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)


William C. Coffey, 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, 2019


Item 1.

Schedule of Investments





Quarterly Holdings Report
for

Fidelity® Mid Cap Index Fund

January 31, 2019







MCX-QTLY-0319
1.929302.107





Schedule of Investments January 31, 2019 (Unaudited)

Showing Percentage of Net Assets

Common Stocks - 99.5%   
 Shares Value 
COMMUNICATION SERVICES - 3.6%   
Diversified Telecommunication Services - 0.3%   
CenturyLink, Inc. 1,080,863 $16,558,821 
Zayo Group Holdings, Inc. (a) 254,555 6,987,535 
  23,546,356 
Entertainment - 0.6%   
Cinemark Holdings, Inc. 120,531 4,932,129 
Lions Gate Entertainment Corp.:   
Class A (b) 56,699 1,041,561 
Class B 109,721 1,923,409 
Live Nation Entertainment, Inc. (a) 155,373 8,314,009 
Take-Two Interactive Software, Inc. (a) 127,095 13,414,877 
The Madison Square Garden Co. (a) 20,696 5,751,418 
Viacom, Inc.:   
Class A 13,073 448,273 
Class B (non-vtg.) 396,656 11,669,620 
Zynga, Inc. (a) 866,447 3,881,683 
  51,376,979 
Interactive Media & Services - 0.8%   
IAC/InterActiveCorp (a) 84,066 17,761,464 
Match Group, Inc. (b) 59,217 3,167,517 
TripAdvisor, Inc. (a)(b) 117,139 6,721,436 
Twitter, Inc. (a) 807,843 27,111,211 
Zillow Group, Inc.:   
Class A (a)(b) 63,687 2,216,944 
Class C (a)(b) 136,290 4,782,416 
  61,760,988 
Media - 1.8%   
AMC Networks, Inc. Class A (a)(b) 48,993 3,083,619 
Cable One, Inc. 4,849 4,288,165 
CBS Corp. Class B 367,179 18,160,673 
Discovery Communications, Inc.:   
Class A (a)(b) 173,984 4,937,666 
Class C (non-vtg.) (a) 387,632 10,330,393 
DISH Network Corp. Class A (a) 250,084 7,670,076 
GCI Liberty, Inc. (a)(b) 114,644 5,835,380 
Interpublic Group of Companies, Inc. 432,591 9,841,445 
John Wiley & Sons, Inc. Class A 49,708 2,573,880 
Liberty Broadband Corp.:   
Class A (a)(b) 29,676 2,515,635 
Class C (a) 117,006 9,947,850 
Liberty Media Corp.:   
Liberty Formula One Group Series C (a) 224,039 7,028,103 
Liberty Media Class A (a)(b) 27,392 838,195 
Liberty SiriusXM Series A (a) 94,259 3,749,623 
Liberty SiriusXM Series C (a) 186,770 7,463,329 
News Corp.:   
Class A 426,121 5,467,132 
Class B 140,038 1,810,691 
Omnicom Group, Inc. 251,376 19,577,163 
Sirius XM Holdings, Inc. (b) 1,869,912 10,901,587 
Tribune Media Co. Class A 98,377 4,516,488 
  140,537,093 
Wireless Telecommunication Services - 0.1%   
Sprint Corp. (a) 738,453 4,607,947 
Telephone & Data Systems, Inc. 112,536 4,076,054 
U.S. Cellular Corp. (a) 14,584 839,747 
  9,523,748 
TOTAL COMMUNICATION SERVICES  286,745,164 
CONSUMER DISCRETIONARY - 11.9%   
Auto Components - 0.8%   
Adient PLC 104,249 2,057,875 
Aptiv PLC 298,992 23,659,237 
BorgWarner, Inc. 237,134 9,698,781 
Gentex Corp. 304,636 6,452,190 
Lear Corp. 72,186 11,111,591 
The Goodyear Tire & Rubber Co. 262,699 5,566,592 
Visteon Corp. (a) 32,356 2,487,853 
  61,034,119 
Automobiles - 0.1%   
Harley-Davidson, Inc. 183,873 6,777,559 
Thor Industries, Inc. 56,543 3,682,080 
  10,459,639 
Distributors - 0.4%   
Genuine Parts Co. 161,697 16,140,595 
LKQ Corp. (a) 357,070 9,362,375 
Pool Corp. 44,290 6,639,514 
  32,142,484 
Diversified Consumer Services - 0.5%   
Bright Horizons Family Solutions, Inc. (a) 64,470 7,464,981 
Frontdoor, Inc. (a) 75,635 2,247,872 
Graham Holdings Co. 4,746 3,156,090 
Grand Canyon Education, Inc. (a) 52,926 4,918,942 
H&R Block, Inc. 232,575 5,486,444 
Service Corp. International 195,908 8,408,371 
ServiceMaster Global Holdings, Inc. (a) 153,472 5,983,873 
  37,666,573 
Hotels, Restaurants & Leisure - 2.7%   
ARAMARK Holdings Corp. 275,190 9,067,511 
Caesars Entertainment Corp. (a)(b) 640,094 5,850,459 
Chipotle Mexican Grill, Inc. (a) 27,499 14,563,745 
Choice Hotels International, Inc. 38,720 3,065,075 
Darden Restaurants, Inc. 139,906 14,680,337 
Domino's Pizza, Inc. 46,656 13,237,707 
Dunkin' Brands Group, Inc. 93,147 6,370,323 
Extended Stay America, Inc. unit 215,072 3,677,731 
Hilton Grand Vacations, Inc. (a) 109,783 3,330,816 
Hilton Worldwide Holdings, Inc. 315,421 23,492,556 
Hyatt Hotels Corp. Class A 47,442 3,316,670 
International Game Technology PLC (b) 110,153 1,802,103 
MGM Mirage, Inc. 555,857 16,364,430 
Norwegian Cruise Line Holdings Ltd. (a) 248,248 12,767,395 
Royal Caribbean Cruises Ltd. 188,075 22,578,404 
Six Flags Entertainment Corp. 81,090 4,994,333 
U.S. Foods Holding Corp. (a) 242,600 8,180,472 
Vail Resorts, Inc. 45,373 8,541,921 
Wendy's Co. 208,857 3,617,403 
Wyndham Destinations, Inc. 107,829 4,543,914 
Wyndham Hotels & Resorts, Inc. 110,328 5,416,002 
Wynn Resorts Ltd. 115,768 14,240,622 
Yum China Holdings, Inc. 410,341 14,956,929 
  218,656,858 
Household Durables - 1.3%   
D.R. Horton, Inc. 388,051 14,920,561 
Garmin Ltd. 128,078 8,860,436 
Leggett & Platt, Inc. 147,188 6,028,820 
Lennar Corp.:   
Class A 323,132 15,322,919 
Class B 17,327 660,505 
Mohawk Industries, Inc. (a) 70,065 9,023,671 
Newell Brands, Inc. 488,067 10,351,901 
NVR, Inc. (a) 3,565 9,482,900 
PulteGroup, Inc. 287,334 7,990,759 
Tempur Sealy International, Inc. (a)(b) 51,773 2,745,004 
Toll Brothers, Inc. 153,709 5,678,010 
Whirlpool Corp. 70,339 9,355,790 
  100,421,276 
Internet & Direct Marketing Retail - 0.5%   
Expedia, Inc. 136,099 16,229,806 
GrubHub, Inc. (a)(b) 101,926 8,194,850 
Liberty Interactive Corp. QVC Group Series A (a) 468,797 10,196,335 
Wayfair LLC Class A (a)(b) 64,320 7,040,467 
  41,661,458 
Leisure Products - 0.3%   
Brunswick Corp. 97,708 4,916,667 
Hasbro, Inc. 130,632 11,830,034 
Mattel, Inc. (a)(b) 387,743 4,590,877 
Polaris Industries, Inc. (b) 65,997 5,535,828 
  26,873,406 
Multiline Retail - 1.1%   
Dollar General Corp. 300,304 34,664,091 
Dollar Tree, Inc. (a) 265,045 25,664,307 
Kohl's Corp. 188,264 12,931,854 
Macy's, Inc. 345,113 9,076,472 
Nordstrom, Inc. 133,269 6,185,014 
  88,521,738 
Specialty Retail - 2.8%   
Advance Auto Parts, Inc. 78,649 12,520,921 
AutoNation, Inc. (a) 61,456 2,381,420 
AutoZone, Inc. (a) 28,768 24,376,277 
Best Buy Co., Inc. 266,371 15,779,818 
Burlington Stores, Inc. (a) 75,062 12,888,896 
CarMax, Inc. (a) 196,118 11,527,816 
Dick's Sporting Goods, Inc. 83,243 2,939,310 
Floor & Decor Holdings, Inc. Class A (a)(b) 53,915 1,848,745 
Foot Locker, Inc. 128,672 7,191,478 
Gap, Inc. 244,946 6,231,426 
L Brands, Inc. 258,932 7,208,667 
Michaels Companies, Inc. (a)(b) 115,004 1,593,955 
O'Reilly Automotive, Inc. (a) 89,230 30,754,012 
Penske Automotive Group, Inc. 39,798 1,865,730 
Ross Stores, Inc. 412,559 38,004,935 
Tiffany & Co., Inc. 136,978 12,154,058 
Tractor Supply Co. 137,335 11,728,409 
Ulta Beauty, Inc. (a) 63,858 18,641,427 
Urban Outfitters, Inc. (a) 82,649 2,669,563 
Williams-Sonoma, Inc. (b) 89,913 4,893,965 
  227,200,828 
Textiles, Apparel & Luxury Goods - 1.4%   
Capri Holdings Ltd. (a) 157,565 6,693,361 
Carter's, Inc. 50,959 4,224,501 
Columbia Sportswear Co. 34,847 3,108,004 
Hanesbrands, Inc. (b) 402,566 6,034,464 
lululemon athletica, Inc. (a) 107,868 15,943,969 
PVH Corp. 86,163 9,401,245 
Ralph Lauren Corp. 60,821 7,063,751 
Skechers U.S.A., Inc. Class A (sub. vtg.) (a) 148,903 4,045,695 
Tapestry, Inc. 324,655 12,567,395 
Under Armour, Inc.:   
Class A (sub. vtg.) (a)(b) 208,785 4,330,201 
Class C (non-vtg.) (a)(b) 214,101 4,055,073 
VF Corp. 365,625 30,774,656 
  108,242,315 
TOTAL CONSUMER DISCRETIONARY  952,880,694 
CONSUMER STAPLES - 4.1%   
Beverages - 0.5%   
Brown-Forman Corp.:   
Class A 57,052 2,683,156 
Class B (non-vtg.) 318,730 15,059,993 
Keurig Dr. Pepper, Inc. 201,704 5,490,383 
Molson Coors Brewing Co. Class B 195,345 13,011,930 
  36,245,462 
Food & Staples Retailing - 0.4%   
Casey's General Stores, Inc. 40,818 5,252,460 
Kroger Co. 895,998 25,383,623 
Sprouts Farmers Market LLC (a) 142,322 3,412,882 
Welbilt, Inc. (a) 145,041 2,033,475 
  36,082,440 
Food Products - 2.4%   
Archer Daniels Midland Co. 630,885 28,326,737 
Bunge Ltd. 158,493 8,728,210 
Campbell Soup Co. (b) 199,519 7,068,958 
Conagra Brands, Inc. 542,929 11,748,984 
Flowers Foods, Inc. 202,154 3,974,348 
Hormel Foods Corp. (b) 307,156 12,998,842 
Ingredion, Inc. 79,626 7,882,974 
Kellogg Co. 280,789 16,569,359 
Lamb Weston Holdings, Inc. 165,585 11,971,796 
McCormick & Co., Inc. (non-vtg.) 137,005 16,939,298 
Pilgrim's Pride Corp. (a) 58,428 1,183,751 
Post Holdings, Inc. (a) 72,869 6,763,701 
Seaboard Corp. 288 1,112,881 
The Hain Celestial Group, Inc. (a) 103,742 1,901,591 
The Hershey Co. 158,728 16,841,041 
The J.M. Smucker Co. 123,880 12,992,534 
TreeHouse Foods, Inc. (a) 61,351 3,580,444 
Tyson Foods, Inc. Class A 328,639 20,349,327 
  190,934,776 
Household Products - 0.6%   
Church & Dwight Co., Inc. 275,931 17,827,902 
Clorox Co. 144,953 21,508,126 
Energizer Holdings, Inc. 67,025 3,176,985 
Spectrum Brands Holdings, Inc. (b) 45,256 2,528,905 
  45,041,918 
Personal Products - 0.2%   
Coty, Inc. Class A 524,999 4,073,992 
Herbalife Nutrition Ltd. (a) 122,086 7,288,534 
Nu Skin Enterprises, Inc. Class A 61,935 4,066,033 
  15,428,559 
TOTAL CONSUMER STAPLES  323,733,155 
ENERGY - 4.2%   
Energy Equipment & Services - 0.4%   
Helmerich & Payne, Inc. 119,400 6,685,206 
Nabors Industries Ltd. 384,112 1,136,972 
National Oilwell Varco, Inc. 430,641 12,695,297 
Patterson-UTI Energy, Inc. 239,487 2,904,977 
RPC, Inc. 63,669 686,989 
Transocean Ltd. (United States) (a)(b) 586,683 5,027,873 
Weatherford International PLC (a) 1,093,720 709,168 
  29,846,482 
Oil, Gas & Consumable Fuels - 3.8%   
Antero Resources Corp. (a)(b) 269,852 2,714,711 
Apache Corp. 430,578 14,131,570 
Cabot Oil & Gas Corp. 490,427 12,236,154 
Centennial Resource Development, Inc. Class A (a)(b) 206,488 2,719,447 
Cheniere Energy, Inc. (a) 260,995 17,134,322 
Chesapeake Energy Corp. (a)(b) 1,177,237 3,355,125 
Cimarex Energy Co. (b) 105,989 7,985,211 
CNX Resources Corp. (a) 227,963 2,767,471 
Concho Resources, Inc. (a) 219,890 26,351,618 
Continental Resources, Inc. (a) 98,290 4,538,049 
Devon Energy Corp. 527,447 14,056,463 
Diamondback Energy, Inc. 177,706 18,325,043 
EQT Corp. 287,380 5,595,289 
Equitrans Midstream Corp. 237,956 4,954,244 
Extraction Oil & Gas, Inc. (a)(b) 124,468 490,404 
Hess Corp. 294,758 15,916,932 
HollyFrontier Corp. 178,877 10,077,930 
Kosmos Energy Ltd. (a)(b) 266,003 1,364,595 
Marathon Oil Corp. 934,498 14,755,723 
Murphy Oil Corp. 185,158 5,064,071 
Newfield Exploration Co. (a) 226,896 4,147,659 
Noble Energy, Inc. 541,476 12,096,574 
ONEOK, Inc. 463,457 29,758,574 
Parsley Energy, Inc. Class A (a) 297,271 5,523,295 
PBF Energy, Inc. Class A 133,726 4,897,046 
QEP Resources, Inc. (a) 263,764 2,181,328 
Range Resources Corp. 237,914 2,624,191 
SM Energy Co. 124,004 2,432,958 
Targa Resources Corp. 254,616 10,951,034 
The Williams Companies, Inc. 1,373,621 36,991,614 
Whiting Petroleum Corp. (a) 100,581 2,879,634 
WPX Energy, Inc. (a) 453,204 5,556,281 
  304,574,560 
TOTAL ENERGY  334,421,042 
FINANCIALS - 13.0%   
Banks - 4.3%   
Associated Banc-Corp. 185,160 4,008,714 
Bank of Hawaii Corp. 46,529 3,598,088 
Bank of the Ozarks, Inc. 137,785 4,180,397 
BankUnited, Inc. 114,808 3,881,658 
BOK Financial Corp. 36,780 3,056,786 
CIT Group, Inc. 118,947 5,494,162 
Citizens Financial Group, Inc. 528,321 17,920,648 
Comerica, Inc. 181,848 14,318,712 
Commerce Bancshares, Inc. 116,159 6,946,308 
Cullen/Frost Bankers, Inc. 64,327 6,257,731 
East West Bancorp, Inc. 162,328 8,168,345 
Fifth Third Bancorp 739,405 19,830,842 
First Citizens Bancshares, Inc. 8,903 3,628,240 
First Hawaiian, Inc. 120,699 3,105,585 
First Horizon National Corp. 363,073 5,329,912 
First Republic Bank 184,441 17,822,534 
FNB Corp., Pennsylvania 364,126 4,242,068 
Huntington Bancshares, Inc. 1,190,054 15,756,315 
KeyCorp 1,162,091 19,139,639 
M&T Bank Corp. 157,894 25,979,879 
PacWest Bancorp 137,774 5,316,699 
Peoples United Financial, Inc. 415,689 6,808,986 
Pinnacle Financial Partners, Inc. 84,590 4,548,404 
Popular, Inc. 110,893 6,055,867 
Prosperity Bancshares, Inc. 74,607 5,307,542 
Regions Financial Corp. 1,166,700 17,698,839 
Signature Bank 60,993 7,765,019 
Sterling Bancorp 252,660 4,861,178 
SunTrust Banks, Inc. 506,497 30,096,052 
SVB Financial Group (a) 59,674 13,926,718 
Synovus Financial Corp. 180,689 6,400,004 
TCF Financial Corp. 185,801 4,117,350 
Texas Capital Bancshares, Inc. (a) 57,041 3,323,779 
Umpqua Holdings Corp. 247,182 4,370,178 
Webster Financial Corp. 103,314 5,566,558 
Western Alliance Bancorp. (a) 110,767 4,904,763 
Wintrust Financial Corp. 62,982 4,480,539 
Zions Bancorporation 213,385 10,154,992 
  338,370,030 
Capital Markets - 3.1%   
Affiliated Managers Group, Inc. 59,643 6,259,533 
Ameriprise Financial, Inc. 157,316 19,916,206 
BGC Partners, Inc. Class A 304,377 1,884,094 
Brighthouse Financial, Inc. (a) 135,427 5,056,844 
Cboe Global Markets, Inc. 125,827 11,735,884 
E*TRADE Financial Corp. 287,567 13,417,876 
Eaton Vance Corp. (non-vtg.) 127,829 4,923,973 
Evercore, Inc. Class A 45,602 4,079,099 
FactSet Research Systems, Inc. 42,056 9,194,703 
Franklin Resources, Inc. 339,666 10,057,510 
Interactive Brokers Group, Inc. 82,869 4,176,598 
Invesco Ltd. 457,392 8,333,682 
Lazard Ltd. Class A 130,395 5,188,417 
Legg Mason, Inc. 95,872 2,856,986 
LPL Financial 96,781 6,810,479 
MarketAxess Holdings, Inc. 41,232 8,855,397 
Moody's Corp. 188,163 29,825,717 
Morningstar, Inc. 20,495 2,544,454 
MSCI, Inc. 98,291 16,736,009 
Northern Trust Corp. 230,329 20,374,903 
Raymond James Financial, Inc. 147,725 11,891,863 
SEI Investments Co. 148,525 7,060,879 
T. Rowe Price Group, Inc. 266,452 24,902,604 
The NASDAQ OMX Group, Inc. 130,088 11,452,948 
Virtu Financial, Inc. Class A 45,498 1,162,474 
  248,699,132 
Consumer Finance - 1.0%   
Ally Financial, Inc. 476,199 12,409,746 
Credit Acceptance Corp. (a)(b) 12,655 5,036,943 
Discover Financial Services 378,659 25,555,696 
Navient Corp. 294,724 3,359,854 
OneMain Holdings, Inc. (a) 86,409 2,582,765 
Santander Consumer U.S.A. Holdings, Inc. 130,088 2,479,477 
SLM Corp. 490,380 5,251,970 
Synchrony Financial 837,766 25,166,491 
  81,842,942 
Diversified Financial Services - 0.2%   
AXA Equitable Holdings, Inc. (b) 221,932 4,114,619 
Jefferies Financial Group, Inc. 329,378 6,854,356 
Voya Financial, Inc. 175,939 8,168,848 
  19,137,823 
Insurance - 3.6%   
Alleghany Corp. 16,173 10,214,220 
American Financial Group, Inc. 81,408 7,765,509 
American National Insurance Co. 8,189 1,139,827 
Arch Capital Group Ltd. (a) 435,783 12,790,231 
Arthur J. Gallagher & Co. 203,489 15,202,663 
Aspen Insurance Holdings Ltd. 66,441 2,772,583 
Assurant, Inc. 58,612 5,649,611 
Assured Guaranty Ltd. 117,022 4,746,412 
Athene Holding Ltd. (a) 178,736 7,667,774 
Axis Capital Holdings Ltd. 93,009 4,980,632 
Brown & Brown, Inc. 260,896 7,085,935 
Cincinnati Financial Corp. 173,314 14,059,232 
CNA Financial Corp. 31,663 1,452,065 
Erie Indemnity Co. Class A 27,701 4,054,872 
Everest Re Group Ltd. 45,535 9,974,442 
First American Financial Corp. 122,897 6,154,682 
FNF Group 297,696 10,764,687 
Hanover Insurance Group, Inc. 47,503 5,417,242 
Hartford Financial Services Group, Inc. 403,752 18,944,044 
Lincoln National Corp. 240,133 14,045,379 
Loews Corp. 313,476 15,015,500 
Markel Corp. (a) 15,331 16,151,362 
Mercury General Corp. 30,426 1,573,024 
Old Republic International Corp. 321,071 6,469,581 
Principal Financial Group, Inc. 315,779 15,811,055 
Reinsurance Group of America, Inc. 70,613 10,200,048 
RenaissanceRe Holdings Ltd. 44,811 6,185,262 
Torchmark Corp. 117,469 9,839,203 
Unum Group 233,932 8,131,476 
W.R. Berkley Corp. 106,752 8,208,161 
White Mountains Insurance Group Ltd. 3,474 3,104,297 
Willis Group Holdings PLC 146,411 23,834,247 
  289,405,258 
Mortgage Real Estate Investment Trusts - 0.7%   
AGNC Investment Corp. 584,845 10,474,574 
Annaly Capital Management, Inc. 1,558,985 16,275,803 
Chimera Investment Corp. 211,000 4,015,330 
MFA Financial, Inc. 504,932 3,701,152 
New Residential Investment Corp. 408,558 6,937,315 
Starwood Property Trust, Inc. 303,860 6,709,229 
Two Harbors Investment Corp. 277,963 4,055,480 
  52,168,883 
Thrifts & Mortgage Finance - 0.1%   
New York Community Bancorp, Inc. (b) 536,636 6,235,710 
TFS Financial Corp. 54,560 889,874 
  7,125,584 
TOTAL FINANCIALS  1,036,749,652 
HEALTH CARE - 10.1%   
Biotechnology - 1.6%   
Agios Pharmaceuticals, Inc. (a)(b) 57,531 3,083,662 
Alkermes PLC (a) 172,696 5,676,518 
Alnylam Pharmaceuticals, Inc. (a) 100,553 8,399,192 
BioMarin Pharmaceutical, Inc. (a) 199,385 19,573,625 
bluebird bio, Inc. (a)(b) 60,947 8,132,158 
Exact Sciences Corp. (a)(b) 135,111 12,170,799 
Exelixis, Inc. (a) 330,299 7,785,147 
Incyte Corp. (a) 198,142 15,968,264 
Ionis Pharmaceuticals, Inc. (a)(b) 140,534 8,150,972 
Neurocrine Biosciences, Inc. (a) 100,314 8,849,701 
Sage Therapeutics, Inc. (a) 51,126 7,290,056 
Sarepta Therapeutics, Inc. (a)(b) 74,937 10,469,448 
Seattle Genetics, Inc. (a)(b) 122,075 9,330,192 
United Therapeutics Corp. (a) 48,393 5,581,165 
  130,460,899 
Health Care Equipment & Supplies - 3.5%   
Abiomed, Inc. (a) 48,171 16,911,393 
Align Technology, Inc. (a) 89,505 22,282,270 
Cantel Medical Corp. 41,750 3,399,285 
Dentsply Sirona, Inc. 246,743 10,350,869 
DexCom, Inc. (a) 98,528 13,895,404 
Edwards Lifesciences Corp. (a) 237,015 40,392,096 
Hill-Rom Holdings, Inc. 74,457 7,447,189 
Hologic, Inc. (a) 306,448 13,606,291 
ICU Medical, Inc. (a) 17,527 4,360,718 
IDEXX Laboratories, Inc. (a) 96,935 20,625,829 
Insulet Corp. (a)(b) 65,705 5,334,589 
Integra LifeSciences Holdings Corp. (a) 80,335 3,804,666 
Masimo Corp. (a) 51,950 6,462,061 
Penumbra, Inc. (a)(b) 34,398 5,005,253 
ResMed, Inc. 158,633 15,097,103 
Steris PLC 94,496 10,778,214 
Teleflex, Inc. 51,286 14,026,721 
The Cooper Companies, Inc. 54,618 15,225,314 
Varian Medical Systems, Inc. (a) 103,289 13,637,247 
West Pharmaceutical Services, Inc. 82,491 8,931,301 
Zimmer Biomet Holdings, Inc. 229,830 25,180,175 
  276,753,988 
Health Care Providers & Services - 2.2%   
Acadia Healthcare Co., Inc. (a)(b) 97,483 2,667,135 
AmerisourceBergen Corp. 177,864 14,828,522 
Cardinal Health, Inc. 336,737 16,826,748 
Centene Corp. (a) 229,019 29,903,011 
Chemed Corp. 17,443 5,196,967 
DaVita HealthCare Partners, Inc. (a) 145,926 8,190,826 
Elanco Animal Health, Inc. (b) 81,780 2,386,340 
Encompass Health Corp. 110,138 7,361,624 
Henry Schein, Inc. (a)(b) 171,376 13,315,915 
Laboratory Corp. of America Holdings (a) 113,676 15,840,751 
MEDNAX, Inc. (a) 98,554 3,558,785 
Molina Healthcare, Inc. (a) 69,947 9,301,552 
Premier, Inc. (a)(b) 58,245 2,317,569 
Quest Diagnostics, Inc. 153,276 13,388,659 
Universal Health Services, Inc. Class B 94,470 12,520,109 
Wellcare Health Plans, Inc. (a) 56,156 15,526,011 
  173,130,524 
Health Care Technology - 0.5%   
athenahealth, Inc. (a) 44,975 6,059,932 
Cerner Corp. (a) 357,867 19,650,477 
Veeva Systems, Inc. Class A (a) 137,180 14,960,851 
  40,671,260 
Life Sciences Tools & Services - 1.7%   
Agilent Technologies, Inc. 359,850 27,366,593 
Bio-Rad Laboratories, Inc. Class A (a) 23,811 5,949,655 
Bio-Techne Corp. 41,850 7,301,151 
Bruker Corp. 113,673 3,985,375 
Charles River Laboratories International, Inc. (a) 53,239 6,558,512 
IQVIA Holdings, Inc. (a) 183,821 23,714,747 
Mettler-Toledo International, Inc. (a) 27,702 17,678,308 
PerkinElmer, Inc. 124,386 11,256,933 
PRA Health Sciences, Inc. (a) 65,088 6,897,375 
QIAGEN NV (a) 249,429 9,236,356 
Waters Corp. (a) 84,863 19,622,023 
  139,567,028 
Pharmaceuticals - 0.6%   
Catalent, Inc. (a) 162,425 5,998,355 
Jazz Pharmaceuticals PLC (a) 66,168 8,329,890 
Mylan NV (a) 580,029 17,371,869 
Nektar Therapeutics (a) 175,793 7,443,076 
Perrigo Co. PLC 143,455 6,663,485 
  45,806,675 
TOTAL HEALTH CARE  806,390,374 
INDUSTRIALS - 13.4%   
Aerospace & Defense - 1.7%   
Arconic, Inc. 487,345 9,171,833 
BWX Technologies, Inc. 112,146 5,205,817 
Curtiss-Wright Corp. 49,573 5,627,527 
Harris Corp. 133,840 20,501,611 
HEICO Corp. 44,171 3,732,450 
HEICO Corp. Class A 85,255 5,970,408 
Hexcel Corp. 96,651 6,544,239 
Huntington Ingalls Industries, Inc. 47,848 9,878,220 
L3 Technologies, Inc. 88,372 17,398,679 
Spirit AeroSystems Holdings, Inc. Class A 119,359 9,954,541 
Teledyne Technologies, Inc. (a) 39,865 8,938,530 
Textron, Inc. 274,572 14,615,468 
TransDigm Group, Inc. (a) 54,713 21,392,783 
  138,932,106 
Air Freight & Logistics - 0.4%   
C.H. Robinson Worldwide, Inc. 153,871 13,351,387 
Expeditors International of Washington, Inc. 193,852 13,433,944 
XPO Logistics, Inc. (a) 141,586 8,605,597 
  35,390,928 
Airlines - 0.7%   
Alaska Air Group, Inc. 135,363 8,656,464 
American Airlines Group, Inc. 467,081 16,707,487 
Copa Holdings SA Class A (b) 35,415 3,359,113 
JetBlue Airways Corp. (a) 342,756 6,166,180 
United Continental Holdings, Inc. (a) 275,974 24,084,251 
  58,973,495 
Building Products - 0.7%   
A.O. Smith Corp. 161,466 7,727,763 
Allegion PLC 107,046 9,190,970 
Armstrong World Industries, Inc. 48,009 3,266,532 
Fortune Brands Home & Security, Inc. 162,994 7,383,628 
Lennox International, Inc. 40,377 9,257,639 
Masco Corp. 345,025 11,182,260 
Owens Corning 122,696 6,428,043 
USG Corp. 90,844 3,919,919 
  58,356,754 
Commercial Services & Supplies - 0.9%   
Cintas Corp. 98,599 18,488,298 
Clean Harbors, Inc. (a) 57,739 3,418,726 
Copart, Inc. (a) 229,024 11,595,485 
KAR Auction Services, Inc. 151,201 7,863,964 
Republic Services, Inc. 245,269 18,814,585 
Rollins, Inc. 163,838 6,101,327 
Stericycle, Inc. (a) 94,213 4,152,909 
  70,435,294 
Construction & Engineering - 0.4%   
AECOM (a) 174,571 5,343,618 
Arcosa, Inc. 54,007 1,589,426 
Fluor Corp. 158,226 5,786,325 
Jacobs Engineering Group, Inc. 144,348 9,353,750 
Quanta Services, Inc. 164,567 5,815,798 
Valmont Industries, Inc. 24,394 3,146,826 
  31,035,743 
Electrical Equipment - 1.2%   
Acuity Brands, Inc. 44,740 5,409,513 
AMETEK, Inc. 257,898 18,800,764 
Fortive Corp. 331,293 24,843,662 
GrafTech International Ltd. (b) 64,027 845,797 
Hubbell, Inc. Class B 61,316 6,703,678 
Regal Beloit Corp. 49,203 3,776,822 
Rockwell Automation, Inc. 135,809 23,022,342 
Sensata Technologies, Inc. PLC (a) 182,345 8,661,388 
  92,063,966 
Industrial Conglomerates - 0.6%   
Carlisle Companies, Inc. 65,848 7,093,805 
ITT, Inc. 98,533 5,178,894 
Roper Technologies, Inc. 114,292 32,374,352 
  44,647,051 
Machinery - 3.6%   
AGCO Corp. 73,887 4,743,545 
Allison Transmission Holdings, Inc. 129,343 6,295,124 
Apergy Corp. (a) 86,553 2,909,912 
Colfax Corp. (a) 95,688 2,368,278 
Crane Co. 56,767 4,698,037 
Cummins, Inc. 167,992 24,713,303 
Donaldson Co., Inc. 145,031 6,857,066 
Dover Corp. 163,447 14,355,550 
Flowserve Corp. 147,701 6,504,752 
Gardner Denver Holdings, Inc. (a) 142,452 3,514,291 
Gates Industrial Corp. PLC (a) 50,395 751,389 
Graco, Inc. 186,192 8,067,699 
IDEX Corp. 86,260 11,891,804 
Ingersoll-Rand PLC 276,336 27,644,653 
Lincoln Electric Holdings, Inc. 70,982 6,135,684 
Middleby Corp. (a)(b) 61,651 7,251,391 
Nordson Corp. 65,193 8,451,621 
Oshkosh Corp. 81,681 6,130,159 
PACCAR, Inc. 387,514 25,389,917 
Parker Hannifin Corp. 149,757 24,681,451 
Pentair PLC 177,715 7,320,081 
Snap-On, Inc. 63,139 10,480,443 
Stanley Black & Decker, Inc. 170,869 21,604,676 
Terex Corp. 73,918 2,270,022 
Timken Co. 78,018 3,322,787 
Toro Co. 116,531 6,933,595 
Trinity Industries, Inc. 164,955 3,856,648 
WABCO Holdings, Inc. (a) 59,010 6,740,712 
Wabtec Corp. (b) 96,715 6,688,809 
Xylem, Inc. 201,721 14,374,638 
  286,948,037 
Marine - 0.1%   
Kirby Corp. (a) 66,985 5,017,846 
Professional Services - 1.5%   
CoStar Group, Inc. (a) 40,270 15,735,100 
Dun & Bradstreet Corp. 41,730 6,040,000 
Equifax, Inc. 134,561 14,400,718 
IHS Markit Ltd. (a) 431,361 22,396,263 
Manpower, Inc. 69,980 5,530,519 
Nielsen Holdings PLC 402,351 10,332,374 
Robert Half International, Inc. 133,180 8,580,787 
TransUnion Holding Co., Inc. 207,980 12,649,344 
Verisk Analytics, Inc. (a) 180,907 21,240,291 
  116,905,396 
Road & Rail - 0.7%   
AMERCO 7,878 2,857,035 
Genesee & Wyoming, Inc. Class A (a)(b) 66,208 5,198,652 
J.B. Hunt Transport Services, Inc. 98,053 10,495,593 
Kansas City Southern 115,614 12,226,181 
Knight-Swift Transportation Holdings, Inc. Class A (b) 142,077 4,510,945 
Landstar System, Inc. 46,049 4,677,657 
Old Dominion Freight Lines, Inc. 74,669 10,149,757 
Ryder System, Inc. 58,945 3,413,505 
Schneider National, Inc. Class B 52,737 1,120,134 
  54,649,459 
Trading Companies & Distributors - 0.9%   
Air Lease Corp. Class A 109,081 4,138,533 
Fastenal Co. 324,668 19,629,427 
HD Supply Holdings, Inc. (a) 208,884 8,760,595 
MSC Industrial Direct Co., Inc. Class A 50,200 4,191,198 
United Rentals, Inc. (a) 91,215 11,425,591 
Univar, Inc. (a) 129,884 2,705,484 
W.W. Grainger, Inc. 51,348 15,167,686 
Watsco, Inc. 35,784 5,277,424 
WESCO International, Inc. (a) 52,488 2,750,371 
  74,046,309 
Transportation Infrastructure - 0.0%   
Macquarie Infrastructure Co. LLC (b) 90,026 3,886,422 
TOTAL INDUSTRIALS  1,071,288,806 
INFORMATION TECHNOLOGY - 18.2%   
Communications Equipment - 0.9%   
Arista Networks, Inc. (a) 64,917 13,942,873 
Arris International PLC (a) 183,692 5,766,092 
CommScope Holding Co., Inc. (a) 213,936 4,473,402 
EchoStar Holding Corp. Class A (a) 53,437 2,189,848 
F5 Networks, Inc. (a) 68,778 11,069,819 
Juniper Networks, Inc. 386,819 10,034,085 
Motorola Solutions, Inc. 183,113 21,407,741 
Ubiquiti Networks, Inc. (b) 16,777 1,815,439 
  70,699,299 
Electronic Equipment & Components - 2.2%   
ADT, Inc. (b) 118,197 853,382 
Amphenol Corp. Class A 333,104 29,286,504 
Arrow Electronics, Inc. (a) 98,824 7,505,683 
Avnet, Inc. 123,919 5,105,463 
CDW Corp. 164,836 13,725,894 
Cognex Corp. 186,298 8,476,559 
Coherent, Inc. (a) 27,261 3,222,250 
Corning, Inc. 889,988 29,601,001 
Dell Technologies, Inc. (a) 168,523 8,188,533 
Dolby Laboratories, Inc. Class A 69,789 4,510,463 
FLIR Systems, Inc. 151,522 7,406,395 
IPG Photonics Corp. (a) 40,447 5,379,451 
Jabil, Inc. 177,364 4,726,751 
Keysight Technologies, Inc. (a) 211,414 15,648,864 
Littelfuse, Inc. 27,205 4,780,463 
National Instruments Corp. 125,085 5,531,259 
Trimble, Inc. (a) 280,931 10,579,861 
Zebra Technologies Corp. Class A (a) 59,401 10,312,014 
  174,840,790 
IT Services - 5.4%   
Akamai Technologies, Inc. (a) 178,915 11,647,367 
Alliance Data Systems Corp. 53,795 9,553,454 
Amdocs Ltd. 160,692 8,979,469 
Booz Allen Hamilton Holding Corp. Class A 157,287 7,727,510 
Broadridge Financial Solutions, Inc. 130,720 13,180,498 
Conduent, Inc. (a) 212,894 2,714,399 
CoreLogic, Inc. (a) 90,680 3,291,684 
DXC Technology Co. 317,306 20,345,661 
Elastic NV 9,103 773,755 
EPAM Systems, Inc. (a) 57,740 8,169,055 
Euronet Worldwide, Inc. (a) 55,407 6,372,359 
Fidelity National Information Services, Inc. 367,888 38,455,333 
First Data Corp. Class A (a) 613,994 15,134,952 
Fiserv, Inc. (a) 449,839 37,305,148 
FleetCor Technologies, Inc. (a) 99,049 19,989,079 
Gartner, Inc. (a) 99,969 13,584,787 
Genpact Ltd. 165,664 4,941,757 
Global Payments, Inc. 179,459 20,149,657 
GoDaddy, Inc. (a) 181,023 12,423,608 
Jack Henry & Associates, Inc. 86,574 11,561,958 
Leidos Holdings, Inc. 159,717 9,263,586 
Okta, Inc. (a) 96,468 7,951,857 
Paychex, Inc. 361,837 25,618,060 
Sabre Corp. 310,191 7,128,189 
Square, Inc. (a) 330,248 23,563,195 
Switch, Inc. Class A (b) 42,291 352,707 
The Western Union Co. 503,225 9,183,856 
Total System Services, Inc. 203,304 18,218,071 
Twilio, Inc. Class A (a)(b) 99,191 11,041,942 
VeriSign, Inc. (a) 118,852 20,118,078 
WEX, Inc. (a) 46,455 7,494,585 
Worldpay, Inc. (a) 337,961 28,212,984 
  434,448,600 
Semiconductors & Semiconductor Equipment - 3.4%   
Advanced Micro Devices, Inc. (a)(b) 1,057,137 25,804,714 
Analog Devices, Inc. 416,898 41,214,536 
Cypress Semiconductor Corp. 402,310 5,580,040 
First Solar, Inc. (a) 91,845 4,646,439 
KLA-Tencor Corp. 173,017 18,438,422 
Lam Research Corp. 175,146 29,701,259 
Marvell Technology Group Ltd. 624,205 11,566,519 
Maxim Integrated Products, Inc. 314,590 17,072,799 
Microchip Technology, Inc. (b) 259,814 20,881,251 
MKS Instruments, Inc. 59,917 4,891,025 
Monolithic Power Systems, Inc. 46,096 5,833,910 
ON Semiconductor Corp. (a) 469,791 9,414,612 
Qorvo, Inc. (a) 141,058 9,219,551 
Skyworks Solutions, Inc. 201,748 14,735,674 
Teradyne, Inc. 201,786 7,262,278 
Universal Display Corp. (b) 47,663 4,948,849 
Versum Materials, Inc. 122,514 4,504,840 
Xilinx, Inc. 287,475 32,179,952 
  267,896,670 
Software - 5.7%   
2U, Inc. (a)(b) 62,059 3,528,054 
ANSYS, Inc. (a) 94,137 15,471,416 
Aspen Technology, Inc. (a) 80,427 7,771,661 
Atlassian Corp. PLC (a) 111,665 10,987,836 
Autodesk, Inc. (a) 247,693 36,460,410 
Black Knight, Inc. (a) 159,778 7,859,480 
Cadence Design Systems, Inc. (a) 315,155 15,136,895 
CDK Global, Inc. 145,707 7,126,529 
Ceridian HCM Holding, Inc. (b) 39,253 1,617,616 
Citrix Systems, Inc. 152,560 15,643,502 
DocuSign, Inc. (b) 83,251 4,116,762 
Fair Isaac Corp. (a) 32,281 7,269,681 
FireEye, Inc. (a) 219,453 3,879,929 
Fortinet, Inc. (a) 158,588 12,143,083 
Guidewire Software, Inc. (a) 91,262 7,910,590 
LogMeIn, Inc. 56,635 5,268,188 
Manhattan Associates, Inc. (a) 73,616 3,590,252 
Nuance Communications, Inc. (a) 321,227 5,097,872 
Nutanix, Inc. Class A (a) 157,977 8,093,162 
Palo Alto Networks, Inc. (a) 102,728 22,068,029 
Parametric Technology Corp. (a) 131,951 11,188,125 
Paycom Software, Inc. (a)(b) 55,853 8,279,649 
Pegasystems, Inc. 42,085 2,368,965 
Pluralsight, Inc. 26,842 804,723 
Proofpoint, Inc. (a) 56,647 5,770,630 
RealPage, Inc. (a) 80,581 4,494,002 
Red Hat, Inc. (a) 199,805 35,533,321 
RingCentral, Inc. (a) 76,819 7,101,148 
ServiceNow, Inc. (a) 200,800 44,180,014 
SolarWinds, Inc. (a) 28,905 507,283 
Splunk, Inc. (a) 165,437 20,653,155 
SS&C Technologies Holdings, Inc. 233,521 12,023,996 
Symantec Corp. 716,588 15,062,680 
Synopsys, Inc. (a) 167,164 15,604,759 
Tableau Software, Inc. (a) 80,620 10,306,461 
Teradata Corp. (a) 134,110 5,951,802 
Tyler Technologies, Inc. (a) 42,970 8,129,494 
Ultimate Software Group, Inc. (a) 34,189 9,335,990 
Workday, Inc. Class A (a) 163,909 29,754,401 
Zendesk, Inc. (a) 118,393 7,995,079 
  456,086,624 
Technology Hardware, Storage & Peripherals - 0.6%   
NCR Corp. (a) 133,750 3,577,813 
NetApp, Inc. 295,941 18,872,158 
Pure Storage, Inc. Class A (a) 186,574 3,341,540 
Western Digital Corp. 326,444 14,686,716 
Xerox Corp. 235,971 6,656,742 
  47,134,969 
TOTAL INFORMATION TECHNOLOGY  1,451,106,952 
MATERIALS - 5.1%   
Chemicals - 1.9%   
Albemarle Corp. U.S. (b) 118,963 9,603,883 
Ashland Global Holdings, Inc. 70,738 5,369,014 
Axalta Coating Systems Ltd. (a) 239,953 6,147,596 
Cabot Corp. 66,651 3,125,265 
Celanese Corp. Class A 151,045 14,464,069 
CF Industries Holdings, Inc. 259,628 11,332,762 
Eastman Chemical Co. 158,909 12,811,244 
Element Solutions, Inc. (a) 247,958 2,787,048 
FMC Corp. 150,948 12,045,650 
Huntsman Corp. 244,738 5,376,894 
International Flavors & Fragrances, Inc. 114,004 16,163,487 
NewMarket Corp. 8,731 3,501,917 
Olin Corp. 188,240 4,444,346 
RPM International, Inc. 147,811 8,448,877 
The Chemours Co. LLC 193,860 6,930,495 
The Mosaic Co. 395,237 12,758,250 
The Scotts Miracle-Gro Co. Class A 45,803 3,405,453 
Valvoline, Inc. 215,144 4,756,834 
W.R. Grace & Co. 74,462 5,287,547 
Westlake Chemical Corp. 41,080 3,035,812 
  151,796,443 
Construction Materials - 0.4%   
Eagle Materials, Inc. 52,030 3,694,130 
Martin Marietta Materials, Inc. 70,715 12,493,926 
nVent Electric PLC 181,317 4,536,551 
Vulcan Materials Co. 148,612 15,106,410 
  35,831,017 
Containers & Packaging - 1.6%   
Aptargroup, Inc. 69,911 6,929,578 
Ardagh Group SA 18,747 227,214 
Avery Dennison Corp. 97,977 10,233,698 
Ball Corp. 377,336 19,727,126 
Bemis Co., Inc. 102,707 5,016,210 
Berry Global Group, Inc. (a) 148,197 7,298,702 
Crown Holdings, Inc. (a) 145,527 7,421,877 
Graphic Packaging Holding Co. 347,613 4,195,689 
International Paper Co. 462,258 21,924,897 
Owens-Illinois, Inc. 179,561 3,603,789 
Packaging Corp. of America 105,194 9,921,898 
Sealed Air Corp. 176,086 6,955,397 
Silgan Holdings, Inc. 86,931 2,401,034 
Sonoco Products Co. 110,564 6,366,275 
WestRock Co. 282,784 11,512,137 
  123,735,521 
Metals & Mining - 1.2%   
Alcoa Corp. (a) 210,416 6,245,147 
Freeport-McMoRan, Inc. 1,634,419 19,024,637 
Newmont Mining Corp. 601,994 20,534,015 
Nucor Corp. 354,374 21,701,864 
Reliance Steel & Aluminum Co. 77,360 6,334,237 
Royal Gold, Inc. 73,492 6,420,996 
Steel Dynamics, Inc. 247,859 9,069,161 
United States Steel Corp. 197,585 4,453,566 
  93,783,623 
Paper & Forest Products - 0.0%   
Domtar Corp. 70,415 3,302,464 
TOTAL MATERIALS  408,449,068 
REAL ESTATE - 9.4%   
Equity Real Estate Investment Trusts (REITs) - 8.9%   
Alexandria Real Estate Equities, Inc. 120,377 15,854,855 
American Campus Communities, Inc. 154,180 7,095,364 
American Homes 4 Rent Class A 292,229 6,461,183 
Apartment Investment & Management Co. Class A 173,778 8,605,487 
Apple Hospitality (REIT), Inc. 243,997 4,003,991 
AvalonBay Communities, Inc. 155,614 30,021,053 
Boston Properties, Inc. 174,042 22,950,919 
Brandywine Realty Trust (SBI) 203,391 3,061,035 
Brixmor Property Group, Inc. 339,956 5,823,446 
Brookfield Property REIT, Inc. Class A 139,874 2,545,707 
Camden Property Trust (SBI) 99,916 9,686,856 
Colony Capital, Inc. 542,094 3,290,511 
Columbia Property Trust, Inc. 134,522 2,968,901 
CoreSite Realty Corp. 41,266 4,076,668 
Corporate Office Properties Trust (SBI) 117,457 2,900,013 
CubeSmart 208,207 6,444,007 
CyrusOne, Inc. 117,628 6,375,438 
DDR Corp. 170,079 2,222,933 
Digital Realty Trust, Inc. 232,020 25,137,047 
Douglas Emmett, Inc. 180,888 6,842,993 
Duke Realty Corp. 401,566 11,741,790 
Empire State Realty Trust, Inc. 160,889 2,487,344 
EPR Properties 82,772 6,047,322 
Equity Commonwealth 132,291 4,280,937 
Equity Lifestyle Properties, Inc. 96,280 10,194,126 
Equity Residential (SBI) 404,646 29,361,114 
Essex Property Trust, Inc. 74,172 20,115,446 
Extra Space Storage, Inc. 137,768 13,585,302 
Federal Realty Investment Trust (SBI) 81,969 10,866,630 
Gaming & Leisure Properties 227,275 8,522,813 
HCP, Inc. 530,894 16,744,397 
Healthcare Trust of America, Inc. 232,301 6,601,994 
Highwoods Properties, Inc. (SBI) 115,700 5,127,824 
Hospitality Properties Trust (SBI) 182,232 4,858,305 
Host Hotels & Resorts, Inc. 827,153 14,938,383 
Hudson Pacific Properties, Inc. 173,670 5,639,065 
Invitation Homes, Inc. 337,171 7,582,976 
Iron Mountain, Inc. 321,280 11,951,616 
JBG SMITH Properties 117,947 4,558,652 
Kilroy Realty Corp. 111,914 7,885,460 
Kimco Realty Corp. 460,031 7,825,127 
Lamar Advertising Co. Class A 95,418 7,103,870 
Liberty Property Trust (SBI) 166,997 7,872,239 
Life Storage, Inc. 52,131 5,122,913 
Medical Properties Trust, Inc. 408,256 7,430,259 
Mid-America Apartment Communities, Inc. 127,577 12,920,999 
National Retail Properties, Inc. 179,145 9,442,733 
Omega Healthcare Investors, Inc. 222,692 8,949,991 
Outfront Media, Inc. 156,251 3,242,208 
Paramount Group, Inc. 230,921 3,343,736 
Park Hotels & Resorts, Inc. 225,511 6,781,116 
Rayonier, Inc. 145,473 4,428,198 
Realty Income Corp. 332,787 22,859,139 
Regency Centers Corp. 170,942 11,111,230 
Retail Properties America, Inc. 242,299 3,062,659 
SBA Communications Corp. Class A (a) 126,481 23,086,577 
Senior Housing Properties Trust (SBI) 269,085 3,705,300 
SL Green Realty Corp. 93,396 8,632,592 
Spirit Realty Capital, Inc. 96,198 3,820,985 
Store Capital Corp. 217,253 7,021,617 
Sun Communities, Inc. 94,568 10,393,969 
Taubman Centers, Inc. 66,254 3,299,449 
The Macerich Co. 154,166 7,116,303 
UDR, Inc. 300,008 13,125,350 
Uniti Group, Inc. 189,188 3,766,733 
Ventas, Inc. 401,720 25,906,923 
VEREIT, Inc. 1,090,254 8,809,252 
Vornado Realty Trust 193,983 13,561,352 
Weingarten Realty Investors (SBI) 133,815 3,839,152 
Welltower, Inc. 420,004 32,546,110 
Weyerhaeuser Co. 846,569 22,213,971 
WP Carey, Inc. 179,771 13,463,050 
  705,265,005 
Real Estate Management & Development - 0.5%   
CBRE Group, Inc. (a) 358,295 16,391,996 
Howard Hughes Corp. (a) 44,133 4,900,528 
Jones Lang LaSalle, Inc. 51,476 7,382,173 
Realogy Holdings Corp. (b) 131,344 2,331,356 
Retail Value, Inc. 17,348 527,553 
VICI Properties, Inc. 451,020 9,710,461 
  41,244,067 
TOTAL REAL ESTATE  746,509,072 
UTILITIES - 6.5%   
Electric Utilities - 2.7%   
Alliant Energy Corp. 265,926 11,825,729 
Edison International 358,886 20,445,735 
Entergy Corp. 204,184 18,211,171 
Evergy, Inc. 296,032 16,968,554 
Eversource Energy 356,993 24,778,884 
FirstEnergy Corp. 549,123 21,525,622 
Hawaiian Electric Industries, Inc. 122,248 4,546,403 
OGE Energy Corp. 224,703 9,201,588 
PG&E Corp. (a) 584,010 7,592,130 
Pinnacle West Capital Corp. 126,469 11,144,448 
PPL Corp. 814,966 25,524,735 
Vistra Energy Corp. (a) 445,057 11,175,381 
Xcel Energy, Inc. 573,903 30,049,561 
  212,989,941 
Gas Utilities - 0.4%   
Atmos Energy Corp. 122,534 11,962,994 
National Fuel Gas Co. 91,549 5,245,758 
UGI Corp. 194,355 11,084,066 
  28,292,818 
Independent Power and Renewable Electricity Producers - 0.3%   
NRG Energy, Inc. 327,467 13,396,675 
The AES Corp. 744,449 12,201,519 
  25,598,194 
Multi-Utilities - 2.8%   
Ameren Corp. 274,289 19,019,199 
Avangrid, Inc. 63,699 3,176,669 
CenterPoint Energy, Inc. 565,898 17,497,566 
CMS Energy Corp. 318,135 16,587,559 
Consolidated Edison, Inc. 351,792 27,316,649 
DTE Energy Co. 204,011 24,022,295 
MDU Resources Group, Inc. 218,823 5,625,939 
NiSource, Inc. 408,402 11,141,207 
Public Service Enterprise Group, Inc. 569,378 31,059,570 
Sempra Energy 308,949 36,140,854 
Vectren Corp. 93,618 6,776,071 
WEC Energy Group, Inc. 355,896 25,991,085 
  224,354,663 
Water Utilities - 0.3%   
American Water Works Co., Inc. 203,799 19,497,450 
Aqua America, Inc. 199,828 7,003,971 
  26,501,421 
TOTAL UTILITIES  517,737,037 
TOTAL COMMON STOCKS   
(Cost $7,182,872,860)  7,936,011,016 
Money Market Funds - 4.3%   
Fidelity Cash Central Fund, 2.43% (c) 38,731,162 38,738,908 
Fidelity Securities Lending Cash Central Fund 2.43% (c)(d) 307,697,725 307,728,495 
TOTAL MONEY MARKET FUNDS   
(Cost $346,461,264)  346,467,403 
TOTAL INVESTMENT IN SECURITIES - 103.8%   
(Cost $7,529,334,124)  8,282,478,419 
NET OTHER ASSETS (LIABILITIES) - (3.8)%(e)  (302,648,041) 
NET ASSETS - 100%  $7,979,830,378 

