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, 2018


Item 1.

Schedule of Investments





Quarterly Holdings Report
for

Fidelity® Mid Cap Index Fund

January 31, 2018







MCX-QTLY-0318
1.929302.106





Schedule of Investments January 31, 2018 (Unaudited)

Showing Percentage of Net Assets

Common Stocks - 99.8%   
 Shares Value 
CONSUMER DISCRETIONARY - 14.6%   
Auto Components - 1.1%   
Adient PLC (a) 76,199 $4,937,695 
Aptiv PLC 216,448 20,536,586 
BorgWarner, Inc. 171,106 9,626,424 
Delphi Technologies PLC 72,525 4,005,556 
Gentex Corp. 229,376 5,431,624 
Lear Corp. 54,864 10,596,433 
The Goodyear Tire & Rubber Co. 199,826 6,957,941 
Visteon Corp. (b) 24,936 3,243,675 
  65,335,934 
Automobiles - 0.2%   
Harley-Davidson, Inc. (a) 136,678 6,623,416 
Thor Industries, Inc. 39,948 5,459,294 
  12,082,710 
Distributors - 0.4%   
Genuine Parts Co. 115,851 12,056,614 
LKQ Corp. (b) 246,926 10,378,300 
Pool Corp. 31,113 4,207,722 
  26,642,636 
Diversified Consumer Services - 0.4%   
Bright Horizons Family Solutions, Inc. (b) 42,835 4,206,397 
Graham Holdings Co. 3,554 2,112,675 
H&R Block, Inc. 168,161 4,462,993 
Service Corp. International 147,043 5,877,309 
ServiceMaster Global Holdings, Inc. (b) 108,778 5,734,776 
  22,394,150 
Hotels, Restaurants & Leisure - 2.7%   
ARAMARK Holdings Corp. 194,854 8,926,262 
Chipotle Mexican Grill, Inc. (a)(b) 20,357 6,611,139 
Choice Hotels International, Inc. 26,658 2,189,955 
Darden Restaurants, Inc. 100,864 9,667,814 
Domino's Pizza, Inc. 35,071 7,605,146 
Dunkin' Brands Group, Inc. 73,498 4,751,646 
Extended Stay America, Inc. unit 152,568 3,086,451 
Hilton Grand Vacations, Inc. (b) 56,131 2,524,211 
Hilton Worldwide Holdings, Inc. 175,820 15,058,983 
Hyatt Hotels Corp. Class A (b) 36,546 2,971,190 
International Game Technology PLC 86,033 2,500,979 
MGM Mirage, Inc. 404,411 14,740,781 
Norwegian Cruise Line Holdings Ltd. (b) 148,984 9,049,288 
Royal Caribbean Cruises Ltd. 138,962 18,558,375 
Six Flags Entertainment Corp. (a) 52,706 3,560,817 
U.S. Foods Holding Corp. (b) 166,503 5,349,741 
Vail Resorts, Inc. 32,219 7,041,785 
Wendy's Co. 147,294 2,383,217 
Wyndham Worldwide Corp. 80,318 9,969,873 
Wynn Resorts Ltd. 64,587 10,694,961 
Yum China Holdings, Inc. 298,356 13,840,735 
  161,083,349 
Household Durables - 1.6%   
CalAtlantic Group, Inc. 64,402 3,614,884 
D.R. Horton, Inc. 275,987 13,537,162 
Garmin Ltd. (a) 97,788 6,154,777 
Leggett & Platt, Inc. 107,606 5,004,755 
Lennar Corp.:   
Class A 159,994 10,025,224 
Class B 11,750 595,020 
Mohawk Industries, Inc. (b) 50,024 14,059,745 
Newell Brands, Inc. 391,847 10,360,435 
NVR, Inc. (b) 2,676 8,504,783 
PulteGroup, Inc. 220,535 7,019,629 
Tempur Sealy International, Inc. (a)(b) 36,905 2,201,014 
Toll Brothers, Inc. 120,186 5,598,264 
Tupperware Brands Corp. 40,257 2,325,244 
Whirlpool Corp. 56,727 10,291,412 
  99,292,348 
Internet & Direct Marketing Retail - 0.6%   
Expedia, Inc. 99,524 12,740,067 
Liberty Expedia Holdings, Inc. (b) 44,522 2,087,637 
Liberty Interactive Corp. QVC Group:   
(Venture Group) Series A (b) 63,527 3,743,646 
Series A (b) 360,677 10,131,417 
TripAdvisor, Inc. (a)(b) 86,249 2,990,253 
Wayfair LLC Class A (a)(b) 30,589 2,814,494 
  34,507,514 
Leisure Products - 0.4%   
Brunswick Corp. 71,007 4,457,819 
Hasbro, Inc. 91,499 8,653,060 
Mattel, Inc. (a) 278,402 4,409,888 
Polaris Industries, Inc. (a) 47,665 5,386,622 
  22,907,389 
Media - 1.9%   
AMC Networks, Inc. Class A (a)(b) 40,501 2,089,447 
Cable One, Inc. 3,741 2,641,258 
Cinemark Holdings, Inc. (a) 84,639 3,114,715 
Discovery Communications, Inc.:   
Class A (a)(b) 120,257 3,014,843 
Class C (non-vtg.) (a)(b) 167,422 3,994,689 
Interpublic Group of Companies, Inc. 314,877 6,892,658 
John Wiley & Sons, Inc. Class A 36,053 2,285,760 
Liberty Broadband Corp.:   
Class A (b) 20,654 1,954,695 
Class C (b) 84,052 8,031,169 
Liberty Media Corp.:   
Liberty Formula One Group Series C (a)(b) 152,738 5,756,695 
Liberty Media Class A (a)(b) 18,698 667,145 
Liberty SiriusXM Series A (b) 71,765 3,230,143 
Liberty SiriusXM Series C (b) 145,006 6,497,719 
Lions Gate Entertainment Corp.:   
Class A (a)(b) 42,402 1,434,884 
Class B (b) 82,722 2,647,104 
Live Nation Entertainment, Inc. (b) 108,610 4,893,967 
News Corp.:   
Class A 307,059 5,253,779 
Class B 100,043 1,745,750 
Omnicom Group, Inc. (a) 186,847 14,321,823 
Regal Entertainment Group Class A 92,139 2,108,140 
Scripps Networks Interactive, Inc. Class A 69,624 6,126,216 
Sirius XM Holdings, Inc. (a) 1,183,483 7,231,081 
Tegna, Inc. 171,100 2,475,817 
The Madison Square Garden Co. (b) 14,647 3,161,408 
Tribune Media Co. Class A 63,257 2,694,116 
Viacom, Inc.:   
Class A (a) 8,981 349,810 
Class B (non-vtg.) 282,237 9,432,361 
  114,047,192 
Multiline Retail - 1.1%   
Dollar General Corp. 222,898 22,985,242 
Dollar Tree, Inc. (b) 186,336 21,428,640 
Kohl's Corp. 135,724 8,790,843 
Macy's, Inc. (a) 248,278 6,442,814 
Nordstrom, Inc. (a) 95,039 4,686,373 
  64,333,912 
Specialty Retail - 2.9%   
Advance Auto Parts, Inc. 57,771 6,758,629 
AutoNation, Inc. (a)(b) 46,078 2,774,817 
AutoZone, Inc. (b) 22,230 17,015,731 
Bed Bath & Beyond, Inc. 109,328 2,523,290 
Best Buy Co., Inc. 208,004 15,196,772 
Burlington Stores, Inc. (b) 55,154 6,712,793 
CarMax, Inc. (a)(b) 146,991 10,490,748 
Dick's Sporting Goods, Inc. 65,741 2,068,212 
Floor & Decor Holdings, Inc. Class A 17,363 814,325 
Foot Locker, Inc. 100,563 4,942,671 
GameStop Corp. Class A (a) 79,318 1,333,336 
Gap, Inc. 192,915 6,412,495 
L Brands, Inc. (a) 193,067 9,670,726 
Michaels Companies, Inc. (a)(b) 88,426 2,376,007 
Murphy U.S.A., Inc. (a)(b) 25,993 2,217,463 
O'Reilly Automotive, Inc. (b) 67,606 17,894,632 
Penske Automotive Group, Inc. 27,768 1,449,212 
Ross Stores, Inc. 305,938 25,206,232 
Sally Beauty Holdings, Inc. (a)(b) 101,034 1,678,175 
Signet Jewelers Ltd. 48,083 2,543,591 
Tiffany & Co., Inc. 86,810 9,258,287 
Tractor Supply Co. 101,384 7,730,530 
Ulta Beauty, Inc. 47,302 10,505,774 
Urban Outfitters, Inc. (a)(b) 64,847 2,211,931 
Williams-Sonoma, Inc. (a) 67,608 3,463,558 
  173,249,937 
Textiles, Apparel & Luxury Goods - 1.3%   
Carter's, Inc. 37,855 4,553,957 
Hanesbrands, Inc. (a) 294,410 6,394,585 
lululemon athletica, Inc. (b) 77,370 6,051,108 
Michael Kors Holdings Ltd. (b) 116,112 7,663,392 
PVH Corp. 62,758 9,732,511 
Ralph Lauren Corp. 44,956 5,138,920 
Skechers U.S.A., Inc. Class A (sub. vtg.) (b) 106,229 4,375,573 
Switch, Inc. Class A 28,447 461,410 
Tapestry, Inc. 230,385 10,837,310 
Under Armour, Inc.:   
Class A (sub. vtg.) (a)(b) 147,673 2,046,748 
Class C (non-vtg.) (a)(b) 153,065 1,966,885 
VF Corp. 263,232 21,358,644 
  80,581,043 
TOTAL CONSUMER DISCRETIONARY  876,458,114 
CONSUMER STAPLES - 4.0%   
Beverages - 0.7%   
Brown-Forman Corp.:   
Class A 43,464 2,999,016 
Class B (non-vtg.) 142,911 9,903,732 
Dr. Pepper Snapple Group, Inc. 146,885 17,530,725 
Molson Coors Brewing Co. Class B 139,105 11,687,602 
  42,121,075 
Food & Staples Retailing - 0.2%   
Casey's General Stores, Inc. 30,463 3,689,374 
Rite Aid Corp. (a)(b) 855,666 1,865,352 
Sprouts Farmers Market LLC (b) 103,542 2,891,928 
Welbilt, Inc. (b) 102,273 2,280,688 
  10,727,342 
Food Products - 2.3%   
Blue Buffalo Pet Products, Inc. (a)(b) 74,474 2,530,627 
Bunge Ltd. 112,753 8,955,971 
Campbell Soup Co. (a) 143,992 6,702,828 
ConAgra Foods, Inc. 313,037 11,895,406 
Flowers Foods, Inc. 141,054 2,766,069 
Hormel Foods Corp. (a) 216,595 7,435,706 
Ingredion, Inc. 57,245 8,222,672 
Kellogg Co. (a) 198,303 13,506,417 
Lamb Weston Holdings, Inc. 117,546 6,888,196 
McCormick & Co., Inc. (non-vtg.) 97,533 10,608,664 
Pilgrim's Pride Corp. (a)(b) 42,237 1,172,921 
Pinnacle Foods, Inc. 96,392 5,970,520 
Post Holdings, Inc. (b) 51,780 3,918,193 
Seaboard Corp. 206 893,216 
The Hain Celestial Group, Inc. (a)(b) 81,048 3,091,171 
The Hershey Co. 111,408 12,291,645 
The J.M. Smucker Co. 88,454 11,223,928 
TreeHouse Foods, Inc. (a)(b) 45,731 2,156,674 
Tyson Foods, Inc. Class A 225,520 17,164,327 
  137,395,151 
Household Products - 0.5%   
Church & Dwight Co., Inc. 200,381 9,788,612 
Clorox Co. 104,647 14,827,433 
Energizer Holdings, Inc. (a) 47,875 2,787,283 
Spectrum Brands Holdings, Inc. (a) 19,239 2,279,052 
  29,682,380 
Personal Products - 0.3%   
Coty, Inc. Class A (a) 375,422 7,362,025 
Edgewell Personal Care Co. (a)(b) 45,627 2,576,100 
Herbalife Ltd. (a)(b) 52,069 4,321,206 
Nu Skin Enterprises, Inc. Class A 41,084 2,951,475 
  17,210,806 
TOTAL CONSUMER STAPLES  237,136,754 
ENERGY - 5.6%   
Energy Equipment & Services - 0.7%   
Baker Hughes, a GE Co. Class A 342,256 11,003,530 
Helmerich & Payne, Inc. 87,051 6,270,284 
Nabors Industries Ltd. 256,823 2,013,492 
National Oilwell Varco, Inc. (a) 306,500 11,242,420 
Oceaneering International, Inc. (a) 76,680 1,585,742 
Patterson-UTI Energy, Inc. 166,037 3,921,794 
RPC, Inc. (a) 45,817 925,503 
Transocean Ltd. (United States) (a)(b) 312,257 3,369,253 
Weatherford International PLC (a)(b) 703,056 2,770,041 
  43,102,059 
Oil, Gas & Consumable Fuels - 4.9%   
Andeavor 126,364 13,667,530 
Antero Resources Corp. (a)(b) 184,905 3,592,704 
Apache Corp. 309,306 13,878,560 
Cabot Oil & Gas Corp. 373,110 9,831,449 
Centennial Resource Development, Inc. Class A (a)(b) 104,320 2,129,171 
Cheniere Energy, Inc. (b) 165,874 9,381,833 
Chesapeake Energy Corp. (a)(b) 721,422 2,524,977 
Cimarex Energy Co. 75,603 8,482,657 
CNX Resources Corp. (b) 181,373 2,541,036 
Concho Resources, Inc. (a)(b) 119,621 18,833,130 
CONSOL Energy, Inc. (b) 22,504 729,805 
Continental Resources, Inc. (a)(b) 69,499 3,859,279 
Devon Energy Corp. 427,319 17,678,187 
Diamondback Energy, Inc. (b) 78,805 9,890,028 
Energen Corp. (b) 79,701 4,162,783 
EQT Corp. 190,809 10,359,021 
Extraction Oil & Gas, Inc. (a)(b) 96,047 1,354,263 
Gulfport Energy Corp. (b) 127,008 1,291,671 
Hess Corp. (a) 227,875 11,509,966 
HollyFrontier Corp. 142,156 6,817,802 
Kosmos Energy Ltd. (a)(b) 179,021 1,237,035 
Laredo Petroleum, Inc. (a)(b) 129,328 1,258,361 
Marathon Oil Corp. 690,219 12,555,084 
Marathon Petroleum Corp. 392,356 27,178,500 
Murphy Oil Corp. (a) 134,222 4,308,526 
Newfield Exploration Co. (b) 162,515 5,145,225 
Noble Energy, Inc. 388,076 11,844,080 
ONEOK, Inc. 304,331 17,912,923 
Parsley Energy, Inc. Class A (b) 190,948 4,506,373 
PBF Energy, Inc. Class A (a) 87,123 2,816,687 
QEP Resources, Inc. (b) 190,893 1,786,758 
Range Resources Corp. (a) 181,991 2,593,372 
RSP Permian, Inc. (b) 104,774 4,157,432 
SM Energy Co. 88,202 2,059,517 
Southwestern Energy Co. (b) 402,574 1,706,914 
Targa Resources Corp. 171,008 8,208,384 
The Williams Companies, Inc. 671,134 21,066,896 
Whiting Petroleum Corp. (a)(b) 71,670 2,001,026 
World Fuel Services Corp. 52,539 1,465,313 
WPX Energy, Inc. (b) 323,596 4,766,569 
  291,090,827 
TOTAL ENERGY  334,192,886 
FINANCIALS - 14.6%   
Banks - 4.6%   
Associated Banc-Corp. 125,405 3,103,774 
Bank of Hawaii Corp. 35,495 2,969,867 
Bank of the Ozarks, Inc. (a) 97,950 4,892,603 
BankUnited, Inc. 82,678 3,393,105 
BOK Financial Corp. 19,286 1,864,763 
CIT Group, Inc. 106,192 5,382,872 
Citizens Financial Group, Inc. 397,902 18,263,702 
Comerica, Inc. 139,772 13,309,090 
Commerce Bancshares, Inc. 77,052 4,508,313 
Cullen/Frost Bankers, Inc. 45,648 4,857,404 
East West Bancorp, Inc. 116,232 7,660,851 
Fifth Third Bancorp 569,576 18,852,966 
First Hawaiian, Inc. 41,214 1,191,085 
First Horizon National Corp. 239,570 4,757,860 
First Republic Bank 129,531 11,599,501 
FNB Corp., Pennsylvania 262,508 3,766,990 
Huntington Bancshares, Inc. 868,189 14,047,298 
KeyCorp 864,650 18,503,510 
M&T Bank Corp. 114,084 21,764,946 
PacWest Bancorp 103,346 5,418,431 
Peoples United Financial, Inc. 278,495 5,477,997 
Pinnacle Financial Partners, Inc. 56,100 3,551,130 
Popular, Inc. 79,991 3,250,834 
Prosperity Bancshares, Inc. 54,237 4,111,165 
Regions Financial Corp. 936,685 18,012,453 
Signature Bank (b) 43,769 6,740,426 
SunTrust Banks, Inc. 383,715 27,128,651 
SVB Financial Group (b) 42,108 10,381,727 
Synovus Financial Corp. 98,393 4,958,023 
TCF Financial Corp. 129,102 2,769,238 
Webster Financial Corp. 76,142 4,311,160 
Western Alliance Bancorp. (b) 78,268 4,591,201 
Zions Bancorporation 159,169 8,599,901 
  273,992,837 
Capital Markets - 3.6%   
Affiliated Managers Group, Inc. 44,570 8,897,509 
Ameriprise Financial, Inc. 119,375 20,138,563 
BGC Partners, Inc. Class A 185,133 2,649,253 
CBOE Holdings, Inc. 88,738 11,925,500 
E*TRADE Financial Corp. (b) 218,437 11,511,630 
Eaton Vance Corp. (non-vtg.) 90,813 5,248,991 
FactSet Research Systems, Inc. (a) 31,092 6,239,853 
Federated Investors, Inc. Class B (non-vtg.) 75,626 2,622,710 
Interactive Brokers Group, Inc. 56,129 3,591,695 
Invesco Ltd. 323,393 11,684,189 
Lazard Ltd. Class A 95,211 5,576,508 
Legg Mason, Inc. 65,581 2,795,062 
LPL Financial 71,694 4,277,264 
MarketAxess Holdings, Inc. 29,717 5,830,773 
Moody's Corp. 134,405 21,745,385 
Morningstar, Inc. 14,767 1,419,404 
MSCI, Inc. 71,793 9,995,739 
Northern Trust Corp. 168,964 17,807,116 
Raymond James Financial, Inc. 103,894 10,014,343 
SEI Investments Co. 107,471 8,076,446 
T. Rowe Price Group, Inc. 190,026 21,212,602 
TD Ameritrade Holding Corp. 205,224 11,449,447 
The NASDAQ OMX Group, Inc. 92,411 7,476,974 
  212,186,956 
Consumer Finance - 1.2%   
Ally Financial, Inc. 357,137 10,631,968 
Credit Acceptance Corp. (a)(b) 8,902 2,935,078 
Discover Financial Services 293,801 23,445,320 
Navient Corp. 207,940 2,963,145 
OneMain Holdings, Inc. (b) 50,419 1,649,205 
Santander Consumer U.S.A. Holdings, Inc. 117,589 2,028,410 
SLM Corp. (b) 352,597 4,033,710 
Synchrony Financial 635,525 25,217,632 
  72,904,468 
Diversified Financial Services - 0.2%   
Leucadia National Corp. 262,238 7,098,783 
Voya Financial, Inc. 145,947 7,576,109 
  14,674,892 
Insurance - 4.4%   
Alleghany Corp. (b) 12,060 7,570,062 
American Financial Group, Inc. 56,720 6,428,645 
American National Insurance Co. 5,793 732,177 
Arch Capital Group Ltd. (b) 98,767 8,981,871 
Arthur J. Gallagher & Co. 142,942 9,765,797 
Aspen Insurance Holdings Ltd. 47,323 1,767,514 
Assurant, Inc. 43,738 4,001,152 
Assured Guaranty Ltd. 92,125 3,278,729 
Athene Holding Ltd. (b) 86,900 4,358,904 
Axis Capital Holdings Ltd. 65,220 3,295,567 
Brown & Brown, Inc. 94,637 4,966,550 
Cincinnati Financial Corp. 124,689 9,588,584 
CNA Financial Corp. 21,151 1,145,538 
Erie Indemnity Co. Class A 20,168 2,395,152 
Everest Re Group Ltd. 32,938 7,569,152 
First American Financial Corp. 86,819 5,128,398 
FNF Group 210,732 8,214,333 
Hanover Insurance Group, Inc. 33,995 3,846,534 
Hartford Financial Services Group, Inc. 286,619 16,841,732 
Lincoln National Corp. 176,867 14,644,588 
Loews Corp. 224,272 11,583,649 
Markel Corp. (b) 11,011 12,637,215 
Mercury General Corp. 21,406 1,047,824 
Old Republic International Corp. (a) 198,321 4,261,918 
Principal Financial Group, Inc. 215,284 14,553,198 
ProAssurance Corp. 43,206 2,363,368 
Progressive Corp. 467,638 25,299,216 
Reinsurance Group of America, Inc. 51,793 8,113,373 
RenaissanceRe Holdings Ltd. 32,663 4,152,774 
Torchmark Corp. 92,826 8,433,242 
Unum Group 181,841 9,672,123 
Validus Holdings Ltd. 63,055 4,268,824 
W.R. Berkley Corp. 77,069 5,624,496 
White Mountains Insurance Group Ltd. 2,825 2,372,718 
Willis Group Holdings PLC 102,183 16,397,306 
XL Group Ltd. 204,470 7,532,675 
  262,834,898 
Mortgage Real Estate Investment Trusts - 0.5%   
AGNC Investment Corp. 313,091 5,882,980 
Annaly Capital Management, Inc. 926,630 9,766,680 
Chimera Investment Corp. 153,516 2,608,237 
MFA Financial, Inc. 324,401 2,322,711 
New Residential Investment Corp. 268,510 4,642,538 
Starwood Property Trust, Inc. 204,413 4,167,981 
Two Harbors Investment Corp. 143,814 2,121,257 
  31,512,384 
Thrifts & Mortgage Finance - 0.1%   
New York Community Bancorp, Inc. (a) 387,410 5,485,726 
TFS Financial Corp. 40,439 591,218 
  6,076,944 
TOTAL FINANCIALS  874,183,379 
HEALTH CARE - 9.7%   
Biotechnology - 1.5%   
ACADIA Pharmaceuticals, Inc. (a)(b) 78,434 2,345,961 
Agios Pharmaceuticals, Inc. (a)(b) 37,804 2,977,443 
Alkermes PLC (a)(b) 123,778 7,076,388 
Alnylam Pharmaceuticals, Inc. (b) 69,537 9,038,419 
BioMarin Pharmaceutical, Inc. (b) 140,478 12,675,330 
Bioverativ, Inc. 87,106 8,977,144 
Exelixis, Inc. (b) 232,256 7,039,679 
Incyte Corp. (b) 140,704 12,704,164 
Intercept Pharmaceuticals, Inc. (a)(b) 14,073 873,933 
Intrexon Corp. (a)(b) 47,345 615,485 
Ionis Pharmaceuticals, Inc. (a)(b) 100,204 5,262,714 
Juno Therapeutics, Inc. (b) 55,402 4,754,046 
Neurocrine Biosciences, Inc. (a)(b) 70,881 6,058,199 
Opko Health, Inc. (a)(b) 264,645 1,180,317 
Seattle Genetics, Inc. (a)(b) 76,280 3,989,444 
TESARO, Inc. (a)(b) 29,580 1,995,467 
United Therapeutics Corp. (b) 34,959 4,509,711 
  92,073,844 
Health Care Equipment & Supplies - 2.7%   
Abiomed, Inc. (b) 33,014 7,758,290 
Align Technology, Inc. (b) 64,183 16,815,946 
Dentsply Sirona, Inc. 181,306 11,025,218 
DexCom, Inc. (a)(b) 69,458 4,042,456 
Edwards Lifesciences Corp. (b) 169,130 21,408,475 
Hill-Rom Holdings, Inc. 52,455 4,475,985 
Hologic, Inc. (b) 225,904 9,646,101 
IDEXX Laboratories, Inc. (b) 70,680 13,219,987 
ResMed, Inc. 112,490 11,337,867 
Steris PLC 67,921 6,175,377 
Teleflex, Inc. 36,461 10,127,043 
The Cooper Companies, Inc. 38,953 9,530,631 
Varian Medical Systems, Inc. (b) 74,489 9,497,348 
West Pharmaceutical Services, Inc. 59,361 5,947,972 
Zimmer Biomet Holdings, Inc. 163,433 20,775,603 
  161,784,299 
Health Care Providers & Services - 2.1%   
Acadia Healthcare Co., Inc. (a)(b) 64,598 2,201,500 
AmerisourceBergen Corp. 128,799 12,837,396 
Brookdale Senior Living, Inc. (b) 147,011 1,396,605 
Cardinal Health, Inc. 256,214 18,393,603 
Centene Corp. (b) 137,576 14,753,650 
DaVita HealthCare Partners, Inc. (b) 123,194 9,614,060 
Envision Healthcare Corp. (a)(b) 95,395 3,433,266 
Henry Schein, Inc. (b) 127,469 9,646,854 
Laboratory Corp. of America Holdings (b) 82,763 14,442,144 
LifePoint Hospitals, Inc. (a)(b) 28,672 1,417,830 
MEDNAX, Inc. (b) 72,680 3,838,231 
Patterson Companies, Inc. 65,022 2,333,640 
Premier, Inc. (a)(b) 44,308 1,437,795 
Quest Diagnostics, Inc. 110,230 11,664,539 
Universal Health Services, Inc. Class B 69,649 8,462,354 
Wellcare Health Plans, Inc. (b) 35,811 7,533,918 
  123,407,385 
Health Care Technology - 0.4%   
athenahealth, Inc. (a)(b) 32,005 4,010,547 
Cerner Corp. (b) 232,749 16,089,938 
Veeva Systems, Inc. Class A (b) 87,965 5,529,480 
  25,629,965 
Life Sciences Tools & Services - 1.9%   
Agilent Technologies, Inc. 260,703 19,143,421 
Bio-Rad Laboratories, Inc. Class A (b) 17,004 4,396,044 
Bio-Techne Corp. 29,926 4,198,319 
Bruker Corp. 80,984 2,883,840 
Charles River Laboratories International, Inc. (b) 38,155 4,023,063 
Illumina, Inc. (b) 117,789 27,402,433 
Mettler-Toledo International, Inc. (b) 20,446 13,806,366 
PerkinElmer, Inc. 88,530 7,096,565 
QIAGEN NV (b) 183,447 6,143,640 
Quintiles Transnational Holdings, Inc. (b) 128,911 13,173,415 
Waters Corp. (b) 61,624 13,286,751 
  115,553,857 
Pharmaceuticals - 1.1%   
Akorn, Inc. (b) 71,399 2,300,476 
Endo International PLC (b) 177,659 1,227,624 
Mallinckrodt PLC (a)(b) 75,491 1,363,367 
Mylan NV (b) 431,822 18,503,573 
Perrigo Co. PLC 106,052 9,610,432 
Zoetis, Inc. Class A 398,051 30,542,441 
  63,547,913 
TOTAL HEALTH CARE  581,997,263 
INDUSTRIALS - 14.4%   
Aerospace & Defense - 2.1%   
Arconic, Inc. 343,138 10,314,728 
BWX Technologies, Inc. 76,037 4,823,787 
Harris Corp. 96,481 15,377,142 
HEICO Corp. (a) 24,250 1,947,760 
HEICO Corp. Class A 47,923 3,155,730 
Hexcel Corp. 71,486 4,886,068 
Huntington Ingalls Industries, Inc. 35,997 8,550,727 
L3 Technologies, Inc. 63,029 13,391,141 
Orbital ATK, Inc. 46,455 6,127,415 
Rockwell Collins, Inc. 131,000 18,142,190 
Spirit AeroSystems Holdings, Inc. Class A 93,132 9,532,992 
Teledyne Technologies, Inc. (b) 28,416 5,425,183 
Textron, Inc. 213,695 12,537,486 
TransDigm Group, Inc. (a) 38,963 12,347,764 
  126,560,113 
Air Freight & Logistics - 0.5%   
C.H. Robinson Worldwide, Inc. (a) 113,737 10,402,386 
Expeditors International of Washington, Inc. 142,550 9,258,623 
XPO Logistics, Inc. (a)(b) 95,909 9,057,646 
  28,718,655 
Airlines - 0.9%   
Alaska Air Group, Inc. 97,747 6,424,910 
American Airlines Group, Inc. 350,404 19,033,945 
Copa Holdings SA Class A 24,737 3,421,869 
JetBlue Airways Corp. (b) 260,587 5,435,845 
Spirit Airlines, Inc. (a)(b) 55,248 2,327,046 
United Continental Holdings, Inc. (b) 217,826 14,772,959 
  51,416,574 
Building Products - 0.9%   
A.O. Smith Corp. 116,953 7,810,121 
Allegion PLC 76,907 6,622,462 
Armstrong World Industries, Inc. (b) 35,124 2,202,275 
Fortune Brands Home & Security, Inc. 122,934 8,719,709 
Lennox International, Inc. 31,073 6,771,117 
Masco Corp. 254,097 11,347,972 
Owens Corning 89,902 8,358,189 
USG Corp. (a)(b) 67,874 2,624,009 
  54,455,854 
Commercial Services & Supplies - 0.8%   
Cintas Corp. 69,417 11,693,294 
Clean Harbors, Inc. (b) 41,666 2,305,796 
Copart, Inc. (b) 160,702 7,082,137 
KAR Auction Services, Inc. 110,516 6,027,543 
Pitney Bowes, Inc. 148,398 2,093,896 
Republic Services, Inc. 186,503 12,831,406 
Rollins, Inc. 77,435 3,820,643 
Stericycle, Inc. (b) 67,607 5,094,864 
  50,949,579 
Construction & Engineering - 0.4%   
AECOM (b) 124,498 4,869,117 
Fluor Corp. 114,125 6,927,388 
Jacobs Engineering Group, Inc. 97,700 6,786,242 
Quanta Services, Inc. (b) 118,300 4,553,367 
Valmont Industries, Inc. 17,498 2,862,673 
  25,998,787 
Electrical Equipment - 1.3%   
Acuity Brands, Inc. (a) 33,934 5,240,767 
AMETEK, Inc. 183,253 13,982,204 
Fortive Corp. 248,274 18,873,789 
Hubbell, Inc. Class B 44,380 6,033,461 
Regal Beloit Corp. 35,446 2,761,243 
Rockwell Automation, Inc. 103,928 20,503,955 
Sensata Technologies Holding BV (a)(b) 136,012 7,650,675 
  75,046,094 
Industrial Conglomerates - 0.5%   
Carlisle Companies, Inc. 49,500 5,653,395 
ITT, Inc. 72,817 4,077,752 
Roper Technologies, Inc. 81,410 22,842,832 
  32,573,979 
Machinery - 4.0%   
AGCO Corp. 53,350 3,874,277 
Allison Transmission Holdings, Inc. 101,374 4,484,786 
Colfax Corp. (b) 70,334 2,814,767 
Crane Co. 40,818 4,079,351 
Cummins, Inc. 128,543 24,166,084 
Donaldson Co., Inc. 104,211 5,279,329 
Dover Corp. 124,564 13,229,942 
Flowserve Corp. (a) 104,374 4,730,230 
Gardner Denver Holdings, Inc. 53,149 1,837,892 
Graco, Inc. 134,077 6,274,804 
IDEX Corp. 61,799 8,866,921 
Ingersoll-Rand PLC 202,187 19,132,956 
Lincoln Electric Holdings, Inc. 47,142 4,599,645 
Middleby Corp. (b) 44,753 6,098,044 
Nordson Corp. 46,667 6,706,981 
Oshkosh Corp. 60,584 5,496,180 
PACCAR, Inc. 277,920 20,721,715 
Parker Hannifin Corp. 107,046 21,561,205 
Pentair PLC 133,878 9,572,277 
Snap-On, Inc. (a) 45,756 7,838,460 
Stanley Black & Decker, Inc. 123,718 20,565,643 
Terex Corp. 61,961 2,913,406 
Timken Co. 55,005 2,890,513 
Toro Co. 85,782 5,631,588 
Trinity Industries, Inc. 119,792 4,129,230 
WABCO Holdings, Inc. (b) 41,058 6,338,945 
Wabtec Corp. (a) 69,679 5,646,786 
Xylem, Inc. 144,205 10,420,253 
  239,902,210 
Marine - 0.1%   
Kirby Corp. (a)(b) 42,385 3,174,637 
Professional Services - 1.2%   
Dun & Bradstreet Corp. 29,413 3,639,270 
Equifax, Inc. 95,821 11,970,918 
IHS Markit Ltd. (b) 311,039 14,845,891 
Manpower, Inc. 54,433 7,151,952 
Nielsen Holdings PLC (a) 287,737 10,764,241 
Robert Half International, Inc. 100,172 5,797,955 
TransUnion Holding Co., Inc. (b) 126,544 7,511,652 
Verisk Analytics, Inc. (b) 122,544 12,260,527 
  73,942,406 
Road & Rail - 0.6%   
AMERCO 3,983 1,454,114 
Genesee & Wyoming, Inc. Class A (a)(b) 48,528 3,874,961 
J.B. Hunt Transport Services, Inc. 69,545 8,403,122 
Kansas City Southern 83,844 9,485,272 
Landstar System, Inc. 33,235 3,690,747 
Old Dominion Freight Lines, Inc. (a) 49,813 7,295,114 
Ryder System, Inc. 41,907 3,647,166 
  37,850,496 
Trading Companies & Distributors - 1.0%   
Air Lease Corp. Class A 77,232 3,755,020 
Fastenal Co. 232,855 12,797,711 
HD Supply Holdings, Inc. (b) 152,557 5,932,942 
MSC Industrial Direct Co., Inc. Class A 34,601 3,248,342 
United Rentals, Inc. (b) 68,509 12,407,665 
Univar, Inc. (b) 90,334 2,697,373 
W.W. Grainger, Inc. (a) 41,341 11,148,014 
Watsco, Inc. 24,148 4,341,569 
WESCO International, Inc. (b) 37,362 2,546,220 
  58,874,856 
Transportation Infrastructure - 0.1%   
Macquarie Infrastructure Co. LLC 63,711 4,227,225 
TOTAL INDUSTRIALS  863,691,465 
INFORMATION TECHNOLOGY - 16.3%   
Communications Equipment - 1.1%   
Arista Networks, Inc. (b) 42,742 11,789,098 
Arris International PLC (b) 141,286 3,574,536 
CommScope Holding Co., Inc. (b) 153,431 5,927,040 
EchoStar Holding Corp. Class A (b) 37,573 2,294,207 
F5 Networks, Inc. (b) 51,664 7,467,515 
Juniper Networks, Inc. 301,776 7,891,442 
Motorola Solutions, Inc. 131,962 13,124,941 
Palo Alto Networks, Inc. (b) 71,650 11,311,386 
  63,380,165 
Electronic Equipment & Components - 1.9%   
Amphenol Corp. Class A 241,336 22,388,741 
Arrow Electronics, Inc. (b) 72,050 5,860,547 
Avnet, Inc. 97,505 4,143,963 
CDW Corp. 120,919 9,043,532 
Cognex Corp. 134,110 8,364,441 
Coherent, Inc. (b) 19,775 5,132,008 
Dell Technologies, Inc. (b) 166,020 11,903,634 
Dolby Laboratories, Inc. Class A 43,572 2,803,422 
FLIR Systems, Inc. 111,878 5,729,272 
IPG Photonics Corp. (b) 28,881 7,276,568 
Jabil, Inc. 137,332 3,492,353 
Keysight Technologies, Inc. (b) 150,038 7,009,775 
National Instruments Corp. 84,702 4,230,018 
Trimble, Inc. (b) 202,958 8,950,448 
Universal Display Corp. 33,387 5,321,888 
Zebra Technologies Corp. Class A (b) 42,458 5,229,127 
  116,879,737 
Internet Software & Services - 1.1%   
Akamai Technologies, Inc. (b) 132,792 8,895,736 
CoStar Group, Inc. (b) 28,483 9,858,251 
GoDaddy, Inc. (b) 102,221 5,645,666 
IAC/InterActiveCorp (b) 56,085 8,130,642 
LogMeIn, Inc. 42,126 5,299,451 
Match Group, Inc. (a)(b) 28,897 1,009,661 
Pandora Media, Inc. (a)(b) 188,514 901,097 
Twitter, Inc. (b) 540,807 13,958,229 
VeriSign, Inc. (a)(b) 68,647 7,888,913 
Zillow Group, Inc.:   
Class A (b) 43,760 1,960,010 
Class C (a)(b) 87,660 3,897,364 
  67,445,020 
IT Services - 4.5%   
Alliance Data Systems Corp. 39,312 10,089,818 
Amdocs Ltd. 115,598 7,906,903 
Booz Allen Hamilton Holding Corp. Class A 115,695 4,532,930 
Broadridge Financial Solutions, Inc. 94,132 9,075,266 
Conduent, Inc. (b) 151,067 2,477,499 
CoreLogic, Inc. (b) 65,434 3,098,954 
CSRA, Inc. 129,472 4,308,828 
DST Systems, Inc. 48,550 4,047,614 
DXC Technology Co. 228,817 22,778,732 
Euronet Worldwide, Inc. (b) 39,991 3,753,955 
Fidelity National Information Services, Inc. 265,681 27,195,107 
First Data Corp. Class A (b) 382,656 6,773,011 
Fiserv, Inc. (b) 171,326 24,129,554 
FleetCor Technologies, Inc. (b) 72,048 15,310,200 
Gartner, Inc. (b) 70,578 9,791,992 
Genpact Ltd. 123,339 4,186,126 
Global Payments, Inc. 122,974 13,746,034 
Jack Henry & Associates, Inc. 62,306 7,767,066 
Leidos Holdings, Inc. 115,264 7,676,582 
Paychex, Inc. 259,951 17,741,656 
Sabre Corp. (a) 163,866 3,403,497 
Square, Inc. (a)(b) 196,518 9,218,659 
Teradata Corp. (a)(b) 96,284 3,899,502 
The Western Union Co. 370,558 7,703,901 
Total System Services, Inc. 146,698 13,035,584 
WEX, Inc. (b) 31,846 4,930,079 
Worldpay, Inc. (a)(b) 232,166 18,645,251 
  267,224,300 
Semiconductors & Semiconductor Equipment - 3.2%   
Advanced Micro Devices, Inc. (a)(b) 680,827 9,354,563 
Analog Devices, Inc. 295,653 27,164,598 
Cavium, Inc. (b) 54,363 4,826,347 
Cypress Semiconductor Corp. 267,169 4,619,352 
First Solar, Inc. (b) 65,878 4,425,025 
KLA-Tencor Corp. 126,832 13,926,154 
Lam Research Corp. 130,424 24,978,804 
Marvell Technology Group Ltd. 321,831 7,508,317 
Maxim Integrated Products, Inc. 227,430 13,873,230 
Microchip Technology, Inc. (a) 184,034 17,523,717 
Microsemi Corp. (b) 95,326 5,890,194 
ON Semiconductor Corp. (b) 335,844 8,308,781 
Qorvo, Inc. (a)(b) 101,929 7,315,444 
Skyworks Solutions, Inc. 149,126 14,496,538 
Teradyne, Inc. 159,826 7,326,424 
Versum Materials, Inc. 86,583 3,186,254 
Xilinx, Inc. 201,169 14,689,360 
  189,413,102 
Software - 3.8%   
ANSYS, Inc. (b) 68,942 11,144,474 
Atlassian Corp. PLC (a)(b) 74,214 4,006,814 
Autodesk, Inc. (b) 168,090 19,434,566 
Black Knight, Inc. (b) 88,415 4,376,543 
CA Technologies, Inc. 253,524 9,088,835 
Cadence Design Systems, Inc. (b) 223,603 10,030,831 
CDK Global, Inc. 102,690 7,320,770 
Citrix Systems, Inc. (b) 122,159 11,331,469 
FireEye, Inc. (a)(b) 144,551 2,179,829 
Fortinet, Inc. (b) 117,933 5,429,635 
Guidewire Software, Inc. (a)(b) 61,288 4,869,332 
Manhattan Associates, Inc. (a)(b) 54,926 2,901,191 
Nuance Communications, Inc. (b) 229,140 4,080,983 
Parametric Technology Corp. (b) 92,939 6,754,807 
Red Hat, Inc. (b) 143,036 18,792,070 
ServiceNow, Inc. (b) 135,350 20,149,555 
Splunk, Inc. (b) 112,780 10,417,489 
SS&C Technologies Holdings, Inc. 138,482 6,962,875 
Symantec Corp. 495,079 13,481,001 
Synopsys, Inc. (b) 120,976 11,203,587 
Tableau Software, Inc. (b) 51,925 3,988,359 
Take-Two Interactive Software, Inc. (b) 90,105 11,413,600 
Tyler Technologies, Inc. (b) 27,897 5,621,524 
Ultimate Software Group, Inc. (a)(b) 23,074 5,373,704 
Workday, Inc. Class A (b) 107,949 12,942,006 
Zynga, Inc. (b) 612,997 2,194,529 
  225,490,378 
Technology Hardware, Storage & Peripherals - 0.7%   
NCR Corp. (b) 95,903 3,597,322 
NetApp, Inc. 219,901 13,523,912 
Western Digital Corp. 239,860 21,342,743 
Xerox Corp. 186,717 6,372,651 
  44,836,628 
TOTAL INFORMATION TECHNOLOGY  974,669,330 
MATERIALS - 5.9%   
Chemicals - 2.1%   
Albemarle Corp. U.S. (a) 88,640 9,891,338 
Ashland Global Holdings, Inc. 49,447 3,589,358 
Axalta Coating Systems Ltd. (b) 172,861 5,445,122 
Cabot Corp. 48,644 3,290,280 
Celanese Corp. Class A 109,170 11,807,827 
CF Industries Holdings, Inc. 187,545 7,959,410 
Eastman Chemical Co. 117,474 11,651,071 
FMC Corp. 107,456 9,813,956 
Huntsman Corp. 163,057 5,636,880 
International Flavors & Fragrances, Inc. 63,629 9,563,439 
NewMarket Corp. 5,858 2,329,082 
Olin Corp. 134,276 5,005,809 
Platform Specialty Products Corp. (b) 182,441 2,136,384 
RPM International, Inc. 107,312 5,601,686 
The Chemours Co. LLC 148,434 7,662,163 
The Mosaic Co. 283,454 7,738,294 
The Scotts Miracle-Gro Co. Class A 34,254 3,092,109 
Valvoline, Inc. 167,259 4,122,934 
W.R. Grace & Co. 54,421 4,017,358 
Westlake Chemical Corp. 28,368 3,194,237 
  123,548,737 
Construction Materials - 0.5%   
Eagle Materials, Inc. 38,388 4,301,375 
Martin Marietta Materials, Inc. 50,550 11,533,994 
Vulcan Materials Co. 106,605 14,434,317 
  30,269,686 
Containers & Packaging - 1.7%   
Aptargroup, Inc. 49,907 4,362,870 
Ardagh Group SA 13,106 262,120 
Avery Dennison Corp. 71,311 8,748,433 
Ball Corp. 280,912 10,753,311 
Bemis Co., Inc. 72,152 3,372,384 
Berry Global Group, Inc. (b) 104,807 6,203,526 
Crown Holdings, Inc. (b) 104,971 6,093,567 
Graphic Packaging Holding Co. 251,889 4,068,007 
International Paper Co. 333,593 20,969,656 
Owens-Illinois, Inc. (b) 129,117 2,998,097 
Packaging Corp. of America 75,041 9,427,401 
Sealed Air Corp. 144,470 6,840,655 
Silgan Holdings, Inc. 58,860 1,759,325 
Sonoco Products Co. 78,397 4,257,741 
WestRock Co. 203,523 13,560,737 
  103,677,830 
Metals & Mining - 1.5%   
Alcoa Corp. (b) 148,630 7,731,733 
Freeport-McMoRan, Inc. (b) 1,095,872 21,369,504 
Newmont Mining Corp. 432,100 17,504,371 
Nucor Corp. 258,705 17,322,887 
Reliance Steel & Aluminum Co. 57,942 5,075,140 
Royal Gold, Inc. 52,706 4,690,834 
Southern Copper Corp. (a) 65,445 3,177,355 
Steel Dynamics, Inc. 183,925 8,350,195 
Tahoe Resources, Inc. 240,513 1,061,777 
United States Steel Corp. (a) 141,412 5,290,223 
  91,574,019 
Paper & Forest Products - 0.1%   
Domtar Corp. 49,616 2,548,278 
TOTAL MATERIALS  351,618,550 
REAL ESTATE - 8.8%   
Equity Real Estate Investment Trusts (REITs) - 8.4%   
Alexandria Real Estate Equities, Inc. (a) 76,636 9,939,689 
American Campus Communities, Inc. 111,644 4,293,828 
American Homes 4 Rent Class A 195,061 4,055,318 
Apartment Investment & Management Co. Class A 127,071 5,316,651 
Apple Hospitality (REIT), Inc. 174,320 3,397,497 
AvalonBay Communities, Inc. 110,866 18,891,566 
Boston Properties, Inc. 124,289 15,375,792 
Brandywine Realty Trust (SBI) 136,714 2,452,649 
Brixmor Property Group, Inc. 242,874 3,941,845 
Camden Property Trust (SBI) 72,828 6,303,992 
Colony NorthStar, Inc. 435,807 3,913,547 
Columbia Property Trust, Inc. 93,647 2,049,933 
CoreSite Realty Corp. 26,985 2,923,015 
Corporate Office Properties Trust (SBI) 82,238 2,245,097 
Corrections Corp. of America 96,501 2,239,788 
CubeSmart 144,137 3,968,092 
CyrusOne, Inc. 71,786 4,141,334 
DCT Industrial Trust, Inc. 78,276 4,633,156 
DDR Corp. 246,145 1,998,697 
Digital Realty Trust, Inc. 165,186 18,492,573 
Douglas Emmett, Inc. 128,875 4,983,596 
Duke Realty Corp. 284,644 7,517,448 
Empire State Realty Trust, Inc. 101,852 1,991,207 
EPR Properties 52,020 3,072,301 
Equity Commonwealth (b) 96,962 2,900,133 
Equity Lifestyle Properties, Inc. 65,288 5,635,660 
Essex Property Trust, Inc. 52,759 12,291,792 
Extra Space Storage, Inc. (a) 98,389 8,213,514 
Federal Realty Investment Trust (SBI) 58,387 7,053,150 
Forest City Realty Trust, Inc. Class A 204,375 4,796,681 
Gaming & Leisure Properties 160,902 5,863,269 
General Growth Properties, Inc. 496,015 11,423,225 
HCP, Inc. 380,931 9,172,818 
Healthcare Trust of America, Inc. 164,836 4,551,122 
Highwoods Properties, Inc. (SBI) 82,374 3,944,067 
Hospitality Properties Trust (SBI) 137,158 3,896,659 
Host Hotels & Resorts, Inc. 588,989 12,227,412 
Hudson Pacific Properties, Inc. 127,105 4,063,547 
Invitation Homes, Inc. 237,841 5,349,044 
Iron Mountain, Inc. 224,303 7,857,334 
JBG SMITH Properties 70,959 2,394,866 
Kilroy Realty Corp. 78,277 5,582,716 
Kimco Realty Corp. 329,872 5,248,264 
Lamar Advertising Co. Class A 67,141 4,834,152 
Liberty Property Trust (SBI) 119,103 4,932,055 
Life Storage, Inc. 36,409 3,025,588 
Medical Properties Trust, Inc. 287,213 3,756,746 
Mid-America Apartment Communities, Inc. 91,637 8,739,421 
National Retail Properties, Inc. 123,528 4,901,591 
Omega Healthcare Investors, Inc. (a) 158,650 4,289,896 
Outfront Media, Inc. 110,102 2,466,285 
Paramount Group, Inc. 174,370 2,620,781 
Park Hotels & Resorts, Inc. 114,120 3,299,209 
Piedmont Office Realty Trust, Inc. Class A 114,130 2,227,818 
Prologis, Inc. 425,337 27,693,692 
Rayonier, Inc. 101,982 3,310,336 
Realty Income Corp. 228,826 12,171,255 
Regency Centers Corp. 120,710 7,593,866 
Retail Properties America, Inc. 180,451 2,174,435 
SBA Communications Corp. Class A (b) 97,039 16,933,306 
Senior Housing Properties Trust (SBI) 193,667 3,356,249 
SL Green Realty Corp. 78,254 7,866,092 
Spirit Realty Capital, Inc. 362,505 2,961,666 
Store Capital Corp. 135,411 3,318,924 
Sun Communities, Inc. 61,937 5,502,483 
Tanger Factory Outlet Centers, Inc. 72,209 1,818,223 
Taubman Centers, Inc. 46,934 2,893,481 
The Macerich Co. (a) 110,878 7,159,392 
UDR, Inc. 213,867 7,812,562 
Uniti Group, Inc. (a) 135,397 2,143,335 
Ventas, Inc. 285,688 15,989,957 
VEREIT, Inc. 784,510 5,648,472 
Vornado Realty Trust 139,331 9,987,246 
Weingarten Realty Investors (SBI) 95,407 2,819,277 
Welltower, Inc. 295,589 17,726,472 
Weyerhaeuser Co. 602,720 22,626,109 
WP Carey, Inc. 86,390 5,598,936 
  500,803,192 
Real Estate Management & Development - 0.4%   
CBRE Group, Inc. (b) 237,212 10,838,216 
Howard Hughes Corp. (b) 29,256 3,685,086 
Jones Lang LaSalle, Inc. 36,604 5,723,035 
Realogy Holdings Corp. (a) 105,621 2,905,634 
  23,151,971 
TOTAL REAL ESTATE  523,955,163 
TELECOMMUNICATION SERVICES - 0.4%   
Diversified Telecommunication Services - 0.3%   
CenturyLink, Inc. 775,040 13,803,462 
Zayo Group Holdings, Inc. (b) 151,225 5,549,958 
  19,353,420 
Wireless Telecommunication Services - 0.1%   
Telephone & Data Systems, Inc. 77,162 2,116,554 
U.S. Cellular Corp. (b) 11,196 407,199 
  2,523,753 
TOTAL TELECOMMUNICATION SERVICES  21,877,173 
UTILITIES - 5.5%   
Electric Utilities - 2.2%   
Alliant Energy Corp. 186,607 7,417,628 
Edison International 256,222 16,021,562 
Entergy Corp. 145,707 11,465,684 
Eversource Energy 256,189 16,162,964 
FirstEnergy Corp. 358,293 11,787,840 
Great Plains Energy, Inc. 175,142 5,450,419 
Hawaiian Electric Industries, Inc. 88,248 3,010,139 
OGE Energy Corp. 162,904 5,245,509 
Pinnacle West Capital Corp. 89,718 7,172,954 
PPL Corp. 555,240 17,695,499 
Vistra Energy Corp. (a)(b) 195,727 3,816,677 
Westar Energy, Inc. 113,410 5,858,761 
Xcel Energy, Inc. 408,370 18,638,007 
  129,743,643 
Gas Utilities - 0.3%   
Atmos Energy Corp. 82,672 6,853,509 
National Fuel Gas Co. 65,937 3,675,988 
UGI Corp. 138,523 6,340,198 
  16,869,695 
Independent Power and Renewable Electricity Producers - 0.3%   
Calpine Corp. (b) 290,114 4,377,820 
NRG Energy, Inc. 240,929 6,266,563 
The AES Corp. 537,583 6,214,459 
  16,858,842 
Multi-Utilities - 2.4%   
Ameren Corp. 196,505 11,128,078 
Avangrid, Inc. 45,674 2,225,237 
CenterPoint Energy, Inc. 349,998 9,862,944 
CMS Energy Corp. 225,522 10,092,110 
Consolidated Edison, Inc. 250,350 20,118,126 
DTE Energy Co. 144,368 15,251,036 
MDU Resources Group, Inc. 158,496 4,196,974 
NiSource, Inc. 274,077 6,764,220 
Public Service Enterprise Group, Inc. 408,239 21,175,357 
SCANA Corp. 105,001 4,267,241 
Sempra Energy (a) 203,126 21,738,545 
Vectren Corp. 68,150 4,131,935 
WEC Energy Group, Inc. 254,058 16,335,929 
  147,287,732 
Water Utilities - 0.3%   
American Water Works Co., Inc. 143,889 11,967,248 
Aqua America, Inc. 143,755 5,205,369 
  17,172,617 
TOTAL UTILITIES  327,932,529 
TOTAL COMMON STOCKS   
(Cost $4,922,088,161)  5,967,712,606 
 Principal Amount Value 
U.S. Treasury Obligations - 0.0%   
U.S. Treasury Bills, yield at date of purchase 1.18% 6/21/18 (c)   
(Cost $995,450) 1,000,000 994,167 
 Shares Value 
Money Market Funds - 9.3%   
Fidelity Cash Central Fund, 1.39% (d) 53,836,134 $53,846,901 
Fidelity Securities Lending Cash Central Fund 1.40% (d)(e) 502,977,082 503,027,379 
TOTAL MONEY MARKET FUNDS   
(Cost $556,863,126)  556,874,280 
TOTAL INVESTMENT IN SECURITIES - 109.1%   
(Cost $5,479,946,737)  6,525,581,053 
NET OTHER ASSETS (LIABILITIES) - (9.1)%  (544,320,985) 
NET ASSETS - 100%  $5,981,260,068 

Futures Contracts      
 Number of contracts Expiration Date Notional Amount Value Unrealized Appreciation/(Depreciation) 
Purchased      
Equity Index Contracts      
CME E-mini S&P MidCap 400 Index Contracts (United States) 89 March 2018 $17,392,380 $563,015 $563,015 

The notional amount of futures purchased as a percentage of Net Assets is 0.3%

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 $994,167.

