,260 695,624 
Power Integrations, Inc. 25,796 1,215,765 
Rambus, Inc. (a)(b) 101,127 1,237,794 
Rudolph Technologies, Inc. (a) 27,884 357,194 
Semtech Corp. (a) 58,166 1,169,137 
Sigma Designs, Inc. (a) 30,930 205,066 
Silicon Laboratories, Inc. (a) 37,427 1,706,671 
Synaptics, Inc. (a)(b) 32,267 2,365,494 
Tessera Technologies, Inc. 46,113 1,328,977 
Ultra Clean Holdings, Inc. (a) 27,835 143,629 
Ultratech, Inc. (a) 24,023 484,544 
Veeco Instruments, Inc. (a) 35,153 655,252 
Xcerra Corp. (a) 48,186 264,059 
  44,638,627 
Software - 4.6%   
A10 Networks, Inc. (a) 29,695 175,794 
ACI Worldwide, Inc. (a) 102,275 1,830,723 
American Software, Inc. Class A 21,598 210,149 
Aspen Technology, Inc. (a) 74,778 2,425,798 
AVG Technologies NV (a) 35,896 677,358 
Barracuda Networks, Inc. (a) 6,720 71,098 
Blackbaud, Inc. 41,065 2,524,676 
Bottomline Technologies, Inc. (a)(b) 35,826 1,032,505 
BroadSoft, Inc. (a)(b) 25,528 873,313 
Callidus Software, Inc. (a) 48,463 747,784 
Code Rebel Corp. 762 1,730 
CommVault Systems, Inc. (a) 39,619 1,486,505 
Digimarc Corp. (a)(b) 6,664 238,438 
Digital Turbine, Inc. (a)(b) 48,599 64,151 
Ebix, Inc.(b) 23,495 801,649 
Ellie Mae, Inc. (a)(b) 25,758 1,798,681 
EnerNOC, Inc. (a)(b) 23,777 124,829 
EPIQ Systems, Inc. 28,370 355,192 
Fair Isaac Corp. 27,191 2,598,644 
Fleetmatics Group PLC (a)(b) 33,497 1,454,105 
Gigamon, Inc. (a) 23,984 627,182 
Globant SA (a)(b) 13,406 407,811 
Glu Mobile, Inc. (a)(b) 105,060 232,183 
Guidance Software, Inc. (a)(b) 15,777 75,730 
Guidewire Software, Inc. (a)(b) 61,452 3,382,318 
HubSpot, Inc. (a) 16,501 669,776 
Imperva, Inc. (a)(b) 23,261 1,199,337 
Infoblox, Inc. (a)(b) 52,433 846,269 
Interactive Intelligence Group, Inc. (a)(b) 15,195 362,857 
Jive Software, Inc. (a) 41,176 143,292 
Manhattan Associates, Inc. (a) 64,633 3,726,092 
Mentor Graphics Corp. 87,595 1,522,401 
MicroStrategy, Inc. Class A (a) 8,133 1,403,024 
MobileIron, Inc. (a)(b) 34,262 126,427 
Model N, Inc. (a) 18,654 203,329 
Monotype Imaging Holdings, Inc. 35,043 873,972 
Park City Group, Inc. (a)(b) 9,421 82,245 
Paycom Software, Inc. (a)(b) 27,656 833,828 
Paylocity Holding Corp. (a)(b) 13,433 418,035 
Pegasystems, Inc. 31,321 736,044 
Progress Software Corp. (a) 44,272 1,146,202 
Proofpoint, Inc. (a)(b) 34,539 1,739,384 
PROS Holdings, Inc. (a)(b) 21,010 258,003 
QAD, Inc. Class A 8,731 161,611 
Qlik Technologies, Inc. (a) 80,018 2,003,651 
Qualys, Inc. (a) 21,822 567,154 
Rapid7, Inc. (a)(b) 7,029 92,080 
RealPage, Inc. (a) 46,212 891,429 
RingCentral, Inc. (a) 46,974 1,024,973 
Rovi Corp. (a) 73,345 1,427,294 
Sapiens International Corp. NV 20,843 209,681 
SeaChange International, Inc. (a) 29,471 183,310 
Silver Spring Networks, Inc. (a) 31,808 364,202 
Synchronoss Technologies, Inc. (a)(b) 33,964 1,040,657 
Take-Two Interactive Software, Inc. (a)(b) 74,067 2,570,125 