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) 207 March 2019 $38,007,270 $1,942,339 $1,942,339 

The notional amount of futures purchased as a percentage of Net Assets is 0.5%

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 $795,400 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 $561,353 
Fidelity Securities Lending Cash Central Fund 680,433 
Total $1,241,786 

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, 2019, 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:     
Communication Services $286,745,164 $286,745,164 $-- $-- 
Consumer Discretionary 952,880,694 952,880,694 -- -- 
Consumer Staples 323,733,155 323,733,155 -- -- 
Energy 334,421,042 334,421,042 -- -- 
Financials 1,036,749,652 1,036,749,652 -- -- 
Health Care 806,390,374 806,390,374 -- -- 
Industrials 1,071,288,806 1,071,288,806 -- -- 
Information Technology 1,451,106,952 1,451,106,952 -- -- 
Materials 408,449,068 408,449,068 -- -- 
Real Estate 746,509,072 746,509,072 -- -- 
Utilities 517,737,037 517,737,037 -- -- 
Money Market Funds 346,467,403 346,467,403 -- -- 
Total Investments in Securities: $8,282,478,419 $8,282,478,419 $-- $-- 
Derivative Instruments:     
Assets     
Futures Contracts $1,942,339 $1,942,339 $-- $-- 
Total Assets $1,942,339 $1,942,339 $-- $-- 
Total Derivative Instruments: $1,942,339 $1,942,339 $-- $-- 

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. 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® Small Cap Index Fund

January 31, 2019







SSP-QTLY-0319
1.883103.107





Schedule of Investments January 31, 2019 (Unaudited)