 (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 $338,640 
Fidelity Securities Lending Cash Central Fund 639,786 
Total $978,426 

Amounts in the income column in the above table include any capital gain distributions from underlying funds.

Investment Valuation

The following is a summary of the inputs used, as of January 31, 2018, 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 $876,458,114 $876,458,114 $-- $-- 
Consumer Staples 237,136,754 237,136,754 -- -- 
Energy 334,192,886 334,192,886 -- -- 
Financials 874,183,379 874,183,379 -- -- 
Health Care 581,997,263 581,997,263 -- -- 
Industrials 863,691,465 863,691,465 -- -- 
Information Technology 974,669,330 974,669,330 -- -- 
Materials 351,618,550 351,618,550 -- -- 
Real Estate 523,955,163 523,955,163 -- -- 
Telecommunication Services 21,877,173 21,877,173 -- -- 
Utilities 327,932,529 327,932,529 -- -- 
U.S. Government and Government Agency Obligations 994,167 -- 994,167 -- 
Money Market Funds 556,874,280 556,874,280 -- -- 
Total Investments in Securities: $6,525,581,053 $6,524,586,886 $994,167 $-- 
Derivative Instruments:     
Assets     
Futures Contracts $563,015 $563,015 $-- $-- 
Total Assets $563,015 $563,015 $-- $-- 
Total Derivative Instruments: $563,015 $563,015 $-- $-- 

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 Fair Value Committee (the Committee) established by the Fund's investment adviser. 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.

For additional information on the Fund's 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

Fidelity® Small Cap Index Fund

January 31, 2018







SSP-QTLY-0318
1.883103.106





Schedule of Investments January 31, 2018 (Unaudited)