Tangoe, Inc. (a)(b) 34,310 287,175 
TeleCommunication Systems, Inc. Class A (a) 43,558 216,048 
TeleNav, Inc. (a) 24,817 142,946 
The Rubicon Project, Inc. (a)(b) 22,518 303,768 
TiVo, Inc. (a) 85,112 679,194 
Tubemogul, Inc. (a) 13,770 155,188 
Tyler Technologies, Inc. (a) 29,488 4,631,385 
Varonis Systems, Inc. (a)(b) 7,895 148,584 
Vasco Data Security International, Inc. (a)(b) 25,637 397,374 
Verint Systems, Inc. (a) 53,734 1,967,202 
VirnetX Holding Corp. (a)(b) 39,623 157,700 
Workiva, Inc. (a) 6,409 95,686 
Xura, Inc. (a) 19,743 423,685 
Zendesk, Inc. (a) 47,104 1,036,759 
Zix Corp. (a)(b) 50,646 227,401 
  61,915,125 
Technology Hardware, Storage & Peripherals - 0.7%   
Avid Technology, Inc. (a) 28,412 201,725 
CPI Card Group (a)(b) 14,866 125,023 
Cray, Inc. (a) 35,751 1,408,232 
Diebold, Inc. (b) 56,824 1,575,161 
Eastman Kodak Co. (a)(b) 15,462 141,013 
Electronics for Imaging, Inc. (a) 41,034 1,697,987 
Imation Corp. (a) 29,245 24,557 
Immersion Corp. (a) 24,663 209,142 
Nimble Storage, Inc. (a) 44,556 292,733 
Pure Storage, Inc. Class A (a)(b) 25,019 325,497 
QLogic Corp. (a) 76,412 979,602 
Quantum Corp. (a) 188,793 89,714 
Silicon Graphics International Corp. (a) 30,412 178,671 
Stratasys Ltd. (a)(b) 44,675 728,203 
Super Micro Computer, Inc. (a)(b) 32,301 961,924 
Violin Memory, Inc. (a)(b) 75,610 67,293 
  9,006,477 
TOTAL INFORMATION TECHNOLOGY  241,693,267 
MATERIALS - 3.5%   
Chemicals - 1.7%   
A. Schulman, Inc. 25,476 645,052 
American Vanguard Corp. 25,626 288,549 
Axiall Corp. 61,030 1,094,268 
Balchem Corp. 27,245 1,529,534 
Calgon Carbon Corp. 45,929 743,591 
Chase Corp. 6,049 277,952 
Chemtura Corp. (a) 58,821 1,543,463 
Core Molding Technologies, Inc. (a) 6,865 74,348 
Ferro Corp. (a) 64,062 595,136 
Flotek Industries, Inc. (a)(b) 46,304 309,311 
FutureFuel Corp. 21,428 268,279 
H.B. Fuller Co. 44,131 1,642,556 
Hawkins, Inc. 9,733 364,696 
Innophos Holdings, Inc. 17,254 460,854 
Innospec, Inc. 21,223 1,057,967 
Intrepid Potash, Inc. (a) 46,789 102,000 
KMG Chemicals, Inc. 8,473 195,387 
Koppers Holdings, Inc. 18,036 305,349 
Kraton Performance Polymers, Inc. (a) 27,515 403,920 
Kronos Worldwide, Inc. (b) 19,074 89,648 
LSB Industries, Inc. (a) 17,394 97,406 
Minerals Technologies, Inc. 30,453 1,248,268 
Olin Corp. 144,587 2,449,304 
OMNOVA Solutions, Inc. (a) 41,363 217,156 
PolyOne Corp. 78,208 2,116,308 
Quaker Chemical Corp. 11,679 876,042 
Rayonier Advanced Materials, Inc. 35,567 248,969 
Rentech, Inc. (a) 18,122 35,338 
Senomyx, Inc. (a)(b) 38,696 130,792 
Sensient Technologies Corp. 40,904 2,440,742 
Stepan Co. 16,897 759,689 
Trecora Resources (a) 17,320 182,206 
Tredegar Corp. 22,047 289,477 
Trinseo SA (a)(b) 9,962 236,996 
Tronox Ltd. Class A (b) 55,829 199,310 
Valhi, Inc. (b) 13,793 16,414 
  23,536,277 
Construction Materials - 0.2%   
Headwaters, Inc. (a) 64,625 1,032,061 