Showing Percentage of Net Assets

Common Stocks - 99.5%   
 Shares Value 
COMMUNICATION SERVICES - 3.1%   
Diversified Telecommunication Services - 0.6%   
Atn International, Inc. 37,501 $2,796,825 
Cincinnati Bell, Inc. (a) 163,226 1,361,305 
Cogent Communications Group, Inc. 149,328 7,234,942 
Consolidated Communications Holdings, Inc. (b) 251,172 2,682,517 
Frontier Communications Corp. (a)(b) 371,739 743,478 
Intelsat SA (a) 199,408 4,851,597 
Iridium Communications, Inc. (a)(b) 343,744 6,661,759 
Ooma, Inc. (a) 66,202 1,000,312 
ORBCOMM, Inc. (a) 259,801 2,114,780 
PDVWireless, Inc. (a) 33,362 1,345,823 
Vonage Holdings Corp. (a) 790,840 7,204,552 
WideOpenWest, Inc. (a)(b) 105,299 796,060 
Windstream Holdings, Inc. (a)(b) 146,165 439,957 
  39,233,907 
Entertainment - 0.4%   
AMC Entertainment Holdings, Inc. Class A (b) 187,059 2,740,414 
Eros International PLC (a)(b) 127,492 1,214,999 
Glu Mobile, Inc. (a) 400,491 3,900,782 
IMAX Corp. (a)(b) 192,040 3,988,671 
Marcus Corp. 69,298 3,088,612 
Reading International, Inc. Class A (a) 59,358 937,856 
Rosetta Stone, Inc. (a) 70,596 1,070,235 
World Wrestling Entertainment, Inc. Class A (b) 153,960 12,677,066 
  29,618,635 
Interactive Media & Services - 0.4%   
Care.com, Inc. (a) 70,215 1,669,011 
CarGurus, Inc. Class A (a) 179,053 7,658,097 
Liberty TripAdvisor Holdings, Inc. (a) 260,460 4,339,264 
MeetMe, Inc. (a) 249,135 1,440,000 
QuinStreet, Inc. (a) 159,838 3,043,316 
Travelzoo, Inc. (a) 16,823 206,923 
TrueCar, Inc. (a) 329,068 3,086,658 
Yelp, Inc. (a) 290,222 10,569,885 
  32,013,154 
Media - 1.5%   
Beasley Broadcast Group, Inc. Class A 28,001 126,565 
Central European Media Enterprises Ltd. Class A (a) 308,608 928,910 
Clear Channel Outdoor Holding, Inc. Class A 131,440 732,121 
Daily Journal Corp. (a)(b) 3,950 873,385 
E.W. Scripps Co. Class A 163,383 3,068,333 
Emerald Expositions Events, Inc. 88,060 1,250,452 
Entercom Communications Corp. Class A (b) 457,978 3,356,979 
Entravision Communication Corp. Class A 229,399 903,832 
Fluent, Inc. (a) 116,788 551,239 
Gannett Co., Inc. 405,987 4,502,396 
Gray Television, Inc. (a) 285,751 4,774,899 
Hemisphere Media Group, Inc. (a) 63,918 847,553 
Liberty Latin America Ltd. (a) 415,237 7,258,343 
Liberty Latin America Ltd. Class A (a) 147,505 2,571,750 
Liberty Media Corp.:   
Liberty Braves Class A (a) 32,595 884,628 
Liberty Braves Class C (a) 130,746 3,524,912 
Loral Space & Communications Ltd. (a) 45,444 1,640,983 
MDC Partners, Inc. Class A (a) 200,106 594,315 
Meredith Corp. (b) 141,129 7,659,071 
MSG Network, Inc. Class A (a)(b) 211,696 4,741,990 
National CineMedia, Inc. 274,614 1,897,583 
New Media Investment Group, Inc. 213,320 2,916,084 
Nexstar Broadcasting Group, Inc. Class A (b) 159,957 13,351,611 
Saga Communications, Inc. Class A 15,071 509,701 
Scholastic Corp. 101,836 4,245,543 
Sinclair Broadcast Group, Inc. Class A 241,316 7,434,946 
TechTarget, Inc. (a) 72,550 1,051,975 
Tegna, Inc. 774,411 9,091,585 
The New York Times Co. Class A (b) 469,893 12,080,949 
tronc, Inc. (a) 61,360 734,479 
  104,107,112 
Wireless Telecommunication Services - 0.2%   
Boingo Wireless, Inc. (a) 147,142 3,549,065 
Gogo, Inc. (a)(b) 205,649 849,330 
NII Holdings, Inc. (a)(b) 316,781 1,536,388 
Shenandoah Telecommunications Co. 166,978 7,953,162 
Spok Holdings, Inc. 64,616 894,285 
  14,782,230 
TOTAL COMMUNICATION SERVICES  219,755,038 
CONSUMER DISCRETIONARY - 12.1%   
Auto Components - 1.1%   
American Axle & Manufacturing Holdings, Inc. (a) 398,131 5,884,376 
Cooper Tire & Rubber Co. 181,512 6,389,222 
Cooper-Standard Holding, Inc. (a) 63,324 4,841,753 
Dana Holding Corp. 523,144 9,217,797 
Dorman Products, Inc. (a)(b) 96,030 8,253,779 
Fox Factory Holding Corp. (a) 129,102 7,659,622 
Gentherm, Inc. (a) 124,786 5,310,892 
Hertz Global Holdings, Inc. (a)(b) 196,323 3,256,999 
LCI Industries 87,364 7,202,288 
Modine Manufacturing Co. (a) 175,819 2,572,232 
Motorcar Parts of America, Inc. (a)(b) 67,750 1,355,000 
Shiloh Industries, Inc. (a) 51,785 310,192 
Standard Motor Products, Inc. 75,945 3,733,456 
Stoneridge, Inc. (a) 97,833 2,554,420 
Superior Industries International, Inc. 87,201 449,085 
Tenneco, Inc. 181,817 6,305,414 
Tower International, Inc. 70,566 2,052,765 
  77,349,292 
Automobiles - 0.1%   
REV Group, Inc. 104,221 866,077 
Winnebago Industries, Inc. 110,884 3,171,282 
  4,037,359 
Distributors - 0.1%   
Core-Mark Holding Co., Inc. 163,658 4,562,785 
Weyco Group, Inc. 21,657 581,924 
  5,144,709 
Diversified Consumer Services - 0.9%   
Adtalem Global Education, Inc. (a) 208,706 10,205,723 
American Public Education, Inc. (a) 57,154 1,691,187 
Career Education Corp. (a) 241,870 3,122,542 
Carriage Services, Inc. 62,338 1,212,474 
Chegg, Inc. (a) 387,984 13,664,796 
Houghton Mifflin Harcourt Co. (a) 371,143 3,885,867 
K12, Inc. (a) 134,009 4,222,624 
Laureate Education, Inc. Class A (a) 338,990 5,423,840 
Regis Corp. (a) 120,768 2,252,323 
Sotheby's Class A (Ltd. vtg.) (a)(b) 126,103 5,093,300 
Strategic Education, Inc. 74,802 8,183,339 
Weight Watchers International, Inc. (a)(b) 137,860 4,411,520 
  63,369,535 
Hotels, Restaurants & Leisure - 3.0%   
Belmond Ltd. Class A (a) 320,627 7,990,025 
BFC Financial Corp. Class A 233,421 1,440,208 
Biglari Holdings, Inc. (a) 350 227,504 
Biglari Holdings, Inc. (a) 3,228 422,610 
BJ's Restaurants, Inc. 74,263 3,700,525 
Bloomin' Brands, Inc. 296,552 5,465,453 
Bluegreen Vacations Corp. (b) 26,311 352,567 
Boyd Gaming Corp. 294,702 8,051,259 
Brinker International, Inc. (b) 138,283 5,603,227 
Carrols Restaurant Group, Inc. (a) 123,754 1,067,997 
Century Casinos, Inc. (a) 96,438 739,679 
Churchill Downs, Inc. 126,321 11,619,006 
Chuy's Holdings, Inc. (a)(b) 59,751 1,357,543 
Cracker Barrel Old Country Store, Inc. (b) 68,724 11,496,151 
Dave & Buster's Entertainment, Inc. 142,622 7,337,902 
Del Frisco's Restaurant Group, Inc. (a)(b) 118,032 934,813 
Del Taco Restaurants, Inc. (a) 108,603 1,128,385 
Denny's Corp. (a) 218,683 3,868,502 
Dine Brands Global, Inc. 60,046 4,579,708 
Drive Shack, Inc. (a) 215,754 908,324 
El Pollo Loco Holdings, Inc. (a) 76,749 1,265,591 
Eldorado Resorts, Inc. (a)(b) 235,587 10,983,066 
Empire Resorts, Inc. (a)(b) 11,936 143,232 
Fiesta Restaurant Group, Inc. (a) 84,710 1,258,791 
Golden Entertainment, Inc. (a)(b) 64,655 1,209,049 
Habit Restaurants, Inc. Class A (a)(b) 73,115 747,235 
International Speedway Corp. Class A 86,559 3,760,989 
J. Alexanders Holdings, Inc. (a) 45,536 391,610 
Jack in the Box, Inc. 97,135 7,863,078 
Lindblad Expeditions Holdings (a) 75,977 933,757 
Marriott Vacations Worldwide Corp. 139,141 12,319,544 
Monarch Casino & Resort, Inc. (a) 40,023 1,730,595 
Nathan's Famous, Inc. 10,072 679,860 
Noodles & Co. (a) 50,466 363,355 
Papa John's International, Inc. (b) 79,522 3,362,985 
Penn National Gaming, Inc. (a) 393,390 9,535,774 
Planet Fitness, Inc. (a) 316,363 18,323,745 
PlayAGS, Inc. (a) 78,289 1,961,922 
Potbelly Corp. (a)(b) 81,667 708,053 
RCI Hospitality Holdings, Inc. 32,229 719,029 
Red Lion Hotels Corp. (a) 56,797 525,372 
Red Robin Gourmet Burgers, Inc. (a)(b) 46,237 1,478,659 
Red Rock Resorts, Inc. 248,785 6,314,163 
Ruth's Hospitality Group, Inc. 102,869 2,376,274 
Scientific Games Corp. Class A (a)(b) 199,046 4,988,093 
SeaWorld Entertainment, Inc. (a) 196,713 5,124,374 
Shake Shack, Inc. Class A (a)(b) 88,399 4,221,936 
Speedway Motorsports, Inc. 40,146 647,956 
Texas Roadhouse, Inc. Class A 242,541 14,756,194 
The Cheesecake Factory, Inc. (b) 151,195 6,785,632 
Town Sports International Holdings, Inc. (a) 51,380 309,821 
Wingstop, Inc. 103,960 6,824,974 
YETI Holdings, Inc. (b) 60,709 1,032,660 
  211,938,756 
Household Durables - 1.5%   
Bassett Furniture Industries, Inc. 36,000 686,520 
Beazer Homes U.S.A., Inc. (a) 111,968 1,402,959 
Cavco Industries, Inc. (a) 30,656 5,097,786 
Century Communities, Inc. (a) 93,024 2,182,343 
Ethan Allen Interiors, Inc. 85,219 1,617,457 
Flexsteel Industries, Inc. 25,954 648,071 
GoPro, Inc. Class A (a)(b) 410,041 2,021,502 
Green Brick Partners, Inc. (a) 86,773 734,100 
Hamilton Beach Brands Holding Co. Class A 22,971 600,462 
Helen of Troy Ltd. (a) 94,678 10,986,435 
Hooker Furniture Corp. 41,223 1,185,986 
Hovnanian Enterprises, Inc. Class A (a) 423,607 299,109 
Installed Building Products, Inc. (a) 78,895 3,322,268 
iRobot Corp. (a)(b) 96,504 8,665,094 
KB Home 307,994 6,594,152 
La-Z-Boy, Inc. 167,332 4,956,374 
LGI Homes, Inc. (a)(b) 66,320 3,932,776 
Lifetime Brands, Inc. 41,572 404,496 
Lovesac (a)(b) 20,428 487,821 
M.D.C. Holdings, Inc. 162,477 5,350,368 
M/I Homes, Inc. (a) 97,700 2,588,073 
Meritage Homes Corp. (a) 136,559 6,156,080 
New Home Co. LLC (a) 46,195 319,669 
Purple Innovation, Inc. (a)(b) 14,491 82,889 
Roku, Inc. Class A (a)(b) 155,067 6,970,262 
Skyline Champion Corp. 102,826 1,857,038 
Sonos, Inc. (b) 57,523 682,798 
Taylor Morrison Home Corp. (a) 418,148 7,902,997 
TopBuild Corp. (a) 127,049 6,709,458 
TRI Pointe Homes, Inc. (a)(b) 507,150 6,821,168 
Tupperware Brands Corp. 174,612 4,761,669 
Turtle Beach Corp. (a)(b) 28,245 420,568 
Universal Electronics, Inc. (a) 47,974 1,351,428 
Vuzix Corp. (a)(b) 83,426 352,892 
William Lyon Homes, Inc. (a) 113,748 1,508,298 
Zagg, Inc. (a) 97,593 1,094,993 
  110,756,359 
Internet & Direct Marketing Retail - 1.0%   
1-800-FLOWERS.com, Inc. Class A (a) 95,420 1,521,949 
Duluth Holdings, Inc. (a)(b) 29,476 703,887 
Etsy, Inc. (a) 427,454 23,360,361 
Gaia, Inc. Class A (a) 39,978 470,141 
Groupon, Inc. (a) 1,594,636 6,011,778 
Lands' End, Inc. (a)(b) 37,417 669,764 
Leaf Group Ltd. (a) 58,333 447,997 
Liberty Expedia Holdings, Inc. (a) 194,653 7,978,826 
Liquidity Services, Inc. (a) 93,200 780,084 
NutriSystem, Inc. 105,544 4,581,665 
Overstock.com, Inc. (a)(b) 82,098 1,424,400 
PetMed Express, Inc. (b) 70,995 1,681,162 
Quotient Technology, Inc. (a) 283,532 2,835,320 
Remark Holdings, Inc. (a)(b) 97,515 195,030 
Shutterfly, Inc. (a) 119,745 5,503,480 
Shutterstock, Inc. 67,513 2,701,195 
Stamps.com, Inc. (a) 62,896 11,703,688 
  72,570,727 
Leisure Products - 0.3%   
American Outdoor Brands Corp. (a) 191,581 2,312,383 
Callaway Golf Co. 336,808 5,486,602 
Clarus Corp. 74,724 836,162 
Escalade, Inc. 43,334 483,607 
Johnson Outdoors, Inc. Class A 17,337 1,086,163 
Malibu Boats, Inc. Class A (a) 73,593 2,984,196 
Marine Products Corp. 26,897 381,937 
MCBC Holdings, Inc. (a) 65,638 1,432,878 
Nautilus, Inc. (a) 106,594 800,521 
Sturm, Ruger & Co., Inc. 60,371 3,289,012 
Vista Outdoor, Inc. (a) 202,922 2,025,162 
  21,118,623 
Media - 0.0%   
LiveXLive Media, Inc. (a)(b) 105,186 640,583 
Multiline Retail - 0.3%   
Big Lots, Inc. 143,774 4,534,632 
Dillard's, Inc. Class A (b) 41,826 2,793,559 
JC Penney Corp., Inc. (a)(b) 1,121,181 1,479,959 
Ollie's Bargain Outlet Holdings, Inc. (a) 177,761 13,895,577 
  22,703,727 
Specialty Retail - 3.0%   
Aaron's, Inc. Class A 247,642 12,396,959 
Abercrombie & Fitch Co. Class A (b) 239,750 5,195,383 
America's Car Mart, Inc. (a) 20,943 1,465,172 
American Eagle Outfitters, Inc. 577,364 12,193,928 
Armstrong Flooring, Inc. (a) 75,845 1,025,424 
Asbury Automotive Group, Inc. (a) 69,429 4,905,159 
Ascena Retail Group, Inc. (a)(b) 625,360 1,532,132 
At Home Group, Inc. (a)(b) 160,906 3,546,368 
Barnes & Noble Education, Inc. (a) 136,707 781,964 
Barnes & Noble, Inc. (b) 212,861 1,283,552 
Bed Bath & Beyond, Inc. (b) 481,467 7,265,337 
Big 5 Sporting Goods Corp. (b) 71,731 246,755 
Boot Barn Holdings, Inc. (a)(b) 99,784 2,337,939 
Caleres, Inc. 151,172 4,510,972 
Camping World Holdings, Inc. (b) 115,278 1,634,642 
Cars.com, Inc. (a)(b) 247,626 6,762,666 
Carvana Co. Class A (a)(b) 116,038 4,310,812 
Chico's FAS, Inc. 443,233 2,570,751 
Citi Trends, Inc. 42,843 877,853 
Conn's, Inc. (a) 69,997 1,465,737 
DSW, Inc. Class A 246,210 6,709,223 
Express, Inc. (a)(b) 255,903 1,356,286 
Five Below, Inc. (a) 195,451 24,183,138 
Francesca's Holdings Corp. (a)(b) 113,541 100,279 
GameStop Corp. Class A (b) 359,521 4,076,968 
Genesco, Inc. (a) 70,924 3,204,346 
GNC Holdings, Inc. Class A (a)(b) 292,992 893,626 
Group 1 Automotive, Inc. 66,097 4,033,900 
Guess?, Inc. 206,824 4,035,136 
Haverty Furniture Companies, Inc. 65,570 1,335,661 
Hibbett Sports, Inc. (a)(b) 67,724 1,106,610 
Hudson Ltd. (a) 141,559 1,823,280 
Kirkland's, Inc. (a) 55,457 566,771 
Lithia Motors, Inc. Class A (sub. vtg.) 79,568 7,077,574 
Lumber Liquidators Holdings, Inc. (a)(b) 101,424 1,219,116 
MarineMax, Inc. (a) 72,236 1,284,356 
Monro, Inc. 114,018 8,170,530 
Murphy U.S.A., Inc. (a) 107,438 7,902,065 
Office Depot, Inc. 1,948,095 5,746,880 
Party City Holdco, Inc. (a)(b) 201,759 2,227,419 
Pier 1 Imports, Inc. (b) 290,700 237,124 
Rent-A-Center, Inc. (a) 158,740 2,777,950 
RH (a)(b) 71,277 9,684,406 
Rtw Retailwinds, Inc. (a)(b) 103,972 322,313 
Sally Beauty Holdings, Inc. (a)(b) 431,331 7,427,520 
Shoe Carnival, Inc. (b) 38,042 1,402,989 
Signet Jewelers Ltd. 186,016 4,531,350 
Sleep Number Corp. (a) 117,002 4,212,072 
Sonic Automotive, Inc. Class A (sub. vtg.) 84,738 1,296,491 
Sportsman's Warehouse Holdings, Inc. (a)(b) 132,803 682,607 
Tailored Brands, Inc. 176,975 2,235,194 
The Buckle, Inc. (b) 102,794 1,785,532 
The Cato Corp. Class A (sub. vtg.) 79,474 1,180,189 
The Children's Place Retail Stores, Inc. (b) 57,050 5,520,158 
The Container Store Group, Inc. (a) 57,053 408,499 
Tile Shop Holdings, Inc. 143,398 1,088,391 
Tilly's, Inc. 73,265 887,239 
Winmark Corp. 8,787 1,354,516 
Zumiez, Inc. (a)(b) 66,214 1,682,498 
  212,079,707 
Textiles, Apparel & Luxury Goods - 0.8%   
Crocs, Inc. (a) 237,507 6,821,201 
Culp, Inc. 39,574 755,863 
Deckers Outdoor Corp. (a) 104,579 13,433,173 
Fossil Group, Inc. (a)(b) 163,926 2,780,185 
G-III Apparel Group Ltd. (a) 155,922 5,437,000 
J.Jill, Inc. (a)(b) 57,776 343,767 
Movado Group, Inc. 56,109 1,792,683 
Oxford Industries, Inc. 60,029 4,597,021 
Rocky Brands, Inc. 24,497 656,765 
Steven Madden Ltd. 311,674 10,176,156 
Superior Group of Companies, Inc. 31,914 567,112 
Unifi, Inc. (a) 55,476 1,186,632 
Vera Bradley, Inc. (a) 81,397 728,503 
Wolverine World Wide, Inc. 330,105 11,325,903 
  60,601,964 
TOTAL CONSUMER DISCRETIONARY  862,311,341 
CONSUMER STAPLES - 2.8%   
Beverages - 0.3%   
Boston Beer Co., Inc. Class A (a)(b) 29,581 7,370,402 
Castle Brands, Inc. (a)(b) 312,602 264,242 
Celsius Holdings, Inc. (a)(b) 76,671 313,584 
Coca-Cola Bottling Co. Consolidated 16,868 3,640,114 
Craft Brew Alliance, Inc. (a) 45,519 749,243 
MGP Ingredients, Inc. (b) 47,476 3,408,302 
National Beverage Corp. (b) 42,171 3,535,617 
Primo Water Corp. (a) 117,081 1,525,565 
  20,807,069 
Food & Staples Retailing - 0.6%   
Andersons, Inc. 97,658 3,422,913 
BJ's Wholesale Club Holdings, Inc. (b) 260,675 6,858,359 
Chefs' Warehouse Holdings (a) 78,199 2,511,752 
Ingles Markets, Inc. Class A 50,196 1,432,594 
Natural Grocers by Vitamin Cottage, Inc. (a)(b) 32,607 445,412 
Performance Food Group Co. (a) 364,247 12,442,678 
PriceSmart, Inc. 79,220 4,852,225 
Rite Aid Corp. (a)(b) 3,757,185 3,018,147 
Smart & Final Stores, Inc. (a)(b) 81,398 490,830 
SpartanNash Co. 127,813 2,652,120 
United Natural Foods, Inc. (a)(b) 183,838 2,408,278 
Village Super Market, Inc. Class A 29,279 787,312 
Weis Markets, Inc. 34,030 1,651,136 
  42,973,756 
Food Products - 1.2%   
Alico, Inc. 11,264 333,414 
B&G Foods, Inc. Class A (b) 235,256 6,271,925 
Cal-Maine Foods, Inc. 111,587 4,706,740 
Calavo Growers, Inc. (b) 56,761 4,618,075 
Darling International, Inc. (a) 585,512 12,453,840 
Dean Foods Co. 324,891 1,354,795 
Farmer Brothers Co. (a) 35,582 875,317 
Fresh Del Monte Produce, Inc. 108,714 3,476,674 
Freshpet, Inc. (a)(b) 94,230 3,389,453 
Hostess Brands, Inc. Class A (a)(b) 352,817 4,053,867 
J&J Snack Foods Corp. 53,673 8,284,428 
John B. Sanfilippo & Son, Inc. 30,570 2,086,403 
Lancaster Colony Corp. 67,544 10,744,224 
Landec Corp. (a) 96,464 1,224,128 
Limoneira Co. 52,992 1,167,414 
nLIGHT, Inc. (a)(b) 81,062 1,584,762 
Sanderson Farms, Inc. 73,092 8,997,625 
Seneca Foods Corp. Class A (a) 25,789 737,565 
The Simply Good Foods Co. (a) 216,069 4,276,006 
Tootsie Roll Industries, Inc. (b) 57,954 2,008,106 
  82,644,761 
Household Products - 0.2%   
Central Garden & Pet Co. (a)(b) 41,706 1,635,292 
Central Garden & Pet Co. Class A (non-vtg.) (a) 139,563 4,971,234 
Funko, Inc. (a) 37,790 655,657 
Oil-Dri Corp. of America 17,817 472,863 
WD-40 Co. (b) 48,834 8,875,580 
  16,610,626 
Personal Products - 0.3%   
Edgewell Personal Care Co. (a)(b) 192,759 7,604,343 
elf Beauty, Inc. (a)(b) 79,218 665,431 
Inter Parfums, Inc. 62,235 4,136,138 
MediFast, Inc. 41,883 5,329,193 
Natural Health Trends Corp. (b) 26,452 433,548 
Nature's Sunshine Products, Inc. (a) 28,355 226,840 
Revlon, Inc. (a)(b) 29,000 759,800 
USANA Health Sciences, Inc. (a) 45,292 5,303,693 
  24,458,986 
Tobacco - 0.2%   
22nd Century Group, Inc. (a)(b) 416,313 932,541 
Pyxus International, Inc. (a)(b) 29,994 486,803 
Turning Point Brands, Inc. 28,253 1,000,439 
Universal Corp. 88,106 5,083,716 
Vector Group Ltd. (b) 364,300 4,007,300 
  11,510,799 
TOTAL CONSUMER STAPLES  199,005,997 
ENERGY - 3.5%   
Energy Equipment & Services - 1.1%   
ACM Research, Inc. (a)(b) 28,249 262,998 
Archrock, Inc. 455,628 4,301,128 
Basic Energy Services, Inc. (a) 68,328 324,558 
Bristow Group, Inc. (a)(b) 117,304 385,930 
C&J Energy Services, Inc. (a) 227,937 3,662,948 
Carbo Ceramics, Inc. (a)(b) 73,833 297,547 
Dawson Geophysical Co. 75,408 294,845 
Diamond Offshore Drilling, Inc. (a)(b) 232,739 2,543,837 
Dril-Quip, Inc. (a) 128,027 4,793,331 
Era Group, Inc. (a) 72,079 678,984 
Exterran Corp. (a) 115,153 1,999,056 
Forum Energy Technologies, Inc. (a) 288,403 1,416,059 
Frank's International NV (a)(b) 260,940 1,484,749 
FTS International, Inc. (a) 115,291 939,622 
Helix Energy Solutions Group, Inc. (a) 503,999 3,442,313 
Independence Contract Drilling, Inc. (a) 174,472 596,694 
ION Geophysical Corp. (a) 37,916 340,107 
Key Energy Services, Inc. (a) 33,132 55,330 
KLX Energy Services Holdings, Inc. (a) 71,660 1,867,460 
Liberty Oilfield Services, Inc. Class A (b) 157,676 2,398,252 
Mammoth Energy Services, Inc. 44,484 984,431 
Matrix Service Co. (a) 94,423 2,025,373 
McDermott International, Inc. (a)(b) 641,967 5,662,149 
Natural Gas Services Group, Inc. (a) 44,237 730,353 
NCS Multistage Holdings, Inc. (a)(b) 34,808 197,013 
Newpark Resources, Inc. (a) 317,700 2,640,087 
Noble Corp. (a)(b) 879,301 2,901,693 
Nuverra Environmental Solutions, Inc. (a) 4,432 59,832 
Oceaneering International, Inc. (a) 354,149 5,556,598 
Oil States International, Inc. (a)(b) 214,214 3,688,765 
PHI, Inc. (non-vtg.) (a)(b) 44,150 144,812 
Pioneer Energy Services Corp. (a) 268,521 397,411 
Profire Energy, Inc. (a) 87,913 146,815 
Quintana Energy Services, Inc. (a) 19,930 96,461 
RigNet, Inc. (a) 50,065 668,868 
Rowan Companies PLC (a)(b) 456,819 5,568,624 
SEACOR Holdings, Inc. (a) 61,336 2,538,697 
SEACOR Marine Holdings, Inc. (a) 58,683 777,550 
Smart Sand, Inc. (a)(b) 79,326 201,488 
Solaris Oilfield Infrastructure, Inc. Class A (b) 95,396 1,434,756 
Superior Energy Services, Inc. (a) 546,701 2,137,601 
TETRA Technologies, Inc. (a) 434,612 925,724 
Tidewater, Inc. (a) 101,943 2,193,813 
U.S. Silica Holdings, Inc. (b) 280,758 3,784,618 
Unit Corp. (a) 187,752 2,996,522 
  80,545,802 
Oil, Gas& Consumable Fuels - 2.4%   
Abraxas Petroleum Corp. (a) 573,525 682,495 
Adams Resources & Energy, Inc. 7,566 299,841 
Alta Mesa Resources, Inc. Class A (a)(b) 364,723 349,405 
Approach Resources, Inc. (a)(b) 162,217 156,264 
Arch Coal, Inc. 62,593 5,516,321 
Ardmore Shipping Corp. (a) 118,865 673,965 
Berry Petroleum Corp. (b) 47,097 555,274 
Bonanza Creek Energy, Inc. (a) 67,122 1,547,162 
California Resources Corp. (a)(b) 162,119 3,266,698 
Callon Petroleum Co. (a)(b) 817,725 6,656,282 
Carrizo Oil & Gas, Inc. (a) 313,139 3,845,347 
Clean Energy Fuels Corp. (a) 491,759 934,342 
Cloud Peak Energy, Inc. (a)(b) 241,023 89,926 
CONSOL Energy, Inc. (a) 100,695 3,577,693 
CVR Energy, Inc. 65,531 2,631,070 
Delek U.S. Holdings, Inc. 291,509 9,476,958 
Denbury Resources, Inc. (a)(b) 1,639,782 3,328,757 
DHT Holdings, Inc. 327,984 1,328,335 
Dorian Lpg Ltd. (a) 97,459 534,075 
Earthstone Energy, Inc. (a) 67,474 406,868 
Eclipse Resources Corp. (a)(b) 308,391 354,650 
Energy Fuels, Inc. (a)(b) 306,086 878,225 
EP Energy Corp. (a) 134,810 92,938 
Evolution Petroleum Corp. 91,133 680,764 
Frontline Ltd. (NY Shares) (a)(b) 274,405 1,413,186 
GasLog Ltd. 146,189 2,621,169 
Golar LNG Ltd. 338,702 7,542,894 
Goodrich Petroleum Corp. (a) 31,855 435,776 
Green Plains, Inc. 140,170 1,991,816 
Gulfport Energy Corp. (a) 625,439 5,247,433 
Halcon Resources Corp. (a)(b) 477,667 783,374 
Hallador Energy Co. 58,820 333,215 
Highpoint Resources, Inc. (a)(b) 388,016 1,086,445 
International Seaways, Inc. (a) 77,421 1,402,869 
Isramco, Inc. (a) 3,073 342,025 
Jagged Peak Energy, Inc. (a)(b) 228,407 2,405,126 
Laredo Petroleum, Inc. (a) 555,058 2,109,220 
Lilis Energy, Inc. (a)(b) 159,585 346,299 
Matador Resources Co. (a)(b) 377,371 7,358,735 
Midstates Petroleum Co., Inc. (a) 53,414 517,048 
NACCO Industries, Inc. Class A 13,382 456,059 
Nextdecade Corp. (a) 26,396 96,345 
Nine Energy Service, Inc. (a) 52,895 1,268,422 
Nordic American Tanker Shipping Ltd. (b) 502,194 1,029,498 
Northern Oil & Gas, Inc. (a)(b) 694,414 1,756,867 
Oasis Petroleum, Inc. (a) 966,214 5,816,608 
Overseas Shipholding Group, Inc. (a) 205,500 371,955 
Panhandle Royalty Co. Class A 55,806 892,896 
Par Pacific Holdings, Inc. (a) 110,441 1,795,771 
PDC Energy, Inc. (a) 237,355 7,730,652 
Peabody Energy Corp. 280,132 10,000,712 
Penn Virginia Corp. (a) 44,738 2,346,955 
Ramaco Resources, Inc. (a)(b) 21,614 130,981 
Renewable Energy Group, Inc. (a)(b) 132,525 3,829,973 
Resolute Energy Corp. (a)(b) 78,384 2,565,508 
Rex American Resources Corp. (a)(b) 19,884 1,450,140 
Ring Energy, Inc. (a) 204,035 1,199,726 
Sanchez Energy Corp. (a)(b) 257,055 67,348 
SandRidge Energy, Inc. (a) 108,938 903,096 
Scorpio Tankers, Inc. 163,883 3,069,529 
SemGroup Corp. Class A 283,543 4,542,359 
Ship Finance International Ltd. (NY Shares) (b) 289,940 3,525,670 
SilverBow Resources, Inc. (a) 25,175 612,004 
Southwestern Energy Co. (a)(b) 2,110,331 9,222,146 
SRC Energy, Inc. (a) 866,244 4,261,920 
Talos Energy, Inc. (a) 71,585 1,367,274 
Teekay Corp. (b) 243,113 853,327 
Teekay Tankers Ltd. 683,437 683,437 
Tellurian, Inc. (a)(b) 305,679 3,056,790 
Ultra Petroleum Corp. (a)(b) 570,304 410,619 
Uranium Energy Corp. (a)(b) 627,146 815,290 
W&T Offshore, Inc. (a)(b) 332,198 1,674,278 
WildHorse Resource Development Corp. (a)(b) 98,811 1,676,823 
World Fuel Services Corp. 239,925 5,971,733 
Zion Oil & Gas, Inc. (a)(b) 179,679 87,414 
  169,340,410 
TOTAL ENERGY  249,886,212 
FINANCIALS - 17.8%   
Banks - 9.5%   
1st Constitution Bancorp 26,140 507,639 
1st Source Corp. 56,629 2,570,957 
Access National Corp. 54,656 1,290,428 
ACNB Corp. 24,642 896,969 
Allegiance Bancshares, Inc. (a) 41,952 1,506,916 
Amalgamated Bank 42,729 766,558 
American National Bankshares, Inc. 29,063 949,779 
Ameris Bancorp 151,782 5,760,127 
Ames National Corp. 30,968 778,536 
Arrow Financial Corp. 43,518 1,386,048 
Atlantic Capital Bancshares, Inc. (a) 91,398 1,652,476 
Auburn National Bancorp., Inc. 7,994 260,285 
Banc of California, Inc. 153,159 2,233,058 
BancFirst Corp. 64,769 3,476,800 
Bancorp, Inc., Delaware (a) 180,459 1,530,292 
BancorpSouth Bank 336,067 9,806,435 
Bank of Commerce Holdings 54,664 584,358 
Bank of Marin Bancorp 48,658 2,040,717 
Bank7 Corp. 12,524 195,249 
Bankwell Financial Group, Inc. 21,474 620,599 
Banner Corp. 114,920 6,267,737 
Bar Harbor Bankshares 54,041 1,293,201 
BayCom Corp. 36,719 793,130 
BCB Bancorp, Inc. 46,514 546,074 
Berkshire Hills Bancorp, Inc. 146,191 3,983,705 
Blue Hills Bancorp, Inc. 82,352 1,946,801 
Boston Private Financial Holdings, Inc. 296,831 3,443,240 
Bridge Bancorp, Inc. 60,470 1,861,871 
Bridgewater Bancshares, Inc. (a) 82,960 925,004 
Brookline Bancorp, Inc., Delaware 283,225 4,211,556 
Bryn Mawr Bank Corp. 71,867 2,658,360 
Business First Bancshares, Inc. 38,054 877,906 
Byline Bancorp, Inc. (a) 57,815 1,092,125 
C & F Financial Corp. 11,779 588,714 
Cadence Bancorp Class A 430,551 8,072,831 
Cambridge Bancorp (b) 13,135 999,574 
Camden National Corp. 56,028 2,270,255 
Capital Bancorp, Inc. 23,100 271,425 
Capital City Bank Group, Inc. 40,682 976,368 
Capstar Financial Holdings, Inc. 27,977 446,233 
Carolina Financial Corp. 75,825 2,625,062 
Cathay General Bancorp 275,630 10,231,386 
CB Financial Services, Inc. 16,100 388,815 
CBTX, Inc. 66,505 2,144,786 
Centerstate Banks of Florida, Inc. 327,679 8,126,439 
Central Pacific Financial Corp. 102,406 2,931,884 
Central Valley Community Bancorp 41,048 811,519 
Century Bancorp, Inc. Class A (non-vtg.) 10,193 791,283 
Chemical Financial Corp. 254,772 11,327,163 
Chemung Financial Corp. 11,587 485,727 
Citizens & Northern Corp. 44,302 1,110,651 
City Holding Co. 57,048 4,089,201 
Civista Bancshares, Inc. 49,073 919,137 
CNB Financial Corp., Pennsylvania 51,800 1,308,986 
Coastal Financial Corp. of Washington (a) 22,800 339,036 
Codorus Valley Bancorp, Inc. 32,466 717,499 
Columbia Banking Systems, Inc. 261,547 9,611,852 
Community Bank System, Inc. 179,445 10,757,728 
Community Bankers Trust Corp. (a) 77,179 575,755 
Community Financial Corp. 16,930 500,282 
Community Trust Bancorp, Inc. 56,223 2,283,216 
ConnectOne Bancorp, Inc. 107,124 2,142,480 
County Bancorp, Inc. 17,146 293,368 
Customers Bancorp, Inc. (a) 104,624 2,057,954 
CVB Financial Corp. 398,649 8,734,400 
Eagle Bancorp, Inc. (a) 114,222 6,268,503 
Enterprise Bancorp, Inc. 34,459 1,114,749 
Enterprise Financial Services Corp. 81,777 3,608,819 
Equity Bancshares, Inc. (a) 47,680 1,513,840 
Esquire Financial Holdings, Inc. (a) 21,421 465,478 
Evans Bancorp, Inc. 16,723 585,305 
Farmers & Merchants Bancorp, Inc. (b) 31,862 1,004,609 
Farmers National Banc Corp. 90,257 1,170,633 
Fidelity D & D Bancorp, Inc. (b) 10,043 592,637 
Fidelity Southern Corp. 79,559 2,423,367 
Financial Institutions, Inc. 54,170 1,452,839 
First Bancorp, North Carolina 105,154 3,866,513 
First Bancorp, Puerto Rico 765,795 8,155,717 
First Bancshares, Inc. 43,992 1,425,781 
First Bank Hamilton New Jersey 58,023 652,179 
First Busey Corp. 155,977 3,861,991 
First Business Finance Services, Inc. 29,367 606,135 
First Choice Bancorp 31,895 689,251 
First Commonwealth Financial Corp. 358,474 4,875,246 
First Community Bankshares, In 56,767 1,947,108 
First Community Corp. 25,679 526,420 
First Financial Bancorp, Ohio 341,394 8,988,904 
First Financial Bankshares, Inc. (b) 232,373 14,197,990 
First Financial Corp., Indiana 42,496 1,762,309 
First Financial Northwest, Inc. 29,355 444,728 
First Foundation, Inc. 135,765 1,972,665 
First Guaranty Bancshares, Inc. 19,251 418,324 
First Internet Bancorp 34,656 693,120 
First Interstate Bancsystem, Inc. 117,021 4,554,457 
First Merchants Corp. 176,624 6,469,737 
First Mid-Illinois Bancshares, Inc. 45,055 1,467,892 
First Midwest Bancorp, Inc., Delaware 377,170 8,305,283 
First Northwest Bancorp 33,273 508,079 
First of Long Island Corp. 87,035 1,803,365 
First Savings Financial Group, Inc. 6,150 308,300 
First United Corp. 26,479 428,960 
Flushing Financial Corp. 97,143 2,154,632 
Franklin Financial Network, Inc. 45,685 1,455,981 
Fulton Financial Corp. 615,461 9,878,149 
FVCBankcorp, Inc. 6,591 115,343 
German American Bancorp, Inc. 74,685 2,184,536 
Glacier Bancorp, Inc. 303,290 12,792,772 
Great Southern Bancorp, Inc. 40,240 2,146,402 
Great Western Bancorp, Inc. 211,792 7,474,140 
Guaranty Bancshares, Inc. Texas 27,415 822,450 
Hancock Whitney Corp. 304,069 12,491,155 
Hanmi Financial Corp. 115,465 2,532,147 
HarborOne Bancorp, Inc. (a) 51,007 774,286 
Heartland Financial U.S.A., Inc. 104,861 4,756,495 
Heritage Commerce Corp. 142,152 1,886,357 
Heritage Financial Corp., Washington 131,590 4,076,658 
Hilltop Holdings, Inc. 257,938 4,748,639 
Home Bancshares, Inc. 569,696 10,431,134 
HomeTrust Bancshares, Inc. 62,260 1,681,020 
Hope Bancorp, Inc. 444,501 6,360,809 
Horizon Bancorp, Inc. Indiana 131,438 2,121,409 
Howard Bancorp, Inc. (a) 46,772 600,085 
IBERIABANK Corp. 197,804 14,615,738 
Independent Bank Corp. 78,648 1,742,840 
Independent Bank Corp., Massachusetts 97,453 7,774,800 
Independent Bank Group, Inc. 117,157 6,181,203 
International Bancshares Corp. 197,103 6,991,243 
Investar Holding Corp. 31,872 734,968 
Investors Bancorp, Inc. 861,673 10,460,710 
Lakeland Bancorp, Inc. 159,382 2,494,328 
Lakeland Financial Corp. 87,435 3,937,198 
LCNB Corp. 31,905 526,433 
LegacyTexas Financial Group, Inc. 170,474 6,791,684 
Live Oak Bancshares, Inc. (b) 90,934 1,263,983 
Luther Burbank Corp. 72,414 684,312 
Macatawa Bank Corp. 91,797 895,939 
MB Financial, Inc. 295,913 13,132,619 
MBT Financial Corp. 63,486 635,495 
Mercantile Bank Corp. 59,131 1,963,149 
Merchants Bancorp/IN 57,468 1,124,649 
Metropolitan Bank Holding Corp. (a) 23,234 813,190 
Mid Penn Bancorp, Inc. 16,528 382,623 
Middlefield Banc Corp. 12,009 513,505 
Midland States Bancorp, Inc. 74,651 1,799,836 
Midsouth Bancorp, Inc. 53,285 608,515 
MidWestOne Financial Group, Inc. 39,427 1,092,522 
MutualFirst Financial, Inc. 20,587 597,023 
MVB Financial Corp. 30,729 517,476 
National Bank Holdings Corp. 103,466 3,306,773 
National Bankshares, Inc. 24,059 835,569 
National Commerce Corp. (a) 64,596 2,630,026 
NBT Bancorp, Inc. 152,821 5,443,484 
Nicolet Bankshares, Inc. (a) 29,642 1,621,121 
Northeast Bancorp 27,038 533,189 
Northrim Bancorp, Inc. 24,286 804,595 
Norwood Financial Corp. 20,522 601,705 
Oak Valley Bancorp Oakdale California (b) 27,731 489,452 
OFG Bancorp 156,054 3,024,327 
Ohio Valley Banc Corp. 14,512 520,691 
Old Line Bancshares, Inc. 55,739 1,505,510 
Old National Bancorp, Indiana 539,764 8,711,791 
Old Second Bancorp, Inc. 103,586 1,453,312 
OP Bancorp 44,908 408,663 
Opus Bank 70,137 1,465,863 
Origin Bancorp, Inc. 62,224 2,119,972 
Orrstown Financial Services, Inc. 26,193 493,214 
Pacific City Financial Corp. 42,435 698,056 
Pacific Mercantile Bancorp (a) 55,457 435,892 
Pacific Premier Bancorp, Inc. 163,167 4,854,218 
Park National Corp. 49,290 4,634,246 
Parke Bancorp, Inc. 24,450 479,709 
PCSB Financial Corp. 59,073 1,199,773 
Peapack-Gladstone Financial Corp. 65,125 1,738,186 
Penns Woods Bancorp, Inc. 16,099 568,778 
People's Utah Bancorp 54,758 1,609,885 
Peoples Bancorp of North Carolina 18,043 469,118 
Peoples Bancorp, Inc. 62,402 1,996,864 
Peoples Financial Services Corp. 24,527 1,011,493 
Preferred Bank, Los Angeles 50,371 2,345,274 
Premier Financial Bancorp, Inc. 42,447 605,719 
QCR Holdings, Inc. 46,533 1,594,221 
Reliant Bancorp, Inc. (b) 36,089 775,914 
Renasant Corp. 172,660 6,132,883 
Republic Bancorp, Inc., Kentucky Class A 34,151 1,423,755 
Republic First Bancorp, Inc. (a) 157,169 927,297 
S&T Bancorp, Inc. 123,484 4,744,255 
Sandy Spring Bancorp, Inc. 124,089 4,046,542 
SB One Bancorp 25,125 550,238 
Seacoast Banking Corp., Florida (a) 164,885 4,537,635 
Select Bancorp, Inc. New (a) 54,665 661,447 
ServisFirst Bancshares, Inc. 166,428 5,616,945 
Shore Bancshares, Inc. 44,982 670,232 
Sierra Bancorp 50,267 1,337,102 
Simmons First National Corp. Class A 323,790 8,010,565 
SmartFinancial, Inc. (a) 40,524 782,113 
South State Corp. 130,584 8,664,248 
Southern First Bancshares, Inc. (a) 24,413 878,624 
Southern National Bancorp of Virginia, Inc. 69,129 1,042,465 
Southside Bancshares, Inc. 119,574 3,944,746 
Spirit of Texas Bancshares, Inc. (a)(b) 33,077 728,356 
Stock Yards Bancorp, Inc. 77,854 2,691,413 
Summit Financial Group, Inc. 38,939 916,235 
The Bank of NT Butterfield & Son Ltd. 195,305 6,845,440 
The Bank of Princeton 20,579 607,904 
The First Bancorp, Inc. 36,067 933,053 
Tompkins Financial Corp. 53,112 3,905,856 
TowneBank 235,736 6,119,707 
Trico Bancshares 91,550 3,453,266 
TriState Capital Holdings, Inc. (a) 87,612 1,783,780 
Triumph Bancorp, Inc. (a) 86,441 2,632,993 
Trustmark Corp. 238,006 7,504,329 
UMB Financial Corp. 161,498 10,394,011 
Union Bankshares Corp. 234,084 7,387,691 
Union Bankshares, Inc. 15,158 722,279 
United Bankshares, Inc., West Virginia 356,474 12,608,485 
United Community Bank, Inc. 280,577 7,216,440 
United Security Bancshares, California 51,285 526,184 
Unity Bancorp, Inc. 27,667 548,083 
Univest Corp. of Pennsylvania 104,506 2,454,846 
Valley National Bancorp 1,149,956 11,626,055 
Veritex Holdings, Inc. (b) 158,776 4,201,213 
Washington Trust Bancorp, Inc. 54,370 2,829,415 
WesBanco, Inc. 186,663 7,580,384 
West Bancorp., Inc. 56,293 1,212,551 
Westamerica Bancorp. (b) 92,539 5,798,494 
  674,723,916 
Capital Markets - 1.2%   
Arlington Asset Investment Corp. (b) 103,323 890,644 
Artisan Partners Asset Management, Inc. 171,479 3,998,890 
Ashford, Inc. 2,298 149,370 
Associated Capital Group, Inc. (b) 8,362 354,465 
B. Riley Financial, Inc. 72,781 1,109,910 
Blucora, Inc. (a) 170,532 5,032,399 
Cohen & Steers, Inc. 79,311 2,984,473 
Cowen Group, Inc. Class A (a)(b) 98,923 1,599,585 
Diamond Hill Investment Group, Inc. 11,580 1,794,900 
Federated Investors, Inc. Class B (non-vtg.) 346,347 9,050,047 
Gain Capital Holdings, Inc. (b) 98,226 635,522 
GAMCO Investors, Inc. Class A 16,471 328,596 
Greenhill & Co., Inc. (b) 63,204 1,583,892 
Hamilton Lane, Inc. Class A 59,681 2,164,630 
Houlihan Lokey 120,610 5,335,786 
INTL FCStone, Inc. (a) 54,512 2,083,994 
Investment Technology Group, Inc. 116,816 3,534,852 
Ladenburg Thalmann Financial Services, Inc. 364,158 1,048,775 
Moelis & Co. Class A 159,564 6,980,925 
OM Asset Management Ltd. 287,677 3,558,564 
Oppenheimer Holdings, Inc. Class A (non-vtg.) 34,319 924,211 
Piper Jaffray Companies 51,415 3,549,177 
PJT Partners, Inc. 71,586 3,112,559 
Pzena Investment Management, Inc. 62,303 545,774 
Rosehill Resources, Inc. (a)(b) 8,344 29,037 
Safeguard Scientifics, Inc. (a) 68,285 648,025 
Siebert Financial Corp. (a)(b) 26,077 288,412 
Silvercrest Asset Management Group Class A 28,678 381,991 
Stifel Financial Corp. 247,697 11,857,255 
Value Line, Inc. 3,630 77,864 
Virtus Investment Partners, Inc. 24,866 2,237,194 
Waddell & Reed Financial, Inc. Class A (b) 278,434 4,766,790 
Westwood Holdings Group, Inc. 29,342 1,074,504 
WisdomTree Investments, Inc. 416,856 2,792,935 
  86,505,947 
Consumer Finance - 0.7%   
CURO Group Holdings Corp. (a) 41,648 520,600 
Elevate Credit, Inc. (a) 73,079 325,202 
Encore Capital Group, Inc. (a)(b) 93,480 2,761,399 
Enova International, Inc. (a) 120,871 2,786,077 
EZCORP, Inc. (non-vtg.) Class A (a)(b) 178,358 1,662,297 
First Cash Financial Services, Inc. 155,440 12,812,919 
Green Dot Corp. Class A (a) 172,894 12,797,614 
LendingClub Corp. (a)(b) 1,144,124 3,649,756 
Nelnet, Inc. Class A 66,364 3,490,746 
PRA Group, Inc. (a)(b) 160,099 4,724,521 
Regional Management Corp. (a) 32,969 905,988 
World Acceptance Corp. (a) 22,162 2,297,978 
  48,735,097 
Diversified Financial Services - 0.4%   
Acushnet Holdings Corp. 124,087 2,852,760 
Banco Latinoamericano de Comercio Exterior SA Series E 108,394 2,035,639 
Cannae Holdings, Inc. (a) 247,349 4,783,730 
Columbia Financial, Inc. (b) 175,818 2,603,865 
Donnelley Financial Solutions, Inc. (a) 120,116 1,758,498 
FB Financial Corp. 58,230 1,926,248 
FGL Holdings Class A (a) 521,894 4,128,182 
Focus Financial Partners, Inc. Class A 67,077 1,886,205 
Granite Point Mortgage Trust, Inc. 154,818 3,022,047 
Level One Bancorp, Inc. (b) 18,238 443,183 
Marlin Business Services Corp. 30,774 682,875 
On Deck Capital, Inc. (a) 182,680 1,373,754 
Pennymac Financial Services, Inc. 70,755 1,463,213 
RBB Bancorp 49,379 920,918 
Senseonics Holdings, Inc. (a)(b) 304,553 764,428 
  30,645,545 
Insurance - 2.7%   
AMBAC Financial Group, Inc. (a) 161,734 3,060,007 
American Equity Investment Life Holding Co. 319,736 10,014,132 
Amerisafe, Inc. 68,425 4,065,129 
Argo Group International Holdings, Ltd. 115,822 7,729,960 
Citizens, Inc. Class A (a)(b) 177,390 1,257,695 
CNO Financial Group, Inc. 587,230 10,499,672 
Crawford & Co. Class B 40,789 393,614 
Donegal Group, Inc. Class A 32,786 431,792 
eHealth, Inc. (a) 67,315 4,116,985 
EMC Insurance Group 32,926 1,082,607 
Employers Holdings, Inc. 115,565 4,896,489 
Enstar Group Ltd. (a) 42,886 7,633,708 
FBL Financial Group, Inc. Class A 35,026 2,459,526 
Fednat Holding Co. 41,280 747,581 
Genworth Financial, Inc. Class A (a) 1,802,903 8,726,051 
Global Indemnity Ltd. 29,726 977,985 
Goosehead Insurance (b) 34,913 1,003,400 
Greenlight Capital Re, Ltd. (a)(b) 102,366 1,061,535 
Hallmark Financial Services, Inc. (a) 45,463 440,991 
HCI Group, Inc. 26,252 1,243,820 
Health Insurance Innovations, Inc. (a)(b) 46,149 1,769,353 
Heritage Insurance Holdings, Inc. (b) 71,476 1,037,832 
Horace Mann Educators Corp. 147,017 6,123,258 
Independence Holding Co. 16,637 594,939 
Investors Title Co. 4,916 849,141 
James River Group Holdings Ltd. 93,026 3,588,013 
Kemper Corp. 188,473 14,169,400 
Kingstone Companies, Inc. 33,153 545,367 
Kinsale Capital Group, Inc. 70,139 4,068,062 
Maiden Holdings Ltd. 239,471 308,918 
MBIA, Inc. (a)(b) 318,472 3,060,516 
National General Holdings Corp. 231,132 5,581,838 
National Western Life Group, Inc. 8,148 2,471,288 
Navigators Group, Inc. 73,732 5,146,494 
NI Holdings, Inc. (a) 33,644 504,660 
Primerica, Inc. 154,157 17,322,622 
ProAssurance Corp. 189,768 8,095,503 
Protective Insurance Corp. Class B 33,433 616,170 
RLI Corp. 139,932 9,236,911 
Safety Insurance Group, Inc. 52,636 4,332,469 
Selective Insurance Group, Inc. 207,329 12,630,483 
State Auto Financial Corp. 59,468 2,021,912 
Stewart Information Services Corp. 83,367 3,705,663 
Third Point Reinsurance Ltd. (a) 264,586 2,780,799 
Tiptree, Inc. 101,611 604,585 
Trupanion, Inc. (a)(b) 89,898 2,386,792 
United Fire Group, Inc. 75,561 3,929,172 
United Insurance Holdings Corp. 73,174 1,194,200 
Universal Insurance Holdings, Inc. 113,444 4,279,108 
  194,798,147 
Mortgage Real Estate Investment Trusts - 1.0%   
AG Mortgage Investment Trust, Inc. 103,466 1,864,457 
Anworth Mortgage Asset Corp. 340,670 1,522,795 
Apollo Commercial Real Estate Finance, Inc. 439,554 7,999,883 
Arbor Realty Trust, Inc. (b) 235,942 2,821,866 
Ares Commercial Real Estate Corp. 96,174 1,384,906 
Armour Residential REIT, Inc. 150,072 3,154,513 
Blackstone Mortgage Trust, Inc. 397,774 13,719,225 
Capstead Mortgage Corp. 321,447 2,369,064 
Cherry Hill Mortgage Investment Corp. 56,950 1,053,575 
Dynex Capital, Inc. 206,905 1,245,568 
Exantas Capital Corp. 109,298 1,155,280 
Great Ajax Corp. 56,891 734,463 
Invesco Mortgage Capital, Inc. 400,274 6,444,411 
KKR Real Estate Finance Trust, Inc. 76,134 1,569,883 
Ladder Capital Corp. Class A 331,035 5,730,216 
New York Mortgage Trust, Inc. (b) 556,204 3,492,961 
Orchid Island Capital, Inc. (b) 187,003 1,297,801 
PennyMac Mortgage Investment Trust 215,430 4,360,303 
Redwood Trust, Inc. 294,056 4,743,123 
TPG RE Finance Trust, Inc. 124,363 2,466,118 
Western Asset Mortgage Capital Corp. 166,895 1,595,516 
ZAIS Financial Corp. (b) 62,314 974,591 
  71,700,518 
Real Estate Management & Development - 0.0%   
The RMR Group, Inc. 25,088 1,656,059 
Thrifts & Mortgage Finance - 2.3%   
Axos Financial, Inc. (a)(b) 211,894 6,433,102 
BankFinancial Corp. 47,127 706,905 
Beneficial Bancorp, Inc. 244,721 3,815,200 
BSB Bancorp, Inc. (a) 29,952 966,252 
Capitol Federal Financial, Inc. 459,281 5,910,946 
Dime Community Bancshares, Inc. 113,810 2,244,333 
Entegra Financial Corp. (a) 24,021 561,131 
ESSA Bancorp, Inc. 32,167 484,435 
Essent Group Ltd. (a) 343,108 13,638,543 
Farmer Mac Class C (non-vtg.) 32,345 2,288,409 
First Defiance Financial Corp. 72,774 2,050,771 
Flagstar Bancorp, Inc. 106,053 3,271,735 
FS Bancorp, Inc. 13,492 655,037 
Greene County Bancorp, Inc. 10,131 308,692 
Hingham Institution for Savings 4,686 866,441 
Home Bancorp, Inc. 27,814 983,503 
HomeStreet, Inc. (a) 90,000 2,202,300 
Impac Mortgage Holdings, Inc. (a)(b) 34,921 122,573 
Kearny Financial Corp. 327,226 4,201,582 
LendingTree, Inc. (a)(b) 28,503 8,446,579 
Malvern Bancorp, Inc. (a) 26,946 563,710 
Meridian Bancorp, Inc. Maryland 170,269 2,696,210 
Meta Financial Group, Inc. 100,378 2,363,902 
MGIC Investment Corp. (a) 1,292,444 16,129,701 
NMI Holdings, Inc. (a) 225,556 4,962,232 
Northfield Bancorp, Inc. 153,960 2,203,168 
Northwest Bancshares, Inc. 341,720 6,027,941 
OceanFirst Financial Corp. 170,040 4,082,660 
Oconee Federal Financial Corp. 6,129 160,273 
Ocwen Financial Corp. (a) 419,498 704,757 
Oritani Financial Corp. 142,540 2,403,224 
PDL Community Bancorp (a) 30,598 395,632 
Provident Bancorp, Inc. (a) 17,168 388,168 
Provident Financial Services, Inc. 221,682 5,477,762 
Prudential Bancorp, Inc. 34,347 626,489 
Radian Group, Inc. 771,931 14,851,952 
Riverview Bancorp, Inc. 75,311 561,067 
SI Financial Group, Inc. 40,048 515,818 
Southern Missouri Bancorp, Inc. 25,176 886,447 
Sterling Bancorp, Inc. 78,196 672,486 
Territorial Bancorp, Inc. 26,790 738,868 
Timberland Bancorp, Inc. 23,282 654,690 
Trustco Bank Corp., New York 333,687 2,589,411 
United Community Financial Corp. 172,722 1,637,405 
United Financial Bancorp, Inc. New 180,074 2,666,896 
Walker & Dunlop, Inc. 99,050 4,761,334 
Washington Federal, Inc. 297,794 8,662,827 
Waterstone Financial, Inc. 89,161 1,399,828 
Westfield Financial, Inc. 94,076 870,203 
WMI Holdings Corp. (a) 266,452 4,100,696 
WSFS Financial Corp. 108,019 4,555,161 
  159,469,387 
TOTAL FINANCIALS  1,268,234,616 
HEALTH CARE - 15.7%   
Biotechnology - 6.3%   
Abeona Therapeutics, Inc. (a) 111,364 756,162 
ACADIA Pharmaceuticals, Inc. (a)(b) 352,236 8,023,936 
Acceleron Pharma, Inc. (a) 138,698 5,880,795 
Achaogen, Inc. (a)(b) 105,101 158,703 
Achillion Pharmaceuticals, Inc. (a) 484,679 1,061,447 
Acorda Therapeutics, Inc. (a)(b) 156,577 2,603,876 
Adamas Pharmaceuticals, Inc. (a)(b) 79,124 712,116 
ADMA Biologics, Inc. (a)(b) 69,296 204,423 
Aduro Biotech, Inc. (a) 229,118 682,772 
Adverum Biotechnologies, Inc. (a) 194,213 617,597 
Aeglea BioTherapeutics, Inc. (a) 58,903 538,373 
Agenus, Inc. (a)(b) 310,675 1,046,975 
AgeX Therapeutics, Inc. (a)(b) 31,480 121,828 
Aimmune Therapeutics, Inc. (a)(b) 157,137 3,695,862 
Akebia Therapeutics, Inc. (a)(b) 305,252 1,681,939 
Albireo Pharma, Inc. (a) 32,265 838,890 
Alder Biopharmaceuticals, Inc. (a)(b) 209,150 2,944,832 
Aldeyra Therapeutics, Inc. (a) 75,638 666,371 
Allakos, Inc. (a)(b) 29,978 1,197,621 
Allena Pharmaceuticals, Inc. (a) 40,716 285,419 
Allogene Therapeutics, Inc. (b) 75,973 2,304,261 
AMAG Pharmaceuticals, Inc. (a)(b) 122,047 1,997,909 
Amicus Therapeutics, Inc. (a)(b) 678,209 8,165,636 
AnaptysBio, Inc. (a)(b) 75,718 5,021,618 
Apellis Pharmaceuticals, Inc. (a) 128,608 1,800,512 
Aptinyx, Inc. (b) 47,243 252,278 
Arbutus Biopharma Corp. (a) 126,061 465,165 
Arcus Biosciences, Inc. 111,672 1,135,704 
Ardelyx, Inc. (a) 154,704 324,878 
Arena Pharmaceuticals, Inc. (a) 177,725 8,170,018 
ArQule, Inc. (a) 387,169 1,432,525 
Array BioPharma, Inc. (a) 737,996 13,778,385 
Arrowhead Pharmaceuticals, Inc. (a)(b) 311,930 4,404,452 
Arsanis, Inc. (a)(b) 18,486 50,467 
Atara Biotherapeutics, Inc. (a)(b) 150,308 5,711,704 
Athersys, Inc. (a)(b) 398,807 634,103 
Audentes Therapeutics, Inc. (a) 133,546 3,311,941 
AVEO Pharmaceuticals, Inc. (a)(b) 383,234 268,034 
Avid Bioservices, Inc. (a) 180,992 696,819 
AVROBIO, Inc. 21,441 267,155 
Bellicum Pharmaceuticals, Inc. (a)(b) 143,590 473,847 
BioCryst Pharmaceuticals, Inc. (a)(b) 392,040 3,402,907 
Biohaven Pharmaceutical Holding Co. Ltd. (a) 101,901 3,881,409 
Biospecifics Technologies Corp. (a) 20,512 1,332,870 
BioTime, Inc. (b) 316,425 446,159 
Blueprint Medicines Corp. (a) 147,974 10,667,446 
Calithera Biosciences, Inc. (a) 110,057 490,854 
Calyxt, Inc. (a)(b) 21,082 279,758 
Cara Therapeutics, Inc. (a)(b) 115,978 1,768,665 
CareDx, Inc. (a) 125,950 3,530,379 
CASI Pharmaceuticals, Inc. (a)(b) 178,021 615,953 
Catalyst Biosciences, Inc. (a)(b) 41,965 368,872 
Catalyst Pharmaceutical Partners, Inc. (a)(b) 344,919 869,196 
Celcuity, Inc. (a) 20,736 460,754 
Cellular Biomedicine Group, Inc. (a)(b) 41,321 734,274 
ChemoCentryx, Inc. (a) 80,105 980,485 
Chimerix, Inc. (a) 156,564 364,794 
Clovis Oncology, Inc. (a)(b) 170,535 4,324,768 
CohBar, Inc. (a)(b) 84,226 276,261 
Coherus BioSciences, Inc. (a)(b) 184,751 2,486,748 
Concert Pharmaceuticals, Inc. (a) 75,717 1,071,396 
Constellation Pharmaceuticals, Inc. (b) 14,342 103,693 
Corbus Pharmaceuticals Holdings, Inc. (a)(b) 177,910 1,345,000 
Corvus Pharmaceuticals, Inc. (a) 49,597 197,892 
Crinetics Pharmaceuticals, Inc. (a)(b) 24,843 652,874 
CTI BioPharma Corp. (a) 184,781 219,889 
Cue Biopharma, Inc. (a)(b) 63,012 321,991 
Cytokinetics, Inc. (a) 163,659 1,150,523 
CytomX Therapeutics, Inc. (a) 159,878 2,714,728 
Deciphera Pharmaceuticals, Inc. (a)(b) 31,325 841,703 
Denali Therapeutics, Inc. (a)(b) 163,555 3,117,358 
Dicerna Pharmaceuticals, Inc. (a)(b) 191,542 1,974,798 
Dynavax Technologies Corp. (a)(b) 221,829 2,444,556 
Eagle Pharmaceuticals, Inc. (a)(b) 37,458 1,582,975 
Editas Medicine, Inc. (a)(b) 165,856 3,604,051 
Eidos Therapeutics, Inc. (b) 25,633 312,979 
Emergent BioSolutions, Inc. (a) 162,732 10,152,849 
Enanta Pharmaceuticals, Inc. (a) 60,031 4,768,262 
Epizyme, Inc. (a) 212,087 2,167,529 
Equillium, Inc. 18,371 161,481 
Esperion Therapeutics, Inc. (a)(b) 82,009 3,809,318 
Evelo Biosciences, Inc. (b) 49,146 441,331 
Fate Therapeutics, Inc. (a)(b) 217,531 3,293,419 
Fennec Pharmaceuticals, Inc. (a)(b) 41,569 278,097 
FibroGen, Inc. (a) 272,095 15,441,391 
Five Prime Therapeutics, Inc. (a) 119,251 1,341,574 
Flexion Therapeutics, Inc. (a)(b) 119,432 1,754,456 
Fortress Biotech, Inc. (a)(b) 125,815 260,437 
Forty Seven, Inc. (b) 29,158 428,331 
Genomic Health, Inc. (a) 75,091 5,692,649 
Geron Corp. (a)(b) 603,985 694,583 
Global Blood Therapeutics, Inc. (a)(b) 178,817 8,567,122 
GlycoMimetics, Inc. (a)(b) 121,190 1,357,328 
Gritstone Oncology, Inc. (b) 24,709 316,275 
GTx, Inc. (a)(b) 17,102 18,641 
Halozyme Therapeutics, Inc. (a) 446,801 7,229,240 
Heron Therapeutics, Inc. (a)(b) 246,901 6,641,637 
Homology Medicines, Inc. (a)(b) 61,216 1,240,848 
Idera Pharmaceuticals, Inc. (a) 68,437 173,146 
Immune Design Corp. (a) 121,951 190,244 
ImmunoGen, Inc. (a) 511,016 2,682,834 
Immunomedics, Inc. (a)(b) 526,754 7,790,692 
Inovio Pharmaceuticals, Inc. (a)(b) 295,551 1,480,711 
Insmed, Inc. (a)(b) 274,206 6,665,948 
Insys Therapeutics, Inc. (a)(b) 94,956 328,548 
Intellia Therapeutics, Inc. (a)(b) 118,250 1,672,055 
Intercept Pharmaceuticals, Inc. (a)(b) 78,421 9,463,846 
Intrexon Corp. (a)(b) 261,922 2,006,323 
Invitae Corp. (a) 235,354 3,313,784 
Iovance Biotherapeutics, Inc. (a) 380,190 3,478,739 
Ironwood Pharmaceuticals, Inc. Class A (a) 503,656 6,879,941 
Jounce Therapeutics, Inc. (a)(b) 56,183 235,407 
Kadmon Holdings, Inc. (a)(b) 356,147 858,314 
Karyopharm Therapeutics, Inc. (a)(b) 172,393 1,460,169 
Kezar Life Sciences, Inc. 18,455 330,529 
Kindred Biosciences, Inc. (a) 110,535 1,088,770 
Kiniksa Pharmaceuticals Ltd. (b) 23,179 405,633 
Kodiak Sciences, Inc. 33,766 259,323 
Kura Oncology, Inc. (a)(b) 100,732 1,601,639 
La Jolla Pharmaceutical Co. (a)(b) 76,396 461,432 
Lexicon Pharmaceuticals, Inc. (a)(b) 153,333 725,265 
Ligand Pharmaceuticals, Inc. Class B (a)(b) 74,817 8,835,888 
Liquidia Technologies, Inc. 17,218 247,767 
LogicBio Therapeutics, Inc. 28,590 252,736 
Loxo Oncology, Inc. (a) 96,196 22,567,582 
Macrogenics, Inc. (a)(b) 139,458 1,635,842 
Madrigal Pharmaceuticals, Inc. (a)(b) 24,884 2,880,572 
Magenta Therapeutics, Inc. (b) 13,178 92,378 
MannKind Corp. (a)(b) 500,089 630,112 
MediciNova, Inc. (a)(b) 142,031 1,289,641 
MeiraGTx Holdings PLC (b) 12,513 154,911 
Menlo Therapeutics, Inc. (a) 34,185 182,890 
Minerva Neurosciences, Inc. (a) 109,226 718,707 
Miragen Therapeutics, Inc. (a) 92,356 264,138 
Mirati Therapeutics, Inc. (a)(b) 72,291 4,776,989 
Molecular Templates, Inc. (a) 43,381 205,626 
Momenta Pharmaceuticals, Inc. (a) 278,623 3,304,469 
Myriad Genetics, Inc. (a) 251,060 7,077,381 
NantKwest, Inc. (a)(b) 102,321 110,507 
Natera, Inc. (a) 117,198 1,592,721 
Neon Therapeutics, Inc. 21,334 90,456 
NewLink Genetics Corp. (a)(b) 105,929 157,834 
Novavax, Inc. (a)(b) 1,358,283 3,178,382 
Nymox Pharmaceutical Corp. (a)(b) 112,249 248,070 
Opko Health, Inc. (a)(b) 1,151,432 4,237,270 
Organovo Holdings, Inc. (a)(b) 400,023 404,023 
Ovid Therapeutics, Inc. (a) 44,397 125,644 
Palatin Technologies, Inc. (a)(b) 737,969 510,453 
PDL BioPharma, Inc. (a) 511,491 1,626,541 
Pfenex, Inc. (a) 100,509 396,005 
Pieris Pharmaceuticals, Inc. (a) 183,550 526,789 
Polarityte, Inc. (a)(b) 35,632 631,399 
Portola Pharmaceuticals, Inc. (a)(b) 233,110 6,317,281 
Principia Biopharma, Inc. 20,301 615,323 
Progenics Pharmaceuticals, Inc. (a) 300,594 1,331,631 
Proteostasis Therapeutics, Inc. (a)(b) 122,803 370,865 
Prothena Corp. PLC (a) 142,858 1,678,582 
PTC Therapeutics, Inc. (a) 162,297 5,052,306 
Puma Biotechnology, Inc. (a)(b) 104,522 2,914,073 
Ra Pharmaceuticals, Inc. (a) 51,588 1,059,102 
Radius Health, Inc. (a)(b) 145,689 2,661,738 
Recro Pharma, Inc. (a) 62,735 520,073 
REGENXBIO, Inc. (a) 114,918 5,051,795 
Repligen Corp. (a)(b) 139,896 7,975,471 
Replimune Group, Inc. (a) 26,606 322,199 
Retrophin, Inc. (a) 148,576 3,203,299 
Rigel Pharmaceuticals, Inc. (a) 599,129 1,294,119 
Rocket Pharmaceuticals, Inc. (a)(b) 74,327 1,068,822 
Rubius Therapeutics, Inc. (b) 43,365 593,667 
Sangamo Therapeutics, Inc. (a)(b) 363,487 4,249,163 
Savara, Inc. (a) 101,777 772,487 
Scholar Rock Holding Corp. (b) 22,274 336,560 
Selecta Biosciences, Inc. (a)(b) 60,692 95,286 
Seres Therapeutics, Inc. (a)(b) 73,198 450,900 
Sienna Biopharmaceuticals, Inc. (a) 51,685 138,516 
Solid Biosciences, Inc. (a)(b) 43,440 1,093,385 
Sorrento Therapeutics, Inc. (a)(b) 390,128 803,664 
Spark Therapeutics, Inc. (a)(b) 112,725 5,390,510 
Spectrum Pharmaceuticals, Inc. (a) 361,192 4,045,350 
Spring Bank Pharmaceuticals, Inc. (a) 49,404 535,045 
Stemline Therapeutics, Inc. (a) 100,588 1,112,503 
Surface Oncology, Inc. 40,283 231,627 
Syndax Pharmaceuticals, Inc. (a) 50,024 280,134 
Synergy Pharmaceuticals, Inc. (a)(b) 895,000 286,758 
Synlogic, Inc. (a)(b) 54,359 439,221 
Syros Pharmaceuticals, Inc. (a) 90,249 540,592 
T2 Biosystems, Inc. (a)(b) 109,538 383,383 
TG Therapeutics, Inc. (a)(b) 223,804 917,596 
Tobira Therapeutics, Inc. rights (a)(b)(c) 9,663 73,632 
Tocagen, Inc. (a)(b) 63,539 715,449 
Translate Bio, Inc. (b) 35,052 199,095 
Twist Bioscience Corp. (b) 17,957 415,345 
Tyme, Inc. (a)(b) 370,468 996,559 
Ultragenyx Pharmaceutical, Inc. (a)(b) 171,168 8,442,006 
UNITY Biotechnology, Inc. (b) 88,693 1,014,648 
Unum Therapeutics, Inc. (b) 68,038 293,924 
Vanda Pharmaceuticals, Inc. (a) 184,063 4,993,629 
Veracyte, Inc. (a) 100,945 1,836,190 
Verastem, Inc. (a)(b) 245,121 803,997 
Vericel Corp. (a) 154,272 2,653,478 
Viking Therapeutics, Inc. (a)(b) 213,872 1,745,196 
Vital Therapies, Inc. (a)(b) 99,588 21,909 
Voyager Therapeutics, Inc. (a)(b) 76,350 800,912 
Xencor, Inc. (a) 167,446 6,044,801 
XOMA Corp. (a)(b) 22,674 273,675 
Y-mAbs Therapeutics, Inc. (b) 24,822 510,837 
Zafgen, Inc. (a) 108,735 482,783 
ZIOPHARM Oncology, Inc. (a)(b) 469,225 1,051,064 
  449,392,274 
Health Care Equipment & Supplies - 3.7%   
Accuray, Inc. (a)(b) 298,051 1,311,424 
Angiodynamics, Inc. (a) 129,536 2,733,210 
Anika Therapeutics, Inc. (a)(b) 49,334 1,874,199 
Antares Pharma, Inc. (a) 515,876 1,557,946 
Atricure, Inc. (a) 132,389 4,097,440 
Atrion Corp. 5,112 3,812,734 
Avanos Medical, Inc. (a) 167,727 7,639,965 
AxoGen, Inc. (a)(b) 120,805 1,993,283 
Axonics Modulation Technologies, Inc. (a)(b) 24,302 354,809 
Cardiovascular Systems, Inc. (a) 121,469 3,781,330 
Cerus Corp. (a) 473,316 2,820,963 
CONMED Corp. 90,218 6,346,836 
Cryolife, Inc. (a) 127,943 3,570,889 
CryoPort, Inc. (a)(b) 92,265 967,860 
Cutera, Inc. (a) 48,281 693,315 
CytoSorbents Corp. (a) 106,269 795,955 
electroCore, Inc. (b) 20,422 136,419 
Endologix, Inc. (a) 359,473 272,301 
Fonar Corp. (a) 21,718 479,968 
Genmark Diagnostics, Inc. (a)(b) 184,889 1,227,663 
Glaukos Corp. (a)(b) 122,036 7,784,676 
Globus Medical, Inc. (a) 259,925 11,709,621 
Haemonetics Corp. (a) 185,678 18,365,411 
Helius Medical Technologies, Inc. (U.S.) (a)(b) 63,809 469,634 
Heska Corp. (a) 24,021 2,368,471 
Inogen, Inc. (a) 64,010 9,678,952 
Inspire Medical Systems, Inc. 42,381 2,272,893 
Integer Holdings Corp. (a) 111,295 9,013,782 
IntriCon Corp. (a) 27,267 706,761 
Invacare Corp. 117,254 602,686 
IRadimed Corp. (a)(b) 12,481 342,229 
iRhythm Technologies, Inc. (a) 86,414 7,345,190 
Lantheus Holdings, Inc. (a) 132,071 2,221,434 
LeMaitre Vascular, Inc. 56,739 1,352,658 
LivaNova PLC (a) 174,077 16,070,789 
Meridian Bioscience, Inc. 147,751 2,421,639 
Merit Medical Systems, Inc. (a) 190,572 10,773,035 
Natus Medical, Inc. (a) 117,198 3,954,261 
Neogen Corp. (a) 179,876 10,956,247 
Nevro Corp. (a) 104,264 5,063,060 
Novocure Ltd. (a) 263,322 12,902,778 
NuVasive, Inc. (a) 183,881 9,219,793 
Nuvectra Corp. (a) 61,893 866,502 
NxStage Medical, Inc. (a) 234,740 6,823,892 
OraSure Technologies, Inc. (a) 213,997 2,749,861 
Orthofix International NV (a) 62,631 3,388,963 
OrthoPediatrics Corp. (a) 24,774 898,553 
Oxford Immunotec Global PLC (a) 90,332 1,313,427 
Pulse Biosciences, Inc. (a)(b) 37,987 507,506 
Quanterix Corp. (a) 30,136 634,664 
Quidel Corp. (a) 122,375 7,101,421 
Rockwell Medical Technologies, Inc. (a)(b) 167,894 523,829 
RTI Biologics, Inc. (a) 202,602 889,423 
Seaspine Holdings Corp. (a) 53,015 810,599 
SI-BONE, Inc. 29,630 532,747 
Sientra, Inc. (a) 82,846 921,248 
Staar Surgical Co. (a) 157,590 5,630,691 
SurModics, Inc. (a) 46,337 2,653,720 
Tactile Systems Technology, Inc. (a)(b) 63,030 4,196,537 
Tandem Diabetes Care, Inc. (a) 182,535 7,936,622 
TransEnterix, Inc. (a)(b) 570,114 1,550,710 
Utah Medical Products, Inc. 12,197 1,145,786 
Vapotherm, Inc. (b) 16,306 274,430 
Varex Imaging Corp. (a) 136,766 3,896,463 
ViewRay, Inc. (a)(b) 224,953 1,617,412 
Wright Medical Group NV (a)(b) 444,539 13,265,044 
  262,194,559 
Health Care Providers & Services - 2.1%   
AAC Holdings, Inc. (a)(b) 47,162 114,132 
Addus HomeCare Corp. (a) 34,653 2,084,378 
Amedisys, Inc. (a) 95,682 12,549,651 
American Renal Associates Holdings, Inc. (a)(b) 46,463 563,132 
AMN Healthcare Services, Inc. (a) 165,316 10,710,824 
Apollo Medical Holdings, Inc. (a)(b) 11,860 231,626 
BioScrip, Inc. (a) 451,019 1,637,199 
BioTelemetry, Inc. (a) 117,999 8,474,688 
Brookdale Senior Living, Inc. (a) 669,951 5,460,101 
Capital Senior Living Corp. (a) 87,291 608,418 
Civitas Solutions, Inc. (a) 57,053 1,011,550 
Community Health Systems, Inc. (a)(b) 305,571 1,203,950 
Corvel Corp. (a) 32,206 2,011,909 
Cross Country Healthcare, Inc. (a) 125,883 1,212,253 
Diplomat Pharmacy, Inc. (a)(b) 203,337 2,948,387 
G1 Therapeutics, Inc. (a) 81,164 1,736,098 
Genesis HealthCare, Inc. Class A (a)(b) 206,109 323,591 
Guardant Health, Inc. (b) 51,697 2,085,457 
HealthEquity, Inc. (a) 193,605 12,069,336 
LHC Group, Inc. (a) 105,408 11,144,788 
Magellan Health Services, Inc. (a) 88,014 5,734,992 
National Healthcare Corp. 43,433 3,488,973 
National Research Corp. Class A 38,982 1,558,500 
National Vision Holdings, Inc. (a) 224,916 7,143,332 
Neuronetics, Inc. (b) 22,555 386,142 
OptiNose, Inc. (a)(b) 67,703 436,007 
Owens & Minor, Inc. (b) 216,894 1,641,888 
Patterson Companies, Inc. (b) 293,126 6,533,779 
PetIQ, Inc. Class A (a)(b) 56,142 1,707,840 
Providence Service Corp. 39,842 2,555,466 
Quorum Health Corp. (a)(b) 103,408 302,985 
R1 RCM, Inc. (a) 369,299 2,998,708 
RadNet, Inc. (a) 140,920 1,923,558 
Select Medical Holdings Corp. (a) 387,502 6,052,781 
Surgery Partners, Inc. (a)(b) 65,937 862,456 
Tenet Healthcare Corp. (a)(b) 299,512 6,586,269 
The Ensign Group, Inc. 178,138 7,761,473 
Tivity Health, Inc. (a)(b) 142,708 3,176,680 
Triple-S Management Corp. (a) 78,488 1,582,318 
U.S. Physical Therapy, Inc. 44,664 4,729,471 
  145,345,086 
Health Care Technology - 1.1%   
Allscripts Healthcare Solutions, Inc. (a) 623,171 7,347,186 
Castlight Health, Inc. Class B (a) 280,540 833,204 
Computer Programs & Systems, Inc. (b) 40,796 1,070,487 
Evolent Health, Inc. (a)(b) 244,433 4,321,575 
HealthStream, Inc. 91,969 2,313,940 
HMS Holdings Corp. (a) 296,400 8,889,036 
Inovalon Holdings, Inc. Class A (a)(b) 246,726 3,525,715 
Medidata Solutions, Inc. (a) 206,402 14,646,286 
NantHealth, Inc. (a)(b) 65,212 34,569 
Nextgen Healthcare, Inc. (a) 193,598 3,422,813 
Omnicell, Inc. (a) 138,560 9,024,413 
Simulations Plus, Inc. 41,068 790,970 
Tabula Rasa HealthCare, Inc. (a) 63,635 3,835,918 
Teladoc Health, Inc. (a)(b) 239,849 15,398,306 
Vocera Communications, Inc. (a) 108,183 4,416,030 
  79,870,448 
Life Sciences Tools & Services - 0.6%   
Accelerate Diagnostics, Inc. (a)(b) 92,691 1,687,903 
Cambrex Corp. (a) 119,792 5,228,921 
ChromaDex, Inc. (a)(b) 137,693 458,518 
Codexis, Inc. (a) 182,694 3,438,301 
Enzo Biochem, Inc. (a) 155,485 584,624 
Fluidigm Corp. (a)(b) 93,501 808,784 
Harvard Bioscience, Inc. (a) 131,070 449,570 
Luminex Corp. 148,395 4,138,737 
Medpace Holdings, Inc. (a) 77,780 5,009,032 
Nanostring Technologies, Inc. (a) 89,810 1,997,374 
NeoGenomics, Inc. (a)(b) 231,149 3,841,696 
Pacific Biosciences of California, Inc. (a) 490,263 3,392,620 
Syneos Health, Inc. (a) 221,473 11,303,982 
  42,340,062 
Pharmaceuticals - 1.9%   
Aclaris Therapeutics, Inc. (a)(b) 126,333 880,541 
Aerie Pharmaceuticals, Inc. (a)(b) 127,565 5,998,106 
Akcea Therapeutics, Inc. (a)(b) 45,466 1,208,486 
Akorn, Inc. (a) 332,310 1,249,486 
Amneal Pharmaceuticals, Inc. (a)(b) 311,154 3,820,971 
Amphastar Pharmaceuticals, Inc. (a) 126,471 2,878,480 
Ampio Pharmaceuticals, Inc. (a)(b) 355,666 177,833 
ANI Pharmaceuticals, Inc. (a) 28,314 1,521,594 
Aquestive Therapeutics, Inc. 17,625 108,041 
Aratana Therapeutics, Inc. (a) 166,414 737,214 
Arvinas Holding Co. LLC (a) 27,447 477,852 
Assembly Biosciences, Inc. (a) 74,847 1,705,015 
Assertio Therapeutics, Inc. (a)(b) 209,868 936,011 
AstraZeneca PLC rights (a)(c) 1,000 
Athenex, Inc. (a)(b) 156,324 1,836,807 
Clearside Biomedical, Inc. (a) 94,864 111,940 
Collegium Pharmaceutical, Inc. (a)(b) 104,526 1,673,461 
Corcept Therapeutics, Inc. (a)(b) 349,509 3,907,511 
CymaBay Therapeutics, Inc. (a) 209,889 1,826,034 
Dermira, Inc. (a) 123,485 815,001 
Dova Pharmaceuticals, Inc. (a)(b) 41,437 318,236 
Durect Corp. (a) 539,230 326,342 
Eloxx Pharmaceuticals, Inc. (a) 80,029 965,150 
Endo International PLC (a) 801,716 7,816,731 
Evolus, Inc. (a)(b) 33,237 543,425 
Horizon Pharma PLC (a) 600,727 12,909,623 
Innoviva, Inc. (a)(b) 246,209 4,210,174 
Intersect ENT, Inc. (a) 107,468 3,188,576 
Intra-Cellular Therapies, Inc. (a) 159,497 1,920,344 
Kala Pharmaceuticals, Inc. (a) 56,628 313,153 
Lannett Co., Inc. (a) 105,965 790,499 
Mallinckrodt PLC (a)(b) 294,258 6,432,480 
Marinus Pharmaceuticals, Inc. (a) 130,525 433,343 
Melinta Therapeutics, Inc. (a) 127,277 107,447 
Mersana Therapeutics, Inc. (a) 44,998 206,091 
Mustang Bio, Inc. (a) 58,455 217,453 
MyoKardia, Inc. (a)(b) 121,982 5,047,615 
Neos Therapeutics, Inc. (a) 166,165 355,593 
Ocular Therapeutix, Inc. (a)(b) 117,972 445,934 
Odonate Therapeutics, Inc. (a)(b) 23,996 397,614 
Omeros Corp. (a)(b) 163,115 2,224,889 
Osmotica Pharmaceuticals PLC 34,768 272,581 
Pacira Pharmaceuticals, Inc. (a) 142,840 5,810,731 
Paratek Pharmaceuticals, Inc. (a)(b) 111,947 755,083 
Phibro Animal Health Corp. Class A 72,256 2,255,832 
Prestige Brands Holdings, Inc. (a)(b) 185,982 5,192,617 
Reata Pharmaceuticals, Inc. (a)(b) 67,003 5,344,829 
resTORbio, Inc. (a)(b) 27,408 243,383 
Revance Therapeutics, Inc. (a) 116,767 2,016,566 
Rhythm Pharmaceuticals, Inc. (a)(b) 54,205 1,441,853 
scPharmaceuticals, Inc. (a)(b) 22,231 86,701 
SIGA Technologies, Inc. (a)(b) 185,131 1,255,188 
Spero Therapeutics, Inc. (a) 29,874 314,274 
Supernus Pharmaceuticals, Inc. (a) 175,188 6,679,918 
Sutro Biopharma, Inc. (a) 22,772 240,928 
Teligent, Inc. (a)(b) 147,541 250,820 
Tetraphase Pharmaceuticals, Inc. (a) 192,747 237,079 
The Medicines Company (a)(b) 246,653 5,700,151 
TherapeuticsMD, Inc. (a)(b) 655,210 3,439,853 
Theravance Biopharma, Inc. (a)(b) 155,277 4,044,966 
Tricida, Inc. (b) 41,651 913,823 
Verrica Pharmaceuticals, Inc. (a) 20,720 248,018 
WAVE Life Sciences (a)(b) 62,768 2,338,108 
Xeris Pharmaceuticals, Inc. (b) 23,696 328,900 
Zogenix, Inc. (a)(b) 150,428 6,581,225 
Zomedica Pharmaceuticals Corp. (a)(b) 135,326 108,234 
  137,142,757 
TOTAL HEALTH CARE  1,116,285,186 
INDUSTRIALS - 14.8%   
Aerospace & Defense - 1.2%   
AAR Corp. 117,919 4,443,188 
Aerojet Rocketdyne Holdings, Inc. (a)(b) 259,187 10,230,111 
AeroVironment, Inc. (a)(b) 75,979 5,900,529 
Astronics Corp. (a) 75,925 2,328,620 
Axon Enterprise, Inc. (a)(b) 205,810 10,498,368 
Cubic Corp. 90,780 5,834,431 
Ducommun, Inc. (a) 37,859 1,490,509 
Esterline Technologies Corp. (a) 93,448 11,372,622 
KEYW Holding Corp. (a)(b) 173,551 1,246,096 
Kratos Defense & Security Solutions, Inc. (a)(b) 315,747 4,890,921 
Mercury Systems, Inc. (a) 168,083 9,854,706 
Moog, Inc. Class A 114,743 10,266,056 
National Presto Industries, Inc. (b) 17,666 2,113,207 
Sparton Corp. (a) 34,271 630,244 
Triumph Group, Inc. (b) 174,980 3,123,393 
Vectrus, Inc. (a) 39,671 999,312 
Wesco Aircraft Holdings, Inc. (a) 193,026 1,687,047 
  86,909,360 
Air Freight & Logistics - 0.3%   
Air Transport Services Group, Inc. (a) 208,963 4,962,871 
Atlas Air Worldwide Holdings, Inc. (a) 84,568 4,500,709 
Echo Global Logistics, Inc. (a) 99,616 2,366,876 
Forward Air Corp. 104,432 6,112,405 
Hub Group, Inc. Class A (a) 116,941 5,205,044 
Radiant Logistics, Inc. 139,491 689,086 
  23,836,991 
Airlines - 0.5%   
Allegiant Travel Co. 46,145 5,998,850 
Hawaiian Holdings, Inc. 175,516 5,620,022 
Mesa Air Group, Inc. 40,073 350,639 
SkyWest, Inc. 182,113 9,278,657 
Spirit Airlines, Inc. (a) 245,459 14,437,898 
  35,686,066 
Building Products - 1.3%   
AAON, Inc. 147,676 5,455,151 
Advanced Drain Systems, Inc. Del 129,602 3,304,851 
American Woodmark Corp. (a) 50,668 3,544,227 
Apogee Enterprises, Inc. 98,948 3,371,158 
Builders FirstSource, Inc. (a) 404,963 5,353,611 
Caesarstone Sdot-Yam Ltd. (b) 81,631 1,255,485 
Continental Building Products, Inc. (a) 133,033 3,504,089 
COVIA Corp. (a)(b) 110,420 516,766 
CSW Industrials, Inc. (a) 55,591 2,871,275 
GCP Applied Technologies, Inc. (a) 257,776 6,495,955 
Gibraltar Industries, Inc. (a) 114,262 4,073,440 
GMS, Inc. (a) 116,018 2,196,221 
Griffon Corp. 123,065 1,957,964 
Insteel Industries, Inc. 64,925 1,434,193 
Jeld-Wen Holding, Inc. (a) 243,186 4,338,438 
Masonite International Corp. (a) 94,152 5,385,494 
NCI Building Systems, Inc. (a) 151,700 1,237,872 
Patrick Industries, Inc. (a) 82,714 3,300,289 
PGT, Inc. (a) 203,155 3,380,499 
Quanex Building Products Corp. 124,227 1,944,153 
Simpson Manufacturing Co. Ltd. 147,856 9,075,401 
Trex Co., Inc. (a) 211,469 14,752,077 
Universal Forest Products, Inc. 214,415 6,608,270 
  95,356,879 
Commercial Services & Supplies - 2.6%   
ABM Industries, Inc. 236,946 8,101,184 
ACCO Brands Corp. 368,135 3,250,632 
ADS Waste Holdings, Inc. (a) 258,852 6,523,070 
Brady Corp. Class A 170,659 7,630,164 
BrightView Holdings, Inc. 87,978 1,302,954 
Casella Waste Systems, Inc. Class A (a) 142,921 4,304,781 
CECO Environmental Corp. (a) 108,937 749,487 
Charah Solutions, Inc. 26,013 186,253 
Cimpress NV (a)(b) 78,747 6,549,388 
CompX International, Inc. Class A 5,270 75,150 
Covanta Holding Corp. 419,695 6,757,090 
Deluxe Corp. 165,216 7,760,196 
Ennis, Inc. 91,314 1,811,670 
Essendant, Inc. 132,784 1,699,635 
Evoqua Water Technologies Corp. (a) 269,334 2,911,501 
Healthcare Services Group, Inc. (b) 264,822 11,551,536 
Heritage-Crystal Clean, Inc. (a) 52,916 1,354,650 
Herman Miller, Inc. 212,681 7,280,071 
HNI Corp. 155,363 6,038,960 
Interface, Inc. 211,620 3,472,684 
Kimball International, Inc. Class B 128,491 1,815,578 
Knoll, Inc. 173,338 3,494,494 
LSC Communications, Inc. 116,829 926,454 
Matthews International Corp. Class A 111,829 4,975,272 
McGrath RentCorp. 86,407 4,354,913 
Mobile Mini, Inc. 159,034 6,009,895 
Msa Safety, Inc. 121,958 12,217,752 
Multi-Color Corp. 49,838 2,319,959 
NL Industries, Inc. (a) 27,114 102,762 
PICO Holdings, Inc. (a) 71,417 693,459 
Pitney Bowes, Inc. 672,296 4,847,254 
Quad/Graphics, Inc. (b) 111,240 1,502,852 
R.R. Donnelley & Sons Co. 252,157 1,286,001 
SP Plus Corp. (a) 81,429 2,695,300 
Steelcase, Inc. Class A 304,049 5,016,809 
Team, Inc. (a)(b) 105,538 1,513,415 
Tetra Tech, Inc. 198,174 10,937,223 
The Brink's Co. 179,756 13,310,932 
U.S. Ecology, Inc. 78,533 5,000,196 
UniFirst Corp. 54,485 7,542,359 
Viad Corp. 73,006 3,847,416 
VSE Corp. 30,824 1,005,787 
  184,727,138 
Construction & Engineering - 1.1%   
Aegion Corp. (a) 113,983 2,068,791 
Ameresco, Inc. Class A (a) 67,698 1,010,731 
Argan, Inc. 52,151 2,201,815 
Comfort Systems U.S.A., Inc. 131,208 6,294,048 
Dycom Industries, Inc. (a)(b) 108,188 6,280,313 
EMCOR Group, Inc. 204,235 13,322,249 
Granite Construction, Inc. 157,418 6,803,606 
Great Lakes Dredge & Dock Corp. (a) 204,143 1,443,291 
HC2 Holdings, Inc. (a)(b) 151,841 517,778 
Ies Holdings, Inc. (a)(b) 29,207 488,925 
Infrastructure and Energy Alternatives, Inc. (a) 61,237 507,655 
KBR, Inc. 504,401 8,675,697 
Keane Group, Inc. (a) 184,744 1,862,220 
MasTec, Inc. (a)(b) 226,909 10,070,221 
MYR Group, Inc. (a) 57,153 1,741,452 
Northwest Pipe Co. (a) 34,160 787,046 
NV5 Holdings, Inc. (a) 33,786 2,391,035 
Orion Group Holdings, Inc. (a) 100,858 425,621 
Primoris Services Corp. 149,793 2,988,370 
Sterling Construction Co., Inc. (a) 95,111 1,259,270 
Tutor Perini Corp. (a) 133,023 2,289,326 
Williams Scotsman Corp. (a)(b) 126,849 1,300,202 
  74,729,662 
Electrical Equipment - 0.7%   
Allied Motion Technologies, Inc. 25,014 1,054,590 
AZZ, Inc. 92,613 4,144,432 
Babcock & Wilcox Enterprises, Inc. (a) 105,117 61,714 
Encore Wire Corp. 72,953 3,932,167 
Energous Corp. (a)(b) 83,289 621,336 
EnerSys 150,405 12,823,530 
Enphase Energy, Inc. (a)(b) 308,782 2,232,494 
FuelCell Energy, Inc. (a)(b) 305,817 156,945 
Generac Holdings, Inc. (a) 216,634 11,466,438 
Plug Power, Inc. (a)(b) 761,552 1,043,326 
Powell Industries, Inc. 31,426 877,100 
Preformed Line Products Co. 10,857 602,564 
Sunrun, Inc. (a)(b) 346,463 4,607,958 
Thermon Group Holdings, Inc. (a) 115,117 2,654,598 
TPI Composites, Inc. (a) 52,008 1,574,282 
Vicor Corp. (a)(b) 62,666 2,468,414 
Vivint Solar, Inc. (a) 112,862 495,464 
  50,817,352 
Industrial Conglomerates - 0.1%   
Raven Industries, Inc. 128,459 4,751,698 
Machinery - 3.8%   
Actuant Corp. Class A 218,062 4,991,439 
Alamo Group, Inc. 34,469 2,968,815 
Albany International Corp. Class A 102,590 7,043,829 
Altra Industrial Motion Corp. 214,799 6,574,997 
Astec Industries, Inc. 81,198 3,005,950 
Barnes Group, Inc. 170,519 10,074,263 
Blue Bird Corp. (a)(b) 48,734 968,345 
Briggs & Stratton Corp. 147,651 1,901,745 
Cactus, Inc. (a) 136,173 4,469,198 
Chart Industries, Inc. (a) 110,267 8,236,945 
CIRCOR International, Inc. (a) 57,764 1,597,175 
Columbus McKinnon Corp. (NY Shares) 80,015 2,896,543 
Commercial Vehicle Group, Inc. (a) 107,846 805,610 
Dmc Global, Inc. 50,991 1,760,209 
Douglas Dynamics, Inc. 79,669 2,820,283 
Eastern Co. 19,478 529,412 
Energy Recovery, Inc. (a)(b) 128,982 980,263 
EnPro Industries, Inc. 73,159 4,832,152 
ESCO Technologies, Inc. 90,977 5,923,512 
Federal Signal Corp. 212,967 4,681,015 
Franklin Electric Co., Inc. 165,776 7,920,777 
FreightCar America, Inc. (a) 42,555 302,992 
Gencor Industries, Inc. (a) 36,016 499,182 
Global Brass & Copper Holdings, Inc. 77,408 2,340,818 
Gorman-Rupp Co. 62,945 2,174,750 
Graham Corp. 34,276 767,782 
Greenbrier Companies, Inc. 113,285 4,804,417 
Harsco Corp. (a) 288,023 6,134,890 
Hillenbrand, Inc. 223,950 9,495,480 
Hurco Companies, Inc. 22,068 846,308 
Hyster-Yale Materials Handling Class A 37,311 2,596,472 
John Bean Technologies Corp. 111,964 8,894,420 
Kadant, Inc. 39,171 3,341,286 
Kennametal, Inc. 291,194 10,943,071 
L.B. Foster Co. Class A (a) 35,497 634,331 
Lindsay Corp. 38,541 3,309,901 
Lydall, Inc. (a) 60,210 1,596,769 
Manitex International, Inc. (a) 51,646 362,038 
Manitowoc Co., Inc. (a) 125,929 1,916,639 
Meritor, Inc. (a) 291,135 6,020,672 
Milacron Holdings Corp. (a) 248,210 3,440,191 
Miller Industries, Inc. 39,329 1,181,836 
Mueller Industries, Inc. 202,839 5,255,558 
Mueller Water Products, Inc. Class A 552,012 5,453,879 
Navistar International Corp. New (a) 176,068 5,782,073 
NN, Inc. 149,733 1,367,062 
Omega Flex, Inc. 10,308 652,496 
Park-Ohio Holdings Corp. 31,735 1,030,753 
ProPetro Holding Corp. (a) 254,006 4,150,458 
Proto Labs, Inc. (a) 96,976 12,039,570 
RBC Bearings, Inc. (a) 85,437 11,911,627 
Rexnord Corp. (a) 373,575 9,768,986 
Spartan Motors, Inc. 121,716 1,024,849 
SPX Corp. (a) 154,317 4,590,931 
SPX Flow, Inc. (a) 150,926 4,945,845 
Standex International Corp. 45,699 3,408,231 
Sun Hydraulics Corp. 103,607 3,669,760 
Tennant Co. 64,081 3,763,477 
Titan International, Inc. 179,037 1,006,188 
TriMas Corp. (a) 163,953 4,752,997 
Twin Disc, Inc. (a) 33,236 602,236 
Wabash National Corp. 197,107 2,747,672 
Watts Water Technologies, Inc. Class A 98,966 7,409,584 
Woodward, Inc. 191,371 17,386,055 
  269,307,009 
Marine - 0.1%   
Costamare, Inc. 172,791 877,778 
Eagle Bulk Shipping, Inc. (a) 171,718 705,761 
Genco Shipping & Trading Ltd. (a) 34,879 257,058 
Matson, Inc. 151,704 5,083,601 
Safe Bulkers, Inc. (a) 180,463 279,718 
Scorpio Bulkers, Inc. 207,139 936,268 
  8,140,184 
Professional Services - 1.5%   
Acacia Research Corp. (a) 169,924 516,569 
Asgn, Inc. (a) 181,346 11,422,985 
Barrett Business Services, Inc. 25,323 1,586,486 
BG Staffing, Inc. 30,084 775,265 
CBIZ, Inc. (a) 184,621 3,618,572 
CRA International, Inc. 27,971 1,167,510 
Exponent, Inc. 184,893 9,237,254 
Forrester Research, Inc. 36,509 1,639,619 
Franklin Covey Co. (a) 34,707 845,463 
FTI Consulting, Inc. (a) 135,967 9,289,265 
GP Strategies Corp. (a) 44,045 662,437 
Heidrick & Struggles International, Inc. 66,661 2,203,146 
Huron Consulting Group, Inc. (a) 79,337 3,835,944 
ICF International, Inc. 64,896 4,277,944 
InnerWorkings, Inc. (a) 153,583 704,946 
Insperity, Inc. 137,073 14,622,948 
Kelly Services, Inc. Class A (non-vtg.) 110,937 2,484,989 
Kforce, Inc. 82,125 2,694,521 
Korn Ferry 205,506 9,371,074 
MISTRAS Group, Inc. (a) 62,131 913,947 
Navigant Consulting, Inc. 151,848 3,935,900 
Resources Connection, Inc. 106,000 1,771,260 
TriNet Group, Inc. (a) 155,956 7,120,951 
TrueBlue, Inc. (a) 144,300 3,519,477 
WageWorks, Inc. (a) 142,004 4,480,226 
Willdan Group, Inc. (a) 34,723 1,168,429 
  103,867,127 
Road & Rail - 0.4%   
ArcBest Corp. 92,139 3,466,269 
Avis Budget Group, Inc. (a) 238,720 6,359,501 
Covenant Transport Group, Inc. Class A (a) 44,023 1,038,062 
Daseke, Inc. (a) 146,661 611,576 
Heartland Express, Inc. 167,140 3,344,471 
Marten Transport Ltd. 139,156 2,692,669 
P.A.M. Transportation Services, Inc. (a) 7,612 374,130 
Saia, Inc. (a) 91,822 5,506,565 
U.S. Xpress Enterprises, Inc. 74,890 552,688 
U.S.A. Truck, Inc. (a) 28,355 506,420 
Universal Logistics Holdings, Inc. 29,559 602,412 
Werner Enterprises, Inc. 168,401 5,543,761 
YRC Worldwide, Inc. (a) 118,966 742,348 
  31,340,872 
Trading Companies & Distributors - 1.2%   
Aircastle Ltd. 194,208 4,047,295 
Applied Industrial Technologies, Inc. 136,418 8,050,026 
Beacon Roofing Supply, Inc. (a) 244,026 8,865,465 
BlueLinx Corp. (a)(b) 31,868 928,952 
BMC Stock Holdings, Inc. (a) 241,721 4,147,932 
CAI International, Inc. (a) 61,358 1,522,906 
DXP Enterprises, Inc. (a) 56,773 1,868,399 
EnviroStar, Inc. (b) 13,707 478,374 
GATX Corp. (b) 134,331 10,166,170 
General Finance Corp. (a) 39,293 379,570 
H&E Equipment Services, Inc. 114,023 3,052,396 
Herc Holdings, Inc. (a) 86,058 3,188,449 
Kaman Corp. 98,843 5,843,598 
Lawson Products, Inc. (a) 23,942 708,683 
MRC Global, Inc. (a) 301,509 4,709,571 
Nexeo Solutions, Inc. (a)(b) 116,482 1,094,931 
Now, Inc. (a)(b) 386,508 5,229,453 
Rush Enterprises, Inc.:   
Class A 108,079 4,134,022 
Class B 15,398 599,290 
SiteOne Landscape Supply, Inc. (a)(b) 145,210 7,739,693 
Systemax, Inc. 43,640 1,018,558 
Textainer Group Holdings Ltd. (a)(b) 96,793 1,260,245 
Titan Machinery, Inc. (a) 67,190 1,259,141 
Triton International Ltd. 184,568 6,635,220 
Veritiv Corp. (a) 41,012 1,400,560 
Willis Lease Finance Corp. (a) 10,878 416,410 
  88,745,309 
TOTAL INDUSTRIALS  1,058,215,647 
INFORMATION TECHNOLOGY - 14.8%   
Communications Equipment - 1.6%   
ADTRAN, Inc. 170,521 2,486,196 
Aerohive Networks, Inc. (a) 117,145 447,494 
Applied Optoelectronics, Inc. (a)(b) 66,948 1,163,556 
CalAmp Corp. (a) 120,378 1,734,647 
Calix Networks, Inc. (a) 159,892 1,739,625 
Ciena Corp. (a) 512,883 19,535,713 
Clearfield, Inc. (a) 39,613 466,245 
Comtech Telecommunications Corp. 81,983 2,047,116 
Dasan Zhone Solutions, Inc. (a) 20,948 279,865 
Digi International, Inc. (a) 95,925 1,137,671 
Extreme Networks, Inc. (a) 417,018 3,152,656 
Finisar Corp. (a) 420,214 9,572,475 
Harmonic, Inc. (a)(b) 297,718 1,574,928 
Infinera Corp. (a)(b) 537,605 2,365,462 
InterDigital, Inc. 123,603 8,999,534 
KVH Industries, Inc. (a) 57,130 638,713 
Lumentum Holdings, Inc. (a)(b) 265,436 12,982,475 
Maxar Technologies, Inc. (b) 201,544 1,132,677 
NETGEAR, Inc. (a) 112,063 4,438,815 
NetScout Systems, Inc. (a) 268,657 6,966,276 
Plantronics, Inc. 118,895 4,611,937 
Quantenna Communications, Inc. (a) 122,181 1,825,384 
Sonus Networks, Inc. (a) 191,970 1,071,193 
ViaSat, Inc. (a)(b) 198,004 12,412,871 
Viavi Solutions, Inc. (a) 814,007 9,051,758 
  111,835,282 
Electronic Equipment & Components - 2.6%   
Anixter International, Inc. (a) 105,477 6,403,509 
Arlo Technologies, Inc. (b) 262,913 1,890,344 
AVX Corp. 165,909 2,944,885 
Badger Meter, Inc. 102,267 5,398,675 
Bel Fuse, Inc. Class B (non-vtg.) 34,402 793,998 
Belden, Inc. 144,532 7,748,361 
Benchmark Electronics, Inc. 157,321 3,999,100 
Cardtronics PLC (a) 142,124 3,847,297 
Casa Systems, Inc. (a) 92,441 1,076,013 
Control4 Corp. (a) 92,915 1,846,221 
CTS Corp. 117,655 3,337,872 
Daktronics, Inc. 128,223 965,519 
Electro Scientific Industries, Inc. (a) 115,648 3,469,440 
ePlus, Inc. (a) 47,970 3,800,183 
Fabrinet 129,132 7,339,863 
FARO Technologies, Inc. (a) 61,506 2,615,235 
Fitbit, Inc. (a)(b) 766,680 4,730,416 
II-VI, Inc. (a) 224,866 8,535,913 
Insight Enterprises, Inc. (a) 125,833 5,778,251 
Iteris, Inc. (a) 90,244 347,439 
Itron, Inc. (a) 121,405 6,632,355 
KEMET Corp. 202,230 3,583,516 
Kimball Electronics, Inc. (a) 92,078 1,488,901 
Knowles Corp. (a)(b) 313,030 4,883,268 
Maxwell Technologies, Inc. (a)(b) 145,868 434,687 
Mesa Laboratories, Inc. 12,050 2,729,687 
Methode Electronics, Inc. Class A 129,132 3,325,149 
MTS Systems Corp. 63,990 3,203,339 
Napco Security Technolgies, Inc. (a) 42,678 670,471 
Novanta, Inc. (a) 117,246 8,169,701 
OSI Systems, Inc. (a) 60,176 5,397,185 
Par Technology Corp. (a) 40,842 1,018,191 
Park Electrochemical Corp. 68,689 1,564,735 
PC Connection, Inc. 41,214 1,365,420 
Plexus Corp. (a) 111,669 6,266,864 
Rogers Corp. (a) 65,697 8,337,606 
Sanmina Corp. (a) 242,321 7,565,262 
ScanSource, Inc. (a) 90,546 3,468,817 
SYNNEX Corp. 148,678 14,386,083 
Tech Data Corp. (a) 136,712 13,073,769 
TTM Technologies, Inc. (a) 335,602 3,852,711 
Vishay Intertechnology, Inc. 474,058 9,244,131 
Vishay Precision Group, Inc. (a) 36,967 1,235,807 
  188,766,189 
IT Services - 2.0%   
Brightcove, Inc. (a) 128,632 1,031,629 
CACI International, Inc. Class A (a) 87,669 14,656,503 
Carbonite, Inc. (a) 115,827 3,317,285 
Cass Information Systems, Inc. 51,601 2,533,093 
CSG Systems International, Inc. 118,732 4,296,911 
Endurance International Group Holdings, Inc. (a) 249,432 2,020,399 
Everi Holdings, Inc. (a) 232,751 1,547,794 
EVERTEC, Inc. 218,317 6,040,831 
EVO Payments, Inc. Class A (b) 85,406 2,147,961 
Exela Technologies, Inc. (a) 169,645 668,401 
ExlService Holdings, Inc. (a) 119,088 6,847,560 
GTT Communications, Inc. (a)(b) 152,045 3,892,352 
Hackett Group, Inc. 85,753 1,542,696 
i3 Verticals, Inc. Class A 27,678 684,477 
Information Services Group, Inc. (a) 119,324 492,808 
Internap Network Services Corp. (a)(b) 86,498 467,954 
Limelight Networks, Inc. (a) 391,426 1,221,249 
Liveramp Holdings, Inc. (a)(b) 280,111 12,168,022 
ManTech International Corp. Class A 94,583 5,331,644 
Maximus, Inc. 227,820 15,977,017 
MoneyGram International, Inc. (a) 112,700 240,051 
NIC, Inc. 230,794 3,785,022 
Perficient, Inc. (a) 116,189 2,963,981 
Perspecta, Inc. 513,481 10,295,294 
PFSweb, Inc. (a) 54,553 332,228 
Presidio, Inc. 130,172 2,073,640 
PRG-Schultz International, Inc. (a) 75,014 687,128 
Science Applications International Corp. 180,666 12,129,915 
ServiceSource International, Inc. (a) 272,090 326,508 
Sykes Enterprises, Inc. (a) 141,522 3,901,762 
Travelport Worldwide Ltd. 448,560 7,024,450 
Ttec Holdings, Inc. 50,286 1,681,061 
Tucows, Inc. (a)(b) 33,809 2,489,019 
Unisys Corp. (a)(b) 180,430 2,360,024 
Virtusa Corp. (a) 101,925 4,945,401 
  142,122,070 
Semiconductors & Semiconductor Equipment - 2.8%   
Acacia Communications, Inc. (a) 98,176 4,271,638 
Adesto Technologies Corp. (a)(b) 87,405 430,907 
Advanced Energy Industries, Inc. (a) 137,392 7,046,836 
Alpha & Omega Semiconductor Ltd. (a) 70,602 840,870 
Ambarella, Inc. (a)(b) 111,181 4,224,878 
Amkor Technology, Inc. (a) 363,862 2,910,896 
Aquantia Corp. (a)(b) 76,683 675,577 
Axcelis Technologies, Inc. (a) 114,097 2,376,641 
AXT, Inc. (a)(b) 135,944 558,730 
Brooks Automation, Inc. 248,849 7,746,669 
Cabot Microelectronics Corp. 101,596 10,351,616 
Ceva, Inc. (a) 78,487 2,232,170 
Cirrus Logic, Inc. (a) 215,151 7,992,860 
Cohu, Inc. 141,084 2,474,613 
Cree, Inc. (a)(b) 360,252 18,167,508 
Diodes, Inc. (a) 143,914 4,839,828 
Entegris, Inc. 507,715 16,779,981 
FormFactor, Inc. (a) 265,349 3,985,542 
Ichor Holdings Ltd. (a)(b) 80,374 1,653,293 
Impinj, Inc. (a)(b) 58,435 895,224 
Inphi Corp. (a)(b) 155,599 6,136,825 
Integrated Device Technology, Inc. (a) 463,065 22,620,725 
Kopin Corp. (a)(b) 214,337 295,785 
Lattice Semiconductor Corp. (a) 420,025 3,276,195 
MACOM Technology Solutions Holdings, Inc. (a)(b) 162,636 2,932,327 
MaxLinear, Inc. Class A (a) 226,629 4,446,461 
Nanometrics, Inc. (a) 81,190 2,483,602 
NeoPhotonics Corp. (a) 125,527 906,305 
NVE Corp. 16,961 1,616,214 
PDF Solutions, Inc. (a) 98,552 1,035,782 
Photronics, Inc. (a) 237,004 2,533,573 
Power Integrations, Inc. 102,668 6,776,088 
Rambus, Inc. (a) 378,369 3,412,888 
Rudolph Technologies, Inc. (a) 111,992 2,432,466 
Semtech Corp. (a) 232,897 11,309,478 
Silicon Laboratories, Inc. (a) 153,351 11,731,352 
SMART Global Holdings, Inc. (a)(b) 36,410 903,332 
SunPower Corp. (a)(b) 219,406 1,274,749 
Synaptics, Inc. (a)(b) 124,300 4,947,140 
Ultra Clean Holdings, Inc. (a) 136,891 1,623,527 
Veeco Instruments, Inc. (a) 168,884 1,656,752 
Xperi Corp. 175,736 3,766,022 
  198,573,865 
Software - 5.5%   
8x8, Inc. (a) 336,642 5,928,266 
A10 Networks, Inc. (a) 185,590 1,260,156 
ACI Worldwide, Inc. (a) 410,098 12,122,497 
Agilysys, Inc. (a) 55,135 975,890 
Alarm.com Holdings, Inc. (a)(b) 111,952 7,045,139 
Altair Engineering, Inc. Class A (a) 89,471 2,897,071 
Alteryx, Inc. Class A (a)(b) 104,725 7,451,184 
Amber Road, Inc. (a) 83,322 725,735 
American Software, Inc. Class A 101,632 1,124,050 
Anaplan, Inc. 64,053 2,010,624 
AppFolio, Inc. (a) 56,053 3,548,715 
Asure Software, Inc. (a)(b) 44,867 238,244 
Avalara, Inc. (b) 31,019 1,236,728 
Avaya Holdings Corp. (a) 373,982 6,324,036 
Benefitfocus, Inc. (a)(b) 80,272 4,491,218 
Blackbaud, Inc. 172,474 12,349,138 
BlackLine, Inc. (a)(b) 131,709 6,266,714 
Bottomline Technologies, Inc. (a) 151,282 7,813,715 
Box, Inc. Class A (a) 441,849 9,243,481 
Carbon Black, Inc. 136,976 2,121,758 
Cardlytics, Inc. (a)(b) 21,224 371,208 
ChannelAdvisor Corp. (a) 92,580 995,235 
Cision Ltd. (a) 238,090 2,952,316 
Cloudera, Inc. (a) 718,239 9,696,227 
CommVault Systems, Inc. (a) 142,970 9,446,028 
Cornerstone OnDemand, Inc. (a) 194,197 11,135,256 
Coupa Software, Inc. (a) 195,126 16,968,157 
Digimarc Corp. (a) 39,921 778,060 
Domo, Inc. Class B 28,713 775,251 
Ebix, Inc. (b) 86,148 4,920,774 
eGain Communications Corp. (a) 63,283 453,106 
Ellie Mae, Inc. (a)(b) 123,950 9,395,410 
Envestnet, Inc. (a) 159,678 8,662,532 
Everbridge, Inc. (a) 96,274 5,955,510 
Five9, Inc. (a) 205,220 10,492,899 
Forescout Technologies, Inc. (a) 107,833 3,288,907 
Fusion Connect, Inc. (a)(b) 76,027 152,054 
HubSpot, Inc. (a)(b) 132,424 20,964,043 
Innovate Biopharmaceuticals, Inc. (a)(b) 73,653 173,085 
Instructure, Inc. (a)(b) 113,821 4,499,344 
j2 Global, Inc. (b) 167,063 12,556,455 
LivePerson, Inc. (a) 211,390 4,961,323 
Majesco (a) 25,595 217,558 
MicroStrategy, Inc. Class A (a) 33,871 4,297,891 
MINDBODY, Inc. (a) 155,928 5,685,135 
Mitek Systems, Inc. (a) 116,815 1,288,469 
MobileIron, Inc. (a) 265,172 1,286,084 
Model N, Inc. (a) 91,748 1,331,263 
Monotype Imaging Holdings, Inc. 144,469 2,398,185 
New Relic, Inc. (a) 161,356 16,401,837 
Onespan, Inc. (a) 112,221 1,637,304 
Park City Group, Inc. (a)(b) 46,880 405,981 
Paylocity Holding Corp. (a) 103,686 7,364,817 
Progress Software Corp. 159,741 5,787,416 
PROS Holdings, Inc. (a) 113,644 3,932,082 
Q2 Holdings, Inc. (a) 133,819 7,952,863 
QAD, Inc. Class A 36,921 1,556,589 
Qualys, Inc. (a) 121,907 10,548,613 
Rapid7, Inc. (a) 132,427 5,320,917 
Rimini Street, Inc. (a)(b) 34,969 185,336 
SailPoint Technologies Holding, Inc. (a) 250,154 7,141,897 
SecureWorks Corp. (a)(b) 30,758 704,973 
ShotSpotter, Inc. (a)(b) 26,219 1,262,707 
SPS Commerce, Inc. (a) 61,553 5,457,289 
SurveyMonkey (b) 62,843 817,587 
Telaria, Inc. (a) 154,685 493,445 
TeleNav, Inc. (a) 107,453 476,017 
Tenable Holdings, Inc. 44,927 1,243,579 
The Trade Desk, Inc. (a)(b) 119,222 17,010,595 
TiVo Corp. 432,247 4,810,909 
Upland Software, Inc. (a) 56,095 1,752,408 
Upwork, Inc. 44,808 865,242 
Varonis Systems, Inc. (a) 101,176 5,977,478 
Verint Systems, Inc. (a) 230,774 11,162,538 
Veritone, Inc. (a)(b) 28,806 153,536 
VirnetX Holding Corp. (a)(b) 196,238 1,000,814 
Workiva, Inc. (a) 102,229 4,283,395 
Yext, Inc. (a) 298,590 4,655,018 
Zix Corp. (a) 186,566 1,328,350 
Zscaler, Inc. (a)(b) 217,515 10,521,201 
  393,484,857 
Technology Hardware, Storage & Peripherals - 0.3%   
3D Systems Corp. (a)(b) 391,110 4,990,564 
Avid Technology, Inc. (a) 98,505 468,884 
Cray, Inc. (a) 145,187 3,185,403 
Diebold Nixdorf, Inc. (b) 271,830 1,155,278 
Eastman Kodak Co. (a)(b) 60,422 175,828 
Electronics for Imaging, Inc. (a) 156,930 4,144,521 
Immersion Corp. (a) 92,635 879,106 
Stratasys Ltd. (a)(b) 181,473 4,633,006 
U.S.A. Technologies, Inc. (a) 203,214 1,200,995 
  20,833,585 
TOTAL INFORMATION TECHNOLOGY  1,055,615,848 
MATERIALS - 3.8%   
Chemicals - 1.8%   
A. Schulman, Inc. rights (a)(c) 74,621 142,526 
Advanced Emissions Solutions, Inc. (b) 66,102 748,936 
AdvanSix, Inc. (a) 107,623 3,405,192 
AgroFresh Solutions, Inc. (a)(b) 111,631 448,757 
American Vanguard Corp. 103,737 1,817,472 
Amyris, Inc. (a)(b) 109,577 371,466 
Balchem Corp. 114,707 9,522,975 
Chase Corp. 26,082 2,629,587 
Ferro Corp. (a) 297,898 4,965,960 
Flotek Industries, Inc. (a)(b) 197,269 505,009 
FutureFuel Corp. 92,344 1,690,819 
H.B. Fuller Co. 180,827 8,931,046 
Hawkins, Inc. 34,579 1,434,683 
Ingevity Corp. (a) 151,625 14,263,364 
Innophos Holdings, Inc. 68,989 2,062,771 
Innospec, Inc. 86,712 6,093,252 
Intrepid Potash, Inc. (a) 341,798 1,062,992 
Koppers Holdings, Inc. (a) 73,267 1,669,755 
Kraton Performance Polymers, Inc. (a) 111,116 3,133,471 
Kronos Worldwide, Inc. 80,536 1,060,659 
LSB Industries, Inc. (a)(b) 75,833 564,956 
Marrone Bio Innovations, Inc. (a)(b) 192,635 294,732 
Minerals Technologies, Inc. 126,596 7,414,728 
OMNOVA Solutions, Inc. (a) 155,865 1,388,757 
PolyOne Corp. 284,842 9,220,336 
PQ Group Holdings, Inc. (a) 129,528 1,949,396 
Quaker Chemical Corp. 46,737 9,555,847 
Rayonier Advanced Materials, Inc. (b) 180,431 2,612,641 
Sensient Technologies Corp. 151,754 9,527,116 
Stepan Co. 72,497 6,374,661 
Trecora Resources (a) 73,713 639,092 
Tredegar Corp. 92,258 1,504,728 
Trinseo SA 153,212 7,515,049 
Tronox Ltd. Class A 335,608 2,939,926 
Valhi, Inc. 90,375 300,949 
  127,763,606 
Construction Materials - 0.1%   
Forterra, Inc. (a)(b) 67,628 346,932 
Foundation Building Materials, Inc. (a) 52,169 476,825 
Summit Materials, Inc. (a)(b) 401,686 6,129,728 
U.S. Concrete, Inc. (a)(b) 57,332 2,041,019 
United States Lime & Minerals, Inc. 6,869 474,030 
  9,468,534 
Containers & Packaging - 0.1%   
Greif, Inc.:   
Class A 91,704 3,576,456 
Class B 19,364 874,285 
Myers Industries, Inc. 125,245 2,036,484 
UFP Technologies, Inc. (a) 23,678 781,374 
  7,268,599 
Metals & Mining - 1.4%   
AK Steel Holding Corp. (a)(b) 1,124,142 3,316,219 
Allegheny Technologies, Inc. (a)(b) 448,816 12,293,070 
Atkore International Group, Inc. (a) 139,732 3,240,385 
Carpenter Technology Corp. 166,779 7,881,976 
Century Aluminum Co. (a) 178,102 1,638,538 
Cleveland-Cliffs, Inc. (b) 1,065,193 11,408,217 
Coeur d'Alene Mines Corp. (a) 665,816 3,428,952 
Commercial Metals Co. 416,374 7,265,726 
Compass Minerals International, Inc. (b) 121,880 6,368,230 
Ferroglobe Representation & Warranty Insurance (a)(c) 73,951 
Gold Resource Corp. 188,688 847,209 
Haynes International, Inc. 44,033 1,444,282 
Hecla Mining Co. 1,634,230 4,412,421 
Kaiser Aluminum Corp. 57,637 5,785,026 
Livent Corp. (b) 82,693 1,046,893 
Materion Corp. 72,014 3,379,617 
Olympic Steel, Inc. 32,602 628,241 
Ryerson Holding Corp. (a) 56,681 398,467 
Schnitzer Steel Industries, Inc. Class A 93,209 2,255,658 
SunCoke Energy, Inc. 231,152 2,598,148 
Synalloy Corp. 29,672 468,818 
Tahoe Resources, Inc. (a) 1,113,498 4,220,157 
TimkenSteel Corp. (a)(b) 142,234 1,810,639 
Universal Stainless & Alloy Products, Inc. (a) 29,818 534,637 
Warrior Metropolitan Coal, Inc. 154,537 4,439,848 
Worthington Industries, Inc. 150,047 5,661,273 
  96,772,648 
Paper & Forest Products - 0.4%   
Boise Cascade Co. 139,784 3,839,866 
Clearwater Paper Corp. (a) 57,601 1,942,306 
Louisiana-Pacific Corp. 507,901 12,382,626 
Neenah, Inc. 59,763 4,163,688 
P.H. Glatfelter Co. 154,865 1,979,175 
Schweitzer-Mauduit International, Inc. 110,384 3,538,911 
Verso Corp. (a) 124,110 3,061,794 
  30,908,366 
TOTAL MATERIALS  272,181,753 
REAL ESTATE - 7.5%   
Equity Real Estate Investment Trusts (REITs) - 6.9%   
Acadia Realty Trust (SBI) 289,282 8,311,072 
Agree Realty Corp. (b) 120,689 7,969,095 
Alexander & Baldwin, Inc. 245,139 5,648,003 
Alexanders, Inc. 7,624 2,539,249 
American Assets Trust, Inc. 139,006 5,968,918 
Americold Realty Trust 309,186 9,065,334 
Armada Hoffler Properties, Inc. 177,900 2,672,058 
Ashford Hospitality Trust, Inc. 311,128 1,540,084 
Bluerock Residential Growth (REIT), Inc. 86,263 895,410 
Braemar Hotels & Resorts, Inc. 105,102 1,168,734 
BRT Realty Trust 32,680 425,167 
CareTrust (REIT), Inc. 299,314 6,578,922 
CatchMark Timber Trust, Inc. 175,639 1,614,122 
CBL & Associates Properties, Inc. (b) 606,545 1,510,297 
Cedar Realty Trust, Inc. 318,389 1,111,178 
Chatham Lodging Trust 165,923 3,353,304 
Chesapeake Lodging Trust 213,172 6,071,139 
City Office REIT, Inc. 139,547 1,613,163 
Clipper Realty, Inc. 53,649 694,755 
Community Healthcare Trust, Inc. 62,645 2,068,538 
CorEnergy Infrastructure Trust, Inc. (b) 42,828 1,533,671 
CorePoint Lodging, Inc. 147,610 1,806,746 
Corrections Corp. of America 425,949 8,463,607 
Cousins Properties, Inc. 1,503,488 13,305,869 
DiamondRock Hospitality Co. 741,793 7,536,617 
Easterly Government Properties, Inc. (b) 218,279 3,920,291 
EastGroup Properties, Inc. 126,208 13,057,480 
Essential Properties Realty Trust, Inc. 128,059 2,036,138 
Farmland Partners, Inc. (b) 108,202 607,013 
First Industrial Realty Trust, Inc. 445,987 14,592,695 
Four Corners Property Trust, Inc. 244,242 6,897,394 
Franklin Street Properties Corp. 372,606 2,764,737 
Front Yard Residential Corp. Class B 176,316 1,907,739 
Getty Realty Corp. 119,042 3,816,487 
Gladstone Commercial Corp. 102,682 2,048,506 
Gladstone Land Corp. (b) 47,040 568,243 
Global Medical REIT, Inc. 69,089 662,564 
Global Net Lease, Inc. 261,009 5,060,965 
Government Properties Income Trust (b) 170,925 5,474,728 
Hannon Armstrong Sustainable Infrastructure Capital, Inc. 185,297 4,185,859 
Healthcare Realty Trust, Inc. 444,592 14,355,876 
Hersha Hospitality Trust 129,136 2,392,890 
Independence Realty Trust, Inc. 313,263 3,273,598 
Industrial Logistics Properties Trust 232,266 4,991,396 
InfraReit, Inc. 158,404 3,342,324 
Investors Real Estate Trust 43,854 2,581,685 
iStar Financial, Inc. 232,823 2,232,773 
Jernigan Capital, Inc. 64,963 1,408,398 
Kite Realty Group Trust 298,156 4,958,334 
Lexington Corporate Properties Trust 761,095 7,314,123 
LTC Properties, Inc. 141,592 6,717,124 
Mack-Cali Realty Corp. 325,315 6,701,489 
MedEquities Realty Trust, Inc. 103,060 1,192,404 
Monmouth Real Estate Investment Corp. Class A 314,102 4,315,761 
National Health Investors, Inc. 146,423 12,191,179 
National Storage Affiliates Trust 203,737 5,928,747 
New Senior Investment Group, Inc. 267,309 1,448,815 
NexPoint Residential Trust, Inc. 66,992 2,506,171 
NorthStar Realty Europe Corp. 161,399 2,709,889 
One Liberty Properties, Inc. 53,904 1,466,189 
Pebblebrook Hotel Trust (b) 488,229 15,647,739 
Pennsylvania Real Estate Investment Trust (SBI) (b) 245,976 1,812,843 
Physicians Realty Trust 654,753 11,857,577 
Piedmont Office Realty Trust, Inc. Class A 459,726 8,900,295 
Potlatch Corp. 237,775 8,769,142 
Preferred Apartment Communities, Inc. Class A 144,794 2,302,225 
PS Business Parks, Inc. 71,431 10,371,067 
QTS Realty Trust, Inc. Class A 182,659 7,691,770 
Ramco-Gershenson Properties Trust (SBI) 287,051 3,757,498 
Retail Opportunity Investments Corp. 403,194 7,084,119 
Rexford Industrial Realty, Inc. 330,783 11,114,309 
RLJ Lodging Trust 622,094 11,539,844 
Ryman Hospitality Properties, Inc. 160,094 12,863,553 
Sabra Health Care REIT, Inc. 637,001 13,084,001 
Safety Income and Growth, Inc. 28,325 499,653 
Saul Centers, Inc. 42,922 2,273,149 
Seritage Growth Properties (b) 117,245 4,714,421 
Spirit MTA REIT 154,083 1,204,929 
Stag Industrial, Inc. 351,009 9,677,318 
Summit Hotel Properties, Inc. 371,504 4,149,700 
Sunstone Hotel Investors, Inc. 816,123 11,670,559 
Tanger Factory Outlet Centers, Inc. 329,803 7,503,018 
Terreno Realty Corp. 208,760 8,421,378 
The GEO Group, Inc. 430,810 9,714,766 
TIER REIT, Inc. 193,644 4,550,634 
UMH Properties, Inc. 121,782 1,708,601 
Universal Health Realty Income Trust (SBI) 46,592 3,248,394 
Urban Edge Properties 392,572 8,016,320 
Urstadt Biddle Properties, Inc. Class A 106,874 2,289,241 
Washington Prime Group, Inc. (b) 671,738 3,815,472 
Washington REIT (SBI) 287,707 7,293,372 
Whitestone REIT Class B (b) 137,293 1,946,815 
Xenia Hotels & Resorts, Inc. 404,003 7,583,136 
  490,171,914 
Real Estate Management & Development - 0.6%   
Altisource Portfolio Solutions SA (a)(b) 35,211 833,796 
American Realty Investments, Inc. (a) 6,802 88,970 
Boston Omaha Corp. (a) 18,045 456,358 
Colony NorthStar Credit Real Estate, Inc. 301,618 5,040,037 
Consolidated-Tomoka Land Co. 13,597 830,369 
Cushman & Wakefield PLC 167,169 2,881,994 
Forestar Group, Inc. (a) 37,497 600,327 
FRP Holdings, Inc. (a) 25,213 1,278,803 
Griffin Industrial Realty, Inc. 2,849 95,812 
HFF, Inc. 134,465 5,569,540 
Kennedy-Wilson Holdings, Inc. 446,986 8,935,250 
Marcus & Millichap, Inc. (a) 69,760 2,762,496 
Maui Land & Pineapple, Inc. (a) 24,038 287,014 
Newmark Group, Inc. 535,359 5,594,502 
RE/MAX Holdings, Inc. 64,308 2,682,930 
Redfin Corp. (a)(b) 283,953 5,079,919 
Stratus Properties, Inc. (a) 23,906 566,572 
Tejon Ranch Co. (a) 74,637 1,404,668 
The St. Joe Co. (a)(b) 124,161 1,931,945 
Transcontinental Realty Investors, Inc. (a) 5,608 188,148 
Trinity Place Holdings, Inc. (a) 58,530 242,900 
  47,352,350 
TOTAL REAL ESTATE  537,524,264 
UTILITIES - 3.6%   
Electric Utilities - 1.2%   
Allete, Inc. 184,212 14,173,271 
El Paso Electric Co. 145,013 7,616,083 
IDACORP, Inc. 180,288 17,578,080 
MGE Energy, Inc. 125,274 8,056,371 
Otter Tail Corp. 141,502 6,855,772 
PNM Resources, Inc. 284,834 12,131,080 
Portland General Electric Co. 319,154 15,421,521 
Spark Energy, Inc. Class A, (b) 40,979 340,126 
  82,172,304 
Gas Utilities - 1.1%   
Chesapeake Utilities Corp. 56,901 5,153,524 
New Jersey Resources Corp. 311,776 15,121,136 
Northwest Natural Holding Co. 102,539 6,418,941 
ONE Gas, Inc. 186,065 15,285,240 
RGC Resources, Inc. 26,692 750,846 
South Jersey Industries, Inc. (b) 307,027 9,143,264 
Southwest Gas Holdings, Inc. 175,342 13,732,785 
Spire, Inc. 175,763 13,950,309 
  79,556,045 
Independent Power and Renewable Electricity Producers - 0.3%   
Atlantic Power Corp. (a)(b) 389,223 976,948 
NRG Yield, Inc.:   
Class A 109,193 1,605,137 
Class C 278,082 4,196,257 
Ormat Technologies, Inc. 142,393 8,217,500 
Pattern Energy Group, Inc. 289,432 6,159,113 
Terraform Power, Inc. 258,903 3,075,768 
  24,230,723 
Multi-Utilities - 0.5%   
Avista Corp. 233,567 9,774,779 
Black Hills Corp. 191,059 12,970,996 
NorthWestern Energy Corp. 180,379 11,528,022 
Unitil Corp. 52,726 2,766,006 
  37,039,803 
Water Utilities - 0.5%   
American States Water Co. 130,993 8,870,846 
AquaVenture Holdings Ltd. (a) 39,136 823,030 
Artesian Resources Corp. Class A 28,249 999,732 
Cadiz, Inc. (a)(b) 80,182 825,875 
California Water Service Group 171,946 8,514,766 
Connecticut Water Service, Inc. 43,010 2,917,798 
Consolidated Water Co., Inc. 52,659 687,200 
Global Water Resources, Inc. 37,751 363,542 
Middlesex Water Co. 57,580 3,235,996 
Pure Cycle Corp. (a) 61,219 622,597 
Select Energy Services, Inc. Class A (a) 160,872 1,367,412 
SJW Corp. 61,868 3,708,987 
York Water Co. 45,727 1,504,418 
  34,442,199 
TOTAL UTILITIES  257,441,074 
TOTAL COMMON STOCKS   
(Cost $6,833,594,352)  7,096,456,976 
Money Market Funds - 16.4%   
Fidelity Cash Central Fund, 2.43% (d) 36,080,904 36,088,120 
Fidelity Securities Lending Cash Central Fund 2.43% (d)(e) 1,134,041,162 1,134,154,566 
TOTAL MONEY MARKET FUNDS   
(Cost $1,170,224,169)  1,170,242,686 
TOTAL INVESTMENT IN SECURITIES - 115.9%   
(Cost $8,003,818,521)  8,266,699,662 
NET OTHER ASSETS (LIABILITIES) - (15.9)%(f)  (1,136,689,180) 
NET ASSETS - 100%  $7,130,010,482 