Showing Percentage of Net Assets

Common Stocks - 99.2%   
 Shares Value 
CONSUMER DISCRETIONARY - 12.3%   
Auto Components - 1.2%   
American Axle & Manufacturing Holdings, Inc. (a)(b) 197,006 $3,477,156 
Cooper Tire & Rubber Co. (b) 102,464 4,006,342 
Cooper-Standard Holding, Inc. (a) 34,313 4,275,057 
Dana Holding Corp. 288,764 9,526,324 
Dorman Products, Inc. (a) 53,482 4,034,682 
Fox Factory Holding Corp. (a) 69,486 2,664,788 
Gentherm, Inc. (a) 72,323 2,314,336 
Hertz Global Holdings, Inc. (a)(b) 108,669 2,491,780 
Horizon Global Corp. (a) 49,537 418,588 
LCI Industries 48,129 5,306,222 
Modine Manufacturing Co. (a) 98,880 2,308,848 
Motorcar Parts of America, Inc. (a) 37,785 1,028,508 
Shiloh Industries, Inc. (a) 28,385 211,468 
Standard Motor Products, Inc. 42,531 2,037,235 
Stoneridge, Inc. (a) 53,559 1,303,626 
Superior Industries International, Inc. 48,474 816,787 
Tenneco, Inc. 101,310 5,876,993 
Tower International, Inc. 39,874 1,204,195 
VOXX International Corp. (a) 38,854 231,181 
  53,534,116 
Automobiles - 0.1%   
REV Group, Inc. 44,827 1,311,638 
Winnebago Industries, Inc. 62,528 2,841,898 
  4,153,536 
Distributors - 0.1%   
Core-Mark Holding Co., Inc. 90,887 2,007,694 
Weyco Group, Inc. 11,861 367,454 
  2,375,148 
Diversified Consumer Services - 0.9%   
Adtalem Global Education, Inc. (a)(b) 120,046 5,522,116 
American Public Education, Inc. (a) 32,195 817,753 
Ascent Capital Group, Inc. (a) 21,282 200,689 
Bridgepoint Education, Inc. (a) 36,680 283,536 
Cambium Learning Group, Inc. (a) 26,696 187,406 
Capella Education Co. 22,762 1,810,717 
Career Education Corp. (a) 133,921 1,660,620 
Carriage Services, Inc. 29,138 775,945 
Chegg, Inc. (a)(b) 189,240 3,277,637 
Collectors Universe, Inc. 14,730 408,316 
Grand Canyon Education, Inc. (a) 93,266 8,672,805 
Houghton Mifflin Harcourt Co. (a) 204,356 1,716,590 
K12, Inc. (a) 77,617 1,346,655 
Laureate Education, Inc. Class A 109,144 1,571,674 
Liberty Tax, Inc. 13,251 136,485 
Regis Corp. (a) 71,964 1,145,667 
Sotheby's Class A (Ltd. vtg.) (a)(b) 75,462 3,981,375 
Strayer Education, Inc. (b) 20,967 1,939,028 
Weight Watchers International, Inc. (a)(b) 55,674 3,579,281 
  39,034,295 
Hotels, Restaurants & Leisure - 3.2%   
Belmond Ltd. Class A (a) 177,080 2,284,332 
Biglari Holdings, Inc. (a) 2,064 851,792 
BJ's Restaurants, Inc. 39,851 1,504,375 
Bloomin' Brands, Inc. 183,637 4,045,523 
Bojangles', Inc. (a) 34,423 421,682 
Boyd Gaming Corp. 164,727 6,501,775 
Brinker International, Inc. (b) 92,765 3,371,080 
Buffalo Wild Wings, Inc. (a) 30,801 4,835,757 
Caesars Entertainment Corp. (a) 270,297 3,770,643 
Carrols Restaurant Group, Inc. (a) 69,452 864,677 
Century Casinos, Inc. (a) 41,586 380,512 
Churchill Downs, Inc. (b) 26,758 6,930,322 
Chuy's Holdings, Inc. (a)(b) 33,339 883,484 
Cracker Barrel Old Country Store, Inc. 38,178 6,737,653 
Dave & Buster's Entertainment, Inc. (a)(b) 82,278 3,867,066 
Del Frisco's Restaurant Group, Inc. (a) 42,654 746,445 
Del Taco Restaurants, Inc. (a) 64,722 820,028 
Denny's Corp. (a) 127,599 1,912,709 
DineEquity, Inc. (b) 34,071 1,886,852 
Drive Shack, Inc. (b) 124,372 644,247 
El Pollo Loco Holdings, Inc. (a) 39,960 401,598 
Eldorado Resorts, Inc. (a)(b) 92,621 3,200,056 
Empire Resorts, Inc. (a)(b) 6,343 184,264 
Fiesta Restaurant Group, Inc. (a)(b) 50,556 970,675 
Fogo de Chao, Inc. (a) 18,274 237,562 
Golden Entertainment, Inc. (a) 21,079 660,194 
Habit Restaurants, Inc. Class A (a)(b) 39,681 347,209 
ILG, Inc. 210,905 6,624,526 
Inspired Entertainment, Inc. (a) 7,238 47,771 
International Speedway Corp. Class A 47,787 2,217,317 
J. Alexanders Holdings, Inc. (a) 25,138 242,582 
Jack in the Box, Inc. 58,620 5,333,834 
La Quinta Holdings, Inc. (a) 161,528 3,219,253 
Lindblad Expeditions Holdings (a) 39,926 370,114 
Marcus Corp. 36,673 953,498 
Marriott Vacations Worldwide Corp. 42,435 6,464,124 
Monarch Casino & Resort, Inc. (a) 21,619 984,962 
Nathan's Famous, Inc. 5,512 393,557 
Noodles & Co. (a)(b) 21,193 125,039 
Papa John's International, Inc. (b) 51,693 3,354,359 
Penn National Gaming, Inc. (a) 168,434 5,374,729 
Pinnacle Entertainment, Inc. (a) 104,748 3,382,313 
Planet Fitness, Inc. (a) 172,198 5,813,404 
Potbelly Corp. (a) 46,071 557,459 
RCI Hospitality Holdings, Inc. 17,819 523,522 
Red Lion Hotels Corp. (a) 32,326 337,807 
Red Robin Gourmet Burgers, Inc. (a)(b) 25,416 1,338,152 
Red Rock Resorts, Inc. 136,742 4,749,050 
Ruth's Hospitality Group, Inc. 60,032 1,422,758 
Scientific Games Corp. Class A (a)(b) 105,802 4,935,663 
SeaWorld Entertainment, Inc. (a)(b) 135,102 2,060,306 
Shake Shack, Inc. Class A (a)(b) 44,680 1,952,963 
Sonic Corp. 76,881 1,986,605 
Speedway Motorsports, Inc. 23,693 491,630 
Texas Roadhouse, Inc. Class A 133,274 7,825,849 
The Cheesecake Factory, Inc. (b) 84,915 4,176,969 
Wingstop, Inc. (b) 57,425 2,777,073 
Zoe's Kitchen, Inc. (a)(b) 38,068 560,361 
  139,860,061 
Household Durables - 1.5%   
AV Homes, Inc. (a) 23,494 397,049 
Bassett Furniture Industries, Inc. 20,525 696,824 
Beazer Homes U.S.A., Inc. (a) 61,804 1,145,846 
Cavco Industries, Inc. (a) 16,889 2,586,550 
Century Communities, Inc. (a) 38,013 1,201,211 
CSS Industries, Inc. 17,119 447,833 
Ethan Allen Interiors, Inc. 49,510 1,230,324 
Flexsteel Industries, Inc. 15,528 668,946 
GoPro, Inc. Class A (a)(b) 215,309 1,177,740 
Green Brick Partners, Inc. (a) 46,582 521,718 
Hamilton Beach Brands Holding Co. Class A 5,618 144,439 
Helen of Troy Ltd. (a) 54,061 5,035,782 
Hooker Furniture Corp. 22,958 852,890 
Hovnanian Enterprises, Inc. Class A (a) 244,724 496,790 
Installed Building Products, Inc. (a) 42,848 3,082,914 
iRobot Corp. (a)(b) 52,417 4,652,009 
KB Home 169,278 5,335,643 
La-Z-Boy, Inc. 95,474 2,878,541 
LGI Homes, Inc. (a)(b) 34,299 2,321,356 
Libbey, Inc. 41,985 296,834 
Lifetime Brands, Inc. 19,422 338,914 
M.D.C. Holdings, Inc. 88,738 2,991,358 
M/I Homes, Inc. 52,278 1,690,671 
Meritage Homes Corp. (a) 76,610 3,635,145 
New Home Co. LLC (a) 24,271 287,611 
PICO Holdings, Inc. 46,344 607,106 
Taylor Morrison Home Corp. (a) 220,342 5,603,297 
TopBuild Corp. (a) 70,677 5,409,618 
TRI Pointe Homes, Inc. (a) 299,357 4,882,513 
Universal Electronics, Inc. (a) 28,096 1,295,226 
William Lyon Homes, Inc. (a) 53,737 1,458,960 
Zagg, Inc. (a) 54,206 905,240 
  64,276,898 
Internet & Direct Marketing Retail - 0.4%   
1-800-FLOWERS.com, Inc. Class A (a) 53,665 559,458 
Duluth Holdings, Inc. (a)(b) 19,736 347,551 
FTD Companies, Inc. (a) 31,695 185,733 
Gaia, Inc. Class A (a) 16,583 198,167 
Groupon, Inc. (a)(b) 673,091 3,560,651 
Lands' End, Inc. (a)(b) 26,001 436,817 
Liberty TripAdvisor Holdings, Inc. (a) 143,973 1,266,962 
NutriSystem, Inc. (b) 59,022 2,552,702 
Overstock.com, Inc. (a)(b) 33,222 2,282,351 
PetMed Express, Inc. 39,437 1,782,552 
Shutterfly, Inc. (a)(b) 65,498 4,463,689 
  17,636,633 
Leisure Products - 0.3%   
American Outdoor Brands Corp. (a)(b) 105,956 1,264,055 
Callaway Golf Co. 185,297 2,736,837 
Clarus Corp. (a) 40,618 302,604 
Escalade, Inc. 20,602 264,736 
Johnson Outdoors, Inc. Class A 9,809 591,188 
Malibu Boats, Inc. Class A (a) 41,164 1,369,115 
Marine Products Corp. 15,072 220,051 
MCBC Holdings, Inc. (a) 36,785 889,093 
Nautilus, Inc. (a) 60,233 773,994 
Sturm, Ruger & Co., Inc. (b) 33,384 1,767,683 
Vista Outdoor, Inc. (a)(b) 112,867 1,709,935 
  11,889,291 
Media - 1.3%   
AMC Entertainment Holdings, Inc. Class A (b) 105,150 1,345,920 
Beasley Broadcast Group, Inc. Class A 8,922 111,971 
Central European Media Enterprises Ltd. Class A (a)(b) 162,492 771,837 
Clear Channel Outdoor Holding, Inc. Class A 72,451 351,387 
Daily Journal Corp. (a)(b) 2,189 500,624 
E.W. Scripps Co. Class A (a)(b) 114,434 1,832,088 
Entercom Communications Corp. Class A 250,726 2,770,522 
Entravision Communication Corp. Class A 133,276 926,268 
Eros International PLC (a)(b) 49,509 564,403 
Gannett Co., Inc. 222,784 2,628,851 
Global Eagle Entertainment, Inc. (a)(b) 95,700 276,573 
Gray Television, Inc. (a) 127,045 2,077,186 
Hemisphere Media Group, Inc. (a) 28,495 304,897 
IMAX Corp. (a)(b) 110,950 2,202,358 
Liberty Media Corp.:   
Liberty Braves Class A (a) 18,454 435,514 
Liberty Braves Class C (a) 69,417 1,631,994 
Loral Space & Communications Ltd. (a) 25,269 1,178,799 
MDC Partners, Inc. Class A (a) 114,630 1,031,670 
Meredith Corp. (b) 78,790 5,211,171 
MSG Network, Inc. Class A (a)(b) 119,744 2,873,856 
National CineMedia, Inc. 122,513 820,837 
New Media Investment Group, Inc. 102,518 1,732,554 
Nexstar Broadcasting Group, Inc. Class A (b) 87,213 6,549,696 
Reading International, Inc. Class A (a) 34,475 568,493 
Saga Communications, Inc. Class A 7,195 284,922 
Salem Communications Corp. Class A 21,447 99,729 
Scholastic Corp. 55,978 2,150,675 
Sinclair Broadcast Group, Inc. Class A (b) 142,074 5,270,945 
The New York Times Co. Class A (b) 249,685 5,805,176 
Townsquare Media, Inc. (a) 16,264 121,980 
tronc, Inc. (a) 41,261 841,724 
World Wrestling Entertainment, Inc. Class A (b) 77,507 2,739,872 
  56,014,492 
Multiline Retail - 0.3%   
Big Lots, Inc. (b) 84,372 5,128,130 
Dillard's, Inc. Class A (b) 27,641 1,867,426 
Fred's, Inc. Class A (b) 69,384 229,661 
JC Penney Corp., Inc. (a)(b) 613,815 2,277,254 
Ollie's Bargain Outlet Holdings, Inc. (a)(b) 94,290 5,237,810 
Sears Holdings Corp. (a)(b) 21,707 55,787 
  14,796,068 
Specialty Retail - 2.1%   
Aaron's, Inc. Class A 125,595 5,135,580 
Abercrombie & Fitch Co. Class A (b) 135,178 2,799,536 
America's Car Mart, Inc. (a) 14,248 656,833 
American Eagle Outfitters, Inc. 321,795 5,792,310 
Armstrong Flooring, Inc. (a) 43,554 674,651 
Asbury Automotive Group, Inc. (a) 37,247 2,705,995 
Ascena Retail Group, Inc. (a)(b) 345,309 745,867 
Barnes & Noble Education, Inc. (a) 76,324 507,555 
Barnes & Noble, Inc. 120,594 566,792 
Big 5 Sporting Goods Corp. (b) 39,089 220,853 
Boot Barn Holdings, Inc. (a) 24,004 420,790 
Build-A-Bear Workshop, Inc. (a) 25,674 220,796 
Caleres, Inc. 83,242 2,467,293 
Cars.com, Inc. (b) 142,675 4,236,021 
Chico's FAS, Inc. 254,171 2,417,166 
Citi Trends, Inc. 26,723 628,258 
Conn's, Inc. (a)(b) 36,669 1,221,078 
DSW, Inc. Class A 130,890 2,621,727 
Express, Inc. (a) 153,500 1,071,430 
Finish Line, Inc. Class A (b) 77,842 881,950 
Five Below, Inc. (a) 107,345 6,969,911 
Francesca's Holdings Corp. (a) 72,484 422,582 
Genesco, Inc. (a) 38,847 1,353,818 
GNC Holdings, Inc. Class A (a)(b) 131,946 573,965 
Group 1 Automotive, Inc. 39,443 3,094,303 
Guess?, Inc. (b) 118,356 2,174,200 
Haverty Furniture Companies, Inc. 37,006 825,234 
Hibbett Sports, Inc. (a)(b) 40,446 914,080 
Kirkland's, Inc. (a) 30,105 319,414 
Lithia Motors, Inc. Class A (sub. vtg.) 46,633 5,827,260 
Lumber Liquidators Holdings, Inc. (a)(b) 55,465 1,549,692 
MarineMax, Inc. (a) 44,765 1,027,357 
Monro, Inc. (b) 63,353 3,579,445 
Office Depot, Inc. 1,022,946 3,324,575 
Party City Holdco, Inc. (a)(b) 55,153 799,719 
Pier 1 Imports, Inc. 156,010 517,953 
Rent-A-Center, Inc. (b) 84,079 910,576 
RH (a)(b) 39,988 3,758,472 
Shoe Carnival, Inc. 23,072 527,195 
Sleep Number Corp. (a)(b) 78,302 2,947,287 
Sonic Automotive, Inc. Class A (sub. vtg.) 49,668 1,070,345 
Sportsman's Warehouse Holdings, Inc. (a)(b) 73,184 371,043 
Tailored Brands, Inc. 98,372 2,379,619 
The Buckle, Inc. (b) 58,455 1,172,023 
The Cato Corp. Class A (sub. vtg.) 46,588 553,465 
The Children's Place Retail Stores, Inc. (b) 34,413 5,155,067 
The Container Store Group, Inc. (a)(b) 31,085 147,965 
Tile Shop Holdings, Inc. 78,299 732,096 
Tilly's, Inc. 25,754 384,250 
Vitamin Shoppe, Inc. (a)(b) 41,664 177,072 
Winmark Corp. 4,390 588,260 
Zumiez, Inc. (a)(b) 37,121 770,261 
  90,910,985 
Textiles, Apparel & Luxury Goods - 0.9%   
Cadence Bancorp 39,481 1,104,678 
Columbia Sportswear Co. 58,740 4,386,116 
Crocs, Inc. (a) 137,424 1,856,598 
Culp, Inc. 21,582 686,308 
Deciphera Pharmaceuticals, Inc. (a) 16,218 421,668 
Deckers Outdoor Corp. (a)(b) 62,746 5,377,960 
Delta Apparel, Inc. (a) 12,909 240,882 
Emerald Expositions Events, Inc. (b) 36,497 787,605 
Fossil Group, Inc. (a)(b) 87,421 695,871 
G-III Apparel Group Ltd. (a)(b) 86,228 3,220,616 
Iconix Brand Group, Inc. (a)(b) 95,014 118,768 
J.Jill, Inc. 23,335 197,181 
Movado Group, Inc. 30,949 947,039 
Oxford Industries, Inc. 32,568 2,566,358 
Perry Ellis International, Inc. (a) 26,855 643,983 
PetIQ, Inc. Class A (b) 14,314 343,536 
Ranger Energy Services, Inc. Class A 11,972 129,298 
Sequential Brands Group, Inc. (a)(b) 72,549 117,529 
Steven Madden Ltd. (a) 117,293 5,418,937 
Superior Uniform Group, Inc. 16,151 380,518 
TPG RE Finance Trust, Inc. 21,898 412,120 
Unifi, Inc. (a) 30,309 1,079,303 
Vera Bradley, Inc. (a) 39,684 368,664 
Wolverine World Wide, Inc. 187,345 6,150,536 
  37,652,072 
TOTAL CONSUMER DISCRETIONARY  532,133,595 
CONSUMER STAPLES - 2.6%   
Beverages - 0.3%   
Boston Beer Co., Inc. Class A (a)(b) 16,558 3,143,536 
Castle Brands, Inc. (a)(b) 166,733 185,074 
Coca-Cola Bottling Co. Consolidated 9,381 1,899,840 
Craft Brew Alliance, Inc. (a) 24,965 483,073 
MGP Ingredients, Inc. (b) 25,574 2,289,896 
National Beverage Corp. (b) 23,290 2,572,846 
Primo Water Corp. (a) 51,703 670,588 
  11,244,853 
Food & Staples Retailing - 0.5%   
Andersons, Inc. 53,483 1,823,770 
Chefs' Warehouse Holdings (a)(b) 39,406 801,912 
Ingles Markets, Inc. Class A 28,509 957,902 
Natural Grocers by Vitamin Cottage, Inc. (a)(b) 17,971 154,551 
Performance Food Group Co. (a) 179,940 6,180,939 
PriceSmart, Inc. 44,010 3,749,652 
Smart & Final Stores, Inc. (a)(b) 44,927 422,314 
SpartanNash Co. 72,641 1,770,261 
SUPERVALU, Inc. (a)(b) 75,775 1,200,276 
United Natural Foods, Inc. (a)(b) 100,412 4,779,611 
Village Super Market, Inc. Class A 16,040 376,619 
Weis Markets, Inc. 19,507 775,598 
  22,993,405 
Food Products - 1.2%   
Alico, Inc. 5,866 157,795 
Amplify Snack Brands, Inc. (a) 65,792 789,504 
B&G Foods, Inc. Class A (b) 130,427 4,304,091 
Cal-Maine Foods, Inc. (a)(b) 56,900 2,421,095 
Calavo Growers, Inc. (b) 31,872 2,772,864 
Darling International, Inc. (a) 326,347 6,050,473 
Dean Foods Co. 179,459 1,860,990 
Farmer Brothers Co. (a) 17,831 563,460 
Fresh Del Monte Produce, Inc. 64,506 3,051,779 
Freshpet, Inc. (a)(b) 49,810 916,504 
Hostess Brands, Inc. Class A (a)(b) 159,750 2,204,550 
J&J Snack Foods Corp. 29,880 4,136,587 
John B. Sanfilippo & Son, Inc. (b) 17,277 1,081,886 
Lancaster Colony Corp. 37,351 4,795,868 
Landec Corp. (a) 52,575 691,361 
Lifeway Foods, Inc. (a) 8,416 66,823 
Limoneira Co. 24,564 529,354 
Sanderson Farms, Inc. 40,017 5,078,157 
Seneca Foods Corp. Class A (a) 13,610 429,396 
Snyders-Lance, Inc. 170,759 8,534,535 
Tootsie Roll Industries, Inc. (b) 33,524 1,200,159 
  51,637,231 
Household Products - 0.3%   
Central Garden & Pet Co. (a)(b) 21,739 851,951 
Central Garden & Pet Co. Class A (non-vtg.) (a) 69,494 2,621,314 
Funko, Inc. (a)(b) 20,608 151,881 
HRG Group, Inc. (a) 236,517 4,316,435 
Oil-Dri Corp. of America 9,629 374,472 
Orchids Paper Products Co. (b) 18,759 282,511 
WD-40 Co. 27,392 3,389,760 
  11,988,324 
Personal Products - 0.1%   
elf Beauty, Inc. (a)(b) 40,860 840,082 
Inter Parfums, Inc. 34,182 1,558,699 
MediFast, Inc. 21,156 1,453,629 
Natural Health Trends Corp. (b) 13,761 221,827 
Nature's Sunshine Products, Inc. 20,695 250,410 
Revlon, Inc. (a)(b) 23,897 489,889 
USANA Health Sciences, Inc. (a) 22,556 1,683,805 
  6,498,341 
Tobacco - 0.2%   
Turning Point Brands, Inc. 9,641 212,102 
Universal Corp. 48,986 2,351,328 
Vector Group Ltd. 194,174 4,135,906 
  6,699,336 
TOTAL CONSUMER STAPLES  111,061,490 
ENERGY - 3.8%   
Energy Equipment & Services - 1.4%   
Archrock, Inc. 140,387 1,305,599 
Basic Energy Services, Inc. (a) 34,006 662,777 
Bristow Group, Inc. (b) 64,637 996,056 
C&J Energy Services, Inc. 92,928 2,845,455 
Carbo Ceramics, Inc. (a)(b) 44,276 352,437 
Diamond Offshore Drilling, Inc. (a)(b) 128,096 2,264,737 
Dril-Quip, Inc. (a)(b) 75,878 3,919,099 
Ensco PLC Class A (b) 847,151 4,998,191 
Era Group, Inc. (a) 38,304 388,020 
Exterran Corp. (a) 63,790 1,842,255 
Fairmount Santrol Holidings, Inc. (a)(b) 306,117 1,705,072 
Forum Energy Technologies, Inc. (a)(b) 159,420 2,694,198 
Frank's International NV (b) 98,023 678,319 
Geospace Technologies Corp. (a) 26,000 357,760 
Gulf Island Fabrication, Inc. 26,357 340,005 
Helix Energy Solutions Group, Inc. (a) 278,467 2,096,857 
Independence Contract Drilling, Inc. (a) 67,713 311,480 
Key Energy Services, Inc. (a)(b) 20,908 309,647 
Mammoth Energy Services, Inc. (a)(b) 15,797 362,699 
Matrix Service Co. (a) 52,076 932,160 
McDermott International, Inc. (a)(b) 562,589 4,939,531 
Natural Gas Services Group, Inc. (a) 24,286 669,079 
NCS Multistage Holdings, Inc. (b) 20,844 340,591 
Newpark Resources, Inc. (a) 168,614 1,534,387 
Noble Corp. (a)(b) 489,334 2,294,976 
Oil States International, Inc. (a)(b) 100,501 3,216,032 
Parker Drilling Co. (a) 272,383 310,517 
PHI, Inc. (non-vtg.) (a) 22,933 263,500 
Pioneer Energy Services Corp. (a) 149,752 486,694 
RigNet, Inc. (a) 27,299 450,434 
Rowan Companies PLC (a)(b) 231,997 3,414,996 
SEACOR Holdings, Inc. (a) 32,658 1,521,210 
Smart Sand, Inc. (a)(b) 42,803 393,360 
Solaris Oilfield Infrastructure, Inc. Class A 34,194 645,241 
Superior Energy Services, Inc. (a) 305,245 3,189,810 
TETRA Technologies, Inc. (a) 223,828 859,500 
U.S. Silica Holdings, Inc. (b) 162,711 5,416,649 
Unit Corp. (a) 102,680 2,487,936 
Willbros Group, Inc. (a) 82,429 91,496 
  61,888,762 
Oil, Gas & Consumable Fuels - 2.4%   
Abraxas Petroleum Corp. (a) 303,535 725,449 
Adams Resources & Energy, Inc. 4,326 192,507 
Approach Resources, Inc. (a)(b) 90,466 302,156 
Arch Coal, Inc. (b) 38,113 3,430,551 
Ardmore Shipping Corp. (a)(b) 54,289 385,452 
Bill Barrett Corp. (a) 150,548 772,311 
Bonanza Creek Energy, Inc. 40,273 1,128,047 
California Resources Corp. (a)(b) 84,101 1,777,054 
Callon Petroleum Co. (a)(b) 400,633 4,547,185 
Carrizo Oil & Gas, Inc. (a)(b) 153,787 3,092,657 
Clean Energy Fuels Corp. (a) 263,097 413,062 
Cloud Peak Energy, Inc. (a) 148,036 740,180 
Contango Oil & Gas Co. (a) 45,918 188,264 
CVR Energy, Inc. (b) 31,907 1,141,952 
Delek U.S. Holdings, Inc. 154,472 5,389,528 
Denbury Resources, Inc. (a)(b) 784,974 1,907,487 
DHT Holdings, Inc. 177,330 613,562 
Dorian Lpg Ltd. (a)(b) 44,265 338,185 
Earthstone Energy, Inc. (a) 45,886 457,942 
Eclipse Resources Corp. (a) 172,103 368,300 
Energy XXI Gulf Coast, Inc. 59,491 399,185 
EP Energy Corp. (a)(b) 72,478 138,433 
Evolution Petroleum Corp. 49,733 380,457 
EXCO Resources, Inc. (a) 2 1 
Frontline Ltd. (NY Shares) (b) 150,760 693,496 
GasLog Ltd. (b) 81,271 1,641,674 
Gastar Exploration, Inc. (a)(b) 354,073 353,542 
Gener8 Maritime, Inc. (a)(b) 95,828 562,510 
Golar LNG Ltd. (b) 190,694 5,204,039 
Green Plains, Inc. (b) 78,670 1,376,725 
Halcon Resources Corp. (a)(b) 255,338 2,040,151 
Hallador Energy Co. 31,136 217,329 
International Seaways, Inc. (a) 59,169 987,531 
Isramco, Inc. (a) 1,371 147,725 
Jagged Peak Energy, Inc. (b) 114,189 1,467,329 
Jones Energy, Inc. (b) 98,763 115,553 
Lilis Energy, Inc. (a)(b) 86,475 371,843 
Matador Resources Co. (a)(b) 192,996 6,255,000 
Midstates Petroleum Co., Inc. (a) 22,141 363,334 
NACCO Industries, Inc. Class A 8,017 337,115 
Navios Maritime Acquisition Corp. 154,512 120,519 
Nordic American Tanker Shipping Ltd. 204,564 472,543 
Oasis Petroleum, Inc. (a) 529,998 4,589,783 
Overseas Shipholding Group, Inc. (a) 85,772 180,979 
Pacific Ethanol, Inc. (a) 84,972 356,882 
Panhandle Royalty Co. Class A 31,288 636,711 
Par Pacific Holdings, Inc. (a)(b) 63,296 1,153,886 
PDC Energy, Inc. (a) 131,236 6,804,587 
Peabody Energy Corp. 132,347 5,348,142 
Penn Virginia Corp. (a) 28,777 1,215,540 
Ramaco Resources, Inc. (b) 11,224 90,241 
Renewable Energy Group, Inc. (a)(b) 74,315 795,171 
Resolute Energy Corp. (a)(b) 43,208 1,465,615 
Rex American Resources Corp. (a)(b) 11,886 970,492 
Ring Energy, Inc. (a) 100,846 1,391,675 
Sanchez Energy Corp. (a)(b) 142,655 706,142 
SandRidge Energy, Inc. (a) 69,133 1,236,789 
Scorpio Tankers, Inc. (b) 473,232 1,258,797 
SemGroup Corp. Class A (b) 132,829 3,805,551 
Ship Finance International Ltd. (NY Shares) 118,768 1,817,150 
SilverBow Resources, Inc. (a) 13,808 423,906 
Src Energy, Inc. (a)(b) 468,724 4,663,804 
Stone Energy Corp. (b) 38,565 1,393,739 
Teekay Corp. (b) 108,048 881,672 
Teekay Tankers Ltd. (b) 392,213 498,111 
Tellurian, Inc. (a)(b) 114,180 1,295,943 
Ultra Petroleum Corp. 387,873 2,707,354 
Uranium Energy Corp. (a)(b) 262,843 412,664 
W&T Offshore, Inc. (a) 184,488 892,922 
Warrior Metropolitan Coal, Inc. 65,593 1,834,636 
Westmoreland Coal Co. (a) 33,996 36,716 
WildHorse Resource Development Corp. (a)(b) 96,241 1,714,052 
  102,137,517 
TOTAL ENERGY  164,026,279 
FINANCIALS - 18.0%   
Banks - 10.1%   
1st Source Corp. 32,248 1,686,248 
Access National Corp. 28,844 837,918 
ACNB Corp. 13,445 406,711 
Allegiance Bancshares, Inc. (a) 22,333 902,253 
American National Bankshares, Inc. 15,965 597,091 
Ameris Bancorp 72,525 3,883,714 
Ames National Corp. 16,829 474,578 
Arrow Financial Corp. 23,297 764,142 
Atlantic Capital Bancshares, Inc. (a) 42,826 764,444 
Banc of California, Inc. (b) 86,864 1,711,221 
BancFirst Corp. 33,772 1,882,789 
Banco Latinoamericano de Comercio Exterior SA Series E 59,826 1,775,636 
Bancorp, Inc., Delaware (a) 97,960 1,035,437 
BancorpSouth Bank 168,629 5,657,503 
Bank of Commerce Holdings 29,846 346,214 
Bank of Marin Bancorp 13,163 904,298 
Bankwell Financial Group, Inc. 12,050 402,470 
Banner Corp. 65,832 3,577,311 
Bar Harbor Bankshares 29,534 827,838 
BCB Bancorp, Inc. 25,138 380,841 
Berkshire Hills Bancorp, Inc. 79,424 3,014,141 
Blue Hills Bancorp, Inc. 46,611 899,592 
Boston Private Financial Holdings, Inc. 166,172 2,559,049 
Bridge Bancorp, Inc. 37,156 1,274,451 
Brookline Bancorp, Inc., Delaware 148,969 2,383,504 
Bryn Mawr Bank Corp. 37,466 1,682,223 
Byline Bancorp, Inc. 12,564 281,057 
C & F Financial Corp. 6,437 352,426 
Camden National Corp. 30,166 1,280,848 
Capital City Bank Group, Inc. 21,385 524,574 
Capstar Financial Holdings, Inc. (a) 16,916 330,877 
Carolina Financial Corp. 37,457 1,544,727 
Cathay General Bancorp 151,552 6,628,884 
CBTX, Inc. 5,383 154,061 
Centerstate Banks of Florida, Inc. 120,551 3,133,120 
Central Pacific Financial Corp. 58,484 1,729,372 
Central Valley Community Bancorp 19,128 370,892 
Century Bancorp, Inc. Class A (non-vtg.) 5,733 459,500 
Chemical Financial Corp. 140,871 8,228,275 
Chemung Financial Corp. 6,282 280,617 
Citizens & Northern Corp. 23,225 552,755 
City Holding Co. 30,796 2,118,765 
Civista Bancshares, Inc. 19,552 432,686 
CNB Financial Corp., Pennsylvania 29,006 781,132 
CoBiz, Inc. 77,082 1,546,265 
Codorus Valley Bancorp, Inc. 16,658 455,596 
Columbia Banking Systems, Inc. 142,933 6,157,554 
Community Bank System, Inc. 97,393 5,191,047 
Community Bankers Trust Corp. (a) 42,455 350,254 
Community Financial Corp. 7,804 287,499 
Community Trust Bancorp, Inc. 30,171 1,427,088 
ConnectOne Bancorp, Inc. 60,992 1,777,917 
County Bancorp, Inc. 8,972 258,394 
Customers Bancorp, Inc. (a) 56,461 1,730,530 
CVB Financial Corp. 204,990 4,796,766 
DNB Financial Corp. 6,128 208,658 
Eagle Bancorp, Inc. (a) 62,454 3,934,602 
Enterprise Bancorp, Inc. 18,553 622,453 
Enterprise Financial Services Corp. 43,842 2,132,913 
Equity Bancshares, Inc. (a) 21,318 767,661 
Evans Bancorp, Inc. 9,479 405,227 
Farmers & Merchants Bancorp, Inc. 17,778 723,209 
Farmers Capital Bank Corp. 14,408 566,234 
Farmers National Banc Corp. 50,388 735,665 
FCB Financial Holdings, Inc. Class A (a) 72,162 3,954,478 
Fidelity Southern Corp. 43,298 1,037,420 
Financial Institutions, Inc. 28,219 879,022 
First Bancorp, North Carolina 56,354 2,051,286 
First Bancorp, Puerto Rico (a) 383,742 2,302,452 
First Bancshares, Inc. 20,223 650,169 
First Busey Corp. 81,049 2,510,898 
First Business Finance Services, Inc. 15,843 387,678 
First Citizen Bancshares, Inc. 14,752 6,275,648 
First Commonwealth Financial Corp. 191,332 2,768,574 
First Community Bancshares, Inc. 32,545 900,846 
First Connecticut Bancorp, Inc. 27,666 695,800 
First Financial Bancorp, Ohio 121,792 3,471,072 
First Financial Bankshares, Inc. (b) 126,666 5,883,636 
First Financial Corp., Indiana 20,773 961,790 
First Financial Northwest, Inc. 15,984 254,785 
First Foundation, Inc. (a) 59,676 1,160,698 
First Guaranty Bancshares, Inc. (b) 8,872 233,334 
First Internet Bancorp 16,124 603,844 
First Interstate Bancsystem, Inc. 51,728 2,164,817 
First Merchants Corp. 81,858 3,532,991 
First Mid-Illinois Bancshares, Inc. 19,619 755,332 
First Midwest Bancorp, Inc., Delaware 202,423 5,032,236 
First Northwest Bancorp (a) 18,897 320,304 
First of Long Island Corp. 48,699 1,368,442 
Flushing Financial Corp. 54,496 1,534,607 
FNB Bancorp California 10,456 372,129 
Franklin Financial Network, Inc. (a) 23,150 746,588 
Fulton Financial Corp. 340,734 6,201,359 
German American Bancorp, Inc. 43,367 1,504,401 
Glacier Bancorp, Inc. (b) 155,250 6,088,905 
Great Southern Bancorp, Inc. 21,131 1,072,398 
Great Western Bancorp, Inc. 118,432 4,991,909 
Green Bancorp, Inc. (a) 42,812 1,021,066 
Guaranty Bancorp 48,221 1,367,065 
Guaranty Bancshares, Inc. Texas 3,776 119,548 
Hancock Holding Co. 167,252 8,981,432 
Hanmi Financial Corp. 64,166 2,021,229 
HarborOne Bancorp, Inc. (a) 25,339 467,758 
Heartland Financial U.S.A., Inc. 48,998 2,604,244 
Heritage Commerce Corp. 72,907 1,167,241 
Heritage Financial Corp., Washington 58,395 1,798,566 
Hilltop Holdings, Inc. 146,338 3,832,592 
Home Bancshares, Inc. 313,529 7,527,831 
HomeTrust Bancshares, Inc. (a) 32,447 822,531 
Hope Bancorp, Inc. 259,631 4,943,374 
Horizon Bancorp Industries 46,821 1,425,699 
Howard Bancorp, Inc. (a) 17,369 364,749 
IBERIABANK Corp. 100,277 8,473,407 
Independent Bank Corp. 39,930 920,387 
Independent Bank Corp., Massachusetts 53,511 3,818,010 
Independent Bank Group, Inc. 35,197 2,525,385 
International Bancshares Corp. 109,568 4,547,072 
Investar Holding Corp. 15,636 394,809 
Investors Bancorp, Inc. 512,345 7,014,003 
Lakeland Bancorp, Inc. 91,207 1,833,261 
Lakeland Financial Corp. 48,241 2,318,945 
LCNB Corp. 17,526 341,757 
LegacyTexas Financial Group, Inc. 94,510 4,162,220 
Live Oak Bancshares, Inc. 47,343 1,273,527 
Macatawa Bank Corp. 51,328 531,758 
MainSource Financial Group, Inc. 50,035 1,968,877 
MB Financial, Inc. 160,968 6,886,211 
MBT Financial Corp. 35,305 397,181 
Mercantile Bank Corp. 31,565 1,101,303 
Merchants Bancorp/IN 14,131 286,859 
Metropolitan Bank Holding Corp. (a)(b) 7,027 333,712 
Middlefield Banc Corp. 5,186 257,744 
Midland States Bancorp, Inc. 30,323 973,065 
Midsouth Bancorp, Inc. 29,873 422,703 
MidWestOne Financial Group, Inc. 22,053 729,513 
MutualFirst Financial, Inc. 12,104 454,505 
National Bank Holdings Corp. 50,188 1,668,249 
National Bankshares, Inc. 13,161 573,820 
National Commerce Corp. (a) 24,586 1,114,975 
NBT Bancorp, Inc. 84,773 3,128,971 
Nicolet Bankshares, Inc. (a) 18,062 980,586 
Northeast Bancorp 14,039 313,772 
Northrim Bancorp, Inc. 12,990 434,516 
Norwood Financial Corp. (b) 11,268 353,928 
OFG Bancorp 84,915 968,031 
Ohio Valley Banc Corp. (b) 7,850 322,635 
Old Line Bancshares, Inc. 16,634 526,799 
Old National Bancorp, Indiana 268,245 4,640,639 
Old Point Financial Corp. 7,262 213,067 
Old Second Bancorp, Inc. 56,650 832,755 
Opus Bank 40,287 1,091,778 
Orrstown Financial Services, Inc. 14,621 367,718 
Pacific Mercantile Bancorp (a) 30,763 266,100 
Pacific Premier Bancorp, Inc. (a) 77,624 3,163,178 
Park National Corp. 26,791 2,813,591 
Parke Bancorp, Inc. 11,008 221,811 
PCSB Financial Corp. 35,862 723,695 
Peapack-Gladstone Financial Corp. 35,210 1,250,659 
Penns Woods Bancorp, Inc. 9,024 386,859 
People's Utah Bancorp 26,336 832,218 
Peoples Bancorp of North Carolina (b) 9,164 288,666 
Peoples Bancorp, Inc. 32,620 1,161,598 
Peoples Financial Services Corp. 13,529 614,622 
Preferred Bank, Los Angeles 26,732 1,722,075 
Premier Financial Bancorp, Inc. 17,866 339,811 
QCR Holdings, Inc. 24,821 1,088,401 
Reliant Bancorp, Inc. 13,196 316,704 
Renasant Corp. 90,364 3,891,977 
Republic Bancorp, Inc., Kentucky Class A 18,812 725,014 
Republic First Bancorp, Inc. (a)(b) 95,029 841,007 
S&T Bancorp, Inc. 68,369 2,759,373 
Sandy Spring Bancorp, Inc. 63,810 2,413,294 
Seacoast Banking Corp., Florida (a) 84,519 2,179,745 
ServisFirst Bancshares, Inc. 92,398 3,919,523 
Shore Bancshares, Inc. 23,937 436,132 
Sierra Bancorp 26,510 725,844 
Simmons First National Corp. Class A 82,411 4,849,887 
SmartFinancial, Inc. (a)(b) 13,745 299,641 
South State Corp. 71,450 6,330,470 
Southern First Bancshares, Inc. (a) 13,170 573,554 
Southern National Bancorp of Virginia, Inc. 44,435 728,290 
Southside Bancshares, Inc. 56,258 1,931,337 
State Bank Financial Corp. 74,838 2,283,307 
Sterling Bancorp 422,628 10,460,043 
Stock Yards Bancorp, Inc. 42,894 1,542,039 
Summit Financial Group, Inc. 21,424 550,597 
Sun Bancorp, Inc. 20,742 508,179 
Texas Capital Bancshares, Inc. (a) 98,817 9,367,852 
The Bank of NT Butterfield & Son Ltd. 106,806 4,292,533 
The First Bancorp, Inc. 20,208 568,855 
Tompkins Financial Corp. 29,258 2,409,981 
TowneBank 127,214 3,886,388 
Trico Bancshares 40,851 1,510,670 
TriState Capital Holdings, Inc. (a) 45,918 1,104,328 
Triumph Bancorp, Inc. (a) 35,115 1,351,928 
Trustmark Corp. 133,264 4,236,463 
Two River Bancorp 14,294 257,435 
UMB Financial Corp. 90,010 6,856,962 
Umpqua Holdings Corp. 439,204 9,508,767 
Union Bankshares Corp. 110,955 4,188,551 
Union Bankshares, Inc. 7,538 407,429 
United Bankshares, Inc., West Virginia (b) 198,755 7,314,184 
United Community Bank, Inc. 146,152 4,630,095 
United Security Bancshares, California 25,649 283,421 
Unity Bancorp, Inc. 14,909 306,380 
Univest Corp. of Pennsylvania 52,250 1,463,000 
Valley National Bancorp 511,904 6,434,633 
Veritex Holdings, Inc. (a) 31,865 908,471 
Washington Trust Bancorp, Inc. 30,530 1,642,514 
WesBanco, Inc. 83,426 3,421,300 
West Bancorp., Inc. 30,917 791,475 
Westamerica Bancorp. 50,602 3,004,241 
Wintrust Financial Corp. 110,006 9,449,515 
  437,261,555 
Capital Markets - 1.4%   
Arlington Asset Investment Corp. (b) 54,812 575,526 
Artisan Partners Asset Management, Inc. 89,798 3,515,592 
Associated Capital Group, Inc. 8,905 308,558 
B. Riley Financial, Inc. (b) 41,013 768,994 
Cohen & Steers, Inc. (b) 42,512 1,733,214 
Cowen Group, Inc. Class A (a)(b) 51,807 670,901 
Diamond Hill Investment Group, Inc. 6,343 1,334,313 
Evercore, Inc. Class A 76,464 7,688,455 
Financial Engines, Inc. 116,541 3,315,591 
Gain Capital Holdings, Inc. (b) 67,872 495,466 
GAMCO Investors, Inc. Class A 8,895 262,225 
Greenhill & Co., Inc. (b) 48,136 892,923 
Hamilton Lane, Inc. Class A 28,243 1,052,899 
Houlihan Lokey 53,178 2,536,591 
INTL FCStone, Inc. (a) 30,209 1,314,092 
Investment Technology Group, Inc. 66,019 1,410,166 
Ladenburg Thalmann Financial Services, Inc. 202,402 629,470 
Medley Management, Inc. 9,842 62,989 
Moelis & Co. Class A 61,858 3,198,059 
OM Asset Management Ltd. 149,064 2,666,755 
Oppenheimer Holdings, Inc. Class A (non-vtg.) 19,178 527,395 
Piper Jaffray Companies 28,517 2,632,119 
PJT Partners, Inc. 36,000 1,704,600 
Pzena Investment Management, Inc. 34,939 437,087 
Rosehill Resources, Inc. (a)(b) 4,769 37,341 
Safeguard Scientifics, Inc. (a) 39,004 487,550 
Silvercrest Asset Management Group Class A 13,343 200,145 
Stifel Financial Corp. 132,178 8,924,659 
Value Line, Inc. 1,916 36,845 
Virtu Financial, Inc. Class A (b) 50,705 968,466 
Virtus Investment Partners, Inc. 13,775 1,763,200 
Waddell & Reed Financial, Inc. Class A (b) 161,234 3,708,382 
Westwood Holdings Group, Inc. 15,968 1,045,425 
WisdomTree Investments, Inc. (b) 229,413 2,658,897 
  59,564,890 
Consumer Finance - 0.6%   
Elevate Credit, Inc. 34,372 256,759 
Encore Capital Group, Inc. (a)(b) 47,977 1,988,647 
Enova International, Inc. (a) 65,290 1,168,691 
EZCORP, Inc. (non-vtg.) Class A (a)(b) 100,527 1,186,219 
First Cash Financial Services, Inc. 91,955 6,721,911 
Green Dot Corp. Class A (a) 92,120 5,643,271 
LendingClub Corp. (a)(b) 650,303 2,380,109 
Nelnet, Inc. Class A 37,753 1,967,309 
PRA Group, Inc. (a)(b) 88,475 3,162,981 
Regional Management Corp. (a) 20,860 591,590 
World Acceptance Corp. (a)(b) 11,796 1,392,518 
  26,460,005 
Diversified Financial Services - 0.5%   
Acushnet Holdings Corp. (b) 63,402 1,359,973 
Alteryx, Inc. (b) 46,373 1,270,620 
At Home Group, Inc. (a) 9,690 306,979 
Camping World Holdings, Inc. 63,367 2,835,673 
Cannae Holdings, Inc. (a) 123,618 2,152,189 
Cotiviti Holdings, Inc. (a) 73,119 2,559,165 
Donnelley Financial Solutions, Inc. (a) 66,439 1,425,117 
FB Financial Corp. (a) 25,706 1,086,850 
Granite Point Mortgage Trust, Inc. (b) 85,911 1,481,106 
Marlin Business Services Corp. 16,894 400,388 
On Deck Capital, Inc. (a) 96,714 435,213 
Ra Pharmaceuticals, Inc. (a) 22,918 168,676 
RBB Bancorp 7,329 197,004 
Tiptree, Inc. 49,344 303,466 
Varex Imaging Corp. (b) 74,989 3,184,783 
  19,167,202 
Insurance - 2.3%   
AMBAC Financial Group, Inc. (a) 89,929 1,456,850 
American Equity Investment Life Holding Co. 171,531 5,660,523 
Amerisafe, Inc. 37,766 2,294,285 
AmTrust Financial Services, Inc. (b) 170,183 2,283,856 
Argo Group International Holdings, Ltd. 57,610 3,531,493 
Atlas Financial Holdings, Inc. (a) 20,783 416,699 
Baldwin & Lyons, Inc. Class B 18,350 422,050 
Blue Capital Reinsurance Holdings Ltd. 11,347 137,866 
Citizens, Inc. Class A (a)(b) 93,128 738,505 
CNO Financial Group, Inc. 334,971 8,236,937 
Crawford & Co. Class B 22,640 213,495 
Donegal Group, Inc. Class A 17,385 305,107 
eHealth, Inc. (a) 31,226 547,080 
EMC Insurance Group 17,576 496,522 
Employers Holdings, Inc. 63,363 2,686,591 
Enstar Group Ltd. (a) 22,351 4,640,068 
FBL Financial Group, Inc. Class A 19,898 1,384,901 
Federated National Holding Co. 22,869 339,147 
Genworth Financial, Inc. Class A (a) 996,487 3,049,250 
Global Indemnity Ltd. (a) 16,221 686,959 
Greenlight Capital Re, Ltd. (a) 60,210 1,219,253 
Hallmark Financial Services, Inc. (a) 26,016 263,542 
HCI Group, Inc. (b) 15,434 539,418 
Health Insurance Innovations, Inc. (a)(b) 23,317 605,076 
Heritage Insurance Holdings, Inc. (b) 42,703 727,232 
Horace Mann Educators Corp. 81,322 3,358,599 
Independence Holding Co. 11,662 341,697 
Infinity Property & Casualty Corp. 21,159 2,142,349 
Investors Title Co. 2,872 558,604 
James River Group Holdings Ltd. 50,996 1,937,848 
Kemper Corp. 78,738 5,106,159 
Kingstone Companies, Inc. 17,886 374,712 
Kinsale Capital Group, Inc. 28,827 1,375,624 
Maiden Holdings Ltd. 137,512 969,460 
MBIA, Inc. (a)(b) 175,349 1,287,062 
National General Holdings Corp. 96,931 1,940,559 
National Western Life Group, Inc. 4,470 1,447,833 
Navigators Group, Inc. 40,616 1,973,938 
NI Holdings, Inc. 19,589 325,569 
Primerica, Inc. 87,948 8,882,748 
RLI Corp. (b) 76,748 4,931,826 
Safety Insurance Group, Inc. 29,029 2,254,102 
Selective Insurance Group, Inc. 114,248 6,654,946 
State Auto Financial Corp. 32,168 957,641 
Stewart Information Services Corp. 41,613 1,852,195 
Third Point Reinsurance Ltd. (a) 182,827 2,605,285 
Trupanion, Inc. (a)(b) 44,254 1,545,350 
United Fire Group, Inc. 42,577 1,847,416 
United Insurance Holdings Corp. 41,367 799,210 
Universal Insurance Holdings, Inc. 61,535 1,809,129 
WMI Holdings Corp. (a) 388,211 366,083 
  100,528,649 
Mortgage Real Estate Investment Trusts - 0.8%   
AG Mortgage Investment Trust, Inc. 57,684 1,006,009 
American Capital Mortgage Investment Corp. 92,640 1,574,880 
Anworth Mortgage Asset Corp. 190,322 924,965 
Apollo Commercial Real Estate Finance, Inc. (b) 212,373 3,858,817 
Ares Commercial Real Estate Corp. 52,911 670,382 
Armour Residential REIT, Inc. (b) 83,108 1,945,558 
Capstead Mortgage Corp. 194,019 1,592,896 
Cherry Hill Mortgage Investment Corp. 22,980 389,741 
CYS Investments, Inc. 310,245 2,091,051 
Dynex Capital, Inc. 100,452 652,938 
Ellington Residential Mortgage REIT 18,108 195,747 
Great Ajax Corp. 30,726 410,499 
Hannon Armstrong Sustainable Infrastructure Capital, Inc. (b) 100,250 2,179,435 
Invesco Mortgage Capital, Inc. 223,444 3,628,731 
KKR Real Estate Finance Trust, Inc. 20,782 404,210 
Ladder Capital Corp. Class A 156,919 2,270,618 
New York Mortgage Trust, Inc. (b) 226,180 1,289,226 
Orchid Island Capital, Inc. (b) 87,394 662,447 
Owens Realty Mortgage, Inc. 18,968 270,294 
PennyMac Mortgage Investment Trust 130,019 2,132,312 
Redwood Trust, Inc. 151,256 2,252,202 
Resource Capital Corp. (b) 61,889 586,708 
Western Asset Mortgage Capital Corp. (b) 79,039 737,434 
ZAIS Financial Corp. 33,982 492,739 
  32,219,839 
Real Estate Management & Development - 0.0%   
The RMR Group, Inc. 14,202 919,580 
Thrifts & Mortgage Finance - 2.3%   
Bank Mutual Corp. 83,150 864,760 
BankFinancial Corp. 27,841 442,115 
Bear State Financial, Inc. 39,787 408,215 
Beneficial Bancorp, Inc. 137,947 2,241,639 
BofI Holding, Inc. (a)(b) 118,775 4,272,337 
BSB Bancorp, Inc. (a) 16,089 492,323 
Capitol Federal Financial, Inc. 256,647 3,356,943 
Charter Financial Corp. 23,798 457,636 
Clifton Bancorp, Inc. 40,237 657,070 
Dime Community Bancshares, Inc. 64,837 1,231,903 
Entegra Financial Corp. (a) 13,227 373,001 
ESSA Bancorp, Inc. 17,242 277,596 
Essent Group Ltd. (a) 161,725 7,523,447 
Farmer Mac Class C (non-vtg.) 17,565 1,409,591 
First Defiance Financial Corp. 19,434 1,079,753 
Flagstar Bancorp, Inc. (a) 42,057 1,566,623 
Greene County Bancorp, Inc. (b) 5,558 196,753 
Hingham Institution for Savings 2,638 571,707 
Home Bancorp, Inc. 11,296 484,147 
HomeStreet, Inc. (a) 53,769 1,583,497 
Impac Mortgage Holdings, Inc. (a)(b) 18,439 169,639 
Kearny Financial Corp. 158,730 2,190,474 
Lendingtree, Inc. (a)(b) 12,653 4,654,406 
Malvern Bancorp, Inc. (a) 12,594 300,997 
Meridian Bancorp, Inc. Maryland 95,630 1,955,634 
Meta Financial Group, Inc. 17,706 2,071,602 
MGIC Investment Corp. (a) 735,288 10,896,968 
Nationstar Mortgage Holdings, Inc. (a)(b) 58,657 1,040,575 
NMI Holdings, Inc. (a) 112,701 2,068,063 
Northfield Bancorp, Inc. 85,454 1,433,918 
Northwest Bancshares, Inc. 186,693 3,145,777 
OceanFirst Financial Corp. 64,223 1,698,698 
Oconee Federal Financial Corp. 2,151 61,304 
Ocwen Financial Corp. (a)(b) 210,526 709,473 
Oritani Financial Corp. 79,200 1,322,640 
PennyMac Financial Services, Inc. (a) 31,457 698,345 
PHH Corp. (a) 62,748 562,850 
Provident Bancorp, Inc. (a) 8,294 199,471 
Provident Financial Holdings, Inc. 10,869 198,903 
Provident Financial Services, Inc. 121,865 3,206,268 
Prudential Bancorp, Inc. 16,325 282,586 
Radian Group, Inc. 430,720 9,505,990 
Riverview Bancorp, Inc. 41,019 392,962 
SI Financial Group, Inc. 21,862 315,906 
Southern Missouri Bancorp, Inc. 13,345 511,514 
Territorial Bancorp, Inc. 14,816 448,628 
Timberland Bancorp, Inc. 11,984 334,354 
Trustco Bank Corp., New York 188,868 1,624,265 
United Community Financial Corp. 96,333 939,247 
United Financial Bancorp, Inc. New 102,174 1,712,436 
Walker & Dunlop, Inc. 54,908 2,550,477 
Washington Federal, Inc. 173,209 6,218,203 
Waterstone Financial, Inc. 50,192 858,283 
Westfield Financial, Inc. 54,286 589,003 
WSFS Financial Corp. 59,929 3,062,372 
  97,423,287 
TOTAL FINANCIALS  773,545,007 
HEALTH CARE - 15.9%   
Biotechnology - 6.3%   
Abeona Therapeutics, Inc. (a)(b) 56,344 859,246 
Acceleron Pharma, Inc. (a) 74,866 3,107,688 
Achaogen, Inc. (a)(b) 67,942 745,324 
Achillion Pharmaceuticals, Inc. (a) 227,417 602,655 
Acorda Therapeutics, Inc. (a)(b) 86,540 2,245,713 
Adamas Pharmaceuticals, Inc. (a)(b) 29,982 1,134,519 
Aduro Biotech, Inc. (a)(b) 87,073 548,560 
Advaxis, Inc. (a)(b) 73,930 218,833 
Agenus, Inc. (a)(b) 150,129 541,966 
Aileron Therapeutics, Inc. (b) 8,217 75,843 
Aimmune Therapeutics, Inc. (a)(b) 69,806 2,457,869 
Akebia Therapeutics, Inc. (a) 90,255 1,333,969 
Alder Biopharmaceuticals, Inc. (a) 126,551 1,790,697 
Allena Pharmaceuticals, Inc. (a)(b) 11,036 92,040 
AMAG Pharmaceuticals, Inc. (a)(b) 68,778 986,964 
Amicus Therapeutics, Inc. (a)(b) 331,139 5,371,075 
AnaptysBio, Inc. 35,421 3,733,019 
Anavex Life Sciences Corp. (a)(b) 73,997 209,412 
Apellis Pharmaceuticals, Inc. (a) 21,087 350,044 
Ardelyx, Inc. (a) 67,925 492,456 
Arena Pharmaceuticals, Inc. (a) 78,146 2,924,223 
Array BioPharma, Inc. (a) 395,118 5,855,649 
Asterias Biotherapeutics, Inc. (a) 59,922 125,836 
Atara Biotherapeutics, Inc. (a)(b) 53,246 2,012,699 
Athersys, Inc. (a)(b) 196,890 344,558 
Audentes Therapeutics, Inc. (a)(b) 32,932 1,155,913 
Axovant Sciences Ltd. (a) 64,020 129,961 
Bellicum Pharmaceuticals, Inc. (a)(b) 52,213 317,455 
BioCryst Pharmaceuticals, Inc. (a)(b) 196,976 886,392 
Biohaven Pharmaceutical Holding Co. Ltd. 21,252 734,469 
Biospecifics Technologies Corp. (a) 11,310 484,294 
BioTime, Inc. (a) 171,242 498,314 
bluebird bio, Inc. (a)(b) 97,219 19,920,173 
Blueprint Medicines Corp. (a) 84,578 6,652,060 
Calithera Biosciences, Inc. (a) 60,779 486,232 
Calyxt, Inc. (b) 16,005 416,930 
Cara Therapeutics, Inc. (a)(b) 53,484 784,610 
Cascadian Therapeutics, Inc. (a) 70,310 707,319 
Catalyst Pharmaceutical Partners, Inc. (a) 144,469 489,750 
Celcuity, Inc. (a) 5,340 90,086 
Celldex Therapeutics, Inc. (a)(b) 263,182 726,382 
ChemoCentryx, Inc. (a) 49,253 460,516 
Chimerix, Inc. (a) 91,220 436,944 
Clovis Oncology, Inc. (a) 87,151 5,272,636 
Coherus BioSciences, Inc. (a)(b) 74,962 757,116 
Conatus Pharmaceuticals, Inc. (a) 52,182 290,132 
Concert Pharmaceuticals, Inc. (a) 35,097 704,748 
Corbus Pharmaceuticals Holdings, Inc. (a)(b) 96,567 724,253 
Corvus Pharmaceuticals, Inc. (a) 15,959 134,375 
Curis, Inc. (a) 262,055 161,714 
Cytokinetics, Inc. (a) 83,571 768,853 
CytomX Therapeutics, Inc. (a) 58,319 1,560,033 
Dyax Corp. rights 12/31/19 (a)(c) 125,389 427,576 
Dynavax Technologies Corp. (a)(b) 120,686 1,943,045 
Eagle Pharmaceuticals, Inc. (a)(b) 15,837 946,577 
Edge Therapeutics, Inc. (a)(b) 39,490 503,103 
Editas Medicine, Inc. (a)(b) 68,188 2,489,544 
Emergent BioSolutions, Inc. (a) 66,526 3,245,804 
Enanta Pharmaceuticals, Inc. (a)(b) 30,667 2,605,162 
Epizyme, Inc. (a)(b) 97,199 1,569,764 
Esperion Therapeutics, Inc. (a)(b) 33,692 2,443,007 
Exact Sciences Corp. (a)(b) 233,733 11,618,867 
Fate Therapeutics, Inc. (a) 75,362 688,809 
FibroGen, Inc. (a) 138,413 8,104,081 
Five Prime Therapeutics, Inc. (a)(b) 53,258 1,065,160 
Flexion Therapeutics, Inc. (a)(b) 64,711 1,461,821 
Fortress Biotech, Inc. (a)(b) 62,423 247,195 
Foundation Medicine, Inc. (a)(b) 28,859 2,002,815 
Genocea Biosciences, Inc. (a)(b) 52,269 47,565 
Genomic Health, Inc. (a) 38,691 1,284,928 
Geron Corp. (a)(b) 293,059 717,995 
Global Blood Therapeutics, Inc. (a)(b) 73,137 4,234,632 
Halozyme Therapeutics, Inc. (a)(b) 237,036 4,427,832 
Heron Therapeutics, Inc. (a)(b) 89,735 1,942,763 
Idera Pharmaceuticals, Inc. (a)(b) 280,864 513,981 
Ignyta, Inc. (a) 116,716 3,139,660 
Immune Design Corp. (a) 63,127 214,632 
ImmunoGen, Inc. (a)(b) 196,896 1,807,505 
Immunomedics, Inc. (a)(b) 202,555 3,376,592 
Inovio Pharmaceuticals, Inc. (a)(b) 163,256 744,447 
Insmed, Inc. (a) 152,144 3,870,543 
Insys Therapeutics, Inc. (a)(b) 48,153 455,527 
Intellia Therapeutics, Inc. (a) 33,076 850,053 
Invitae Corp. (a) 85,374 588,227 
Iovance Biotherapeutics, Inc. (a) 123,079 1,913,878 
Ironwood Pharmaceuticals, Inc. Class A (a)(b) 268,052 3,969,850 
Jounce Therapeutics, Inc. (b) 28,527 689,783 
Karyopharm Therapeutics, Inc. (a) 69,143 817,270 
Keryx Biopharmaceuticals, Inc. (a)(b) 176,448 816,954 
Kindred Biosciences, Inc. (a) 52,181 456,584 
Kura Oncology, Inc. (a) 39,987 783,745 
La Jolla Pharmaceutical Co. (a)(b) 34,982 1,198,483 
Lexicon Pharmaceuticals, Inc. (a)(b) 86,401 948,683 
Ligand Pharmaceuticals, Inc. Class B (a)(b) 40,735 6,420,651 
Loxo Oncology, Inc. (a)(b) 45,353 4,601,969 
Macrogenics, Inc. (a)(b) 68,070 1,536,340 
Madrigal Pharmaceuticals, Inc. (a)(b) 8,158 1,210,810 
Matinas BioPharma Holdings, Inc. (a) 121,635 119,214 
MediciNova, Inc. (a)(b) 68,951 609,527 
Merrimack Pharmaceuticals, Inc. 25,345 266,123 
MiMedx Group, Inc. (a)(b) 206,166 3,453,281 
Minerva Neurosciences, Inc. (a) 52,382 335,245 
Miragen Therapeutics, Inc. (a) 25,905 194,288 
Momenta Pharmaceuticals, Inc. (a) 150,782 2,563,294 
Myriad Genetics, Inc. (a)(b) 129,502 4,776,034 
NantKwest, Inc. (a)(b) 57,304 253,284 
Natera, Inc. (a)(b) 62,833 654,092 
NewLink Genetics Corp. (a)(b) 56,908 469,491 
Novavax, Inc. (a)(b) 622,499 1,257,448 
Novelion Therapeutics, Inc. (a)(b) 27,384 142,671 
Nymox Pharmaceutical Corp. (a)(b) 62,935 211,462 
OncoCyte Corp. (a)(b) 7,055 28,926 
Organovo Holdings, Inc. (a)(b) 192,107 268,950 
Otonomy, Inc. (a) 59,144 343,035 
Ovid Therapeutics, Inc. 9,147 77,750 
PDL BioPharma, Inc. (a)(b) 303,579 837,878 
Pieris Pharmaceuticals, Inc. (a)(b) 70,288 529,269 
Portola Pharmaceuticals, Inc. (a) 112,760 5,785,716 
Progenics Pharmaceuticals, Inc. (a)(b) 139,909 818,468 
Protagonist Therapeutics, Inc.(a) 22,405 512,178 
Prothena Corp. PLC (a)(b) 76,138 3,182,568 
PTC Therapeutics, Inc. (a)(b) 79,533 2,090,923 
Puma Biotechnology, Inc. (a) 57,120 3,818,472 
Radius Health, Inc. (a)(b) 76,353 2,875,454 
Recro Pharma, Inc. (a) 26,351 226,882 
REGENXBIO, Inc. (a) 54,311 1,455,535 
Repligen Corp. (a) 74,133 2,622,084 
Retrophin, Inc. (a)(b) 77,205 1,845,972 
Rigel Pharmaceuticals, Inc. (a) 296,063 1,184,252 
Sage Therapeutics, Inc. (a) 75,163 14,265,937 
Sangamo Therapeutics, Inc. (a)(b) 166,467 3,470,837 
Sarepta Therapeutics, Inc. (a)(b) 121,511 7,963,831 
Selecta Biosciences, Inc. (a) 26,350 240,839 
Seres Therapeutics, Inc. (a)(b) 40,519 409,242 
Sienna Biopharmaceuticals, Inc. (b) 9,715 170,984 
Spark Therapeutics, Inc. (a)(b) 54,786 3,070,755 
Spectrum Pharmaceuticals, Inc. (a)(b) 172,555 3,716,835 
Stemline Therapeutics, Inc. (a) 45,028 718,197 