Summit Materials, Inc. 28,002 444,392 
U.S. Concrete, Inc. (a) 12,790 581,689 
United States Lime & Minerals, Inc. 1,653 90,865 
  2,149,007 
Containers & Packaging - 0.3%   
AEP Industries, Inc. 3,456 292,516 
Berry Plastics Group, Inc. (a) 104,556 3,251,692 
Greif, Inc. Class A 26,983 713,161 
Multi Packaging Solutions
International Ltd. 		16,649 246,738 
Myers Industries, Inc. 21,617 246,218 
  4,750,325 
Metals & Mining - 0.7%   
AK Steel Holding Corp. (a)(b) 155,526 317,273 
Carpenter Technology Corp. (b) 44,171 1,226,187 
Century Aluminum Co. (a)(b) 43,181 203,814 
Cliffs Natural Resources, Inc. (a)(b) 133,790 215,402 
Coeur d'Alene Mines Corp. (a)(b) 119,353 263,770 
Commercial Metals Co. 101,326 1,410,458 
Ferroglobe PLC 56,946 484,041 
Handy & Harman Ltd. (a) 2,180 37,104 
Haynes International, Inc. 11,193 358,176 
Hecla Mining Co. (b) 323,758 602,190 
Horsehead Holding Corp. (a)(b) 46,741 12,036 
Kaiser Aluminum Corp. 15,012 1,167,033 
Materion Corp. 17,704 433,571 
Olympic Steel, Inc. 7,977 74,505 
Real Industries, Inc. (a) 21,701 138,886 
Ryerson Holding Corp. (a)(b) 8,130 27,479 
Schnitzer Steel Industries, Inc. Class A 23,253 312,753 
Stillwater Mining Co. (a)(b) 105,869 693,442 
SunCoke Energy, Inc. 57,263 216,454 
TimkenSteel Corp. (b) 34,217 308,295 
Worthington Industries, Inc. 42,062 1,286,677 
  9,789,546 
Paper & Forest Products - 0.6%   
Boise Cascade Co. (a) 34,612 715,084 
Clearwater Paper Corp. (a) 16,020 627,343 
Deltic Timber Corp. 9,578 526,024 
Kapstone Paper & Packaging Corp. 74,635 1,103,105 
Louisiana-Pacific Corp. (a)(b) 124,697 1,960,237 
Neenah Paper, Inc. 14,595 882,122 
P.H. Glatfelter Co. 37,887 559,212 
Schweitzer-Mauduit International, Inc. 26,587 1,116,654 
  7,489,781 
TOTAL MATERIALS  47,714,936 
TELECOMMUNICATION SERVICES - 0.9%   
Diversified Telecommunication Services - 0.8%   
8x8, Inc. (a)(b) 77,295 970,825 
Atlantic Tele-Network, Inc. 8,944 688,599 
Cincinnati Bell, Inc. (a) 184,835 598,865 
Cogent Communications Group, Inc. (b) 40,362 1,348,494 
Consolidated Communications
Holdings, Inc. 		44,361 888,994 
FairPoint Communications, Inc. (a)(b) 18,322 274,830 
General Communications, Inc. Class A (a) 30,512 552,877 
Globalstar, Inc. (a)(b) 414,425 530,464 
Hawaiian Telcom Holdco, Inc. (a) 9,929 236,906 
IDT Corp. Class B 14,706 186,766 
inContact, Inc. (a)(b) 53,579 463,458 
Inteliquent, Inc. 29,327 503,838 
Intelsat SA (a)(b) 23,375 78,073 
Iridium Communications, Inc. (a)(b) 71,410 497,014 
Lumos Networks Corp. 20,007 231,681 
ORBCOMM, Inc. (a)(b) 52,904 386,199 
PDVWireless, Inc. (a)(b) 11,416 274,783 
Straight Path Communications,
Inc. Class B(a)(b) 		8,156 183,510 
Vonage Holdings Corp. (a) 162,958 835,975 
Windstream Holdings, Inc. (b) 88,084 508,245 
  10,240,396 
Wireless Telecommunication Services - 0.1%   
Boingo Wireless, Inc. (a) 31,336 191,150 