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) 454 March 2019 $34,054,540 $2,882,171 $2,882,171 

The notional amount of futures purchased as a percentage of Net Assets is 0.5%

Legend

 (a) Non-income producing

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

 (c) Level 3 security

 (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.

 (f) Includes $1,959,600 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 $559,318 
Fidelity Securities Lending Cash Central Fund 6,717,236 
Total $7,276,554 

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, 2019, 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:     
Communication Services $219,755,038 $219,755,038 $-- $-- 
Consumer Discretionary 862,311,341 862,311,341 -- -- 
Consumer Staples 199,005,997 199,005,997 -- -- 
Energy 249,886,212 249,886,212 -- -- 
Financials 1,268,234,616 1,268,234,616 -- -- 
Health Care 1,116,285,186 1,116,211,554 -- 73,632 
Industrials 1,058,215,647 1,058,215,647 -- -- 
Information Technology 1,055,615,848 1,055,615,848 -- -- 
Materials 272,181,753 272,039,226 -- 142,527 
Real Estate 537,524,264 537,524,264 -- -- 
Utilities 257,441,074 257,441,074 -- -- 
Money Market Funds 1,170,242,686 1,170,242,686 -- -- 
Total Investments in Securities: $8,266,699,662 $8,266,483,503 $-- $216,159 
Derivative Instruments:     
Assets     
Futures Contracts $2,882,171 $2,882,171 $-- $-- 
Total Assets $2,882,171 $2,882,171 $-- $-- 
Total Derivative Instruments: $2,882,171 $2,882,171 $-- $-- 

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. 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.