Strongbridge Biopharma PLC (a)(b) 48,633 328,273 
Syndax Pharmaceuticals, Inc. (a) 23,358 254,602 
Synergy Pharmaceuticals, Inc. (a)(b) 497,344 1,084,210 
Syros Pharmaceuticals, Inc. (a)(b) 25,724 246,436 
TG Therapeutics, Inc. (a)(b) 102,756 1,181,694 
Tobira Therapeutics, Inc. rights (a)(b)(c) 9,663 68,124 
Tocagen, Inc. (b) 34,678 451,161 
Trevena, Inc. (a) 108,684 177,155 
Ultragenyx Pharmaceutical, Inc. (a)(b) 78,767 4,202,219 
Vanda Pharmaceuticals, Inc. (a) 88,651 1,405,118 
VBI Vaccines, Inc. (a) 68,290 273,160 
Veracyte, Inc. (a) 46,584 297,672 
Versartis, Inc. (a) 65,727 131,454 
Voyager Therapeutics, Inc. (a) 33,416 689,706 
vTv Therapeutics, Inc. Class A (a) 12,591 97,706 
Xbiotech, Inc. (a)(b) 36,523 179,693 
Xencor, Inc. (a)(b) 76,680 1,745,237 
ZIOPHARM Oncology, Inc. (a)(b) 264,932 1,043,832 
  270,551,404 
Health Care Equipment & Supplies - 3.7%   
Abaxis, Inc. 43,368 3,107,317 
Accuray, Inc. (a)(b) 163,495 923,747 
Analogic Corp. 24,846 2,059,733 
Angiodynamics, Inc. (a) 71,647 1,247,374 
Anika Therapeutics, Inc. (a) 28,666 1,912,596 
Antares Pharma, Inc. (a)(b) 290,342 606,815 
Atricure, Inc. (a) 62,975 1,027,122 
Atrion Corp. 2,792 1,606,517 
AxoGen, Inc. (a)(b) 53,912 1,498,754 
Cantel Medical Corp. 72,430 8,034,660 
Cardiovascular Systems, Inc. (a) 66,713 1,648,478 
Cerus Corp. (a)(b) 227,113 1,006,111 
ConforMis, Inc. (a) 82,073 114,081 
CONMED Corp. 54,263 3,135,316 
Corindus Vascular Robotics, Inc. (a)(b) 208,061 239,270 
Cryolife, Inc. (a) 62,961 1,186,815 
Cutera, Inc. (a) 26,099 1,294,510 
Endologix, Inc. (a)(b) 161,813 669,906 
Entellus Medical, Inc. (a) 24,732 594,805 
Exactech, Inc. (a) 21,387 1,071,489 
Fonar Corp. (a) 12,186 299,166 
Genmark Diagnostics, Inc. (a)(b) 100,143 544,778 
Glaukos Corp. (a)(b) 56,526 1,696,345 
Globus Medical, Inc. (a) 140,359 6,462,128 
Haemonetics Corp. (a) 105,939 6,848,956 
Halyard Health, Inc. (a) 92,715 4,525,419 
Heska Corp. (a) 13,180 1,027,381 
ICU Medical, Inc. (a) 29,829 6,829,350 
Inogen, Inc. (a) 33,748 4,111,856 
Insulet Corp. (a) 115,656 8,851,154 
Integer Holdings Corp. (a) 61,433 3,080,865 
Integra LifeSciences Holdings Corp. (a) 126,088 6,639,794 
Invacare Corp. 65,263 1,200,839 
iRhythm Technologies, Inc. (a) 28,161 1,679,240 
K2M Group Holdings, Inc. (a) 82,732 1,743,163 
Lantheus Holdings, Inc. (a) 60,188 1,384,324 
LeMaitre Vascular, Inc. 30,189 1,050,577 
LivaNova PLC (a) 96,540 8,258,997 
Masimo Corp. (a) 89,206 8,406,773 
Meridian Bioscience, Inc. 84,567 1,323,474 
Merit Medical Systems, Inc. (a) 96,486 4,481,775 
Natus Medical, Inc. (a) 60,205 1,869,365 
Neogen Corp. (a) 98,201 5,796,805 
Nevro Corp. (a)(b) 54,953 4,410,528 
Novocure Ltd. (a) 114,684 2,574,656 
NuVasive, Inc. (a) 100,651 4,918,814 
NxStage Medical, Inc. (a) 129,289 3,236,104 
Obalon Therapeutics, Inc. (a)(b) 17,999 73,796 
OraSure Technologies, Inc. (a) 111,908 2,435,118 
Orthofix International NV (a) 34,060 1,956,406 
OrthoPediatrics Corp. 9,839 167,263 
Oxford Immunotec Global PLC (a)(b) 50,839 590,241 
Penumbra, Inc. (a)(b) 58,084 5,785,166 
Pulse Biosciences, Inc. (a)(b) 17,825 361,491 
Quidel Corp. (a) 56,423 2,583,045 
Quotient Ltd. (a)(b) 50,165 146,231 
Restoration Robotics, Inc. (a)(b) 9,707 49,409 
Rockwell Medical Technologies, Inc. (a)(b) 97,414 543,083 
RTI Biologics, Inc. (a) 107,834 485,253 
Sientra, Inc. (a)(b) 28,544 359,940 
Staar Surgical Co. (a) 81,587 1,280,916 
SurModics, Inc. (a) 25,149 736,866 
Tactile Systems Technology, Inc. (a)(b) 25,517 804,551 
Utah Medical Products, Inc. 6,747 607,905 
ViewRay, Inc. (a)(b) 60,499 540,256 
Viveve Medical, Inc. (a)(b) 27,387 117,764 
Wright Medical Group NV (a)(b) 207,765 4,726,654 
  160,589,396 
Health Care Providers & Services - 2.0%   
AAC Holdings, Inc. (a) 21,693 194,152 
Aceto Corp. 59,951 660,061 
Addus HomeCare Corp. (a) 14,741 528,465 
Almost Family, Inc. (a) 25,407 1,449,469 
Amedisys, Inc. (a) 56,347 3,021,326 
American Renal Associates Holdings, Inc. (a) 20,121 380,488 
AMN Healthcare Services, Inc. (a)(b) 93,494 5,015,953 
BioScrip, Inc. (a)(b) 230,981 644,437 
BioTelemetry, Inc. (a)(b) 62,700 2,141,205 
Capital Senior Living Corp. (a)(b) 49,668 560,255 
Chemed Corp. 31,192 8,127,699 
Civitas Solutions, Inc. (a) 32,851 576,535 
Community Health Systems, Inc. (a)(b) 187,316 1,058,335 
Corvel Corp. (a) 18,163 938,119 
Cross Country Healthcare, Inc. (a) 69,513 973,877 
Diplomat Pharmacy, Inc. (a)(b) 96,009 2,591,283 
G1 Therapeutics, Inc. 15,189 363,169 
Genesis HealthCare, Inc. Class A (a)(b) 91,951 90,112 
HealthEquity, Inc. (a)(b) 98,843 5,003,433 
HealthSouth Corp. 195,307 10,335,646 
Kindred Healthcare, Inc. 168,257 1,547,964 
LHC Group, Inc. (a) 31,065 1,950,882 
Magellan Health Services, Inc. (a) 47,734 4,754,306 
Molina Healthcare, Inc. (a)(b) 87,566 8,000,030 
National Healthcare Corp. 22,106 1,378,751 
National Research Corp. Class A 18,999 715,312 
National Vision Holdings, Inc. 36,837 1,441,063 
OptiNose, Inc. 10,710 202,955 
Owens & Minor, Inc. 119,982 2,526,821 
Providence Service Corp. (a) 22,749 1,463,443 
R1 RCM, Inc. (a) 202,263 1,041,654 
RadNet, Inc. (a) 75,520 766,528 
Select Medical Holdings Corp. (a) 213,670 3,781,959 
Surgery Partners, Inc. (a)(b) 36,993 575,241 
Tenet Healthcare Corp. (a)(b) 162,117 3,060,769 
The Ensign Group, Inc. 95,393 2,196,901 
Tivity Health, Inc. (a)(b) 72,245 2,799,494 
Triple-S Management Corp. (a) 45,643 1,048,876 
U.S. Physical Therapy, Inc. 24,286 1,844,522 
  85,751,490 
Health Care Technology - 0.8%   
Allscripts Healthcare Solutions, Inc. (a) 360,587 5,376,352 
Castlight Health, Inc. Class B (a)(b) 130,587 483,172 
Computer Programs & Systems, Inc. (b) 22,597 676,780 
Evolent Health, Inc. (a)(b) 117,774 1,660,613 
HealthStream, Inc. (a) 50,483 1,187,360 
HMS Holdings Corp. (a) 167,265 2,865,249 
Inovalon Holdings, Inc. Class A (a)(b) 126,382 1,642,966 
Medidata Solutions, Inc. (a) 112,247 7,645,143 
NantHealth, Inc. (a) 33,813 116,317 
Omnicell, Inc. (a) 74,576 3,657,953 
Quality Systems, Inc. (a) 103,959 1,351,467 
Simulations Plus, Inc. 21,601 348,856 
Tabula Rasa HealthCare, Inc. (a) 18,913 677,653 
Teladoc, Inc. (a)(b) 106,680 3,989,832 
Vocera Communications, Inc. (a) 57,253 1,677,513 
  33,357,226 
Life Sciences Tools & Services - 0.5%   
Accelerate Diagnostics, Inc. (a)(b) 51,475 1,487,628 
Cambrex Corp. (a) 64,398 3,628,827 
Enzo Biochem, Inc. (a) 82,279 605,573 
Fluidigm Corp. (a)(b) 77,720 476,424 
INC Research Holdings, Inc. Class A (a) 108,665 4,167,303 
Luminex Corp. 80,521 1,625,719 
Medpace Holdings, Inc. (a) 13,323 489,354 
Nanostring Technologies, Inc. (a) 40,643 305,635 
NeoGenomics, Inc. (a)(b) 114,255 882,049 
Pacific Biosciences of California, Inc. (a)(b) 209,038 593,668 
PRA Health Sciences, Inc. (a) 98,411 8,961,306 
  23,223,486 
Pharmaceuticals - 2.6%   
Aclaris Therapeutics, Inc. (a)(b) 46,979 1,039,175 
Aerie Pharmaceuticals, Inc. (a)(b) 65,899 3,614,560 
Akcea Therapeutics, Inc. (b) 29,404 636,597 
Amphastar Pharmaceuticals, Inc. (a) 73,071 1,362,043 
ANI Pharmaceuticals, Inc. (a) 15,705 1,054,748 
Aratana Therapeutics, Inc. (a) 81,358 376,688 
Assembly Biosciences, Inc. (a) 31,823 1,501,409 
AstraZeneca PLC rights (a)(c) 1,000 0 
Athenex, Inc. (b) 14,081 203,893 
Avexis, Inc. (a) 54,784 6,778,424 
Catalent, Inc. (a) 265,567 12,359,488 
Clearside Biomedical, Inc. (a) 40,822 265,343 
Collegium Pharmaceutical, Inc. (a) 49,957 1,190,975 
Corcept Therapeutics, Inc. (a)(b) 180,554 4,155,450 
Corium International, Inc. (a) 48,458 617,840 
DepoMed, Inc. (a)(b) 112,814 829,183 
Dermira, Inc. (a)(b) 75,325 2,148,269 
Dova Pharmaceuticals, Inc. (b) 9,809 312,515 
Durect Corp. (a) 282,936 336,694 
Horizon Pharma PLC (a) 324,123 4,715,990 
Impax Laboratories, Inc. (a)(b) 145,878 2,837,327 
Innoviva, Inc. (a)(b) 148,302 2,163,726 
Intersect ENT, Inc. (a) 52,553 1,962,855 
Intra-Cellular Therapies, Inc. (a) 84,162 1,432,437 
Kala Pharmaceuticals, Inc. 14,291 217,509 
Lannett Co., Inc. (a)(b) 56,198 1,143,629 
Melinta Therapeutics, Inc. (a) 18,884 263,432 
Mersana Therapeutics, Inc. 10,117 144,167 
MyoKardia, Inc. (a)(b) 39,180 2,021,688 
Nektar Therapeutics (a) 294,424 24,616,747 
Neos Therapeutics, Inc. (a) 48,507 514,174 
Ocular Therapeutix, Inc. (a)(b) 46,242 252,944 
Omeros Corp. (a)(b) 90,743 1,469,129 
Pacira Pharmaceuticals, Inc. (a) 78,213 2,846,953 
Paratek Pharmaceuticals, Inc. (a)(b) 48,344 737,246 
Phibro Animal Health Corp. Class A 39,941 1,359,991 
Prestige Brands Holdings, Inc. (a) 106,050 4,436,072 
Reata Pharmaceuticals, Inc. (a) 22,187 632,330 
Revance Therapeutics, Inc. (a)(b) 45,317 1,463,739 
Rhythm Pharmaceuticals, Inc. 16,189 511,087 
Spero Therapeutics, Inc. (a) 12,940 156,574 
Sucampo Pharmaceuticals, Inc. Class A (a)(b) 47,700 856,215 
Supernus Pharmaceuticals, Inc. (a) 95,887 3,744,387 
Teligent, Inc. (a)(b) 78,505 239,440 
Tetraphase Pharmaceuticals, Inc. (a) 103,980 607,243 
The Medicines Company (a)(b) 137,329 4,549,710 
TherapeuticsMD, Inc. (a)(b) 327,667 1,926,682 
Theravance Biopharma, Inc. (a)(b) 82,694 2,186,429 
WAVE Life Sciences (a)(b) 23,331 933,240 
Zogenix, Inc. (a) 67,741 2,462,385 
Zynerba Pharmaceuticals, Inc. (a)(b) 22,895 276,801 
  112,465,572 
TOTAL HEALTH CARE  685,938,574 
INDUSTRIALS - 15.3%   
Aerospace & Defense - 1.4%   
AAR Corp. 64,430 2,607,482 
Aerojet Rocketdyne Holdings, Inc. (a) 137,045 3,768,738 
AeroVironment, Inc. (a) 41,542 2,133,597 
Astronics Corp. (a) 42,385 1,890,371 
Axon Enterprise, Inc. (a)(b) 103,175 2,730,011 
Cubic Corp. 50,069 2,906,505 
Curtiss-Wright Corp. 87,783 11,469,727 
Ducommun, Inc. (a) 21,414 624,861 
Engility Holdings, Inc. (a) 35,491 928,445 
Esterline Technologies Corp. (a) 52,144 3,835,191 
KEYW Holding Corp. (a)(b) 94,605 633,854 
KLX, Inc. (a) 102,688 7,255,934 
Kratos Defense & Security Solutions, Inc. (a)(b) 171,019 1,951,327 
Mercury Systems, Inc. (a) 93,266 4,478,633 
Moog, Inc. Class A (a) 63,257 5,696,925 
National Presto Industries, Inc. (b) 9,712 987,225 
Sparton Corp. (a) 18,919 435,326 
Triumph Group, Inc. (b) 97,213 2,833,759 
Vectrus, Inc. (a) 21,968 667,827 
Wesco Aircraft Holdings, Inc. (a) 109,624 783,812 
  58,619,550 
Air Freight & Logistics - 0.3%   
Air Transport Services Group, Inc. (a) 116,923 2,906,706 
Atlas Air Worldwide Holdings, Inc. (a) 46,324 2,608,041 
Echo Global Logistics, Inc. (a) 52,132 1,522,254 
Forward Air Corp. 58,876 3,574,362 
Hub Group, Inc. Class A (a) 64,720 3,109,796 
Radiant Logistics, Inc. (a) 72,426 348,369 
  14,069,528 
Airlines - 0.3%   
Allegiant Travel Co. (b) 25,076 3,993,353 
Hawaiian Holdings, Inc. 103,319 3,858,965 
SkyWest, Inc. 101,119 5,637,384 
  13,489,702 
Building Products - 1.5%   
AAON, Inc. 81,861 2,979,740 
Advanced Drain Systems, Inc. Del 69,875 1,725,913 
American Woodmark Corp. (a) 28,010 3,805,159 
Apogee Enterprises, Inc. 55,866 2,542,462 
Builders FirstSource, Inc. (a) 218,741 4,685,432 
Caesarstone Sdot-Yam Ltd. 45,490 964,388 
Continental Building Products, Inc. (a) 75,182 2,138,928 
CSW Industrials, Inc. (a) 29,107 1,394,225 
GCP Applied Technologies, Inc. (a) 142,189 4,749,113 
Gibraltar Industries, Inc. (a) 62,780 2,329,138 
GMS, Inc. (a) 54,730 1,876,144 
Griffon Corp. 57,485 1,152,574 
Insteel Industries, Inc. 35,648 1,116,852 
Jeld-Wen Holding, Inc. 133,654 5,249,929 
Masonite International Corp. (a) 56,406 3,934,319 
NCI Building Systems, Inc. (a) 79,478 1,466,369 
Patrick Industries, Inc. (a) 48,304 3,093,871 
PGT, Inc. (a) 96,396 1,537,516 
Ply Gem Holdings, Inc. (a) 44,321 950,685 
Quanex Building Products Corp. 69,111 1,430,598 
Simpson Manufacturing Co. Ltd. 81,828 4,806,577 
Trex Co., Inc. (a) 58,882 6,570,642 
Universal Forest Products, Inc. 119,370 4,456,082 
  64,956,656 
Commercial Services & Supplies - 2.4%   
ABM Industries, Inc. 111,014 4,221,862 
ACCO Brands Corp. (a) 207,771 2,462,086 
ADS Waste Holdings, Inc. (a) 86,180 2,100,207 
Aqua Metals, Inc. (a)(b) 30,122 54,822 
ARC Document Solutions, Inc. (a) 75,100 181,742 
Brady Corp. Class A 93,156 3,563,217 
Casella Waste Systems, Inc. Class A (a) 77,325 1,977,974 
CECO Environmental Corp. 58,997 267,256 
CompX International, Inc. Class A 2,075 28,531 
Covanta Holding Corp. 233,964 3,825,311 
Deluxe Corp. 96,086 7,136,307 
Ennis, Inc. 49,114 977,369 
Essendant, Inc. 77,899 704,986 
Evoqua Water Technologies Corp. (a) 63,716 1,456,548 
Healthcare Services Group, Inc. (b) 141,520 7,809,074 
Heritage-Crystal Clean, Inc. (a) 28,938 629,402 
Herman Miller, Inc. 118,462 4,797,711 
HNI Corp. 85,768 3,335,518 
Hudson Technologies, Inc. (a)(b) 71,951 451,852 
InnerWorkings, Inc. (a) 90,259 903,493 
Interface, Inc. 118,999 2,969,025 
Kimball International, Inc. Class B 74,310 1,379,937 
Knoll, Inc. 95,779 2,197,170 
LSC Communications, Inc. 67,290 920,527 
Matthews International Corp. Class A 62,775 3,515,400 
McGrath RentCorp. 46,426 2,219,163 
Mobile Mini, Inc. 86,993 3,292,685 
Msa Safety, Inc. 66,275 5,189,995 
Multi-Color Corp. 27,053 2,096,608 
NL Industries, Inc. (a) 15,792 205,296 
Quad/Graphics, Inc. 63,698 1,409,000 
R.R. Donnelley & Sons Co. 137,718 1,125,156 
SP Plus Corp. (a) 34,878 1,344,547 
Steelcase, Inc. Class A 166,637 2,591,205 
Team, Inc. (a)(b) 58,227 989,859 
Tetra Tech, Inc. 111,095 5,521,422 
The Brink's Co. 91,253 7,610,500 
U.S. Ecology, Inc. 43,420 2,268,695 
UniFirst Corp. 30,341 5,015,367 
Viad Corp. 39,992 2,271,546 
VSE Corp. 16,953 840,021 
  101,858,392 
Construction & Engineering - 1.3%   
Aegion Corp. (a) 64,107 1,607,804 
Ameresco, Inc. Class A (a) 38,585 335,690 
Argan, Inc. 29,049 1,266,536 
Chicago Bridge & Iron Co. NV (b) 200,300 4,180,261 
Comfort Systems U.S.A., Inc. 73,697 3,139,492 
Dycom Industries, Inc. (a)(b) 60,011 7,003,884 
EMCOR Group, Inc. 117,274 9,532,031 
Granite Construction, Inc. 79,030 5,270,511 
Great Lakes Dredge & Dock Corp. (a) 114,426 537,802 
HC2 Holdings, Inc. (a) 79,958 479,748 
Ies Holdings, Inc. (a)(b) 17,970 314,475 
KBR, Inc. 279,000 5,674,860 
Keane Group, Inc. 79,964 1,321,805 
Layne Christensen Co. (a)(b) 35,552 479,596 
MasTec, Inc. (a) 132,067 7,052,378 
MYR Group, Inc. (a) 31,329 1,061,427 
Northwest Pipe Co. (a) 18,816 357,504 
NV5 Holdings, Inc. (a) 15,754 768,008 
Orion Group Holdings, Inc. (a) 54,065 406,569 
Primoris Services Corp. 78,107 2,030,782 
Sterling Construction Co., Inc. (a) 51,912 724,172 
Tutor Perini Corp. (a)(b) 74,043 1,832,564 
  55,377,899 
Electrical Equipment - 0.6%   
Allied Motion Technologies, Inc. 12,865 448,345 
AZZ, Inc. 51,752 2,354,716 
Babcock & Wilcox Enterprises, Inc. (a)(b) 86,552 562,588 
Encore Wire Corp. 40,140 2,031,084 
Energous Corp. (a)(b) 37,641 699,370 
EnerSys 86,530 6,083,924 
Generac Holdings, Inc. (a) 120,634 5,902,622 
General Cable Corp. 97,555 2,897,384 
LSI Industries, Inc. 48,515 385,209 
Plug Power, Inc. (a)(b) 455,233 878,600 
Powell Industries, Inc. 18,657 608,032 
Preformed Line Products Co. 6,303 465,540 
Revolution Lighting Technologies, Inc. (a)(b) 22,597 80,219 
Sunrun, Inc. (a)(b) 169,983 1,075,992 
Thermon Group Holdings, Inc. (a)(b) 64,478 1,494,600 
TPI Composites, Inc. (a) 20,936 420,395 
Vicor Corp. (a) 34,219 626,208 
Vivint Solar, Inc. (a)(b) 53,271 183,785 
  27,198,613 
Industrial Conglomerates - 0.1%   
Raven Industries, Inc. 71,806 2,768,121 
Machinery - 3.8%   
Actuant Corp. Class A 118,044 2,921,589 
Alamo Group, Inc. 18,726 2,154,052 
Albany International Corp. Class A 57,595 3,654,403 
Altra Industrial Motion Corp. 56,844 2,978,626 
American Railcar Industries, Inc. (b) 14,693 576,259 
Astec Industries, Inc. 42,086 2,626,166 
Barnes Group, Inc. 99,657 6,556,434 
Blue Bird Corp. (a) 14,829 313,633 
Briggs & Stratton Corp. 82,748 2,000,847 
Chart Industries, Inc. (a) 61,019 3,024,712 
CIRCOR International, Inc. 32,723 1,734,973 
Columbus McKinnon Corp. (NY Shares) 43,588 1,784,929 
Commercial Vehicle Group, Inc. (a) 49,222 608,876 
Dmc Global, Inc. 27,807 636,780 
Douglas Dynamics, Inc. 43,809 1,804,931 
Eastern Co. 10,827 289,622 
Energy Recovery, Inc. (a)(b) 72,292 558,817 
EnPro Industries, Inc. 41,945 3,690,741 
ESCO Technologies, Inc. 50,809 3,106,970 
ExOne Co. (a)(b) 21,010 206,318 
Federal Signal Corp. 116,565 2,370,932 
Franklin Electric Co., Inc. 92,244 4,178,653 
FreightCar America, Inc. 23,806 370,897 
Gencor Industries, Inc. (a) 15,732 264,298 
Global Brass & Copper Holdings, Inc. 43,656 1,403,540 
Gorman-Rupp Co. 34,625 978,849 
Graham Corp. 18,575 397,505 
Greenbrier Companies, Inc. 54,430 2,729,665 
Hardinge, Inc. 22,553 425,350 
Harsco Corp. (a) 159,364 2,852,616 
Hillenbrand, Inc. 125,803 5,573,073 
Hurco Companies, Inc. 12,034 543,335 
Hyster-Yale Materials Handling Class A 20,428 1,730,047 
John Bean Technologies Corp. 62,508 7,110,285 
Kadant, Inc. 21,599 2,165,300 
Kennametal, Inc. 159,277 7,769,532 
L.B. Foster Co. Class A (a) 16,065 436,165 
Lindsay Corp. 20,698 1,846,469 
Lydall, Inc. (a) 33,427 1,597,811 
Manitowoc Co., Inc. (a) 63,406 2,541,312 
Meritor, Inc. (a) 165,910 4,526,025 
Milacron Holdings Corp. (a) 107,251 2,034,551 
Miller Industries, Inc. 21,835 568,802 
Mueller Industries, Inc. 113,850 3,767,297 
Mueller Water Products, Inc. Class A 306,780 3,567,851 
Navistar International Corp. New (a) 98,613 4,519,434 
NN, Inc. 53,653 1,545,206 
Omega Flex, Inc. 5,633 344,514 
Park-Ohio Holdings Corp. 17,317 721,253 
ProPetro Holding Corp. (b) 112,609 2,103,536 
Proto Labs, Inc. (a) 49,392 5,401,015 
RBC Bearings, Inc. (a) 46,388 5,844,888 
Rexnord Corp. (a) 206,384 5,801,454 
Spartan Motors, Inc. 68,403 916,600 
SPX Corp. (a) 84,543 2,641,969 
SPX Flow, Inc. (a) 82,972 3,847,412 
Standex International Corp. 24,974 2,621,021 
Sun Hydraulics Corp. 46,982 2,916,643 
Tennant Co. 34,949 2,355,563 
Titan International, Inc. 99,902 1,329,696 
TriMas Corp. (a) 89,936 2,392,298 
Twin Disc, Inc. (a) 17,488 515,546 
Wabash National Corp. (b) 115,519 2,983,856 
Watts Water Technologies, Inc. Class A 55,184 4,400,924 
Woodward, Inc. 106,024 8,218,980 
  164,401,646 
Marine - 0.1%   
Costamare, Inc. 101,223 659,974 
Eagle Bulk Shipping, Inc. (a) 76,670 363,416 
Genco Shipping & Trading Ltd. (a) 14,501 188,658 
Matson, Inc. 83,943 2,871,690 
Navios Maritime Holdings, Inc. (a)(b) 172,128 209,996 
Safe Bulkers, Inc. (a)(b) 95,645 328,062 
Scorpio Bulkers, Inc. 117,401 892,248 
  5,514,044 
Professional Services - 1.3%   
Acacia Research Corp. (a) 95,342 347,998 
Barrett Business Services, Inc. 13,840 964,510 
BG Staffing, Inc. 12,986 206,218 
CBIZ, Inc. (a) 101,770 1,679,205 
Cogint, Inc. (a)(b) 38,342 139,948 
CRA International, Inc. 15,718 729,787 
Exponent, Inc. 50,713 3,760,369 
Forrester Research, Inc. 19,821 865,187 
Franklin Covey Co. (a) 19,176 552,269 
FTI Consulting, Inc. (a) 75,297 3,273,161 
GP Strategies Corp. (a) 24,301 606,310 
Heidrick & Struggles International, Inc. 36,999 976,774 
Hill International, Inc. (a) 67,343 383,855 
Huron Consulting Group, Inc. (a) 43,802 1,758,650 
ICF International, Inc. (a) 35,530 1,886,643 
Insperity, Inc. 71,789 4,397,076 
Kelly Services, Inc. Class A (non-vtg.) 60,451 1,711,368 
Kforce, Inc. 47,412 1,230,341 
Korn/Ferry International 104,240 4,644,934 
MISTRAS Group, Inc. (a) 35,487 756,228 
Navigant Consulting, Inc. (a) 92,374 1,895,514 
On Assignment, Inc. (a) 99,566 7,623,769 
Resources Connection, Inc. 57,373 938,049 
RPX Corp. 91,785 1,288,661 
TriNet Group, Inc. (a) 81,928 3,594,181 
TrueBlue, Inc. (a) 80,930 2,213,436 
WageWorks, Inc. (a) 78,882 4,776,305 
Willdan Group, Inc. (a) 15,063 341,328 
  53,542,074 
Road & Rail - 0.9%   
ArcBest Corp. 51,204 1,820,302 
Avis Budget Group, Inc. (a)(b) 143,949 6,471,947 
Covenant Transport Group, Inc. Class A (a) 24,113 707,234 
Daseke, Inc. (a)(b) 47,980 647,730 
Heartland Express, Inc. 94,626 2,147,064 
Knight-Swift Transportation Holdings, Inc. Class A 249,144 12,404,880 
Marten Transport Ltd. 77,728 1,803,290 
Roadrunner Transportation Systems, Inc. (a) 59,145 329,438 
Saia, Inc. (a) 50,289 3,799,334 
Schneider National, Inc. Class B (b) 82,986 2,429,830 
Universal Logistics Holdings, Inc. 16,137 375,185 
Werner Enterprises, Inc. 94,556 3,848,429 
YRC Worldwide, Inc. (a) 64,736 1,033,834 
  37,818,497 
Trading Companies & Distributors - 1.3%   
Aircastle Ltd. 95,638 2,258,970 
Applied Industrial Technologies, Inc. 76,041 5,608,024 
Beacon Roofing Supply, Inc. (a) 132,831 8,036,276 
BMC Stock Holdings, Inc. (a) 129,824 2,908,058 
CAI International, Inc. (a) 30,896 873,121 
DXP Enterprises, Inc. (a) 31,850 1,089,589 
EnviroStar, Inc. (b) 7,158 274,151 
GATX Corp. (b) 75,815 5,393,479 
H&E Equipment Services, Inc. 62,416 2,457,942 
Herc Holdings, Inc. (a) 48,180 3,166,390 
Huttig Building Products, Inc. (a) 46,117 325,586 
Kaman Corp. 55,068 3,452,764 
Lawson Products, Inc. (a) 12,688 301,340 
MRC Global, Inc. (a) 178,723 3,213,440 
Nexeo Solutions, Inc. (a) 51,590 486,494 
Now, Inc. (a)(b) 212,096 2,500,612 
Rush Enterprises, Inc.:   
Class A (a) 60,635 3,277,322 
Class B (a) 9,949 505,608 
SiteOne Landscape Supply, Inc. (a)(b) 67,458 5,137,601 
Textainer Group Holdings Ltd. (a)(b) 53,575 1,312,588 
Titan Machinery, Inc. (a) 37,386 803,425 
Triton International Ltd. 93,337 3,602,808 
Veritiv Corp. (a) 22,947 658,579 
Willis Lease Finance Corp. (a) 6,818 184,086 
  57,828,253 
Transportation Infrastructure - 0.0%   
SEACOR Marine Holdings, Inc. (b) 31,827 476,132 
TOTAL INDUSTRIALS  657,919,107 
INFORMATION TECHNOLOGY - 16.6%   
Communications Equipment - 1.5%   
ADTRAN, Inc. 96,221 1,539,536 
Aerohive Networks, Inc. (a) 63,145 259,526 
Applied Optoelectronics, Inc. (a)(b) 36,885 1,194,705 
CalAmp Corp. (a) 69,113 1,691,886 
Calix Networks, Inc. (a) 88,764 568,090 
Carvana Co. Class A (b) 27,685 528,507 
Ciena Corp. (a) 280,320 5,965,210 
Clearfield, Inc. (a) 22,416 290,287 
Comtech Telecommunications Corp. 46,419 1,004,043 
Digi International, Inc. (a) 51,988 538,076 
EMCORE Corp. (a) 52,085 351,574 
Extreme Networks, Inc. (a) 222,740 3,347,782 
Finisar Corp. (a)(b) 227,054 4,077,890 
Harmonic, Inc. (a)(b) 158,762 579,481 
Infinera Corp. (a)(b) 291,258 1,884,439 
InterDigital, Inc. 68,685 5,360,864 
KVH Industries, Inc. (a) 30,718 339,434 
Lumentum Holdings, Inc. (a)(b) 122,661 5,679,204 
NETGEAR, Inc. (a) 62,035 4,323,840 
NetScout Systems, Inc. (a) 167,346 4,769,361 
Oclaro, Inc. (a)(b) 327,663 1,946,318 
Plantronics, Inc. 65,973 3,891,747 
Quantenna Communications, Inc. (a)(b) 43,306 595,891 
Sonus Networks, Inc. (a) 95,580 667,148 
Ubiquiti Networks, Inc. (a)(b) 44,438 3,584,813 
ViaSat, Inc. (a)(b) 105,938 8,011,032 
Viavi Solutions, Inc. (a) 454,959 3,903,548 
  66,894,232 
Electronic Equipment & Components - 2.8%   
Akoustis Technologies, Inc. (a)(b) 23,753 138,242 
Anixter International, Inc. (a) 57,822 4,839,701 
AVX Corp. 92,202 1,654,104 
Badger Meter, Inc. 55,418 2,671,148 
Bel Fuse, Inc. Class B (non-vtg.) 18,897 388,333 
Belden, Inc. 83,875 7,110,084 
Benchmark Electronics, Inc. (a) 98,764 2,859,218 
Cardtronics PLC (a) 91,111 2,228,575 
Control4 Corp. (a) 49,952 1,354,199 
CTS Corp. 64,718 1,779,745 
Daktronics, Inc. 70,346 651,404 
Electro Scientific Industries, Inc. (a)(b) 63,090 1,477,568 
ePlus, Inc. (a) 25,975 2,005,270 
Fabrinet 71,966 1,785,476 
FARO Technologies, Inc. (a) 32,807 1,768,297 
Fitbit, Inc. (a)(b) 383,982 1,977,507 
II-VI, Inc. (a) 120,410 5,135,487 
Insight Enterprises, Inc. (a) 70,730 2,625,498 
Iteris, Inc. (a) 45,487 307,492 
Itron, Inc. (a) 68,059 4,981,919 
KEMET Corp. (a) 110,091 2,241,453 
Kimball Electronics, Inc. (a) 52,054 962,999 
Knowles Corp. (a)(b) 174,115 2,653,513 
Littelfuse, Inc. 48,042 10,441,448 
Maxwell Technologies, Inc. (a)(b) 71,049 411,374 
Mesa Laboratories, Inc. (b) 6,373 901,843 
Methode Electronics, Inc. Class A 71,320 2,913,422 
MicroVision, Inc. (a)(b) 154,445 183,790 
MTS Systems Corp. (b) 34,095 1,767,826 
Napco Security Technolgies, Inc. (a) 22,598 206,772 
Novanta, Inc. (a) 63,770 3,692,283 
OSI Systems, Inc. (a) 35,454 2,342,800 
Park Electrochemical Corp. 38,099 697,212 
PC Connection, Inc. 22,863 599,011 
PC Mall, Inc. (a)(b) 18,840 166,734 
Plexus Corp. (a) 66,979 4,001,995 
RadiSys Corp. (a) 65,459 56,949 
Rogers Corp. (a) 35,778 5,895,499 
Sanmina Corp. (a) 142,074 3,715,235 
ScanSource, Inc. (a) 49,318 1,686,676 
SYNNEX Corp. 57,565 7,064,952 
Systemax, Inc. 22,922 711,728 
Tech Data Corp. (a) 69,680 6,986,814 
TTM Technologies, Inc. (a)(b) 182,973 3,017,225 
VeriFone Systems, Inc. (a) 221,782 3,921,106 
Vishay Intertechnology, Inc. 264,221 5,799,651 
Vishay Precision Group, Inc. (a) 20,593 564,248 
  121,343,825 
Internet Software & Services - 3.2%   
2U, Inc. (a)(b) 95,393 7,084,838 
Actua Corp. 58,242 908,575 
Alarm.com Holdings, Inc. (a) 40,084 1,538,424 
Amber Road, Inc. (a) 38,622 280,396 
AppFolio, Inc. (a) 18,731 793,258 
Apptio, Inc. Class A (a) 46,862 1,197,324 
Bazaarvoice, Inc. (a) 166,902 917,961 
Benefitfocus, Inc. (a)(b) 31,281 788,281 
BlackLine, Inc. (a) 31,497 1,046,645 
Blucora, Inc. (a) 87,483 2,134,585 
Box, Inc. Class A (a) 161,171 3,584,443 
Brightcove, Inc. (a) 66,664 449,982 
Carbonite, Inc. (a) 50,312 1,267,862 
Care.com, Inc. (a) 27,637 506,863 
ChannelAdvisor Corp. (a) 49,927 454,336 
Cimpress NV (a)(b) 49,708 6,333,296 
Cloudera, Inc. 193,918 3,630,145 
CommerceHub, Inc.:   
Series A (a)(b) 23,611 477,414 
Series C (a) 61,561 1,187,512 
Cornerstone OnDemand, Inc. (a) 105,632 4,344,644 
Coupa Software, Inc. (a) 62,841 2,402,411 
DHI Group, Inc. (a) 91,637 164,947 
Endurance International Group Holdings, Inc. (a)(b) 114,247 948,250 
Envestnet, Inc. (a) 85,714 4,607,128 
Etsy, Inc. (a) 239,763 4,497,954 
Five9, Inc. (a) 106,582 2,772,198 
Gogo, Inc. (a)(b) 114,034 1,099,288 
GrubHub, Inc. (a)(b) 170,752 12,336,832 
GTT Communications, Inc. (a)(b) 61,355 2,831,533 
Hortonworks, Inc. (a) 99,339 1,981,813 
Instructure, Inc. (a) 43,943 1,577,554 
Internap Network Services Corp. (a) 40,496 677,498 
j2 Global, Inc. (b) 92,637 7,410,034 
Leaf Group Ltd. (a) 24,282 212,468 
Limelight Networks, Inc. (a) 151,022 661,476 
Liquidity Services, Inc. (a) 50,947 244,546 
LivePerson, Inc. (a) 109,332 1,306,517 
MeetMe, Inc. (a)(b) 136,570 376,933 
MINDBODY, Inc. (a)(b) 85,037 2,989,051 
MuleSoft, Inc. Class A 48,645 1,195,694 
New Relic, Inc. (a) 60,751 3,628,657 
NIC, Inc. 126,622 2,101,925 
Nutanix, Inc. Class A (a)(b) 212,605 6,824,621 
Okta, Inc. 38,939 1,146,754 
Ominto, Inc. (a)(b) 27,469 93,395 
Q2 Holdings, Inc. (a) 62,029 2,626,928 
QuinStreet, Inc. (a) 73,083 681,864 
Quotient Technology, Inc. (a) 149,309 1,761,846 
Reis, Inc. 17,338 359,764 
SecureWorks Corp. (a) 15,785 152,799 
Shutterstock, Inc. (a)(b) 36,770 1,627,440 
SPS Commerce, Inc. (a) 33,395 1,756,577 
Stamps.com, Inc. (a)(b) 32,409 6,606,575 
TechTarget, Inc. (a) 40,579 636,279 
The Trade Desk, Inc. (a)(b) 46,848 2,271,191 
Tintri, Inc. 17,423 97,917 
TrueCar, Inc. (a)(b) 139,051 1,639,411 
Tucows, Inc. (a)(b) 18,090 980,478 
Twilio, Inc. Class A (a)(b) 123,705 3,246,019 
Veritone, Inc. (b) 5,090 90,348 
Web.com Group, Inc. (a) 76,038 1,767,884 
XO Group, Inc. (a) 48,234 921,269 
Yelp, Inc. (a) 158,581 6,949,019 
Yext, Inc. 46,035 554,722 
  137,744,591 
IT Services - 1.8%   
Acxiom Corp. (a) 157,335 4,259,058 
Blackhawk Network Holdings, Inc. (a) 108,376 4,925,689 
CACI International, Inc. Class A (a) 48,442 6,808,523 
Cass Information Systems, Inc. 24,431 1,415,776 
Convergys Corp. 186,554 4,341,112 
CSG Systems International, Inc. 66,706 3,013,110 
EPAM Systems, Inc. (a) 98,932 11,622,531 
Everi Holdings, Inc. (a) 129,751 1,004,273 
EVERTEC, Inc. 119,475 1,869,784 
ExlService Holdings, Inc. (a) 64,851 3,939,698 
Hackett Group, Inc. 47,400 758,874 
Information Services Group, Inc. (a) 64,392 274,310 
ManTech International Corp. Class A 51,263 2,669,264 
Maximus, Inc. 127,429 8,688,109 
MoneyGram International, Inc. (a) 57,485 694,419 
Perficient, Inc. (a) 69,501 1,346,234 
Presidio, Inc. (b) 42,814 783,924 
Science Applications International Corp. 86,013 6,592,896 
ServiceSource International, Inc. (a) 151,672 515,685 
StarTek, Inc. (a) 21,636 270,450 
Sykes Enterprises, Inc. (a) 77,421 2,401,599 
Syntel, Inc. (a) 65,293 1,472,357 
Travelport Worldwide Ltd. 247,657 3,370,612 
Ttec Holdings, Inc. 27,805 1,103,859 
Unisys Corp. (a)(b) 99,507 885,612 
Virtusa Corp. (a) 53,478 2,386,188 
  77,413,946 
Semiconductors & Semiconductor Equipment - 3.1%   
Acacia Communications, Inc. (a)(b) 37,176 1,372,166 
Advanced Energy Industries, Inc. (a) 78,887 5,611,232 
Alpha & Omega Semiconductor Ltd. (a) 39,276 659,444 
Ambarella, Inc. (a)(b) 64,339 3,242,686 
Amkor Technology, Inc. (a) 201,335 2,025,430 
Aquantia Corp. (a) 13,509 176,698 
Axcelis Technologies, Inc. (a) 59,314 1,536,233 
AXT, Inc. (a) 74,484 588,424 
Brooks Automation, Inc. 136,425 3,806,258 
Cabot Microelectronics Corp. 49,408 5,034,181 
Ceva, Inc. (a) 43,233 1,902,252 
Cirrus Logic, Inc. (a) 128,358 6,362,706 
Cohu, Inc. 55,165 1,256,107 
Cree, Inc. (a)(b) 194,331 6,706,363 
CyberOptics Corp. (a)(b) 13,306 202,917 
Diodes, Inc. (a) 76,966 2,169,672 
DSP Group, Inc. (a) 44,330 580,723 
Entegris, Inc. 282,736 9,203,057 
Experi Corp. 96,857 2,174,440 
FormFactor, Inc. (a) 142,737 2,048,276 
GSI Technology, Inc. (a) 29,220 234,637 
Ichor Holdings Ltd. (a)(b) 36,678 1,170,762 
Impinj, Inc. (a)(b) 35,675 798,050 
Inphi Corp. (a)(b) 83,585 2,496,684 
Integrated Device Technology, Inc. (a) 266,656 7,973,014 
Kopin Corp. (a)(b) 121,000 401,720 
Lattice Semiconductor Corp. (a) 245,410 1,597,619 
M/A-COM Technology Solutions Holdings, Inc. (a)(b) 80,692 2,509,521 
MaxLinear, Inc. Class A (a) 122,535 3,160,178 
MKS Instruments, Inc. 107,198 10,966,355 
Monolithic Power Systems, Inc. 79,379 9,455,626 
Nanometrics, Inc. (a) 48,591 1,203,599 
NeoPhotonics Corp. (a)(b) 66,341 372,173 
NVE Corp. 9,352 783,885 
PDF Solutions, Inc. (a)(b) 54,527 745,929 
Photronics, Inc. (a) 135,861 1,141,232 
Pixelworks, Inc. (a) 56,120 341,771 
Power Integrations, Inc. 56,923 4,252,148 
Rambus, Inc. (a) 215,850 2,726,186 
Rudolph Technologies, Inc. (a) 62,379 1,634,330 
Semtech Corp. (a) 128,658 4,605,956 
Sigma Designs, Inc. (a) 72,179 407,811 
Silicon Laboratories, Inc. (a) 83,287 8,012,209 
SMART Global Holdings, Inc. 12,154 440,826 
SunPower Corp. (a)(b) 119,266 945,779 
Synaptics, Inc. (a)(b) 68,488 2,968,270 
Ultra Clean Holdings, Inc. (a) 64,953 1,408,831 
Veeco Instruments, Inc. (a) 93,334 1,554,011 
Xcerra Corp. (a) 105,737 1,055,255 
  132,023,632 
Software - 3.7%   
8x8, Inc. (a) 174,990 3,097,323 
A10 Networks, Inc. (a) 98,755 605,368 
ACI Worldwide, Inc. (a) 231,381 5,423,571 
Agilysys, Inc. (a) 30,247 362,964 
American Software, Inc. Class A 54,956 688,599 
Aspen Technology, Inc. (a) 145,403 11,261,462 
Barracuda Networks, Inc. (a) 49,515 1,364,138 
Blackbaud, Inc. 94,793 9,083,065 
Bottomline Technologies, Inc. (a) 79,039 2,884,924 
BroadSoft, Inc. (a)(b) 62,836 3,449,696 
Callidus Software, Inc. (a) 134,666 4,841,243 
CommVault Systems, Inc. (a) 79,046 4,217,104 
Digimarc Corp. (a)(b) 20,354 628,939 
Ebix, Inc. (b) 47,641 3,911,326 
Ellie Mae, Inc. (a)(b) 67,188 6,282,078 
Everbridge, Inc. (a) 34,589 1,116,533 
Fair Isaac Corp. 59,279 10,235,112 
Forescout Technologies, Inc. (a) 10,464 318,315 
Glu Mobile, Inc. (a) 207,175 774,835 
HubSpot, Inc. (a)(b) 67,908 6,590,471 
Imperva, Inc. (a) 67,471 2,951,856 
Majesco (a) 8,537 49,429 
MicroStrategy, Inc. Class A (a) 19,005 2,617,559 
Mitek Systems, Inc. (a) 62,531 487,742 
MobileIron, Inc. (a) 115,524 519,858 
Model N, Inc. (a) 47,183 705,386 
Monotype Imaging Holdings, Inc. 82,195 1,968,570 
Park City Group, Inc. (a)(b) 24,601 212,799 
Paycom Software, Inc. (a)(b) 98,002 8,980,903 
Paylocity Holding Corp. (a) 52,559 2,748,310 
Pegasystems, Inc. 72,638 3,693,642 
Progress Software Corp. 94,360 4,701,959 
Proofpoint, Inc. (a)(b) 86,927 8,868,293 
PROS Holdings, Inc. (a) 53,183 1,544,434 
QAD, Inc. Class A 19,656 847,174 
Qualys, Inc. (a) 63,756 3,984,750 
Rapid7, Inc. (a) 41,978 1,006,632 
RealNetworks, Inc. (a) 46,788 145,043 
RealPage, Inc. (a) 116,872 5,814,382 
RingCentral, Inc. (a) 129,044 7,007,089 
Rosetta Stone, Inc. (a) 35,386 452,233 
SendGrid, Inc. (a) 16,817 377,878 
Synchronoss Technologies, Inc. (a)(b) 85,764 689,543 
TeleNav, Inc. (a) 57,494 324,841 
The Rubicon Project, Inc. (a) 83,370 160,070 
TiVo Corp. 237,937 3,319,221 
Upland Software, Inc. (a) 16,612 384,236 
Varonis Systems, Inc. (a) 38,644 2,098,369 
Vasco Data Security International, Inc. (a) 61,309 882,850 
Verint Systems, Inc. (a) 126,669 5,288,431 
VirnetX Holding Corp. (a)(b) 98,486 339,777 
Workiva, Inc. (a) 50,084 1,116,873 
Zendesk, Inc. (a) 197,828 7,620,335 
Zix Corp. (a) 103,587 438,173 
  159,485,706 
Technology Hardware, Storage & Peripherals - 0.5%   
3D Systems Corp. (a)(b) 217,671 2,228,951 
Avid Technology, Inc. (a) 65,697 354,764 
CPI Card Group (b) 7,248 20,947 
Cray, Inc. (a) 79,137 1,919,072 
Diebold Nixdorf, Inc. (b) 151,444 2,794,142 
Eastman Kodak Co. (a)(b) 32,984 262,223 
Electronics for Imaging, Inc. (a) 92,092 2,692,770 
Immersion Corp. (a)(b) 57,230 594,047 
Intevac, Inc. (a) 41,196 280,133 
Pure Storage, Inc. Class A (a)(b) 192,417 3,875,278 
Quantum Corp. (a)(b) 56,016 346,739 
Stratasys Ltd. (a)(b) 100,100 2,141,139 
Super Micro Computer, Inc. (a)(b) 76,939 1,756,133 
U.S.A. Technologies, Inc. (a) 94,931 802,167 
  20,068,505 
TOTAL INFORMATION TECHNOLOGY  714,974,437 
MATERIALS - 4.4%   
Chemicals - 2.1%   
A. Schulman, Inc. 56,431 2,200,809 
Advanced Emissions Solutions, Inc. (b) 38,958 314,001 
AdvanSix, Inc. (a) 59,808 2,360,024 
AgroFresh Solutions, Inc. (a) 43,422 327,402 
American Vanguard Corp. 57,850 1,223,528 
Balchem Corp. 63,048 4,980,792 
Calgon Carbon Corp. (b) 101,216 2,160,962 
Chase Corp. 14,209 1,596,381 
Codexis, Inc. (a) 80,166 689,428 
Core Molding Technologies, Inc. 14,609 303,867 
Ferro Corp. (a) 166,006 3,904,461 
Flotek Industries, Inc. (a)(b) 111,091 611,001 
FutureFuel Corp. 49,125 658,275 
H.B. Fuller Co. 99,994 5,184,689 
Hawkins, Inc. 19,115 674,760 
Ingevity Corp. (a) 84,668 6,142,663 
Innophos Holdings, Inc. 38,644 1,788,058 
Innospec, Inc. 47,600 3,417,680 
Intrepid Potash, Inc. (a)(b) 190,236 740,018 
KMG Chemicals, Inc. 25,834 1,569,416 
Koppers Holdings, Inc. (a) 40,754 1,866,533 
Kraton Performance Polymers, Inc. (a) 59,563 2,993,636 
Kronos Worldwide, Inc. 44,717 1,227,482 
LSB Industries, Inc. (a)(b) 41,999 356,572 
Minerals Technologies, Inc. 69,863 5,250,204 
OMNOVA Solutions, Inc. (a) 84,919 934,109 
PolyOne Corp. 160,046 6,955,599 
PQ Group Holdings, Inc. 58,433 954,795 
Quaker Chemical Corp. 25,862 3,980,162 
Rayonier Advanced Materials, Inc. (b) 85,624 1,620,006 
Sensient Technologies Corp. 87,994 6,322,369 
Stepan Co. 39,819 3,122,606 
Trecora Resources (a) 39,043 519,272 
Tredegar Corp. 50,693 930,217 
Trinseo SA 88,359 7,285,200 
Tronox Ltd. Class A 178,088 3,495,867 
Valhi, Inc. 49,807 288,383 
  88,951,227 
Construction Materials - 0.2%   
Forterra, Inc. (a)(b) 37,399 259,923 
Foundation Building Materials, Inc. (b) 29,229 433,466 
Summit Materials, Inc. 220,255 7,037,147 
U.S. Concrete, Inc. (a)(b) 31,521 2,453,910 
United States Lime & Minerals, Inc. 3,919 300,783 
  10,485,229 
Containers & Packaging - 0.1%   
Greif, Inc.:   
Class A 50,422 2,980,949 
Class B 11,319 720,454 
Myers Industries, Inc. 46,520 976,920 
UFP Technologies, Inc. (a) 12,366 360,469 
  5,038,792 
Metals & Mining - 1.3%   
AK Steel Holding Corp. (a)(b) 625,660 3,165,840 
Allegheny Technologies, Inc. (a)(b) 249,154 6,717,192 
Ampco-Pittsburgh Corp. 16,811 228,630 
Atkore International Group, Inc. (a) 66,445 1,553,484 
Carpenter Technology Corp. 92,125 4,735,225 
Century Aluminum Co. (a)(b) 99,584 2,215,744 
Cliffs Natural Resources, Inc. (a)(b) 591,171 4,049,521 
Coeur d'Alene Mines Corp. (a) 367,107 2,951,540 
Commercial Metals Co. 229,286 5,512,035 
Compass Minerals International, Inc. (b) 67,316 4,907,336 
Ferroglobe Representation & Warranty Insurance (a)(c) 73,951 1 
Gold Resource Corp. 101,547 458,992 
Haynes International, Inc. 24,410 873,878 
Hecla Mining Co. 783,548 3,008,824 
Kaiser Aluminum Corp. 32,906 3,627,557 
Klondex Mines Ltd. (a) 359,403 790,687 
Materion Corp. 39,862 1,981,141 
Olympic Steel, Inc. 18,115 422,261 
Ryerson Holding Corp. (a) 33,087 330,870 
Schnitzer Steel Industries, Inc. Class A 52,288 1,788,250 
SunCoke Energy, Inc. (a) 127,181 1,411,709 
TimkenSteel Corp. (a)(b) 79,470 1,286,619 
Worthington Industries, Inc. 88,485 4,137,559 
  56,154,895 
Paper & Forest Products - 0.7%   
Boise Cascade Co. 76,829 3,415,049 
Clearwater Paper Corp. (a) 32,644 1,535,900 
Deltic Timber Corp. 21,608 2,042,388 
Kapstone Paper & Packaging Corp. 172,959 5,991,300 
Louisiana-Pacific Corp. (a) 289,400 8,569,134 
Neenah, Inc. (b) 32,993 2,985,867 
P.H. Glatfelter Co. 86,445 2,019,355 
Schweitzer-Mauduit International, Inc. 60,124 2,722,415 
Verso Corp. (a) 67,805 1,088,948 
  30,370,356 
TOTAL MATERIALS  191,000,499 
REAL ESTATE - 6.3%   
Equity Real Estate Investment Trusts (REITs) - 5.9%   
Acadia Realty Trust (SBI) 165,553 4,065,982 
Agree Realty Corp. 56,229 2,706,864 
Alexander & Baldwin, Inc. 135,153 3,584,258 
Alexanders, Inc. 4,256 1,546,460 
Altisource Residential Corp. Class B 97,319 1,071,482 
American Assets Trust, Inc. 79,709 2,810,539 
Armada Hoffler Properties, Inc. 87,443 1,258,305 
Ashford Hospitality Prime, Inc. 50,953 459,596 
Ashford Hospitality Trust, Inc. 151,386 974,926 
Bluerock Residential Growth (REIT), Inc. 47,706 399,776 
CareTrust (REIT), Inc. 148,959 2,366,959 
CatchMark Timber Trust, Inc. 85,107 1,120,859 
CBL & Associates Properties, Inc. (b) 332,877 1,850,796 
Cedar Realty Trust, Inc. 173,450 886,330 
Chatham Lodging Trust 88,239 1,976,554 
Chesapeake Lodging Trust 116,852 3,198,239 
City Office REIT, Inc. 60,390 705,355 
Clipper Realty, Inc. 31,208 294,916 
Community Healthcare Trust, Inc. 33,798 900,379 
CorEnergy Infrastructure Trust, Inc. (b) 24,726 947,748 
Cousins Properties, Inc. 829,197 7,462,773 
DiamondRock Hospitality Co. 397,112 4,670,037 
Easterly Government Properties, Inc. (b) 83,938 1,748,429 
EastGroup Properties, Inc. 66,541 5,776,424 
Education Realty Trust, Inc. 151,210 4,994,466 
Farmland Partners, Inc. (b) 61,895 504,444 
First Industrial Realty Trust, Inc. 236,111 7,286,385 
Four Corners Property Trust, Inc. 123,129 2,905,844 
Franklin Street Properties Corp. 208,932 2,118,570 
Getty Realty Corp. 63,002 1,653,172 
Gladstone Commercial Corp. 53,869 1,023,511 
Global Medical REIT, Inc. (b) 34,887 279,794 
Global Net Lease, Inc. 134,300 2,463,062 
Government Properties Income Trust 189,148 3,245,780 
Gramercy Property Trust 317,221 8,006,658 
Healthcare Realty Trust, Inc. (b) 243,906 7,285,472 
Hersha Hospitality Trust 76,263 1,414,679 
Independence Realty Trust, Inc. 170,688 1,568,623 
InfraReit, Inc. 84,526 1,604,303 
Investors Real Estate Trust 237,038 1,344,005 
iStar Financial, Inc. (a)(b) 133,000 1,403,150 
Jernigan Capital, Inc. (b) 27,019 479,317 
Kite Realty Group Trust 163,831 2,762,191 
LaSalle Hotel Properties (SBI) 225,982 6,901,490 
Lexington Corporate Properties Trust 435,193 3,925,441 
LTC Properties, Inc. 79,145 3,243,362 
Mack-Cali Realty Corp. 180,810 3,628,857 
MedEquities Realty Trust, Inc. 55,165 602,402 
Monmouth Real Estate Investment Corp. Class A 140,753 2,405,469 
National Health Investors, Inc. 79,786 5,627,307 
National Storage Affiliates Trust 88,637 2,248,721 
New Senior Investment Group, Inc. 161,718 1,238,760 
NexPoint Residential Trust, Inc. 33,736 894,341 
NorthStar Realty Europe Corp. 106,536 1,270,974 
One Liberty Properties, Inc. 28,708 701,624 
Pebblebrook Hotel Trust 136,612 5,327,868 
Pennsylvania Real Estate Investment Trust (SBI) (b) 135,670 1,514,077 
Physicians Realty Trust 356,962 5,818,481 
Potlatch Corp. 80,316 4,248,716 
Preferred Apartment Communities, Inc. Class A 72,717 1,212,192 
PS Business Parks, Inc. 39,414 4,812,844 
QTS Realty Trust, Inc. Class A (b) 97,909 4,875,868 
Quality Care Properties, Inc. (a) 188,306 2,542,131 
RAIT Financial Trust 170,916 109,215 
Ramco-Gershenson Properties Trust (SBI) 156,088 2,063,483 
Retail Opportunity Investments Corp. 215,872 3,965,569 
Rexford Industrial Realty, Inc. 153,760 4,565,134 
RLJ Lodging Trust 337,719 7,808,063 
Ryman Hospitality Properties, Inc. 87,726 6,715,425 
Sabra Health Care REIT, Inc. (b) 352,047 6,372,051 
Safety Income and Growth, Inc. 21,803 383,951 
Saul Centers, Inc. 22,303 1,220,643 
Select Income REIT 125,258 2,800,769 
Seritage Growth Properties (b) 50,486 2,080,023 
Stag Industrial, Inc. 189,123 4,788,594 
Summit Hotel Properties, Inc. 205,940 3,190,011 
Sunstone Hotel Investors, Inc. 449,336 7,571,312 
Terreno Realty Corp. 106,351 3,786,096 
The GEO Group, Inc. 243,247 5,485,220 
TIER REIT, Inc. 95,115 1,846,182 
UMH Properties, Inc. 61,192 818,749 
Universal Health Realty Income Trust (SBI) 25,345 1,686,710 
Urban Edge Properties 206,310 4,823,528 
Urstadt Biddle Properties, Inc. Class A 57,757 1,121,641 
Washington REIT (SBI) 156,929 4,497,585 
Whitestone REIT Class B (b) 73,536 966,263 
WP Glimcher, Inc. (b) 368,447 2,424,381 
Xenia Hotels & Resorts, Inc. 213,870 4,747,914 
  254,006,849 
Real Estate Management & Development - 0.4%   
Altisource Portfolio Solutions SA (a)(b) 21,661 606,508 
Consolidated-Tomoka Land Co. 7,977 527,838 
Forestar Group, Inc. (a)(b) 20,478 499,663 
FRP Holdings, Inc. (a) 12,730 635,864 
Griffin Industrial Realty, Inc. 1,357 50,345 
HFF, Inc. 73,136 3,599,023 
Kennedy-Wilson Holdings, Inc. 240,621 4,271,023 
Marcus & Millichap, Inc. (a) 32,287 1,054,171 
Maui Land & Pineapple, Inc. (a) 12,734 175,093 
RE/MAX Holdings, Inc. 35,419 1,747,928 
Redfin Corp. (b) 21,344 433,283 
Stratus Properties, Inc. 11,252 344,311 
Tejon Ranch Co. (a) 36,743 801,365 
The St. Joe Co. (a)(b) 88,310 1,660,228 
Transcontinental Realty Investors, Inc. (a) 2,980 97,357 
Trinity Place Holdings, Inc. (a) 35,075 237,107 
  16,741,107 
TOTAL REAL ESTATE  270,747,956 
TELECOMMUNICATION SERVICES - 0.8%   
Diversified Telecommunication Services - 0.7%   
Atlantic Tele-Network, Inc. 20,702 1,228,871 
Cincinnati Bell, Inc. (a) 83,971 1,448,500 
Cogent Communications Group, Inc. 82,445 3,718,270 
Consolidated Communications Holdings, Inc. (b) 129,653 1,614,180 
Frontier Communications Corp. (b) 157,369 1,288,852 
General Communications, Inc. Class A (a) 52,569 2,204,218 
Globalstar, Inc. (a)(b) 1,123,774 1,179,963 
Hawaiian Telcom Holdco, Inc. (a) 11,899 341,382 
IDT Corp. Class B 35,670 387,733 
Intelsat SA (a)(b) 68,416 192,249 
Iridium Communications, Inc. (a)(b) 167,484 2,127,047 
Ooma, Inc. (a) 32,425 332,356 
ORBCOMM, Inc. (a) 136,512 1,568,523 
PDVWireless, Inc. (a) 18,973 652,671 
Straight Path Communications, Inc. Class B (a) 19,387 3,538,128 
Vonage Holdings Corp. (a) 408,237 4,568,172 
WideOpenWest, Inc. (b) 41,319 423,107 
Windstream Holdings, Inc. (b) 365,232 602,633 
  27,416,855 
Wireless Telecommunication Services - 0.1%   
Boingo Wireless, Inc. (a) 75,163 1,822,703 
Shenandoah Telecommunications Co. 92,862 3,157,308 
Spok Holdings, Inc. 40,282 628,399 
  5,608,410 
TOTAL TELECOMMUNICATION SERVICES  33,025,265 
UTILITIES - 3.2%   
Electric Utilities - 0.9%   
Allete, Inc. 101,511 7,353,457 
El Paso Electric Co. 80,295 4,191,399 
Genie Energy Ltd. Class B 26,016 113,690 
IDACORP, Inc. 100,094 8,636,110 
MGE Energy, Inc. 69,941 4,182,472 
Otter Tail Corp. 78,238 3,332,939 
PNM Resources, Inc. 158,353 6,033,249 
Portland General Electric Co. 177,384 7,512,212 
Spark Energy, Inc. Class A, (b) 22,941 227,116 
  41,582,644 
Gas Utilities - 1.1%   
Chesapeake Utilities Corp. 31,589 2,321,792 
New Jersey Resources Corp. 171,191 6,642,211 
Northwest Natural Gas Co. 56,487 3,239,529 
ONE Gas, Inc. 103,569 7,335,792 
RGC Resources, Inc. 12,899 314,736 
South Jersey Industries, Inc. 159,907 4,707,662 
Southwest Gas Holdings, Inc. 94,417 6,947,203 
Spire, Inc. 93,865 6,242,023 
WGL Holdings, Inc. 100,783 8,487,944 
  46,238,892 
Independent Power and Renewable Electricity Producers - 0.4%   
Atlantic Power Corp. (a) 233,694 499,687 
Dynegy, Inc. (a) 219,418 2,747,113 
NRG Yield, Inc.:   
Class A 67,190 1,265,188 
Class C (b) 132,474 2,503,759 
Ormat Technologies, Inc. (b) 80,121 5,614,880 
Pattern Energy Group, Inc. (b) 155,786 3,212,307 
Terraform Power, Inc. 89,242 972,738 
  16,815,672 
Multi-Utilities - 0.4%   
Avista Corp. 126,445 6,367,770 
Black Hills Corp. (b) 106,083 5,892,911 
NorthWestern Energy Corp. 96,634 5,251,092 
Unitil Corp. 27,312 1,207,464 
  18,719,237 
Water Utilities - 0.4%   
American States Water Co. 72,503 4,003,616 
AquaVenture Holdings Ltd. (a)(b) 22,258 338,544 
Artesian Resources Corp. Class A 15,224 566,028 
Cadiz, Inc. (a)(b) 42,077 612,220 
California Water Service Group 95,932 3,904,432 
Connecticut Water Service, Inc. 24,223 1,285,030 
Consolidated Water Co., Inc. 28,205 377,947 
Global Water Resources, Inc. 20,023 178,205 
Middlesex Water Co. 31,210 1,175,369 
Pure Cycle Corp. (a) 33,611 290,735 
Select Energy Services, Inc. Class A (b) 53,606 960,620 
SJW Corp. 32,912 1,969,454 
York Water Co. 25,374 803,087 
  16,465,287 
TOTAL UTILITIES  139,821,732 
TOTAL COMMON STOCKS   
(Cost $3,481,818,637)  4,274,193,941 
 Principal Amount Value 
U.S. Treasury Obligations - 0.1%   
U.S. Treasury Bills, yield at date of purchase 1.18% 6/21/18 (d)   
(Cost $1,990,900) 2,000,000 1,988,333 
 Shares Value 
Money Market Funds - 20.6%   
Fidelity Cash Central Fund, 1.39% (e) 37,984,154 $37,991,750 
Fidelity Securities Lending Cash Central Fund 1.40% (e)(f) 850,106,948 850,191,959 
TOTAL MONEY MARKET FUNDS   
(Cost $888,158,174)  888,183,709 
TOTAL INVESTMENT IN SECURITIES - 119.9%   
(Cost $4,371,967,711)  5,164,365,983 
NET OTHER ASSETS (LIABILITIES) - (19.9)%  (855,385,574) 
NET ASSETS - 100%  $4,308,980,409 