Leap Wireless International, Inc. rights (a) 29,000 74,820 
NTELOS Holdings Corp. (a)(b) 14,959 138,371 
Shenandoah Telecommunications Co. 42,404 974,444 
Spok Holdings, Inc. 19,138 344,675 
  1,723,460 
TOTAL TELECOMMUNICATION SERVICES  11,963,856 
UTILITIES - 4.2%   
Electric Utilities - 1.4%   
Allete, Inc. 42,686 2,258,089 
Cleco Corp. 52,900 2,811,106 
El Paso Electric Co. 35,368 1,447,612 
Empire District Electric Co. 38,215 1,121,228 
Genie Energy Ltd. Class B 10,407 87,523 
IDACORP, Inc. 44,058 3,065,996 
MGE Energy, Inc. 30,351 1,470,506 
Otter Tail Corp. 32,772 912,372 
PNM Resources, Inc. 69,716 2,189,780 
Portland General Electric Co. 77,730 3,021,365 
Spark Energy, Inc. Class A, 2,457 66,437 
Unitil Corp. 12,191 472,401 
  18,924,415 
Gas Utilities - 1.5%   
Chesapeake Utilities Corp. 13,260 834,982 
Laclede Group, Inc. 37,848 2,420,001 
New Jersey Resources Corp. 74,996 2,641,359 
Northwest Natural Gas Co. 23,907 1,241,969 
ONE Gas, Inc. 46,049 2,604,531 
Piedmont Natural Gas Co., Inc. 68,963 4,085,368 
South Jersey Industries, Inc. 60,016 1,491,998 
Southwest Gas Corp. 41,033 2,413,971 
WGL Holdings, Inc. 43,588 2,911,243 
  20,645,422 
Independent Power and Renewable Electricity Producers - 0.5%   
Abengoa Yield PLC (b) 42,940 727,833 
Atlantic Power Corp. (b) 107,239 201,327 
Dynegy, Inc. (a) 107,428 1,271,948 
NRG Yield, Inc.:   
Class A (b) 29,329 363,680 
Class C (b) 55,721 737,746 
Ormat Technologies, Inc. 32,427 1,147,916 
Pattern Energy Group, Inc. (b) 48,776 924,305 
Talen Energy Corp. (a) 72,959 521,657 
TerraForm Global, Inc. (a) 37,705 159,492 
Vivint Solar, Inc. (a)(b) 18,186 150,944 
  6,206,848 
Multi-Utilities - 0.5%   
Avista Corp. 54,496 2,017,987 
Black Hills Corp. (b) 44,841 2,209,764 
NorthWestern Energy Corp. 41,180 2,299,491 
  6,527,242 
Water Utilities - 0.3%   
American States Water Co. 33,053 1,500,606 
Artesian Resources Corp.
Class A 		6,886 208,715 
California Water Service Group 41,814 1,049,113 
Connecticut Water Service, Inc. 9,707 416,722 
Consolidated Water Co., Inc. 13,795 160,436 
Middlesex Water Co. 14,394 417,426 
SJW Corp. 13,858 451,771 
York Water Co. 11,255 300,171 
  4,504,960 
TOTAL UTILITIES  56,808,887 
TOTAL COMMON STOCKS   
(Cost $1,459,599,009)  1,335,233,289 
 Principal Amount Value 
U.S. Treasury Obligations - 0.2%   
U.S. Treasury Bills, yield at date of purchase 0.18% to 0.2% 2/4/16 to 3/31/16 (c)   
(Cost $1,999,686) 2,000,000 1,999,500 
 Shares Value 
Money Market Funds - 22.6%   
Fidelity Cash Central Fund, 0.38% (d) 19,476,119 $19,476,119 
Fidelity Securities Lending Cash Central Fund, 0.42% (d)(e) 284,805,874 284,805,874 
TOTAL MONEY MARKET FUNDS   
(Cost $304,281,993)  304,281,993 
TOTAL INVESTMENT PORTFOLIO - 121.9%   
(Cost $1,765,880,688)  1,641,514,782 
NET OTHER ASSETS (LIABILITIES) - (21.9)%  (294,679,400) 
NET ASSETS - 100%  $1,346,835,382 