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Quarterly Holdings Report
for

Fidelity® Large Cap Value Index Fund

January 31, 2019







LC2-QTLY-0319
1.9871051.102





Schedule of Investments January 31, 2019 (Unaudited)

Showing Percentage of Net Assets

Common Stocks - 99.4%   
 Shares Value 
COMMUNICATION SERVICES - 7.0%   
Diversified Telecommunication Services - 3.6%   
AT&T, Inc. 843,532 $25,356,572 
CenturyLink, Inc. 111,351 1,705,897 
Verizon Communications, Inc. 480,010 26,429,351 
  53,491,820 
Entertainment - 1.2%   
Cinemark Holdings, Inc. 12,652 517,720 
Lions Gate Entertainment Corp.:   
Class A 3,241 59,537 
Class B 12,480 218,774 
Take-Two Interactive Software, Inc. (a) 5,347 564,376 
The Madison Square Garden Co. (a) 1,959 544,406 
The Walt Disney Co. 49,137 5,479,758 
Twenty-First Century Fox, Inc.:   
Class A 120,127 5,923,462 
Class B 57,473 2,819,625 
Viacom, Inc.:   
Class A 1,363 46,737 
Class B (non-vtg.) 41,155 1,210,780 
Zynga, Inc. (a) 87,185 390,589 
  17,775,764 
Interactive Media & Services - 0.0%   
Zillow Group, Inc.:   
Class A (a) 1,959 68,193 
Class C (a) 3,567 125,166 
  193,359 
Media - 2.1%   
Charter Communications, Inc. Class A (a) 5,894 1,951,209 
Comcast Corp. Class A 530,219 19,390,109 
Discovery Communications, Inc.:   
Class A (a)(b) 19,690 558,802 
Class C (non-vtg.) (a) 37,350 995,378 
DISH Network Corp. Class A (a) 25,679 787,575 
GCI Liberty, Inc. (a)(b) 11,194 569,775 
Interpublic Group of Companies, Inc. 40,107 912,434 
John Wiley & Sons, Inc. Class A 5,151 266,719 
Liberty Broadband Corp.:   
Class A (a)(b) 5,019 425,461 
Class C (a) 10,074 856,491 
Liberty Media Corp.:   
Liberty Formula One Group Series C (a) 21,236 666,173 
Liberty Media Class A (a) 4,680 143,208 
Liberty SiriusXM Series A (a) 9,912 394,299 
Liberty SiriusXM Series C (a) 19,137 764,715 
News Corp.:   
Class A 39,105 501,717 
Class B 18,577 240,201 
Omnicom Group, Inc. 8,884 691,886 
Tribune Media Co. Class A 10,138 465,436 
  30,581,588 
Wireless Telecommunication Services - 0.1%   
Sprint Corp. (a)(b) 76,802 479,244 
T-Mobile U.S., Inc. (a) 12,342 859,250 
Telephone & Data Systems, Inc. 11,021 399,181 
U.S. Cellular Corp. (a) 1,324 76,236 
  1,813,911 
TOTAL COMMUNICATION SERVICES  103,856,442 
CONSUMER DISCRETIONARY - 5.4%   
Auto Components - 0.2%   
Adient PLC 10,959 216,331 
Aptiv PLC 4,464 353,236 
BorgWarner, Inc. 24,418 998,696 
Garrett Motion, Inc. (a)(b) 2,781 44,413 
Gentex Corp. 9,393 198,944 
Lear Corp. 6,662 1,025,482 
The Goodyear Tire & Rubber Co. 26,889 569,778 
Visteon Corp. (a) 1,327 102,033 
  3,508,913 
Automobiles - 0.7%   
Ford Motor Co. 452,997 3,986,374 
General Motors Co. 151,572 5,914,339 
Harley-Davidson, Inc. 19,143 705,611 
Thor Industries, Inc. 759 49,426 
  10,655,750 
Distributors - 0.2%   
Genuine Parts Co. 16,439 1,640,941 
LKQ Corp. (a) 30,576 801,703 
  2,442,644 
Diversified Consumer Services - 0.1%   
Bright Horizons Family Solutions, Inc. (a) 1,054 122,043 
Graham Holdings Co. 473 314,545 
H&R Block, Inc. 19,684 464,346 
Service Corp. International 10,693 458,944 
  1,359,878 
Hotels, Restaurants & Leisure - 2.0%   
ARAMARK Holdings Corp. 28,533 940,162 
Caesars Entertainment Corp. (a)(b) 66,343 606,375 
Carnival Corp. 46,084 2,653,517 
Darden Restaurants, Inc. 7,095 744,478 
Extended Stay America, Inc. unit 8,001 136,817 
Hyatt Hotels Corp. Class A 4,943 345,565 
International Game Technology PLC 10,821 177,032 
Las Vegas Sands Corp. 16,041 936,153 
McDonald's Corp. 72,632 12,985,149 
MGM Mirage, Inc. 51,638 1,520,223 
Norwegian Cruise Line Holdings Ltd. (a) 25,520 1,312,494 
Royal Caribbean Cruises Ltd. 19,229 2,308,441 
U.S. Foods Holding Corp. (a) 23,121 779,640 
Yum China Holdings, Inc. 38,673 1,409,631 
Yum! Brands, Inc. 25,709 2,416,132 
  29,271,809 
Household Durables - 0.4%   
D.R. Horton, Inc. 16,846 647,729 
Garmin Ltd. 12,885 891,384 
Leggett & Platt, Inc. 14,445 591,667 
Lennar Corp.:   
Class A 14,250 675,735 
Class B 3,377 128,731 
Mohawk Industries, Inc. (a) 7,197 926,902 
Newell Brands, Inc. 49,698 1,054,095 
PulteGroup, Inc. 19,427 540,265 
Toll Brothers, Inc. 8,152 301,135 
Whirlpool Corp. 7,213 959,401 
  6,717,044 
Internet & Direct Marketing Retail - 0.3%   
eBay, Inc. 82,336 2,770,606 
Liberty Interactive Corp. QVC Group Series A (a) 48,184 1,048,002 
  3,818,608 
Leisure Products - 0.1%   
Brunswick Corp. 8,953 450,515 
Hasbro, Inc. 3,146 284,902 
Mattel, Inc. (a)(b) 29,660 351,174 
  1,086,591 
Multiline Retail - 0.6%   
Dollar Tree, Inc. (a) 22,649 2,193,103 
Kohl's Corp. 19,277 1,324,137 
Macy's, Inc. 35,020 921,026 
Target Corp. 61,423 4,483,879 
  8,922,145 
Specialty Retail - 0.5%   
Advance Auto Parts, Inc. 5,619 894,545 
AutoNation, Inc. (a) 6,296 243,970 
AutoZone, Inc. (a) 353 299,111 
Best Buy Co., Inc. 20,314 1,203,401 
CarMax, Inc. (a) 9,194 540,423 
Dick's Sporting Goods, Inc. 8,579 302,924 
Foot Locker, Inc. 13,207 738,139 
Gap, Inc. 23,406 595,449 
L Brands, Inc. 21,611 601,650 
Michaels Companies, Inc. (a) 9,384 130,062 
Penske Automotive Group, Inc. 4,250 199,240 
Tiffany & Co., Inc. 11,595 1,028,824 
Williams-Sonoma, Inc. (b) 7,150 389,175 
  7,166,913 
Textiles, Apparel & Luxury Goods - 0.3%   
Capri Holdings Ltd. (a) 7,299 310,062 
Columbia Sportswear Co. 2,943 262,486 
PVH Corp. 8,888 969,770 
Ralph Lauren Corp. 6,266 727,733 
Skechers U.S.A., Inc. Class A (sub. vtg.) (a) 8,048 218,664 
Tapestry, Inc. 27,831 1,077,338 
Under Armour, Inc.:   
Class A (sub. vtg.) (a)(b) 4,646 96,358 
Class C (non-vtg.) (a) 5,010 94,889 
VF Corp. 8,597 723,609 
  4,480,909 
TOTAL CONSUMER DISCRETIONARY  79,431,204 
CONSUMER STAPLES - 7.7%   
Beverages - 0.6%   
Molson Coors Brewing Co. Class B 19,996 1,331,934 
PepsiCo, Inc. 18,601 2,095,775 
The Coca-Cola Co. 99,321 4,780,320 
  8,208,029 
Food & Staples Retailing - 1.8%   
Casey's General Stores, Inc. 4,216 542,515 
Kroger Co. 92,097 2,609,108 
Walgreens Boots Alliance, Inc. 93,973 6,790,489 
Walmart, Inc. 165,530 15,862,740 
  25,804,852 
Food Products - 2.0%   
Archer Daniels Midland Co. 64,715 2,905,704 
Bunge Ltd. 16,357 900,780 
Campbell Soup Co. 6,446 228,382 
Conagra Brands, Inc. 56,586 1,224,521 
Flowers Foods, Inc. 20,158 396,306 
General Mills, Inc. 65,334 2,903,443 
Hormel Foods Corp. (b) 31,493 1,332,784 
Ingredion, Inc. 8,209 812,691 
Kellogg Co. 14,424 851,160 
Lamb Weston Holdings, Inc. 16,911 1,222,665 
McCormick & Co., Inc. (non-vtg.) 13,227 1,635,386 
Mondelez International, Inc. 165,511 7,656,539 
Pilgrim's Pride Corp. (a) 6,284 127,314 
Post Holdings, Inc. (a) 3,178 294,982 
Seaboard Corp. 36 139,110 
The Hain Celestial Group, Inc. (a) 9,753 178,772 
The Hershey Co. 1,376 145,994 
The J.M. Smucker Co. 12,790 1,341,415 
The Kraft Heinz Co. 70,015 3,364,921 
TreeHouse Foods, Inc. (a) 6,295 367,376 
Tyson Foods, Inc. Class A 33,522 2,075,682 
  30,105,927 
Household Products - 2.3%   
Church & Dwight Co., Inc. 4,075 263,286 
Clorox Co. 1,876 278,361 
Colgate-Palmolive Co. 80,293 5,193,351 
Energizer Holdings, Inc. 2,558 121,249 
Kimberly-Clark Corp. 5,314 591,873 
Procter & Gamble Co. 289,117 27,891,117 
Spectrum Brands Holdings, Inc. 2,684 149,982 
  34,489,219 
Personal Products - 0.1%   
Coty, Inc. Class A 54,632 423,944 
Herbalife Nutrition Ltd. (a) 10,305 615,209 
Nu Skin Enterprises, Inc. Class A 4,309 282,886 
  1,322,039 
Tobacco - 0.9%   
Philip Morris International, Inc. 180,265 13,829,931 
TOTAL CONSUMER STAPLES  113,759,997 
ENERGY - 9.5%   
Energy Equipment & Services - 0.8%   
Baker Hughes, a GE Co. Class A 59,752 1,408,355 
Helmerich & Payne, Inc. 11,973 670,368 
Nabors Industries Ltd. 36,775 108,854 
National Oilwell Varco, Inc. 44,046 1,298,476 
Patterson-UTI Energy, Inc. 25,931 314,543 
RPC, Inc. 3,899 42,070 
Schlumberger Ltd. 161,153 7,124,574 
Transocean Ltd. (United States) (a) 61,029 523,019 
Weatherford International PLC (a)(b) 99,252 64,355 
  11,554,614 
Oil, Gas & Consumable Fuels - 8.7%   
Anadarko Petroleum Corp. 39,029 1,847,243 
Antero Resources Corp. (a) 11,215 112,823 
Apache Corp. 41,944 1,376,602 
Cabot Oil & Gas Corp. 13,695 341,690 
Centennial Resource Development, Inc. Class A (a)(b) 21,629 284,854 
Cheniere Energy, Inc. (a) 8,068 529,664 
Chesapeake Energy Corp. (a)(b) 103,541 295,092 
Chevron Corp. 221,069 25,345,561 
Cimarex Energy Co. 9,573 721,230 
CNX Resources Corp. (a) 22,953 278,649 
Concho Resources, Inc. (a) 19,683 2,358,811 
ConocoPhillips Co. 133,820 9,058,276 
Continental Resources, Inc. (a) 5,471 252,596 
Devon Energy Corp. 53,801 1,433,797 
Diamondback Energy, Inc. 15,021 1,548,966 
EOG Resources, Inc. 59,310 5,883,552 
EQT Corp. 29,550 575,339 
Equitrans Midstream Corp. 23,906 497,723 
Extraction Oil & Gas, Inc. (a) 11,525 45,409 
Exxon Mobil Corp. 491,626 36,026,353 
Hess Corp. 30,584 1,651,536 
HollyFrontier Corp. 18,568 1,046,121 
Kinder Morgan, Inc. 219,295 3,969,240 
Kosmos Energy Ltd. (a) 19,717 101,148 
Marathon Oil Corp. 94,813 1,497,097 
Marathon Petroleum Corp. 77,831 5,157,082 
Murphy Oil Corp. 19,631 536,908 
Newfield Exploration Co. (a) 15,187 277,618 
Noble Energy, Inc. 55,924 1,249,342 
Occidental Petroleum Corp. 87,789 5,862,549 
ONEOK, Inc. 27,950 1,794,670 
Parsley Energy, Inc. Class A (a) 10,621 197,338 
PBF Energy, Inc. Class A 13,834 506,601 
Phillips 66 Co. 48,104 4,589,603 
Pioneer Natural Resources Co. 8,911 1,268,214 
QEP Resources, Inc. (a) 27,806 229,956 
Range Resources Corp. 24,793 273,467 
SM Energy Co. 12,960 254,275 
Targa Resources Corp. 25,720 1,106,217 
The Williams Companies, Inc. 140,453 3,782,399 
Valero Energy Corp. 48,982 4,301,599 
Whiting Petroleum Corp. (a) 9,787 280,202 
WPX Energy, Inc. (a) 46,778 573,498 
  129,320,910 
TOTAL ENERGY  140,875,524 
FINANCIALS - 22.6%   
Banks - 11.1%   
Associated Banc-Corp. 20,990 454,434 
Bank of America Corp. 1,061,003 30,206,755 
Bank of Hawaii Corp. 5,768 446,039 
Bank of the Ozarks, Inc. 13,640 413,838 
BankUnited, Inc. 12,034 406,870 
BB&T Corp. 88,845 4,335,636 
BOK Financial Corp. 3,157 262,378 
CIT Group, Inc. 12,493 577,052 
Citigroup, Inc. 283,375 18,266,353 
Citizens Financial Group, Inc. 54,320 1,842,534 
Comerica, Inc. 17,648 1,389,604 
Commerce Bancshares, Inc. 11,528 689,374 
Cullen/Frost Bankers, Inc. 6,621 644,091 
East West Bancorp, Inc. 15,981 804,164 
Fifth Third Bancorp 75,687 2,029,925 
First Citizens Bancshares, Inc. 935 381,041 
First Hawaiian, Inc. 12,762 328,366 
First Horizon National Corp. 36,486 535,614 
First Republic Bank 18,918 1,828,046 
FNB Corp., Pennsylvania 33,674 392,302 
Huntington Bancshares, Inc. 122,685 1,624,349 
JPMorgan Chase & Co. 383,658 39,708,603 
KeyCorp 118,304 1,948,467 
M&T Bank Corp. 16,024 2,636,589 
PacWest Bancorp 14,617 564,070 
Peoples United Financial, Inc. 44,236 724,586 
Pinnacle Financial Partners, Inc. 4,275 229,867 
PNC Financial Services Group, Inc. 53,708 6,588,360 
Popular, Inc. 11,322 618,294 
Prosperity Bancshares, Inc. 7,544 536,680 
Regions Financial Corp. 119,456 1,812,148 
Signature Bank 2,441 310,764 
Sterling Bancorp 26,224 504,550 
SunTrust Banks, Inc. 51,930 3,085,681 
SVB Financial Group (a) 1,451 338,634 
Synovus Financial Corp. 13,897 492,232 
TCF Financial Corp. 19,355 428,907 
Texas Capital Bancshares, Inc. (a) 2,564 149,404 
U.S. Bancorp 175,044 8,955,251 
Umpqua Holdings Corp. 26,222 463,605 
Webster Financial Corp. 10,580 570,050 
Wells Fargo & Co. 492,061 24,066,704 
Western Alliance Bancorp. (a) 4,000 177,120 
Wintrust Financial Corp. 6,491 461,770 
Zions Bancorporation 22,274 1,060,020 
  164,291,121 
Capital Markets - 3.2%   
Affiliated Managers Group, Inc. 5,926 621,934 
Ameriprise Financial, Inc. 13,583 1,719,608 
Bank of New York Mellon Corp. 106,072 5,549,687 
BGC Partners, Inc. Class A 32,526 201,336 
BlackRock, Inc. Class A 14,021 5,819,837 
Brighthouse Financial, Inc. (a) 13,715 512,118 
Cboe Global Markets, Inc. 787 73,403 
CME Group, Inc. 36,206 6,599,630 
E*TRADE Financial Corp. 22,546 1,051,996 
Franklin Resources, Inc. 34,240 1,013,846 
Goldman Sachs Group, Inc. 40,450 8,009,505 
Interactive Brokers Group, Inc. 514 25,906 
IntercontinentalExchange, Inc. 31,427 2,412,337 
Invesco Ltd. 47,157 859,201 
Lazard Ltd. Class A 1,105 43,968 
Legg Mason, Inc. 10,117 301,487 
Morgan Stanley 140,766 5,954,402 
Northern Trust Corp. 17,056 1,508,774 
Raymond James Financial, Inc. 10,693 860,787 
State Street Corp. 40,863 2,897,187 
T. Rowe Price Group, Inc. 1,792 167,480 
The NASDAQ OMX Group, Inc. 14,064 1,238,195 
  47,442,624 
Consumer Finance - 0.8%   
Ally Financial, Inc. 50,842 1,324,943 
American Express Co. 25,999 2,670,097 
Capital One Financial Corp. 50,875 4,100,016 
Credit Acceptance Corp. (a) 102 40,598 
Discover Financial Services 21,575 1,456,097 
Navient Corp. 30,251 344,861 
OneMain Holdings, Inc. (a) 8,469 253,138 
Santander Consumer U.S.A. Holdings, Inc. 11,503 219,247 
SLM Corp. 48,846 523,141 
Synchrony Financial 55,641 1,671,456 
  12,603,594 
Diversified Financial Services - 2.9%   
AXA Equitable Holdings, Inc. 22,788 422,490 
Berkshire Hathaway, Inc. Class B (a) 196,393 40,366,602 
Jefferies Financial Group, Inc. 32,554 677,449 
Voya Financial, Inc. 16,873 783,413 
  42,249,954 
Insurance - 4.2%   
AFLAC, Inc. 88,527 4,222,738 
Alleghany Corp. 1,481 935,340 
Allstate Corp. 40,084 3,522,181 
American Financial Group, Inc. 8,282 790,020 
American International Group, Inc. 88,416 3,822,224 
American National Insurance Co. 912 126,941 
Arch Capital Group Ltd. (a) 37,376 1,096,986 
Arthur J. Gallagher & Co. 20,768 1,551,577 
Aspen Insurance Holdings Ltd. 6,498 271,162 
Assurant, Inc. 6,032 581,424 
Assured Guaranty Ltd. 11,803 478,730 
Athene Holding Ltd. (a) 18,643 799,785 
Axis Capital Holdings Ltd. 8,553 458,013 
Brown & Brown, Inc. 25,149 683,047 
Chubb Ltd. 53,179 7,075,466 
Cincinnati Financial Corp. 17,723 1,437,690 
CNA Financial Corp. 2,902 133,086 
Erie Indemnity Co. Class A 619 90,609 
Everest Re Group Ltd. 2,834 620,788 
First American Financial Corp. 12,785 640,273 
FNF Group 30,494 1,102,663 
Hanover Insurance Group, Inc. 4,934 562,673 
Hartford Financial Services Group, Inc. 41,507 1,947,508 
Lincoln National Corp. 24,294 1,420,956 
Loews Corp. 31,920 1,528,968 
Markel Corp. (a) 1,438 1,514,947 
Marsh & McLennan Companies, Inc. 31,360 2,765,638 
Mercury General Corp. 3,123 161,459 
MetLife, Inc. 98,093 4,479,907 
Old Republic International Corp. 31,786 640,488 
Principal Financial Group, Inc. 32,114 1,607,948 
Prudential Financial, Inc. 47,799 4,404,200 
Reinsurance Group of America, Inc. 7,327 1,058,385 
RenaissanceRe Holdings Ltd. 4,208 580,830 
The Travelers Companies, Inc. 25,512 3,202,776 
Torchmark Corp. 12,474 1,044,822 
Unum Group 23,422 814,149 
W.R. Berkley Corp. 10,992 845,175 
White Mountains Insurance Group Ltd. 340 303,817 
Willis Group Holdings PLC 15,047 2,449,501 
  61,774,890 
Mortgage Real Estate Investment Trusts - 0.4%   
AGNC Investment Corp. 58,440 1,046,660 
Annaly Capital Management, Inc. 159,813 1,668,448 
Chimera Investment Corp. 20,392 388,060 
MFA Financial, Inc. 59,717 437,726 
New Residential Investment Corp. 40,207 682,715 
Starwood Property Trust, Inc. 33,647 742,926 
Two Harbors Investment Corp. 28,256 412,255 
  5,378,790 
Thrifts & Mortgage Finance - 0.0%   
New York Community Bancorp, Inc. (b) 53,964 627,062 
TFS Financial Corp. 4,631 75,532 
  702,594 
TOTAL FINANCIALS  334,443,567 
HEALTH CARE - 15.1%   
Biotechnology - 0.4%   
Agios Pharmaceuticals, Inc. (a) 352 18,867 
Alexion Pharmaceuticals, Inc. (a) 4,265 524,424 
Alnylam Pharmaceuticals, Inc. (a) 1,103 92,134 
Amgen, Inc. 4,350 813,929 
Biogen, Inc. (a) 1,201 400,870 
bluebird bio, Inc. (a) 1,972 263,124 
Gilead Sciences, Inc. 38,228 2,676,342 
United Therapeutics Corp. (a) 4,885 563,387 
  5,353,077 
Health Care Equipment & Supplies - 3.9%   
Abbott Laboratories 198,618 14,495,142 
Baxter International, Inc. 51,411 3,726,783 
Becton, Dickinson & Co. 27,968 6,976,897 
Boston Scientific Corp. (a) 36,686 1,399,571 
Danaher Corp. 71,748 7,958,288 
Dentsply Sirona, Inc. 25,340 1,063,013 
Hill-Rom Holdings, Inc. 2,765 276,555 
Hologic, Inc. (a) 31,301 1,389,764 
Integra LifeSciences Holdings Corp. (a) 1,985 94,010 
Medtronic PLC 157,036 13,880,412 
Steris PLC 9,609 1,096,003 
Teleflex, Inc. 4,259 1,164,837 
The Cooper Companies, Inc. 4,704 1,311,287 
West Pharmaceutical Services, Inc. 6,365 689,139 
Zimmer Biomet Holdings, Inc. 23,655 2,591,642 
  58,113,343 
Health Care Providers & Services - 2.5%   
Acadia Healthcare Co., Inc. (a) 10,129 277,129 
Anthem, Inc. 30,189 9,147,267 
Cardinal Health, Inc. 34,709 1,734,409 
Centene Corp. (a) 2,798 365,335 
Cigna Corp. 31,064 6,206,898 
CVS Health Corp. 137,726 9,027,939 
DaVita HealthCare Partners, Inc. (a) 7,299 409,693 
Elanco Animal Health, Inc. (b) 4,560 133,061 
HCA Holdings, Inc. 8,983 1,252,500 
Henry Schein, Inc. (a) 14,977 1,163,713 
Humana, Inc. 809 249,973 
Laboratory Corp. of America Holdings (a) 10,914 1,520,866 
McKesson Corp. 19,804 2,539,863 
MEDNAX, Inc. (a) 10,021 361,858 
Molina Healthcare, Inc. (a) 1,143 151,996 
Premier, Inc. (a) 3,675 146,228 
Quest Diagnostics, Inc. 15,607 1,363,271 
Universal Health Services, Inc. Class B 9,708 1,286,601 
Wellcare Health Plans, Inc. (a) 409 113,080 
  37,451,680 
Health Care Technology - 0.1%   
Cerner Corp. (a) 20,385 1,119,340 
Life Sciences Tools & Services - 1.3%   
Agilent Technologies, Inc. 36,721 2,792,632 
Bio-Rad Laboratories, Inc. Class A (a) 2,451 612,431 
Bruker Corp. 6,879 241,178 
Charles River Laboratories International, Inc. (a) 1,586 195,379 
IQVIA Holdings, Inc. (a) 18,904 2,438,805 
PerkinElmer, Inc. 12,784 1,156,952 
QIAGEN NV (a) 25,770 954,263 
Thermo Fisher Scientific, Inc. 43,774 10,753,959 
Waters Corp. (a) 638 147,518 
  19,293,117 
Pharmaceuticals - 6.9%   
Allergan PLC 39,334 5,663,309 
Bristol-Myers Squibb Co. 88,935 4,390,721 
Catalent, Inc. (a) 12,657 467,423 
Eli Lilly & Co. 41,938 5,026,689 
Jazz Pharmaceuticals PLC (a) 459 57,784 
Johnson & Johnson 255,473 33,998,347 
Merck & Co., Inc. 281,834 20,976,905 
Mylan NV (a) 59,722 1,788,674 
Perrigo Co. PLC 14,429 670,227 
Pfizer, Inc. 673,401 28,585,872 
  101,625,951 
TOTAL HEALTH CARE  222,956,508 
INDUSTRIALS - 7.6%   
Aerospace & Defense - 1.4%   
Arconic, Inc. 49,905 939,212 
Curtiss-Wright Corp. 4,594 521,511 
General Dynamics Corp. 16,546 2,832,179 
Hexcel Corp. 8,012 542,493 
Huntington Ingalls Industries, Inc. 700 144,515 
L3 Technologies, Inc. 9,066 1,784,914 
Lockheed Martin Corp. 2,532 733,495 
Teledyne Technologies, Inc. (a) 4,089 916,836 
Textron, Inc. 23,548 1,253,460 
United Technologies Corp. 94,018 11,100,705 
  20,769,320 
Airlines - 0.7%   
Alaska Air Group, Inc. 13,854 885,963 
American Airlines Group, Inc. 47,431 1,696,607 
Copa Holdings SA Class A 3,668 347,910 
Delta Air Lines, Inc. 55,746 2,755,525 
JetBlue Airways Corp. (a) 34,342 617,813 
Southwest Airlines Co. 17,168 974,456 
United Continental Holdings, Inc. (a) 28,328 2,472,185 
  9,750,459 
Building Products - 0.4%   
Allegion PLC 1,734 148,881 
Fortune Brands Home & Security, Inc. 9,675 438,278 
Johnson Controls International PLC 107,609 3,633,956 
Lennox International, Inc. 372 85,292 
Masco Corp. 10,960 355,214 
Owens Corning 12,191 638,686 
Resideo Technologies, Inc. (a) 4,720 103,510 
USG Corp. 9,343 403,150 
  5,806,967 
Commercial Services & Supplies - 0.2%   
Clean Harbors, Inc. (a) 5,848 346,260 
KAR Auction Services, Inc. 1,045 54,350 
Republic Services, Inc. 23,403 1,795,244 
Stericycle, Inc. (a) 9,478 417,790 
Waste Management, Inc. 7,909 756,654 
  3,370,298 
Construction & Engineering - 0.2%   
AECOM (a) 17,690 541,491 
Arcosa, Inc. 5,561 163,660 
Fluor Corp. 16,505 603,588 
Jacobs Engineering Group, Inc. 14,759 956,383 
Quanta Services, Inc. 12,341 436,131 
Valmont Industries, Inc. 2,529 326,241 
  3,027,494 
Electrical Equipment - 0.6%   
Acuity Brands, Inc. 4,722 570,937 
AMETEK, Inc. 22,639 1,650,383 
Eaton Corp. PLC 50,672 3,863,740 
Emerson Electric Co. 20,898 1,368,192 
Fortive Corp. 2,874 215,521 
GrafTech International Ltd. 6,318 83,461 
Hubbell, Inc. Class B 1,870 204,447 
Regal Beloit Corp. 4,759 365,301 
Sensata Technologies, Inc. PLC (a) 8,304 394,440 
  8,716,422 
Industrial Conglomerates - 1.4%   
3M Co. 10,884 2,180,065 
Carlisle Companies, Inc. 6,806 733,210 
General Electric Co. 1,000,499 10,165,070 
Honeywell International, Inc. 32,784 4,708,766 
ITT, Inc. 9,979 524,496 
Roper Technologies, Inc. 9,524 2,697,768 
  21,009,375 
Machinery - 1.3%   
AGCO Corp. 7,481 480,280 
Apergy Corp. (a) 8,959 301,202 
Caterpillar, Inc. 5,517 734,644 
Colfax Corp. (a) 9,990 247,253 
Crane Co. 5,612 464,449 
Cummins, Inc. 11,002 1,618,504 
Donaldson Co., Inc. 926 43,781 
Dover Corp. 16,814 1,476,774 
Flowserve Corp. 14,825 652,893 
Gardner Denver Holdings, Inc. (a) 9,737 240,212 
Gates Industrial Corp. PLC (a) 4,753 70,867 
IDEX Corp. 490 67,551 
Ingersoll-Rand PLC 13,071 1,307,623 
Middleby Corp. (a)(b) 2,539 298,637 
Nordson Corp. 465 60,283 
Oshkosh Corp. 8,210 616,161 
PACCAR, Inc. 39,935 2,616,541 
Parker Hannifin Corp. 12,675 2,088,967 
Pentair PLC 17,732 730,381 
Snap-On, Inc. 6,525 1,083,085 
Stanley Black & Decker, Inc. 17,629 2,229,011 
Terex Corp. 7,860 241,381 
Timken Co. 8,274 352,390 
Trinity Industries, Inc. 16,118 376,839 
Wabtec Corp. (b) 6,443 445,598 
Xylem, Inc. 9,286 661,720 
  19,507,027 
Marine - 0.0%   
Kirby Corp. (a) 6,680 500,399 
Professional Services - 0.4%   
Dun & Bradstreet Corp. 2,275 329,284 
Equifax, Inc. 10,018 1,072,126 
IHS Markit Ltd. (a) 45,352 2,354,676 
Manpower, Inc. 7,181 567,514 
Nielsen Holdings PLC 41,312 1,060,892 
  5,384,492 
Road & Rail - 0.9%   
AMERCO 785 284,688 
CSX Corp. 49,518 3,253,333 
Genesee & Wyoming, Inc. Class A (a) 5,403 424,244 
Kansas City Southern 11,810 1,248,908 
Knight-Swift Transportation Holdings, Inc. Class A 14,839 471,138 
Norfolk Southern Corp. 31,478 5,280,120 
Ryder System, Inc. 5,904 341,901 
Schneider National, Inc. Class B 4,443 94,369 
Union Pacific Corp. 6,903 1,098,060 
  12,496,761 
Trading Companies & Distributors - 0.1%   
Air Lease Corp. Class A 10,743 407,589 
HD Supply Holdings, Inc. (a) 14,705 616,728 
MSC Industrial Direct Co., Inc. Class A 3,153 263,244 
Univar, Inc. (a) 11,532 240,212 
Watsco, Inc. 609 89,815 
WESCO International, Inc. (a) 5,185 271,694 
  1,889,282 
Transportation Infrastructure - 0.0%   
Macquarie Infrastructure Co. LLC 10,881 469,733 
TOTAL INDUSTRIALS  112,698,029 
INFORMATION TECHNOLOGY - 9.2%   
Communications Equipment - 2.0%   
Arris International PLC (a) 18,921 593,930 
Cisco Systems, Inc. 526,288 24,888,160 
CommScope Holding Co., Inc. (a) 21,532 450,234 
EchoStar Holding Corp. Class A (a) 5,189 212,645 
Juniper Networks, Inc. 39,577 1,026,627 
Motorola Solutions, Inc. 16,836 1,968,297 
  29,139,893 
Electronic Equipment & Components - 0.7%   
ADT, Inc. 11,042 79,723 
Arrow Electronics, Inc. (a) 9,818 745,677 
Avnet, Inc. 12,965 534,158 
Coherent, Inc. (a) 820 96,924 
Corning, Inc. 90,997 3,026,560 
Dell Technologies, Inc. (a) 15,954 775,205 
Dolby Laboratories, Inc. Class A 7,223 466,822 
FLIR Systems, Inc. 14,195 693,852 
Jabil, Inc. 17,883 476,582 
Keysight Technologies, Inc. (a) 22,061 1,632,955 
Littelfuse, Inc. 512 89,969 
National Instruments Corp. 2,140 94,631 
Trimble, Inc. (a) 28,976 1,091,236 
  9,804,294 
IT Services - 1.1%   
Akamai Technologies, Inc. (a) 1,152 74,995 
Amdocs Ltd. 16,520 923,138 
Booz Allen Hamilton Holding Corp. Class A 774 38,027 
Cognizant Technology Solutions Corp. Class A 6,688 466,020 
Conduent, Inc. (a) 21,618 275,630 
CoreLogic, Inc. (a) 3,227 117,140 
DXC Technology Co. 32,420 2,078,770 
Elastic NV (b) 435 36,975 
Euronet Worldwide, Inc. (a) 2,764 317,888 
Fidelity National Information Services, Inc. 34,617 3,618,515 
Genpact Ltd. 10,782 321,627 
IBM Corp. 29,854 4,012,975 
Leidos Holdings, Inc. 16,389 950,562 
Sabre Corp. 6,331 145,486 
The Western Union Co. 37,474 683,901 
Worldpay, Inc. (a) 31,431 2,623,860 
  16,685,509 
Semiconductors & Semiconductor Equipment - 3.3%   
Analog Devices, Inc. 36,014 3,560,344 
Broadcom, Inc. 19,166 5,141,280 
Cypress Semiconductor Corp. 11,909 165,178 
First Solar, Inc. (a) 9,507 480,959 
Intel Corp. 530,164 24,981,328 
Marvell Technology Group Ltd. 47,900 887,587 
Micron Technology, Inc. (a) 28,582 1,092,404 
NXP Semiconductors NV 37,688 3,279,987 
Qorvo, Inc. (a) 14,503 947,916 
Qualcomm, Inc. 140,641 6,964,542 
Skyworks Solutions, Inc. 6,098 445,398 
Teradyne, Inc. 17,285 622,087 
  48,569,010 
Software - 1.5%   
Aspen Technology, Inc. (a) 945 91,315 
Autodesk, Inc. (a) 4,080 600,576 
FireEye, Inc. (a) 7,557 133,608 
LogMeIn, Inc. 1,856 172,645 
Microsoft Corp. 46,556 4,861,843 
Nuance Communications, Inc. (a) 31,872 505,809 
Oracle Corp. 266,813 13,402,017 
Pluralsight, Inc. 1,395 41,822 
SolarWinds, Inc. (a) 1,818 31,906 
SS&C Technologies Holdings, Inc. 1,484 76,411 
Symantec Corp. 73,768 1,550,603 
Synopsys, Inc. (a) 15,498 1,446,738 
Teradata Corp. (a) 3,699 164,162 
  23,079,455 
Technology Hardware, Storage & Peripherals - 0.6%   
Hewlett Packard Enterprise Co. 170,640 2,660,278 
HP, Inc. 183,304 4,038,187 
NCR Corp. (a) 2,683 71,770 
Western Digital Corp. 33,943 1,527,096 
Xerox Corp. 24,312 685,842 
  8,983,173 
TOTAL INFORMATION TECHNOLOGY  136,261,334 
MATERIALS - 4.0%   
Chemicals - 2.7%   
Air Products & Chemicals, Inc. 25,345 4,166,465 
Albemarle Corp. U.S. 12,218 986,359 
Ashland Global Holdings, Inc. 7,262 551,186 
Axalta Coating Systems Ltd. (a) 14,902 381,789 
Cabot Corp. 6,950 325,886 
Celanese Corp. Class A 5,653 541,331 
CF Industries Holdings, Inc. 26,507 1,157,031 
DowDuPont, Inc. 266,547 14,342,894 
Eastman Chemical Co. 16,124 1,299,917 
Ecolab, Inc. 16,218 2,565,201 
Element Solutions, Inc. (a) 11,471 128,934 
FMC Corp. 9,324 744,055 
Huntsman Corp. 25,581 562,015 
International Flavors & Fragrances, Inc. 6,209 880,312 
Linde PLC 26,188 4,268,906 
LyondellBasell Industries NV Class A 19,069 1,658,431 
NewMarket Corp. 45 18,049 
Olin Corp. 18,658 440,515 
PPG Industries, Inc. 26,182 2,760,630 
RPM International, Inc. 12,290 702,496 
The Mosaic Co. 40,316 1,301,400 
The Scotts Miracle-Gro Co. Class A 2,448 182,009 
Valvoline, Inc. 22,329 493,694 
W.R. Grace & Co. 1,836 130,374 
Westlake Chemical Corp. 192 14,189 
  40,604,068 
Construction Materials - 0.1%   
Eagle Materials, Inc. 588 41,748 
Martin Marietta Materials, Inc. 612 108,128 
nVent Electric PLC 18,699 467,849 
Vulcan Materials Co. 857 87,114 
  704,839 
Containers & Packaging - 0.6%   
Aptargroup, Inc. 7,129 706,626 
Ardagh Group SA 1,817 22,022 
Ball Corp. 38,532 2,014,453 
Bemis Co., Inc. 10,325 504,273 
Berry Global Group, Inc. (a) 7,606 374,596 
Graphic Packaging Holding Co. 29,342 354,158 
International Paper Co. 42,029 1,993,435 
Owens-Illinois, Inc. 18,046 362,183 
Sealed Air Corp. 8,289 327,416 
Silgan Holdings, Inc. 6,519 180,055 
Sonoco Products Co. 11,288 649,963 
WestRock Co. 30,062 1,223,824 
  8,713,004 
Metals & Mining - 0.6%   
Alcoa Corp. (a) 21,940 651,179 
Freeport-McMoRan, Inc. 166,720 1,940,621 
Newmont Mining Corp. 61,945 2,112,944 
Nucor Corp. 36,228 2,218,603 
Reliance Steel & Aluminum Co. 7,817 640,056 
Royal Gold, Inc. 4,482 391,592 
Steel Dynamics, Inc. 21,929 802,382 
United States Steel Corp. 20,434 460,582 
  9,217,959 
Paper & Forest Products - 0.0%   
Domtar Corp. 7,481 350,859 
TOTAL MATERIALS  59,590,729 
REAL ESTATE - 5.1%   
Equity Real Estate Investment Trusts (REITs) - 4.9%   
Alexandria Real Estate Equities, Inc. 11,111 1,463,430 
American Campus Communities, Inc. 15,942 733,651 
American Homes 4 Rent Class A 29,901 661,111 
Apartment Investment & Management Co. Class A 19,062 943,950 
Apple Hospitality (REIT), Inc. 23,961 393,200 
AvalonBay Communities, Inc. 15,816 3,051,223 
Boston Properties, Inc. 17,849 2,353,748 
Brandywine Realty Trust (SBI) 19,837 298,547 
Brixmor Property Group, Inc. 33,412 572,348 
Brookfield Property REIT, Inc. Class A 17,639 321,030 
Camden Property Trust (SBI) 10,292 997,809 
Colony Capital, Inc. 51,812 314,499 
Columbia Property Trust, Inc. 13,157 290,375 
Corporate Office Properties Trust (SBI) 12,479 308,107 
Crown Castle International Corp. 11,725 1,372,529 
CubeSmart 21,462 664,249 
CyrusOne, Inc. 12,169 659,560 
DDR Corp. 17,428 227,784 
Digital Realty Trust, Inc. 23,846 2,583,476 
Douglas Emmett, Inc. 20,664 781,719 
Duke Realty Corp. 41,809 1,222,495 
Empire State Realty Trust, Inc. 17,770 274,724 
EPR Properties 8,494 620,572 
Equity Commonwealth 14,129 457,214 
Equity Residential (SBI) 41,559 3,015,521 
Essex Property Trust, Inc. 7,617 2,065,730 
Extra Space Storage, Inc. 1,774 174,934 
Federal Realty Investment Trust (SBI) 8,439 1,118,758 
Gaming & Leisure Properties 14,327 537,263 
HCP, Inc. 54,225 1,710,257 
Healthcare Trust of America, Inc. 22,997 653,575 
Highwoods Properties, Inc. (SBI) 11,103 492,085 
Hospitality Properties Trust (SBI) 17,654 470,656 
Host Hotels & Resorts, Inc. 85,067 1,536,310 
Hudson Pacific Properties, Inc. 15,197 493,447 
Invitation Homes, Inc. 35,011 787,397 
Iron Mountain, Inc. 32,556 1,211,083 
JBG SMITH Properties 12,019 464,534 
Kilroy Realty Corp. 12,286 865,672 
Kimco Realty Corp. 48,208 820,018 
Lamar Advertising Co. Class A 837 62,315 
Liberty Property Trust (SBI) 17,337 817,266 
Life Storage, Inc. 4,755 467,274 
Medical Properties Trust, Inc. 41,914 762,835 
Mid-America Apartment Communities, Inc. 12,812 1,297,599 
National Retail Properties, Inc. 17,840 940,346 
Omega Healthcare Investors, Inc. 21,311 856,489 
Outfront Media, Inc. 15,260 316,645 
Paramount Group, Inc. 33,716 488,208 
Park Hotels & Resorts, Inc. 23,300 700,631 
Prologis, Inc. 72,673 5,026,065 
Rayonier, Inc. 14,266 434,257 
Realty Income Corp. 34,253 2,352,839 
Regency Centers Corp. 17,177 1,116,505 
Retail Properties America, Inc. 23,838 301,312 
Senior Housing Properties Trust (SBI) 25,759 354,701 
Simon Property Group, Inc. 2,939 535,251 
SL Green Realty Corp. 9,131 843,978 
Spirit Realty Capital, Inc. 10,253 407,249 
Store Capital Corp. 22,018 711,622 
Sun Communities, Inc. 9,470 1,040,848 
The Macerich Co. 16,003 738,698 
UDR, Inc. 32,745 1,432,594 
Uniti Group, Inc. 18,704 372,397 
Ventas, Inc. 40,952 2,640,994 
VEREIT, Inc. 114,863 928,093 
Vornado Realty Trust 19,508 1,363,804 
Weingarten Realty Investors (SBI) 13,145 377,130 
Welltower, Inc. 43,152 3,343,848 
Weyerhaeuser Co. 86,396 2,267,031 
WP Carey, Inc. 18,627 1,394,976 
  72,678,390 
Real Estate Management & Development - 0.2%   
CBRE Group, Inc. (a) 18,643 852,917 
Howard Hughes Corp. (a) 3,535 392,526 
Jones Lang LaSalle, Inc. 5,058 725,368 
Realogy Holdings Corp. (b) 12,729 225,940 
Retail Value, Inc. 1,518 46,162 
VICI Properties, Inc. 46,849 1,008,659 
  3,251,572 
TOTAL REAL ESTATE  75,929,962 
UTILITIES - 6.2%   
Electric Utilities - 3.7%   
Alliant Energy Corp. 27,810 1,236,711 
American Electric Power Co., Inc. 57,260 4,530,411 
Duke Energy Corp. 82,729 7,261,952 
Edison International 36,586 2,084,304 
Entergy Corp. 20,882 1,862,466 
Evergy, Inc. 30,420 1,743,674 
Eversource Energy 36,479 2,532,007 
Exelon Corp. 111,875 5,343,150 
FirstEnergy Corp. 56,560 2,217,152 
Hawaiian Electric Industries, Inc. 12,120 450,743 
NextEra Energy, Inc. 55,382 9,912,270 
OGE Energy Corp. 23,017 942,546 
PG&E Corp. (a) 60,041 780,533 
Pinnacle West Capital Corp. 13,097 1,154,108 
PPL Corp. 83,903 2,627,842 
Southern Co. 119,573 5,811,248 
Vistra Energy Corp. (a) 45,172 1,134,269 
Xcel Energy, Inc. 58,876 3,082,747 
  54,708,133 
Gas Utilities - 0.2%   
Atmos Energy Corp. 12,578 1,227,990 
National Fuel Gas Co. 9,475 542,918 
UGI Corp. 20,133 1,148,185 
  2,919,093 
Independent Power and Renewable Electricity Producers - 0.2%   
NRG Energy, Inc. 33,576 1,373,594 
The AES Corp. 76,426 1,252,622 
  2,626,216 
Multi-Utilities - 1.9%   
Ameren Corp. 28,240 1,958,162 
Avangrid, Inc. 6,284 313,383 
CenterPoint Energy, Inc. 57,891 1,789,990 
CMS Energy Corp. 32,764 1,708,315 
Consolidated Edison, Inc. 36,236 2,813,725 
Dominion Resources, Inc. 88,080 6,186,739 
DTE Energy Co. 20,990 2,471,573 
MDU Resources Group, Inc. 21,492 552,559 
NiSource, Inc. 42,094 1,148,324 
Public Service Enterprise Group, Inc. 58,561 3,194,503 
Sempra Energy 31,762 3,715,519 
Vectren Corp. 9,433 682,761 
WEC Energy Group, Inc. 36,716 2,681,369 
  29,216,922 
Water Utilities - 0.2%   
American Water Works Co., Inc. 21,000 2,009,070 
Aqua America, Inc. 20,949 734,262 
  2,743,332 
TOTAL UTILITIES  92,213,696 
TOTAL COMMON STOCKS   
(Cost $1,439,705,761)  1,472,016,992 
Money Market Funds - 0.9%   
Fidelity Cash Central Fund, 2.43% (c) 8,048,514 8,050,124 
Fidelity Securities Lending Cash Central Fund 2.43% (c)(d) 5,163,626 5,164,142 
TOTAL MONEY MARKET FUNDS   
(Cost $13,214,013)  13,214,266 
TOTAL INVESTMENT IN SECURITIES - 100.3%   
(Cost $1,452,919,774)  1,485,231,258 
NET OTHER ASSETS (LIABILITIES) - (0.3)%(e)  (5,110,742) 
NET ASSETS - 100%  $1,480,120,516 

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) 41 March 2019 $5,544,225 $388,075 $388,075 

The notional amount of futures purchased as a percentage of Net Assets is 0.4%

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 $468,000 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 $101,458 
Fidelity Securities Lending Cash Central Fund 13,274 
Total $114,732 

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, 2019, 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:     
Communication Services $103,856,442 $103,856,442 $-- $-- 
Consumer Discretionary 79,431,204 79,431,204 -- -- 
Consumer Staples 113,759,997 113,759,997 -- -- 
Energy 140,875,524 140,875,524 -- -- 
Financials 334,443,567 334,443,567 -- -- 
Health Care 222,956,508 222,956,508 -- -- 
Industrials 112,698,029 112,698,029 -- -- 
Information Technology 136,261,334 136,261,334 -- -- 
Materials 59,590,729 59,590,729 -- -- 
Real Estate 75,929,962 75,929,962 -- -- 
Utilities 92,213,696 92,213,696 -- -- 
Money Market Funds 13,214,266 13,214,266 -- -- 
Total Investments in Securities: $1,485,231,258 $1,485,231,258 $-- $-- 
Derivative Instruments:     
Assets     
Futures Contracts $388,075 $388,075 $-- $-- 
Total Assets $388,075 $388,075 $-- $-- 
Total Derivative Instruments: $388,075 $388,075 $-- $-- 

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. 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, 2019







LC1-QTLY-0319
1.9871049.102





Schedule of Investments January 31, 2019 (Unaudited)