Futures Contracts      
 Number of contracts Expiration Date Notional Amount Value Unrealized Appreciation/(Depreciation) 
Purchased      
Equity Index Contracts      
CME E-mini Russell 2000 Index Contracts (United States) 461 March 2018 $36,326,800 $851,661 $851,661 

The notional amount of futures purchased as a percentage of Net Assets is 0.8%

Legend

 (a) Non-income producing

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

 (c) Level 3 security

 (d) 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 $1,533,999.

 (e) 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.

 (f) 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 $336,327 
Fidelity Securities Lending Cash Central Fund 5,888,617 
Total $6,224,944 

Amounts in the income column in the above table include any capital gain distributions from underlying funds.

Investment Valuation

The following is a summary of the inputs used, as of January 31, 2018, 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 $532,133,595 $532,133,595 $-- $-- 
Consumer Staples 111,061,490 111,061,490 -- -- 
Energy 164,026,279 164,026,279 -- -- 
Financials 773,545,007 773,545,007 -- -- 
Health Care 685,938,574 685,442,874 -- 495,700 
Industrials 657,919,107 657,919,107 -- -- 
Information Technology 714,974,437 714,974,437 -- -- 
Materials 191,000,499 191,000,498 -- 1 
Real Estate 270,747,956 270,747,956 -- -- 
Telecommunication Services 33,025,265 33,025,265 -- -- 
Utilities 139,821,732 139,821,732 -- -- 
U.S. Government and Government Agency Obligations 1,988,333 -- 1,988,333 -- 
Money Market Funds 888,183,709 888,183,709 -- -- 
Total Investments in Securities: $5,164,365,983 $5,161,881,949 $1,988,333 $495,701 
Derivative Instruments:     
Assets     
Futures Contracts $851,661 $851,661 $-- $-- 
Total Assets $851,661 $851,661 $-- $-- 
Total Derivative Instruments: $851,661 $851,661 $-- $-- 

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 Fair Value Committee (the Committee) established by the Fund's investment adviser. 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.

For additional information on the Fund's 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

Fidelity® Large Cap Value Index Fund

January 31, 2018







LC2-QTLY-0318
1.9871051.101





Schedule of Investments January 31, 2018 (Unaudited)

Showing Percentage of Net Assets

Common Stocks - 99.3%   
 Shares Value 
CONSUMER DISCRETIONARY - 6.8%   
Auto Components - 0.2%   
Adient PLC (a) 6,615 $428,652 
BorgWarner, Inc. 13,674 769,299 
Gentex Corp. 6,468 153,162 
Lear Corp. 743 143,503 
The Goodyear Tire & Rubber Co. 17,034 593,124 
  2,087,740 
Automobiles - 0.8%   
Ford Motor Co. 278,545 3,055,639 
General Motors Co. 92,018 3,902,483 
Harley-Davidson, Inc. (a) 3,040 147,318 
  7,105,440 
Distributors - 0.1%   
Genuine Parts Co. 6,442 670,419 
LKQ Corp. (b) 18,374 772,259 
  1,442,678 
Diversified Consumer Services - 0.0%   
Graham Holdings Co. 320 190,224 
H&R Block, Inc. 12,021 319,037 
  509,261 
Hotels, Restaurants & Leisure - 0.8%   
ARAMARK Holdings Corp. 10,062 460,940 
Carnival Corp. 29,074 2,081,989 
Extended Stay America, Inc. unit 5,954 120,449 
Hilton Worldwide Holdings, Inc. 1,578 135,156 
Hyatt Hotels Corp. Class A (b) 3,093 251,461 
International Game Technology PLC 7,398 215,060 
MGM Mirage, Inc. 32,178 1,172,888 
Norwegian Cruise Line Holdings Ltd. (b) 13,380 812,701 
Royal Caribbean Cruises Ltd. 12,251 1,636,121 
U.S. Foods Holding Corp. (b) 14,451 464,311 
Yum China Holdings, Inc. 3,666 170,066 
  7,521,142 
Household Durables - 0.7%   
CalAtlantic Group, Inc. 5,897 330,999 
D.R. Horton, Inc. 11,371 557,748 
Garmin Ltd. (a) 8,597 541,095 
Leggett & Platt, Inc. 1,601 74,463 
Lennar Corp.:   
Class A 14,529 910,387 
Class B 54 2,735 
Mohawk Industries, Inc. (b) 4,070 1,143,914 
Newell Brands, Inc. 35,014 925,770 
PulteGroup, Inc. 13,122 417,673 
Tempur Sealy International, Inc. (b) 2,010 119,876 
Toll Brothers, Inc. 5,781 269,279 
Whirlpool Corp. 4,633 840,519 
  6,134,458 
Internet & Direct Marketing Retail - 0.1%   
Liberty Expedia Holdings, Inc. (b) 2,980 139,732 
Liberty Interactive Corp. QVC Group:   
(Venture Group) Series A (b) 5,751 338,906 
Series A (b) 12,369 347,445 
TripAdvisor, Inc. (a)(b) 4,113 142,598 
  968,681 
Leisure Products - 0.1%   
Brunswick Corp. 1,135 71,255 
Hasbro, Inc. 2,059 194,720 
Mattel, Inc. (a) 19,791 313,489 
  579,464 
Media - 2.3%   
Charter Communications, Inc. Class A (b) 4,290 1,618,403 
Cinemark Holdings, Inc. 7,375 271,400 
Comcast Corp. Class A 25,119 1,068,311 
Discovery Communications, Inc.:   
Class A (a)(b) 12,372 310,166 
Class C (non-vtg.) (a)(b) 13,284 316,956 
DISH Network Corp. Class A (b) 3,411 159,976 
Interpublic Group of Companies, Inc. 3,615 79,132 
John Wiley & Sons, Inc. Class A 3,169 200,915 
Liberty Broadband Corp.:   
Class A (b) 2,788 263,856 
Class C (b) 6,555 626,330 
Liberty Media Corp.:   
Liberty Formula One Group Series C (b) 11,362 428,234 
Liberty Media Class A (b) 3,859 137,689 
Liberty SiriusXM Series A (b) 6,697 301,432 
Liberty SiriusXM Series C (b) 12,049 539,916 
Lions Gate Entertainment Corp.:   
Class A (b) 1,750 59,220 
Class B (b) 2,345 75,040 
News Corp.:   
Class A 28,192 482,365 
Class B 7,573 132,149 
Regal Entertainment Group Class A 5,842 133,665 
Scripps Networks Interactive, Inc. Class A 2,864 252,003 
Sirius XM Holdings, Inc. (a) 3,951 24,141 
Tegna, Inc. 15,806 228,713 
The Madison Square Garden Co. (b) 1,178 254,260 
The Walt Disney Co. 34,678 3,768,458 
Time Warner, Inc. 55,012 5,245,394 
Tribune Media Co. Class A 5,695 242,550 
Twenty-First Century Fox, Inc.:   
Class A 69,440 2,562,336 
Class B 30,267 1,104,443 
Viacom, Inc.:   
Class A (a) 991 38,599 
Class B (non-vtg.) 24,977 834,731 
  21,760,783 
Multiline Retail - 0.6%   
Dollar General Corp. 12,210 1,259,095 
Dollar Tree, Inc. (b) 900 103,500 
Kohl's Corp. 12,243 792,979 
Macy's, Inc. 22,215 576,479 
Target Corp. 39,067 2,938,620 
  5,670,673 
Specialty Retail - 0.7%   
Advance Auto Parts, Inc. 3,601 421,281 
AutoNation, Inc. (a)(b) 4,463 268,762 
AutoZone, Inc. (b) 289 221,212 
Bed Bath & Beyond, Inc. 10,114 233,431 
Best Buy Co., Inc. 18,174 1,327,792 
Burlington Stores, Inc. (b) 2,131 259,364 
Dick's Sporting Goods, Inc. 974 30,642 
Foot Locker, Inc. 8,073 396,788 
GameStop Corp. Class A (a) 7,366 123,822 
Gap, Inc. 16,500 548,460 
L Brands, Inc. (a) 14,560 729,310 
Michaels Companies, Inc. (b) 1,377 37,000 
Murphy U.S.A., Inc. (b) 2,151 183,502 
Penske Automotive Group, Inc. 2,338 122,020 
Sally Beauty Holdings, Inc. (b) 5,246 87,136 
Signet Jewelers Ltd. 4,518 239,002 
Tiffany & Co., Inc. 7,830 835,070 
Urban Outfitters, Inc. (b) 5,465 186,411 
Williams-Sonoma, Inc. (a) 4,618 236,580 
  6,487,585 
Textiles, Apparel & Luxury Goods - 0.4%   
Michael Kors Holdings Ltd. (b) 9,305 614,130 
PVH Corp. 5,548 860,384 
Ralph Lauren Corp. 3,828 437,579 
Skechers U.S.A., Inc. Class A (sub. vtg.) (b) 5,074 208,998 
Switch, Inc. Class A 960 15,571 
Tapestry, Inc. 16,581 779,970 
Under Armour, Inc.:   
Class A (sub. vtg.) (a)(b) 4,020 55,717 
Class C (non-vtg.) (a)(b) 3,216 41,326 
VF Corp. 5,938 481,809 
  3,495,484 
TOTAL CONSUMER DISCRETIONARY  63,763,389 
CONSUMER STAPLES - 8.3%   
Beverages - 0.6%   
Brown-Forman Corp.:   
Class A 867 59,823 
Class B (non-vtg.) 300 20,790 
Molson Coors Brewing Co. Class B 12,273 1,031,177 
PepsiCo, Inc. 13,051 1,570,035 
The Coca-Cola Co. 68,483 3,259,106 
  5,940,931 
Food & Staples Retailing - 2.3%   
Casey's General Stores, Inc. 2,744 332,326 
CVS Health Corp. 72,326 5,691,333 
Kroger Co. 29,352 891,127 
Rite Aid Corp. (a)(b) 40,959 89,291 
Walgreens Boots Alliance, Inc. 50,533 3,803,114 
Walmart, Inc. 101,885 10,860,941 
  21,668,132 
Food Products - 2.0%   
Archer Daniels Midland Co. 39,247 1,685,659 
Bunge Ltd. 9,931 788,819 
Campbell Soup Co. (a) 4,580 213,199 
ConAgra Foods, Inc. 27,583 1,048,154 
Flowers Foods, Inc. 12,768 250,380 
General Mills, Inc. 11,790 689,597 
Hormel Foods Corp. (a) 19,512 669,847 
Ingredion, Inc. 5,117 735,006 
Kellogg Co. (a) 1,051 71,584 
Lamb Weston Holdings, Inc. 7,788 456,377 
Mondelez International, Inc. 104,296 4,630,742 
Pilgrim's Pride Corp. (b) 298 8,275 
Pinnacle Foods, Inc. 8,447 523,207 
Post Holdings, Inc. (b) 4,661 352,698 
Seaboard Corp. 18 78,048 
The Hain Celestial Group, Inc. (b) 7,414 282,770 
The Hershey Co. 950 104,814 
The J.M. Smucker Co. 7,821 992,407 
The Kraft Heinz Co. 42,788 3,354,151 
TreeHouse Foods, Inc. (b) 2,394 112,901 
Tyson Foods, Inc. Class A 19,785 1,505,836 
  18,554,471 
Household Products - 2.1%   
Clorox Co. 1,480 209,701 
Colgate-Palmolive Co. 51,534 3,825,884 
Kimberly-Clark Corp. 3,703 433,251 
Procter & Gamble Co. 172,631 14,904,961 
  19,373,797 
Personal Products - 0.1%   
Coty, Inc. Class A 33,353 654,052 
Edgewell Personal Care Co. (b) 3,825 215,960 
Nu Skin Enterprises, Inc. Class A 2,619 188,149 
  1,058,161 
Tobacco - 1.2%   
Philip Morris International, Inc. 100,306 10,755,812 
TOTAL CONSUMER STAPLES  77,351,304 
ENERGY - 10.9%   
Energy Equipment & Services - 1.3%   
Baker Hughes, a GE Co. Class A 29,817 958,617 
Halliburton Co. 19,632 1,054,238 
Helmerich & Payne, Inc. 7,326 527,692 
Nabors Industries Ltd. 22,641 177,505 
National Oilwell Varco, Inc. 27,554 1,010,681 
Oceaneering International, Inc. 6,313 130,553 
Patterson-UTI Energy, Inc. 14,238 336,302 
RPC, Inc. 240 4,848 
Schlumberger Ltd. 99,148 7,295,310 
Transocean Ltd. (United States) (a)(b) 28,387 306,296 
Weatherford International PLC (a)(b) 59,382 233,965 
  12,036,007 
Oil, Gas & Consumable Fuels - 9.6%   
Anadarko Petroleum Corp. 39,039 2,344,292 
Andeavor 11,112 1,201,874 
Antero Resources Corp. (b) 7,469 145,123 
Apache Corp. 25,738 1,154,864 
Cabot Oil & Gas Corp. 10,013 263,843 
Centennial Resource Development, Inc. Class A (a)(b) 9,565 195,222 
Cheniere Energy, Inc. (b) 5,032 284,610 
Chesapeake Energy Corp. (a)(b) 60,597 212,090 
Chevron Corp. 134,363 16,842,402 
Cimarex Energy Co. 329 36,914 
CNX Resources Corp. (b) 15,119 211,817 
Concho Resources, Inc. (b) 10,292 1,620,372 
ConocoPhillips Co. 85,222 5,011,906 
CONSOL Energy, Inc. (b) 1,889 61,260 
Continental Resources, Inc. (b) 3,635 201,852 
Devon Energy Corp. 34,461 1,425,652 
Diamondback Energy, Inc. (b) 5,446 683,473 
Energen Corp. (b) 6,726 351,299 
EOG Resources, Inc. 37,291 4,288,465 
EQT Corp. 14,442 784,056 
Extraction Oil & Gas, Inc. (b) 7,568 106,709 
Exxon Mobil Corp. 301,378 26,310,299 
Gulfport Energy Corp. (b) 11,351 115,440 
Hess Corp. 20,335 1,027,121 
HollyFrontier Corp. 12,657 607,030 
Kinder Morgan, Inc. 135,305 2,432,784 
Kosmos Energy Ltd. (b) 14,037 96,996 
Marathon Oil Corp. 60,673 1,103,642 
Marathon Petroleum Corp. 34,075 2,360,375 
Murphy Oil Corp. 11,985 384,719 
Noble Energy, Inc. 34,644 1,057,335 
Occidental Petroleum Corp. 54,399 4,078,293 
Parsley Energy, Inc. Class A (b) 5,941 140,208 
PBF Energy, Inc. Class A 8,026 259,481 
Phillips 66 Co. 31,050 3,179,520 
Pioneer Natural Resources Co. 11,868 2,170,776 
QEP Resources, Inc. (b) 17,909 167,628 
Range Resources Corp. 15,335 218,524 
RSP Permian, Inc. (b) 4,497 178,441 
SM Energy Co. 7,472 174,471 
Southwestern Energy Co. (b) 36,438 154,497 
Targa Resources Corp. 15,317 735,216 
The Williams Companies, Inc. 49,482 1,553,240 
Valero Energy Corp. 31,114 2,986,011 
Whiting Petroleum Corp. (b) 6,071 169,502 
World Fuel Services Corp. 4,993 139,255 
WPX Energy, Inc. (b) 27,836 410,024 
  89,638,923 
TOTAL ENERGY  101,674,930 
FINANCIALS - 27.1%   
Banks - 13.1%   
Associated Banc-Corp. 9,723 240,644 
Bank of America Corp. 689,079 22,050,528 
Bank of Hawaii Corp. 3,328 278,454 
Bank of the Ozarks, Inc. 4,428 221,179 
BankUnited, Inc. 7,392 303,368 
BB&T Corp. 56,165 3,099,746 
BOK Financial Corp. 1,650 159,539 
CIT Group, Inc. 9,420 477,500 
Citigroup, Inc. 188,001 14,754,318 
Citizens Financial Group, Inc. 35,284 1,619,536 
Comerica, Inc. 11,987 1,141,402 
Commerce Bancshares, Inc. 6,253 365,863 
Cullen/Frost Bankers, Inc. 3,753 399,357 
East West Bancorp, Inc. 9,939 655,079 
Fifth Third Bancorp 49,584 1,641,230 
First Hawaiian, Inc. 4,128 119,299 
First Horizon National Corp. 21,518 427,347 
First Republic Bank 2,404 215,278 
FNB Corp., Pennsylvania 23,668 339,636 
Huntington Bancshares, Inc. 74,869 1,211,380 
JPMorgan Chase & Co. 245,429 28,388,772 
KeyCorp 76,647 1,640,246 
M&T Bank Corp. 10,176 1,941,377 
PacWest Bancorp 9,536 499,972 
Peoples United Financial, Inc. 22,565 443,854 
Pinnacle Financial Partners, Inc. 3,651 231,108 
PNC Financial Services Group, Inc. 34,427 5,440,155 
Popular, Inc. 6,718 273,020 
Prosperity Bancshares, Inc. 4,832 366,266 
Regions Financial Corp. 81,342 1,564,207 
Signature Bank (b) 1,503 231,462 
SunTrust Banks, Inc. 33,949 2,400,194 
SVB Financial Group (b) 956 235,702 
Synovus Financial Corp. 7,820 394,050 
TCF Financial Corp. 10,501 225,246 
U.S. Bancorp 111,060 6,345,968 
Webster Financial Corp. 6,925 392,094 
Wells Fargo & Co. 314,579 20,693,007 
Western Alliance Bancorp. (b) 2,654 155,684 
Zions Bancorporation 14,443 780,355 
  122,363,422 
Capital Markets - 4.2%   
Affiliated Managers Group, Inc. 4,004 799,319 
Ameriprise Financial, Inc. 1,078 181,859 
Bank of New York Mellon Corp. 70,417 3,992,644 
BGC Partners, Inc. Class A 11,573 165,610 
BlackRock, Inc. Class A 8,814 4,951,705 
Brighthouse Financial, Inc. 6,044 388,387 
Charles Schwab Corp. 17,105 912,381 
CME Group, Inc. 24,022 3,686,897 
E*TRADE Financial Corp. (b) 19,503 1,027,808 
Federated Investors, Inc. Class B (non-vtg.) 5,534 191,919 
Franklin Resources, Inc. 24,206 1,026,576 
Goldman Sachs Group, Inc. 24,979 6,691,624 
Interactive Brokers Group, Inc. 4,944 316,367 
IntercontinentalExchange, Inc. 21,815 1,610,820 
Invesco Ltd. 23,815 860,436 
Lazard Ltd. Class A 618 36,196 
Legg Mason, Inc. 4,617 196,777 
Morgan Stanley 91,574 5,178,510 
Morningstar, Inc. 186 17,878 
Northern Trust Corp. 14,970 1,577,688 
Raymond James Financial, Inc. 6,815 656,898 
State Street Corp. 25,200 2,776,284 
T. Rowe Price Group, Inc. 14,203 1,585,481 
TD Ameritrade Holding Corp. 1,694 94,508 
The NASDAQ OMX Group, Inc. 8,092 654,724 
  39,579,296 
Consumer Finance - 1.6%   
Ally Financial, Inc. 31,033 923,852 
American Express Co. 51,402 5,109,359 
Capital One Financial Corp. 32,127 3,339,923 
Credit Acceptance Corp.(b) 56 18,464 
Discover Financial Services 25,894 2,066,341 
Navient Corp. 16,935 241,324 
OneMain Holdings, Inc. (b) 4,501 147,228 
Santander Consumer U.S.A. Holdings, Inc. 10,681 184,247 
SLM Corp. (b) 29,148 333,453 
Synchrony Financial 55,855 2,216,326 
  14,580,517 
Diversified Financial Services - 3.3%   
Berkshire Hathaway, Inc. Class B (b) 136,492 29,261,139 
Leucadia National Corp. 17,504 473,833 
Voya Financial, Inc. 11,742 609,527 
  30,344,499 
Insurance - 4.5%   
AFLAC, Inc. 27,745 2,447,109 
Alleghany Corp. (b) 1,066 669,128 
Allstate Corp. 18,556 1,832,776 
American Financial Group, Inc. 5,011 567,947 
American International Group, Inc. 56,195 3,591,984 
American National Insurance Co. 512 64,712 
Arch Capital Group Ltd. (b) 7,420 674,775 
Arthur J. Gallagher & Co. 4,052 276,833 
Aspen Insurance Holdings Ltd. 2,449 91,470 
Assurant, Inc. 2,930 268,036 
Assured Guaranty Ltd. 7,820 278,314 
Athene Holding Ltd. (b) 7,536 378,006 
Axis Capital Holdings Ltd. 5,504 278,117 
Brown & Brown, Inc. 8,130 426,662 
Chubb Ltd. 32,986 5,150,764 
Cincinnati Financial Corp. 11,273 866,894 
CNA Financial Corp. 2,230 120,777 
Erie Indemnity Co. Class A 600 71,256 
Everest Re Group Ltd. 2,962 680,668 
First American Financial Corp. 7,897 466,476 
FNF Group 18,825 733,799 
Hanover Insurance Group, Inc. 3,057 345,900 
Hartford Financial Services Group, Inc. 24,827 1,458,835 
Lincoln National Corp. 15,281 1,265,267 
Loews Corp. 19,598 1,012,237 
Markel Corp. (b) 970 1,113,259 
Mercury General Corp. 1,738 85,075 
MetLife, Inc. 64,242 3,088,113 
Old Republic International Corp. 16,160 347,278 
Principal Financial Group, Inc. 19,104 1,291,430 
ProAssurance Corp. 3,521 192,599 
Prudential Financial, Inc. 30,462 3,619,495 
Reinsurance Group of America, Inc. 4,512 706,805 
RenaissanceRe Holdings Ltd. 2,726 346,584 
The Travelers Companies, Inc. 19,760 2,962,419 
Torchmark Corp. 8,260 750,421 
Unum Group 15,846 842,849 
Validus Holdings Ltd. 5,537 374,855 
W.R. Berkley Corp. 6,577 479,989 
White Mountains Insurance Group Ltd. 257 215,854 
Willis Group Holdings PLC 9,053 1,452,735 
XL Group Ltd. 12,517 461,126 
  42,349,628 
Mortgage Real Estate Investment Trusts - 0.3%   
AGNC Investment Corp. 27,973 525,613 
Annaly Capital Management, Inc. 79,833 841,440 
Chimera Investment Corp. 14,147 240,358 
MFA Financial, Inc. 28,939 207,203 
New Residential Investment Corp. 22,922 396,321 
Starwood Property Trust, Inc. 18,718 381,660 
Two Harbors Investment Corp. 12,312 181,602 
  2,774,197 
Thrifts & Mortgage Finance - 0.1%   
New York Community Bancorp, Inc. 33,427 473,326 
TFS Financial Corp. 3,733 54,576 
  527,902 
TOTAL FINANCIALS  252,519,461 
HEALTH CARE - 13.6%   
Biotechnology - 1.2%   
Agios Pharmaceuticals, Inc. (b) 161 12,680 
Alexion Pharmaceuticals, Inc. (b) 3,055 364,523 
Alnylam Pharmaceuticals, Inc. (b) 779 101,254 
Amgen, Inc. 37,193 6,919,758 
Biogen, Inc. (b) 934 324,855 
Gilead Sciences, Inc. 26,403 2,212,571 
Intrexon Corp. (a)(b) 751 9,763 
Juno Therapeutics, Inc. (b) 4,810 412,746 
Opko Health, Inc. (a)(b) 18,577 82,853 
United Therapeutics Corp. (b) 3,070 396,030 
  10,837,033 
Health Care Equipment & Supplies - 2.8%   
Abbott Laboratories 120,091 7,464,857 
Baxter International, Inc. 32,115 2,313,243 
Danaher Corp. 43,566 4,412,364 
Dentsply Sirona, Inc. 15,963 970,710 
Hill-Rom Holdings, Inc. 217 18,517 
Hologic, Inc. (b) 8,906 380,286 
Medtronic PLC 89,347 7,674,014 
Steris PLC 6,037 548,884 
Teleflex, Inc. 2,681 744,648 
The Cooper Companies, Inc. 688 168,333 
Zimmer Biomet Holdings, Inc. 14,146 1,798,240 
  26,494,096 
Health Care Providers & Services - 2.5%   
Acadia Healthcare Co., Inc. (b) 5,778 196,914 
Aetna, Inc. 15,307 2,859,654 
Anthem, Inc. 18,250 4,523,263 
Brookdale Senior Living, Inc. (b) 13,633 129,514 
Cardinal Health, Inc. 22,094 1,586,128 
Centene Corp. (b) 10,657 1,142,857 
Cigna Corp. 1,981 412,741 
DaVita HealthCare Partners, Inc. (b) 10,604 827,536 
Envision Healthcare Corp. (b) 8,611 309,910 
Express Scripts Holding Co. (b) 37,572 2,974,951 
HCA Holdings, Inc. 18,862 1,908,080 
Humana, Inc. 605 170,507 
Laboratory Corp. of America Holdings (b) 7,233 1,262,159 
LifePoint Hospitals, Inc. (b) 2,059 101,818 
McKesson Corp. 13,512 2,281,907 
MEDNAX, Inc. (b) 6,623 349,761 
Patterson Companies, Inc. 5,370 192,729 
Premier, Inc. (b) 3,564 115,652 
Quest Diagnostics, Inc. 9,834 1,040,634 
Universal Health Services, Inc. Class B 6,202 753,543 
Wellcare Health Plans, Inc. (b) 182 38,289 
  23,178,547 
Life Sciences Tools & Services - 0.7%   
Agilent Technologies, Inc. 17,509 1,285,686 
Bio-Rad Laboratories, Inc. Class A (b) 1,496 386,761 
Bruker Corp. 4,674 166,441 
PerkinElmer, Inc. 6,291 504,287 
QIAGEN NV (b) 10,529 352,616 
Quintiles Transnational Holdings, Inc. (b) 4,020 410,804 
Thermo Fisher Scientific, Inc. 15,520 3,478,187 
  6,584,782 
Pharmaceuticals - 6.4%   
Akorn, Inc. (b) 235 7,572 
Allergan PLC 23,869 4,302,626 
Bristol-Myers Squibb Co. 59,443 3,721,132 
Endo International PLC (b) 16,270 112,426 
Johnson & Johnson 162,290 22,426,855 
Mallinckrodt PLC (b) 6,130 110,708 
Merck & Co., Inc. 183,860 10,893,705 
Mylan NV (b) 37,927 1,625,172 
Perrigo Co. PLC 9,478 858,896 
Pfizer, Inc. 420,268 15,566,727 
  59,625,819 
TOTAL HEALTH CARE  126,720,277 
INDUSTRIALS - 8.3%   
Aerospace & Defense - 2.1%   
Arconic, Inc. 30,725 923,594 
General Dynamics Corp. 10,929 2,431,484 
Harris Corp. 6,399 1,019,873 
Hexcel Corp. 1,889 129,113 
Huntington Ingalls Industries, Inc. 463 109,981 
L3 Technologies, Inc. 5,493 1,167,043 
Lockheed Martin Corp. 1,791 635,536 
Orbital ATK, Inc. 4,171 550,155 
Raytheon Co. 12,963 2,708,489 
Spirit AeroSystems Holdings, Inc. Class A 8,316 851,226 
Teledyne Technologies, Inc. (b) 2,379 454,199 
Textron, Inc. 18,790 1,102,409 
United Technologies Corp. 53,000 7,314,530 
  19,397,632 
Air Freight & Logistics - 0.1%   
Expeditors International of Washington, Inc. 3,514 228,234 
XPO Logistics, Inc. (a)(b) 2,318 218,912 
  447,146 
Airlines - 0.6%   
Alaska Air Group, Inc. 1,550 101,882 
American Airlines Group, Inc. 17,450 947,884 
Copa Holdings SA Class A 2,099 290,355 
Delta Air Lines, Inc. 46,693 2,650,762 
JetBlue Airways Corp. (b) 23,066 481,157 
Spirit Airlines, Inc. (b) 4,616 194,426 
United Continental Holdings, Inc. (b) 18,892 1,281,255 
  5,947,721 
Building Products - 0.4%   
Fortune Brands Home & Security, Inc. 546 38,728 
Johnson Controls International PLC 66,806 2,614,119 
Lennox International, Inc. 145 31,597 
Masco Corp. 7,297 325,884 
Owens Corning 8,080 751,198 
USG Corp. (b) 6,083 235,169 
  3,996,695 
Commercial Services & Supplies - 0.2%   
Clean Harbors, Inc. (b) 799 44,217 
Pitney Bowes, Inc. 13,741 193,886 
Republic Services, Inc. 15,867 1,091,650 
Stericycle, Inc. (b) 6,010 452,914 
Waste Management, Inc. 5,197 459,571 
  2,242,238 
Construction & Engineering - 0.2%   
AECOM (b) 11,449 447,770 
Fluor Corp. 10,274 623,632 
Jacobs Engineering Group, Inc. 8,672 602,357 
Quanta Services, Inc. (b) 7,503 288,790 
Valmont Industries, Inc. 1,584 259,142 
  2,221,691 
Electrical Equipment - 0.8%   
Acuity Brands, Inc. 970 149,807 
AMETEK, Inc. 13,161 1,004,184 
Eaton Corp. PLC 31,804 2,670,582 
Emerson Electric Co. 39,226 2,833,294 
Fortive Corp. 2,288 173,934 
Hubbell, Inc. Class B 1,383 188,019 
Regal Beloit Corp. 3,139 244,528 
Sensata Technologies Holding BV (a)(b) 5,989 336,881 
  7,601,229 
Industrial Conglomerates - 1.4%   
Carlisle Companies, Inc. 4,285 489,390 
General Electric Co. 510,390 8,253,006 
Honeywell International, Inc. 22,506 3,593,533 
ITT, Inc. 5,979 334,824 
Roper Technologies, Inc. 277 77,723 
  12,748,476 
Machinery - 1.4%   
AGCO Corp. 4,665 338,772 
Caterpillar, Inc. 3,779 615,146 
Colfax Corp. (b) 6,223 249,044 
Crane Co. 3,689 368,679 
Cummins, Inc. 7,712 1,449,856 
Donaldson Co., Inc. 525 26,597 
Dover Corp. 9,863 1,047,549 
Flowserve Corp. 9,047 410,010 
IDEX Corp. 271 38,883 
Ingersoll-Rand PLC 8,679 821,294 
Oshkosh Corp. 5,336 484,082 
PACCAR, Inc. 24,543 1,829,926 
Parker Hannifin Corp. 1,334 268,694 
Pentair PLC 11,568 827,112 
Snap-On, Inc. (a) 3,438 588,964 
Stanley Black & Decker, Inc. 9,824 1,633,044 
Terex Corp. 5,510 259,080 
Timken Co. 5,175 271,946 
Trinity Industries, Inc. 10,501 361,969 
Wabtec Corp. (a) 4,153 336,559 
Xylem, Inc. 6,411 463,259 
  12,690,465 
Marine - 0.0%   
Kirby Corp. (b) 3,876 290,312 
Professional Services - 0.3%   
Dun & Bradstreet Corp. 1,502 185,842 
IHS Markit Ltd. (b) 11,917 568,798 
Manpower, Inc. 4,816 632,774 
Nielsen Holdings PLC 25,750 963,308 
  2,350,722 
Road & Rail - 0.7%   
AMERCO 346 126,318 
CSX Corp. 6,032 342,437 
Genesee & Wyoming, Inc. Class A (b) 4,461 356,211 
Kansas City Southern 7,261 821,437 
Norfolk Southern Corp. 20,594 3,107,223 
Old Dominion Freight Lines, Inc. 1,749 256,141 
Ryder System, Inc. 3,660 318,530 
Union Pacific Corp. 5,098 680,583 
  6,008,880 
Trading Companies & Distributors - 0.1%   
Air Lease Corp. Class A 6,713 326,386 
MSC Industrial Direct Co., Inc. Class A 1,825 171,331 
W.W. Grainger, Inc. (a) 157 42,337 
WESCO International, Inc. (b) 3,386 230,756 
  770,810 
Transportation Infrastructure - 0.0%   
Macquarie Infrastructure Co. LLC 5,575 369,901 
TOTAL INDUSTRIALS  77,083,918 
INFORMATION TECHNOLOGY - 8.6%   
Communications Equipment - 1.8%   
Arris International PLC (b) 12,170 307,901 
Cisco Systems, Inc. 352,755 14,653,443 
CommScope Holding Co., Inc. (b) 6,517 251,752 
EchoStar Holding Corp. Class A (b) 3,271 199,727 
Juniper Networks, Inc. 25,923 677,886 
Motorola Solutions, Inc. 10,399 1,034,285 
  17,124,994 
Electronic Equipment & Components - 0.5%   
Arrow Electronics, Inc. (b) 6,339 515,614 
Avnet, Inc. 8,128 345,440 
Corning, Inc. 56,611 1,767,395 
Dolby Laboratories, Inc. Class A 3,650 234,841 
FLIR Systems, Inc. 4,650 238,127 
Jabil, Inc. 11,683 297,099 
Keysight Technologies, Inc. (b) 13,343 623,385 
National Instruments Corp. 2,096 104,674 
Trimble, Inc. (b) 3,956 174,460 
  4,301,035 
Internet Software & Services - 0.5%   
Akamai Technologies, Inc. (b) 11,760 787,802 
eBay, Inc. (b) 69,547 2,822,217 
LogMeIn, Inc. 1,252 157,502 
Twitter, Inc. (b) 44,841 1,157,346 
Zillow Group, Inc.:   
Class A (b) 1,388 62,169 
Class C (a)(b) 1,867 83,007 
  5,070,043 
IT Services - 0.7%   
Amdocs Ltd. 10,064 688,378 
Booz Allen Hamilton Holding Corp. Class A 445 17,435 
Conduent, Inc. (b) 12,635 207,214 
CoreLogic, Inc. (b) 2,279 107,933 
DST Systems, Inc. 3,733 311,220 
Fidelity National Information Services, Inc. 10,278 1,052,056 
IBM Corp. 18,874 3,089,674 
Leidos Holdings, Inc. 10,349 689,243 
Sabre Corp. 3,438 71,407 
Teradata Corp. (b) 8,411 340,646 
WEX, Inc. (b) 610 94,434 
  6,669,640 
Semiconductors & Semiconductor Equipment - 3.0%   
Cypress Semiconductor Corp. 20,596 356,105 
First Solar, Inc. (b) 5,845 392,609 
Intel Corp. 335,203 16,136,672 
Marvell Technology Group Ltd. 28,366 661,779 
Micron Technology, Inc. (b) 19,097 834,921 
Microsemi Corp. (b) 1,477 91,264 
NXP Semiconductors NV (b) 10,517 1,265,405 
ON Semiconductor Corp. (b) 1,204 29,787 
Qorvo, Inc. (b) 4,193 300,932 
Qualcomm, Inc. 105,255 7,183,654 
Teradyne, Inc. 686 31,446 
Versum Materials, Inc. 6,689 246,155 
Xilinx, Inc. 893 65,207 
  27,595,936 
Software - 1.4%   
Autodesk, Inc. (b) 2,809 324,777 
CA Technologies, Inc. 22,449 804,797 
FireEye, Inc. (b) 13,320 200,866 
Guidewire Software, Inc. (b) 3,323 264,012 
Nuance Communications, Inc. (b) 21,015 374,277 
Oracle Corp. 190,415 9,823,510 
SS&C Technologies Holdings, Inc. 710 35,699 
Synopsys, Inc. (b) 10,012 927,211 
Zynga, Inc. (b) 52,888 189,339 
  12,944,488 
Technology Hardware, Storage & Peripherals - 0.7%   
Hewlett Packard Enterprise Co. 113,839 1,866,960 
HP, Inc. 119,439 2,785,317 
NetApp, Inc. 2,994 184,131 
Western Digital Corp. 17,821 1,585,713 
Xerox Corp. 15,877 541,882 
  6,964,003 
TOTAL INFORMATION TECHNOLOGY  80,670,139 
MATERIALS - 3.0%   
Chemicals - 1.8%   
Air Products & Chemicals, Inc. 15,169 2,554,005 
Albemarle Corp. U.S. 6,490 724,219 
Ashland Global Holdings, Inc. 4,192 304,297 
Cabot Corp. 4,391 297,007 
Celanese Corp. Class A 4,030 435,885 
CF Industries Holdings, Inc. 16,537 701,830 
DowDuPont, Inc. 86,824 6,562,158 
Eastman Chemical Co. 10,263 1,017,884 
Huntsman Corp. 7,069 244,375 
LyondellBasell Industries NV Class A 12,944 1,551,209 
NewMarket Corp. 26 10,337 
Olin Corp. 11,791 439,568 
Platform Specialty Products Corp. (b) 8,840 103,516 
PPG Industries, Inc. 1,418 168,359 
Praxair, Inc. 2,481 400,657 
RPM International, Inc. 568 29,650 
The Mosaic Co. 25,323 691,318 
The Scotts Miracle-Gro Co. Class A 176 15,888 
Valvoline, Inc. 14,883 366,866 
Westlake Chemical Corp. 1,207 135,908 
  16,754,936 
Construction Materials - 0.0%   
Martin Marietta Materials, Inc. 373 85,107 
Vulcan Materials Co. 783 106,018 
  191,125 
Containers & Packaging - 0.4%   
Aptargroup, Inc. 3,012 263,309 
Ardagh Group SA 447 8,940 
Avery Dennison Corp. 255 31,283 
Ball Corp. 11,253 430,765 
Bemis Co., Inc. 6,268 292,966 
Crown Holdings, Inc. (b) 3,070 178,214 
Graphic Packaging Holding Co. 5,696 91,990 
International Paper Co. 2,370 148,978 
Owens-Illinois, Inc. (b) 3,445 79,993 
Sealed Air Corp. 6,775 320,796 
Sonoco Products Co. 7,038 382,234 
WestRock Co. 17,435 1,161,694 
  3,391,162 
Metals & Mining - 0.8%   
Alcoa Corp. (b) 13,296 691,658 
Freeport-McMoRan, Inc. (b) 77,822 1,517,529 
Newmont Mining Corp. 37,867 1,533,992 
Nucor Corp. 22,631 1,515,372 
Reliance Steel & Aluminum Co. 4,890 428,315 
Royal Gold, Inc. 2,943 261,927 
Southern Copper Corp. 452 21,945 
Steel Dynamics, Inc. 14,212 645,225 
Tahoe Resources, Inc. 20,386 89,997 
United States Steel Corp. 12,425 464,819 
  7,170,779 
Paper & Forest Products - 0.0%   
Domtar Corp. 4,370 224,443 
TOTAL MATERIALS  27,732,445 
REAL ESTATE - 4.4%   
Equity Real Estate Investment Trusts (REITs) - 4.2%   
Alexandria Real Estate Equities, Inc. 6,684 866,915 
American Campus Communities, Inc. 8,741 336,179 
American Homes 4 Rent Class A 17,769 369,418 
Apartment Investment & Management Co. Class A 11,279 471,913 
Apple Hospitality (REIT), Inc. 14,384 280,344 
AvalonBay Communities, Inc. 9,822 1,673,669 
Boston Properties, Inc. 9,231 1,141,967 
Brandywine Realty Trust (SBI) 12,264 220,016 
Brixmor Property Group, Inc. 22,130 359,170 
Camden Property Trust (SBI) 6,612 572,335 
Colony NorthStar, Inc. 36,464 327,447 
Columbia Property Trust, Inc. 7,813 171,027 
Corporate Office Properties Trust (SBI) 6,479 176,877 
Corrections Corp. of America 7,816 181,409 
CubeSmart 4,753 130,850 
CyrusOne, Inc. 796 45,921 
DCT Industrial Trust, Inc. 6,098 360,941 
DDR Corp. 23,148 187,962 
Digital Realty Trust, Inc. 3,551 397,534 
Douglas Emmett, Inc. 2,718 105,105 
Duke Realty Corp. 26,181 691,440 
Empire State Realty Trust, Inc. 8,638 168,873 
EPR Properties 4,444 262,463 
Equity Commonwealth (b) 7,554 225,940 
Equity Residential (SBI) 25,436 1,567,112 
Essex Property Trust, Inc. 4,499 1,048,177 
Extra Space Storage, Inc. 1,112 92,830 
Federal Realty Investment Trust (SBI) 3,278 395,982 
Forest City Realty Trust, Inc. Class A 18,292 429,313 
Gaming & Leisure Properties 9,163 333,900 
General Growth Properties, Inc. 44,379 1,022,048 
HCP, Inc. 33,781 813,446 
Healthcare Trust of America, Inc. 14,730 406,695 
Highwoods Properties, Inc. (SBI) 6,573 314,715 
Hospitality Properties Trust (SBI) 11,939 339,187 
Host Hotels & Resorts, Inc. 52,612 1,092,225 
Hudson Pacific Properties, Inc. 9,158 292,781 
Invitation Homes, Inc. (a) 20,911 470,288 
Iron Mountain, Inc. 2,017 70,656 
JBG SMITH Properties 6,357 214,549 
Kilroy Realty Corp. 7,043 502,307 
Kimco Realty Corp. 29,483 469,075 
Lamar Advertising Co. Class A 453 32,616 
Liberty Property Trust (SBI) 10,723 444,039 
Life Storage, Inc. 3,074 255,449 
Medical Properties Trust, Inc. 26,574 347,588 
Mid-America Apartment Communities, Inc. 8,144 776,693 
National Retail Properties, Inc. 10,998 436,401 
Omega Healthcare Investors, Inc. 13,892 375,640 
Outfront Media, Inc. 7,979 178,730 
Paramount Group, Inc. 14,590 219,288 
Park Hotels & Resorts, Inc. 10,285 297,339 
Piedmont Office Realty Trust, Inc. Class A 8,976 175,212 
Prologis, Inc. 37,428 2,436,937 
Rayonier, Inc. 8,739 283,668 
Realty Income Corp. 19,794 1,052,843 
Regency Centers Corp. 10,596 666,594 
Retail Properties America, Inc. 17,560 211,598 
Senior Housing Properties Trust (SBI) 17,628 305,493 
Simon Property Group, Inc. 2,043 333,765 
SL Green Realty Corp. 6,521 655,491 
Spirit Realty Capital, Inc. 33,380 272,715 
Store Capital Corp. 11,976 293,532 
Sun Communities, Inc. 5,528 491,108 
Tanger Factory Outlet Centers, Inc. 6,279 158,105 
Taubman Centers, Inc. 2,249 138,651 
The Macerich Co. 9,706 626,716 
UDR, Inc. 19,137 699,075 
Uniti Group, Inc. (a) 12,364 195,722 
Ventas, Inc. 25,467 1,425,388 
VEREIT, Inc. 70,785 509,652 
Vornado Realty Trust 12,257 878,582 
Weingarten Realty Investors (SBI) 8,197 242,221 
Welltower, Inc. 26,133 1,567,196 
Weyerhaeuser Co. 52,994 1,989,395 
WP Carey, Inc. 7,032 455,744 
  39,030,187 
Real Estate Management & Development - 0.2%   
CBRE Group, Inc. (b) 11,492 525,069 
Howard Hughes Corp. (b) 2,443 307,720 
Jones Lang LaSalle, Inc. 3,286 513,766 
Realogy Holdings Corp. 9,757 268,415 
  1,614,970 
TOTAL REAL ESTATE  40,645,157 
TELECOMMUNICATION SERVICES - 2.8%   
Diversified Telecommunication Services - 2.7%   
AT&T, Inc. 437,108 16,369,695 
CenturyLink, Inc. 68,931 1,227,661 
Verizon Communications, Inc. 144,996 7,839,934 
  25,437,290 
Wireless Telecommunication Services - 0.1%   
Sprint Corp. (a)(b) 47,041 250,729 
T-Mobile U.S., Inc. (b) 8,210 534,471 
Telephone & Data Systems, Inc. 6,690 183,507 
U.S. Cellular Corp. (b) 721 26,223 
  994,930 
TOTAL TELECOMMUNICATION SERVICES  26,432,220 
UTILITIES - 5.5%   
Electric Utilities - 3.2%   
Alliant Energy Corp. 15,949 633,973 
American Electric Power Co., Inc. 34,912 2,401,247 
Duke Energy Corp. 50,009 3,925,707 
Edison International 22,055 1,379,099 
Entergy Corp. 12,623 993,304 
Eversource Energy 22,321 1,408,232 
Exelon Corp. 68,397 2,633,968 
FirstEnergy Corp. 31,565 1,038,489 
Great Plains Energy, Inc. 15,766 490,638 
Hawaiian Electric Industries, Inc. 8,095 276,120 
NextEra Energy, Inc. 33,252 5,267,782 
OGE Energy Corp. 13,554 436,439 
PG&E Corp. 35,799 1,518,952 
Pinnacle West Capital Corp. 7,654 611,937 
PPL Corp. 47,931 1,527,561 
Southern Co. 71,061 3,205,562 
Vistra Energy Corp. (b) 16,558 322,881 
Westar Energy, Inc. 10,111 522,334 
Xcel Energy, Inc. 37,023 1,689,730 
  30,283,955 
Gas Utilities - 0.2%   
Atmos Energy Corp. 7,344 608,818 
National Fuel Gas Co. 5,951 331,768 
UGI Corp. 11,698 535,417 
  1,476,003 
Independent Power and Renewable Electricity Producers - 0.1%   
Calpine Corp. (b) 26,220 395,660 
NRG Energy, Inc. 17,284 449,557 
The AES Corp. 45,747 528,835 
  1,374,052 
Multi-Utilities - 1.8%   
Ameren Corp. 17,668 1,000,539 
Avangrid, Inc. 4,040 196,829 
CenterPoint Energy, Inc. 30,753 866,620 
CMS Energy Corp. 20,361 911,155 
Consolidated Edison, Inc. 21,906 1,760,366 
Dominion Resources, Inc. 45,422 3,472,058 
DTE Energy Co. 13,006 1,373,954 
MDU Resources Group, Inc. 13,926 368,760 
NiSource, Inc. 24,101 594,813 
Public Service Enterprise Group, Inc. 35,577 1,845,379 
SCANA Corp. 9,668 392,908 
Sempra Energy (a) 17,882 1,913,732 
Vectren Corp. 5,720 346,804 
WEC Energy Group, Inc. 22,045 1,417,494 
  16,461,411 
Water Utilities - 0.2%   
American Water Works Co., Inc. 12,511 1,040,540 
Aqua America, Inc. 12,696 459,722 
  1,500,262 
TOTAL UTILITIES  51,095,683 
TOTAL COMMON STOCKS   
(Cost $818,420,593)  925,688,923 
Money Market Funds - 1.5%   
Fidelity Cash Central Fund, 1.39% (c) 4,323,963 4,324,828 
Fidelity Securities Lending Cash Central Fund 1.40% (c)(d) 9,497,928 9,498,877 
TOTAL MONEY MARKET FUNDS   
(Cost $13,823,807)  13,823,705 
TOTAL INVESTMENT IN SECURITIES - 100.8%   
(Cost $832,244,400)  939,512,628 
NET OTHER ASSETS (LIABILITIES) - (0.8)%(e)  (7,213,844) 
NET ASSETS - 100%  $932,298,784 