Futures Contracts    
 Expiration Date Underlying Face Amount at Value Unrealized Appreciation/(Depreciation) 
Purchased    
Equity Index Contracts    
134 ICE Russell 2000 Index Contracts (United States) March 2016 13,820,760 $418,833 

The face value of futures purchased as a percentage of Net Assets is 1.0%

Legend

 (a) Non-income producing

 (b) Security or a portion of the security is on loan at period end.

 (c) Security or a portion of the security was pledged to cover margin requirements for futures contracts. At period end, the value of securities pledged amounted to $1,278,532.

 (d) Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.

 (e) Investment made with cash collateral received from securities on loan.


Affiliated Central Funds


Information regarding fiscal year to date income earned by the Fund from investments in Fidelity Central Funds is as follows:

Fund Income earned 
Fidelity Cash Central Fund $30,993 
Fidelity Securities Lending Cash Central Fund 2,969,717 
Total $3,000,710 


Investment Valuation


The following is a summary of the inputs used, as of January 31, 2016, involving the Fund's assets and liabilities carried at fair value. The inputs or methodology used for valuing securities may not be an indication of the risk associated with investing in those securities. Additional information on valuation inputs, and their aggregation into the levels used below, is provided later in this section.

 Valuation Inputs at Reporting Date: 
Description Total Level 1 Level 2 Level 3 
Investments in Securities:     
Equities:     
Consumer Discretionary $185,600,195 $185,600,195 $-- $-- 
Consumer Staples 47,620,922 47,620,922 -- -- 
Energy 33,832,441 33,832,441 -- -- 
Financials 352,076,387 352,076,387 -- -- 
Health Care 192,953,807 192,602,718 -- 351,089 
Industrials 164,968,591 164,968,591 -- -- 
Information Technology 241,693,267 241,651,459 -- 41,808 
Materials 47,714,936 47,714,936 -- -- 
Telecommunication Services 11,963,856 11,889,036 -- 74,820 
Utilities 56,808,887 56,808,887 -- -- 
U.S. Government and Government Agency Obligations 1,999,500 -- 1,999,500 -- 
Money Market Funds 304,281,993 304,281,993 -- -- 
Total Investments in Securities: $1,641,514,782 $1,639,047,565 $1,999,500 $467,717 
Derivative Instruments:     
Assets     
Futures Contracts $418,833 $418,833 $-- $-- 
Total Assets $418,833 $418,833 $-- $-- 
Total Derivative Instruments: $418,833 $418,833 $-- $-- 

Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. Security transactions are accounted for as of trade date. The Board of Trustees (the Board) has delegated the day to day responsibility for the valuation of the Fund's investments to the Fidelity Management & Research Company (FMR) Fair Value Committee (the Committee). In accordance with valuation policies and procedures approved by the Board, the Fund attempts to obtain prices from one or more third party pricing vendors or brokers to value its investments. When current market prices, quotations or currency exchange rates are not readily available or reliable, investments will be fair valued in good faith by the Committee, in accordance with procedures adopted by the Board. Factors used in determining fair value vary by investment type and may include market or investment specific events, changes in interest rates and credit quality. The frequency with which these procedures are used cannot be predicted and they may be utilized to a significant extent. The Committee oversees the Fund’s valuation policies and procedures and reports to the Board on the Committee's activities and fair value determinations. The Board monitors the appropriateness of the procedures used in valuing the Fund's investments and ratifies the fair value determinations of the Committee. The Fund categorizes the inputs to valuation techniques used to value its investments into a disclosure hierarchy consisting of three levels: Level 1 - quoted prices in active markets for identical investments: Level 2 - other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds etc.): Level 3 - unobservable inputs (including the Fund's own assumptions based on the best information available). Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy. Valuation techniques used to value the Fund's investments by major category are as follows:

Equity securities, including restricted securities, for which market quotations are readily available, are valued at the last reported sale price or official closing price as reported by a third party pricing vendor on the primary market or exchange on which they are traded and are categorized as Level 1 in the hierarchy. In the event there were no sales during the day or closing prices are not available, securities are valued at the last quoted bid price or may be valued using the last available price and are generally categorized as Level 2 in the hierarchy. For foreign equity securities, when market or security specific events arise, comparisons to the valuation of American Depositary Receipts (ADRs), futures contracts, Exchange-Traded Funds (ETFs) and certain indexes as well as quoted prices for similar securities may be used and would be categorized as Level 2 in the hierarchy. Utilizing these techniques may result in transfers between Level 1 and Level 2. For equity securities, including restricted securities, where observable inputs are limited, assumptions about market activity and risk are used and these securities may be categorized as Level 3 in the hierarchy.

Debt securities, including restricted securities, are valued based on evaluated prices received from third party pricing vendors or from brokers who make markets in such securities. U.S. government and government agency obligations are valued by pricing vendors who utilize matrix pricing which considers yield or price of bonds of comparable quality, coupon, maturity and type or by broker supplied prices.

When independent prices are unavailable or unreliable, debt securities may be valued utilizing pricing methodologies which consider similar factors that would be used by third party pricing vendors. Debt securities are generally categorized as Level 2 in the hierarchy but may be Level 3 depending on the circumstances.

Futures contracts are valued at the settlement price established each day by the board of trade or exchange on which they are traded and are categorized as Level 1 in the hierarchy.

Investments in open-end mutual funds, including the Fidelity Central Funds, are valued at their closing net asset value each business day and are categorized as Level 1 in the hierarchy.

Other Information

Income Tax Information

At January 31, 2016, the cost of investment securities for income tax purposes was $1,771,294,116. Net unrealized depreciation aggregated $129,779,334, of which $169,716,207 related to appreciated investment securities and $299,495,541 related to depreciated investment securities.

For additional information on the Fund's policy regarding valuation of investments and other significant accounting policies, please refer to the Fund's most recent semiannual or annual shareholder report.





The fund's schedule of investments as of the date on the cover of this report has not been audited. This report is provided for the general information of the fund's shareholders. For more information regarding the fund and its holdings, please see the fund's most recent prospectus and annual report.

Third party trademarks and service marks are the property of their respective owners. All other trademarks and service marks are the property of FMR LLC or an affiliate.

Item 2.

Controls and Procedures


(a)(i)  The President and Treasurer and the Chief Financial Officer have concluded that the Fidelity Salem Street Trust’s (the “Trust”) disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act) provide reasonable assurances that material information relating to the Trust is made known to them by the appropriate persons, based on their evaluation of these controls and procedures as of a date within 90 days of the filing date of this report.


(a)(ii)  There was no change in the Trust’s internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act) that occurred during the Trust’s last fiscal quarter that has materially affected, or is reasonably likely to materially affect, the Trust’s internal control over financial reporting.




Item 3.

Exhibits


Certification pursuant to Rule 30a-2(a) under the Investment Company Act of 1940 (17 CFR 270.30a-2(a)) is filed and attached hereto as Exhibit 99.CERT.




SIGNATURES


Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.


Fidelity Salem Street Trust



By:

/s/Stephanie J. Dorsey


Stephanie J. Dorsey


President and Treasurer



Date:

March 30, 2016


Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.



By:

/s/Stephanie J. Dorsey


Stephanie J. Dorsey


President and Treasurer



Date:

March 30, 2016



By:

/s/Howard J. Galligan III


Howard J. Galligan III


Chief Financial Officer



Date:

March 30, 2016