Showing Percentage of Net Assets

Common Stocks - 99.7%   
 Shares Value 
COMMUNICATION SERVICES - 12.4%   
Diversified Telecommunication Services - 0.0%   
Zayo Group Holdings, Inc. (a) 29,716 $815,704 
Entertainment - 2.7%   
Activision Blizzard, Inc. 98,333 4,645,251 
Electronic Arts, Inc. (a) 38,721 3,571,625 
Lions Gate Entertainment Corp.:   
Class A 513 9,424 
Class B 734 12,867 
Live Nation Entertainment, Inc. (a) 18,073 967,086 
Netflix, Inc. (a) 54,425 18,477,288 
Take-Two Interactive Software, Inc. (a) 8,771 925,779 
The Madison Square Garden Co. (a) 226 62,805 
The Walt Disney Co. 139,438 15,550,126 
  44,222,251 
Interactive Media & Services - 8.9%   
Alphabet, Inc.:   
Class A (a) 39,034 43,947,990 
Class C (a) 39,768 44,395,802 
Facebook, Inc. Class A (a) 310,644 51,781,248 
IAC/InterActiveCorp (a) 9,709 2,051,318 
Match Group, Inc. (b) 6,750 361,058 
TripAdvisor, Inc. (a) 13,496 774,400 
Twitter, Inc. (a) 93,406 3,134,705 
Zillow Group, Inc.:   
Class A (a) 5,088 177,113 
Class C (a)(b) 11,400 400,026 
  147,023,660 
Media - 0.7%   
AMC Networks, Inc. Class A (a) 5,647 355,422 
Cable One, Inc. 557 492,577 
CBS Corp. Class B 42,364 2,095,323 
Charter Communications, Inc. Class A (a) 16,088 5,325,932 
Interpublic Group of Companies, Inc. 5,144 117,026 
Omnicom Group, Inc. 19,264 1,500,280 
Sirius XM Holdings, Inc. (b) 216,813 1,264,020 
  11,150,580 
Wireless Telecommunication Services - 0.1%   
T-Mobile U.S., Inc. (a) 26,185 1,823,000 
TOTAL COMMUNICATION SERVICES  205,035,195 
CONSUMER DISCRETIONARY - 15.2%   
Auto Components - 0.2%   
Aptiv PLC 30,112 2,382,763 
Garrett Motion, Inc. (a)(b) 5,824 93,009 
Gentex Corp. 23,822 504,550 
Lear Corp. 898 138,229 
Visteon Corp. (a) 2,308 177,462 
  3,296,013 
Automobiles - 0.3%   
Tesla, Inc. (a)(b) 17,888 5,491,974 
Thor Industries, Inc. 5,308 345,657 
  5,837,631 
Distributors - 0.1%   
LKQ Corp. (a) 6,742 176,775 
Pool Corp. 5,158 773,236 
  950,011 
Diversified Consumer Services - 0.2%   
Bright Horizons Family Solutions, Inc. (a) 6,309 730,519 
Frontdoor, Inc. (a) 8,886 264,092 
Grand Canyon Education, Inc. (a) 6,170 573,440 
H&R Block, Inc. 4,914 115,921 
Service Corp. International 10,660 457,527 
ServiceMaster Global Holdings, Inc. (a) 17,752 692,150 
  2,833,649 
Hotels, Restaurants & Leisure - 2.1%   
Chipotle Mexican Grill, Inc. (a) 3,172 1,679,923 
Choice Hotels International, Inc. 4,339 343,475 
Darden Restaurants, Inc. 8,175 857,803 
Domino's Pizza, Inc. 5,426 1,539,519 
Dunkin' Brands Group, Inc. 10,849 741,963 
Extended Stay America, Inc. unit 14,850 253,935 
Hilton Grand Vacations, Inc. (a) 12,517 379,766 
Hilton Worldwide Holdings, Inc. 36,423 2,712,785 
International Game Technology PLC 521 8,524 
Las Vegas Sands Corp. 28,578 1,667,812 
Marriott International, Inc. Class A 36,917 4,228,104 
McDonald's Corp. 19,675 3,517,497 
MGM Mirage, Inc. 5,558 163,628 
Six Flags Entertainment Corp. 9,355 576,174 
Starbucks Corp. 157,742 10,748,540 
U.S. Foods Holding Corp. (a) 1,514 51,052 
Vail Resorts, Inc. 5,252 988,742 
Wendy's Co. 24,312 421,084 
Wyndham Destinations, Inc. 12,479 525,865 
Wyndham Hotels & Resorts, Inc. 12,836 630,119 
Wynn Resorts Ltd. 13,465 1,656,330 
Yum China Holdings, Inc. 3,908 142,447 
Yum! Brands, Inc. 11,947 1,122,779 
  34,957,866 
Household Durables - 0.2%   
D.R. Horton, Inc. 26,481 1,018,194 
Lennar Corp.:   
Class A 19,096 905,532 
Class B 2,403 91,602 
NVR, Inc. (a) 412 1,095,920 
PulteGroup, Inc. 10,583 294,313 
Tempur Sealy International, Inc. (a)(b) 5,976 316,848 
Toll Brothers, Inc. 9,099 336,117 
  4,058,526 
Internet & Direct Marketing Retail - 6.5%   
Amazon.com, Inc. (a) 53,107 91,276,594 
eBay, Inc. 25,802 868,237 
Expedia, Inc. 15,705 1,872,821 
GrubHub, Inc. (a)(b) 11,826 950,810 
The Booking Holdings, Inc. (a) 6,192 11,348,760 
Wayfair LLC Class A (a)(b) 7,416 811,755 
  107,128,977 
Leisure Products - 0.1%   
Brunswick Corp. 1,077 54,195 
Hasbro, Inc. 11,813 1,069,785 
Mattel, Inc. (a)(b) 10,100 119,584 
Polaris Industries, Inc. 7,705 646,295 
  1,889,859 
Multiline Retail - 0.3%   
Dollar General Corp. 34,719 4,007,614 
Dollar Tree, Inc. (a) 5,150 498,675 
Nordstrom, Inc. 15,431 716,153 
  5,222,442 
Specialty Retail - 3.9%   
Advance Auto Parts, Inc. 2,748 437,482 
AutoZone, Inc. (a) 2,903 2,459,828 
Best Buy Co., Inc. 7,829 463,790 
Burlington Stores, Inc. (a) 8,733 1,499,543 
CarMax, Inc. (a) 13,821 812,398 
Floor & Decor Holdings, Inc. Class A (a)(b) 6,137 210,438 
Gap, Inc. 1,705 43,375 
Home Depot, Inc. 150,565 27,633,194 
L Brands, Inc. 5,587 155,542 
Lowe's Companies, Inc. 106,643 10,254,791 
Michaels Companies, Inc. (a) 1,847 25,599 
O'Reilly Automotive, Inc. (a) 10,314 3,554,823 
Ross Stores, Inc. 47,685 4,392,742 
Tiffany & Co., Inc. 2,787 247,291 
TJX Companies, Inc. 161,670 8,039,849 
Tractor Supply Co. 15,977 1,364,436 
Ulta Beauty, Inc. (a) 7,369 2,151,158 
Urban Outfitters, Inc. (a) 9,535 307,981 
Williams-Sonoma, Inc. (b) 2,391 130,142 
  64,184,402 
Textiles, Apparel & Luxury Goods - 1.3%   
Capri Holdings Ltd. (a) 9,909 420,934 
Carter's, Inc. 5,896 488,778 
Columbia Sportswear Co. 460 41,027 
Hanesbrands, Inc. 46,994 704,440 
lululemon athletica, Inc. (a) 12,445 1,839,495 
NIKE, Inc. Class B 163,883 13,418,740 
Skechers U.S.A., Inc. Class A (sub. vtg.) (a) 8,033 218,257 
Tapestry, Inc. 7,379 285,641 
Under Armour, Inc.:   
Class A (sub. vtg.) (a)(b) 18,989 393,832 
Class C (non-vtg.) (a)(b) 18,282 346,261 
VF Corp. 32,492 2,734,852 
  20,892,257 
TOTAL CONSUMER DISCRETIONARY  251,251,633 
CONSUMER STAPLES - 5.7%   
Beverages - 2.8%   
Brown-Forman Corp.:   
Class A 7,163 336,876 
Class B (non-vtg.) 36,349 1,717,490 
Constellation Brands, Inc. Class A (sub. vtg.) 20,265 3,519,220 
Keurig Dr. Pepper, Inc. 23,492 639,452 
Monster Beverage Corp. (a) 52,105 2,982,490 
PepsiCo, Inc. 164,154 18,495,231 
The Coca-Cola Co. 387,784 18,664,044 
  46,354,803 
Food & Staples Retailing - 1.0%   
Costco Wholesale Corp. 57,078 12,250,651 
Sprouts Farmers Market LLC (a) 16,295 390,754 
Sysco Corp. 62,228 3,973,258 
Welbilt, Inc. (a) 17,108 239,854 
  16,854,517 
Food Products - 0.3%   
Campbell Soup Co. (b) 16,058 568,935 
General Mills, Inc. 3,869 171,938 
Kellogg Co. 16,292 961,391 
McCormick & Co., Inc. (non-vtg.) 914 113,007 
Post Holdings, Inc. (a) 4,817 447,114 
The Hershey Co. 16,647 1,766,247 
  4,028,632 
Household Products - 0.6%   
Church & Dwight Co., Inc. 27,000 1,744,470 
Clorox Co. 14,564 2,161,006 
Colgate-Palmolive Co. 20,701 1,338,941 
Energizer Holdings, Inc. 4,309 204,247 
Kimberly-Clark Corp. 39,606 4,411,316 
Spectrum Brands Holdings, Inc. 2,389 133,497 
  9,993,477 
Personal Products - 0.3%   
Estee Lauder Companies, Inc. Class A 27,937 3,811,166 
Herbalife Nutrition Ltd. (a) 2,520 150,444 
Nu Skin Enterprises, Inc. Class A 2,208 144,955 
  4,106,565 
Tobacco - 0.7%   
Altria Group, Inc. 247,352 12,206,821 
TOTAL CONSUMER STAPLES  93,544,815 
ENERGY - 0.8%   
Energy Equipment & Services - 0.2%   
Halliburton Co. 114,052 3,576,671 
RPC, Inc. 3,007 32,446 
  3,609,117 
Oil, Gas & Consumable Fuels - 0.6%   
Anadarko Petroleum Corp. 22,278 1,054,418 
Antero Resources Corp. (a) 16,235 163,324 
Apache Corp. 3,315 108,798 
Cabot Oil & Gas Corp. 41,882 1,044,956 
Cheniere Energy, Inc. (a) 20,918 1,373,267 
Cimarex Energy Co. 1,543 116,250 
Concho Resources, Inc. (a) 3,265 391,278 
Continental Resources, Inc. (a) 5,466 252,365 
Diamondback Energy, Inc. 3,362 346,689 
EOG Resources, Inc. 8,562 849,350 
Kosmos Energy Ltd. (a) 5,131 26,322 
Newfield Exploration Co. (a) 9,254 169,163 
ONEOK, Inc. 22,138 1,421,481 
Parsley Energy, Inc. Class A (a) 23,760 441,461 
Pioneer Natural Resources Co. 12,187 1,734,454 
  9,493,576 
TOTAL ENERGY  13,102,693 
FINANCIALS - 4.4%   
Banks - 0.2%   
BOK Financial Corp. 746 62,000 
Comerica, Inc. 1,134 89,291 
East West Bancorp, Inc. 1,304 65,617 
Pinnacle Financial Partners, Inc. 4,175 224,490 
Signature Bank 4,426 563,474 
SVB Financial Group (a) 5,327 1,243,215 
Synovus Financial Corp. 6,192 219,321 
Texas Capital Bancshares, Inc. (a) 4,227 246,307 
Western Alliance Bancorp. (a) 8,003 354,373 
  3,068,088 
Capital Markets - 2.2%   
Ameriprise Financial, Inc. 2,872 363,595 
Cboe Global Markets, Inc. 13,572 1,265,860 
Charles Schwab Corp. 156,883 7,337,418 
CME Group, Inc. 5,424 988,687 
E*TRADE Financial Corp. 7,473 348,690 
Eaton Vance Corp. (non-vtg.) 15,119 582,384 
Evercore, Inc. Class A 5,242 468,897 
FactSet Research Systems, Inc. 4,899 1,071,068 
Interactive Brokers Group, Inc. 8,677 437,321 
IntercontinentalExchange, Inc. 37,917 2,910,509 
Lazard Ltd. Class A 13,826 550,137 
LPL Financial 11,270 793,070 
MarketAxess Holdings, Inc. 4,798 1,030,466 
Moody's Corp. 21,758 3,448,861 
Morningstar, Inc. 2,347 291,380 
MSCI, Inc. 11,339 1,930,692 
Northern Trust Corp. 7,588 671,234 
Raymond James Financial, Inc. 5,055 406,928 
S&P Global, Inc. 32,813 6,288,611 
SEI Investments Co. 16,958 806,183 
State Street Corp. 2,995 212,346 
T. Rowe Price Group, Inc. 28,649 2,677,536 
TD Ameritrade Holding Corp. 36,726 2,054,820 
Virtu Financial, Inc. Class A 5,273 134,725 
  37,071,418 
Consumer Finance - 0.6%   
American Express Co. 63,093 6,479,651 
Capital One Financial Corp. 4,852 391,023 
Credit Acceptance Corp. (a)(b) 1,356 539,715 
Discover Financial Services 20,158 1,360,463 
OneMain Holdings, Inc. (a) 597 17,844 
Santander Consumer U.S.A. Holdings, Inc. 2,014 38,387 
Synchrony Financial 33,856 1,017,034 
  9,844,117 
Diversified Financial Services - 0.4%   
Berkshire Hathaway, Inc. Class B (a) 31,886 6,553,848 
Voya Financial, Inc. 1,286 59,709 
  6,613,557 
Insurance - 1.0%   
Alleghany Corp. 223 140,838 
American International Group, Inc. 16,810 726,696 
Aon PLC 31,397 4,905,153 
Arch Capital Group Ltd. (a) 7,788 228,578 
Axis Capital Holdings Ltd. 1,269 67,955 
Brown & Brown, Inc. 1,717 46,634 
Erie Indemnity Co. Class A 2,441 357,314 
Everest Re Group Ltd. 2,081 455,843 
Markel Corp. (a) 152 160,134 
Marsh & McLennan Companies, Inc. 30,887 2,723,925 
Progressive Corp. 75,713 5,094,728 
RenaissanceRe Holdings Ltd. 426 58,801 
The Travelers Companies, Inc. 6,656 835,594 
  15,802,193 
TOTAL FINANCIALS  72,399,373 
HEALTH CARE - 14.0%   
Biotechnology - 5.1%   
AbbVie, Inc. 197,938 15,892,442 
Agios Pharmaceuticals, Inc. (a)(b) 6,086 326,210 
Alexion Pharmaceuticals, Inc. (a) 23,180 2,850,213 
Alkermes PLC (a) 20,154 662,462 
Alnylam Pharmaceuticals, Inc. (a) 10,367 865,956 
Amgen, Inc. 78,343 14,658,759 
Biogen, Inc. (a) 24,910 8,314,460 
BioMarin Pharmaceutical, Inc. (a) 23,011 2,258,990 
bluebird bio, Inc. (a)(b) 4,882 651,405 
Celgene Corp. (a) 91,641 8,106,563 
Exact Sciences Corp. (a) 15,664 1,411,013 
Exelixis, Inc. (a) 38,398 905,041 
Gilead Sciences, Inc. 125,941 8,817,129 
Incyte Corp. (a) 22,846 1,841,159 
Ionis Pharmaceuticals, Inc. (a)(b) 16,348 948,184 
Neurocrine Biosciences, Inc. (a) 11,646 1,027,410 
Regeneron Pharmaceuticals, Inc. (a) 10,399 4,463,979 
Sage Therapeutics, Inc. (a) 5,885 839,142 
Sarepta Therapeutics, Inc. (a)(b) 8,669 1,211,146 
Seattle Genetics, Inc. (a) 14,198 1,085,153 
Vertex Pharmaceuticals, Inc. (a) 33,294 6,356,158 
  83,492,974 
Health Care Equipment & Supplies - 2.6%   
Abiomed, Inc. (a) 5,557 1,950,896 
Align Technology, Inc. (a) 10,335 2,572,898 
Baxter International, Inc. 7,281 527,800 
Becton, Dickinson & Co. 3,158 787,795 
Boston Scientific Corp. (a) 138,387 5,279,464 
Cantel Medical Corp. 4,731 385,198 
DexCom, Inc. (a) 11,362 1,602,383 
Edwards Lifesciences Corp. (a) 27,408 4,670,871 
Hill-Rom Holdings, Inc. 5,589 559,012 
ICU Medical, Inc. (a) 2,014 501,083 
IDEXX Laboratories, Inc. (a) 11,193 2,381,647 
Insulet Corp. (a)(b) 7,658 621,753 
Integra LifeSciences Holdings Corp. (a) 7,068 334,740 
Intuitive Surgical, Inc. (a) 14,673 7,683,370 
Masimo Corp. (a) 6,046 752,062 
Penumbra, Inc. (a) 4,013 583,932 
ResMed, Inc. 18,305 1,742,087 
Stryker Corp. 44,614 7,922,108 
Teleflex, Inc. 1,127 308,235 
The Cooper Companies, Inc. 1,006 280,433 
Varian Medical Systems, Inc. (a) 11,976 1,581,191 
West Pharmaceutical Services, Inc. 2,209 239,168 
  43,268,126 
Health Care Providers & Services - 3.4%   
AmerisourceBergen Corp. 20,625 1,719,506 
Centene Corp. (a) 23,410 3,056,644 
Chemed Corp. 2,032 605,414 
Cigna Corp. 13,722 2,741,793 
CVS Health Corp. 12,674 830,781 
DaVita HealthCare Partners, Inc. (a) 8,766 492,036 
Elanco Animal Health, Inc. (b) 4,379 127,779 
Encompass Health Corp. 12,823 857,089 
HCA Holdings, Inc. 25,415 3,543,613 
Henry Schein, Inc. (a) 2,812 218,492 
Humana, Inc. 17,058 5,270,751 
Laboratory Corp. of America Holdings (a) 783 109,111 
McKesson Corp. 3,144 403,218 
Molina Healthcare, Inc. (a) 6,877 914,503 
Premier, Inc. (a) 2,110 83,957 
UnitedHealth Group, Inc. 124,871 33,740,144 
Wellcare Health Plans, Inc. (a) 6,044 1,671,045 
  56,385,876 
Health Care Technology - 0.2%   
athenahealth, Inc. (a) 5,188 699,031 
Cerner Corp. (a) 18,576 1,020,008 
Veeva Systems, Inc. Class A (a) 15,817 1,725,002 
  3,444,041 
Life Sciences Tools & Services - 0.8%   
Bio-Techne Corp. 4,876 850,667 
Bruker Corp. 5,162 180,980 
Charles River Laboratories International, Inc. (a) 4,363 537,478 
Illumina, Inc. (a) 19,154 5,359,098 
Mettler-Toledo International, Inc. (a) 3,201 2,042,750 
PRA Health Sciences, Inc. (a) 7,586 803,888 
Thermo Fisher Scientific, Inc. 3,073 754,944 
Waters Corp. (a) 9,100 2,104,102 
  12,633,907 
Pharmaceuticals - 1.9%   
Bristol-Myers Squibb Co. 113,668 5,611,789 
Catalent, Inc. (a) 4,419 163,194 
Eli Lilly & Co. 75,647 9,067,049 
Jazz Pharmaceuticals PLC (a) 7,080 891,301 
Johnson & Johnson 63,132 8,401,607 
Merck & Co., Inc. 22,705 1,689,933 
Nektar Therapeutics (a) 20,438 865,345 
Zoetis, Inc. Class A 63,264 5,450,826 
  32,141,044 
TOTAL HEALTH CARE  231,365,968 
INDUSTRIALS - 12.0%   
Aerospace & Defense - 3.6%   
BWX Technologies, Inc. 12,831 595,615 
Curtiss-Wright Corp. 472 53,581 
General Dynamics Corp. 15,217 2,604,694 
Harris Corp. 15,461 2,368,316 
HEICO Corp. 5,248 443,456 
HEICO Corp. Class A 9,731 681,462 
Hexcel Corp. 2,300 155,733 
Huntington Ingalls Industries, Inc. 4,767 984,147 
Lockheed Martin Corp. 29,587 8,571,058 
Northrop Grumman Corp. 21,127 5,821,545 
Raytheon Co. 37,519 6,181,630 
Spirit AeroSystems Holdings, Inc. Class A 13,746 1,146,416 
Textron, Inc. 5,335 283,982 
The Boeing Co. 69,943 26,971,420 
TransDigm Group, Inc. (a) 6,322 2,471,902 
  59,334,957 
Air Freight & Logistics - 1.2%   
C.H. Robinson Worldwide, Inc. 17,775 1,542,337 
Expeditors International of Washington, Inc. 22,510 1,559,943 
FedEx Corp. 31,866 5,658,446 
United Parcel Service, Inc. Class B 90,180 9,504,972 
XPO Logistics, Inc. (a) 16,394 996,427 
  19,262,125 
Airlines - 0.2%   
Delta Air Lines, Inc. 20,928 1,034,471 
Southwest Airlines Co. 47,882 2,717,782 
  3,752,253 
Building Products - 0.3%   
A.O. Smith Corp. 18,552 887,899 
Allegion PLC 10,250 880,065 
Armstrong World Industries, Inc. 5,715 388,849 
Fortune Brands Home & Security, Inc. 7,709 349,218 
Lennox International, Inc. 4,377 1,003,559 
Masco Corp. 27,135 879,445 
Resideo Technologies, Inc. (a) 9,720 213,160 
  4,602,195 
Commercial Services & Supplies - 0.6%   
Cintas Corp. 11,388 2,135,364 
Copart, Inc. (a) 26,506 1,341,999 
KAR Auction Services, Inc. 16,325 849,063 
Republic Services, Inc. 1,776 136,237 
Rollins, Inc. 19,018 708,230 
Waste Management, Inc. 47,233 4,518,781 
  9,689,674 
Construction & Engineering - 0.0%   
Quanta Services, Inc. 5,314 187,797 
Electrical Equipment - 0.6%   
AMETEK, Inc. 5,737 418,227 
Emerson Electric Co. 58,190 3,809,699 
Fortive Corp. 35,168 2,637,248 
Hubbell, Inc. Class B 4,770 521,504 
Rockwell Automation, Inc. 15,692 2,660,108 
Sensata Technologies, Inc. PLC (a) 11,581 550,098 
  10,596,884 
Industrial Conglomerates - 1.3%   
3M Co. 62,159 12,450,448 
Honeywell International, Inc. 60,453 8,682,864 
Roper Technologies, Inc. 2,470 699,652 
  21,832,964 
Machinery - 2.1%   
Allison Transmission Holdings, Inc. 15,022 731,121 
Caterpillar, Inc. 68,758 9,155,815 
Cummins, Inc. 7,037 1,035,213 
Deere & Co. 42,251 6,929,164 
Donaldson Co., Inc. 15,680 741,350 
Gardner Denver Holdings, Inc. (a) 5,448 134,402 
Graco, Inc. 21,659 938,484 
IDEX Corp. 9,445 1,302,088 
Illinois Tool Works, Inc. 43,164 5,926,849 
Ingersoll-Rand PLC 17,290 1,729,692 
Lincoln Electric Holdings, Inc. 8,203 709,067 
Middleby Corp. (a)(b) 4,150 488,123 
Nordson Corp. 7,087 918,759 
Parker Hannifin Corp. 3,084 508,274 
Toro Co. 13,497 803,072 
WABCO Holdings, Inc. (a) 6,835 780,762 
Wabtec Corp. 3,987 275,741 
Xylem, Inc. 13,126 935,359 
  34,043,335 
Professional Services - 0.5%   
CoStar Group, Inc. (a) 4,659 1,820,458 
Dun & Bradstreet Corp. 2,073 300,046 
Equifax, Inc. 4,216 451,196 
Robert Half International, Inc. 15,488 997,892 
TransUnion Holding Co., Inc. 24,033 1,461,687 
Verisk Analytics, Inc. (a) 20,918 2,455,982 
  7,487,261 
Road & Rail - 1.2%   
CSX Corp. 49,174 3,230,732 
Genesee & Wyoming, Inc. Class A (a) 1,603 125,868 
J.B. Hunt Transport Services, Inc. 11,404 1,220,684 
Landstar System, Inc. 5,314 539,796 
Old Dominion Freight Lines, Inc. 8,624 1,172,260 
Schneider National, Inc. Class B 765 16,249 
Union Pacific Corp. 88,792 14,124,143 
  20,429,732 
Trading Companies & Distributors - 0.4%   
Air Lease Corp. Class A 800 30,352 
Fastenal Co. 37,434 2,263,260 
HD Supply Holdings, Inc. (a) 7,316 306,833 
MSC Industrial Direct Co., Inc. Class A 2,541 212,148 
United Rentals, Inc. (a) 10,611 1,329,134 
Univar, Inc. (a) 2,313 48,180 
W.W. Grainger, Inc. 5,947 1,756,684 
Watsco, Inc. 3,331 491,256 
  6,437,847 
TOTAL INDUSTRIALS  197,657,024 
INFORMATION TECHNOLOGY - 31.1%   
Communications Equipment - 0.2%   
Arista Networks, Inc. (a) 7,506 1,612,139 
F5 Networks, Inc. (a) 7,992 1,286,312 
Motorola Solutions, Inc. 2,376 277,778 
Ubiquiti Networks, Inc. 1,982 214,472 
  3,390,701 
Electronic Equipment & Components - 0.6%   
Amphenol Corp. Class A 38,559 3,390,107 
CDW Corp. 19,067 1,587,709 
Cognex Corp. 21,688 986,804 
Coherent, Inc. (a) 2,249 265,832 
Dell Technologies, Inc. (a) 1,297 63,021 
FLIR Systems, Inc. 1,481 72,391 
IPG Photonics Corp. (a) 4,660 619,780 
Littelfuse, Inc. 2,614 459,332 
National Instruments Corp. 11,545 510,520 
Zebra Technologies Corp. Class A (a) 6,894 1,196,798 
  9,152,294 
IT Services - 8.7%   
Accenture PLC Class A 83,985 12,895,897 
Akamai Technologies, Inc. (a) 19,441 1,265,609 
Alliance Data Systems Corp. 6,153 1,092,711 
Automatic Data Processing, Inc. 57,517 8,043,177 
Booz Allen Hamilton Holding Corp. Class A 17,312 850,539 
Broadridge Financial Solutions, Inc. 15,164 1,528,986 
Cognizant Technology Solutions Corp. Class A 68,756 4,790,918 
CoreLogic, Inc. (a) 6,631 240,705 
Elastic NV (b) 896 76,160 
EPAM Systems, Inc. (a) 6,721 950,887 
Euronet Worldwide, Inc. (a) 3,197 367,687 
Fidelity National Information Services, Inc. 3,559 372,022 
First Data Corp. Class A (a) 70,828 1,745,910 
Fiserv, Inc. (a) 52,027 4,314,599 
FleetCor Technologies, Inc. (a) 11,446 2,309,917 
Gartner, Inc. (a) 11,599 1,576,188 
Genpact Ltd. 6,594 196,699 
Global Payments, Inc. 20,732 2,327,789 
GoDaddy, Inc. (a) 20,930 1,436,426 
IBM Corp. 86,286 11,598,564 
Jack Henry & Associates, Inc. 10,087 1,347,119 
MasterCard, Inc. Class A 119,995 25,334,544 
Okta, Inc. (a) 11,224 925,194 
Paychex, Inc. 41,870 2,964,396 
PayPal Holdings, Inc. (a) 155,159 13,771,913 
Sabre Corp. 28,730 660,215 
Square, Inc. (a) 38,152 2,722,145 
Switch, Inc. Class A 4,377 36,504 
The Western Union Co. 16,126 294,300 
Total System Services, Inc. 23,482 2,104,222 
Twilio, Inc. Class A (a)(b) 11,442 1,273,723 
VeriSign, Inc. (a) 13,727 2,323,569 
Visa, Inc. Class A 230,060 31,060,401 
WEX, Inc. (a) 5,350 863,116 
Worldpay, Inc. (a) 3,474 290,010 
  143,952,761 
Semiconductors & Semiconductor Equipment - 3.9%   
Advanced Micro Devices, Inc. (a)(b) 122,166 2,982,072 
Analog Devices, Inc. 7,649 756,180 
Applied Materials, Inc. 128,308 5,014,277 
Broadcom, Inc. 32,221 8,643,283 
Cypress Semiconductor Corp. 31,892 442,342 
KLA-Tencor Corp. 19,963 2,127,457 
Lam Research Corp. 20,249 3,433,825 
Marvell Technology Group Ltd. 19,378 359,074 
Maxim Integrated Products, Inc. (b) 36,443 1,977,762 
Microchip Technology, Inc. (b) 29,999 2,411,020 
Micron Technology, Inc. (a) 115,758 4,424,271 
MKS Instruments, Inc. 6,955 567,737 
Monolithic Power Systems, Inc. 5,273 667,351 
NVIDIA Corp. 76,028 10,929,025 
NXP Semiconductors NV 2,312 201,213 
ON Semiconductor Corp. (a) 54,661 1,095,406 
Skyworks Solutions, Inc. 16,565 1,209,908 
Teradyne, Inc. 3,765 135,502 
Texas Instruments, Inc. 125,560 12,641,381 
Universal Display Corp. (b) 5,580 579,371 
Versum Materials, Inc. 14,197 522,024 
Xilinx, Inc. 33,234 3,720,214 
  64,840,695 
Software - 11.3%   
2U, Inc. (a)(b) 7,115 404,488 
Adobe, Inc. (a) 64,198 15,909,548 
ANSYS, Inc. (a) 10,864 1,785,498 
Aspen Technology, Inc. (a) 8,855 855,659 
Atlassian Corp. PLC (a) 12,988 1,278,019 
Autodesk, Inc. (a) 24,029 3,537,069 
Black Knight, Inc. (a) 18,614 915,623 
Cadence Design Systems, Inc. (a) 36,549 1,755,448 
CDK Global, Inc. 16,958 829,416 
Ceridian HCM Holding, Inc. 4,463 183,920 
Citrix Systems, Inc. 17,624 1,807,165 
DocuSign, Inc. 9,561 472,791 
Fair Isaac Corp. (a) 3,758 846,302 
FireEye, Inc. (a) 16,652 294,407 
Fortinet, Inc. (a) 18,444 1,412,257 
Guidewire Software, Inc. (a) 10,618 920,368 
Intuit, Inc. 31,823 6,868,040 
LogMeIn, Inc. 4,334 403,149 
Manhattan Associates, Inc. (a) 8,400 409,668 
Microsoft Corp. 937,555 97,908,869 
Nutanix, Inc. Class A (a) 18,327 938,892 
Oracle Corp. 32,358 1,625,342 
Palo Alto Networks, Inc. (a) 11,865 2,548,839 
Parametric Technology Corp. (a) 15,263 1,294,150 
Paycom Software, Inc. (a)(b) 6,501 963,708 
Pegasystems, Inc. 4,902 275,934 
Pluralsight, Inc. 2,623 78,638 
Proofpoint, Inc. (a) 6,594 671,731 
RealPage, Inc. (a) 9,309 519,163 
Red Hat, Inc. (a) 23,102 4,108,460 
RingCentral, Inc. (a) 8,937 826,136 
Salesforce.com, Inc. (a) 93,897 14,269,527 
ServiceNow, Inc. (a) 23,193 5,102,924 
SolarWinds, Inc. (a) 2,358 41,383 
Splunk, Inc. (a) 19,099 2,384,319 
SS&C Technologies Holdings, Inc. 25,152 1,295,076 
Synopsys, Inc. (a) 1,866 174,191 
Tableau Software, Inc. (a) 9,330 1,192,747 
Teradata Corp. (a) 10,931 485,118 
Tyler Technologies, Inc. (a) 5,003 946,518 
Ultimate Software Group, Inc. (a) 3,941 1,076,169 
VMware, Inc. Class A 9,254 1,398,002 
Workday, Inc. Class A (a) 18,933 3,436,907 
Zendesk, Inc. (a) 13,640 921,109 
  185,372,687 
Technology Hardware, Storage & Peripherals - 6.4%   
Apple, Inc. 620,418 103,262,377 
NCR Corp. (a) 12,791 342,159 
NetApp, Inc. 34,198 2,180,806 
Pure Storage, Inc. Class A (a) 21,251 380,605 
  106,165,947 
TOTAL INFORMATION TECHNOLOGY  512,875,085 
MATERIALS - 1.8%   
Chemicals - 1.3%   
Axalta Coating Systems Ltd. (a) 10,871 278,515 
Celanese Corp. Class A 11,111 1,063,989 
Ecolab, Inc. 15,026 2,376,662 
Element Solutions, Inc. (a) 14,051 157,933 
FMC Corp. 7,172 572,326 
International Flavors & Fragrances, Inc. 6,301 893,356 
Linde PLC 42,544 6,935,097 
LyondellBasell Industries NV Class A 19,680 1,711,570 
NewMarket Corp. 946 379,431 
PPG Industries, Inc. 2,080 219,315 
RPM International, Inc. 3,377 193,029 
Sherwin-Williams Co. 10,873 4,583,187 
The Chemours Co. LLC 22,446 802,445 
The Scotts Miracle-Gro Co. Class A 2,526 187,808 
W.R. Grace & Co. 6,455 458,370 
Westlake Chemical Corp. 4,348 321,317 
  21,134,350 
Construction Materials - 0.2%   
Eagle Materials, Inc. 5,189 368,419 
Martin Marietta Materials, Inc. 7,556 1,334,994 
Vulcan Materials Co. 16,195 1,646,222 
  3,349,635 
Containers & Packaging - 0.3%   
Avery Dennison Corp. 11,210 1,170,885 
Berry Global Group, Inc. (a) 8,612 424,141 
Crown Holdings, Inc. (a) 16,986 866,286 
Graphic Packaging Holding Co. 6,583 79,457 
International Paper Co. 5,972 283,252 
Packaging Corp. of America 12,129 1,144,007 
Sealed Air Corp. 11,211 442,835 
Silgan Holdings, Inc. 3,262 90,096 
  4,500,959 
Metals & Mining - 0.0%   
Royal Gold, Inc. 3,445 300,990 
Southern Copper Corp. 10,877 365,685 
Steel Dynamics, Inc. 4,330 158,435 
  825,110 
TOTAL MATERIALS  29,810,054 
REAL ESTATE - 2.3%   
Equity Real Estate Investment Trusts (REITs) - 2.2%   
Alexandria Real Estate Equities, Inc. 1,156 152,257 
American Tower Corp. 57,274 9,899,238 
Colony Capital, Inc. 4,059 24,638 
CoreSite Realty Corp. 4,737 467,968 
Crown Castle International Corp. 40,772 4,772,770 
Equinix, Inc. 10,467 4,123,998 
Equity Lifestyle Properties, Inc. 11,199 1,185,750 
Extra Space Storage, Inc. 13,843 1,365,058 
Gaming & Leisure Properties 9,503 356,363 
Hudson Pacific Properties, Inc. 2,264 73,512 
Lamar Advertising Co. Class A 10,015 745,617 
Life Storage, Inc. 309 30,365 
Omega Healthcare Investors, Inc. 2,043 82,108 
Public Storage 19,376 4,117,788 
SBA Communications Corp. Class A (a) 14,610 2,666,763 
Simon Property Group, Inc. 36,932 6,726,056 
Taubman Centers, Inc. 7,731 385,004 
  37,175,253 
Real Estate Management & Development - 0.1%   
CBRE Group, Inc. (a) 19,920 911,340 
Howard Hughes Corp. (a) 1,966 218,305 
  1,129,645 
TOTAL REAL ESTATE  38,304,898 
TOTAL COMMON STOCKS   
(Cost $1,465,004,396)  1,645,346,738 
 Principal Amount Value 
U.S. Treasury Obligations - 0.0%   
U.S. Treasury Bills, yield at date of purchase 2.48% 9/12/19 (c)   
(Cost $492,460) 500,000 492,559 
 Shares Value 
Money Market Funds - 1.3%   
Fidelity Securities Lending Cash Central Fund 2.43% (d)(e)   
(Cost $20,479,105) 20,477,057 20,479,105 
TOTAL INVESTMENT IN SECURITIES - 101.0%   
(Cost $1,485,975,961)  1,666,318,402 
NET OTHER ASSETS (LIABILITIES) - (1.0)%  (16,557,133) 
NET ASSETS - 100%  $1,649,761,269 

Futures Contracts      
 Number of contracts Expiration Date Notional Amount Value Unrealized Appreciation/(Depreciation) 
Purchased      
Equity Index Contracts      
CME E-mini NASDAQ 100 Index Contracts (United States) 42 March 2019 $5,808,390 $131,047 $131,047 

The notional amount of futures purchased as a percentage of Net Assets is 0.4%

Legend

 (a) Non-income producing

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

 (c) Security or a portion of the security was pledged to cover margin requirements for futures contracts. At period end, the value of securities pledged amounted to $492,559.

 (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 $132,605 
Fidelity Securities Lending Cash Central Fund 64,698 
Total $197,303 

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 with the exception of Cash Equivalents which are categorized as Level 2. 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.

 Valuation Inputs at Reporting Date: 
Description Total Level 1 Level 2 Level 3 
Investments in Securities:     
Equities:     
Communication Services $205,035,195 $205,035,195 $-- $-- 
Consumer Discretionary 251,251,633 251,251,633 -- -- 
Consumer Staples 93,544,815 93,544,815 -- -- 
Energy 13,102,693 13,102,693 -- -- 
Financials 72,399,373 72,399,373 -- -- 
Health Care 231,365,968 231,365,968 -- -- 
Industrials 197,657,024 197,657,024 -- -- 
Information Technology 512,875,085 512,875,085 -- -- 
Materials 29,810,054 29,810,054 -- -- 
Real Estate 38,304,898 38,304,898 -- -- 
U.S. Government and Government Agency Obligations 492,559 -- 492,559 -- 
Money Market Funds 20,479,105 20,479,105 -- -- 
Total Investments in Securities: $1,666,318,402 $1,665,825,843 $492,559 $-- 
Derivative Instruments:     
Assets     
Futures Contracts $131,047 $131,047 $-- $-- 
Total Assets $131,047 $131,047 $-- $-- 
Total Derivative Instruments: $131,047 $131,047 $-- $-- 

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. 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 Flex℠ Funds

Fidelity Flex℠ Mid Cap Index Fund

January 31, 2019







ZMP-QTLY-0319
1.9881625.101





Schedule of Investments January 31, 2019 (Unaudited)