Futures Contracts      
 Number of contracts Expiration Date Notional Amount Value Unrealized Appreciation/(Depreciation) 
Purchased      
Equity Index Contracts      
CME E-mini S&P 500 Index Contracts (United States) 44 March 2018 $6,216,760 $136,583 $136,583 

The notional amount of futures purchased as a percentage of Net Assets is 0.7%

Legend

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

 (b) Non-income producing

 (c) 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.

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

 (e) Includes $181,800 of cash collateral to cover margin requirements for futures contracts.


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 $64,876 
Fidelity Securities Lending Cash Central Fund 18,147 
Total $83,023 

Amounts in the income column in the above table include any capital gain distributions from underlying funds.

Investment Valuation

All investments are categorized as Level 1 under the Fair Value Hierarchy. 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 is provided later in this section.

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 Fair Value Committee (the Committee) established by the Fund's investment adviser. 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. 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.

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.

For additional information on the Fund's 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

Fidelity® Large Cap Growth Index Fund

January 31, 2018







LC1-QTLY-0318
1.9871049.101





Schedule of Investments January 31, 2018 (Unaudited)

Showing Percentage of Net Assets

Common Stocks - 99.2%   
 Shares Value 
CONSUMER DISCRETIONARY - 18.5%   
Auto Components - 0.4%   
Aptiv PLC 16,566 $1,571,782 
BorgWarner, Inc. 1,360 76,514 
Delphi Technologies PLC 5,562 307,189 
Gentex Corp. 11,374 269,336 
Lear Corp. 3,465 669,230 
Visteon Corp. (a) 1,954 254,176 
  3,148,227 
Automobiles - 0.4%   
Harley-Davidson, Inc. (b) 7,572 366,939 
Tesla, Inc. (a)(b) 8,232 2,916,680 
Thor Industries, Inc. 3,049 416,676 
  3,700,295 
Distributors - 0.1%   
Genuine Parts Co. 3,335 347,073 
LKQ Corp. (a) 2,720 114,322 
Pool Corp. 2,421 327,416 
  788,811 
Diversified Consumer Services - 0.1%   
Bright Horizons Family Solutions, Inc. (a) 3,311 325,140 
H&R Block, Inc. 2,224 59,025 
Service Corp. International 11,206 447,904 
ServiceMaster Global Holdings, Inc. (a) 8,157 430,037 
  1,262,106 
Hotels, Restaurants & Leisure - 3.2%   
ARAMARK Holdings Corp. 6,420 294,100 
Chipotle Mexican Grill, Inc. (a) 1,553 504,352 
Choice Hotels International, Inc. 2,133 175,226 
Darden Restaurants, Inc. 7,621 730,473 
Domino's Pizza, Inc. 2,672 579,423 
Dunkin' Brands Group, Inc. 5,557 359,260 
Extended Stay America, Inc. unit 6,873 139,041 
Hilton Grand Vacations, Inc. (a) 4,402 197,958 
Hilton Worldwide Holdings, Inc. 11,854 1,015,295 
Las Vegas Sands Corp. 22,374 1,734,432 
Marriott International, Inc. Class A 18,879 2,781,632 
McDonald's Corp. 49,491 8,469,890 
MGM Mirage, Inc. 2,276 82,960 
Six Flags Entertainment Corp. 4,075 275,307 
Starbucks Corp. 87,484 4,969,966 
Vail Resorts, Inc. 2,443 533,942 
Wendy's Co. 11,786 190,697 
Wyndham Worldwide Corp. 6,070 753,469 
Wynn Resorts Ltd. 4,907 812,550 
Yum China Holdings, Inc. 19,573 907,991 
Yum! Brands, Inc. 20,891 1,767,170 
  27,275,134 
Household Durables - 0.3%   
D.R. Horton, Inc. 11,459 562,064 
Leggett & Platt, Inc. 6,568 305,478 
Mohawk Industries, Inc. (a) 243 68,298 
NVR, Inc. (a) 204 648,347 
PulteGroup, Inc. 4,878 155,267 
Tempur Sealy International, Inc. (a) 1,113 66,379 
Toll Brothers, Inc. 4,116 191,723 
Tupperware Brands Corp. 3,236 186,911 
Whirlpool Corp. 372 67,488 
  2,251,955 
Internet & Direct Marketing Retail - 5.9%   
Amazon.com, Inc. (a) 24,628 35,732,519 
Expedia, Inc. 7,577 969,932 
Liberty Expedia Holdings, Inc. (a) 627 29,400 
Liberty Interactive Corp. QVC Group Series A (a) 16,932 475,620 
Netflix, Inc. (a) 25,414 6,869,404 
Priceline Group, Inc. (a) 3,040 5,812,632 
TripAdvisor, Inc. (a)(b) 3,251 112,712 
Wayfair LLC Class A (a)(b) 2,391 219,996 
  50,222,215 
Leisure Products - 0.1%   
Brunswick Corp. 4,442 278,869 
Hasbro, Inc. 5,321 503,207 
Mattel, Inc. 4,066 64,405 
Polaris Industries, Inc. (b) 3,644 411,808 
  1,258,289 
Media - 3.1%   
AMC Networks, Inc. Class A (a) 3,133 161,631 
Cable One, Inc. 293 206,867 
CBS Corp. Class B 20,626 1,188,264 
Charter Communications, Inc. Class A (a) 7,670 2,893,508 
Comcast Corp. Class A 266,032 11,314,341 
DISH Network Corp. Class A (a) 10,523 493,529 
Interpublic Group of Companies, Inc. 20,237 442,988 
Lions Gate Entertainment Corp.:   
Class A (a) 2,094 70,861 
Class B (a) 4,245 135,840 
Live Nation Entertainment, Inc. (a) 8,291 373,592 
Omnicom Group, Inc. (b) 14,158 1,085,211 
Regal Entertainment Group Class A 1,902 43,518 
Scripps Networks Interactive, Inc. Class A 2,952 259,746 
Sirius XM Holdings, Inc. (b) 85,537 522,631 
The Madison Square Garden Co. (a) 97 20,936 
The Walt Disney Co. 65,329 7,099,302 
Twenty-First Century Fox, Inc.:   
Class A 3,322 122,582 
Class B 1,510 55,100 
  26,490,447 
Multiline Retail - 0.3%   
Dollar General Corp. 6,439 663,990 
Dollar Tree, Inc. (a) 13,516 1,554,340 
Nordstrom, Inc. (b) 7,215 355,772 
  2,574,102 
Specialty Retail - 3.6%   
Advance Auto Parts, Inc. 1,213 141,909 
AutoZone, Inc. (a) 1,452 1,111,419 
Burlington Stores, Inc. (a) 2,402 292,347 
CarMax, Inc. (a) 11,192 798,773 
Dick's Sporting Goods, Inc. 4,116 129,489 
Floor & Decor Holdings, Inc. Class A 1,366 64,065 
Foot Locker, Inc. 539 26,492 
Gap, Inc. 926 30,780 
Home Depot, Inc. 73,111 14,688,000 
L Brands, Inc. (b) 2,456 123,021 
Lowe's Companies, Inc. 51,641 5,408,362 
Michaels Companies, Inc. (a) 5,443 146,253 
O'Reilly Automotive, Inc. (a) 5,140 1,360,507 
Ross Stores, Inc. 23,401 1,928,008 
Sally Beauty Holdings, Inc. (a) 2,839 47,156 
TJX Companies, Inc. 39,438 3,167,660 
Tractor Supply Co. 7,676 585,295 
Ulta Beauty, Inc. 3,581 795,340 
Williams-Sonoma, Inc. (b) 1,032 52,869 
  30,897,745 
Textiles, Apparel & Luxury Goods - 1.0%   
Carter's, Inc. 2,877 346,103 
Hanesbrands, Inc. (b) 22,405 486,637 
lululemon athletica, Inc. (a) 5,900 461,439 
Michael Kors Holdings Ltd. (a) 675 44,550 
NIKE, Inc. Class B 80,709 5,505,968 
Skechers U.S.A., Inc. Class A (sub. vtg.) (a) 3,580 147,460 
Switch, Inc. Class A 1,683 27,298 
Tapestry, Inc. 2,884 135,663 
Under Armour, Inc.:   
Class A (sub. vtg.) (a)(b) 7,668 106,278 
Class C (non-vtg.) (a)(b) 9,146 117,526 
VF Corp. 14,949 1,212,962 
  8,591,884 
TOTAL CONSUMER DISCRETIONARY  158,461,210 
CONSUMER STAPLES - 6.5%   
Beverages - 2.8%   
Brown-Forman Corp.:   
Class A 3,189 220,041 
Class B (non-vtg.) 10,177 705,266 
Constellation Brands, Inc. Class A (sub. vtg.) 10,028 2,200,845 
Dr. Pepper Snapple Group, Inc. 11,204 1,337,197 
Monster Beverage Corp. (a) 25,619 1,747,984 
PepsiCo, Inc. 77,052 9,269,356 
The Coca-Cola Co. 178,106 8,476,065 
  23,956,754 
Food & Staples Retailing - 1.1%   
Costco Wholesale Corp. 27,048 5,270,844 
Kroger Co. 29,939 908,948 
Rite Aid Corp. (a)(b) 30,590 66,686 
Sprouts Farmers Market LLC (a) 8,224 229,696 
Sysco Corp. 29,812 1,874,280 
Walgreens Boots Alliance, Inc. 9,983 751,321 
Welbilt, Inc. (a) 8,219 183,284 
  9,285,059 
Food Products - 0.6%   
Blue Buffalo Pet Products, Inc. (a)(b) 5,819 197,730 
Campbell Soup Co. (b) 7,156 333,112 
General Mills, Inc. 25,025 1,463,712 
Kellogg Co. (b) 13,924 948,364 
Lamb Weston Holdings, Inc. 2,158 126,459 
McCormick & Co., Inc. (non-vtg.) 7,421 807,182 
Pilgrim's Pride Corp. (a) 3,011 83,615 
The Hershey Co. 7,580 836,301 
TreeHouse Foods, Inc. (a) 1,029 48,528 
  4,845,003 
Household Products - 0.6%   
Church & Dwight Co., Inc. 15,346 749,652 
Clorox Co. 6,797 963,067 
Colgate-Palmolive Co. 8,371 621,463 
Energizer Holdings, Inc. 3,795 220,945 
Kimberly-Clark Corp. 18,641 2,180,997 
Procter & Gamble Co. 8,148 703,498 
Spectrum Brands Holdings, Inc. 1,543 182,784 
  5,622,406 
Personal Products - 0.3%   
Estee Lauder Companies, Inc. Class A 13,511 1,823,445 
Herbalife Ltd. (a)(b) 3,991 331,213 
Nu Skin Enterprises, Inc. Class A 964 69,254 
  2,223,912 
Tobacco - 1.1%   
Altria Group, Inc. 118,338 8,323,895 
Philip Morris International, Inc. 8,662 928,826 
  9,252,721 
TOTAL CONSUMER STAPLES  55,185,855 
ENERGY - 0.9%   
Energy Equipment & Services - 0.3%   
Halliburton Co. 36,131 1,940,235 
RPC, Inc. 3,410 68,882 
  2,009,117 
Oil, Gas & Consumable Fuels - 0.6%   
Antero Resources Corp. (a) 7,260 141,062 
Apache Corp. 1,273 57,120 
Cabot Oil & Gas Corp. 19,877 523,759 
Cheniere Energy, Inc. (a) 8,222 465,036 
Chesapeake Energy Corp. (a)(b) 3,945 13,808 
Cimarex Energy Co. 5,370 602,514 
Continental Resources, Inc. (a) 2,446 135,826 
Devon Energy Corp. 2,363 97,757 
Diamondback Energy, Inc. (a) 1,421 178,336 
EOG Resources, Inc. 3,304 379,960 
EQT Corp. 2,042 110,860 
Gulfport Energy Corp. (a) 1,005 10,221 
Laredo Petroleum, Inc. (a) 10,356 100,764 
Newfield Exploration Co. (a) 12,383 392,046 
ONEOK, Inc. 23,207 1,365,964 
Parsley Energy, Inc. Class A (a) 9,499 224,176 
RSP Permian, Inc. (a) 4,216 167,291 
The Williams Companies, Inc. 7,427 233,134 
  5,199,634 
TOTAL ENERGY  7,208,751 
FINANCIALS - 3.3%   
Banks - 0.3%   
Bank of the Ozarks, Inc. 3,552 177,422 
East West Bancorp, Inc. 547 36,053 
First Republic Bank 7,837 701,803 
Pinnacle Financial Partners, Inc. 1,372 86,848 
Signature Bank (a) 1,965 302,610 
SVB Financial Group (a) 2,362 582,351 
Western Alliance Bancorp. (a) 3,263 191,408 
  2,078,495 
Capital Markets - 1.9%   
Ameriprise Financial, Inc. 8,244 1,390,763 
BGC Partners, Inc. Class A 3,695 52,875 
CBOE Holdings, Inc. 6,815 915,868 
Charles Schwab Corp. 58,367 3,113,296 
Eaton Vance Corp. (non-vtg.) 6,788 392,346 
FactSet Research Systems, Inc. 2,355 472,625 
Federated Investors, Inc. Class B (non-vtg.) 1,616 56,043 
IntercontinentalExchange, Inc. 17,285 1,276,324 
Invesco Ltd. 3,775 136,391 
Lazard Ltd. Class A 6,479 379,475 
Legg Mason, Inc. 1,206 51,400 
LPL Financial 5,418 323,238 
MarketAxess Holdings, Inc. 2,257 442,846 
Moody's Corp. 10,291 1,664,981 
Morningstar, Inc. 1,137 109,288 
MSCI, Inc. 5,458 759,917 
Raymond James Financial, Inc. 2,130 205,311 
S&P Global, Inc. 15,994 2,896,513 
SEI Investments Co. 8,346 627,202 
State Street Corp. 1,223 134,738 
T. Rowe Price Group, Inc. 2,269 253,288 
TD Ameritrade Holding Corp. 13,850 772,692 
  16,427,420 
Consumer Finance - 0.1%   
Capital One Financial Corp. 1,940 201,682 
Credit Acceptance Corp. (a) 624 205,739 
  407,421 
Diversified Financial Services - 0.0%   
Leucadia National Corp. 4,895 132,508 
Voya Financial, Inc. 651 33,793 
  166,301 
Insurance - 1.0%   
Allstate Corp. 6,251 617,411 
American International Group, Inc. 6,746 431,204 
Aon PLC 15,367 2,184,726 
Arch Capital Group Ltd. (a) 1,055 95,942 
Arthur J. Gallagher & Co. 7,576 517,592 
Aspen Insurance Holdings Ltd. 1,193 44,559 
Assurant, Inc. 703 64,310 
Erie Indemnity Co. Class A 1,145 135,980 
Marsh & McLennan Companies, Inc. 31,837 2,659,026 
Progressive Corp. 35,905 1,942,461 
RenaissanceRe Holdings Ltd. 173 21,995 
XL Group Ltd. 5,122 188,694 
  8,903,900 
TOTAL FINANCIALS  27,983,537 
HEALTH CARE - 12.8%   
Biotechnology - 4.6%   
AbbVie, Inc. 98,714 11,077,685 
ACADIA Pharmaceuticals, Inc. (a) 6,278 187,775 
Agios Pharmaceuticals, Inc. (a) 2,679 210,998 
Alexion Pharmaceuticals, Inc. (a) 10,827 1,291,878 
Alkermes PLC (a)(b) 9,336 533,739 
Alnylam Pharmaceuticals, Inc. (a) 4,602 598,168 
Amgen, Inc. 13,129 2,442,650 
Biogen, Inc. (a) 12,348 4,294,758 
BioMarin Pharmaceutical, Inc. (a) 10,789 973,491 
Bioverativ, Inc. 6,717 692,254 
Celgene Corp. (a) 48,001 4,855,781 
Exelixis, Inc. (a) 17,823 540,215 
Gilead Sciences, Inc. 57,624 4,828,891 
Incyte Corp. (a) 10,738 969,534 
Intercept Pharmaceuticals, Inc. (a)(b) 1,116 69,304 
Intrexon Corp. (a)(b) 2,744 35,672 
Ionis Pharmaceuticals, Inc. (a) 7,618 400,097 
Neurocrine Biosciences, Inc. (a) 5,394 461,025 
Opko Health, Inc. (a)(b) 2,342 10,445 
Regeneron Pharmaceuticals, Inc. (a) 4,904 1,798,052 
Seattle Genetics, Inc. (a) 5,920 309,616 
TESARO, Inc. (a)(b) 2,371 159,948 
Vertex Pharmaceuticals, Inc. (a) 15,589 2,601,336 
  39,343,312 
Health Care Equipment & Supplies - 2.6%   
Abiomed, Inc. (a) 2,521 592,435 
Align Technology, Inc. (a) 4,919 1,288,778 
Baxter International, Inc. 2,963 213,425 
Becton, Dickinson & Co. 16,122 3,916,679 
Boston Scientific Corp. (a) 84,708 2,368,436 
DexCom, Inc. (a) 5,326 309,973 
Edwards Lifesciences Corp. (a) 12,946 1,638,705 
Hill-Rom Holdings, Inc. 3,790 323,401 
Hologic, Inc. (a) 9,776 417,435 
IDEXX Laboratories, Inc. (a) 5,392 1,008,520 
Intuitive Surgical, Inc. (a) 6,881 2,970,321 
Medtronic PLC 6,110 524,788 
ResMed, Inc. 8,623 869,112 
Stryker Corp. 21,059 3,461,678 
Teleflex, Inc. 469 130,265 
The Cooper Companies, Inc. 2,300 562,741 
Varian Medical Systems, Inc. (a)(b) 5,640 719,100 
West Pharmaceutical Services, Inc. 4,523 453,205 
  21,768,997 
Health Care Providers & Services - 2.7%   
Aetna, Inc. 6,353 1,186,867 
AmerisourceBergen Corp. 9,817 978,460 
Centene Corp. (a) 1,370 146,919 
Cigna Corp. 12,948 2,697,716 
Express Scripts Holding Co. (a) 2,465 195,179 
HCA Holdings, Inc. 1,299 131,407 
Henry Schein, Inc. (a) 9,751 737,956 
Humana, Inc. 8,311 2,342,289 
LifePoint Hospitals, Inc. (a) 390 19,286 
McKesson Corp. 1,375 232,210 
Patterson Companies, Inc. 503 18,053 
Premier, Inc. (a) 1,015 32,937 
UnitedHealth Group, Inc. 59,416 14,068,520 
Wellcare Health Plans, Inc. (a) 2,512 528,475 
  23,316,274 
Health Care Technology - 0.2%   
athenahealth, Inc. (a) 2,446 306,508 
Cerner Corp. (a) 17,811 1,231,274 
Veeva Systems, Inc. Class A (a) 6,714 422,042 
  1,959,824 
Life Sciences Tools & Services - 1.0%   
Agilent Technologies, Inc. 4,874 357,898 
Bio-Techne Corp. 2,290 321,264 
Bruker Corp. 2,317 82,508 
Charles River Laboratories International, Inc. (a) 2,913 307,147 
Illumina, Inc. (a) 9,020 2,098,413 
Mettler-Toledo International, Inc. (a) 1,558 1,052,055 
PerkinElmer, Inc. 1,329 106,533 
QIAGEN NV (a) 4,751 159,111 
Quintiles Transnational Holdings, Inc. (a) 6,424 656,469 
Thermo Fisher Scientific, Inc. 11,146 2,497,930 
Waters Corp. (a) 4,716 1,016,817 
  8,656,145 
Pharmaceuticals - 1.7%   
Akorn, Inc. (a) 5,427 174,858 
Bristol-Myers Squibb Co. 50,215 3,143,459 
Eli Lilly & Co. 60,512 4,928,702 
Johnson & Johnson 25,574 3,534,071 
Merck & Co., Inc. 9,256 548,418 
Zoetis, Inc. Class A 30,447 2,336,198 
  14,665,706 
TOTAL HEALTH CARE  109,710,258 
INDUSTRIALS - 12.5%   
Aerospace & Defense - 3.2%   
BWX Technologies, Inc. 5,804 368,206 
General Dynamics Corp. 6,586 1,465,253 
Harris Corp. 1,896 302,184 
HEICO Corp. 1,905 153,010 
HEICO Corp. Class A 3,747 246,740 
Hexcel Corp. 3,595 245,718 
Huntington Ingalls Industries, Inc. 2,282 542,066 
Lockheed Martin Corp. 13,980 4,960,803 
Northrop Grumman Corp. 9,994 3,403,257 
Raytheon Co. 6,692 1,398,226 
Rockwell Collins, Inc. 10,048 1,391,548 
The Boeing Co. 34,523 12,233,916 
TransDigm Group, Inc. 2,986 946,293 
  27,657,220 
Air Freight & Logistics - 1.3%   
C.H. Robinson Worldwide, Inc. (b) 8,681 793,964 
Expeditors International of Washington, Inc. 7,665 497,842 
FedEx Corp. 15,345 4,027,756 
United Parcel Service, Inc. Class B 42,755 5,443,567 
XPO Logistics, Inc. (a)(b) 5,383 508,371 
  11,271,500 
Airlines - 0.4%   
Alaska Air Group, Inc. 6,167 405,357 
American Airlines Group, Inc. 11,485 623,865 
Copa Holdings SA Class A 142 19,643 
Southwest Airlines Co. 34,158 2,076,806 
  3,125,671 
Building Products - 0.3%   
A.O. Smith Corp. 8,842 590,469 
Allegion PLC 5,912 509,082 
Armstrong World Industries, Inc. (a) 2,819 176,751 
Fortune Brands Home & Security, Inc. 8,630 612,126 
Lennox International, Inc. 2,207 480,927 
Masco Corp. 12,493 557,937 
  2,927,292 
Commercial Services & Supplies - 0.5%   
Cintas Corp. 5,317 895,649 
Clean Harbors, Inc. (a) 2,359 130,547 
Copart, Inc. (a) 12,158 535,803 
KAR Auction Services, Inc. 8,311 453,282 
Rollins, Inc. 5,960 294,066 
Waste Management, Inc. 22,232 1,965,976 
  4,275,323 
Construction & Engineering - 0.0%   
Quanta Services, Inc. (a) 2,345 90,259 
Electrical Equipment - 0.5%   
Acuity Brands, Inc. 1,779 274,749 
AMETEK, Inc. 2,373 181,060 
Emerson Electric Co. 5,647 407,883 
Fortive Corp. 17,205 1,307,924 
Hubbell, Inc. Class B 2,161 293,788 
Rockwell Automation, Inc. 7,941 1,566,680 
Sensata Technologies Holding BV (a)(b) 5,348 300,825 
  4,332,909 
Industrial Conglomerates - 1.9%   
3M Co. 35,951 9,005,726 
General Electric Co. 93,829 1,517,215 
Honeywell International, Inc. 27,576 4,403,060 
Roper Technologies, Inc. 5,891 1,652,956 
  16,578,957 
Machinery - 2.3%   
Allison Transmission Holdings, Inc. 7,675 339,542 
Caterpillar, Inc. 31,892 5,191,380 
Cummins, Inc. 3,136 589,568 
Deere & Co. 19,712 3,280,471 
Donaldson Co., Inc. 7,474 378,633 
Dover Corp. 1,060 112,583 
Gardner Denver Holdings, Inc. 4,085 141,259 
Graco, Inc. 10,061 470,855 
IDEX Corp. 4,403 631,742 
Illinois Tool Works, Inc. 18,877 3,278,369 
Ingersoll-Rand PLC 7,747 733,099 
Lincoln Electric Holdings, Inc. 3,607 351,935 
Middleby Corp. (a) 3,355 457,152 
Nordson Corp. 3,511 504,601 
Parker Hannifin Corp. 7,084 1,426,859 
Snap-On, Inc. (b) 468 80,173 
Stanley Black & Decker, Inc. 999 166,064 
Toro Co. 6,399 420,094 
WABCO Holdings, Inc. (a) 3,104 479,227 
Wabtec Corp. (b) 1,731 140,280 
Xylem, Inc. 5,768 416,796 
  19,590,682 
Professional Services - 0.4%   
Dun & Bradstreet Corp. 934 115,564 
Equifax, Inc. 7,365 920,109 
IHS Markit Ltd. (a) 13,438 641,396 
Robert Half International, Inc. 7,596 439,656 
TransUnion Holding Co., Inc. (a) 9,716 576,742 
Verisk Analytics, Inc. (a) 9,381 938,569 
  3,632,036 
Road & Rail - 1.2%   
CSX Corp. 47,426 2,692,374 
J.B. Hunt Transport Services, Inc. 5,308 641,366 
Landstar System, Inc. 2,600 288,730 
Old Dominion Freight Lines, Inc. 2,374 347,672 
Union Pacific Corp. 44,287 5,912,315 
  9,882,457 
Trading Companies & Distributors - 0.5%   
Air Lease Corp. Class A 367 17,844 
Fastenal Co. 17,878 982,575 
HD Supply Holdings, Inc. (a) 11,434 444,668 
MSC Industrial Direct Co., Inc. Class A 1,139 106,929 
United Rentals, Inc. (a) 5,220 945,394 
Univar, Inc. (a) 7,204 215,111 
W.W. Grainger, Inc. (b) 2,967 800,081 
Watsco, Inc. 1,865 335,308 
  3,847,910 
TOTAL INDUSTRIALS  107,212,216 
INFORMATION TECHNOLOGY - 37.9%   
Communications Equipment - 0.3%   
Arista Networks, Inc. (a) 3,257 898,346 
CommScope Holding Co., Inc. (a) 5,906 228,149 
F5 Networks, Inc. (a) 3,898 563,417 
Motorola Solutions, Inc. 959 95,382 
Palo Alto Networks, Inc. (a) 5,504 868,916 
  2,654,210 
Electronic Equipment & Components - 0.8%   
Amphenol Corp. Class A 18,515 1,717,637 
CDW Corp. 9,255 692,181 
Cognex Corp. 10,203 636,361 
Coherent, Inc. (a) 1,515 393,173 
Corning, Inc. 3,297 102,932 
Dell Technologies, Inc. (a) 12,682 909,299 
FLIR Systems, Inc. 4,570 234,030 
IPG Photonics Corp. (a) 2,219 559,077 
National Instruments Corp. 5,062 252,796 
Trimble, Inc. (a) 12,092 533,257 
Universal Display Corp. 2,584 411,890 
Zebra Technologies Corp. Class A (a) 3,222 396,822 
  6,839,455 
Internet Software & Services - 8.6%   
Alphabet, Inc.:   
Class A (a) 18,474 21,840,332 
Class C (a) 18,719 21,900,107 
CoStar Group, Inc. (a) 2,174 752,443 
Facebook, Inc. Class A (a) 144,681 27,039,432 
GoDaddy, Inc. (a) 7,762 428,695 
IAC/InterActiveCorp (a) 4,280 620,472 
LogMeIn, Inc. 2,023 254,493 
Match Group, Inc. (a)(b) 2,280 79,663 
Pandora Media, Inc. (a)(b) 15,061 71,992 
Twitter, Inc. (a) 2,630 67,880 
VeriSign, Inc. (a)(b) 5,268 605,399 
Zillow Group, Inc.:   
Class A (a) 2,331 104,405 
Class C (a)(b) 4,619 205,361 
  73,970,674 
IT Services - 7.7%   
Accenture PLC Class A 38,448 6,178,594 
Alliance Data Systems Corp. 2,979 764,590 
Automatic Data Processing, Inc. 27,731 3,428,384 
Booz Allen Hamilton Holding Corp. Class A 8,249 323,196 
Broadridge Financial Solutions, Inc. 7,256 699,551 
Cognizant Technology Solutions Corp. Class A 36,241 2,826,073 
CoreLogic, Inc. (a) 3,093 146,484 
CSRA, Inc. 9,976 332,001 
DST Systems, Inc. 380 31,681 
DXC Technology Co. 17,543 1,746,406 
Euronet Worldwide, Inc. (a) 3,106 291,560 
Fidelity National Information Services, Inc. 11,568 1,184,100 
First Data Corp. Class A (a) 29,086 514,822 
Fiserv, Inc. (a) 13,123 1,848,243 
FleetCor Technologies, Inc. (a) 5,513 1,171,513 
Gartner, Inc. (a) 5,403 749,612 
Genpact Ltd. 9,475 321,582 
Global Payments, Inc. 9,384 1,048,944 
IBM Corp. 36,039 5,899,584 
Jack Henry & Associates, Inc. 4,741 591,013 
MasterCard, Inc. Class A 58,398 9,869,262 
Paychex, Inc. 19,907 1,358,653 
PayPal Holdings, Inc. (a) 70,166 5,986,563 
Sabre Corp. 10,270 213,308 
Square, Inc. (a)(b) 14,989 703,134 
The Western Union Co. 28,143 585,093 
Total System Services, Inc. 11,226 997,542 
Visa, Inc. Class A 112,796 14,012,647 
WEX, Inc. (a) 1,940 300,331 
Worldpay, Inc. (a)(b) 17,743 1,424,940 
  65,549,406 
Semiconductors & Semiconductor Equipment - 4.8%   
Advanced Micro Devices, Inc. (a)(b) 51,872 712,721 
Analog Devices, Inc. 22,656 2,081,633 
Applied Materials, Inc. 66,086 3,544,192 
Broadcom Ltd. 25,047 6,212,407 
Cavium, Inc. (a) 4,150 368,437 
Cypress Semiconductor Corp. 1,635 28,269 
KLA-Tencor Corp. 9,708 1,065,938 
Lam Research Corp. 9,988 1,912,902 
Maxim Integrated Products, Inc. 17,393 1,060,973 
Microchip Technology, Inc. 14,106 1,343,173 
Micron Technology, Inc. (a) 51,091 2,233,699 
Microsemi Corp. (a) 5,891 364,005 
NVIDIA Corp. 35,233 8,660,271 
NXP Semiconductors NV (a) 11,970 1,440,230 
ON Semiconductor Corp. (a) 24,176 598,114 
Qorvo, Inc. (a) 4,110 294,975 
Skyworks Solutions, Inc. 11,409 1,109,069 
Teradyne, Inc. 11,427 523,814 
Texas Instruments, Inc. 61,870 6,785,283 
Versum Materials, Inc. 610 22,448 
Xilinx, Inc. 14,567 1,063,682 
  41,426,235 
Software - 9.3%   
Activision Blizzard, Inc. 45,827 3,397,156 
Adobe Systems, Inc. (a) 30,612 6,115,053 
ANSYS, Inc. (a) 5,285 854,320 
Atlassian Corp. PLC (a) 5,700 307,743 
Autodesk, Inc. (a) 10,499 1,213,894 
Black Knight, Inc. (a) 6,705 331,898 
Cadence Design Systems, Inc. (a) 17,009 763,024 
CDK Global, Inc. 7,853 559,840 
Citrix Systems, Inc. (a) 9,349 867,213 
Electronic Arts, Inc. (a) 18,572 2,357,901 
Fortinet, Inc. (a) 9,005 414,590 
Guidewire Software, Inc. (a) 1,894 150,478 
Intuit, Inc. 15,076 2,531,260 
Manhattan Associates, Inc. (a) 4,276 225,858 
Microsoft Corp. 464,948 44,174,709 
Oracle Corp. 14,620 754,246 
Parametric Technology Corp. (a) 7,088 515,156 
Red Hat, Inc. (a) 10,979 1,442,421 
Salesforce.com, Inc. (a) 41,917 4,774,765 
ServiceNow, Inc. (a) 10,342 1,539,614 
Splunk, Inc. (a) 8,551 789,856 
SS&C Technologies Holdings, Inc. 9,804 492,945 
Symantec Corp. 37,790 1,029,022 
Synopsys, Inc. (a) 745 68,994 
Tableau Software, Inc. (a) 3,993 306,702 
Take-Two Interactive Software, Inc. (a) 6,866 869,716 
Tyler Technologies, Inc. (a) 2,132 429,619 
Ultimate Software Group, Inc. (a) 1,758 409,421 
VMware, Inc. Class A (a)(b) 4,404 545,171 
Workday, Inc. Class A (a) 8,239 987,774 
  79,220,359 
Technology Hardware, Storage & Peripherals - 6.4%   
Apple, Inc. 318,485 53,323,947 
NCR Corp. (a) 7,425 278,512 
NetApp, Inc. 14,366 883,509 
Western Digital Corp. 2,638 234,729 
  54,720,697 
TOTAL INFORMATION TECHNOLOGY  324,381,036 
MATERIALS - 3.6%   
Chemicals - 2.7%   
Albemarle Corp. U.S. 1,319 147,187 
Axalta Coating Systems Ltd. (a) 13,110 412,965 
Celanese Corp. Class A 4,939 534,202 
DowDuPont, Inc. 68,971 5,212,828 
Ecolab, Inc. 15,883 2,186,771 
FMC Corp. 8,204 749,271 
Huntsman Corp. 6,033 208,561 
International Flavors & Fragrances, Inc. 4,839 727,302 
LyondellBasell Industries NV Class A 8,750 1,048,600 
Monsanto Co. 27,182 3,310,768 
NewMarket Corp. 439 174,542 
Platform Specialty Products Corp. (a) 6,317 73,972 
PPG Industries, Inc. 14,753 1,751,624 
Praxair, Inc. 15,524 2,506,971 
RPM International, Inc. 7,489 390,926 
Sherwin-Williams Co. 5,076 2,117,250 
The Chemours Co. LLC 11,370 586,919 
The Scotts Miracle-Gro Co. Class A 2,470 222,967 
W.R. Grace & Co. 4,192 309,453 
Westlake Chemical Corp. 1,137 128,026 
  22,801,105 
Construction Materials - 0.2%   
Eagle Materials, Inc. 2,883 323,040 
Martin Marietta Materials, Inc. 3,511 801,105 
Vulcan Materials Co. 7,564 1,024,166 
  2,148,311 
Containers & Packaging - 0.6%   
Aptargroup, Inc. 897 78,416 
Ardagh Group SA 639 12,780 
Avery Dennison Corp. 5,139 630,453 
Ball Corp. 11,907 455,800 
Berry Global Group, Inc. (a) 7,970 471,744 
Crown Holdings, Inc. (a) 5,571 323,397 
Graphic Packaging Holding Co. 13,427 216,846 
International Paper Co. 23,110 1,452,695 
Owens-Illinois, Inc. (a) 8,126 188,686 
Packaging Corp. of America 5,778 725,890 
Sealed Air Corp. 5,644 267,243 
Silgan Holdings, Inc. 4,744 141,798 
  4,965,748 
Metals & Mining - 0.1%   
Freeport-McMoRan, Inc. (a) 16,505 321,848 
Royal Gold, Inc. 1,535 136,615 
Southern Copper Corp. 4,481 217,553 
Steel Dynamics, Inc. 1,916 86,986 
  763,002 
TOTAL MATERIALS  30,678,166 
REAL ESTATE - 2.3%   
Equity Real Estate Investment Trusts (REITs) - 2.3%   
American Tower Corp. 26,158 3,863,537 
Boston Properties, Inc. 1,479 182,967 
CoreSite Realty Corp. 2,108 228,339 
Crown Castle International Corp. 24,886 2,806,394 
CubeSmart 7,809 214,982 
CyrusOne, Inc. 4,881 281,585 
Digital Realty Trust, Inc. 9,629 1,077,967 
Douglas Emmett, Inc. 7,864 304,101 
Equinix, Inc. 4,808 2,188,554 
Equity Lifestyle Properties, Inc. 5,006 432,118 
Extra Space Storage, Inc. 6,310 526,759 
Federal Realty Investment Trust (SBI) 1,722 208,018 
Gaming & Leisure Properties 4,114 149,914 
Hudson Pacific Properties, Inc. 1,003 32,066 
Iron Mountain, Inc. 14,761 517,078 
Lamar Advertising Co. Class A 4,577 329,544 
Outfront Media, Inc. 1,217 27,261 
Public Storage 9,154 1,791,987 
SBA Communications Corp. Class A (a) 7,427 1,296,012 
Simon Property Group, Inc. 17,429 2,847,376 
Tanger Factory Outlet Centers, Inc. 337 8,486 
Taubman Centers, Inc. 1,845 113,744 
  19,428,789 
Real Estate Management & Development - 0.0%   
CBRE Group, Inc. (a) 7,907 361,271 
TOTAL REAL ESTATE  19,790,060 
TELECOMMUNICATION SERVICES - 0.9%   
Diversified Telecommunication Services - 0.8%   
Verizon Communications, Inc. 126,573 6,843,802 
Zayo Group Holdings, Inc. (a) 11,481 421,353 
  7,265,155 
Wireless Telecommunication Services - 0.1%   
T-Mobile U.S., Inc. (a) 11,119 723,847 
TOTAL TELECOMMUNICATION SERVICES  7,989,002 
UTILITIES - 0.0%   
Independent Power and Renewable Electricity Producers - 0.0%   
NRG Energy, Inc. 3,768 98,006 
TOTAL COMMON STOCKS   
(Cost $669,297,486)  848,698,097 
Money Market Funds - 2.3%   
Fidelity Cash Central Fund, 1.39% (c) 4,285,309 4,286,166 
Fidelity Securities Lending Cash Central Fund 1.40% (c)(d) 15,038,020 15,039,524 
TOTAL MONEY MARKET FUNDS   
(Cost $19,325,690)  19,325,690 
TOTAL INVESTMENT IN SECURITIES - 101.5%   
(Cost $688,623,176)  868,023,787 
NET OTHER ASSETS (LIABILITIES) - (1.5)%(e)  (12,615,856) 
NET ASSETS - 100%  $855,407,931 

Futures Contracts      
 Number of contracts Expiration Date Notional Amount Value Unrealized Appreciation/(Depreciation) 
Purchased      
Equity Index Contracts      
CME E-mini S&P 500 Index Contracts (United States) 45 March 2018 $6,358,050 $193,425 $193,425 

The notional amount of futures purchased as a percentage of Net Assets is 0.7%

Legend

 (a) Non-income producing

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

 (c) 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.

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

 (e) Includes $171,700 of cash collateral to cover margin requirements for futures contracts.


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 $46,692 
Fidelity Securities Lending Cash Central Fund 33,759 
Total $80,451 

Amounts in the income column in the above table include any capital gain distributions from underlying funds.

Investment Valuation

All investments and derivative instruments are categorized as Level 1 under the Fair Value Hierarchy. 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 is provided later in this section.

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 Fair Value Committee (the Committee) established by the Fund's investment adviser. 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. 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.

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.

For additional information on the Fund's 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

Fidelity Flex℠ Funds

Fidelity Flex℠ Mid Cap Index Fund

January 31, 2018







ZMP-QTLY-0318
1.9881625.100





Schedule of Investments January 31, 2018 (Unaudited)

Showing Percentage of Net Assets

Common Stocks - 99.9%   
 Shares Value 
CONSUMER DISCRETIONARY - 14.7%   
Auto Components - 1.1%   
Adient PLC 119 $7,711 
Aptiv PLC 337 31,975 
BorgWarner, Inc. 267 15,021 
Delphi Technologies PLC 114 6,296 
Gentex Corp. 360 8,525 
Lear Corp. 86 16,610 
The Goodyear Tire & Rubber Co. 312 10,864 
Visteon Corp. (a) 39 5,073 
  102,075 
Automobiles - 0.2%   
Harley-Davidson, Inc. 213 10,322 
Thor Industries, Inc. 63 8,610 
  18,932 
Distributors - 0.4%   
Genuine Parts Co. 180 18,733 
LKQ Corp. (a) 388 16,308 
Pool Corp. 50 6,762 
  41,803 
Diversified Consumer Services - 0.4%   
Bright Horizons Family Solutions, Inc. (a) 66 6,481 
Graham Holdings Co. 5 2,972 
H&R Block, Inc. 265 7,033 
Service Corp. International 232 9,273 
ServiceMaster Global Holdings, Inc. (a) 166 8,752 
  34,511 
Hotels, Restaurants & Leisure - 2.7%   
ARAMARK Holdings Corp. 304 13,926 
Chipotle Mexican Grill, Inc. (a) 32 10,392 
Choice Hotels International, Inc. 41 3,368 
Darden Restaurants, Inc. 157 15,048 
Domino's Pizza, Inc. 55 11,927 
Dunkin' Brands Group, Inc. 115 7,435 
Extended Stay America, Inc. unit 236 4,774 
Hilton Grand Vacations, Inc. (a) 85 3,822 
Hilton Worldwide Holdings, Inc. 274 23,468 
Hyatt Hotels Corp. Class A (a) 57 4,634 
International Game Technology PLC 133 3,866 
MGM Mirage, Inc. 630 22,964 
Norwegian Cruise Line Holdings Ltd. (a) 234 14,213 
Royal Caribbean Cruises Ltd. 216 28,847 
Six Flags Entertainment Corp. 86 5,810 
U.S. Foods Holding Corp. (a) 260 8,354 
Vail Resorts, Inc. 50 10,928 
Wendy's Co. 228 3,689 
Wyndham Worldwide Corp. 124 15,392 
Wynn Resorts Ltd. 101 16,725 
Yum China Holdings, Inc. 465 21,571 
  251,153 
Household Durables - 1.7%   
CalAtlantic Group, Inc. 100 5,613 
D.R. Horton, Inc. 428 20,993 
Garmin Ltd. 153 9,630 
Leggett & Platt, Inc. 169 7,860 
Lennar Corp.:   
Class A 245 15,352 
Class B 23 1,165 
Mohawk Industries, Inc. (a) 78 21,923 
Newell Brands, Inc. 615 16,261 
NVR, Inc. (a) 4 12,713 
PulteGroup, Inc. 341 10,854 
Tempur Sealy International, Inc. (a) 57 3,399 
Toll Brothers, Inc. 187 8,710 
Tupperware Brands Corp. 63 3,639 
Whirlpool Corp. 89 16,146 
  154,258 
Internet & Direct Marketing Retail - 0.6%   
Expedia, Inc. 154 19,714 
Liberty Expedia Holdings, Inc. (a) 67 3,142 
Liberty Interactive Corp. QVC Group:   
(Venture Group) Series A (a) 99 5,834 
Series A (a) 561 15,758 
TripAdvisor, Inc. (a) 134 4,646 
Wayfair LLC Class A (a) 47 4,324 
  53,418 
Leisure Products - 0.4%   
Brunswick Corp. 108 6,780 
Hasbro, Inc. 142 13,429 
Mattel, Inc. 423 6,700 
Polaris Industries, Inc. 75 8,476 
  35,385 
Media - 1.9%   
AMC Networks, Inc. Class A (a) 64 3,302 
Cable One, Inc. 6 4,236 
Cinemark Holdings, Inc. 131 4,821 
Discovery Communications, Inc.:   
Class A (a) 191 4,788 
Class C (non-vtg.) (a) 260 6,204 
Interpublic Group of Companies, Inc. 492 10,770 
John Wiley & Sons, Inc. Class A 55 3,487 
Liberty Broadband Corp.:   
Class A (a) 36 3,407 
Class C (a) 127 12,135 
Liberty Media Corp.:   
Liberty Formula One Group Series C (a) 236 8,895 
Liberty Media Class A (a) 32 1,142 
Liberty SiriusXM Series A (a) 125 5,626 
Liberty SiriusXM Series C (a) 213 9,545 
Lions Gate Entertainment Corp.:   
Class A (a) 70 2,369 
Class B (a) 120 3,840 
Live Nation Entertainment, Inc. (a) 171 7,705 
News Corp.:   
Class A 479 8,196 
Class B 156 2,722 
Omnicom Group, Inc. 289 22,152 
Regal Entertainment Group Class A 139 3,180 
Scripps Networks Interactive, Inc. Class A 109 9,591 
Sirius XM Holdings, Inc. 1,845 11,273 
Tegna, Inc. 266 3,849 
The Madison Square Garden Co. (a) 23 4,964 
Tribune Media Co. Class A 98 4,174 
Viacom, Inc.:   
Class A 17 662 
Class B (non-vtg.) 435 14,538 
  177,573 
Multiline Retail - 1.1%   
Dollar General Corp. 347 35,783 
Dollar Tree, Inc. (a) 290 33,350 
Kohl's Corp. 211 13,666 
Macy's, Inc. 388 10,069 
Nordstrom, Inc. 149 7,347 
  100,215 
Specialty Retail - 2.9%   
Advance Auto Parts, Inc. 90 10,529 
AutoNation, Inc. (a) 71 4,276 
AutoZone, Inc. (a) 34 26,025 
Bed Bath & Beyond, Inc. 170 3,924 
Best Buy Co., Inc. 324 23,671 
Burlington Stores, Inc. (a) 86 10,467 
CarMax, Inc. (a) 232 16,558 
Dick's Sporting Goods, Inc. 102 3,209 
Floor & Decor Holdings, Inc. Class A 29 1,360 
Foot Locker, Inc. 157 7,717 
GameStop Corp. Class A 120 2,017 
Gap, Inc. 301 10,005 
L Brands, Inc. 300 15,027 
Michaels Companies, Inc. (a) 137 3,681 
Murphy U.S.A., Inc. (a) 40 3,412 
O'Reilly Automotive, Inc. (a) 105 27,792 
Penske Automotive Group, Inc. 44 2,296 
Ross Stores, Inc. 476 39,218 
Sally Beauty Holdings, Inc. (a) 159 2,641 
Signet Jewelers Ltd. 75 3,968 
Tiffany & Co., Inc. 135 14,398 
Tractor Supply Co. 157 11,971 
Ulta Beauty, Inc. 74 16,435 
Urban Outfitters, Inc. (a) 101 3,445 
Williams-Sonoma, Inc. 105 5,379 
  269,421 
Textiles, Apparel & Luxury Goods - 1.3%   
Carter's, Inc. 58 6,977 
Hanesbrands, Inc. 461 10,013 
lululemon athletica, Inc. (a) 121 9,463 
Michael Kors Holdings Ltd. (a) 181 11,946 
PVH Corp. 98 15,198 
Ralph Lauren Corp. 71 8,116 
Skechers U.S.A., Inc. Class A (sub. vtg.) (a) 162 6,673 
Switch, Inc. Class A 45 730 
Tapestry, Inc. 357 16,793 
Under Armour, Inc.:   
Class A (sub. vtg.) (a) 250 3,465 
Class C (non-vtg.) (a) 207 2,660 
VF Corp. 411 33,349 
  125,383 
TOTAL CONSUMER DISCRETIONARY  1,364,127 
CONSUMER STAPLES - 3.9%   
Beverages - 0.7%   
Brown-Forman Corp.:   
Class A 70 4,830 
Class B (non-vtg.) 222 15,385 
Dr. Pepper Snapple Group, Inc. 228 27,212 
Molson Coors Brewing Co. Class B 221 18,568 
  65,995 
Food & Staples Retailing - 0.1%   
Casey's General Stores, Inc. 47 5,692 
Rite Aid Corp. (a) 1,298 2,830 
Sprouts Farmers Market LLC (a) 161 4,497 
Welbilt, Inc. (a) 159 3,546 
  16,565 
Food Products - 2.3%   
Blue Buffalo Pet Products, Inc. (a) 115 3,908 
Bunge Ltd. 178 14,139 
Campbell Soup Co. 224 10,427 
ConAgra Foods, Inc. 487 18,506 
Flowers Foods, Inc. 218 4,275 
Hormel Foods Corp. 340 11,672 
Ingredion, Inc. 90 12,928 
Kellogg Co. 309 21,046 
Lamb Weston Holdings, Inc. 184 10,782 
McCormick & Co., Inc. (non-vtg.) 151 16,424 
Pilgrim's Pride Corp. (a) 65 1,805 
Pinnacle Foods, Inc. 150 9,291 
Post Holdings, Inc. (a) 83 6,281 
The Hain Celestial Group, Inc. (a) 125 4,768 
The Hershey Co. 173 19,087 
The J.M. Smucker Co. 138 17,511 
TreeHouse Foods, Inc. (a) 68 3,207 
Tyson Foods, Inc. Class A 350 26,639 
  212,696 
Household Products - 0.5%   
Church & Dwight Co., Inc. 319 15,583 
Clorox Co. 163 23,095 
Energizer Holdings, Inc. 74 4,308 
Spectrum Brands Holdings, Inc. 30 3,554 
  46,540 
Personal Products - 0.3%   
Coty, Inc. Class A 590 11,570 
Edgewell Personal Care Co. (a) 71 4,009 
Herbalife Ltd. (a) 79 6,556 
Nu Skin Enterprises, Inc. Class A 64 4,598 
  26,733 
TOTAL CONSUMER STAPLES  368,529 
ENERGY - 5.6%   
Energy Equipment & Services - 0.7%   
Baker Hughes, a GE Co. Class A 540 17,361 
Helmerich & Payne, Inc. 137 9,868 
Nabors Industries Ltd. 382 2,995 
National Oilwell Varco, Inc. 476 17,460 
Oceaneering International, Inc. 121 2,502 
Patterson-UTI Energy, Inc. 257 6,070 
RPC, Inc. 73 1,475 
Transocean Ltd. (United States) (a) 483 5,212 
Weatherford International PLC (a) 1,089 4,291 
  67,234 
Oil, Gas & Consumable Fuels - 4.9%   
Andeavor 197 21,308 
Antero Resources Corp. (a) 285 5,538 
Apache Corp. 482 21,627 
Cabot Oil & Gas Corp. 580 15,283 
Centennial Resource Development, Inc. Class A (a) 164 3,347 
Cheniere Energy, Inc. (a) 258 14,592 
Chesapeake Energy Corp. (a) 1,119 3,917 
Cimarex Energy Co. 119 13,352 
CNX Resources Corp. (a) 281 3,937 
Concho Resources, Inc. (a) 186 29,284 
CONSOL Energy, Inc. (a) 39 1,265 
Continental Resources, Inc. (a) 108 5,997 
Devon Energy Corp. 666 27,552 
Diamondback Energy, Inc. (a) 124 15,562 
Energen Corp. (a) 120 6,268 
EQT Corp. 294 15,961 
Extraction Oil & Gas, Inc. (a) 143 2,016 
Gulfport Energy Corp. (a) 205 2,085 
Hess Corp. 354 17,881 
HollyFrontier Corp. 224 10,743 
Kosmos Energy Ltd. (a) 286 1,976 
Laredo Petroleum, Inc. (a) 201 1,956 
Marathon Oil Corp. 1,062 19,318 
Marathon Petroleum Corp. 611 42,324 
Murphy Oil Corp. 202 6,484 
Newfield Exploration Co. (a) 254 8,042 
Noble Energy, Inc. 603 18,404 
ONEOK, Inc. 474 27,900 
Parsley Energy, Inc. Class A (a) 298 7,033 
PBF Energy, Inc. Class A 135 4,365 
QEP Resources, Inc. (a) 307 2,874 
Range Resources Corp. 282 4,019 
RSP Permian, Inc. (a) 168 6,666 
SM Energy Co. 139 3,246 
Southwestern Energy Co. (a) 625 2,650 
Targa Resources Corp. 270 12,960 
The Williams Companies, Inc. 1,045 32,803 
Whiting Petroleum Corp. (a) 111 3,099 
World Fuel Services Corp. 82 2,287 
WPX Energy, Inc. (a) 489 7,203 
  453,124 
TOTAL ENERGY  520,358 
FINANCIALS - 14.6%   
Banks - 4.6%   
Associated Banc-Corp. 188 4,653 
Bank of Hawaii Corp. 52 4,351 
Bank of the Ozarks, Inc. 149 7,443 
BankUnited, Inc. 129 5,294 
BOK Financial Corp. 31 2,997 
CIT Group, Inc. 167 8,465 
Citizens Financial Group, Inc. 622 28,550 
Comerica, Inc. 217 20,663 
Commerce Bancshares, Inc. 116 6,787 
Cullen/Frost Bankers, Inc. 71 7,555 
East West Bancorp, Inc. 181 11,930 
Fifth Third Bancorp 892 29,525 
First Hawaiian, Inc. 77 2,225 
First Horizon National Corp. 379 7,527 
First Republic Bank 203 18,179 
FNB Corp., Pennsylvania 397 5,697 
Huntington Bancshares, Inc. 1,369 22,150 
KeyCorp 1,351 28,911 
M&T Bank Corp. 178 33,959 
PacWest Bancorp 164 8,599 
Peoples United Financial, Inc. 418 8,222 
Pinnacle Financial Partners, Inc. 88 5,570 
Popular, Inc. 124 5,039 
Prosperity Bancshares, Inc. 82 6,216 
Regions Financial Corp. 1,462 28,114 
Signature Bank (a) 69 10,626 
SunTrust Banks, Inc. 599 42,349 
SVB Financial Group (a) 66 16,272 
Synovus Financial Corp. 146 7,357 
TCF Financial Corp. 196 4,204 
Webster Financial Corp. 113 6,398 
Western Alliance Bancorp. (a) 125 7,333 
Zions Bancorporation 247 13,345 
  426,505 
Capital Markets - 3.6%   
Affiliated Managers Group, Inc. 70 13,974 
Ameriprise Financial, Inc. 186 31,378 
BGC Partners, Inc. Class A 287 4,107 
CBOE Holdings, Inc. 138 18,546 
E*TRADE Financial Corp. (a) 342 18,023 
Eaton Vance Corp. (non-vtg.) 142 8,208 
FactSet Research Systems, Inc. 48 9,633 
Federated Investors, Inc. Class B (non-vtg.) 118 4,092 
Interactive Brokers Group, Inc. 89 5,695 
Invesco Ltd. 509 18,390 
Lazard Ltd. Class A 149 8,727 
Legg Mason, Inc. 102 4,347 
LPL Financial 109 6,503 
MarketAxess Holdings, Inc. 46 9,026 
Moody's Corp. 209 33,814 
Morningstar, Inc. 23 2,211 
MSCI, Inc. 112 15,594 
Northern Trust Corp. 263 27,718 
Raymond James Financial, Inc. 161 15,519 
SEI Investments Co. 168 12,625 
T. Rowe Price Group, Inc. 296 33,042 
TD Ameritrade Holding Corp. 319 17,797 
The NASDAQ OMX Group, Inc. 143 11,570 
  330,539 
Consumer Finance - 1.2%   
Ally Financial, Inc. 555 16,522 
Credit Acceptance Corp. (a) 14 4,616 
Discover Financial Services 454 36,229 
Navient Corp. 322 4,589 
OneMain Holdings, Inc. (a) 78 2,551 
Santander Consumer U.S.A. Holdings, Inc. 182 3,140 
SLM Corp. (a) 532 6,086 
Synchrony Financial 990 39,283 
  113,016 
Diversified Financial Services - 0.2%   
Leucadia National Corp. 405 10,963 
Voya Financial, Inc. 228 11,835 
  22,798 
Insurance - 4.4%   
Alleghany Corp. (a) 19 11,926 
American Financial Group, Inc. 87 9,861 
American National Insurance Co. 9 1,138 
Arch Capital Group Ltd. (a) 155 14,096 
Arthur J. Gallagher & Co. 223 15,235 
Aspen Insurance Holdings Ltd. 74 2,764 
Assurant, Inc. 70 6,404 
Assured Guaranty Ltd. 143 5,089 
Athene Holding Ltd. (a) 137 6,872 
Axis Capital Holdings Ltd. 101 5,104 
Brown & Brown, Inc. 145 7,610 
Cincinnati Financial Corp. 195 14,996 
CNA Financial Corp. 33 1,787 
Erie Indemnity Co. Class A 31 3,682 
Everest Re Group Ltd. 51 11,720 
First American Financial Corp. 136 8,034 
FNF Group 329 12,824 
Hanover Insurance Group, Inc. 52 5,884 
Hartford Financial Services Group, Inc. 446 26,207 
Lincoln National Corp. 274 22,687 
Loews Corp. 350 18,078 
Markel Corp. (a) 17 19,511 
Mercury General Corp. 38 1,860 
Old Republic International Corp. 301 6,468 
Principal Financial Group, Inc. 335 22,646 
ProAssurance Corp. 65 3,556 
Progressive Corp. 725 39,223 
Reinsurance Group of America, Inc. 81 12,689 
RenaissanceRe Holdings Ltd. 51 6,484 
Torchmark Corp. 145 13,173 
Unum Group 282 15,000 
Validus Holdings Ltd. 95 6,432 
W.R. Berkley Corp. 121 8,831 
White Mountains Insurance Group Ltd. 5 4,200 
Willis Group Holdings PLC 160 25,675 
XL Group Ltd. 315 11,605 
  409,351 
Mortgage Real Estate Investment Trusts - 0.5%   
AGNC Investment Corp. 493 9,263 
Annaly Capital Management, Inc. 1,429 15,062 
Chimera Investment Corp. 255 4,332 
MFA Financial, Inc. 486 3,480 
New Residential Investment Corp. 417 7,210 
Starwood Property Trust, Inc. 320 6,525 
Two Harbors Investment Corp. 213 3,142 
  49,014 
Thrifts & Mortgage Finance - 0.1%   
New York Community Bancorp, Inc. 612 8,666 
TFS Financial Corp. 78 1,140 
  9,806 
TOTAL FINANCIALS  1,361,029 
HEALTH CARE - 9.7%   
Biotechnology - 1.5%   
ACADIA Pharmaceuticals, Inc. (a) 122 3,649 
Agios Pharmaceuticals, Inc. (a) 60 4,726 
Alkermes PLC (a) 192 10,977 
Alnylam Pharmaceuticals, Inc. (a) 108 14,038 
BioMarin Pharmaceutical, Inc. (a) 218 19,670 
Bioverativ, Inc. 136 14,016 
Exelixis, Inc. (a) 364 11,033 
Incyte Corp. (a) 220 19,864 
Intercept Pharmaceuticals, Inc. (a) 23 1,428 
Intrexon Corp. (a) 79 1,027 
Ionis Pharmaceuticals, Inc. (a) 157 8,246 
Juno Therapeutics, Inc. (a) 85 7,294 
Neurocrine Biosciences, Inc. (a) 111 9,487 
Opko Health, Inc. (a) 411 1,833 
Seattle Genetics, Inc. (a) 118 6,171 
TESARO, Inc. (a) 46 3,103 
United Therapeutics Corp. (a) 55 7,095 
  143,657 
Health Care Equipment & Supplies - 2.7%   
Abiomed, Inc. (a) 51 11,985 
Align Technology, Inc. (a) 100 26,200 
Dentsply Sirona, Inc. 285 17,331 
DexCom, Inc. (a) 106 6,169 
Edwards Lifesciences Corp. (a) 263 33,291 
Hill-Rom Holdings, Inc. 84 7,168 
Hologic, Inc. (a) 349 14,902 
IDEXX Laboratories, Inc. (a) 110 20,574 
ResMed, Inc. 175 17,638 
Steris PLC 106 9,638 
Teleflex, Inc. 57 15,832 
The Cooper Companies, Inc. 61 14,925 
Varian Medical Systems, Inc. (a) 115 14,663 
West Pharmaceutical Services, Inc. 93 9,319 
Zimmer Biomet Holdings, Inc. 254 32,288 
  251,923 
Health Care Providers & Services - 2.1%   
Acadia Healthcare Co., Inc. (a) 101 3,442 
AmerisourceBergen Corp. 201 20,034 
Brookdale Senior Living, Inc. (a) 236 2,242 
Cardinal Health, Inc. 399 28,644 
Centene Corp. (a) 214 22,949 
DaVita HealthCare Partners, Inc. (a) 193 15,062 
Envision Healthcare Corp. (a) 148 5,327 
Henry Schein, Inc. (a) 200 15,136 
Laboratory Corp. of America Holdings (a) 128 22,336 
LifePoint Hospitals, Inc. (a) 46 2,275 
MEDNAX, Inc. (a) 113 5,968 
Patterson Companies, Inc. 101 3,625 
Premier, Inc. (a) 77 2,499 
Quest Diagnostics, Inc. 172 18,201 
Universal Health Services, Inc. Class B 108 13,122 
Wellcare Health Plans, Inc. (a) 56 11,781 
  192,643 
Health Care Technology - 0.4%   
athenahealth, Inc. (a) 49 6,140 
Cerner Corp. (a) 363 25,094 
Veeva Systems, Inc. Class A (a) 138 8,675 
  39,909 
Life Sciences Tools & Services - 1.9%   
Agilent Technologies, Inc. 406 29,813 
Bio-Rad Laboratories, Inc. Class A (a) 26 6,722 
Bio-Techne Corp. 46 6,453 
Bruker Corp. 125 4,451 
Charles River Laboratories International, Inc. (a) 58 6,116 
Illumina, Inc. (a) 183 42,573 
Mettler-Toledo International, Inc. (a) 32 21,608 
PerkinElmer, Inc. 138 11,062 
QIAGEN NV (a) 287 9,612 
Quintiles Transnational Holdings, Inc. (a) 200 20,438 
Waters Corp. (a) 96 20,699 
  179,547 
Pharmaceuticals - 1.1%   
Akorn, Inc. (a) 111 3,576 
Endo International PLC (a) 280 1,935 
Mallinckrodt PLC (a) 117 2,113 
Mylan NV (a) 672 28,795 
Perrigo Co. PLC 166 15,043 
Zoetis, Inc. Class A 617 47,324 
  98,786 
TOTAL HEALTH CARE  906,465 
INDUSTRIALS - 14.5%   
Aerospace & Defense - 2.1%   
Arconic, Inc. 540 16,232 
BWX Technologies, Inc. 119 7,549 
Harris Corp. 149 23,748 
HEICO Corp. 40 3,213 
HEICO Corp. Class A 75 4,939 
Hexcel Corp. 113 7,724 
Huntington Ingalls Industries, Inc. 56 13,302 
L3 Technologies, Inc. 96 20,396 
Orbital ATK, Inc. 73 9,629 
Rockwell Collins, Inc. 204 28,252 
Spirit AeroSystems Holdings, Inc. Class A 146 14,945 
Teledyne Technologies, Inc. (a) 44 8,400 
Textron, Inc. 335 19,654 
TransDigm Group, Inc. 61 19,332 
  197,315 
Air Freight & Logistics - 0.5%   
C.H. Robinson Worldwide, Inc. 177 16,188 
Expeditors International of Washington, Inc. 220 14,289 
XPO Logistics, Inc. (a) 149 14,072 
  44,549 
Airlines - 0.9%   
Alaska Air Group, Inc. 151 9,925 
American Airlines Group, Inc. 545 29,604 
Copa Holdings SA Class A 40 5,533 
JetBlue Airways Corp. (a) 406 8,469 
Spirit Airlines, Inc. (a) 86 3,622 
United Continental Holdings, Inc. (a) 339 22,991 
  80,144 
Building Products - 0.9%   
A.O. Smith Corp. 181 12,087 
Allegion PLC 121 10,419 
Armstrong World Industries, Inc. (a) 54 3,386 
Fortune Brands Home & Security, Inc. 192 13,619 
Lennox International, Inc. 48 10,460 
Masco Corp. 398 17,775 
Owens Corning 140 13,016 
USG Corp. (a) 105 4,059 
  84,821 
Commercial Services & Supplies - 0.9%   
Cintas Corp. 108 18,193 
Clean Harbors, Inc. (a) 65 3,597 
Copart, Inc. (a) 251 11,062 
KAR Auction Services, Inc. 174 9,490 
Pitney Bowes, Inc. 231 3,259 
Republic Services, Inc. 288 19,814 
Rollins, Inc. 118 5,822 
Stericycle, Inc. (a) 103 7,762 
  78,999 
Construction & Engineering - 0.4%   
AECOM (a) 199 7,783 
Fluor Corp. 176 10,683 
Jacobs Engineering Group, Inc. 151 10,488 
Quanta Services, Inc. (a) 189 7,275 
Valmont Industries, Inc. 27 4,417 
  40,646 
Electrical Equipment - 1.3%   
Acuity Brands, Inc. 52 8,031 
AMETEK, Inc. 287 21,898 
Fortive Corp. 386 29,344 
Hubbell, Inc. Class B 68 9,245 
Regal Beloit Corp. 55 4,285 
Rockwell Automation, Inc. 160 31,566 
Sensata Technologies Holding BV (a) 214 12,038 
  116,407 
Industrial Conglomerates - 0.5%   
Carlisle Companies, Inc. 77 8,794 
ITT, Inc. 114 6,384 
Roper Technologies, Inc. 126 35,354 
  50,532 
Machinery - 4.0%   
AGCO Corp. 85 6,173 
Allison Transmission Holdings, Inc. 154 6,813 
Colfax Corp. (a) 109 4,362 
Crane Co. 62 6,196 
Cummins, Inc. 200 37,600 
Donaldson Co., Inc. 166 8,410 
Dover Corp. 195 20,711 
Flowserve Corp. 167 7,568 
Gardner Denver Holdings, Inc. 80 2,766 
Graco, Inc. 209 9,781 
IDEX Corp. 96 13,774 
Ingersoll-Rand PLC 315 29,808 
Lincoln Electric Holdings, Inc. 73 7,123 
Middleby Corp. (a) 70 9,538 
Nordson Corp. 73 10,492 
Oshkosh Corp. 95 8,618 
PACCAR, Inc. 433 32,284 
Parker Hannifin Corp. 167 33,637 
Pentair PLC 207 14,801 
Snap-On, Inc. 72 12,334 
Stanley Black & Decker, Inc. 193 32,082 
Terex Corp. 96 4,514 
Timken Co. 85 4,467 
Toro Co. 134 8,797 
Trinity Industries, Inc. 192 6,618 
WABCO Holdings, Inc. (a) 64 9,881 
Wabtec Corp. 109 8,833 
Xylem, Inc. 224 16,186 
  374,167 
Marine - 0.1%   
Kirby Corp. (a) 66 4,943 
Professional Services - 1.2%   
Dun & Bradstreet Corp. 46 5,692 
Equifax, Inc. 149 18,615 
IHS Markit Ltd. (a) 485 23,149 
Manpower, Inc. 85 11,168 
Nielsen Holdings PLC 453 16,947 
Robert Half International, Inc. 157 9,087 
TransUnion Holding Co., Inc. (a) 198 11,753 
Verisk Analytics, Inc. (a) 191 19,110 
  115,521 
Road & Rail - 0.6%   
AMERCO 6 2,190 
Genesee & Wyoming, Inc. Class A (a) 79 6,308 
J.B. Hunt Transport Services, Inc. 109 13,170 
Kansas City Southern 130 14,707 
Landstar System, Inc. 52 5,775 
Old Dominion Freight Lines, Inc. 78 11,423 
Ryder System, Inc. 65 5,657 
  59,230 
Trading Companies & Distributors - 1.0%   
Air Lease Corp. Class A 120 5,834 
Fastenal Co. 366 20,115 
HD Supply Holdings, Inc. (a) 237 9,217 
MSC Industrial Direct Co., Inc. Class A 54 5,070 
United Rentals, Inc. (a) 106 19,198 
Univar, Inc. (a) 140 4,180 
W.W. Grainger, Inc. 65 17,528 
Watsco, Inc. 38 6,832 
WESCO International, Inc. (a) 58 3,953 
  91,927 
Transportation Infrastructure - 0.1%   
Macquarie Infrastructure Co. LLC 99 6,569 
TOTAL INDUSTRIALS  1,345,770 
INFORMATION TECHNOLOGY - 16.3%   
Communications Equipment - 1.1%   
Arista Networks, Inc. (a) 67 18,480 
Arris International PLC (a) 218 5,515 
CommScope Holding Co., Inc. (a) 240 9,271 
EchoStar Holding Corp. Class A (a) 58 3,541 
F5 Networks, Inc. (a) 81 11,708 
Juniper Networks, Inc. 468 12,238 
Motorola Solutions, Inc. 205 20,389 
Palo Alto Networks, Inc. (a) 113 17,839 
  98,981 
Electronic Equipment & Components - 1.9%   
Amphenol Corp. Class A 377 34,974 
Arrow Electronics, Inc. (a) 113 9,191 
Avnet, Inc. 149 6,333 
CDW Corp. 188 14,061 
Cognex Corp. 208 12,973 
Coherent, Inc. (a) 31 8,045 
Dell Technologies, Inc. (a) 257 18,427 
Dolby Laboratories, Inc. Class A 68 4,375 
FLIR Systems, Inc. 175 8,962 
IPG Photonics Corp. (a) 45 11,338 
Jabil, Inc. 213 5,417 
Keysight Technologies, Inc. (a) 234 10,932 
National Instruments Corp. 131 6,542 
Trimble, Inc. (a) 315 13,892 
Universal Display Corp. 52 8,289 
Zebra Technologies Corp. Class A (a) 65 8,005 
  181,756 
Internet Software & Services - 1.1%   
Akamai Technologies, Inc. (a) 208 13,934 
CoStar Group, Inc. (a) 45 15,575 
GoDaddy, Inc. (a) 160 8,837 
IAC/InterActiveCorp (a) 88 12,757 
LogMeIn, Inc. 66 8,303 
Match Group, Inc. (a) 50 1,747 
Pandora Media, Inc. (a) 312 1,491 
Twitter, Inc. (a) 843 21,758 
VeriSign, Inc. (a) 107 12,296 
Zillow Group, Inc.:   
Class A (a) 66 2,956 
Class C (a) 140 6,224 
  105,878 
IT Services - 4.5%   
Alliance Data Systems Corp. 61 15,656 
Amdocs Ltd. 182 12,449 
Booz Allen Hamilton Holding Corp. Class A 181 7,092 
Broadridge Financial Solutions, Inc. 147 14,172 
Conduent, Inc. (a) 234 3,838 
CoreLogic, Inc. (a) 102 4,831 
CSRA, Inc. 200 6,656 
DST Systems, Inc. 74 6,169 
DXC Technology Co. 356 35,440 
Euronet Worldwide, Inc. (a) 62 5,820 
Fidelity National Information Services, Inc. 413 42,275 
First Data Corp. Class A (a) 600 10,620 
Fiserv, Inc. (a) 267 37,604 
FleetCor Technologies, Inc. (a) 112 23,800 
Gartner, Inc. (a) 110 15,261 
Genpact Ltd. 189 6,415 
Global Payments, Inc. 190 21,238 
Jack Henry & Associates, Inc. 98 12,217 
Leidos Holdings, Inc. 180 11,988 
Paychex, Inc. 402 27,437 
Sabre Corp. 254 5,276 
Square, Inc. (a) 306 14,354 
Teradata Corp. (a) 149 6,035 
The Western Union Co. 583 12,121 
Total System Services, Inc. 228 20,260 
WEX, Inc. (a) 50 7,741 
Worldpay, Inc. (a) 361 28,992 
  415,757 
Semiconductors & Semiconductor Equipment - 3.2%   
Advanced Micro Devices, Inc. (a) 1,059 14,551 
Analog Devices, Inc. 459 42,173 
Cavium, Inc. (a) 83 7,369 
Cypress Semiconductor Corp. 421 7,279 
First Solar, Inc. (a) 103 6,919 
KLA-Tencor Corp. 198 21,740 
Lam Research Corp. 202 38,687 
Marvell Technology Group Ltd. 502 11,712 
Maxim Integrated Products, Inc. 352 21,472 
Microchip Technology, Inc. 288 27,423 
Microsemi Corp. (a) 149 9,207 
ON Semiconductor Corp. (a) 525 12,989 
Qorvo, Inc. (a) 160 11,483 
Skyworks Solutions, Inc. 233 22,650 
Teradyne, Inc. 251 11,506 
Versum Materials, Inc. 134 4,931 
Xilinx, Inc. 314 22,928 
  295,019 
Software - 3.8%   
ANSYS, Inc. (a) 107 17,297 
Atlassian Corp. PLC (a) 113 6,101 
Autodesk, Inc. (a) 261 30,177 
Black Knight, Inc. (a) 141 6,980 
CA Technologies, Inc. 395 14,161 
Cadence Design Systems, Inc. (a) 347 15,566 
CDK Global, Inc. 161 11,478 
Citrix Systems, Inc. (a) 189 17,532 
FireEye, Inc. (a) 224 3,378 
Fortinet, Inc. (a) 186 8,563 
Guidewire Software, Inc. (a) 96 7,627 
Manhattan Associates, Inc. (a) 85 4,490 
Nuance Communications, Inc. (a) 354 6,305 
Parametric Technology Corp. (a) 145 10,539 
Red Hat, Inc. (a) 221 29,035 
ServiceNow, Inc. (a) 211 31,412 
Splunk, Inc. (a) 175 16,165 
SS&C Technologies Holdings, Inc. 217 10,911 
Symantec Corp. 772 21,022 
Synopsys, Inc. (a) 188 17,411 
Tableau Software, Inc. (a) 79 6,068 
Take-Two Interactive Software, Inc. (a) 141 17,860 
Tyler Technologies, Inc. (a) 43 8,665 
Ultimate Software Group, Inc. (a) 36 8,384 
Workday, Inc. Class A (a) 167 20,022 
Zynga, Inc. (a) 949 3,397 
  350,546 
Technology Hardware, Storage & Peripherals - 0.7%   
NCR Corp. (a) 149 5,589 
NetApp, Inc. 343 21,095 
Western Digital Corp. 373 33,190 
Xerox Corp. 292 9,966 
  69,840 
TOTAL INFORMATION TECHNOLOGY  1,517,777 
MATERIALS - 5.9%   
Chemicals - 2.1%   
Albemarle Corp. U.S. 138 15,399 
Ashland Global Holdings, Inc. 79 5,735 
Axalta Coating Systems Ltd. (a) 270 8,505 
Cabot Corp. 77 5,208 
Celanese Corp. Class A 171 18,495 
CF Industries Holdings, Inc. 291 12,350 
Eastman Chemical Co. 183 18,150 
FMC Corp. 167 15,252 
Huntsman Corp. 254 8,781 
International Flavors & Fragrances, Inc. 99 14,880 
NewMarket Corp. 9 3,578 
Olin Corp. 210 7,829 
Platform Specialty Products Corp. (a) 273 3,197 
RPM International, Inc. 168 8,770 
The Chemours Co. LLC 233 12,027 
The Mosaic Co. 439 11,985 
The Scotts Miracle-Gro Co. Class A 53 4,784 
Valvoline, Inc. 266 6,557 
W.R. Grace & Co. 84 6,201 
Westlake Chemical Corp. 44 4,954 
  192,637 
Construction Materials - 0.5%   
Eagle Materials, Inc. 58 6,499 
Martin Marietta Materials, Inc. 79 18,025 
Vulcan Materials Co. 166 22,476 
  47,000 
Containers & Packaging - 1.7%   
Aptargroup, Inc. 76 6,644 
Ardagh Group SA 25 500 
Avery Dennison Corp. 111 13,617 
Ball Corp. 438 16,767 
Bemis Co., Inc. 112 5,235 
Berry Global Group, Inc. (a) 164 9,707 
Crown Holdings, Inc. (a) 164 9,520 
Graphic Packaging Holding Co. 385 6,218 
International Paper Co. 520 32,687 
Owens-Illinois, Inc. (a) 200 4,644 
Packaging Corp. of America 117 14,699 
Sealed Air Corp. 227 10,748 
Silgan Holdings, Inc. 92 2,750 
Sonoco Products Co. 121 6,572 
WestRock Co. 317 21,122 
  161,430 
Metals & Mining - 1.5%   
Alcoa Corp. (a) 233 12,121 
Freeport-McMoRan, Inc. (a) 1,706 33,267 
Newmont Mining Corp. 672 27,223 
Nucor Corp. 403 26,985 
Reliance Steel & Aluminum Co. 90 7,883 
Royal Gold, Inc. 83 7,387 
Southern Copper Corp. 101 4,904 
Steel Dynamics, Inc. 285 12,939 
Tahoe Resources, Inc. 378 1,659 
United States Steel Corp. 221 8,268 
  142,636 
Paper & Forest Products - 0.1%   
Domtar Corp. 77 3,955 
TOTAL MATERIALS  547,658 
REAL ESTATE - 8.8%   
Equity Real Estate Investment Trusts (REITs) - 8.4%   
Alexandria Real Estate Equities, Inc. 120 15,564 
American Campus Communities, Inc. 168 6,461 
American Homes 4 Rent Class A 296 6,154 
Apartment Investment & Management Co. Class A 199 8,326 
Apple Hospitality (REIT), Inc. 259 5,048 
AvalonBay Communities, Inc. 174 29,650 
Boston Properties, Inc. 195 24,123 
Brandywine Realty Trust (SBI) 213 3,821 
Brixmor Property Group, Inc. 377 6,119 
Camden Property Trust (SBI) 117 10,128 
Colony NorthStar, Inc. 690 6,196 
Columbia Property Trust, Inc. 148 3,240 
CoreSite Realty Corp. 42 4,549 
Corporate Office Properties Trust (SBI) 123 3,358 
Corrections Corp. of America 145 3,365 
CubeSmart 222 6,112 
CyrusOne, Inc. 116 6,692 
DCT Industrial Trust, Inc. 115 6,807 
DDR Corp. 382 3,102 
Digital Realty Trust, Inc. 258 28,883 
Douglas Emmett, Inc. 206 7,966 
Duke Realty Corp. 447 11,805 
Empire State Realty Trust, Inc. 160 3,128 
EPR Properties 78 4,607 
Equity Commonwealth (a) 148 4,427 
Equity Lifestyle Properties, Inc. 103 8,891 
Essex Property Trust, Inc. 83 19,337 
Extra Space Storage, Inc. 154 12,856 
Federal Realty Investment Trust (SBI) 92 11,114 
Forest City Realty Trust, Inc. Class A 312 7,323 
Gaming & Leisure Properties 254 9,256 
General Growth Properties, Inc. 779 17,940 
HCP, Inc. 587 14,135 
Healthcare Trust of America, Inc. 250 6,903 
Highwoods Properties, Inc. (SBI) 125 5,985 
Hospitality Properties Trust (SBI) 201 5,710 
Host Hotels & Resorts, Inc. 924 19,182 
Hudson Pacific Properties, Inc. 193 6,170 
Invitation Homes, Inc. 374 8,411 
Iron Mountain, Inc. 346 12,120 
JBG SMITH Properties 107 3,611 
Kilroy Realty Corp. 124 8,844 
Kimco Realty Corp. 528 8,400 
Lamar Advertising Co. Class A 106 7,632 
Liberty Property Trust (SBI) 188 7,785 
Life Storage, Inc. 57 4,737 
Medical Properties Trust, Inc. 446 5,834 
Mid-America Apartment Communities, Inc. 144 13,733 
National Retail Properties, Inc. 196 7,777 
Omega Healthcare Investors, Inc. 240 6,490 
Outfront Media, Inc. 171 3,830 
Paramount Group, Inc. 255 3,833 
Park Hotels & Resorts, Inc. 177 5,117 
Piedmont Office Realty Trust, Inc. Class A 179 3,494 
Prologis, Inc. 664 43,233 
Rayonier, Inc. 159 5,161 
Realty Income Corp. 358 19,042 
Regency Centers Corp. 189 11,890 
Retail Properties America, Inc. 281 3,386 
SBA Communications Corp. Class A (a) 152 26,524 
Senior Housing Properties Trust (SBI) 290 5,026 
SL Green Realty Corp. 121 12,163 
Spirit Realty Capital, Inc. 563 4,600 
Store Capital Corp. 210 5,147 
Sun Communities, Inc. 95 8,440 
Tanger Factory Outlet Centers, Inc. 112 2,820 
Taubman Centers, Inc. 73 4,500 
The Macerich Co. 173 11,171 
UDR, Inc. 333 12,164 
Uniti Group, Inc. 204 3,229 
Ventas, Inc. 445 24,907 
VEREIT, Inc. 1,258 9,058 
Vornado Realty Trust 215 15,411 
Weingarten Realty Investors (SBI) 148 4,373 
Welltower, Inc. 464 27,826 
Weyerhaeuser Co. 940 35,288 
WP Carey, Inc. 138 8,944 
  780,384 
Real Estate Management & Development - 0.4%   
CBRE Group, Inc. (a) 368 16,814 
Howard Hughes Corp. (a) 47 5,920 
Jones Lang LaSalle, Inc. 56 8,756 
Realogy Holdings Corp. 164 4,512 
  36,002 
TOTAL REAL ESTATE  816,386 
TELECOMMUNICATION SERVICES - 0.4%   
Diversified Telecommunication Services - 0.3%   
CenturyLink, Inc. 1,217 21,675 
Zayo Group Holdings, Inc. (a) 230 8,441 
  30,116 
Wireless Telecommunication Services - 0.1%   
Telephone & Data Systems, Inc. 121 3,319 
U.S. Cellular Corp. (a) 21 764 
  4,083 
TOTAL TELECOMMUNICATION SERVICES  34,199 
UTILITIES - 5.5%   
Electric Utilities - 2.2%   
Alliant Energy Corp. 293 11,647 
Edison International 402 25,137 
Entergy Corp. 225 17,705 
Eversource Energy 398 25,110 
FirstEnergy Corp. 556 18,292 
Great Plains Energy, Inc. 274 8,527 
Hawaiian Electric Industries, Inc. 134 4,571 
OGE Energy Corp. 258 8,308 
Pinnacle West Capital Corp. 141 11,273 
PPL Corp. 866 27,599 
Vistra Energy Corp. (a) 298 5,811 
Westar Energy, Inc. 180 9,299 
Xcel Energy, Inc. 635 28,981 
  202,260 
Gas Utilities - 0.3%   
Atmos Energy Corp. 130 10,777 
National Fuel Gas Co. 100 5,575 
UGI Corp. 222 10,161 
  26,513 
Independent Power and Renewable Electricity Producers - 0.3%   
Calpine Corp. (a) 460 6,941 
NRG Energy, Inc. 378 9,832 
The AES Corp. 844 9,757 
  26,530 
Multi-Utilities - 2.4%   
Ameren Corp. 306 17,329 
Avangrid, Inc. 70 3,410 
CenterPoint Energy, Inc. 541 15,245 
CMS Energy Corp. 351 15,707 
Consolidated Edison, Inc. 387 31,099 
DTE Energy Co. 225 23,769 
MDU Resources Group, Inc. 240 6,355 
NiSource, Inc. 429 10,588 
Public Service Enterprise Group, Inc. 635 32,937 
SCANA Corp. 168 6,828 
Sempra Energy 316 33,818 
Vectren Corp. 103 6,245 
WEC Energy Group, Inc. 395 25,399 
  228,729 
Water Utilities - 0.3%   
American Water Works Co., Inc. 223 18,547 
Aqua America, Inc. 220 7,966 
  26,513 
TOTAL UTILITIES  510,545 
TOTAL COMMON STOCKS   
(Cost $8,661,635)  9,292,843 
TOTAL INVESTMENT IN SECURITIES - 99.9%   
(Cost $8,661,635)  9,292,843 
NET OTHER ASSETS (LIABILITIES) - 0.1%  8,418 
NET ASSETS - 100%  $9,301,261 

Legend

 (a) Non-income producing


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 $311 
Total $311 

Amounts in the income column in the above table include any capital gain distributions from underlying funds.

Investment Valuation

All investments are categorized as Level 1 under the Fair Value Hierarchy. 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 is provided later in this section.

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 Fair Value Committee (the Committee) established by the Fund's investment adviser. 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. 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.