Showing Percentage of Net Assets

Common Stocks - 99.5%   
 Shares Value 
COMMUNICATION SERVICES - 3.6%   
Diversified Telecommunication Services - 0.3%   
CenturyLink, Inc. 8,530 $130,680 
Zayo Group Holdings, Inc. (a) 2,021 55,476 
  186,156 
Entertainment - 0.6%   
Cinemark Holdings, Inc. 951 38,915 
Lions Gate Entertainment Corp.:   
Class A 410 7,532 
Class B 898 15,742 
Live Nation Entertainment, Inc. (a) 1,264 67,637 
Take-Two Interactive Software, Inc. (a) 1,007 106,289 
The Madison Square Garden Co. (a) 163 45,298 
Viacom, Inc.:   
Class A 107 3,669 
Class B (non-vtg.) 3,131 92,114 
Zynga, Inc. (a) 6,758 30,276 
  407,472 
Interactive Media & Services - 0.8%   
IAC/InterActiveCorp (a) 664 140,290 
Match Group, Inc. 473 25,301 
TripAdvisor, Inc. (a) 929 53,306 
Twitter, Inc. (a) 6,387 214,348 
Zillow Group, Inc.:   
Class A (a) 487 16,952 
Class C (a) 1,093 38,353 
  488,550 
Media - 1.8%   
AMC Networks, Inc. Class A (a) 388 24,421 
Cable One, Inc. 39 34,489 
CBS Corp. Class B 2,896 143,236 
Discovery Communications, Inc.:   
Class A (a) 1,392 39,505 
Class C (non-vtg.) (a) 3,052 81,336 
DISH Network Corp. Class A (a) 1,970 60,420 
GCI Liberty, Inc. (a) 897 45,657 
Interpublic Group of Companies, Inc. 3,407 77,509 
John Wiley & Sons, Inc. Class A 398 20,608 
Liberty Broadband Corp.:   
Class A (a) 232 19,667 
Class C (a) 919 78,133 
Liberty Media Corp.:   
Liberty Formula One Group Series C (a) 1,741 54,615 
Liberty Media Class A (a) 246 7,528 
Liberty SiriusXM Series A (a) 749 29,795 
Liberty SiriusXM Series C (a) 1,485 59,341 
News Corp.:   
Class A 3,323 42,634 
Class B 1,200 15,516 
Omnicom Group, Inc. 1,984 154,514 
Sirius XM Holdings, Inc. (b) 14,803 86,301 
Tribune Media Co. Class A 774 35,534 
  1,110,759 
Wireless Telecommunication Services - 0.1%   
Sprint Corp. (a) 5,801 36,198 
Telephone & Data Systems, Inc. 894 32,381 
U.S. Cellular Corp. (a) 112 6,449 
  75,028 
TOTAL COMMUNICATION SERVICES  2,267,965 
CONSUMER DISCRETIONARY - 11.9%   
Auto Components - 0.8%   
Adient PLC 831 16,404 
Aptiv PLC 2,364 187,063 
BorgWarner, Inc. 1,866 76,319 
Gentex Corp. 2,394 50,705 
Lear Corp. 573 88,202 
The Goodyear Tire & Rubber Co. 2,055 43,545 
Visteon Corp. (a) 263 20,222 
  482,460 
Automobiles - 0.1%   
Harley-Davidson, Inc. 1,464 53,963 
Thor Industries, Inc. 446 29,044 
  83,007 
Distributors - 0.4%   
Genuine Parts Co. 1,278 127,570 
LKQ Corp. (a) 2,858 74,937 
Pool Corp. 355 53,218 
  255,725 
Diversified Consumer Services - 0.5%   
Bright Horizons Family Solutions, Inc. (a) 511 59,169 
Frontdoor, Inc. (a) 600 17,832 
Graham Holdings Co. 37 24,605 
Grand Canyon Education, Inc. (a) 415 38,570 
H&R Block, Inc. 1,815 42,816 
Service Corp. International 1,556 66,784 
ServiceMaster Global Holdings, Inc. (a) 1,221 47,607 
  297,383 
Hotels, Restaurants & Leisure - 2.7%   
ARAMARK Holdings Corp. 2,180 71,831 
Caesars Entertainment Corp. (a)(b) 5,047 46,130 
Chipotle Mexican Grill, Inc. (a) 218 115,455 
Choice Hotels International, Inc. 309 24,460 
Darden Restaurants, Inc. 1,104 115,843 
Domino's Pizza, Inc. 369 104,696 
Dunkin' Brands Group, Inc. 775 53,002 
Extended Stay America, Inc. unit 1,670 28,557 
Hilton Grand Vacations, Inc. (a) 857 26,001 
Hilton Worldwide Holdings, Inc. 2,502 186,349 
Hyatt Hotels Corp. Class A 374 26,146 
International Game Technology PLC 852 13,939 
MGM Mirage, Inc. 4,400 129,536 
Norwegian Cruise Line Holdings Ltd. (a) 1,968 101,214 
Royal Caribbean Cruises Ltd. 1,483 178,034 
Six Flags Entertainment Corp. 638 39,294 
U.S. Foods Holding Corp. (a) 1,918 64,675 
Vail Resorts, Inc. 360 67,774 
Wendy's Co. 1,642 28,439 
Wyndham Destinations, Inc. 841 35,440 
Wyndham Hotels & Resorts, Inc. 868 42,610 
Wynn Resorts Ltd. 917 112,800 
Yum China Holdings, Inc. 3,237 117,989 
  1,730,214 
Household Durables - 1.3%   
D.R. Horton, Inc. 3,078 118,349 
Garmin Ltd. 1,009 69,803 
Leggett & Platt, Inc. 1,172 48,005 
Lennar Corp.:   
Class A 2,473 117,270 
Class B 244 9,301 
Mohawk Industries, Inc. (a) 558 71,865 
Newell Brands, Inc. 3,867 82,019 
NVR, Inc. (a) 28 74,480 
PulteGroup, Inc. 2,299 63,935 
Tempur Sealy International, Inc. (a) 411 21,791 
Toll Brothers, Inc. 1,217 44,956 
Whirlpool Corp. 557 74,087 
  795,861 
Internet & Direct Marketing Retail - 0.5%   
Expedia, Inc. 1,075 128,194 
GrubHub, Inc. (a) 805 64,722 
Liberty Interactive Corp. QVC Group Series A (a) 3,681 80,062 
Wayfair LLC Class A (a)(b) 511 55,934 
  328,912 
Leisure Products - 0.3%   
Brunswick Corp. 771 38,797 
Hasbro, Inc. 1,038 94,001 
Mattel, Inc. (a)(b) 3,104 36,751 
Polaris Industries, Inc. 519 43,534 
  213,083 
Multiline Retail - 1.1%   
Dollar General Corp. 2,375 274,146 
Dollar Tree, Inc. (a) 2,093 202,665 
Kohl's Corp. 1,494 102,623 
Macy's, Inc. 2,737 71,983 
Nordstrom, Inc. 1,042 48,359 
  699,776 
Specialty Retail - 2.8%   
Advance Auto Parts, Inc. 627 99,818 
AutoNation, Inc. (a) 480 18,600 
AutoZone, Inc. (a) 227 192,346 
Best Buy Co., Inc. 2,097 124,226 
Burlington Stores, Inc. (a) 593 101,824 
CarMax, Inc. (a) 1,564 91,932 
Dick's Sporting Goods, Inc. 667 23,552 
Floor & Decor Holdings, Inc. Class A (a) 434 14,882 
Foot Locker, Inc. 1,020 57,008 
Gap, Inc. 1,911 48,616 
L Brands, Inc. 2,042 56,849 
Michaels Companies, Inc. (a) 912 12,640 
O'Reilly Automotive, Inc. (a) 705 242,985 
Penske Automotive Group, Inc. 324 15,189 
Ross Stores, Inc. 3,272 301,417 
Tiffany & Co., Inc. 1,089 96,627 
Tractor Supply Co. 1,093 93,342 
Ulta Beauty, Inc. (a) 505 147,420 
Urban Outfitters, Inc. (a) 668 21,576 
Williams-Sonoma, Inc. (b) 713 38,809 
  1,799,658 
Textiles, Apparel & Luxury Goods - 1.4%   
Capri Holdings Ltd. (a) 1,250 53,100 
Carter's, Inc. 405 33,575 
Columbia Sportswear Co. 273 24,349 
Hanesbrands, Inc. 3,179 47,653 
lululemon athletica, Inc. (a) 851 125,786 
PVH Corp. 687 74,959 
Ralph Lauren Corp. 482 55,979 
Skechers U.S.A., Inc. Class A (sub. vtg.) (a) 1,174 31,898 
Tapestry, Inc. 2,566 99,330 
Under Armour, Inc.:   
Class A (sub. vtg.) (a)(b) 1,652 34,262 
Class C (non-vtg.) (a) 1,685 31,914 
VF Corp. 2,890 243,251 
  856,056 
TOTAL CONSUMER DISCRETIONARY  7,542,135 
CONSUMER STAPLES - 4.1%   
Beverages - 0.5%   
Brown-Forman Corp.:   
Class A 502 23,609 
Class B (non-vtg.) 2,481 117,227 
Keurig Dr. Pepper, Inc. 1,600 43,552 
Molson Coors Brewing Co. Class B 1,545 102,912 
  287,300 
Food & Staples Retailing - 0.4%   
Casey's General Stores, Inc. 322 41,435 
Kroger Co. 7,105 201,285 
Sprouts Farmers Market LLC (a) 1,108 26,570 
Welbilt, Inc. (a) 1,172 16,431 
  285,721 
Food Products - 2.4%   
Archer Daniels Midland Co. 4,992 224,141 
Bunge Ltd. 1,252 68,948 
Campbell Soup Co. 1,586 56,192 
Conagra Brands, Inc. 4,306 93,182 
Flowers Foods, Inc. 1,579 31,043 
Hormel Foods Corp. 2,423 102,541 
Ingredion, Inc. 628 62,172 
Kellogg Co. 2,222 131,120 
Lamb Weston Holdings, Inc. 1,308 94,568 
McCormick & Co., Inc. (non-vtg.) 1,082 133,778 
Pilgrim's Pride Corp. (a) 452 9,158 
Post Holdings, Inc. (a) 602 55,878 
Seaboard Corp. 7,728 
The Hain Celestial Group, Inc. (a) 834 15,287 
The Hershey Co. 1,251 132,731 
The J.M. Smucker Co. 984 103,202 
TreeHouse Foods, Inc. (a) 478 27,896 
Tyson Foods, Inc. Class A 2,594 160,620 
  1,510,185 
Household Products - 0.6%   
Church & Dwight Co., Inc. 2,179 140,785 
Clorox Co. 1,150 170,637 
Energizer Holdings, Inc. 529 25,075 
Spectrum Brands Holdings, Inc. 363 20,284 
  356,781 
Personal Products - 0.2%   
Coty, Inc. Class A 4,132 32,064 
Herbalife Nutrition Ltd. (a) 962 57,431 
Nu Skin Enterprises, Inc. Class A 487 31,972 
  121,467 
TOTAL CONSUMER STAPLES  2,561,454 
ENERGY - 4.2%   
Energy Equipment & Services - 0.4%   
Helmerich & Payne, Inc. 950 53,191 
Nabors Industries Ltd. 3,104 9,188 
National Oilwell Varco, Inc. 3,432 101,175 
Patterson-UTI Energy, Inc. 1,903 23,083 
RPC, Inc. 526 5,676 
Transocean Ltd. (United States) (a) 4,588 39,319 
Weatherford International PLC (a) 8,896 5,768 
  237,400 
Oil, Gas & Consumable Fuels - 3.8%   
Antero Resources Corp. (a) 2,176 21,891 
Apache Corp. 3,414 112,047 
Cabot Oil & Gas Corp. 3,885 96,931 
Centennial Resource Development, Inc. Class A (a) 1,672 22,020 
Cheniere Energy, Inc. (a) 2,060 135,239 
Chesapeake Energy Corp. (a)(b) 9,320 26,562 
Cimarex Energy Co. 840 63,286 
CNX Resources Corp. (a) 1,760 21,366 
Concho Resources, Inc. (a) 1,739 208,402 
Continental Resources, Inc. (a) 768 35,459 
Devon Energy Corp. 4,224 112,570 
Diamondback Energy, Inc. 1,400 144,368 
EQT Corp. 2,246 43,730 
Equitrans Midstream Corp. 1,889 39,329 
Extraction Oil & Gas, Inc. (a) 885 3,487 
Hess Corp. 2,337 126,198 
HollyFrontier Corp. 1,421 80,059 
Kosmos Energy Ltd. (a) 2,025 10,388 
Marathon Oil Corp. 7,411 117,020 
Murphy Oil Corp. 1,448 39,603 
Newfield Exploration Co. (a) 1,766 32,282 
Noble Energy, Inc. 4,296 95,973 
ONEOK, Inc. 3,660 235,009 
Parsley Energy, Inc. Class A (a) 2,349 43,644 
PBF Energy, Inc. Class A 1,068 39,110 
QEP Resources, Inc. (a) 2,094 17,317 
Range Resources Corp. 1,839 20,284 
SM Energy Co. 1,000 19,620 
Targa Resources Corp. 2,076 89,289 
The Williams Companies, Inc. 10,860 292,460 
Whiting Petroleum Corp. (a) 794 22,732 
WPX Energy, Inc. (a) 3,586 43,964 
  2,411,639 
TOTAL ENERGY  2,649,039 
FINANCIALS - 13.0%   
Banks - 4.3%   
Associated Banc-Corp. 1,435 31,068 
Bank of Hawaii Corp. 369 28,535 
Bank of the Ozarks, Inc. 1,091 33,101 
BankUnited, Inc. 910 30,767 
BOK Financial Corp. 279 23,188 
CIT Group, Inc. 990 45,728 
Citizens Financial Group, Inc. 4,181 141,820 
Comerica, Inc. 1,429 112,519 
Commerce Bancshares, Inc. 871 52,086 
Cullen/Frost Bankers, Inc. 502 48,835 
East West Bancorp, Inc. 1,287 64,762 
Fifth Third Bancorp 5,871 157,460 
First Citizens Bancshares, Inc. 70 28,527 
First Hawaiian, Inc. 945 24,315 
First Horizon National Corp. 2,903 42,616 
First Republic Bank 1,461 141,176 
FNB Corp., Pennsylvania 2,839 33,074 
Huntington Bancshares, Inc. 9,851 130,427 
KeyCorp 9,202 151,557 
M&T Bank Corp. 1,252 206,004 
PacWest Bancorp 1,095 42,256 
Peoples United Financial, Inc. 3,304 54,120 
Pinnacle Financial Partners, Inc. 664 35,703 
Popular, Inc. 869 47,456 
Prosperity Bancshares, Inc. 595 42,328 
Regions Financial Corp. 9,251 140,338 
Signature Bank 485 61,745 
Sterling Bancorp 1,982 38,134 
SunTrust Banks, Inc. 3,997 237,502 
SVB Financial Group (a) 471 109,922 
Synovus Financial Corp. 1,416 50,155 
TCF Financial Corp. 1,478 32,752 
Texas Capital Bancshares, Inc. (a) 446 25,988 
Umpqua Holdings Corp. 1,915 33,857 
Webster Financial Corp. 807 43,481 
Western Alliance Bancorp. (a) 894 39,586 
Wintrust Financial Corp. 493 35,072 
Zions Bancorporation 1,712 81,474 
  2,679,434 
Capital Markets - 3.1%   
Affiliated Managers Group, Inc. 465 48,802 
Ameriprise Financial, Inc. 1,241 157,111 
BGC Partners, Inc. Class A 2,448 15,153 
Brighthouse Financial, Inc. (a) 1,062 39,655 
Cboe Global Markets, Inc. 996 92,897 
E*TRADE Financial Corp. 2,269 105,872 
Eaton Vance Corp. (non-vtg.) 1,023 39,406 
Evercore, Inc. Class A 359 32,113 
FactSet Research Systems, Inc. 336 73,460 
Franklin Resources, Inc. 2,683 79,444 
Interactive Brokers Group, Inc. 650 32,760 
Invesco Ltd. 3,612 65,811 
Lazard Ltd. Class A 1,027 40,864 
Legg Mason, Inc. 753 22,439 
LPL Financial 768 54,044 
MarketAxess Holdings, Inc. 327 70,230 
Moody's Corp. 1,489 236,021 
Morningstar, Inc. 162 20,112 
MSCI, Inc. 774 131,789 
Northern Trust Corp. 1,840 162,766 
Raymond James Financial, Inc. 1,171 94,266 
SEI Investments Co. 1,184 56,287 
T. Rowe Price Group, Inc. 2,109 197,107 
The NASDAQ OMX Group, Inc. 1,027 90,417 
Virtu Financial, Inc. Class A 362 9,249 
  1,968,075 
Consumer Finance - 1.0%   
Ally Financial, Inc. 3,740 97,464 
Credit Acceptance Corp. (a) 99 39,404 
Discover Financial Services 3,029 204,427 
Navient Corp. 2,321 26,459 
OneMain Holdings, Inc. (a) 649 19,399 
Santander Consumer U.S.A. Holdings, Inc. 1,192 22,720 
SLM Corp. 3,856 41,298 
Synchrony Financial 6,617 198,775 
  649,946 
Diversified Financial Services - 0.2%   
AXA Equitable Holdings, Inc. 1,748 32,408 
Jefferies Financial Group, Inc. 2,606 54,231 
Voya Financial, Inc. 1,395 64,770 
  151,409 
Insurance - 3.6%   
Alleghany Corp. 128 80,840 
American Financial Group, Inc. 654 62,385 
American National Insurance Co. 63 8,769 
Arch Capital Group Ltd. (a) 3,454 101,375 
Arthur J. Gallagher & Co. 1,612 120,433 
Aspen Insurance Holdings Ltd. 523 21,825 
Assurant, Inc. 463 44,629 
Assured Guaranty Ltd. 916 37,153 
Athene Holding Ltd. (a) 1,419 60,875 
Axis Capital Holdings Ltd. 737 39,466 
Brown & Brown, Inc. 2,062 56,004 
Cincinnati Financial Corp. 1,367 110,891 
CNA Financial Corp. 242 11,098 
Erie Indemnity Co. Class A 216 31,618 
Everest Re Group Ltd. 361 79,077 
First American Financial Corp. 961 48,127 
FNF Group 2,358 85,265 
Hanover Insurance Group, Inc. 376 42,879 
Hartford Financial Services Group, Inc. 3,199 150,097 
Lincoln National Corp. 1,898 111,014 
Loews Corp. 2,535 121,427 
Markel Corp. (a) 121 127,475 
Mercury General Corp. 247 12,770 
Old Republic International Corp. 2,537 51,121 
Principal Financial Group, Inc. 2,504 125,375 
Reinsurance Group of America, Inc. 558 80,603 
RenaissanceRe Holdings Ltd. 357 49,277 
Torchmark Corp. 920 77,059 
Unum Group 1,846 64,167 
W.R. Berkley Corp. 846 65,049 
White Mountains Insurance Group Ltd. 27 24,127 
Willis Group Holdings PLC 1,159 188,674 
  2,290,944 
Mortgage Real Estate Investment Trusts - 0.7%   
AGNC Investment Corp. 4,647 83,228 
Annaly Capital Management, Inc. 12,283 128,235 
Chimera Investment Corp. 1,688 32,123 
MFA Financial, Inc. 3,946 28,924 
New Residential Investment Corp. 3,264 55,423 
Starwood Property Trust, Inc. 2,370 52,330 
Two Harbors Investment Corp. 2,204 32,156 
  412,419 
Thrifts & Mortgage Finance - 0.1%   
New York Community Bancorp, Inc. 4,227 49,118 
TFS Financial Corp. 422 6,883 
  56,001 
TOTAL FINANCIALS  8,208,228 
HEALTH CARE - 10.1%   
Biotechnology - 1.6%   
Agios Pharmaceuticals, Inc. (a) 445 23,852 
Alkermes PLC (a) 1,360 44,703 
Alnylam Pharmaceuticals, Inc. (a) 800 66,824 
BioMarin Pharmaceutical, Inc. (a) 1,582 155,305 
bluebird bio, Inc. (a) 482 64,313 
Exact Sciences Corp. (a) 1,064 95,845 
Exelixis, Inc. (a) 2,628 61,942 
Incyte Corp. (a) 1,560 125,720 
Ionis Pharmaceuticals, Inc. (a) 1,113 64,554 
Neurocrine Biosciences, Inc. (a) 794 70,047 
Sage Therapeutics, Inc. (a) 402 57,321 
Sarepta Therapeutics, Inc. (a) 588 82,149 
Seattle Genetics, Inc. (a) 989 75,589 
United Therapeutics Corp. (a) 387 44,633 
  1,032,797 
Health Care Equipment & Supplies - 3.5%   
Abiomed, Inc. (a) 380 133,407 
Align Technology, Inc. (a) 710 176,755 
Cantel Medical Corp. 325 26,462 
Dentsply Sirona, Inc. 1,949 81,761 
DexCom, Inc. (a) 777 109,580 
Edwards Lifesciences Corp. (a) 1,878 320,049 
Hill-Rom Holdings, Inc. 603 60,312 
Hologic, Inc. (a) 2,410 107,004 
ICU Medical, Inc. (a) 141 35,081 
IDEXX Laboratories, Inc. (a) 769 163,628 
Insulet Corp. (a) 518 42,056 
Integra LifeSciences Holdings Corp. (a) 622 29,458 
Masimo Corp. (a) 414 51,497 
Penumbra, Inc. (a) 274 39,870 
ResMed, Inc. 1,250 118,963 
Steris PLC 756 86,229 
Teleflex, Inc. 406 111,041 
The Cooper Companies, Inc. 431 120,146 
Varian Medical Systems, Inc. (a) 815 107,604 
West Pharmaceutical Services, Inc. 650 70,376 
Zimmer Biomet Holdings, Inc. 1,821 199,509 
  2,190,788 
Health Care Providers & Services - 2.2%   
Acadia Healthcare Co., Inc. (a) 763 20,876 
AmerisourceBergen Corp. 1,407 117,302 
Cardinal Health, Inc. 2,674 133,620 
Centene Corp. (a) 1,809 236,201 
Chemed Corp. 137 40,818 
DaVita HealthCare Partners, Inc. (a) 1,160 65,111 
Elanco Animal Health, Inc. (b) 638 18,617 
Encompass Health Corp. 869 58,084 
Henry Schein, Inc. (a) 1,351 104,973 
Laboratory Corp. of America Holdings (a) 903 125,833 
MEDNAX, Inc. (a) 780 28,166 
Molina Healthcare, Inc. (a) 554 73,671 
Premier, Inc. (a) 459 18,264 
Quest Diagnostics, Inc. 1,207 105,431 
Universal Health Services, Inc. Class B 751 99,530 
Wellcare Health Plans, Inc. (a) 446 123,310 
  1,369,807 
Health Care Technology - 0.5%   
athenahealth, Inc. (a) 358 48,237 
Cerner Corp. (a) 2,825 155,121 
Veeva Systems, Inc. Class A (a) 1,088 118,657 
  322,015 
Life Sciences Tools & Services - 1.7%   
Agilent Technologies, Inc. 2,840 215,982 
Bio-Rad Laboratories, Inc. Class A (a) 188 46,976 
Bio-Techne Corp. 334 58,270 
Bruker Corp. 894 31,344 
Charles River Laboratories International, Inc. (a) 423 52,109 
IQVIA Holdings, Inc. (a) 1,456 187,839 
Mettler-Toledo International, Inc. (a) 219 139,757 
PerkinElmer, Inc. 996 90,138 
PRA Health Sciences, Inc. (a) 512 54,257 
QIAGEN NV (a) 1,989 73,653 
Waters Corp. (a) 670 154,917 
  1,105,242 
Pharmaceuticals - 0.6%   
Catalent, Inc. (a) 1,282 47,344 
Jazz Pharmaceuticals PLC (a) 525 66,092 
Mylan NV (a) 4,574 136,991 
Nektar Therapeutics (a) 1,384 58,599 
Perrigo Co. PLC 1,149 53,371 
  362,397 
TOTAL HEALTH CARE  6,383,046 
INDUSTRIALS - 13.4%   
Aerospace & Defense - 1.7%   
Arconic, Inc. 3,894 73,285 
BWX Technologies, Inc. 895 41,546 
Curtiss-Wright Corp. 389 44,159 
Harris Corp. 1,061 162,524 
HEICO Corp. 347 29,322 
HEICO Corp. Class A 679 47,550 
Hexcel Corp. 759 51,392 
Huntington Ingalls Industries, Inc. 381 78,657 
L3 Technologies, Inc. 697 137,225 
Spirit AeroSystems Holdings, Inc. Class A 948 79,063 
Teledyne Technologies, Inc. (a) 315 70,629 
Textron, Inc. 2,164 115,190 
TransDigm Group, Inc. (a) 434 169,694 
  1,100,236 
Air Freight & Logistics - 0.4%   
C.H. Robinson Worldwide, Inc. 1,214 105,339 
Expeditors International of Washington, Inc. 1,533 106,237 
XPO Logistics, Inc. (a) 1,123 68,256 
  279,832 
Airlines - 0.7%   
Alaska Air Group, Inc. 1,081 69,130 
American Airlines Group, Inc. 3,700 132,349 
Copa Holdings SA Class A 274 25,989 
JetBlue Airways Corp. (a) 2,761 49,670 
United Continental Holdings, Inc. (a) 2,186 190,772 
  467,910 
Building Products - 0.7%   
A.O. Smith Corp. 1,257 60,160 
Allegion PLC 862 74,011 
Armstrong World Industries, Inc. 397 27,012 
Fortune Brands Home & Security, Inc. 1,256 56,897 
Lennox International, Inc. 327 74,975 
Masco Corp. 2,705 87,669 
Owens Corning 968 50,714 
USG Corp. 712 30,723 
  462,161 
Commercial Services & Supplies - 0.9%   
Cintas Corp. 787 147,570 
Clean Harbors, Inc. (a) 453 26,822 
Copart, Inc. (a) 1,816 91,944 
KAR Auction Services, Inc. 1,189 61,840 
Republic Services, Inc. 1,943 149,048 
Rollins, Inc. 1,301 48,449 
Stericycle, Inc. (a) 736 32,443 
  558,116 
Construction & Engineering - 0.4%   
AECOM (a) 1,378 42,181 
Arcosa, Inc. 432 12,714 
Fluor Corp. 1,247 45,603 
Jacobs Engineering Group, Inc. 1,136 73,613 
Quanta Services, Inc. 1,299 45,907 
Valmont Industries, Inc. 191 24,639 
  244,657 
Electrical Equipment - 1.2%   
Acuity Brands, Inc. 352 42,560 
AMETEK, Inc. 2,036 148,424 
Fortive Corp. 2,618 196,324 
GrafTech International Ltd. 545 7,199 
Hubbell, Inc. Class B 505 55,212 
Regal Beloit Corp. 378 29,015 
Rockwell Automation, Inc. 1,075 182,234 
Sensata Technologies, Inc. PLC (a) 1,450 68,875 
  729,843 
Industrial Conglomerates - 0.6%   
Carlisle Companies, Inc. 515 55,481 
ITT, Inc. 770 40,471 
Roper Technologies, Inc. 906 256,634 
  352,586 
Machinery - 3.6%   
AGCO Corp. 584 37,493 
Allison Transmission Holdings, Inc. 1,024 49,838 
Apergy Corp. (a) 691 23,231 
Colfax Corp. (a) 769 19,033 
Crane Co. 449 37,159 
Cummins, Inc. 1,333 196,098 
Donaldson Co., Inc. 1,133 53,568 
Dover Corp. 1,289 113,213 
Flowserve Corp. 1,160 51,086 
Gardner Denver Holdings, Inc. (a) 1,127 27,803 
Gates Industrial Corp. PLC (a) 398 5,934 
Graco, Inc. 1,474 63,868 
IDEX Corp. 684 94,296 
Ingersoll-Rand PLC 2,190 219,088 
Lincoln Electric Holdings, Inc. 565 48,839 
Middleby Corp. (a)(b) 489 57,516 
Nordson Corp. 518 67,154 
Oshkosh Corp. 649 48,707 
PACCAR, Inc. 3,071 201,212 
Parker Hannifin Corp. 1,186 195,465 
Pentair PLC 1,411 58,119 
Snap-On, Inc. 503 83,493 
Stanley Black & Decker, Inc. 1,353 171,073 
Terex Corp. 590 18,119 
Timken Co. 610 25,980 
Toro Co. 925 55,038 
Trinity Industries, Inc. 1,313 30,698 
WABCO Holdings, Inc. (a) 470 53,688 
Wabtec Corp. 762 52,700 
Xylem, Inc. 1,597 113,802 
  2,273,311 
Marine - 0.1%   
Kirby Corp. (a) 539 40,376 
Professional Services - 1.5%   
CoStar Group, Inc. (a) 319 124,646 
Dun & Bradstreet Corp. 327 47,330 
Equifax, Inc. 1,070 114,511 
IHS Markit Ltd. (a) 3,417 177,411 
Manpower, Inc. 554 43,783 
Nielsen Holdings PLC 3,180 81,662 
Robert Half International, Inc. 1,058 68,167 
TransUnion Holding Co., Inc. 1,648 100,231 
Verisk Analytics, Inc. (a) 1,433 168,249 
  925,990 
Road & Rail - 0.7%   
AMERCO 61 22,122 
Genesee & Wyoming, Inc. Class A (a) 523 41,066 
J.B. Hunt Transport Services, Inc. 780 83,491 
Kansas City Southern 925 97,819 
Knight-Swift Transportation Holdings, Inc. Class A 1,117 35,465 
Landstar System, Inc. 364 36,975 
Old Dominion Freight Lines, Inc. 585 79,519 
Ryder System, Inc. 461 26,697 
Schneider National, Inc. Class B 404 8,581 
  431,735 
Trading Companies & Distributors - 0.9%   
Air Lease Corp. Class A 858 32,553 
Fastenal Co. 2,561 154,838 
HD Supply Holdings, Inc. (a) 1,643 68,907 
MSC Industrial Direct Co., Inc. Class A 401 33,479 
United Rentals, Inc. (a) 719 90,062 
Univar, Inc. (a) 1,034 21,538 
W.W. Grainger, Inc. 406 119,928 
Watsco, Inc. 282 41,589 
WESCO International, Inc. (a) 417 21,851 
  584,745 
Transportation Infrastructure - 0.0%   
Macquarie Infrastructure Co. LLC 697 30,089 
TOTAL INDUSTRIALS  8,481,587 
INFORMATION TECHNOLOGY - 18.2%   
Communications Equipment - 0.9%   
Arista Networks, Inc. (a) 515 110,612 
Arris International PLC (a) 1,455 45,672 
CommScope Holding Co., Inc. (a) 1,688 35,296 
EchoStar Holding Corp. Class A (a) 426 17,457 
F5 Networks, Inc. (a) 548 88,201 
Juniper Networks, Inc. 3,104 80,518 
Motorola Solutions, Inc. 1,449 169,403 
Ubiquiti Networks, Inc. 137 14,825 
  561,984 
Electronic Equipment & Components - 2.2%   
ADT, Inc. 979 7,068 
Amphenol Corp. Class A 2,631 231,318 
Arrow Electronics, Inc. (a) 776 58,937 
Avnet, Inc. 989 40,747 
CDW Corp. 1,301 108,334 
Cognex Corp. 1,477 67,204 
Coherent, Inc. (a) 218 25,768 
Corning, Inc. 7,055 234,649 
Dell Technologies, Inc. (a) 1,328 64,528 
Dolby Laboratories, Inc. Class A 549 35,482 
FLIR Systems, Inc. 1,204 58,852 
IPG Photonics Corp. (a) 320 42,560 
Jabil, Inc. 1,405 37,443 
Keysight Technologies, Inc. (a) 1,666 123,317 
Littelfuse, Inc. 216 37,956 
National Instruments Corp. 998 44,132 
Trimble, Inc. (a) 2,221 83,643 
Zebra Technologies Corp. Class A (a) 473 82,113 
  1,384,051 
IT Services - 5.4%   
Akamai Technologies, Inc. (a) 1,417 92,247 
Alliance Data Systems Corp. 433 76,896 
Amdocs Ltd. 1,274 71,191 
Booz Allen Hamilton Holding Corp. Class A 1,244 61,118 
Broadridge Financial Solutions, Inc. 1,036 104,460 
Conduent, Inc. (a) 1,680 21,420 
CoreLogic, Inc. (a) 700 25,410 
DXC Technology Co. 2,511 161,005 
Elastic NV 69 5,865 
EPAM Systems, Inc. (a) 459 64,939 
Euronet Worldwide, Inc. (a) 438 50,374 
Fidelity National Information Services, Inc. 2,912 304,391 
First Data Corp. Class A (a) 4,846 119,454 
Fiserv, Inc. (a) 3,562 295,397 
FleetCor Technologies, Inc. (a) 782 157,815 
Gartner, Inc. (a) 791 107,489 
Genpact Ltd. 1,326 39,555 
Global Payments, Inc. 1,419 159,325 
GoDaddy, Inc. (a) 1,434 98,415 
Jack Henry & Associates, Inc. 690 92,150 
Leidos Holdings, Inc. 1,280 74,240 
Okta, Inc. (a) 764 62,977 
Paychex, Inc. 2,855 202,134 
Sabre Corp. 2,467 56,692 
Square, Inc. (a) 2,615 186,580 
Switch, Inc. Class A 286 2,385 
The Western Union Co. 3,989 72,799 
Total System Services, Inc. 1,610 144,272 
Twilio, Inc. Class A (a) 785 87,386 
VeriSign, Inc. (a) 940 159,114 
WEX, Inc. (a) 365 58,885 
Worldpay, Inc. (a) 2,676 223,392 
  3,439,772 
Semiconductors & Semiconductor Equipment - 3.4%   
Advanced Micro Devices, Inc. (a) 8,371 204,336 
Analog Devices, Inc. 3,318 328,017 
Cypress Semiconductor Corp. 3,210 44,523 
First Solar, Inc. (a) 731 36,981 
KLA-Tencor Corp. 1,367 145,681 
Lam Research Corp. 1,385 234,868 
Marvell Technology Group Ltd. 4,971 92,113 
Maxim Integrated Products, Inc. 2,483 134,752 
Microchip Technology, Inc. (b) 2,059 165,482 
MKS Instruments, Inc. 470 38,366 
Monolithic Power Systems, Inc. 360 45,562 
ON Semiconductor Corp. (a) 3,716 74,469 
Qorvo, Inc. (a) 1,109 72,484 
Skyworks Solutions, Inc. 1,594 116,426 
Teradyne, Inc. 1,603 57,692 
Universal Display Corp. (b) 375 38,936 
Versum Materials, Inc. 974 35,814 
Xilinx, Inc. 2,273 254,440 
  2,120,942 
Software - 5.7%   
2U, Inc. (a) 485 27,572 
ANSYS, Inc. (a) 747 122,769 
Aspen Technology, Inc. (a) 637 61,553 
Atlassian Corp. PLC (a) 885 87,084 
Autodesk, Inc. (a) 1,960 288,512 
Black Knight, Inc. (a) 1,265 62,225 
Cadence Design Systems, Inc. (a) 2,493 119,739 
CDK Global, Inc. 1,163 56,882 
Ceridian HCM Holding, Inc. 321 13,228 
Citrix Systems, Inc. 1,208 123,868 
DocuSign, Inc. 649 32,093 
Fair Isaac Corp. (a) 253 56,976 
FireEye, Inc. (a) 1,717 30,357 
Fortinet, Inc. (a) 1,261 96,555 
Guidewire Software, Inc. (a) 723 62,670 
LogMeIn, Inc. 452 42,045 
Manhattan Associates, Inc. (a) 590 28,774 
Nuance Communications, Inc. (a) 2,515 39,913 
Nutanix, Inc. Class A (a) 1,251 64,089 
Palo Alto Networks, Inc. (a) 814 174,863 
Parametric Technology Corp. (a) 1,046 88,690 
Paycom Software, Inc. (a) 446 66,115 
Pegasystems, Inc. 326 18,351 
Pluralsight, Inc. 213 6,386 
Proofpoint, Inc. (a) 446 45,434 
RealPage, Inc. (a) 634 35,358 
Red Hat, Inc. (a) 1,582 281,343 
RingCentral, Inc. (a) 607 56,111 
ServiceNow, Inc. (a) 1,590 349,829 
SolarWinds, Inc. (a) 213 3,738 
Splunk, Inc. (a) 1,307 163,166 
SS&C Technologies Holdings, Inc. 1,846 95,051 
Symantec Corp. 5,670 119,183 
Synopsys, Inc. (a) 1,321 123,315 
Tableau Software, Inc. (a) 639 81,690 
Teradata Corp. (a) 1,048 46,510 
Tyler Technologies, Inc. (a) 344 65,081 
Ultimate Software Group, Inc. (a) 271 74,002 
Workday, Inc. Class A (a) 1,298 235,626 
Zendesk, Inc. (a) 968 65,369 
  3,612,115 
Technology Hardware, Storage & Peripherals - 0.6%   
NCR Corp. (a) 1,048 28,034 
NetApp, Inc. 2,339 149,158 
Pure Storage, Inc. Class A (a) 1,454 26,041 
Western Digital Corp. 2,597 116,839 
Xerox Corp. 1,864 52,583 
  372,655 
TOTAL INFORMATION TECHNOLOGY  11,491,519 
MATERIALS - 5.1%   
Chemicals - 1.9%   
Albemarle Corp. U.S. 948 76,532 
Ashland Global Holdings, Inc. 551 41,821 
Axalta Coating Systems Ltd. (a) 1,904 48,780 
Cabot Corp. 533 24,992 
Celanese Corp. Class A 1,191 114,050 
CF Industries Holdings, Inc. 2,054 89,657 
Eastman Chemical Co. 1,260 101,581 
Element Solutions, Inc. (a) 1,966 22,098 
FMC Corp. 1,197 95,521 
Huntsman Corp. 1,932 42,446 
International Flavors & Fragrances, Inc. 900 127,602 
NewMarket Corp. 68 27,274 
Olin Corp. 1,508 35,604 
RPM International, Inc. 1,174 67,106 
The Chemours Co. LLC 1,537 54,948 
The Mosaic Co. 3,133 101,133 
The Scotts Miracle-Gro Co. Class A 358 26,617 
Valvoline, Inc. 1,686 37,277 
W.R. Grace & Co. 588 41,754 
Westlake Chemical Corp. 322 23,796 
  1,200,589 
Construction Materials - 0.4%   
Eagle Materials, Inc. 413 29,323 
Martin Marietta Materials, Inc. 563 99,471 
nVent Electric PLC 1,415 35,403 
Vulcan Materials Co. 1,171 119,032 
  283,229 
Containers & Packaging - 1.6%   
Aptargroup, Inc. 562 55,705 
Ardagh Group SA 170 2,060 
Avery Dennison Corp. 773 80,740 
Ball Corp. 2,984 156,004 
Bemis Co., Inc. 807 39,414 
Berry Global Group, Inc. (a) 1,175 57,869 
Crown Holdings, Inc. (a) 1,143 58,293 
Graphic Packaging Holding Co. 2,760 33,313 
International Paper Co. 3,647 172,977 
Owens-Illinois, Inc. 1,411 28,319 
Packaging Corp. of America 830 78,286 
Sealed Air Corp. 1,397 55,182 
Silgan Holdings, Inc. 711 19,638 
Sonoco Products Co. 869 50,037 
WestRock Co. 2,251 91,638 
  979,475 
Metals & Mining - 1.2%   
Alcoa Corp. (a) 1,654 49,091 
Freeport-McMoRan, Inc. 12,892 150,063 
Newmont Mining Corp. 4,756 162,227 
Nucor Corp. 2,795 171,166 
Reliance Steel & Aluminum Co. 624 51,093 
Royal Gold, Inc. 586 51,199 
Steel Dynamics, Inc. 1,968 72,009 
United States Steel Corp. 1,569 35,365 
  742,213 
Paper & Forest Products - 0.0%   
Domtar Corp. 559 26,217 
TOTAL MATERIALS  3,231,723 
REAL ESTATE - 9.4%   
Equity Real Estate Investment Trusts (REITs) - 8.9%   
Alexandria Real Estate Equities, Inc. 948 124,861 
American Campus Communities, Inc. 1,240 57,065 
American Homes 4 Rent Class A 2,301 50,875 
Apartment Investment & Management Co. Class A 1,375 68,090 
Apple Hospitality (REIT), Inc. 1,906 31,277 
AvalonBay Communities, Inc. 1,228 236,906 
Boston Properties, Inc. 1,385 182,640 
Brandywine Realty Trust (SBI) 1,576 23,719 
Brixmor Property Group, Inc. 2,672 45,771 
Brookfield Property REIT, Inc. Class A 1,116 20,311 
Camden Property Trust (SBI) 790 76,591 
Colony Capital, Inc. 4,263 25,876 
Columbia Property Trust, Inc. 1,057 23,328 
CoreSite Realty Corp. 323 31,909 
Corporate Office Properties Trust (SBI) 930 22,962 
CubeSmart 1,656 51,253 
CyrusOne, Inc. 937 50,785 
DDR Corp. 1,385 18,102 
Digital Realty Trust, Inc. 1,834 198,696 
Douglas Emmett, Inc. 1,422 53,794 
Duke Realty Corp. 3,199 93,539 
Empire State Realty Trust, Inc. 1,298 20,067 
EPR Properties 655 47,854 
Equity Commonwealth 1,066 34,496 
Equity Lifestyle Properties, Inc. 755 79,939 
Equity Residential (SBI) 3,225 234,006 
Essex Property Trust, Inc. 586 158,923 
Extra Space Storage, Inc. 1,087 107,189 
Federal Realty Investment Trust (SBI) 644 85,375 
Gaming & Leisure Properties 1,859 69,713 
HCP, Inc. 4,237 133,635 
Healthcare Trust of America, Inc. 1,821 51,753 
Highwoods Properties, Inc. (SBI) 912 40,420 
Hospitality Properties Trust (SBI) 1,448 38,604 
Host Hotels & Resorts, Inc. 6,529 117,914 
Hudson Pacific Properties, Inc. 1,374 44,614 
Invitation Homes, Inc. 2,806 63,107 
Iron Mountain, Inc. 2,527 94,004 
JBG SMITH Properties 927 35,829 
Kilroy Realty Corp. 881 62,075 
Kimco Realty Corp. 3,636 61,848 
Lamar Advertising Co. Class A 751 55,912 
Liberty Property Trust (SBI) 1,315 61,989 
Life Storage, Inc. 411 40,389 
Medical Properties Trust, Inc. 3,220 58,604 
Mid-America Apartment Communities, Inc. 1,009 102,192 
National Retail Properties, Inc. 1,401 73,847 
Omega Healthcare Investors, Inc. 1,769 71,096 
Outfront Media, Inc. 1,244 25,813 
Paramount Group, Inc. 1,844 26,701 
Park Hotels & Resorts, Inc. 1,797 54,036 
Rayonier, Inc. 1,151 35,036 
Realty Income Corp. 2,626 180,380 
Regency Centers Corp. 1,351 87,815 
Retail Properties America, Inc. 1,940 24,522 
SBA Communications Corp. Class A (a) 1,001 182,713 
Senior Housing Properties Trust (SBI) 2,114 29,110 
SL Green Realty Corp. 736 68,028 
Spirit Realty Capital, Inc. 763 30,306 
Store Capital Corp. 1,694 54,750 
Sun Communities, Inc. 745 81,883 
Taubman Centers, Inc. 528 26,294 
The Macerich Co. 1,219 56,269 
UDR, Inc. 2,384 104,300 
Uniti Group, Inc. 1,482 29,507 
Ventas, Inc. 3,176 204,820 
VEREIT, Inc. 8,580 69,326 
Vornado Realty Trust 1,540 107,661 
Weingarten Realty Investors (SBI) 1,088 31,215 
Welltower, Inc. 3,321 257,344 
Weyerhaeuser Co. 6,706 175,965 
WP Carey, Inc. 1,413 105,820 
  5,583,358 
Real Estate Management & Development - 0.5%   
CBRE Group, Inc. (a) 2,832 129,564 
Howard Hughes Corp. (a) 348 38,642 
Jones Lang LaSalle, Inc. 402 57,651 
Realogy Holdings Corp. (b) 1,059 18,797 
Retail Value, Inc. 150 4,562 
VICI Properties, Inc. 3,576 76,991 
  326,207 
TOTAL REAL ESTATE  5,909,565 
UTILITIES - 6.5%   
Electric Utilities - 2.7%   
Alliant Energy Corp. 2,116 94,099 
Edison International 2,835 161,510 
Entergy Corp. 1,621 144,577 
Evergy, Inc. 2,340 134,129 
Eversource Energy 2,827 196,222 
FirstEnergy Corp. 4,337 170,010 
Hawaiian Electric Industries, Inc. 963 35,814 
OGE Energy Corp. 1,787 73,178 
PG&E Corp. (a) 4,618 60,034 
Pinnacle West Capital Corp. 999 88,032 
PPL Corp. 6,448 201,951 
Vistra Energy Corp. (a) 3,536 88,789 
Xcel Energy, Inc. 4,547 238,081 
  1,686,426 
Gas Utilities - 0.4%   
Atmos Energy Corp. 987 96,361 
National Fuel Gas Co. 719 41,199 
UGI Corp. 1,548 88,282 
  225,842 
Independent Power and Renewable Electricity Producers - 0.3%   
NRG Energy, Inc. 2,578 105,466 
The AES Corp. 5,912 96,898 
  202,364 
Multi-Utilities - 2.8%   
Ameren Corp. 2,169 150,398 
Avangrid, Inc. 507 25,284 
CenterPoint Energy, Inc. 4,469 138,181 
CMS Energy Corp. 2,507 130,715 
Consolidated Edison, Inc. 2,783 216,100 
DTE Energy Co. 1,612 189,813 
MDU Resources Group, Inc. 1,720 44,221 
NiSource, Inc. 3,229 88,087 
Public Service Enterprise Group, Inc. 4,513 246,184 
Sempra Energy 2,446 286,133 
Vectren Corp. 733 53,055 
WEC Energy Group, Inc. 2,817 205,726 
  1,773,897 
Water Utilities - 0.3%   
American Water Works Co., Inc. 1,608 153,837 
Aqua America, Inc. 1,596 55,940 
  209,777 
TOTAL UTILITIES  4,098,306 
TOTAL COMMON STOCKS   
(Cost $62,223,769)  62,824,567 
Money Market Funds - 1.4%   
Fidelity Cash Central Fund, 2.43% (c) 390,857 390,935 
Fidelity Securities Lending Cash Central Fund 2.43% (c)(d) 510,834 510,885 
TOTAL MONEY MARKET FUNDS   
(Cost $901,782)  901,820 
TOTAL INVESTMENT IN SECURITIES - 100.9%   
(Cost $63,125,551)  63,726,387 
NET OTHER ASSETS (LIABILITIES) - (0.9)%(e)  (574,305) 
NET ASSETS - 100%  $63,152,082 

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) March 2019 $367,220 $36,148 $36,148 

The notional amount of futures purchased as a percentage of Net Assets is 0.6%

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 $16,400 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 $7,621 
Fidelity Securities Lending Cash Central Fund 3,575 
Total $11,196 

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, 2019, 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:     
Communication Services $2,267,965 $2,267,965 $-- $-- 
Consumer Discretionary 7,542,135 7,542,135 -- -- 
Consumer Staples 2,561,454 2,561,454 -- -- 
Energy 2,649,039 2,649,039 -- -- 
Financials 8,208,228 8,208,228 -- -- 
Health Care 6,383,046 6,383,046 -- -- 
Industrials 8,481,587 8,481,587 -- -- 
Information Technology 11,491,519 11,491,519 -- -- 
Materials 3,231,723 3,231,723 -- -- 
Real Estate 5,909,565 5,909,565 -- -- 
Utilities 4,098,306 4,098,306 -- -- 
Money Market Funds 901,820 901,820 -- -- 
Total Investments in Securities: $63,726,387 $63,726,387 $-- $-- 
Derivative Instruments:     
Assets     
Futures Contracts $36,148 $36,148 $-- $-- 
Total Assets $36,148 $36,148 $-- $-- 
Total Derivative Instruments: $36,148 $36,148 $-- $-- 

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. 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℠ Small Cap Index Fund

January 31, 2019







ZAP-QTLY-0319
1.9881629.101





Schedule of Investments January 31, 2019 (Unaudited)