For additional information on the Fund's 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

Fidelity Flex℠ Funds

Fidelity Flex℠ Small Cap Index Fund

January 31, 2018







ZAP-QTLY-0318
1.9881629.100





Schedule of Investments January 31, 2018 (Unaudited)

Showing Percentage of Net Assets

Common Stocks - 100.0%   
 Shares Value 
CONSUMER DISCRETIONARY - 12.5%   
Auto Components - 1.3%   
American Axle & Manufacturing Holdings, Inc. (a) 269 $4,748 
Cooper Tire & Rubber Co. 140 5,474 
Cooper-Standard Holding, Inc. (a) 47 5,856 
Dana Holding Corp. 402 13,262 
Dorman Products, Inc. (a) 73 5,507 
Fox Factory Holding Corp. (a) 95 3,643 
Gentherm, Inc. (a) 100 3,200 
Hertz Global Holdings, Inc. (a) 148 3,394 
Horizon Global Corp. (a) 68 575 
LCI Industries 67 7,387 
Modine Manufacturing Co. (a) 138 3,222 
Motorcar Parts of America, Inc. (a) 54 1,470 
Shiloh Industries, Inc. (a) 38 283 
Standard Motor Products, Inc. 59 2,826 
Stoneridge, Inc. (a) 73 1,777 
Superior Industries International, Inc. 71 1,196 
Tenneco, Inc. 140 8,121 
Tower International, Inc. 56 1,691 
VOXX International Corp. (a) 49 292 
  73,924 
Automobiles - 0.1%   
REV Group, Inc. 64 1,873 
Winnebago Industries, Inc. 86 3,909 
  5,782 
Distributors - 0.1%   
Core-Mark Holding Co., Inc. 124 2,739 
Weyco Group, Inc. 18 558 
  3,297 
Diversified Consumer Services - 0.9%   
Adtalem Global Education, Inc. (a) 165 7,590 
American Public Education, Inc. (a) 41 1,041 
Ascent Capital Group, Inc. (a) 31 292 
Bridgepoint Education, Inc. (a) 51 394 
Cambium Learning Group, Inc. (a) 39 274 
Capella Education Co. 32 2,546 
Career Education Corp. (a) 190 2,356 
Carriage Services, Inc. 42 1,118 
Chegg, Inc. (a) 265 4,590 
Collectors Universe, Inc. 21 582 
Grand Canyon Education, Inc. (a) 129 11,996 
Houghton Mifflin Harcourt Co. (a) 285 2,394 
K12, Inc. (a) 109 1,891 
Laureate Education, Inc. Class A 154 2,218 
Liberty Tax, Inc. 20 206 
Regis Corp. (a) 101 1,608 
Sotheby's Class A (Ltd. vtg.) (a) 104 5,487 
Strayer Education, Inc. 28 2,589 
Weight Watchers International, Inc. (a) 76 4,886 
  54,058 
Hotels, Restaurants & Leisure - 3.3%   
Belmond Ltd. Class A (a) 250 3,225 
Biglari Holdings, Inc. (a) 3 1,238 
BJ's Restaurants, Inc. 52 1,963 
Bloomin' Brands, Inc. 253 5,574 
Bojangles', Inc. (a) 46 564 
Boyd Gaming Corp. 228 8,999 
Brinker International, Inc. 126 4,579 
Buffalo Wild Wings, Inc. (a) 42 6,594 
Caesars Entertainment Corp. (a) 379 5,287 
Carrols Restaurant Group, Inc. (a) 98 1,220 
Century Casinos, Inc. (a) 58 531 
Churchill Downs, Inc. 37 9,583 
Chuy's Holdings, Inc. (a) 47 1,246 
Cracker Barrel Old Country Store, Inc. 53 9,353 
Dave & Buster's Entertainment, Inc. (a) 115 5,405 
Del Frisco's Restaurant Group, Inc. (a) 55 963 
Del Taco Restaurants, Inc. (a) 94 1,191 
Denny's Corp. (a) 171 2,563 
DineEquity, Inc. 48 2,658 
Drive Shack, Inc. 174 901 
El Pollo Loco Holdings, Inc. (a) 54 543 
Eldorado Resorts, Inc. (a) 130 4,492 
Empire Resorts, Inc. (a) 10 291 
Fiesta Restaurant Group, Inc. (a) 73 1,402 
Fogo de Chao, Inc. (a) 25 325 
Golden Entertainment, Inc. (a) 30 940 
Habit Restaurants, Inc. Class A (a) 54 473 
ILG, Inc. 292 9,172 
Inspired Entertainment, Inc. (a) 14 92 
International Speedway Corp. Class A 68 3,155 
J. Alexanders Holdings, Inc. (a) 35 338 
Jack in the Box, Inc. 80 7,279 
La Quinta Holdings, Inc. (a) 226 4,504 
Lindblad Expeditions Holdings (a) 58 538 
Marcus Corp. 54 1,404 
Marriott Vacations Worldwide Corp. 59 8,987 
Monarch Casino & Resort, Inc. (a) 30 1,367 
Nathan's Famous, Inc. 8 571 
Noodles & Co. (a) 27 159 
Papa John's International, Inc. 72 4,672 
Penn National Gaming, Inc. (a) 233 7,435 
Pinnacle Entertainment, Inc. (a) 147 4,747 
Planet Fitness, Inc. (a) 237 8,001 
Potbelly Corp. (a) 67 811 
RCI Hospitality Holdings, Inc. 26 764 
Red Lion Hotels Corp. (a) 42 439 
Red Robin Gourmet Burgers, Inc. (a) 36 1,895 
Red Rock Resorts, Inc. 190 6,599 
Ruth's Hospitality Group, Inc. 80 1,896 
Scientific Games Corp. Class A (a) 145 6,764 
SeaWorld Entertainment, Inc.(a) 192 2,928 
Shake Shack, Inc. Class A (a) 62 2,710 
Sonic Corp. 109 2,817 
Speedway Motorsports, Inc. 34 706 
Texas Roadhouse, Inc. Class A 184 10,804 
The Cheesecake Factory, Inc. 119 5,854 
Wingstop, Inc. 81 3,917 
Zoe's Kitchen, Inc. (a) 50 736 
  194,164 
Household Durables - 1.5%   
AV Homes, Inc. (a) 33 558 
Bassett Furniture Industries, Inc. 29 985 
Beazer Homes U.S.A., Inc. (a) 88 1,632 
Cavco Industries, Inc. (a) 23 3,522 
Century Communities, Inc. (a) 51 1,612 
CSS Industries, Inc. 23 602 
Ethan Allen Interiors, Inc. 70 1,740 
Flexsteel Industries, Inc. 20 862 
GoPro, Inc. Class A (a) 306 1,674 
Green Brick Partners, Inc. (a) 62 694 
Hamilton Beach Brands Holding Co. Class A 7 180 
Helen of Troy Ltd. (a) 75 6,986 
Hooker Furniture Corp. 31 1,152 
Hovnanian Enterprises, Inc. Class A (a) 339 688 
Installed Building Products, Inc. (a) 60 4,317 
iRobot Corp. (a) 72 6,390 
KB Home 233 7,344 
La-Z-Boy, Inc. 132 3,980 
LGI Homes, Inc. (a) 48 3,249 
Libbey, Inc. 53 375 
Lifetime Brands, Inc. 27 471 
M.D.C. Holdings, Inc. 124 4,180 
M/I Homes, Inc. 74 2,393 
Meritage Homes Corp. (a) 107 5,077 
New Home Co. LLC (a) 32 379 
PICO Holdings, Inc. 58 760 
Taylor Morrison Home Corp. (a) 306 7,782 
TopBuild Corp. (a) 97 7,424 
TRI Pointe Homes, Inc. (a) 410 6,687 
Universal Electronics, Inc. (a) 40 1,844 
William Lyon Homes, Inc. (a) 76 2,063 
Zagg, Inc. (a) 72 1,202 
  88,804 
Internet & Direct Marketing Retail - 0.4%   
1-800-FLOWERS.com, Inc. Class A (a) 77 803 
Duluth Holdings, Inc. (a) 26 458 
FTD Companies, Inc. (a) 46 270 
Gaia, Inc. Class A (a) 19 227 
Groupon, Inc. (a) 918 4,856 
Lands' End, Inc. (a) 36 605 
Liberty TripAdvisor Holdings, Inc. (a) 205 1,804 
NutriSystem, Inc. 81 3,503 
Overstock.com, Inc. (a) 46 3,160 
PetMed Express, Inc. 55 2,486 
Shutterfly, Inc. (a) 92 6,270 
  24,442 
Leisure Products - 0.3%   
American Outdoor Brands Corp. (a) 151 1,801 
Callaway Golf Co. 253 3,737 
Clarus Corp. (a) 59 440 
Escalade, Inc. 26 334 
Johnson Outdoors, Inc. Class A 13 784 
Malibu Boats, Inc. Class A (a) 57 1,896 
Marine Products Corp. 23 336 
MCBC Holdings, Inc. (a) 52 1,257 
Nautilus, Inc. (a) 85 1,092 
Sturm, Ruger & Co., Inc. 47 2,489 
Vista Outdoor, Inc. (a) 160 2,424 
  16,590 
Media - 1.3%   
AMC Entertainment Holdings, Inc. Class A 149 1,907 
Beasley Broadcast Group, Inc. Class A 16 201 
Central European Media Enterprises Ltd. Class A (a) 224 1,064 
Clear Channel Outdoor Holding, Inc. Class A 97 470 
Daily Journal Corp. (a) 3 686 
E.W. Scripps Co. Class A (a) 162 2,594 
Entercom Communications Corp. Class A 353 3,901 
Entravision Communication Corp. Class A 186 1,293 
Eros International PLC (a) 73 832 
Gannett Co., Inc. 314 3,705 
Global Eagle Entertainment, Inc. (a) 137 396 
Gray Television, Inc. (a) 178 2,910 
Hemisphere Media Group, Inc. (a) 43 460 
IMAX Corp. (a) 154 3,057 
Liberty Media Corp.:   
Liberty Braves Class A (a) 35 826 
Liberty Braves Class C (a) 82 1,928 
Loral Space & Communications Ltd. (a) 37 1,726 
MDC Partners, Inc. Class A (a) 160 1,440 
Meredith Corp. 108 7,143 
MSG Network, Inc. Class A (a) 167 4,008 
National CineMedia, Inc. 176 1,179 
New Media Investment Group, Inc. 144 2,434 
Nexstar Broadcasting Group, Inc. Class A 120 9,012 
Reading International, Inc. Class A (a) 43 709 
Saga Communications, Inc. Class A 11 436 
Salem Communications Corp. Class A 20 93 
Scholastic Corp. 79 3,035 
Sinclair Broadcast Group, Inc. Class A 195 7,235 
The New York Times Co. Class A 343 7,975 
Townsquare Media, Inc. (a) 26 195 
tronc, Inc. (a) 52 1,061 
World Wrestling Entertainment, Inc. Class A 108 3,818 
  77,729 
Multiline Retail - 0.3%   
Big Lots, Inc. 118 7,172 
Dillard's, Inc. Class A 39 2,635 
Fred's, Inc. Class A 93 308 
JC Penney Corp., Inc. (a) 841 3,120 
Ollie's Bargain Outlet Holdings, Inc. (a) 130 7,222 
Sears Holdings Corp. (a) 43 111 
  20,568 
Specialty Retail - 2.1%   
Aaron's, Inc. Class A 173 7,074 
Abercrombie & Fitch Co. Class A 185 3,831 
America's Car Mart, Inc. (a) 20 922 
American Eagle Outfitters, Inc. 443 7,974 
Armstrong Flooring, Inc. (a) 56 867 
Asbury Automotive Group, Inc. (a) 50 3,633 
Ascena Retail Group, Inc. (a) 488 1,054 
Barnes & Noble Education, Inc. (a) 102 678 
Barnes & Noble, Inc. 169 794 
Big 5 Sporting Goods Corp. 56 316 
Boot Barn Holdings, Inc. (a) 31 543 
Build-A-Bear Workshop, Inc. (a) 34 292 
Caleres, Inc. 113 3,349 
Cars.com, Inc. 196 5,819 
Chico's FAS, Inc. 347 3,300 
Citi Trends, Inc. 37 870 
Conn's, Inc. (a) 52 1,732 
DSW, Inc. Class A 177 3,545 
Express, Inc. (a) 216 1,508 
Finish Line, Inc. Class A 112 1,269 
Five Below, Inc. (a) 148 9,610 
Francesca's Holdings Corp. (a) 99 577 
Genesco, Inc. (a) 53 1,847 
GNC Holdings, Inc. Class A (a) 182 792 
Group 1 Automotive, Inc. 55 4,315 
Guess?, Inc. 164 3,013 
Haverty Furniture Companies, Inc. 54 1,204 
Hibbett Sports, Inc. (a) 58 1,311 
Kirkland's, Inc. (a) 42 446 
Lithia Motors, Inc. Class A (sub. vtg.) 64 7,997 
Lumber Liquidators Holdings, Inc. (a) 79 2,207 
MarineMax, Inc. (a) 65 1,492 
Monro, Inc. 86 4,859 
Office Depot, Inc. 1,393 4,527 
Party City Holdco, Inc. (a) 77 1,117 
Pier 1 Imports, Inc. 233 774 
Rent-A-Center, Inc. 121 1,310 
RH (a) 55 5,169 
Shoe Carnival, Inc. 30 686 
Sleep Number Corp. (a) 107 4,027 
Sonic Automotive, Inc. Class A (sub. vtg.) 72 1,552 
Sportsman's Warehouse Holdings, Inc. (a) 96 487 
Tailored Brands, Inc. 137 3,314 
The Buckle, Inc. 81 1,624 
The Cato Corp. Class A (sub. vtg.) 60 713 
The Children's Place Retail Stores, Inc. 47 7,041 
The Container Store Group, Inc. (a) 52 248 
Tile Shop Holdings, Inc. 114 1,066 
Tilly's, Inc. 35 522 
Vitamin Shoppe, Inc. (a) 60 255 
Winmark Corp. 6 804 
Zumiez, Inc. (a) 53 1,100 
  125,376 
Textiles, Apparel & Luxury Goods - 0.9%   
Cadence Bancorp 56 1,567 
Columbia Sportswear Co. 79 5,899 
Crocs, Inc. (a) 195 2,634 
Culp, Inc. 32 1,018 
Deciphera Pharmaceuticals, Inc. (a) 21 546 
Deckers Outdoor Corp. (a) 86 7,371 
Delta Apparel, Inc. (a) 19 355 
Emerald Expositions Events, Inc. 52 1,122 
Fossil Group, Inc. (a) 125 995 
G-III Apparel Group Ltd. (a) 118 4,407 
Iconix Brand Group, Inc. (a) 152 190 
J.Jill, Inc. 33 279 
Movado Group, Inc. 40 1,224 
Oxford Industries, Inc. 46 3,625 
Perry Ellis International, Inc. (a) 37 887 
PetIQ, Inc. Class A 20 480 
Ranger Energy Services, Inc. Class A 18 194 
Sequential Brands Group, Inc. (a) 134 217 
Steven Madden Ltd. (a) 161 7,438 
Superior Uniform Group, Inc. 24 565 
TPG RE Finance Trust, Inc. 28 527 
Unifi, Inc. (a) 44 1,567 
Vera Bradley, Inc. (a) 53 492 
Wolverine World Wide, Inc. 257 8,437 
  52,036 
TOTAL CONSUMER DISCRETIONARY  736,770 
CONSUMER STAPLES - 2.6%   
Beverages - 0.3%   
Boston Beer Co., Inc. Class A (a) 23 4,367 
Castle Brands, Inc. (a) 246 273 
Coca-Cola Bottling Co. Consolidated 13 2,633 
Craft Brew Alliance, Inc. (a) 34 658 
MGP Ingredients, Inc. 36 3,223 
National Beverage Corp. 32 3,535 
Primo Water Corp. (a) 74 960 
  15,649 
Food & Staples Retailing - 0.5%   
Andersons, Inc. 76 2,592 
Chefs' Warehouse Holdings (a) 56 1,140 
Ingles Markets, Inc. Class A 39 1,310 
Natural Grocers by Vitamin Cottage, Inc. (a) 21 181 
Performance Food Group Co. (a) 248 8,519 
PriceSmart, Inc. 61 5,197 
Smart & Final Stores, Inc. (a) 62 583 
SpartanNash Co. 103 2,510 
SUPERVALU, Inc. (a) 108 1,711 
United Natural Foods, Inc. (a) 139 6,616 
Village Super Market, Inc. Class A 20 470 
Weis Markets, Inc. 25 994 
  31,823 
Food Products - 1.2%   
Alico, Inc. 11 296 
Amplify Snack Brands, Inc. (a) 94 1,128 
B&G Foods, Inc. Class A 179 5,907 
Cal-Maine Foods, Inc. (a) 80 3,404 
Calavo Growers, Inc. 44 3,828 
Darling International, Inc. (a) 451 8,362 
Dean Foods Co. 255 2,644 
Farmer Brothers Co. (a) 23 727 
Fresh Del Monte Produce, Inc. 90 4,258 
Freshpet, Inc. (a) 66 1,214 
Hostess Brands, Inc. Class A (a) 223 3,077 
J&J Snack Foods Corp. 41 5,676 
John B. Sanfilippo & Son, Inc. 23 1,440 
Lancaster Colony Corp. 52 6,677 
Landec Corp. (a) 71 934 
Lifeway Foods, Inc. (a) 10 79 
Limoneira Co. 33 711 
Sanderson Farms, Inc. 55 6,980 
Seneca Foods Corp. Class A (a) 18 568 
Snyders-Lance, Inc. 237 11,845 
Tootsie Roll Industries, Inc. 48 1,718 
  71,473 
Household Products - 0.3%   
Central Garden & Pet Co. (a) 30 1,176 
Central Garden & Pet Co. Class A (non-vtg.) (a) 95 3,583 
Funko, Inc. (a) 27 199 
HRG Group, Inc. (a) 325 5,931 
Oil-Dri Corp. of America 15 583 
Orchids Paper Products Co. 22 331 
WD-40 Co. 38 4,703 
  16,506 
Personal Products - 0.1%   
elf Beauty, Inc. (a) 58 1,192 
Inter Parfums, Inc. 49 2,234 
MediFast, Inc. 28 1,924 
Natural Health Trends Corp. 19 306 
Nature's Sunshine Products, Inc. 29 351 
Revlon, Inc. (a) 35 718 
USANA Health Sciences, Inc. (a) 32 2,389 
  9,114 
Tobacco - 0.2%   
Turning Point Brands, Inc. 15 330 
Universal Corp. 66 3,168 
Vector Group Ltd. 270 5,751 
  9,249 
TOTAL CONSUMER STAPLES  153,814 
ENERGY - 3.8%   
Energy Equipment & Services - 1.4%   
Archrock, Inc. 197 1,832 
Basic Energy Services, Inc. (a) 48 936 
Bristow Group, Inc. 90 1,387 
C&J Energy Services, Inc. 127 3,889 
Carbo Ceramics, Inc. (a) 59 470 
Diamond Offshore Drilling, Inc. (a) 181 3,200 
Dril-Quip, Inc. (a) 103 5,320 
Ensco PLC Class A 1,171 6,909 
Era Group, Inc. (a) 53 537 
Exterran Corp. (a) 90 2,599 
Fairmount Santrol Holidings, Inc. (a) 435 2,423 
Forum Energy Technologies, Inc. (a) 219 3,701 
Frank's International NV 144 996 
Geospace Technologies Corp. (a) 38 523 
Gulf Island Fabrication, Inc. 35 452 
Helix Energy Solutions Group, Inc. (a) 393 2,959 
Independence Contract Drilling, Inc. (a) 95 437 
Key Energy Services, Inc. (a) 29 429 
Mammoth Energy Services, Inc. (a) 22 505 
Matrix Service Co. (a) 74 1,325 
McDermott International, Inc. (a) 774 6,796 
Natural Gas Services Group, Inc. (a) 33 909 
NCS Multistage Holdings, Inc. 31 507 
Newpark Resources, Inc. (a) 228 2,075 
Noble Corp. (a) 682 3,199 
Oil States International, Inc. (a) 138 4,416 
Parker Drilling Co. (a) 358 408 
PHI, Inc. (non-vtg.) (a) 32 368 
Pioneer Energy Services Corp. (a) 220 715 
RigNet, Inc. (a) 36 594 
Rowan Companies PLC (a) 318 4,681 
SEACOR Holdings, Inc. (a) 46 2,143 
Smart Sand, Inc. (a) 65 597 
Solaris Oilfield Infrastructure, Inc. Class A 46 868 
Superior Energy Services, Inc. (a) 414 4,326 
TETRA Technologies, Inc. (a) 324 1,244 
U.S. Silica Holdings, Inc. 224 7,457 
Unit Corp. (a) 145 3,513 
Willbros Group, Inc. (a) 80 89 
  85,734 
Oil, Gas & Consumable Fuels - 2.4%   
Abraxas Petroleum Corp. (a) 404 966 
Adams Resources & Energy, Inc. 6 267 
Approach Resources, Inc. (a) 118 394 
Arch Coal, Inc. 53 4,771 
Ardmore Shipping Corp. (a) 87 618 
Bill Barrett Corp. (a) 214 1,098 
Bonanza Creek Energy, Inc. 55 1,541 
California Resources Corp. (a) 119 2,514 
Callon Petroleum Co. (a) 550 6,243 
Carrizo Oil & Gas, Inc. (a) 211 4,243 
Clean Energy Fuels Corp. (a) 362 568 
Cloud Peak Energy, Inc. (a) 196 980 
Contango Oil & Gas Co. (a) 64 262 
CVR Energy, Inc. 43 1,539 
Delek U.S. Holdings, Inc. 214 7,466 
Denbury Resources, Inc. (a) 1,114 2,707 
DHT Holdings, Inc. 230 796 
Dorian Lpg Ltd. (a) 56 428 
Earthstone Energy, Inc. (a) 62 619 
Eclipse Resources Corp. (a) 254 544 
Energy XXI Gulf Coast, Inc. 86 577 
EP Energy Corp. (a) 108 206 
Evolution Petroleum Corp. 66 505 
Frontline Ltd. (NY Shares) 199 915 
GasLog Ltd. 113 2,283 
Gastar Exploration, Inc. (a) 467 466 
Gener8 Maritime, Inc. (a) 135 792 
Golar LNG Ltd. 263 7,177 
Green Plains, Inc. 106 1,855 
Halcon Resources Corp. (a) 363 2,900 
Hallador Energy Co. 50 349 
International Seaways, Inc. (a) 80 1,335 
Isramco, Inc. (a) 2 216 
Jagged Peak Energy, Inc. 154 1,979 
Jones Energy, Inc. 166 194 
Lilis Energy, Inc. (a) 116 499 
Matador Resources Co. (a) 266 8,621 
Midstates Petroleum Co., Inc. (a) 31 509 
NACCO Industries, Inc. Class A 10 421 
Navios Maritime Acquisition Corp. 265 207 
Nordic American Tanker Shipping Ltd. 259 598 
Oasis Petroleum, Inc. (a) 730 6,322 
Overseas Shipholding Group, Inc. (a) 126 266 
Pacific Ethanol, Inc. (a) 117 491 
Panhandle Royalty Co. Class A 43 875 
Par Pacific Holdings, Inc. (a) 89 1,622 
PDC Energy, Inc. (a) 181 9,385 
Peabody Energy Corp. 183 7,395 
Penn Virginia Corp. (a) 40 1,690 
Ramaco Resources, Inc. 16 129 
Renewable Energy Group, Inc. (a) 108 1,156 
Resolute Energy Corp. (a) 58 1,967 
Rex American Resources Corp. (a) 15 1,225 
Ring Energy, Inc. (a) 142 1,960 
Sanchez Energy Corp. (a) 196 970 
SandRidge Energy, Inc. (a) 98 1,753 
Scorpio Tankers, Inc. 672 1,788 
SemGroup Corp. Class A 181 5,186 
Ship Finance International Ltd. (NY Shares) 162 2,479 
SilverBow Resources, Inc. (a) 20 614 
Src Energy, Inc. (a) 644 6,408 
Stone Energy Corp. 55 1,988 
Teekay Corp. 153 1,248 
Teekay Tankers Ltd. 586 744 
Tellurian, Inc. (a) 163 1,850 
Ultra Petroleum Corp. 532 3,713 
Uranium Energy Corp. (a) 355 557 
W&T Offshore, Inc. (a) 250 1,210 
Warrior Metropolitan Coal, Inc. 89 2,489 
Westmoreland Coal Co. (a) 55 59 
WildHorse Resource Development Corp. (a) 137 2,440 
  141,147 
TOTAL ENERGY  226,881 
FINANCIALS - 18.1%   
Banks - 10.2%   
1st Source Corp. 45 2,353 
Access National Corp. 40 1,162 
ACNB Corp. 18 545 
Allegiance Bancshares, Inc. (a) 33 1,333 
American National Bankshares, Inc. 22 823 
Ameris Bancorp 99 5,301 
Ames National Corp. 21 592 
Arrow Financial Corp. 31 1,017 
Atlantic Capital Bancshares, Inc. (a) 54 964 
Banc of California, Inc. 121 2,384 
BancFirst Corp. 46 2,565 
Banco Latinoamericano de Comercio Exterior SA Series E 84 2,493 
Bancorp, Inc., Delaware (a) 132 1,395 
BancorpSouth Bank 233 7,817 
Bank of Commerce Holdings 42 487 
Bank of Marin Bancorp 19 1,305 
Bankwell Financial Group, Inc. 16 534 
Banner Corp. 90 4,891 
Bar Harbor Bankshares 40 1,121 
BCB Bancorp, Inc. 39 591 
Berkshire Hills Bancorp, Inc. 111 4,212 
Blue Hills Bancorp, Inc. 64 1,235 
Boston Private Financial Holdings, Inc. 225 3,465 
Bridge Bancorp, Inc. 50 1,715 
Brookline Bancorp, Inc., Delaware 211 3,376 
Bryn Mawr Bank Corp. 53 2,380 
Byline Bancorp, Inc. 16 358 
C & F Financial Corp. 8 438 
Camden National Corp. 40 1,698 
Capital City Bank Group, Inc. 28 687 
Capstar Financial Holdings, Inc. (a) 23 450 
Carolina Financial Corp. 53 2,186 
Cathay General Bancorp 212 9,273 
CBTX, Inc. 9 258 
Centerstate Banks of Florida, Inc. 165 4,288 
Central Pacific Financial Corp. 80 2,366 
Central Valley Community Bancorp 29 562 
Century Bancorp, Inc. Class A (non-vtg.) 8 641 
Chemical Financial Corp. 196 11,448 
Chemung Financial Corp. 9 402 
Citizens & Northern Corp. 31 738 
City Holding Co. 41 2,821 
Civista Bancshares, Inc. 30 664 
CNB Financial Corp., Pennsylvania 40 1,077 
CoBiz, Inc. 109 2,187 
Codorus Valley Bancorp, Inc. 22 602 
Columbia Banking Systems, Inc. 198 8,530 
Community Bank System, Inc. 134 7,142 
Community Bankers Trust Corp. (a) 61 503 
Community Financial Corp. 11 405 
Community Trust Bancorp, Inc. 44 2,081 
ConnectOne Bancorp, Inc. 82 2,390 
County Bancorp, Inc. 14 403 
Customers Bancorp, Inc. (a) 76 2,329 
CVB Financial Corp. 284 6,646 
DNB Financial Corp. 9 306 
Eagle Bancorp, Inc. (a) 87 5,481 
Enterprise Bancorp, Inc. 25 839 
Enterprise Financial Services Corp. 62 3,016 
Equity Bancshares, Inc. (a) 31 1,116 
Evans Bancorp, Inc. 12 513 
Farmers & Merchants Bancorp, Inc. 24 976 
Farmers Capital Bank Corp. 22 865 
Farmers National Banc Corp. 68 993 
FCB Financial Holdings, Inc. Class A (a) 100 5,480 
Fidelity Southern Corp. 64 1,533 
Financial Institutions, Inc. 42 1,308 
First Bancorp, North Carolina 79 2,876 
First Bancorp, Puerto Rico (a) 537 3,222 
First Bancshares, Inc. 30 965 
First Busey Corp. 112 3,470 
First Business Finance Services, Inc. 20 489 
First Citizen Bancshares, Inc. 20 8,508 
First Commonwealth Financial Corp. 270 3,907 
First Community Bancshares, Inc. 44 1,218 
First Connecticut Bancorp, Inc. 37 931 
First Financial Bancorp, Ohio 168 4,788 
First Financial Bankshares, Inc. 175 8,129 
First Financial Corp., Indiana 27 1,250 
First Financial Northwest, Inc. 19 303 
First Foundation, Inc. (a) 85 1,653 
First Guaranty Bancshares, Inc. 13 342 
First Internet Bancorp 23 861 
First Interstate Bancsystem, Inc. 73 3,055 
First Merchants Corp. 113 4,877 
First Mid-Illinois Bancshares, Inc. 29 1,117 
First Midwest Bancorp, Inc., Delaware 278 6,911 
First Northwest Bancorp (a) 23 390 
First of Long Island Corp. 65 1,827 
Flushing Financial Corp. 74 2,084 
FNB Bancorp California 16 569 
Franklin Financial Network, Inc. (a) 31 1,000 
Fulton Financial Corp. 468 8,518 
German American Bancorp, Inc. 57 1,977 
Glacier Bancorp, Inc. 214 8,393 
Great Southern Bancorp, Inc. 29 1,472 
Great Western Bancorp, Inc. 162 6,828 
Green Bancorp, Inc. (a) 58 1,383 
Guaranty Bancorp 68 1,928 
Guaranty Bancshares, Inc. Texas 4 127 
Hancock Holding Co. 233 12,512 
Hanmi Financial Corp. 87 2,741 
HarborOne Bancorp, Inc. (a) 34 628 
Heartland Financial U.S.A., Inc. 68 3,614 
Heritage Commerce Corp. 104 1,665 
Heritage Financial Corp., Washington 82 2,526 
Hilltop Holdings, Inc. 200 5,238 
Home Bancshares, Inc. 433 10,396 
HomeTrust Bancshares, Inc. (a) 44 1,115 
Hope Bancorp, Inc. 355 6,759 
Horizon Bancorp Industries 66 2,010 
Howard Bancorp, Inc. (a) 25 525 
IBERIABANK Corp. 140 11,830 
Independent Bank Corp. 53 1,222 
Independent Bank Corp., Massachusetts 74 5,280 
Independent Bank Group, Inc. 49 3,516 
International Bancshares Corp. 149 6,184 
Investar Holding Corp. 22 556 
Investors Bancorp, Inc. 717 9,816 
Lakeland Bancorp, Inc. 121 2,432 
Lakeland Financial Corp. 66 3,173 
LCNB Corp. 26 507 
LegacyTexas Financial Group, Inc. 129 5,681 
Live Oak Bancshares, Inc. 63 1,695 
Macatawa Bank Corp. 82 850 
MainSource Financial Group, Inc. 70 2,755 
MB Financial, Inc. 224 9,583 
MBT Financial Corp. 52 585 
Mercantile Bank Corp. 43 1,500 
Merchants Bancorp/IN 24 487 
Metropolitan Bank Holding Corp. (a) 9 427 
Middlefield Banc Corp. 8 398 
Midland States Bancorp, Inc. 42 1,348 
Midsouth Bancorp, Inc. 39 552 
MidWestOne Financial Group, Inc. 29 959 
MutualFirst Financial, Inc. 16 601 
National Bank Holdings Corp. 67 2,227 
National Bankshares, Inc. 20 872 
National Commerce Corp. (a) 33 1,497 
NBT Bancorp, Inc. 117 4,318 
Nicolet Bankshares, Inc. (a) 24 1,303 
Northeast Bancorp 19 425 
Northrim Bancorp, Inc. 17 569 
Norwood Financial Corp. 16 503 
OFG Bancorp 123 1,402 
Ohio Valley Banc Corp. 12 493 
Old Line Bancshares, Inc. 25 792 
Old National Bancorp, Indiana 372 6,436 
Old Point Financial Corp. 9 264 
Old Second Bancorp, Inc. 78 1,147 
Opus Bank 56 1,518 
Orrstown Financial Services, Inc. 21 528 
Pacific Mercantile Bancorp (a) 36 311 
Pacific Premier Bancorp, Inc. (a) 109 4,442 
Park National Corp. 37 3,886 
Parke Bancorp, Inc. 14 282 
PCSB Financial Corp. 53 1,070 
Peapack-Gladstone Financial Corp. 47 1,669 
Penns Woods Bancorp, Inc. 12 514 
People's Utah Bancorp 39 1,232 
Peoples Bancorp of North Carolina 14 441 
Peoples Bancorp, Inc. 44 1,567 
Peoples Financial Services Corp. 18 818 
Preferred Bank, Los Angeles 37 2,384 
Premier Financial Bancorp, Inc. 23 437 
QCR Holdings, Inc. 35 1,535 
Reliant Bancorp, Inc. 21 504 
Renasant Corp. 123 5,298 
Republic Bancorp, Inc., Kentucky Class A 29 1,118 
Republic First Bancorp, Inc. (a) 142 1,257 
S&T Bancorp, Inc. 94 3,794 
Sandy Spring Bancorp, Inc. 90 3,404 
Seacoast Banking Corp., Florida (a) 120 3,095 
ServisFirst Bancshares, Inc. 126 5,345 
Shore Bancshares, Inc. 34 619 
Sierra Bancorp 37 1,013 
Simmons First National Corp. Class A 113 6,650 
SmartFinancial, Inc. (a) 21 458 
South State Corp. 100 8,860 
Southern First Bancshares, Inc. (a) 20 871 
Southern National Bancorp of Virginia, Inc. 62 1,016 
Southside Bancshares, Inc. 75 2,575 
State Bank Financial Corp. 102 3,112 
Sterling Bancorp 589 14,578 
Stock Yards Bancorp, Inc. 58 2,085 
Summit Financial Group, Inc. 29 745 
Sun Bancorp, Inc. 32 784 
Texas Capital Bancshares, Inc. (a) 137 12,988 
The Bank of NT Butterfield & Son Ltd. 147 5,908 
The First Bancorp, Inc. 26 732 
Tompkins Financial Corp. 40 3,295 
TowneBank 173 5,285 
Trico Bancshares 55 2,034 
TriState Capital Holdings, Inc. (a) 65 1,563 
Triumph Bancorp, Inc. (a) 47 1,810 
Trustmark Corp. 184 5,849 
Two River Bancorp 22 396 
UMB Financial Corp. 125 9,523 
Umpqua Holdings Corp. 612 13,250 
Union Bankshares Corp. 153 5,776 
Union Bankshares, Inc. 10 541 
United Bankshares, Inc., West Virginia 275 10,120 
United Community Bank, Inc. 200 6,336 
United Security Bancshares, California 37 409 
Unity Bancorp, Inc. 21 432 
Univest Corp. of Pennsylvania 74 2,072 
Valley National Bancorp 713 8,962 
Veritex Holdings, Inc. (a) 46 1,311 
Washington Trust Bancorp, Inc. 40 2,152 
WesBanco, Inc. 115 4,716 
West Bancorp., Inc. 43 1,101 
Westamerica Bancorp. 70 4,156 
Wintrust Financial Corp. 152 13,057 
  604,926 
Capital Markets - 1.4%   
Arlington Asset Investment Corp. 74 777 
Artisan Partners Asset Management, Inc. 125 4,894 
Associated Capital Group, Inc. 11 381 
B. Riley Financial, Inc. 55 1,031 
Cohen & Steers, Inc. 59 2,405 
Cowen Group, Inc. Class A (a) 74 958 
Diamond Hill Investment Group, Inc. 9 1,893 
Evercore, Inc. Class A 106 10,658 
Financial Engines, Inc. 160 4,552 
Gain Capital Holdings, Inc. 97 708 
GAMCO Investors, Inc. Class A 10 295 
Greenhill & Co., Inc. 69 1,280 
Hamilton Lane, Inc. Class A 38 1,417 
Houlihan Lokey 74 3,530 
INTL FCStone, Inc. (a) 42 1,827 
Investment Technology Group, Inc. 88 1,880 
Ladenburg Thalmann Financial Services, Inc. 304 945 
Medley Management, Inc. 17 109 
Moelis & Co. Class A 85 4,395 
OM Asset Management Ltd. 209 3,739 
Oppenheimer Holdings, Inc. Class A (non-vtg.) 26 715 
Piper Jaffray Companies 40 3,692 
PJT Partners, Inc. 51 2,415 
Pzena Investment Management, Inc. 42 525 
Safeguard Scientifics, Inc. (a) 52 650 
Silvercrest Asset Management Group Class A 22 330 
Stifel Financial Corp. 183 12,356 
Virtu Financial, Inc. Class A 71 1,356 
Virtus Investment Partners, Inc. 19 2,432 
Waddell & Reed Financial, Inc. Class A 221 5,083 
Westwood Holdings Group, Inc. 23 1,506 
WisdomTree Investments, Inc. 314 3,639 
  82,373 
Consumer Finance - 0.6%   
Elevate Credit, Inc. 47 351 
Encore Capital Group, Inc. (a) 67 2,777 
Enova International, Inc. (a) 95 1,701 
EZCORP, Inc. (non-vtg.) Class A (a) 141 1,664 
First Cash Financial Services, Inc. 128 9,357 
Green Dot Corp. Class A (a) 127 7,780 
LendingClub Corp. (a) 912 3,338 
Nelnet, Inc. Class A 51 2,658 
PRA Group, Inc. (a) 121 4,326 
Regional Management Corp. (a) 28 794 
World Acceptance Corp. (a) 16 1,889 
  36,635 
Diversified Financial Services - 0.5%   
Acushnet Holdings Corp. 88 1,888 
Alteryx, Inc. 66 1,808 
At Home Group, Inc. (a) 14 444 
Camping World Holdings, Inc. 87 3,893 
Cannae Holdings, Inc. (a) 173 3,012 
Cotiviti Holdings, Inc. (a) 99 3,465 
Donnelley Financial Solutions, Inc. (a) 92 1,973 
FB Financial Corp. (a) 36 1,522 
Granite Point Mortgage Trust, Inc. 121 2,086 
Marlin Business Services Corp. 26 616 
On Deck Capital, Inc. (a) 136 612 
Ra Pharmaceuticals, Inc. (a) 25 184 
RBB Bancorp 12 323 
Tiptree, Inc. 76 467 
Varex Imaging Corp. 102 4,332 
  26,625 
Insurance - 2.4%   
AMBAC Financial Group, Inc. (a) 121 1,960 
American Equity Investment Life Holding Co. 238 7,854 
Amerisafe, Inc. 52 3,159 
AmTrust Financial Services, Inc. 238 3,194 
Argo Group International Holdings, Ltd. 80 4,904 
Atlas Financial Holdings, Inc. (a) 32 642 
Baldwin & Lyons, Inc. Class B 26 598 
Blue Capital Reinsurance Holdings Ltd. 17 207 
Citizens, Inc. Class A (a) 135 1,071 
CNO Financial Group, Inc. 467 11,484 
Crawford & Co. Class B 28 264 
Donegal Group, Inc. Class A 29 509 
eHealth, Inc. (a) 42 736 
EMC Insurance Group 24 678 
Employers Holdings, Inc. 86 3,646 
Enstar Group Ltd. (a) 31 6,436 
FBL Financial Group, Inc. Class A 27 1,879 
Federated National Holding Co. 32 475 
Genworth Financial, Inc. Class A (a) 1,402 4,290 
Global Indemnity Ltd. (a) 22 932 
Greenlight Capital Re, Ltd. (a) 81 1,640 
Hallmark Financial Services, Inc. (a) 32 324 
HCI Group, Inc. 23 804 
Health Insurance Innovations, Inc. (a) 33 856 
Heritage Insurance Holdings, Inc. 57 971 
Horace Mann Educators Corp. 111 4,584 
Independence Holding Co. 17 498 
Infinity Property & Casualty Corp. 29 2,936 
Investors Title Co. 4 778 
James River Group Holdings Ltd. 71 2,698 
Kemper Corp. 109 7,069 
Kingstone Companies, Inc. 25 524 
Kinsale Capital Group, Inc. 39 1,861 
Maiden Holdings Ltd. 198 1,396 
MBIA, Inc. (a) 249 1,828 
National General Holdings Corp. 137 2,743 
National Western Life Group, Inc. 6 1,943 
Navigators Group, Inc. 58 2,819 
NI Holdings, Inc. 27 449 
Primerica, Inc. 122 12,322 
RLI Corp. 105 6,747 
Safety Insurance Group, Inc. 41 3,184 
Selective Insurance Group, Inc. 158 9,204 
State Auto Financial Corp. 46 1,369 
Stewart Information Services Corp. 59 2,626 
Third Point Reinsurance Ltd. (a) 255 3,634 
Trupanion, Inc. (a) 63 2,200 
United Fire Group, Inc. 58 2,517 
United Insurance Holdings Corp. 59 1,140 
Universal Insurance Holdings, Inc. 87 2,558 
WMI Holdings Corp. (a) 558 526 
  139,666 
Mortgage Real Estate Investment Trusts - 0.7%   
AG Mortgage Investment Trust, Inc. 79 1,378 
American Capital Mortgage Investment Corp. 127 2,159 
Anworth Mortgage Asset Corp. 263 1,278 
Apollo Commercial Real Estate Finance, Inc. 293 5,324 
Ares Commercial Real Estate Corp. 71 900 
Armour Residential REIT, Inc. 115 2,692 
Capstead Mortgage Corp. 267 2,192 
Cherry Hill Mortgage Investment Corp. 33 560 
CYS Investments, Inc. 428 2,885 
Dynex Capital, Inc. 134 871 
Ellington Residential Mortgage REIT 27 292 
Great Ajax Corp. 48 641 
Hannon Armstrong Sustainable Infrastructure Capital, Inc. 142 3,087 
Invesco Mortgage Capital, Inc. 304 4,937 
KKR Real Estate Finance Trust, Inc. 30 584 
Ladder Capital Corp. Class A 217 3,140 
New York Mortgage Trust, Inc. 311 1,773 
Orchid Island Capital, Inc. 117 887 
Owens Realty Mortgage, Inc. 23 328 
PennyMac Mortgage Investment Trust 180 2,952 
Redwood Trust, Inc. 213 3,172 
Resource Capital Corp. 80 758 
Western Asset Mortgage Capital Corp. 120 1,120 
ZAIS Financial Corp. 49 711 
  44,621 
Real Estate Management & Development - 0.0%   
The RMR Group, Inc. 19 1,230 
Thrifts & Mortgage Finance - 2.3%   
Bank Mutual Corp. 113 1,175 
BankFinancial Corp. 37 588 
Bear State Financial, Inc. 63 646 
Beneficial Bancorp, Inc. 188 3,055 
BofI Holding, Inc. (a) 163 5,863 
BSB Bancorp, Inc. (a) 21 643 
Capitol Federal Financial, Inc. 350 4,578 
Charter Financial Corp. 31 596 
Clifton Bancorp, Inc. 56 914 
Dime Community Bancshares, Inc. 90 1,710 
Entegra Financial Corp. (a) 18 508 
ESSA Bancorp, Inc. 21 338 
Essent Group Ltd. (a) 224 10,420 
Farmer Mac Class C (non-vtg.) 24 1,926 
First Defiance Financial Corp. 26 1,445 
Flagstar Bancorp, Inc. (a) 58 2,161 
Greene County Bancorp, Inc. 7 248 
Hingham Institution for Savings 3 650 
Home Bancorp, Inc. 15 643 
HomeStreet, Inc. (a) 76 2,238 
Impac Mortgage Holdings, Inc. (a) 28 258 
Kearny Financial Corp. 222 3,064 
Lendingtree, Inc. (a) 17 6,253 
Malvern Bancorp, Inc. (a) 18 430 
Meridian Bancorp, Inc. Maryland 135 2,761 
Meta Financial Group, Inc. 25 2,925 
MGIC Investment Corp. (a) 1,022 15,146 
Nationstar Mortgage Holdings, Inc. (a) 79 1,401 
NMI Holdings, Inc. (a) 159 2,918 
Northfield Bancorp, Inc. 114 1,913 
Northwest Bancshares, Inc. 257 4,330 
OceanFirst Financial Corp. 84 2,222 
Oconee Federal Financial Corp. 5 143 
Ocwen Financial Corp. (a) 299 1,008 
Oritani Financial Corp. 112 1,870 
PennyMac Financial Services, Inc. (a) 45 999 
PHH Corp. (a) 97 870 
Provident Bancorp, Inc. (a) 11 265 
Provident Financial Holdings, Inc. 18 329 
Provident Financial Services, Inc. 168 4,420 
Prudential Bancorp, Inc. 25 433 
Radian Group, Inc. 597 13,176 
Riverview Bancorp, Inc. 55 527 
SI Financial Group, Inc. 27 390 
Southern Missouri Bancorp, Inc. 17 652 
Territorial Bancorp, Inc. 24 727 
Timberland Bancorp, Inc. 17 474 
Trustco Bank Corp., New York 247 2,124 
United Community Financial Corp. 129 1,258 
United Financial Bancorp, Inc. New 138 2,313 
Walker & Dunlop, Inc. 77 3,577 
Washington Federal, Inc. 241 8,652 
Waterstone Financial, Inc. 68 1,163 
Westfield Financial, Inc. 70 760 
WSFS Financial Corp. 83 4,241 
  134,337 
TOTAL FINANCIALS  1,070,413 
HEALTH CARE - 16.0%   
Biotechnology - 6.3%   
Abeona Therapeutics, Inc. (a) 79 1,205 
Acceleron Pharma, Inc. (a) 103 4,276 
Achaogen, Inc. (a) 92 1,009 
Achillion Pharmaceuticals, Inc. (a) 341 904 
Acorda Therapeutics, Inc. (a) 118 3,062 
Adamas Pharmaceuticals, Inc. (a) 40 1,514 
Aduro Biotech, Inc. (a) 116 731 
Advaxis, Inc. (a) 108 320 
Agenus, Inc. (a) 222 801 
Aileron Therapeutics, Inc. 11 102 
Aimmune Therapeutics, Inc. (a) 96 3,380 
Akebia Therapeutics, Inc. (a) 122 1,803 
Alder Biopharmaceuticals, Inc. (a) 175 2,476 
Allena Pharmaceuticals, Inc. (a) 13 108 
AMAG Pharmaceuticals, Inc. (a) 100 1,435 
Amicus Therapeutics, Inc. (a) 458 7,429 
AnaptysBio, Inc. 49 5,164 
Anavex Life Sciences Corp. (a) 90 255 
Apellis Pharmaceuticals, Inc. (a) 27 448 
Ardelyx, Inc. (a) 89 645 
Arena Pharmaceuticals, Inc. (a) 110 4,116 
Array BioPharma, Inc. (a) 546 8,092 
Asterias Biotherapeutics, Inc. (a) 77 162 
Atara Biotherapeutics, Inc. (a) 74 2,797 
Athersys, Inc. (a) 274 480 
Audentes Therapeutics, Inc. (a) 44 1,544 
Axovant Sciences Ltd. (a) 86 175 
Bellicum Pharmaceuticals, Inc. (a) 80 486 
BioCryst Pharmaceuticals, Inc. (a) 278 1,251 
Biohaven Pharmaceutical Holding Co. Ltd. 30 1,037 
Biospecifics Technologies Corp. (a) 14 599 
BioTime, Inc. (a) 216 629 
bluebird bio, Inc. (a) 135 27,662 
Blueprint Medicines Corp. (a) 117 9,202 
Calithera Biosciences, Inc. (a) 81 648 
Calyxt, Inc. 21 547 
Cara Therapeutics, Inc. (a) 74 1,086 
Cascadian Therapeutics, Inc. (a) 97 976 
Catalyst Pharmaceutical Partners, Inc. (a) 193 654 
Celcuity, Inc. (a) 7 118 
Celldex Therapeutics, Inc. (a) 340 938 
ChemoCentryx, Inc. (a) 70 655 
Chimerix, Inc. (a) 121 580 
Clovis Oncology, Inc. (a) 120 7,260 
Coherus BioSciences, Inc. (a) 105 1,061 
Conatus Pharmaceuticals, Inc. (a) 74 411 
Concert Pharmaceuticals, Inc. (a) 48 964 
Corbus Pharmaceuticals Holdings, Inc. (a) 132 990 
Corvus Pharmaceuticals, Inc. (a) 26 219 
Curis, Inc. (a) 370 228 
Cytokinetics, Inc. (a) 111 1,021 
CytomX Therapeutics, Inc. (a) 79 2,113 
Dynavax Technologies Corp. (a) 171 2,753 
Eagle Pharmaceuticals, Inc. (a) 23 1,375 
Edge Therapeutics, Inc. (a) 54 688 
Editas Medicine, Inc. (a) 96 3,505 
Emergent BioSolutions, Inc. (a) 92 4,489 
Enanta Pharmaceuticals, Inc. (a) 42 3,568 
Epizyme, Inc. (a) 138 2,229 
Esperion Therapeutics, Inc. (a) 47 3,408 
Exact Sciences Corp. (a) 323 16,056 
Fate Therapeutics, Inc. (a) 103 941 
FibroGen, Inc. (a) 191 11,183 
Five Prime Therapeutics, Inc. (a) 77 1,540 
Flexion Therapeutics, Inc. (a) 92 2,078 
Fortress Biotech, Inc. (a) 92 364 
Foundation Medicine, Inc. (a) 39 2,707 
Genocea Biosciences, Inc. (a) 43 39 
Genomic Health, Inc. (a) 53 1,760 
Geron Corp. (a) 410 1,005 
Global Blood Therapeutics, Inc. (a) 101 5,848 
Halozyme Therapeutics, Inc. (a) 327 6,108 
Heron Therapeutics, Inc. (a) 124 2,685 
Idera Pharmaceuticals, Inc. (a) 379 694 
Ignyta, Inc. (a) 164 4,412 
Immune Design Corp. (a) 84 286 
ImmunoGen, Inc. (a) 280 2,570 
Immunomedics, Inc. (a) 278 4,634 
Inovio Pharmaceuticals, Inc. (a) 215 980 
Insmed, Inc. (a) 209 5,317 
Insys Therapeutics, Inc. (a) 67 634 
Intellia Therapeutics, Inc. (a) 48 1,234 
Invitae Corp. (a) 124 854 
Iovance Biotherapeutics, Inc. (a) 167 2,597 
Ironwood Pharmaceuticals, Inc. Class A (a) 368 5,450 
Jounce Therapeutics, Inc. 42 1,016 
Karyopharm Therapeutics, Inc. (a) 99 1,170 
Keryx Biopharmaceuticals, Inc. (a) 257 1,190 
Kindred Biosciences, Inc. (a) 66 578 
Kura Oncology, Inc. (a) 55 1,078 
La Jolla Pharmaceutical Co. (a) 47 1,610 
Lexicon Pharmaceuticals, Inc. (a) 126 1,383 
Ligand Pharmaceuticals, Inc. Class B (a) 56 8,827 
Loxo Oncology, Inc. (a) 63 6,393 
Macrogenics, Inc. (a) 97 2,189 
Madrigal Pharmaceuticals, Inc. (a) 11 1,633 
Matinas BioPharma Holdings, Inc. (a) 189 185 
MediciNova, Inc. (a) 99 875 
Merrimack Pharmaceuticals, Inc. 36 378 
MiMedx Group, Inc. (a) 282 4,724 
Minerva Neurosciences, Inc. (a) 73 467 
Miragen Therapeutics, Inc. (a) 33 248 
Momenta Pharmaceuticals, Inc. (a) 205 3,485 
Myriad Genetics, Inc. (a) 179 6,602 
NantKwest, Inc. (a) 77 340 
Natera, Inc. (a) 82 854 
NewLink Genetics Corp. (a) 76 627 
Novavax, Inc. (a) 849 1,715 
Novelion Therapeutics, Inc. (a) 36 188 
Nymox Pharmaceutical Corp. (a) 89 299 
OncoCyte Corp. (a) 16 66 
Organovo Holdings, Inc. (a) 289 405 
Otonomy, Inc. (a) 75 435 
Ovid Therapeutics, Inc. 13 111 
PDL BioPharma, Inc. (a) 438 1,209 
Pieris Pharmaceuticals, Inc. (a) 92 693 
Portola Pharmaceuticals, Inc. (a) 156 8,004 
Progenics Pharmaceuticals, Inc. (a) 204 1,193 
Protagonist Therapeutics, Inc. (a) 32 732 
Prothena Corp. PLC (a) 105 4,389 
PTC Therapeutics, Inc. (a) 113 2,971 
Puma Biotechnology, Inc. (a) 79 5,281 
Radius Health, Inc. (a) 104 3,917 
Recro Pharma, Inc. (a) 33 284 
REGENXBIO, Inc. (a) 77 2,064 
Repligen Corp. (a) 103 3,643 
Retrophin, Inc. (a) 105 2,511 
Rigel Pharmaceuticals, Inc. (a) 419 1,676 
Sage Therapeutics, Inc. (a) 104 19,739 
Sangamo Therapeutics, Inc. (a) 229 4,775 
Sarepta Therapeutics, Inc. (a) 168 11,011 
Selecta Biosciences, Inc. (a) 40 366 
Seres Therapeutics, Inc. (a) 54 545 
Sienna Biopharmaceuticals, Inc. 13 229 
Spark Therapeutics, Inc. (a) 77 4,316 
Spectrum Pharmaceuticals, Inc. (a) 237 5,105 
Stemline Therapeutics, Inc. (a) 62 989 
Strongbridge Biopharma PLC (a) 68 459 
Syndax Pharmaceuticals, Inc. (a) 30 327 
Synergy Pharmaceuticals, Inc. (a) 668 1,456 
Syros Pharmaceuticals, Inc. (a) 32 307 
TG Therapeutics, Inc. (a) 137 1,576 
Tocagen, Inc. 45 585 
Trevena, Inc. (a) 159 259 
Ultragenyx Pharmaceutical, Inc. (a) 108 5,762 
Vanda Pharmaceuticals, Inc. (a) 126 1,997 
VBI Vaccines, Inc. (a) 88 352 
Veracyte, Inc. (a) 64 409 
Versartis, Inc. (a) 93 186 
Voyager Therapeutics, Inc. (a) 46 949 
vTv Therapeutics, Inc. Class A (a) 15 116 
Xbiotech, Inc. (a) 56 276 
Xencor, Inc. (a) 103 2,344 
ZIOPHARM Oncology, Inc. (a) 376 1,481 
  373,313 
Health Care Equipment & Supplies - 3.8%   
Abaxis, Inc. 59 4,227 
Accuray, Inc. (a) 226 1,277 
Analogic Corp. 34 2,819 
Angiodynamics, Inc. (a) 105 1,828 
Anika Therapeutics, Inc. (a) 39 2,602 
Antares Pharma, Inc. (a) 418 874 
Atricure, Inc. (a) 87 1,419 
Atrion Corp. 4 2,302 
AxoGen, Inc. (a) 77 2,141 
Cantel Medical Corp. 100 11,093 
Cardiovascular Systems, Inc. (a) 89 2,199 
Cerus Corp. (a) 301 1,333 
ConforMis, Inc. (a) 106 147 
CONMED Corp. 74 4,276 
Corindus Vascular Robotics, Inc. (a) 282 324 
Cryolife, Inc. (a) 92 1,734 
Cutera, Inc. (a) 37 1,835 
Endologix, Inc. (a) 232 960 
Entellus Medical, Inc. (a) 33 794 
Exactech, Inc. (a) 29 1,453 
Fonar Corp. (a) 18 442 
Genmark Diagnostics, Inc. (a) 147 800 
Glaukos Corp. (a) 80 2,401 
Globus Medical, Inc. (a) 193 8,886 
Haemonetics Corp. (a) 146 9,439 
Halyard Health, Inc. (a) 128 6,248 
Heska Corp. (a) 18 1,403 
ICU Medical, Inc. (a) 41 9,387 
Inogen, Inc. (a) 47 5,726 
Insulet Corp. (a) 159 12,168 
Integer Holdings Corp. (a) 84 4,213 
Integra LifeSciences Holdings Corp. (a) 174 9,163 
Invacare Corp. 92 1,693 
iRhythm Technologies, Inc. (a) 40 2,385 
K2M Group Holdings, Inc. (a) 110 2,318 
Lantheus Holdings, Inc. (a) 85 1,955 
LeMaitre Vascular, Inc. 41 1,427 
LivaNova PLC (a) 133 11,378 
Masimo Corp. (a) 123 11,592 
Meridian Bioscience, Inc. 119 1,862 
Merit Medical Systems, Inc. (a) 133 6,178 
Natus Medical, Inc. (a) 83 2,577 
Neogen Corp. (a) 135 7,969 
Nevro Corp. (a) 76 6,100 
Novocure Ltd. (a) 161 3,614 
NuVasive, Inc. (a) 139 6,793 
NxStage Medical, Inc. (a) 177 4,430 
Obalon Therapeutics, Inc. (a) 25 103 
OraSure Technologies, Inc. (a) 158 3,438 
Orthofix International NV (a) 48 2,757 
OrthoPediatrics Corp. 11 187 
Oxford Immunotec Global PLC (a) 73 848 
Penumbra, Inc. (a) 80 7,968 
Pulse Biosciences, Inc. (a) 25 507 
Quidel Corp. (a) 79 3,617 
Quotient Ltd. (a) 74 216 
Rockwell Medical Technologies, Inc. (a) 132 736 
RTI Biologics, Inc. (a) 157 707 
Sientra, Inc. (a) 41 517 
Staar Surgical Co. (a) 116 1,821 
SurModics, Inc. (a) 34 996 
Tactile Systems Technology, Inc. (a) 37 1,167 
Utah Medical Products, Inc. 10 901 
ViewRay, Inc. (a) 89 795 
Viveve Medical, Inc. (a) 49 211 
Wright Medical Group NV (a) 285 6,484 
  222,160 
Health Care Providers & Services - 2.0%   
AAC Holdings, Inc. (a) 34 304 
Aceto Corp. 86 947 
Addus HomeCare Corp. (a) 19 681 
Almost Family, Inc. (a) 36 2,054 
Amedisys, Inc. (a) 79 4,236 
American Renal Associates Holdings, Inc. (a) 29 548 
AMN Healthcare Services, Inc. (a) 128 6,867 
BioScrip, Inc. (a) 328 915 
BioTelemetry, Inc. (a) 87 2,971 
Capital Senior Living Corp. (a) 71 801 
Chemed Corp. 43 11,205 
Civitas Solutions, Inc. (a) 42 737 
Community Health Systems, Inc. (a) 257 1,452 
Corvel Corp. (a) 27 1,395 
Cross Country Healthcare, Inc. (a) 101 1,415 
Diplomat Pharmacy, Inc. (a) 132 3,563 
G1 Therapeutics, Inc. 23 550 
Genesis HealthCare, Inc. Class A (a) 94 92 
HealthEquity, Inc. (a) 136 6,884 
HealthSouth Corp. 269 14,235 
Kindred Healthcare, Inc. 239 2,199 
LHC Group, Inc. (a) 44 2,763 
Magellan Health Services, Inc. (a) 66 6,574 
Molina Healthcare, Inc. (a) 121 11,055 
National Healthcare Corp. 32 1,996 
National Research Corp. Class A 26 979 
National Vision Holdings, Inc. 49 1,917 
OptiNose, Inc. 14 265 
Owens & Minor, Inc. 168 3,538 
Providence Service Corp. (a) 32 2,059 
R1 RCM, Inc. (a) 284 1,463 
RadNet, Inc. (a) 105 1,066 
Select Medical Holdings Corp. (a) 292 5,168 
Surgery Partners, Inc. (a) 49 762 
Tenet Healthcare Corp. (a) 221 4,172 
The Ensign Group, Inc. 135 3,109 
Tivity Health, Inc. (a) 102 3,953 
Triple-S Management Corp. (a) 62 1,425 
U.S. Physical Therapy, Inc. 34 2,582 
  118,897 
Health Care Technology - 0.8%   
Allscripts Healthcare Solutions, Inc. (a) 495 7,380 
Castlight Health, Inc. Class B (a) 178 659 
Computer Programs & Systems, Inc. 32 958 
Evolent Health, Inc. (a) 167 2,355 
HealthStream, Inc. (a) 73 1,717 
HMS Holdings Corp. (a) 234 4,008 
Inovalon Holdings, Inc. Class A (a) 179 2,327 
Medidata Solutions, Inc. (a) 154 10,489 
NantHealth, Inc. (a) 37 127 
Omnicell, Inc. (a) 102 5,003 
Quality Systems, Inc. (a) 151 1,963 
Simulations Plus, Inc. 27 436 
Tabula Rasa HealthCare, Inc. (a) 25 896 
Teladoc, Inc. (a) 147 5,498 
Vocera Communications, Inc. (a) 79 2,315 
  46,131 
Life Sciences Tools & Services - 0.5%   
Accelerate Diagnostics, Inc. (a) 73 2,110 
Cambrex Corp. (a) 89 5,015 
Enzo Biochem, Inc. (a) 120 883 
Fluidigm Corp. (a) 101 619 
INC Research Holdings, Inc. Class A (a) 149 5,714 
Luminex Corp. 115 2,322 
Medpace Holdings, Inc. (a) 19 698 
Nanostring Technologies, Inc. (a) 55 414 
NeoGenomics, Inc. (a) 151 1,166 
Pacific Biosciences of California, Inc. (a) 302 858 
PRA Health Sciences, Inc. (a) 137 12,475 
  32,274 
Pharmaceuticals - 2.6%   
Aclaris Therapeutics, Inc. (a) 63 1,394 
Aerie Pharmaceuticals, Inc. (a) 92 5,046 
Akcea Therapeutics, Inc. 41 888 
Amphastar Pharmaceuticals, Inc. (a) 103 1,920 
ANI Pharmaceuticals, Inc. (a) 23 1,545 
Aratana Therapeutics, Inc. (a) 116 537 
Assembly Biosciences, Inc. (a) 45 2,123 
Athenex, Inc. 21 304 
Avexis, Inc. (a) 76 9,403 
Catalent, Inc. (a) 367 17,080 
Clearside Biomedical, Inc. (a) 53 345 
Collegium Pharmaceutical, Inc. (a) 70 1,669 
Corcept Therapeutics, Inc. (a) 249 5,731 
Corium International, Inc. (a) 63 803 
DepoMed, Inc. (a) 163 1,198 
Dermira, Inc. (a) 107 3,052 
Dova Pharmaceuticals, Inc. 14 446 
Durect Corp. (a) 351 418 
Horizon Pharma PLC (a) 446 6,489 
Impax Laboratories, Inc. (a) 200 3,890 
Innoviva, Inc. (a) 211 3,078 
Intersect ENT, Inc. (a) 75 2,801 
Intra-Cellular Therapies, Inc. (a) 119 2,025 
Kala Pharmaceuticals, Inc. 20 304 
Lannett Co., Inc. (a) 80 1,628 
Melinta Therapeutics, Inc. (a) 26 363 
Mersana Therapeutics, Inc. 15 214 
MyoKardia, Inc. (a) 53 2,735 
Nektar Therapeutics (a) 407 33,964 
Neos Therapeutics, Inc. (a) 72 763 
Ocular Therapeutix, Inc. (a) 62 339 
Omeros Corp. (a) 127 2,056 
Pacira Pharmaceuticals, Inc. (a) 107 3,895 
Paratek Pharmaceuticals, Inc. (a) 65 991 
Phibro Animal Health Corp. Class A 56 1,907 
Prestige Brands Holdings, Inc. (a) 145 6,065 
Reata Pharmaceuticals, Inc. (a) 30 855 
Revance Therapeutics, Inc. (a) 64 2,067 
Rhythm Pharmaceuticals, Inc. 21 663 
Spero Therapeutics, Inc. (a) 14 169 
Sucampo Pharmaceuticals, Inc. Class A (a) 70 1,257 
Supernus Pharmaceuticals, Inc. (a) 132 5,155 
Teligent, Inc. (a) 109 332 
Tetraphase Pharmaceuticals, Inc. (a) 142 829 
The Medicines Company (a) 188 6,228 
TherapeuticsMD, Inc. (a) 463 2,722 
Theravance Biopharma, Inc. (a) 113 2,988 
WAVE Life Sciences (a) 34 1,360 
Zogenix, Inc. (a) 93 3,381 
Zynerba Pharmaceuticals, Inc. (a) 30 363 
  155,778 
TOTAL HEALTH CARE  948,553 
INDUSTRIALS - 15.4%   
Aerospace & Defense - 1.4%   
AAR Corp. 90 3,642 
Aerojet Rocketdyne Holdings, Inc. (a) 190 5,225 
AeroVironment, Inc. (a) 57 2,928 
Astronics Corp. (a) 60 2,676 
Axon Enterprise, Inc. (a) 142 3,757 
Cubic Corp. 69 4,005 
Curtiss-Wright Corp. 122 15,941 
Ducommun, Inc. (a) 28 817 
Engility Holdings, Inc. (a) 51 1,334 
Esterline Technologies Corp. (a) 71 5,222 
KEYW Holding Corp. (a) 140 938 
KLX, Inc. (a) 142 10,034 
Kratos Defense & Security Solutions, Inc. (a) 239 2,727 
Mercury Systems, Inc. (a) 128 6,147 
Moog, Inc. Class A (a) 88 7,925 
National Presto Industries, Inc. 14 1,423 
Sparton Corp. (a) 27 621 
Triumph Group, Inc. 136 3,964 
Vectrus, Inc. (a) 30 912 
Wesco Aircraft Holdings, Inc. (a) 159 1,137 
  81,375 
Air Freight & Logistics - 0.3%   
Air Transport Services Group, Inc. (a) 160 3,978 
Atlas Air Worldwide Holdings, Inc. (a) 65 3,660 
Echo Global Logistics, Inc. (a) 74 2,161 
Forward Air Corp. 82 4,978 
Hub Group, Inc. Class A (a) 89 4,276 
Radiant Logistics, Inc. (a) 93 447 
  19,500 
Airlines - 0.3%   
Allegiant Travel Co. 35 5,574 
Hawaiian Holdings, Inc. 140 5,229 
SkyWest, Inc. 139 7,749 
  18,552 
Building Products - 1.5%   
AAON, Inc. 116 4,222 
Advanced Drain Systems, Inc. Del 99 2,445 
American Woodmark Corp. (a) 39 5,298 
Apogee Enterprises, Inc. 79 3,595 
Builders FirstSource, Inc. (a) 302 6,469 
Caesarstone Sdot-Yam Ltd. 61 1,293 
Continental Building Products, Inc. (a) 107 3,044 
CSW Industrials, Inc. (a) 39 1,868 
GCP Applied Technologies, Inc. (a) 197 6,580 
Gibraltar Industries, Inc. (a) 89 3,302 
GMS, Inc. (a) 77 2,640 
Griffon Corp. 84 1,684 
Insteel Industries, Inc. 47 1,473 
Jeld-Wen Holding, Inc. 185 7,267 
Masonite International Corp. (a) 77 5,371 
NCI Building Systems, Inc. (a) 112 2,066 
Patrick Industries, Inc. (a) 67 4,291 
PGT, Inc. (a) 136 2,169 
Ply Gem Holdings, Inc. (a) 58 1,244 
Quanex Building Products Corp. 97 2,008 
Simpson Manufacturing Co. Ltd. 113 6,638 
Trex Co., Inc. (a) 81 9,039 
Universal Forest Products, Inc. 163 6,085 
  90,091 
Commercial Services & Supplies - 2.4%   
ABM Industries, Inc. 153 5,819 
ACCO Brands Corp. (a) 294 3,484 
ADS Waste Holdings, Inc. (a) 122 2,973 
Aqua Metals, Inc. (a) 24 44 
ARC Document Solutions, Inc. (a) 108 261 
Brady Corp. Class A 127 4,858 
Casella Waste Systems, Inc. Class A (a) 103 2,635 
CECO Environmental Corp. 83 376 
Covanta Holding Corp. 319 5,216 
Deluxe Corp. 133 9,878 
Ennis, Inc. 66 1,313 
Essendant, Inc. 109 986 
Evoqua Water Technologies Corp. (a) 89 2,035 
Healthcare Services Group, Inc. 196 10,815 
Heritage-Crystal Clean, Inc. (a) 37 805 
Herman Miller, Inc. 163 6,602 
HNI Corp. 117 4,550 
Hudson Technologies, Inc. (a) 106 666 
InnerWorkings, Inc. (a) 132 1,321 
Interface, Inc. 162 4,042 
Kimball International, Inc. Class B 97 1,801 
Knoll, Inc. 136 3,120 
LSC Communications, Inc. 91 1,245 
Matthews International Corp. Class A 85 4,760 
McGrath RentCorp. 63 3,011 
Mobile Mini, Inc. 119 4,504 
Msa Safety, Inc. 91 7,126 
Multi-Color Corp. 38 2,945 
NL Industries, Inc. (a) 21 273 
Quad/Graphics, Inc. 89 1,969 
R.R. Donnelley & Sons Co. 200 1,634 
SP Plus Corp. (a) 49 1,889 
Steelcase, Inc. Class A 236 3,670 
Team, Inc. (a) 83 1,411 
Tetra Tech, Inc. 153 7,604 
The Brink's Co. 126 10,508 
U.S. Ecology, Inc. 59 3,083 
UniFirst Corp. 42 6,943 
Viad Corp. 55 3,124 
VSE Corp. 25 1,239 
  140,538 
Construction & Engineering - 1.3%   
Aegion Corp. (a) 87 2,182 
Ameresco, Inc. Class A (a) 51 444 
Argan, Inc. 41 1,788 
Chicago Bridge & Iron Co. NV 275 5,739 
Comfort Systems U.S.A., Inc. 100 4,260 
Dycom Industries, Inc. (a) 83 9,687 
EMCOR Group, Inc. 163 13,249 
Granite Construction, Inc. 109 7,269 
Great Lakes Dredge & Dock Corp. (a) 151 710 
HC2 Holdings, Inc. (a) 112 672 
Ies Holdings, Inc. (a) 23 403 
KBR, Inc. 386 7,851 
Keane Group, Inc. 113 1,868 
Layne Christensen Co. (a) 46 621 
MasTec, Inc. (a) 183 9,772 
MYR Group, Inc. (a) 46 1,558 
Northwest Pipe Co. (a) 26 494 
NV5 Holdings, Inc. (a) 22 1,073 
Orion Group Holdings, Inc. (a) 70 526 
Primoris Services Corp. 111 2,886 
Sterling Construction Co., Inc. (a) 73 1,018 
Tutor Perini Corp. (a) 105 2,599 
  76,669 
Electrical Equipment - 0.6%   
Allied Motion Technologies, Inc. 19 662 
AZZ, Inc. 70 3,185 
Babcock & Wilcox Enterprises, Inc. (a) 127 826 
Encore Wire Corp. 57 2,884 
Energous Corp. (a) 52 966 
EnerSys 120 8,437 
Generac Holdings, Inc. (a) 167 8,171 
General Cable Corp. 137 4,069 
LSI Industries, Inc. 66 524 
Plug Power, Inc. (a) 642 1,239 
Powell Industries, Inc. 24 782 
Preformed Line Products Co. 8 591 
Revolution Lighting Technologies, Inc. (a) 48 170 
Sunrun, Inc. (a) 229 1,450 
Thermon Group Holdings, Inc. (a) 91 2,109 
TPI Composites, Inc. (a) 30 602 
Vicor Corp. (a) 44 805 
Vivint Solar, Inc. (a) 69 238 
  37,710 
Industrial Conglomerates - 0.1%   
Raven Industries, Inc. 101 3,894 
Machinery - 3.8%   
Actuant Corp. Class A 162 4,010 
Alamo Group, Inc. 26 2,991 
Albany International Corp. Class A 78 4,949 
Altra Industrial Motion Corp. 80 4,192 
American Railcar Industries, Inc. 21 824 
Astec Industries, Inc. 58 3,619 
Barnes Group, Inc. 138 9,079 
Blue Bird Corp. (a) 21 444 
Briggs & Stratton Corp. 117 2,829 
Chart Industries, Inc. (a) 85 4,213 
CIRCOR International, Inc. 44 2,333 
Columbus McKinnon Corp. (NY Shares) 62 2,539 
Commercial Vehicle Group, Inc. (a) 69 854 
Dmc Global, Inc. 39 893 
Douglas Dynamics, Inc. 62 2,554 
Eastern Co. 16 428 
Energy Recovery, Inc. (a) 91 703 
EnPro Industries, Inc. 58 5,103 
ESCO Technologies, Inc. 71 4,342 
ExOne Co. (a) 27 265 
Federal Signal Corp. 165 3,356 
Franklin Electric Co., Inc. 127 5,753 
FreightCar America, Inc. 32 499 
Gencor Industries, Inc. (a) 25 420 
Global Brass & Copper Holdings, Inc. 61 1,961 
Gorman-Rupp Co. 51 1,442 
Graham Corp. 26 556 
Greenbrier Companies, Inc. 76 3,811 
Hardinge, Inc. 31 585 
Harsco Corp. (a) 219 3,920 
Hillenbrand, Inc. 174 7,708 
Hurco Companies, Inc. 18 813 
Hyster-Yale Materials Handling Class A 29 2,456 
John Bean Technologies Corp. 86 9,783 
Kadant, Inc. 30 3,008 
Kennametal, Inc. 220 10,732 
L.B. Foster Co. Class A (a) 22 597 
Lindsay Corp. 29 2,587 
Lydall, Inc. (a) 45 2,151 
Manitowoc Co., Inc. (a) 89 3,567 
Meritor, Inc. (a) 228 6,220 
Milacron Holdings Corp. (a) 152 2,883 
Miller Industries, Inc. 28 729 
Mueller Industries, Inc. 155 5,129 
Mueller Water Products, Inc. Class A 420 4,885 
Navistar International Corp. New (a) 136 6,233 
NN, Inc. 76 2,189 
Omega Flex, Inc. 8 489 
Park-Ohio Holdings Corp. 23 958 
ProPetro Holding Corp. 159 2,970 
Proto Labs, Inc. (a) 68 7,436 
RBC Bearings, Inc. (a) 64 8,064 
Rexnord Corp. (a) 285 8,011 
Spartan Motors, Inc. 92 1,233 
SPX Corp. (a) 119 3,719 
SPX Flow, Inc. (a) 113 5,240 
Standex International Corp. 35 3,673 
Sun Hydraulics Corp. 64 3,973 
Tennant Co. 49 3,303 
Titan International, Inc. 134 1,784 
TriMas Corp. (a) 124 3,298 
Twin Disc, Inc. (a) 25 737 
Wabash National Corp. 156 4,029 
Watts Water Technologies, Inc. Class A 77 6,141 
Woodward, Inc. 147 11,395 
  227,590 
Marine - 0.1%   
Costamare, Inc. 128 835 
Eagle Bulk Shipping, Inc. (a) 102 483 
Genco Shipping & Trading Ltd. (a) 26 338 
Matson, Inc. 115 3,934 
Navios Maritime Holdings, Inc. (a) 205 250 
Safe Bulkers, Inc. (a) 143 490 
Scorpio Bulkers, Inc. 168 1,277 
  7,607 
Professional Services - 1.3%   
Acacia Research Corp. (a) 141 515 
Barrett Business Services, Inc. 20 1,394 
BG Staffing, Inc. 19 302 
CBIZ, Inc. (a) 143 2,360 
Cogint, Inc. (a) 58 212 
CRA International, Inc. 21 975 
Exponent, Inc. 70 5,191 
Forrester Research, Inc. 30 1,310 
Franklin Covey Co. (a) 28 806 
FTI Consulting, Inc. (a) 105 4,564 
GP Strategies Corp. (a) 34 848 
Heidrick & Struggles International, Inc. 52 1,373 
Hill International, Inc. (a) 94 536 
Huron Consulting Group, Inc. (a) 59 2,369 
ICF International, Inc. (a) 50 2,655 
Insperity, Inc. 99 6,064 
Kelly Services, Inc. Class A (non-vtg.) 85 2,406 
Kforce, Inc. 66 1,713 
Korn/Ferry International 143 6,372 
MISTRAS Group, Inc. (a) 45 959 
Navigant Consulting, Inc. (a) 129 2,647 
On Assignment, Inc. (a) 137 10,490 
Resources Connection, Inc. 85 1,390 
RPX Corp. 129 1,811 
TriNet Group, Inc. (a) 115 5,045 
TrueBlue, Inc. (a) 110 3,009 
WageWorks, Inc. (a) 109 6,600 
Willdan Group, Inc. (a) 21 476 
  74,392 
Road & Rail - 0.9%   
ArcBest Corp. 69 2,453 
Avis Budget Group, Inc. (a) 199 8,947 
Covenant Transport Group, Inc. Class A (a) 33 968 
Daseke, Inc. (a) 69 932 
Heartland Express, Inc. 132 2,995 
Knight-Swift Transportation Holdings, Inc. Class A 346 17,227 
Marten Transport Ltd. 110 2,552 
Roadrunner Transportation Systems, Inc. (a) 77 429 
Saia, Inc. (a) 69 5,213 
Schneider National, Inc. Class B 116 3,396 
Universal Logistics Holdings, Inc. 22 512 
Werner Enterprises, Inc. 132 5,372 
YRC Worldwide, Inc. (a) 94 1,501 
  52,497 
Trading Companies & Distributors - 1.4%   
Aircastle Ltd. 133 3,141 
Applied Industrial Technologies, Inc. 105 7,744 
Beacon Roofing Supply, Inc. (a) 183 11,072 
BMC Stock Holdings, Inc. (a) 182 4,077 
CAI International, Inc. (a) 43 1,215 
DXP Enterprises, Inc. (a) 45 1,539 
EnviroStar, Inc. 10 383 
GATX Corp. 104 7,399 
H&E Equipment Services, Inc. 88 3,465 
Herc Holdings, Inc. (a) 66 4,338 
Huttig Building Products, Inc. (a) 66 466 
Kaman Corp. 75 4,703 
Lawson Products, Inc. (a) 18 428 
MRC Global, Inc. (a) 244 4,387 
Nexeo Solutions, Inc. (a) 68 641 
Now, Inc. (a) 291 3,431 
Rush Enterprises, Inc.:   
Class A (a) 82 4,432 
Class B (a) 17 864 
SiteOne Landscape Supply, Inc. (a) 93 7,083 
Textainer Group Holdings Ltd. (a) 74 1,813 
Titan Machinery, Inc. (a) 50 1,075 
Triton International Ltd. 128 4,941 
Veritiv Corp. (a) 33 947 
Willis Lease Finance Corp. (a) 9 243 
  79,827 
Transportation Infrastructure - 0.0%   
SEACOR Marine Holdings, Inc. 43 643 
TOTAL INDUSTRIALS  910,885 
INFORMATION TECHNOLOGY - 16.7%   
Communications Equipment - 1.6%   
ADTRAN, Inc. 137 2,192 
Aerohive Networks, Inc. (a) 82 337 
Applied Optoelectronics, Inc. (a) 51 1,652 
CalAmp Corp. (a) 95 2,326 
Calix Networks, Inc. (a) 101 646 
Carvana Co. Class A 40 764 
Ciena Corp. (a) 386 8,214 
Clearfield, Inc. (a) 28 363 
Comtech Telecommunications Corp. 65 1,406 
Digi International, Inc. (a) 68 704 
EMCORE Corp. (a) 72 486 
Extreme Networks, Inc. (a) 305 4,584 
Finisar Corp. (a) 312 5,604 
Harmonic, Inc. (a) 217 792 
Infinera Corp. (a) 415 2,685 
InterDigital, Inc. 95 7,415 
KVH Industries, Inc. (a) 41 453 
Lumentum Holdings, Inc. (a) 170 7,871 
NETGEAR, Inc. (a) 87 6,064 
NetScout Systems, Inc. (a) 231 6,584 
Oclaro, Inc. (a) 463 2,750 
Plantronics, Inc. 89 5,250 
Quantenna Communications, Inc. (a) 63 867 
Sonus Networks, Inc. (a) 131 914 
Ubiquiti Networks, Inc. (a) 62 5,002 
ViaSat, Inc. (a) 146 11,041 
Viavi Solutions, Inc. (a) 624 5,354 
  92,320 
Electronic Equipment & Components - 2.8%   
Akoustis Technologies, Inc. (a) 31 180 
Anixter International, Inc. (a) 79 6,612 
AVX Corp. 125 2,243 
Badger Meter, Inc. 77 3,711 
Bel Fuse, Inc. Class B (non-vtg.) 25 514 
Belden, Inc. 115 9,749 
Benchmark Electronics, Inc. (a) 136 3,937 
Cardtronics PLC (a) 122 2,984 
Control4 Corp. (a) 71 1,925 
CTS Corp. 86 2,365 
Daktronics, Inc. 107 991 
Electro Scientific Industries, Inc. (a) 89 2,084 
ePlus, Inc. (a) 36 2,779 
Fabrinet 101 2,506 
FARO Technologies, Inc. (a) 45 2,426 
Fitbit, Inc. (a) 543 2,796 
II-VI, Inc. (a) 167 7,123 
Insight Enterprises, Inc. (a) 97 3,601 
Iteris, Inc. (a) 66 446 
Itron, Inc. (a) 93 6,808 
KEMET Corp. (a) 154 3,135 
Kimball Electronics, Inc. (a) 77 1,425 
Knowles Corp. (a) 239 3,642 
Littelfuse, Inc. 67 14,562 
Maxwell Technologies, Inc. (a) 100 579 
Mesa Laboratories, Inc. 9 1,274 
Methode Electronics, Inc. Class A 100 4,085 
MicroVision, Inc. (a) 199 237 
MTS Systems Corp. 48 2,489 
Napco Security Technolgies, Inc. (a) 33 302 
Novanta, Inc. (a) 89 5,153 
OSI Systems, Inc. (a) 49 3,238 
Park Electrochemical Corp. 52 952 
PC Connection, Inc. 30 786 
PC Mall, Inc. (a) 32 283 
Plexus Corp. (a) 92 5,497 
RadiSys Corp. (a) 76 66 
Rogers Corp. (a) 50 8,239 
Sanmina Corp. (a) 196 5,125 
ScanSource, Inc. (a) 67 2,291 
SYNNEX Corp. 80 9,818 
Systemax, Inc. 32 994 
Tech Data Corp. (a) 96 9,626 
TTM Technologies, Inc. (a) 252 4,155 
VeriFone Systems, Inc. (a) 304 5,375 
Vishay Intertechnology, Inc. 363 7,968 
Vishay Precision Group, Inc. (a) 27 740 
  167,816 
Internet Software & Services - 3.2%   
2U, Inc. (a) 132 9,804 
Actua Corp. 86 1,342 
Alarm.com Holdings, Inc. (a) 57 2,188 
Amber Road, Inc. (a) 48 348 
AppFolio, Inc. (a) 27 1,143 
Apptio, Inc. Class A (a) 66 1,686 
Bazaarvoice, Inc. (a) 230 1,265 
Benefitfocus, Inc. (a) 45 1,134 
BlackLine, Inc. (a) 42 1,396 
Blucora, Inc. (a) 124 3,026 
Box, Inc. Class A (a) 220 4,893 
Brightcove, Inc. (a) 91 614 
Carbonite, Inc. (a) 67 1,688 
Care.com, Inc. (a) 40 734 
ChannelAdvisor Corp. (a) 70 637 
Cimpress NV (a) 68 8,664 
Cloudera, Inc. 266 4,980 
CommerceHub, Inc.:   
Series A (a) 53 1,072 
Series C (a) 64 1,235 
Cornerstone OnDemand, Inc. (a) 144 5,923 
Coupa Software, Inc. (a) 88 3,364 
DHI Group, Inc. (a) 129 232 
Endurance International Group Holdings, Inc. (a) 166 1,378 
Envestnet, Inc. (a) 117 6,289 
Etsy, Inc. (a) 330 6,191 
Five9, Inc. (a) 147 3,823 
Gogo, Inc. (a) 161 1,552 
GrubHub, Inc. (a) 236 17,051 
GTT Communications, Inc. (a) 86 3,969 
Hortonworks, Inc. (a) 140 2,793 
Instructure, Inc. (a) 59 2,118 
Internap Network Services Corp. (a) 56 937 
j2 Global, Inc. 127 10,159 
Leaf Group Ltd. (a) 30 263 
Limelight Networks, Inc. (a) 214 937 
Liquidity Services, Inc. (a) 70 336 
LivePerson, Inc. (a) 155 1,852 
MeetMe, Inc. (a) 176 486 
MINDBODY, Inc. (a) 117 4,113 
MuleSoft, Inc. Class A 69 1,696 
New Relic, Inc. (a) 85 5,077 
NIC, Inc. 169 2,805 
Nutanix, Inc. Class A (a) 294 9,437 
Okta, Inc. 55 1,620 
Ominto, Inc. (a) 33 112 
Q2 Holdings, Inc. (a) 84 3,557 
QuinStreet, Inc. (a) 105 980 
Quotient Technology, Inc. (a) 208 2,454 
Reis, Inc. 23 477 
SecureWorks Corp. (a) 27 261 
Shutterstock, Inc. (a) 52 2,302 
SPS Commerce, Inc. (a) 47 2,472 
Stamps.com, Inc. (a) 45 9,173 
TechTarget, Inc. (a) 50 784 
The Trade Desk, Inc. (a) 66 3,200 
Tintri, Inc. 30 169 
TrueCar, Inc. (a) 197 2,323 
Tucows, Inc. (a) 25 1,355 
Twilio, Inc. Class A (a) 169 4,435 
Veritone, Inc. 8 142 
Web.com Group, Inc. (a) 108 2,511 
XO Group, Inc. (a) 71 1,356 
Yelp, Inc. (a) 219 9,597 
Yext, Inc. 69 831 
  190,741 
IT Services - 1.8%   
Acxiom Corp. (a) 217 5,874 
Blackhawk Network Holdings, Inc. (a) 152 6,908 
CACI International, Inc. Class A (a) 67 9,417 
Cass Information Systems, Inc. 34 1,970 
Convergys Corp. 257 5,980 
CSG Systems International, Inc. 93 4,201 
EPAM Systems, Inc. (a) 137 16,095 
Everi Holdings, Inc. (a) 184 1,424 
EVERTEC, Inc. 169 2,645 
ExlService Holdings, Inc. (a) 90 5,468 
Hackett Group, Inc. 66 1,057 
Information Services Group, Inc. (a) 79 337 
ManTech International Corp. Class A 72 3,749 
Maximus, Inc. 177 12,068 
MoneyGram International, Inc. (a) 85 1,027 
Perficient, Inc. (a) 93 1,801 
Presidio, Inc. 62 1,135 
Science Applications International Corp. 119 9,121 
ServiceSource International, Inc. (a) 204 694 
StarTek, Inc. (a) 27 338 
Sykes Enterprises, Inc. (a) 106 3,288 
Syntel, Inc. (a) 93 2,097 
Travelport Worldwide Ltd. 337 4,587 
Ttec Holdings, Inc. 38 1,509 
Unisys Corp. (a) 132 1,175 
Virtusa Corp. (a) 75 3,347 
  107,312 
Semiconductors & Semiconductor Equipment - 3.1%   
Acacia Communications, Inc. (a) 53 1,956 
Advanced Energy Industries, Inc. (a) 109 7,753 
Alpha & Omega Semiconductor Ltd. (a) 53 890 
Ambarella, Inc. (a) 90 4,536 
Amkor Technology, Inc. (a) 286 2,877 
Aquantia Corp. (a) 17 222 
Axcelis Technologies, Inc. (a) 84 2,176 
AXT, Inc. (a) 105 830 
Brooks Automation, Inc. 188 5,245 
Cabot Microelectronics Corp. 69 7,030 
Ceva, Inc. (a) 61 2,684 
Cirrus Logic, Inc. (a) 177 8,774 
Cohu, Inc. 74 1,685 
Cree, Inc. (a) 268 9,249 
CyberOptics Corp. (a) 21 320 
Diodes, Inc. (a) 109 3,073 
DSP Group, Inc. (a) 53 694 
Entegris, Inc. 390 12,695 
Experi Corp. 132 2,963 
FormFactor, Inc. (a) 195 2,798 
GSI Technology, Inc. (a) 42 337 
Ichor Holdings Ltd. (a) 52 1,660 
Impinj, Inc. (a) 49 1,096 
Inphi Corp. (a) 117 3,495 
Integrated Device Technology, Inc. (a) 368 11,003 
Kopin Corp. (a) 163 541 
Lattice Semiconductor Corp. (a) 331 2,155 
M/A-COM Technology Solutions Holdings, Inc. (a) 113 3,514 
MaxLinear, Inc. Class A (a) 167 4,307 
MKS Instruments, Inc. 148 15,140 
Monolithic Power Systems, Inc. 110 13,103 
Nanometrics, Inc. (a) 69 1,709 
NeoPhotonics Corp. (a) 97 544 
NVE Corp. 12 1,006 
PDF Solutions, Inc. (a) 79 1,081 
Photronics, Inc. (a) 193 1,621 
Pixelworks, Inc. (a) 80 487 
Power Integrations, Inc. 78 5,827 
Rambus, Inc. (a) 302 3,814 
Rudolph Technologies, Inc. (a) 84 2,201 
Semtech Corp. (a) 177 6,337 
Sigma Designs, Inc. (a) 98 554 
Silicon Laboratories, Inc. (a) 115 11,063 
SMART Global Holdings, Inc. 16 580 
SunPower Corp. (a) 161 1,277 
Synaptics, Inc. (a) 96 4,161 
Ultra Clean Holdings, Inc. (a) 92 1,995 
Veeco Instruments, Inc. (a) 127 2,115 
Xcerra Corp. (a) 149 1,487 
  182,660 
Software - 3.7%   
8x8, Inc. (a) 247 4,372 
A10 Networks, Inc. (a) 136 834 
ACI Worldwide, Inc. (a) 320 7,501 
Agilysys, Inc. (a) 41 492 
American Software, Inc. Class A 72 902 
Aspen Technology, Inc. (a) 201 15,567 
Barracuda Networks, Inc. (a) 69 1,901 
Blackbaud, Inc. 131 12,552 
Bottomline Technologies, Inc. (a) 111 4,052 
BroadSoft, Inc. (a) 86 4,721 
Callidus Software, Inc. (a) 185 6,651 
CommVault Systems, Inc. (a) 109 5,815 
Digimarc Corp. (a) 28 865 
Ebix, Inc. 66 5,419 
Ellie Mae, Inc. (a) 93 8,696 
Everbridge, Inc. (a) 46 1,485 
Fair Isaac Corp. 82 14,158 
Forescout Technologies, Inc. (a) 16 487 
Glu Mobile, Inc. (a) 290 1,085 
HubSpot, Inc. (a) 93 9,026 
Imperva, Inc. (a) 95 4,156 
Majesco (a) 20 116 
MicroStrategy, Inc. Class A (a) 26 3,581 
Mitek Systems, Inc. (a) 80 624 
MobileIron, Inc. (a) 161 725 
Model N, Inc. (a) 64 957 
Monotype Imaging Holdings, Inc. 117 2,802 
Park City Group, Inc. (a) 35 303 
Paycom Software, Inc. (a) 136 12,463 
Paylocity Holding Corp. (a) 74 3,869 
Pegasystems, Inc. 102 5,187 
Progress Software Corp. 131 6,528 
Proofpoint, Inc. (a) 119 12,140 
PROS Holdings, Inc. (a) 75 2,178 
QAD, Inc. Class A 27 1,164 
Qualys, Inc. (a) 88 5,500 
Rapid7, Inc. (a) 61 1,463 
RealNetworks, Inc. (a) 59 183 
RealPage, Inc. (a) 161 8,010 
RingCentral, Inc. (a) 179 9,720 
Rosetta Stone, Inc. (a) 43 550 
SendGrid, Inc. (a) 21 472 
Synchronoss Technologies, Inc. (a) 118 949 
TeleNav, Inc. (a) 87 492 
The Rubicon Project, Inc. (a) 123 236 
TiVo Corp. 327 4,562 
Upland Software, Inc. (a) 23 532 
Varonis Systems, Inc. (a) 55 2,987 
Vasco Data Security International, Inc. (a) 87 1,253 
Verint Systems, Inc. (a) 174 7,265 
VirnetX Holding Corp. (a) 142 490 
Workiva, Inc. (a) 74 1,650 
Zendesk, Inc. (a) 273 10,516 
Zix Corp. (a) 137 580 
  220,784 
Technology Hardware, Storage & Peripherals - 0.5%   
3D Systems Corp. (a) 306 3,133 
Avid Technology, Inc. (a) 91 491 
Cray, Inc. (a) 110 2,668 
Diebold Nixdorf, Inc. 205 3,782 
Eastman Kodak Co. (a) 43 342 
Electronics for Imaging, Inc. (a) 126 3,684 
Immersion Corp. (a) 78 810 
Intevac, Inc. (a) 49 333 
Pure Storage, Inc. Class A (a) 264 5,317 
Quantum Corp. (a) 80 495 
Stratasys Ltd. (a) 140 2,995 
Super Micro Computer, Inc. (a) 107 2,442 
U.S.A. Technologies, Inc. (a) 140 1,183 
  27,675 
TOTAL INFORMATION TECHNOLOGY  989,308 
MATERIALS - 4.5%   
Chemicals - 2.1%   
A. Schulman, Inc. 80 3,120 
Advanced Emissions Solutions, Inc. 60 484 
AdvanSix, Inc. (a) 81 3,196 
AgroFresh Solutions, Inc. (a) 65 490 
American Vanguard Corp. 78 1,650 
Balchem Corp. 87 6,873 
Calgon Carbon Corp. 141 3,010 
Chase Corp. 20 2,247 
Codexis, Inc. (a) 112 963 
Core Molding Technologies, Inc. 21 437 
Ferro Corp. (a) 228 5,363 
Flotek Industries, Inc. (a) 156 858 
FutureFuel Corp. 66 884 
H.B. Fuller Co. 138 7,155 
Hawkins, Inc. 25 883 
Ingevity Corp. (a) 117 8,488 
Innophos Holdings, Inc. 54 2,499 
Innospec, Inc. 65 4,667 
Intrepid Potash, Inc. (a) 259 1,008 
KMG Chemicals, Inc. 35 2,126 
Koppers Holdings, Inc. (a) 57 2,611 
Kraton Performance Polymers, Inc. (a) 82 4,121 
Kronos Worldwide, Inc. 61 1,674 
LSB Industries, Inc. (a) 57 484 
Minerals Technologies, Inc. 96 7,214 
OMNOVA Solutions, Inc. (a) 124 1,364 
PolyOne Corp. 222 9,648 
PQ Group Holdings, Inc. 82 1,340 
Quaker Chemical Corp. 36 5,540 
Rayonier Advanced Materials, Inc. 116 2,195 
Sensient Technologies Corp. 122 8,766 
Stepan Co. 55 4,313 
Trecora Resources (a) 58 771 
Tredegar Corp. 75 1,376 
Trinseo SA 122 10,059 
Tronox Ltd. Class A 245 4,809 
Valhi, Inc. 73 423 
  123,109 
Construction Materials - 0.3%   
Forterra, Inc. (a) 54 375 
Foundation Building Materials, Inc. 39 578 
Summit Materials, Inc. 304 9,713 
U.S. Concrete, Inc. (a) 44 3,425 
United States Lime & Minerals, Inc. 5 384 
  14,475 
Containers & Packaging - 0.1%   
Greif, Inc.:   
Class A 71 4,198 
Class B 15 955 
Myers Industries, Inc. 63 1,323 
UFP Technologies, Inc. (a) 17 496 
  6,972 
Metals & Mining - 1.3%   
AK Steel Holding Corp. (a) 861 4,357 
Allegheny Technologies, Inc. (a) 345 9,301 
Ampco-Pittsburgh Corp. 25 340 
Atkore International Group, Inc. (a) 93 2,174 
Carpenter Technology Corp. 127 6,528 
Century Aluminum Co. (a) 135 3,004 
Cliffs Natural Resources, Inc. (a) 817 5,596 
Coeur d'Alene Mines Corp. (a) 504 4,052 
Commercial Metals Co. 318 7,645 
Compass Minerals International, Inc. 93 6,780 
Gold Resource Corp. 150 678 
Haynes International, Inc. 36 1,289 
Hecla Mining Co. 1,073 4,120 
Kaiser Aluminum Corp. 45 4,961 
Klondex Mines Ltd. (a) 513 1,129 
Materion Corp. 55 2,734 
Olympic Steel, Inc. 25 583 
Ryerson Holding Corp. (a) 44 440 
Schnitzer Steel Industries, Inc. Class A 74 2,531 
SunCoke Energy, Inc. (a) 180 1,998 
TimkenSteel Corp. (a) 108 1,749 
Worthington Industries, Inc. 122 5,705 
  77,694 
Paper & Forest Products - 0.7%   
Boise Cascade Co. 105 4,667 
Clearwater Paper Corp. (a) 44 2,070 
Deltic Timber Corp. 30 2,836 
Kapstone Paper & Packaging Corp. 238 8,244 
Louisiana-Pacific Corp. (a) 401 11,874 
Neenah, Inc. 46 4,163 
P.H. Glatfelter Co. 118 2,756 
Schweitzer-Mauduit International, Inc. 83 3,758 
Verso Corp. (a) 93 1,494 
  41,862 
TOTAL MATERIALS  264,112 
REAL ESTATE - 6.3%   
Equity Real Estate Investment Trusts (REITs) - 5.9%   
Acadia Realty Trust (SBI) 225 5,526 
Agree Realty Corp. 78 3,755 
Alexander & Baldwin, Inc. 187 4,959 
Alexanders, Inc. 6 2,180 
Altisource Residential Corp. Class B 142 1,563 
American Assets Trust, Inc. 108 3,808 
Armada Hoffler Properties, Inc. 127 1,828 
Ashford Hospitality Prime, Inc. 74 667 
Ashford Hospitality Trust, Inc. 220 1,417 
Bluerock Residential Growth (REIT), Inc. 62 520 
CareTrust (REIT), Inc. 210 3,337 
CatchMark Timber Trust, Inc. 125 1,646 
CBL & Associates Properties, Inc. 471 2,619 
Cedar Realty Trust, Inc. 233 1,191 
Chatham Lodging Trust 125 2,800 
Chesapeake Lodging Trust 159 4,352 
City Office REIT, Inc. 81 946 
Clipper Realty, Inc. 45 425 
Community Healthcare Trust, Inc. 49 1,305 
CorEnergy Infrastructure Trust, Inc. 34 1,303 
Cousins Properties, Inc. 1,152 10,368 
DiamondRock Hospitality Co. 544 6,397 
Easterly Government Properties, Inc. 118 2,458 
EastGroup Properties, Inc. 92 7,987 
Education Realty Trust, Inc. 207 6,837 
Farmland Partners, Inc. 86 701 
First Industrial Realty Trust, Inc. 326 10,060 
Four Corners Property Trust, Inc. 166 3,918 
Franklin Street Properties Corp. 274 2,778 
Getty Realty Corp. 88 2,309 
Gladstone Commercial Corp. 79 1,501 
Global Medical REIT, Inc. 47 377 
Global Net Lease, Inc. 189 3,466 
Government Properties Income Trust 261 4,479 
Gramercy Property Trust 438 11,055 
Healthcare Realty Trust, Inc. 337 10,066 
Hersha Hospitality Trust 109 2,022 
Independence Realty Trust, Inc. 237 2,178 
InfraReit, Inc. 120 2,278 
Investors Real Estate Trust 348 1,973 
iStar Financial, Inc. (a) 184 1,941 
Jernigan Capital, Inc. 37 656 
Kite Realty Group Trust 221 3,726 
LaSalle Hotel Properties (SBI) 311 9,498 
Lexington Corporate Properties Trust 583 5,259 
LTC Properties, Inc. 106 4,344 
Mack-Cali Realty Corp. 244 4,897 
MedEquities Realty Trust, Inc. 76 830 
Monmouth Real Estate Investment Corp. Class A 199 3,401 
National Health Investors, Inc. 110 7,758 
National Storage Affiliates Trust 124 3,146 
New Senior Investment Group, Inc. 236 1,808 
NexPoint Residential Trust, Inc. 49 1,299 
NorthStar Realty Europe Corp. 155 1,849 
One Liberty Properties, Inc. 45 1,100 
Pebblebrook Hotel Trust 188 7,332 
Pennsylvania Real Estate Investment Trust (SBI) 193 2,154 
Physicians Realty Trust 490 7,987 
Potlatch Corp. 112 5,925 
Preferred Apartment Communities, Inc. Class A 102 1,700 
PS Business Parks, Inc. 54 6,594 
QTS Realty Trust, Inc. Class A 134 6,673 
Quality Care Properties, Inc. (a) 264 3,564 
RAIT Financial Trust 200 128 
Ramco-Gershenson Properties Trust (SBI) 221 2,922 
Retail Opportunity Investments Corp. 292 5,364 
Rexford Industrial Realty, Inc. 210 6,235 
RLJ Lodging Trust 465 10,751 
Ryman Hospitality Properties, Inc. 121 9,263 
Sabra Health Care REIT, Inc. 484 8,760 
Safety Income and Growth, Inc. 27 475 
Saul Centers, Inc. 33 1,806 
Select Income REIT 176 3,935 
Seritage Growth Properties 69 2,843 
Stag Industrial, Inc. 258 6,533 
Summit Hotel Properties, Inc. 289 4,477 
Sunstone Hotel Investors, Inc. 618 10,413 
Terreno Realty Corp. 145 5,162 
The GEO Group, Inc. 334 7,532 
TIER REIT, Inc. 135 2,620 
UMH Properties, Inc. 91 1,218 
Universal Health Realty Income Trust (SBI) 36 2,396 
Urban Edge Properties 281 6,570 
Urstadt Biddle Properties, Inc. Class A 85 1,651 
Washington REIT (SBI) 214 6,133 
Whitestone REIT Class B 107 1,406 
WP Glimcher, Inc. 522 3,435 
Xenia Hotels & Resorts, Inc. 293 6,505 
  351,329 
Real Estate Management & Development - 0.4%   
Altisource Portfolio Solutions SA (a) 29 812 
Consolidated-Tomoka Land Co. 11 728 
Forestar Group, Inc. (a) 31 756 
FRP Holdings, Inc. (a) 17 849 
HFF, Inc. 102 5,019 
Kennedy-Wilson Holdings, Inc. 330 5,858 
Marcus & Millichap, Inc. (a) 45 1,469 
Maui Land & Pineapple, Inc. (a) 17 234 
RE/MAX Holdings, Inc. 50 2,468 
Redfin Corp. 31 629 
Stratus Properties, Inc. 14 428 
Tejon Ranch Co. (a) 49 1,069 
The St. Joe Co. (a) 124 2,331 
Transcontinental Realty Investors, Inc. (a) 6 196 
Trinity Place Holdings, Inc. (a) 48 324 
  23,170 
TOTAL REAL ESTATE  374,499 
TELECOMMUNICATION SERVICES - 0.8%   
Diversified Telecommunication Services - 0.7%   
Atlantic Tele-Network, Inc. 30 1,781 
Cincinnati Bell, Inc. (a) 119 2,053 
Cogent Communications Group, Inc. 113 5,096 
Consolidated Communications Holdings, Inc. 177 2,204 
Frontier Communications Corp. 212 1,736 
General Communications, Inc. Class A (a) 72 3,019 
Globalstar, Inc. (a) 1,597 1,677 
Hawaiian Telcom Holdco, Inc. (a) 16 459 
IDT Corp. Class B 47 511 
Intelsat SA (a) 94 264 
Iridium Communications, Inc. (a) 234 2,972 
Ooma, Inc. (a) 47 482 
ORBCOMM, Inc. (a) 182 2,091 
PDVWireless, Inc. (a) 25 860 
Straight Path Communications, Inc. Class B (a) 27 4,928 
Vonage Holdings Corp. (a) 564 6,311 
WideOpenWest, Inc. 56 573 
Windstream Holdings, Inc. 481 794 
  37,811 
Wireless Telecommunication Services - 0.1%   
Boingo Wireless, Inc. (a) 107 2,595 
Shenandoah Telecommunications Co. 126 4,284 
Spok Holdings, Inc. 51 796 
  7,675 
TOTAL TELECOMMUNICATION SERVICES  45,486 
UTILITIES - 3.3%   
Electric Utilities - 1.0%   
Allete, Inc. 141 10,214 
El Paso Electric Co. 112 5,846 
Genie Energy Ltd. Class B 40 175 
IDACORP, Inc. 138 11,907 
MGE Energy, Inc. 96 5,741 
Otter Tail Corp. 107 4,558 
PNM Resources, Inc. 220 8,382 
Portland General Electric Co. 247 10,460 
Spark Energy, Inc. Class A, 28 277 
  57,560 
Gas Utilities - 1.1%   
Chesapeake Utilities Corp. 43 3,161 
New Jersey Resources Corp. 236 9,157 
Northwest Natural Gas Co. 78 4,473 
ONE Gas, Inc. 144 10,200 
RGC Resources, Inc. 18 439 
South Jersey Industries, Inc. 218 6,418 
Southwest Gas Holdings, Inc. 131 9,639 
Spire, Inc. 129 8,579 
WGL Holdings, Inc. 141 11,875 
  63,941 
Independent Power and Renewable Electricity Producers - 0.4%   
Atlantic Power Corp. (a) 293 627 
Dynegy, Inc. (a) 297 3,718 
NRG Yield, Inc.:   
Class A 117 2,203 
Class C 161 3,043 
Ormat Technologies, Inc. 110 7,709 
Pattern Energy Group, Inc. 219 4,516 
Terraform Power, Inc. 129 1,406 
  23,222 
Multi-Utilities - 0.4%   
Avista Corp. 176 8,863 
Black Hills Corp. 147 8,166 
NorthWestern Energy Corp. 134 7,282 
Unitil Corp. 40 1,768 
  26,079 
Water Utilities - 0.4%   
American States Water Co. 99 5,467 
AquaVenture Holdings Ltd. (a) 31 472 
Artesian Resources Corp. Class A 20 744 
Cadiz, Inc. (a) 59 858 
California Water Service Group 131 5,332 
Connecticut Water Service, Inc. 34 1,804 
Consolidated Water Co., Inc. 43 576 
Global Water Resources, Inc. 33 294 
Middlesex Water Co. 46 1,732 
Pure Cycle Corp. (a) 49 424 
Select Energy Services, Inc. Class A 75 1,344 
SJW Corp. 46 2,753 
York Water Co. 34 1,076 
  22,876 
TOTAL UTILITIES  193,678 
TOTAL COMMON STOCKS   
(Cost $5,458,136)  5,914,399 
TOTAL INVESTMENT IN SECURITIES - 100.0%   
(Cost $5,458,136)  5,914,399 
NET OTHER ASSETS (LIABILITIES) - 0.0%  (386) 
NET ASSETS - 100%  $5,914,013 

Legend

 (a) Non-income producing


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 $201 
Total $201 

Amounts in the income column in the above table include any capital gain distributions from underlying funds.

Investment Valuation

All investments are categorized as Level 1 under the Fair Value Hierarchy. 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 is provided later in this section.

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 Fair Value Committee (the Committee) established by the Fund's investment adviser. 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. 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.

For additional information on the Fund's 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, 2018


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, 2018



By:

/s/Howard J. Galligan III


Howard J. Galligan III


Chief Financial Officer



Date:

March 30, 2018