Showing Percentage of Net Assets

Common Stocks - 99.4%   
 Shares Value 
COMMUNICATION SERVICES - 3.1%   
Diversified Telecommunication Services - 0.6%   
Atn International, Inc. 348 $25,954 
Cincinnati Bell, Inc. (a) 1,530 12,760 
Cogent Communications Group, Inc. 1,393 67,491 
Consolidated Communications Holdings, Inc. 2,329 24,874 
Frontier Communications Corp. (a)(b) 3,483 6,966 
Intelsat SA (a) 1,859 45,229 
Iridium Communications, Inc. (a) 3,203 62,074 
Ooma, Inc. (a) 624 9,429 
ORBCOMM, Inc. (a) 2,431 19,788 
PDVWireless, Inc. (a) 312 12,586 
Vonage Holdings Corp. (a) 7,362 67,068 
WideOpenWest, Inc. (a) 966 7,303 
Windstream Holdings, Inc. (a) 1,358 4,088 
  365,610 
Entertainment - 0.4%   
AMC Entertainment Holdings, Inc. Class A (b) 1,740 25,491 
Eros International PLC (a) 1,200 11,436 
Glu Mobile, Inc. (a) 3,737 36,398 
IMAX Corp. (a) 1,782 37,012 
Marcus Corp. 642 28,614 
Reading International, Inc. Class A (a) 537 8,485 
Rosetta Stone, Inc. (a) 657 9,960 
World Wrestling Entertainment, Inc. Class A 1,438 118,405 
  275,801 
Interactive Media & Services - 0.4%   
Care.com, Inc. (a) 660 15,688 
CarGurus, Inc. Class A (a) 1,670 71,426 
Liberty TripAdvisor Holdings, Inc. (a) 2,427 40,434 
MeetMe, Inc. (a) 2,325 13,439 
QuinStreet, Inc. (a) 1,485 28,274 
Travelzoo, Inc. (a) 163 2,005 
TrueCar, Inc. (a) 3,106 29,134 
Yelp, Inc. (a) 2,703 98,443 
  298,843 
Media - 1.5%   
Beasley Broadcast Group, Inc. Class A 243 1,098 
Central European Media Enterprises Ltd. Class A(a) 2,794 8,410 
Clear Channel Outdoor Holding, Inc. Class A 1,191 6,634 
Daily Journal Corp. (a) 38 8,402 
E.W. Scripps Co. Class A 1,580 29,672 
Emerald Expositions Events, Inc. 813 11,545 
Entercom Communications Corp. Class A 4,269 31,292 
Entravision Communication Corp. Class A 2,106 8,298 
Fluent, Inc. (a) 1,094 5,164 
Gannett Co., Inc. 3,862 42,830 
Gray Television, Inc. (a) 2,661 44,465 
Hemisphere Media Group, Inc. (a) 598 7,929 
Liberty Latin America Ltd. (a) 3,718 64,991 
Liberty Latin America Ltd. Class A (a) 1,532 26,710 
Liberty Media Corp.:   
Liberty Braves Class A (a) 368 9,988 
Liberty Braves Class C (a) 1,142 30,788 
Loral Space & Communications Ltd. (a) 428 15,455 
MDC Partners, Inc. Class A (a) 1,840 5,465 
Meredith Corp. (b) 1,315 71,365 
MSG Network, Inc. Class A (a) 1,973 44,195 
National CineMedia, Inc. 2,580 17,828 
New Media Investment Group, Inc. 1,982 27,094 
Nexstar Broadcasting Group, Inc. Class A 1,494 124,704 
Saga Communications, Inc. Class A 130 4,397 
Scholastic Corp. 946 39,439 
Sinclair Broadcast Group, Inc. Class A 2,250 69,323 
TechTarget, Inc. (a) 672 9,744 
Tegna, Inc. 7,218 84,739 
The New York Times Co. Class A 4,388 112,815 
tronc, Inc. (a) 574 6,871 
  971,650 
Wireless Telecommunication Services - 0.2%   
Boingo Wireless, Inc. (a) 1,371 33,069 
Gogo, Inc. (a)(b) 1,927 7,959 
NII Holdings, Inc. (a)(b) 2,983 14,468 
Shenandoah Telecommunications Co. 1,560 74,303 
Spok Holdings, Inc. 590 8,166 
  137,965 
TOTAL COMMUNICATION SERVICES  2,049,869 
CONSUMER DISCRETIONARY - 12.1%   
Auto Components - 1.1%   
American Axle & Manufacturing Holdings, Inc. (a) 3,716 54,922 
Cooper Tire & Rubber Co. 1,691 59,523 
Cooper-Standard Holding, Inc. (a) 604 46,182 
Dana Holding Corp. 4,867 85,757 
Dorman Products, Inc. (a) 897 77,097 
Fox Factory Holding Corp. (a) 1,205 71,493 
Gentherm, Inc. (a) 1,165 49,582 
Hertz Global Holdings, Inc. (a) 1,825 30,277 
LCI Industries 814 67,106 
Modine Manufacturing Co. (a) 1,637 23,949 
Motorcar Parts of America, Inc. (a)(b) 632 12,640 
Shiloh Industries, Inc. (a) 472 2,827 
Standard Motor Products, Inc. 705 34,658 
Stoneridge, Inc. (a) 913 23,838 
Superior Industries International, Inc. 823 4,238 
Tenneco, Inc. 1,691 58,644 
Tower International, Inc. 660 19,199 
  721,932 
Automobiles - 0.1%   
REV Group, Inc. 979 8,135 
Winnebago Industries, Inc. 1,034 29,572 
  37,707 
Distributors - 0.1%   
Core-Mark Holding Co., Inc. 1,524 42,489 
Weyco Group, Inc. 199 5,347 
  47,836 
Diversified Consumer Services - 0.9%   
Adtalem Global Education, Inc. (a) 1,949 95,306 
American Public Education, Inc. (a) 536 15,860 
Career Education Corp. (a) 2,253 29,086 
Carriage Services, Inc. 583 11,339 
Chegg, Inc. (a) 3,621 127,532 
Houghton Mifflin Harcourt Co. (a) 3,460 36,226 
K12, Inc. (a) 1,252 39,451 
Laureate Education, Inc. Class A (a) 3,158 50,528 
Regis Corp. (a) 1,125 20,981 
Sotheby's Class A (Ltd. vtg.) (a) 1,176 47,499 
Strategic Education, Inc. 697 76,252 
Weight Watchers International, Inc. (a) 1,285 41,120 
  591,180 
Hotels, Restaurants & Leisure - 3.0%   
Belmond Ltd. Class A (a) 2,997 74,685 
BFC Financial Corp. Class A 2,169 13,383 
Biglari Holdings, Inc. (a) 3,900 
Biglari Holdings, Inc. (a) 28 3,666 
BJ's Restaurants, Inc. 691 34,433 
Bloomin' Brands, Inc. 2,762 50,904 
Bluegreen Vacations Corp. 255 3,417 
Boyd Gaming Corp. 2,748 75,075 
Brinker International, Inc. 1,290 52,271 
Carrols Restaurant Group, Inc. (a) 1,165 10,054 
Century Casinos, Inc. (a) 886 6,796 
Churchill Downs, Inc. 1,182 108,720 
Chuy's Holdings, Inc. (a) 555 12,610 
Cracker Barrel Old Country Store, Inc. (b) 642 107,394 
Dave & Buster's Entertainment, Inc. 1,328 68,326 
Del Frisco's Restaurant Group, Inc. (a) 1,103 8,736 
Del Taco Restaurants, Inc. (a) 1,005 10,442 
Denny's Corp. (a) 2,060 36,441 
Dine Brands Global, Inc. 558 42,559 
Drive Shack, Inc. (a) 1,972 8,302 
El Pollo Loco Holdings, Inc. (a) 713 11,757 
Eldorado Resorts, Inc. (a)(b) 2,195 102,331 
Empire Resorts, Inc. (a) 108 1,296 
Fiesta Restaurant Group, Inc. (a) 788 11,710 
Golden Entertainment, Inc. (a) 599 11,201 
Habit Restaurants, Inc. Class A (a) 689 7,042 
International Speedway Corp. Class A 810 35,195 
J. Alexanders Holdings, Inc. (a) 426 3,664 
Jack in the Box, Inc. 906 73,341 
Lindblad Expeditions Holdings (a) 705 8,664 
Marriott Vacations Worldwide Corp. 1,296 114,748 
Monarch Casino & Resort, Inc. (a) 371 16,042 
Nathan's Famous, Inc. 96 6,480 
Noodles & Co. (a) 479 3,449 
Papa John's International, Inc. (b) 739 31,252 
Penn National Gaming, Inc. (a) 3,665 88,840 
Planet Fitness, Inc. (a) 2,952 170,980 
PlayAGS, Inc. (a) 728 18,244 
Potbelly Corp. (a) 742 6,433 
RCI Hospitality Holdings, Inc. 295 6,581 
Red Lion Hotels Corp. (a) 523 4,838 
Red Robin Gourmet Burgers, Inc. (a) 431 13,783 
Red Rock Resorts, Inc. 2,319 58,856 
Ruth's Hospitality Group, Inc. 964 22,268 
Scientific Games Corp. Class A (a)(b) 1,856 46,511 
SeaWorld Entertainment, Inc. (a) 1,835 47,802 
Shake Shack, Inc. Class A (a) 824 39,354 
Speedway Motorsports, Inc. 367 5,923 
Texas Roadhouse, Inc. Class A 2,263 137,681 
The Cheesecake Factory, Inc. 1,409 63,236 
Town Sports International Holdings, Inc. (a) 468 2,822 
Wingstop, Inc. 970 63,681 
YETI Holdings, Inc. 569 9,679 
  1,977,798 
Household Durables - 1.5%   
Bassett Furniture Industries, Inc. 328 6,255 
Beazer Homes U.S.A., Inc. (a) 1,042 13,056 
Cavco Industries, Inc. (a) 292 48,557 
Century Communities, Inc. (a) 861 20,199 
Ethan Allen Interiors, Inc. 795 15,089 
Flexsteel Industries, Inc. 238 5,943 
GoPro, Inc. Class A (a)(b) 3,822 18,842 
Green Brick Partners, Inc. (a) 789 6,675 
Hamilton Beach Brands Holding Co. Class A 219 5,725 
Helen of Troy Ltd. (a) 885 102,695 
Hooker Furniture Corp. 384 11,048 
Hovnanian Enterprises, Inc. Class A (a) 3,875 2,736 
Installed Building Products, Inc. (a) 765 32,214 
iRobot Corp. (a)(b) 900 80,811 
KB Home 2,869 61,425 
La-Z-Boy, Inc. 1,558 46,148 
LGI Homes, Inc. (a)(b) 618 36,647 
Lifetime Brands, Inc. 372 3,620 
Lovesac (a) 188 4,489 
M.D.C. Holdings, Inc. 1,509 49,691 
M/I Homes, Inc. (a) 903 23,920 
Meritage Homes Corp. (a) 1,269 57,207 
New Home Co. LLC (a) 407 2,816 
Purple Innovation, Inc. (a) 141 807 
Roku, Inc. Class A (a)(b) 1,446 64,998 
Skyline Champion Corp. 957 17,283 
Sonos, Inc. 529 6,279 
Taylor Morrison Home Corp. (a) 3,894 73,597 
TopBuild Corp. (a) 1,184 62,527 
TRI Pointe Homes, Inc. (a) 4,708 63,323 
Tupperware Brands Corp. 1,621 44,205 
Turtle Beach Corp. (a) 264 3,931 
Universal Electronics, Inc. (a) 448 12,620 
Vuzix Corp. (a)(b) 801 3,388 
William Lyon Homes, Inc. (a) 1,067 14,148 
Zagg, Inc. (a) 916 10,278 
  1,033,192 
Internet & Direct Marketing Retail - 1.0%   
1-800-FLOWERS.com, Inc. Class A (a) 881 14,052 
Duluth Holdings, Inc. (a) 279 6,663 
Etsy, Inc. (a) 3,989 217,999 
Gaia, Inc. Class A (a) 382 4,492 
Groupon, Inc. (a) 14,834 55,924 
Lands' End, Inc. (a)(b) 347 6,211 
Leaf Group Ltd. (a) 546 4,193 
Liberty Expedia Holdings, Inc. (a) 1,813 74,315 
Liquidity Services, Inc. (a) 855 7,156 
NutriSystem, Inc. 983 42,672 
Overstock.com, Inc. (a)(b) 766 13,290 
PetMed Express, Inc. 661 15,652 
Quotient Technology, Inc. (a) 2,677 26,770 
Remark Holdings, Inc. (a) 856 1,712 
Shutterfly, Inc. (a) 1,117 51,337 
Shutterstock, Inc. 628 25,126 
Stamps.com, Inc. (a) 586 109,043 
  676,607 
Leisure Products - 0.3%   
American Outdoor Brands Corp. (a) 1,801 21,738 
Callaway Golf Co. 3,138 51,118 
Clarus Corp. 707 7,911 
Escalade, Inc. 367 4,096 
Johnson Outdoors, Inc. Class A 161 10,087 
Malibu Boats, Inc. Class A (a) 685 27,777 
Marine Products Corp. 254 3,607 
MCBC Holdings, Inc. (a) 620 13,535 
Nautilus, Inc. (a) 987 7,412 
Sturm, Ruger & Co., Inc. 560 30,509 
Vista Outdoor, Inc. (a) 1,906 19,022 
  196,812 
Media - 0.0%   
LiveXLive Media, Inc. (a)(b) 968 5,895 
Multiline Retail - 0.3%   
Big Lots, Inc. 1,342 42,327 
Dillard's, Inc. Class A (b) 387 25,848 
JC Penney Corp., Inc. (a) 10,302 13,599 
Ollie's Bargain Outlet Holdings, Inc. (a) 1,667 130,309 
  212,083 
Specialty Retail - 3.0%   
Aaron's, Inc. Class A 2,310 115,639 
Abercrombie & Fitch Co. Class A 2,233 48,389 
America's Car Mart, Inc. (a) 197 13,782 
American Eagle Outfitters, Inc. 5,378 113,583 
Armstrong Flooring, Inc. (a) 712 9,626 
Asbury Automotive Group, Inc. (a) 665 46,982 
Ascena Retail Group, Inc. (a) 5,845 14,320 
At Home Group, Inc. (a) 1,499 33,038 
Barnes & Noble Education, Inc. (a) 1,252 7,161 
Barnes & Noble, Inc. 2,001 12,066 
Bed Bath & Beyond, Inc. 4,487 67,709 
Big 5 Sporting Goods Corp. (b) 684 2,353 
Boot Barn Holdings, Inc. (a) 937 21,954 
Caleres, Inc. 1,405 41,925 
Camping World Holdings, Inc. (b) 1,076 15,258 
Cars.com, Inc. (a) 2,304 62,922 
Carvana Co. Class A (a)(b) 1,082 40,196 
Chico's FAS, Inc. 4,163 24,145 
Citi Trends, Inc. 407 8,339 
Conn's, Inc. (a) 650 13,611 
DSW, Inc. Class A 2,293 62,484 
Express, Inc. (a) 2,394 12,688 
Five Below, Inc. (a) 1,824 225,673 
Francesca's Holdings Corp. (a)(b) 1,141 1,008 
GameStop Corp. Class A (b) 3,332 37,785 
Genesco, Inc. (a) 659 29,774 
GNC Holdings, Inc. Class A (a) 2,732 8,333 
Group 1 Automotive, Inc. 615 37,533 
Guess?, Inc. 1,938 37,810 
Haverty Furniture Companies, Inc. 609 12,405 
Hibbett Sports, Inc. (a)(b) 628 10,262 
Hudson Ltd. (a) 1,319 16,989 
Kirkland's, Inc. (a) 508 5,192 
Lithia Motors, Inc. Class A (sub. vtg.) 741 65,912 
Lumber Liquidators Holdings, Inc. (a)(b) 942 11,323 
MarineMax, Inc. (a) 679 12,073 
Monro, Inc. 1,063 76,175 
Murphy U.S.A., Inc. (a) 1,001 73,624 
Office Depot, Inc. 18,134 53,495 
Party City Holdco, Inc. (a) 1,890 20,866 
Pier 1 Imports, Inc. 2,791 2,277 
Rent-A-Center, Inc. (a) 1,482 25,935 
RH (a) 665 90,354 
Rtw Retailwinds, Inc. (a) 1,023 3,171 
Sally Beauty Holdings, Inc. (a) 4,018 69,190 
Shoe Carnival, Inc. 355 13,092 
Signet Jewelers Ltd. 1,730 42,143 
Sleep Number Corp. (a) 1,089 39,204 
Sonic Automotive, Inc. Class A (sub. vtg.) 780 11,934 
Sportsman's Warehouse Holdings, Inc. (a) 1,263 6,492 
Tailored Brands, Inc. 1,662 20,991 
The Buckle, Inc. 963 16,727 
The Cato Corp. Class A (sub. vtg.) 737 10,944 
The Children's Place Retail Stores, Inc. 533 51,573 
The Container Store Group, Inc. (a) 539 3,859 
Tile Shop Holdings, Inc. 1,341 10,178 
Tilly's, Inc. 688 8,332 
Winmark Corp. 83 12,794 
Zumiez, Inc. (a) 616 15,653 
  1,979,245 
Textiles, Apparel & Luxury Goods - 0.8%   
Crocs, Inc. (a) 2,229 64,017 
Culp, Inc. 373 7,124 
Deckers Outdoor Corp. (a) 976 125,367 
Fossil Group, Inc. (a)(b) 1,520 25,779 
G-III Apparel Group Ltd. (a) 1,452 50,631 
J.Jill, Inc. (a) 544 3,237 
Movado Group, Inc. 524 16,742 
Oxford Industries, Inc. 559 42,808 
Rocky Brands, Inc. 232 6,220 
Steven Madden Ltd. 2,904 94,816 
Superior Group of Companies, Inc. 296 5,260 
Unifi, Inc. (a) 521 11,144 
Vera Bradley, Inc. (a) 763 6,829 
Wolverine World Wide, Inc. 3,082 105,743 
  565,717 
TOTAL CONSUMER DISCRETIONARY  8,046,004 
CONSUMER STAPLES - 2.8%   
Beverages - 0.3%   
Boston Beer Co., Inc. Class A (a) 276 68,768 
Castle Brands, Inc. (a) 3,119 2,636 
Celsius Holdings, Inc. (a) 737 3,014 
Coca-Cola Bottling Co. Consolidated 156 33,665 
Craft Brew Alliance, Inc. (a) 415 6,831 
MGP Ingredients, Inc. (b) 442 31,731 
National Beverage Corp. 392 32,865 
Primo Water Corp. (a) 1,104 14,385 
  193,895 
Food & Staples Retailing - 0.6%   
Andersons, Inc. 899 31,510 
BJ's Wholesale Club Holdings, Inc. 2,431 63,960 
Chefs' Warehouse Holdings (a) 726 23,319 
Ingles Markets, Inc. Class A 475 13,557 
Natural Grocers by Vitamin Cottage, Inc. (a)(b) 297 4,057 
Performance Food Group Co. (a) 3,396 116,007 
PriceSmart, Inc. 732 44,835 
Rite Aid Corp. (a)(b) 36,668 29,455 
Smart & Final Stores, Inc. (a) 758 4,571 
SpartanNash Co. 1,186 24,610 
United Natural Foods, Inc. (a) 1,696 22,218 
Village Super Market, Inc. Class A 283 7,610 
Weis Markets, Inc. 319 15,478 
  401,187 
Food Products - 1.2%   
Alico, Inc. 110 3,256 
B&G Foods, Inc. Class A (b) 2,190 58,385 
Cal-Maine Foods, Inc. 1,038 43,783 
Calavo Growers, Inc. 529 43,039 
Darling International, Inc. (a) 5,463 116,198 
Dean Foods Co. 3,038 12,668 
Farmer Brothers Co. (a) 331 8,143 
Fresh Del Monte Produce, Inc. 1,011 32,332 
Freshpet, Inc. (a) 880 31,654 
Hostess Brands, Inc. Class A (a) 3,288 37,779 
J&J Snack Foods Corp. 500 77,175 
John B. Sanfilippo & Son, Inc. 287 19,588 
Lancaster Colony Corp. 631 100,373 
Landec Corp. (a) 891 11,307 
Limoneira Co. 491 10,817 
nLIGHT, Inc. (a) 754 14,741 
Sanderson Farms, Inc. 681 83,831 
Seneca Foods Corp. Class A (a) 244 6,978 
The Simply Good Foods Co. (a) 2,014 39,857 
Tootsie Roll Industries, Inc. (b) 542 18,780 
  770,684 
Household Products - 0.2%   
Central Garden & Pet Co. (a) 421 16,507 
Central Garden & Pet Co. Class A (non-vtg.) (a) 1,272 45,309 
Funko, Inc. (a) 350 6,073 
Oil-Dri Corp. of America 164 4,353 
WD-40 Co. 456 82,878 
  155,120 
Personal Products - 0.3%   
Edgewell Personal Care Co. (a) 1,794 70,773 
elf Beauty, Inc. (a)(b) 721 6,056 
Inter Parfums, Inc. 578 38,414 
MediFast, Inc. 390 49,624 
Natural Health Trends Corp. (b) 244 3,999 
Nature's Sunshine Products, Inc. (a) 285 2,280 
Revlon, Inc. (a)(b) 271 7,100 
USANA Health Sciences, Inc. (a) 426 49,885 
  228,131 
Tobacco - 0.2%   
22nd Century Group, Inc. (a)(b) 3,818 8,552 
Pyxus International, Inc. (a)(b) 277 4,496 
Turning Point Brands, Inc. 265 9,384 
Universal Corp. 821 47,372 
Vector Group Ltd. 3,469 38,159 
  107,963 
TOTAL CONSUMER STAPLES  1,856,980 
ENERGY - 3.5%   
Energy Equipment & Services - 1.1%   
ACM Research, Inc. (a)(b) 270 2,514 
Archrock, Inc. 4,224 39,875 
Basic Energy Services, Inc. (a) 614 2,917 
Bristow Group, Inc. (a)(b) 1,054 3,468 
C&J Energy Services, Inc. (a) 2,250 36,158 
Carbo Ceramics, Inc. (a)(b) 881 3,550 
Dawson Geophysical Co. 705 2,757 
Diamond Offshore Drilling, Inc. (a)(b) 2,153 23,532 
Dril-Quip, Inc. (a) 1,206 45,153 
Era Group, Inc. (a) 651 6,132 
Exterran Corp. (a) 1,063 18,454 
Forum Energy Technologies, Inc. (a) 2,645 12,987 
Frank's International NV (a)(b) 2,464 14,020 
FTS International, Inc. (a) 1,077 8,778 
Helix Energy Solutions Group, Inc. (a) 4,675 31,930 
Independence Contract Drilling, Inc. (a) 1,596 5,458 
ION Geophysical Corp. (a) 344 3,086 
Key Energy Services, Inc. (a) 313 523 
KLX Energy Services Holdings, Inc. (a) 674 17,564 
Liberty Oilfield Services, Inc. Class A 1,472 22,389 
Mammoth Energy Services, Inc. 416 9,206 
Matrix Service Co. (a) 874 18,747 
McDermott International, Inc. (a) 5,975 52,700 
Natural Gas Services Group, Inc. (a) 401 6,621 
NCS Multistage Holdings, Inc. (a) 318 1,800 
Newpark Resources, Inc. (a) 2,966 24,647 
Noble Corp. (a) 8,205 27,077 
Nuverra Environmental Solutions, Inc. (a) 41 554 
Oceaneering International, Inc. (a) 3,285 51,542 
Oil States International, Inc. (a) 1,982 34,130 
PHI, Inc. (non-vtg.) (a) 395 1,296 
Pioneer Energy Services Corp. (a) 2,605 3,855 
Profire Energy, Inc. (a) 791 1,321 
Quintana Energy Services, Inc. (a) 185 895 
RigNet, Inc. (a) 471 6,293 
Rowan Companies PLC (a) 4,293 52,332 
SEACOR Holdings, Inc. (a) 567 23,468 
SEACOR Marine Holdings, Inc. (a) 540 7,155 
Smart Sand, Inc. (a)(b) 721 1,831 
Solaris Oilfield Infrastructure, Inc. Class A 882 13,265 
Superior Energy Services, Inc. (a) 5,085 19,882 
TETRA Technologies, Inc. (a) 4,083 8,697 
Tidewater, Inc. (a) 939 20,207 
U.S. Silica Holdings, Inc. (b) 2,615 35,250 
Unit Corp. (a) 1,746 27,866 
  751,882 
Oil, Gas & Consumable Fuels - 2.4%   
Abraxas Petroleum Corp. (a) 5,158 6,138 
Adams Resources & Energy, Inc. 72 2,853 
Alta Mesa Resources, Inc. Class A (a)(b) 3,360 3,219 
Approach Resources, Inc. (a)(b) 1,366 1,316 
Arch Coal, Inc. 582 51,292 
Ardmore Shipping Corp. (a) 1,084 6,146 
Berry Petroleum Corp. 437 5,152 
Bonanza Creek Energy, Inc. (a) 626 14,429 
California Resources Corp. (a) 1,512 30,467 
Callon Petroleum Co. (a) 7,838 63,801 
Carrizo Oil & Gas, Inc. (a) 2,919 35,845 
Clean Energy Fuels Corp. (a) 4,573 8,689 
Cloud Peak Energy, Inc. (a) 2,203 822 
CONSOL Energy, Inc. (a) 933 33,149 
CVR Energy, Inc. 611 24,532 
Delek U.S. Holdings, Inc. 2,720 88,427 
Denbury Resources, Inc. (a) 15,323 31,106 
DHT Holdings, Inc. 3,055 12,373 
Dorian Lpg Ltd. (a) 908 4,976 
Earthstone Energy, Inc. (a) 848 5,113 
Eclipse Resources Corp. (a) 2,933 3,373 
Energy Fuels, Inc. (a)(b) 2,855 8,192 
EP Energy Corp. (a) 1,267 873 
Evolution Petroleum Corp. 831 6,208 
Frontline Ltd. (NY Shares) (a)(b) 2,558 13,174 
GasLog Ltd. 1,354 24,277 
Golar LNG Ltd. 3,210 71,487 
Goodrich Petroleum Corp. (a) 295 4,036 
Green Plains, Inc. 1,300 18,473 
Gulfport Energy Corp. (a) 5,832 48,930 
Halcon Resources Corp. (a) 4,369 7,165 
Hallador Energy Co. 554 3,138 
Highpoint Resources, Inc. (a) 3,599 10,077 
International Seaways, Inc. (a) 729 13,209 
Isramco, Inc. (a) 27 3,005 
Jagged Peak Energy, Inc. (a) 2,112 22,239 
Laredo Petroleum, Inc. (a) 5,145 19,551 
Lilis Energy, Inc. (a) 1,404 3,047 
Matador Resources Co. (a) 3,602 70,239 
Midstates Petroleum Co., Inc. (a) 478 4,627 
NACCO Industries, Inc. Class A 124 4,226 
Nextdecade Corp. (a) 242 883 
Nine Energy Service, Inc. (a) 495 11,870 
Nordic American Tanker Shipping Ltd. 4,623 9,477 
Northern Oil & Gas, Inc. (a) 6,457 16,336 
Oasis Petroleum, Inc. (a) 8,978 54,048 
Overseas Shipholding Group, Inc. (a) 1,888 3,417 
Panhandle Royalty Co. Class A 508 8,128 
Par Pacific Holdings, Inc. (a) 1,027 16,699 
PDC Energy, Inc. (a) 2,218 72,240 
Peabody Energy Corp. 2,614 93,320 
Penn Virginia Corp. (a) 412 21,614 
Ramaco Resources, Inc. (a) 180 1,091 
Renewable Energy Group, Inc. (a) 1,232 35,605 
Resolute Energy Corp. (a)(b) 725 23,729 
Rex American Resources Corp. (a) 185 13,492 
Ring Energy, Inc. (a) 1,893 11,131 
Sanchez Energy Corp. (a) 2,552 669 
SandRidge Energy, Inc. (a) 990 8,207 
Scorpio Tankers, Inc. 1,524 28,545 
SemGroup Corp. Class A 2,685 43,014 
Ship Finance International Ltd. (NY Shares) 2,651 32,236 
SilverBow Resources, Inc. (a) 233 5,664 
Southwestern Energy Co. (a) 19,646 85,853 
SRC Energy, Inc. (a) 8,050 39,606 
Talos Energy, Inc. (a) 666 12,721 
Teekay Corp. 2,272 7,975 
Teekay Tankers Ltd. (b) 6,209 6,209 
Tellurian, Inc. (a)(b) 2,832 28,320 
Ultra Petroleum Corp. (a)(b) 5,211 3,752 
Uranium Energy Corp. (a)(b) 5,686 7,392 
W&T Offshore, Inc. (a) 3,085 15,548 
WildHorse Resource Development Corp. (a)(b) 904 15,341 
World Fuel Services Corp. 2,236 55,654 
Zion Oil & Gas, Inc. (a) 1,620 788 
  1,579,965 
TOTAL ENERGY  2,331,847 
FINANCIALS - 17.8%   
Banks - 9.5%   
1st Constitution Bancorp 246 4,777 
1st Source Corp. 517 23,472 
Access National Corp. 514 12,136 
ACNB Corp. 229 8,336 
Allegiance Bancshares, Inc. (a) 435 15,625 
Amalgamated Bank 402 7,212 
American National Bankshares, Inc. 272 8,889 
Ameris Bancorp 1,411 53,547 
Ames National Corp. 288 7,240 
Arrow Financial Corp. 405 12,899 
Atlantic Capital Bancshares, Inc. (a) 845 15,278 
Auburn National Bancorp., Inc. 82 2,670 
Banc of California, Inc. 1,429 20,835 
BancFirst Corp. 596 31,993 
Bancorp, Inc., Delaware (a) 1,671 14,170 
BancorpSouth Bank 3,131 91,363 
Bank of Commerce Holdings 524 5,602 
Bank of Marin Bancorp 451 18,915 
Bank7 Corp. 110 1,715 
Bankwell Financial Group, Inc. 204 5,896 
Banner Corp. 1,088 59,340 
Bar Harbor Bankshares 506 12,109 
BayCom Corp. 336 7,258 
BCB Bancorp, Inc. 458 5,377 
Berkshire Hills Bancorp, Inc. 1,455 39,649 
Blue Hills Bancorp, Inc. 770 18,203 
Boston Private Financial Holdings, Inc. 2,759 32,004 
Bridge Bancorp, Inc. 539 16,596 
Bridgewater Bancshares, Inc. (a) 772 8,608 
Brookline Bancorp, Inc., Delaware 2,669 39,688 
Bryn Mawr Bank Corp. 653 24,154 
Business First Bancshares, Inc. 358 8,259 
Byline Bancorp, Inc. (a) 530 10,012 
C & F Financial Corp. 109 5,448 
Cadence Bancorp Class A 4,009 75,169 
Cambridge Bancorp 123 9,360 
Camden National Corp. 504 20,422 
Capital Bancorp, Inc. 220 2,585 
Capital City Bank Group, Inc. 377 9,048 
Capstar Financial Holdings, Inc. 269 4,291 
Carolina Financial Corp. 695 24,061 
Cathay General Bancorp 2,563 95,139 
CB Financial Services, Inc. 162 3,912 
CBTX, Inc. 623 20,092 
Centerstate Banks of Florida, Inc. 3,043 75,466 
Central Pacific Financial Corp. 942 26,969 
Central Valley Community Bancorp 378 7,473 
Century Bancorp, Inc. Class A (non-vtg.) 94 7,297 
Chemical Financial Corp. 2,374 105,548 
Chemung Financial Corp. 112 4,695 
Citizens & Northern Corp. 397 9,953 
City Holding Co. 535 38,349 
Civista Bancshares, Inc. 450 8,429 
CNB Financial Corp., Pennsylvania 480 12,130 
Coastal Financial Corp. of Washington (a) 207 3,078 
Codorus Valley Bancorp, Inc. 300 6,630 
Columbia Banking Systems, Inc. 2,432 89,376 
Community Bank System, Inc. 1,674 100,356 
Community Bankers Trust Corp. (a) 724 5,401 
Community Financial Corp. 158 4,669 
Community Trust Bancorp, Inc. 510 20,711 
ConnectOne Bancorp, Inc. 996 19,920 
County Bancorp, Inc. 177 3,028 
Customers Bancorp, Inc. (a) 976 19,198 
CVB Financial Corp. 3,713 81,352 
Eagle Bancorp, Inc. (a) 1,065 58,447 
Enterprise Bancorp, Inc. 339 10,967 
Enterprise Financial Services Corp. 758 33,451 
Equity Bancshares, Inc. (a) 444 14,097 
Esquire Financial Holdings, Inc. (a) 198 4,303 
Evans Bancorp, Inc. 158 5,530 
Farmers & Merchants Bancorp, Inc. 297 9,364 
Farmers National Banc Corp. 828 10,739 
Fidelity D & D Bancorp, Inc. 95 5,606 
Fidelity Southern Corp. 733 22,327 
Financial Institutions, Inc. 509 13,651 
First Bancorp, North Carolina 973 35,777 
First Bancorp, Puerto Rico 7,167 76,329 
First Bancshares, Inc. 407 13,191 
First Bank Hamilton New Jersey 545 6,126 
First Busey Corp. 1,421 35,184 
First Business Finance Services, Inc. 280 5,779 
First Choice Bancorp 293 6,332 
First Commonwealth Financial Corp. 3,433 46,689 
First Community Bankshares, In 525 18,008 
First Community Corp. 245 5,023 
First Financial Bancorp, Ohio 3,173 83,545 
First Financial Bankshares, Inc. 2,169 132,526 
First Financial Corp., Indiana 398 16,505 
First Financial Northwest, Inc. 279 4,227 
First Foundation, Inc. 1,263 18,351 
First Guaranty Bancshares, Inc. 168 3,651 
First Internet Bancorp 324 6,480 
First Interstate Bancsystem, Inc. 1,083 42,150 
First Merchants Corp. 1,637 59,963 
First Mid-Illinois Bancshares, Inc. 417 13,586 
First Midwest Bancorp, Inc., Delaware 3,509 77,268 
First Northwest Bancorp 324 4,947 
First of Long Island Corp. 816 16,908 
First Savings Financial Group, Inc. 63 3,158 
First United Corp. 226 3,661 
Flushing Financial Corp. 900 19,962 
Franklin Financial Network, Inc. 428 13,640 
Fulton Financial Corp. 5,733 92,015 
FVCBankcorp, Inc. 61 1,068 
German American Bancorp, Inc. 752 21,996 
Glacier Bancorp, Inc. 2,827 119,243 
Great Southern Bancorp, Inc. 367 19,576 
Great Western Bancorp, Inc. 2,020 71,286 
Guaranty Bancshares, Inc. Texas 255 7,650 
Hancock Whitney Corp. 2,833 116,380 
Hanmi Financial Corp. 1,051 23,048 
HarborOne Bancorp, Inc. (a) 481 7,302 
Heartland Financial U.S.A., Inc. 967 43,863 
Heritage Commerce Corp. 1,331 17,662 
Heritage Financial Corp., Washington 1,241 38,446 
Hilltop Holdings, Inc. 2,395 44,092 
Home Bancshares, Inc. 5,296 96,970 
HomeTrust Bancshares, Inc. 572 15,444 
Hope Bancorp, Inc. 4,126 59,043 
Horizon Bancorp, Inc. Indiana 1,330 21,466 
Howard Bancorp, Inc. (a) 427 5,478 
IBERIABANK Corp. 1,844 136,253 
Independent Bank Corp. 728 16,132 
Independent Bank Corp., Massachusetts 906 72,281 
Independent Bank Group, Inc. 1,088 57,403 
International Bancshares Corp. 1,830 64,910 
Investar Holding Corp. 296 6,826 
Investors Bancorp, Inc. 8,039 97,593 
Lakeland Bancorp, Inc. 1,626 25,447 
Lakeland Financial Corp. 805 36,249 
LCNB Corp. 293 4,835 
LegacyTexas Financial Group, Inc. 1,585 63,146 
Live Oak Bancshares, Inc. 850 11,815 
Luther Burbank Corp. 662 6,256 
Macatawa Bank Corp. 868 8,472 
MB Financial, Inc. 2,764 122,666 
MBT Financial Corp. 609 6,096 
Mercantile Bank Corp. 590 19,588 
Merchants Bancorp/IN 533 10,431 
Metropolitan Bank Holding Corp. (a) 216 7,560 
Mid Penn Bancorp, Inc. 162 3,750 
Middlefield Banc Corp. 104 4,447 
Midland States Bancorp, Inc. 699 16,853 
Midsouth Bancorp, Inc. 702 8,017 
MidWestOne Financial Group, Inc. 372 10,308 
MutualFirst Financial, Inc. 190 5,510 
MVB Financial Corp. 282 4,749 
National Bank Holdings Corp. 947 30,266 
National Bankshares, Inc. 225 7,814 
National Commerce Corp. (a) 594 24,185 
NBT Bancorp, Inc. 1,414 50,367 
Nicolet Bankshares, Inc. (a) 277 15,149 
Northeast Bancorp 248 4,891 
Northrim Bancorp, Inc. 271 8,978 
Norwood Financial Corp. 189 5,541 
Oak Valley Bancorp Oakdale California 230 4,060 
OFG Bancorp 1,458 28,256 
Ohio Valley Banc Corp. 136 4,880 
Old Line Bancshares, Inc. 514 13,883 
Old National Bancorp, Indiana 5,087 82,104 
Old Second Bancorp, Inc. 953 13,371 
OP Bancorp 438 3,986 
Opus Bank 646 13,501 
Origin Bancorp, Inc. 581 19,795 
Orrstown Financial Services, Inc. 249 4,689 
Pacific City Financial Corp. 390 6,416 
Pacific Mercantile Bancorp (a) 527 4,142 
Pacific Premier Bancorp, Inc. 1,515 45,071 
Park National Corp. 456 42,873 
Parke Bancorp, Inc. 233 4,571 
PCSB Financial Corp. 548 11,130 
Peapack-Gladstone Financial Corp. 597 15,934 
Penns Woods Bancorp, Inc. 152 5,370 
People's Utah Bancorp 513 15,082 
Peoples Bancorp of North Carolina 156 4,056 
Peoples Bancorp, Inc. 573 18,336 
Peoples Financial Services Corp. 230 9,485 
Preferred Bank, Los Angeles 462 21,511 
Premier Financial Bancorp, Inc. 397 5,665 
QCR Holdings, Inc. 426 14,595 
Reliant Bancorp, Inc. 356 7,654 
Renasant Corp. 1,627 57,791 
Republic Bancorp, Inc., Kentucky Class A 320 13,341 
Republic First Bancorp, Inc. (a) 1,429 8,431 
S&T Bancorp, Inc. 1,143 43,914 
Sandy Spring Bancorp, Inc. 1,193 38,904 
SB One Bancorp 248 5,431 
Seacoast Banking Corp., Florida (a) 1,530 42,106 
Select Bancorp, Inc. New (a) 508 6,147 
ServisFirst Bancshares, Inc. 1,543 52,076 
Shore Bancshares, Inc. 410 6,109 
Sierra Bancorp 460 12,236 
Simmons First National Corp. Class A 3,011 74,492 
SmartFinancial, Inc. (a) 377 7,276 
South State Corp. 1,235 81,942 
Southern First Bancshares, Inc. (a) 233 8,386 
Southern National Bancorp of Virginia, Inc. 646 9,742 
Southside Bancshares, Inc. 1,106 36,487 
Spirit of Texas Bancshares, Inc. (a) 312 6,870 
Stock Yards Bancorp, Inc. 717 24,787 
Summit Financial Group, Inc. 362 8,518 
The Bank of NT Butterfield & Son Ltd. 1,817 63,686 
The Bank of Princeton 195 5,760 
The First Bancorp, Inc. 330 8,537 
Tompkins Financial Corp. 489 35,961 
TowneBank 2,241 58,176 
Trico Bancshares 843 31,798 
TriState Capital Holdings, Inc. (a) 818 16,654 
Triumph Bancorp, Inc. (a) 796 24,246 
Trustmark Corp. 2,213 69,776 
UMB Financial Corp. 1,507 96,991 
Union Bankshares Corp. 2,172 68,548 
Union Bankshares, Inc. 130 6,195 
United Bankshares, Inc., West Virginia 3,318 117,358 
United Community Bank, Inc. 2,603 66,949 
United Security Bancshares, California 443 4,545 
Unity Bancorp, Inc. 260 5,151 
Univest Corp. of Pennsylvania 943 22,151 
Valley National Bancorp 10,717 108,349 
Veritex Holdings, Inc. 1,513 40,034 
Washington Trust Bancorp, Inc. 499 25,968 
WesBanco, Inc. 1,730 70,255 
West Bancorp., Inc. 528 11,373 
Westamerica Bancorp. 857 53,700 
  6,295,205 
Capital Markets - 1.2%   
Arlington Asset Investment Corp. 953 8,215 
Artisan Partners Asset Management, Inc. 1,595 37,195 
Ashford, Inc. 21 1,365 
Associated Capital Group, Inc. 80 3,391 
B. Riley Financial, Inc. 684 10,431 
Blucora, Inc. (a) 1,587 46,832 
Cohen & Steers, Inc. 742 27,921 
Cowen Group, Inc. Class A (a)(b) 928 15,006 
Diamond Hill Investment Group, Inc. 108 16,740 
Federated Investors, Inc. Class B (non-vtg.) 3,233 84,478 
Gain Capital Holdings, Inc. (b) 897 5,804 
GAMCO Investors, Inc. Class A 154 3,072 
Greenhill & Co., Inc. 593 14,861 
Hamilton Lane, Inc. Class A 560 20,311 
Houlihan Lokey 1,131 50,035 
INTL FCStone, Inc. (a) 511 19,536 
Investment Technology Group, Inc. 1,095 33,135 
Ladenburg Thalmann Financial Services, Inc. 3,368 9,700 
Moelis & Co. Class A 1,489 65,144 
OM Asset Management Ltd. 2,737 33,857 
Oppenheimer Holdings, Inc. Class A (non-vtg.) 315 8,483 
Piper Jaffray Companies 476 32,858 
PJT Partners, Inc. 666 28,958 
Pzena Investment Management, Inc. 568 4,976 
Rosehill Resources, Inc. (a) 82 285 
Safeguard Scientifics, Inc. (a) 641 6,083 
Siebert Financial Corp. (a) 254 2,809 
Silvercrest Asset Management Group Class A 273 3,636 
Stifel Financial Corp. 2,323 111,202 
Value Line, Inc. 37 794 
Virtus Investment Partners, Inc. 229 20,603 
Waddell & Reed Financial, Inc. Class A 2,590 44,341 
Westwood Holdings Group, Inc. 277 10,144 
WisdomTree Investments, Inc. 3,885 26,030 
  808,231 
Consumer Finance - 0.7%   
CURO Group Holdings Corp. (a) 385 4,813 
Elevate Credit, Inc. (a) 661 2,941 
Encore Capital Group, Inc. (a)(b) 865 25,552 
Enova International, Inc. (a) 1,139 26,254 
EZCORP, Inc. (non-vtg.) Class A (a)(b) 1,666 15,527 
First Cash Financial Services, Inc. 1,454 119,853 
Green Dot Corp. Class A (a) 1,614 119,468 
LendingClub Corp. (a) 10,645 33,958 
Nelnet, Inc. Class A 617 32,454 
PRA Group, Inc. (a) 1,492 44,029 
Regional Management Corp. (a) 304 8,354 
World Acceptance Corp. (a) 204 21,153 
  454,356 
Diversified Financial Services - 0.4%   
Acushnet Holdings Corp. 1,146 26,347 
Banco Latinoamericano de Comercio Exterior SA Series E 1,020 19,156 
Cannae Holdings, Inc. (a) 2,330 45,062 
Columbia Financial, Inc. 1,634 24,200 
Donnelley Financial Solutions, Inc. (a) 1,127 16,499 
FB Financial Corp. 543 17,962 
FGL Holdings Class A (a) 4,877 38,577 
Focus Financial Partners, Inc. Class A 626 17,603 
Granite Point Mortgage Trust, Inc. 1,421 27,738 
Level One Bancorp, Inc. 171 4,155 
Marlin Business Services Corp. 284 6,302 
On Deck Capital, Inc. (a) 1,704 12,814 
Pennymac Financial Services, Inc. 661 13,669 
RBB Bancorp 455 8,486 
Senseonics Holdings, Inc. (a)(b) 2,870 7,204 
  285,774 
Insurance - 2.7%   
AMBAC Financial Group, Inc. (a) 1,515 28,664 
American Equity Investment Life Holding Co. 2,989 93,615 
Amerisafe, Inc. 636 37,785 
Argo Group International Holdings, Ltd. 1,081 72,146 
Citizens, Inc. Class A (a) 1,658 11,755 
CNO Financial Group, Inc. 5,464 97,696 
Crawford & Co. Class B 391 3,773 
Donegal Group, Inc. Class A 304 4,004 
eHealth, Inc. (a) 628 38,408 
EMC Insurance Group 307 10,094 
Employers Holdings, Inc. 1,076 45,590 
Enstar Group Ltd. (a) 401 71,378 
FBL Financial Group, Inc. Class A 327 22,962 
Fednat Holding Co. 386 6,990 
Genworth Financial, Inc. Class A (a) 16,838 81,496 
Global Indemnity Ltd. 280 9,212 
Goosehead Insurance 325 9,341 
Greenlight Capital Re, Ltd. (a)(b) 940 9,748 
Hallmark Financial Services, Inc. (a) 442 4,287 
HCI Group, Inc. 248 11,750 
Health Insurance Innovations, Inc. (a)(b) 434 16,640 
Heritage Insurance Holdings, Inc. 664 9,641 
Horace Mann Educators Corp. 1,375 57,269 
Independence Holding Co. 158 5,650 
Investors Title Co. 46 7,946 
James River Group Holdings Ltd. 863 33,286 
Kemper Corp. 1,760 132,317 
Kingstone Companies, Inc. 304 5,001 
Kinsale Capital Group, Inc. 653 37,874 
Maiden Holdings Ltd. 2,168 2,797 
MBIA, Inc. (a) 2,949 28,340 
National General Holdings Corp. 2,161 52,188 
National Western Life Group, Inc. 76 23,051 
Navigators Group, Inc. 691 48,232 
NI Holdings, Inc. (a) 313 4,695 
Primerica, Inc. 1,439 161,700 
ProAssurance Corp. 1,771 75,551 
Protective Insurance Corp. Class B 312 5,750 
RLI Corp. 1,309 86,407 
Safety Insurance Group, Inc. 489 40,250 
Selective Insurance Group, Inc. 1,936 117,941 
State Auto Financial Corp. 557 18,938 
Stewart Information Services Corp. 777 34,538 
Third Point Reinsurance Ltd. (a) 2,464 25,897 
Tiptree, Inc. 857 5,099 
Trupanion, Inc. (a)(b) 845 22,435 
United Fire Group, Inc. 704 36,608 
United Insurance Holdings Corp. 687 11,212 
Universal Insurance Holdings, Inc. 1,058 39,908 
  1,817,855 
Mortgage Real Estate Investment Trusts - 1.0%   
AG Mortgage Investment Trust, Inc. 909 16,380 
Anworth Mortgage Asset Corp. 3,856 17,236 
Apollo Commercial Real Estate Finance, Inc. 4,089 74,420 
Arbor Realty Trust, Inc. 2,199 26,300 
Ares Commercial Real Estate Corp. 875 12,600 
Armour Residential REIT, Inc. 1,432 30,101 
Blackstone Mortgage Trust, Inc. 3,719 128,268 
Capstead Mortgage Corp. 2,966 21,859 
Cherry Hill Mortgage Investment Corp. 526 9,731 
Dynex Capital, Inc. 1,888 11,366 
Exantas Capital Corp. 1,014 10,718 
Great Ajax Corp. 672 8,676 
Invesco Mortgage Capital, Inc. 3,694 59,473 
KKR Real Estate Finance Trust, Inc. 698 14,393 
Ladder Capital Corp. Class A 3,070 53,142 
New York Mortgage Trust, Inc. 5,140 32,279 
Orchid Island Capital, Inc. 1,701 11,805 
PennyMac Mortgage Investment Trust 1,988 40,237 
Redwood Trust, Inc. 2,719 43,857 
TPG RE Finance Trust, Inc. 1,152 22,844 
Western Asset Mortgage Capital Corp. 1,516 14,493 
ZAIS Financial Corp. 653 10,213 
  670,391 
Real Estate Management & Development - 0.0%   
The RMR Group, Inc. 236 15,578 
Thrifts & Mortgage Finance - 2.3%   
Axos Financial, Inc. (a) 1,976 59,991 
BankFinancial Corp. 520 7,800 
Beneficial Bancorp, Inc. 2,255 35,155 
BSB Bancorp, Inc. (a) 274 8,839 
Capitol Federal Financial, Inc. 4,278 55,058 
Dime Community Bancshares, Inc. 1,045 20,607 
Entegra Financial Corp. (a) 223 5,209 
ESSA Bancorp, Inc. 314 4,729 
Essent Group Ltd. (a) 3,202 127,280 
Farmer Mac Class C (non-vtg.) 298 21,084 
First Defiance Financial Corp. 714 20,121 
Flagstar Bancorp, Inc. 979 30,202 
FS Bancorp, Inc. 125 6,069 
Greene County Bancorp, Inc. 104 3,169 
Hingham Institution for Savings 43 7,951 
Home Bancorp, Inc. 255 9,017 
HomeStreet, Inc. (a) 833 20,384 
Impac Mortgage Holdings, Inc. (a)(b) 307 1,078 
Kearny Financial Corp. 3,038 39,008 
LendingTree, Inc. (a)(b) 266 78,826 
Malvern Bancorp, Inc. (a) 248 5,188 
Meridian Bancorp, Inc. Maryland 1,578 24,988 
Meta Financial Group, Inc. 923 21,737 
MGIC Investment Corp. (a) 12,063 150,546 
NMI Holdings, Inc. (a) 2,103 46,266 
Northfield Bancorp, Inc. 1,532 21,923 
Northwest Bancshares, Inc. 3,170 55,919 
OceanFirst Financial Corp. 1,626 39,040 
Oconee Federal Financial Corp. 66 1,726 
Ocwen Financial Corp. (a) 3,827 6,429 
Oritani Financial Corp. 1,321 22,272 
PDL Community Bancorp (a) 289 3,737 
Provident Bancorp, Inc. (a) 139 3,143 
Provident Financial Services, Inc. 2,057 50,828 
Prudential Bancorp, Inc. 291 5,308 
Radian Group, Inc. 7,203 138,586 
Riverview Bancorp, Inc. 696 5,185 
SI Financial Group, Inc. 479 6,170 
Southern Missouri Bancorp, Inc. 230 8,098 
Sterling Bancorp, Inc. 730 6,278 
Territorial Bancorp, Inc. 248 6,840 
Timberland Bancorp, Inc. 216 6,074 
Trustco Bank Corp., New York 3,056 23,715 
United Community Financial Corp. 1,596 15,130 
United Financial Bancorp, Inc. New 1,687 24,984 
Walker & Dunlop, Inc. 923 44,369 
Washington Federal, Inc. 2,773 80,667 
Waterstone Financial, Inc. 822 12,905 
Westfield Financial, Inc. 852 7,881 
WMI Holdings Corp. (a) 2,485 38,244 
WSFS Financial Corp. 1,003 42,297 
  1,488,050 
TOTAL FINANCIALS  11,835,440 
HEALTH CARE - 15.6%   
Biotechnology - 6.3%   
Abeona Therapeutics, Inc. (a) 1,024 6,953 
ACADIA Pharmaceuticals, Inc. (a) 3,281 74,741 
Acceleron Pharma, Inc. (a) 1,302 55,205 
Achaogen, Inc. (a)(b) 962 1,453 
Achillion Pharmaceuticals, Inc. (a) 4,514 9,886 
Acorda Therapeutics, Inc. (a) 1,456 24,213 
Adamas Pharmaceuticals, Inc. (a) 728 6,552 
ADMA Biologics, Inc. (a) 618 1,823 
Aduro Biotech, Inc. (a) 2,085 6,213 
Adverum Biotechnologies, Inc. (a) 1,780 5,660 
Aeglea BioTherapeutics, Inc. (a) 665 6,078 
Agenus, Inc. (a) 2,858 9,631 
AgeX Therapeutics, Inc. (a)(b) 314 1,215 
Aimmune Therapeutics, Inc. (a) 1,451 34,128 
Akebia Therapeutics, Inc. (a) 2,836 15,626 
Albireo Pharma, Inc. (a) 298 7,748 
Alder Biopharmaceuticals, Inc. (a) 1,944 27,372 
Aldeyra Therapeutics, Inc. (a) 695 6,123 
Allakos, Inc. (a) 280 11,186 
Allena Pharmaceuticals, Inc. (a) 370 2,594 
Allogene Therapeutics, Inc. (b) 707 21,443 
AMAG Pharmaceuticals, Inc. (a) 1,131 18,514 
Amicus Therapeutics, Inc. (a)(b) 6,315 76,033 
AnaptysBio, Inc. (a) 701 46,490 
Apellis Pharmaceuticals, Inc. (a) 1,192 16,688 
Aptinyx, Inc. 437 2,334 
Arbutus Biopharma Corp. (a) 1,170 4,317 
Arcus Biosciences, Inc. 1,048 10,658 
Ardelyx, Inc. (a) 1,369 2,875 
Arena Pharmaceuticals, Inc. (a) 1,655 76,080 
ArQule, Inc. (a) 3,584 13,261 
Array BioPharma, Inc. (a) 6,938 129,532 
Arrowhead Pharmaceuticals, Inc. (a)(b) 2,907 41,047 
Arsanis, Inc. (a) 179 489 
Atara Biotherapeutics, Inc. (a) 1,406 53,428 
Athersys, Inc. (a)(b) 4,483 7,128 
Audentes Therapeutics, Inc. (a) 1,242 30,802 
AVEO Pharmaceuticals, Inc. (a)(b) 3,503 2,450 
Avid Bioservices, Inc. (a) 1,651 6,356 
AVROBIO, Inc. 194 2,417 
Bellicum Pharmaceuticals, Inc. (a) 1,279 4,221 
BioCryst Pharmaceuticals, Inc. (a) 3,626 31,474 
Biohaven Pharmaceutical Holding Co. Ltd. (a) 944 35,957 
Biospecifics Technologies Corp. (a) 189 12,281 
BioTime, Inc. (b) 2,809 3,961 
Blueprint Medicines Corp. (a) 1,378 99,340 
Calithera Biosciences, Inc. (a) 1,022 4,558 
Calyxt, Inc. (a)(b) 191 2,535 
Cara Therapeutics, Inc. (a)(b) 1,077 16,424 
CareDx, Inc. (a) 1,173 32,879 
CASI Pharmaceuticals, Inc. (a)(b) 1,631 5,643 
Catalyst Biosciences, Inc. (a) 395 3,472 
Catalyst Pharmaceutical Partners, Inc. (a) 3,147 7,930 
Celcuity, Inc. (a) 192 4,266 
Cellular Biomedicine Group, Inc. (a) 378 6,717 
ChemoCentryx, Inc. (a) 751 9,192 
Chimerix, Inc. (a) 2,340 5,452 
Clovis Oncology, Inc. (a) 1,582 40,120 
CohBar, Inc. (a)(b) 789 2,588 
Coherus BioSciences, Inc. (a) 1,719 23,138 
Concert Pharmaceuticals, Inc. (a) 710 10,047 
Constellation Pharmaceuticals, Inc. 118 853 
Corbus Pharmaceuticals Holdings, Inc. (a)(b) 1,669 12,618 
Corvus Pharmaceuticals, Inc. (a) 448 1,788 
Crinetics Pharmaceuticals, Inc. (a)(b) 228 5,992 
CTI BioPharma Corp. (a) 1,635 1,946 
Cue Biopharma, Inc. (a)(b) 560 2,862 
Cytokinetics, Inc. (a) 1,504 10,573 
CytomX Therapeutics, Inc. (a) 1,484 25,198 
Deciphera Pharmaceuticals, Inc. (a) 287 7,712 
Denali Therapeutics, Inc. (a) 1,564 29,810 
Dicerna Pharmaceuticals, Inc. (a) 1,797 18,527 
Dynavax Technologies Corp. (a)(b) 2,082 22,944 
Eagle Pharmaceuticals, Inc. (a) 349 14,749 
Editas Medicine, Inc. (a) 1,532 33,290 
Eidos Therapeutics, Inc. (b) 230 2,808 
Emergent BioSolutions, Inc. (a) 1,536 95,831 
Enanta Pharmaceuticals, Inc. (a) 556 44,163 
Epizyme, Inc. (a) 1,991 20,348 
Equillium, Inc. 161 1,415 
Esperion Therapeutics, Inc. (a) 764 35,488 
Evelo Biosciences, Inc. (b) 452 4,059 
Fate Therapeutics, Inc. (a) 2,026 30,674 
Fennec Pharmaceuticals, Inc. (a) 396 2,649 
FibroGen, Inc. (a) 2,552 144,826 
Five Prime Therapeutics, Inc. (a) 1,097 12,341 
Flexion Therapeutics, Inc. (a) 1,126 16,541 
Fortress Biotech, Inc. (a)(b) 1,200 2,484 
Forty Seven, Inc. 269 3,952 
Genomic Health, Inc. (a) 698 52,915 
Geron Corp. (a)(b) 5,516 6,343 
Global Blood Therapeutics, Inc. (a) 1,665 79,770 
GlycoMimetics, Inc. (a) 1,137 12,734 
Gritstone Oncology, Inc. 229 2,931 
GTx, Inc. (a) 133 145 
Halozyme Therapeutics, Inc. (a) 4,193 67,843 
Heron Therapeutics, Inc. (a) 2,312 62,193 
Homology Medicines, Inc. (a) 577 11,696 
Idera Pharmaceuticals, Inc. (a) 644 1,629 
Immune Design Corp. (a) 1,060 1,654 
ImmunoGen, Inc. (a) 4,791 25,153 
Immunomedics, Inc. (a) 4,897 72,427 
Inovio Pharmaceuticals, Inc. (a) 2,710 13,577 
Insmed, Inc. (a) 2,555 62,112 
Insys Therapeutics, Inc. (a)(b) 887 3,069 
Intellia Therapeutics, Inc. (a) 1,099 15,540 
Intercept Pharmaceuticals, Inc. (a) 730 88,096 
Intrexon Corp. (a) 2,428 18,598 
Invitae Corp. (a) 2,183 30,737 
Iovance Biotherapeutics, Inc. (a) 3,515 32,162 
Ironwood Pharmaceuticals, Inc. Class A (a) 4,712 64,366 
Jounce Therapeutics, Inc. (a) 505 2,116 
Kadmon Holdings, Inc. (a) 3,265 7,869 
Karyopharm Therapeutics, Inc. (a) 1,616 13,688 
Kezar Life Sciences, Inc. 215 3,851 
Kindred Biosciences, Inc. (a) 1,012 9,968 
Kiniksa Pharmaceuticals Ltd. 212 3,710 
Kodiak Sciences, Inc. 297 2,281 
Kura Oncology, Inc. (a) 936 14,882 
La Jolla Pharmaceutical Co. (a)(b) 706 4,264 
Lexicon Pharmaceuticals, Inc. (a)(b) 1,411 6,674 
Ligand Pharmaceuticals, Inc. Class B (a) 696 82,198 
Liquidia Technologies, Inc. 171 2,461 
LogicBio Therapeutics, Inc. 254 2,245 
Loxo Oncology, Inc. (a) 897 210,436 
Macrogenics, Inc. (a) 1,311 15,378 
Madrigal Pharmaceuticals, Inc. (a)(b) 230 26,625 
Magenta Therapeutics, Inc. 118 827 
MannKind Corp. (a)(b) 4,578 5,768 
MediciNova, Inc. (a)(b) 1,331 12,085 
MeiraGTx Holdings PLC 112 1,387 
Menlo Therapeutics, Inc. (a) 309 1,653 
Minerva Neurosciences, Inc. (a) 999 6,573 
Miragen Therapeutics, Inc. (a) 831 2,377 
Mirati Therapeutics, Inc. (a) 673 44,472 
Molecular Templates, Inc. (a) 382 1,811 
Momenta Pharmaceuticals, Inc. (a) 2,593 30,753 
Myriad Genetics, Inc. (a) 2,337 65,880 
NantKwest, Inc. (a)(b) 924 998 
Natera, Inc. (a) 1,093 14,854 
Neon Therapeutics, Inc. 205 869 
NewLink Genetics Corp. (a) 1,669 2,487 
Novavax, Inc. (a)(b) 12,648 29,596 
Nymox Pharmaceutical Corp. (a)(b) 1,186 2,621 
Opko Health, Inc. (a) 10,729 39,483 
Organovo Holdings, Inc. (a) 4,707 4,754 
Ovid Therapeutics, Inc. (a) 434 1,228 
Palatin Technologies, Inc. (a)(b) 6,752 4,670 
PDL BioPharma, Inc. (a) 4,730 15,041 
Pfenex, Inc. (a) 938 3,696 
Pieris Pharmaceuticals, Inc. (a) 1,727 4,956 
Polarityte, Inc. (a)(b) 330 5,848 
Portola Pharmaceuticals, Inc. (a)(b) 2,172 58,861 
Principia Biopharma, Inc. 186 5,638 
Progenics Pharmaceuticals, Inc. (a) 2,826 12,519 
Proteostasis Therapeutics, Inc. (a) 1,139 3,440 
Prothena Corp. PLC (a) 1,329 15,616 
PTC Therapeutics, Inc. (a) 1,517 47,224 
Puma Biotechnology, Inc. (a) 972 27,099 
Ra Pharmaceuticals, Inc. (a) 480 9,854 
Radius Health, Inc. (a) 1,343 24,537 
Recro Pharma, Inc. (a) 577 4,783 
REGENXBIO, Inc. (a) 1,070 47,037 
Repligen Corp. (a) 1,324 75,481 
Replimune Group, Inc. (a) 347 4,202 
Retrophin, Inc. (a) 1,367 29,473 
Rigel Pharmaceuticals, Inc. (a) 5,591 12,077 
Rocket Pharmaceuticals, Inc. (a)(b) 682 9,807 
Rubius Therapeutics, Inc. 397 5,435 
Sangamo Therapeutics, Inc. (a) 3,384 39,559 
Savara, Inc. (a) 932 7,074 
Scholar Rock Holding Corp. 207 3,128 
Selecta Biosciences, Inc. (a) 578 907 
Seres Therapeutics, Inc. (a) 935 5,760 
Sienna Biopharmaceuticals, Inc. (a) 475 1,273 
Solid Biosciences, Inc. (a) 403 10,144 
Sorrento Therapeutics, Inc. (a)(b) 3,543 7,299 
Spark Therapeutics, Inc. (a) 1,049 50,163 
Spectrum Pharmaceuticals, Inc. (a) 3,349 37,509 
Spring Bank Pharmaceuticals, Inc. (a) 457 4,949 
Stemline Therapeutics, Inc. (a) 926 10,242 
Surface Oncology, Inc. 356 2,047 
Syndax Pharmaceuticals, Inc. (a) 448 2,509 
Synergy Pharmaceuticals, Inc. (a) 8,000 2,563 
Synlogic, Inc. (a) 493 3,983 
Syros Pharmaceuticals, Inc. (a) 833 4,990 
T2 Biosystems, Inc. (a) 1,022 3,577 
TG Therapeutics, Inc. (a) 2,065 8,467 
Tocagen, Inc. (a) 588 6,621 
Translate Bio, Inc. 312 1,772 
Twist Bioscience Corp. 166 3,840 
Tyme, Inc. (a)(b) 3,490 9,388 
Ultragenyx Pharmaceutical, Inc. (a) 1,599 78,863 
UNITY Biotechnology, Inc. (b) 823 9,415 
Unum Therapeutics, Inc. 599 2,588 
Vanda Pharmaceuticals, Inc. (a) 1,720 46,664 
Veracyte, Inc. (a) 946 17,208 
Verastem, Inc. (a)(b) 2,297 7,534 
Vericel Corp. (a) 1,432 24,630 
Viking Therapeutics, Inc. (a)(b) 2,008 16,385 
Vital Therapies, Inc. (a) 776 171 
Voyager Therapeutics, Inc. (a) 707 7,416 
Xencor, Inc. (a) 1,567 56,569 
XOMA Corp. (a) 286 3,452 
Y-mAbs Therapeutics, Inc. 229 4,713 
Zafgen, Inc. (a) 1,010 4,484 
ZIOPHARM Oncology, Inc. (a)(b) 4,387 9,827 
  4,195,167 
Health Care Equipment & Supplies - 3.7%   
Accuray, Inc. (a) 2,760 12,144 
Angiodynamics, Inc. (a) 1,258 26,544 
Anika Therapeutics, Inc. (a) 459 17,437 
Antares Pharma, Inc. (a) 4,786 14,454 
Atricure, Inc. (a) 1,253 38,780 
Atrion Corp. 48 35,800 
Avanos Medical, Inc. (a) 1,561 71,104 
AxoGen, Inc. (a) 1,129 18,629 
Axonics Modulation Technologies, Inc. (a) 236 3,446 
Cardiovascular Systems, Inc. (a) 1,126 35,052 
Cerus Corp. (a) 4,408 26,272 
CONMED Corp. 838 58,953 
Cryolife, Inc. (a) 1,206 33,659 
CryoPort, Inc. (a)(b) 863 9,053 
Cutera, Inc. (a) 455 6,534 
CytoSorbents Corp. (a) 971 7,273 
electroCore, Inc. 194 1,296 
Endologix, Inc. (a) 3,486 2,641 
Fonar Corp. (a) 202 4,464 
Genmark Diagnostics, Inc. (a) 1,723 11,441 
Glaukos Corp. (a) 1,136 72,465 
Globus Medical, Inc. (a) 2,424 109,201 
Haemonetics Corp. (a) 1,732 171,312 
Helius Medical Technologies, Inc. (U.S.) (a)(b) 585 4,306 
Heska Corp. (a) 233 22,974 
Inogen, Inc. (a) 596 90,121 
Inspire Medical Systems, Inc. 396 21,237 
Integer Holdings Corp. (a) 1,038 84,068 
IntriCon Corp. (a) 257 6,661 
Invacare Corp. 1,084 5,572 
IRadimed Corp. (a) 118 3,236 
iRhythm Technologies, Inc. (a) 805 68,425 
Lantheus Holdings, Inc. (a) 1,240 20,857 
LeMaitre Vascular, Inc. 528 12,588 
LivaNova PLC (a) 1,623 149,835 
Meridian Bioscience, Inc. 1,426 23,372 
Merit Medical Systems, Inc. (a) 1,777 100,454 
Natus Medical, Inc. (a) 1,090 36,777 
Neogen Corp. (a) 1,673 101,902 
Nevro Corp. (a) 972 47,200 
Novocure Ltd. (a) 2,457 120,393 
NuVasive, Inc. (a) 1,712 85,840 
Nuvectra Corp. (a) 587 8,218 
NxStage Medical, Inc. (a) 2,193 63,751 
OraSure Technologies, Inc. (a) 2,005 25,764 
Orthofix International NV (a) 580 31,384 
OrthoPediatrics Corp. (a) 231 8,378 
Oxford Immunotec Global PLC (a) 839 12,199 
Pulse Biosciences, Inc. (a)(b) 360 4,810 
Quanterix Corp. (a) 279 5,876 
Quidel Corp. (a) 1,141 66,212 
Rockwell Medical Technologies, Inc. (a)(b) 1,557 4,858 
RTI Biologics, Inc. (a) 1,839 8,073 
Seaspine Holdings Corp. (a) 496 7,584 
SI-BONE, Inc. 272 4,891 
Sientra, Inc. (a) 768 8,540 
Staar Surgical Co. (a) 1,469 52,487 
SurModics, Inc. (a) 432 24,741 
Tactile Systems Technology, Inc. (a) 587 39,082 
Tandem Diabetes Care, Inc. (a) 1,703 74,046 
TransEnterix, Inc. (a)(b) 5,296 14,405 
Utah Medical Products, Inc. 114 10,709 
Vapotherm, Inc. 145 2,440 
Varex Imaging Corp. (a) 1,283 36,553 
ViewRay, Inc. (a)(b) 2,097 15,077 
Wright Medical Group NV (a) 4,146 123,717 
  2,447,567 
Health Care Providers & Services - 2.0%   
AAC Holdings, Inc. (a) 444 1,074 
Addus HomeCare Corp. (a) 325 19,549 
Amedisys, Inc. (a) 893 117,126 
American Renal Associates Holdings, Inc. (a) 429 5,199 
AMN Healthcare Services, Inc. (a) 1,543 99,971 
Apollo Medical Holdings, Inc. (a) 113 2,207 
BioScrip, Inc. (a) 4,177 15,163 
BioTelemetry, Inc. (a) 1,099 78,930 
Brookdale Senior Living, Inc. (a) 6,213 50,636 
Capital Senior Living Corp. (a) 801 5,583 
Civitas Solutions, Inc. (a) 536 9,503 
Community Health Systems, Inc. (a) 2,837 11,178 
Corvel Corp. (a) 303 18,928 
Cross Country Healthcare, Inc. (a) 1,173 11,296 
Diplomat Pharmacy, Inc. (a) 1,892 27,434 
G1 Therapeutics, Inc. (a) 752 16,085 
Genesis HealthCare, Inc. Class A (a) 1,827 2,868 
Guardant Health, Inc. 483 19,484 
HealthEquity, Inc. (a) 1,809 112,773 
LHC Group, Inc. (a) 986 104,250 
Magellan Health Services, Inc. (a) 819 53,366 
National Healthcare Corp. 403 32,373 
National Research Corp. Class A 369 14,753 
National Vision Holdings, Inc. (a) 2,095 66,537 
Neuronetics, Inc. 217 3,715 
OptiNose, Inc. (a)(b) 645 4,154 
Owens& Minor, Inc. 2,034 15,397 
Patterson Companies, Inc. 2,733 60,919 
PetIQ, Inc. Class A (a)(b) 526 16,001 
Providence Service Corp. 368 23,604 
Quorum Health Corp. (a) 993 2,909 
R1 RCM, Inc. (a) 3,440 27,933 
RadNet, Inc. (a) 1,323 18,059 
Select Medical Holdings Corp. (a) 3,607 56,341 
Surgery Partners, Inc. (a) 624 8,162 
Tenet Healthcare Corp. (a) 2,794 61,440 
The Ensign Group, Inc. 1,659 72,283 
Tivity Health, Inc. (a) 1,328 29,561 
Triple-S Management Corp. (a) 738 14,878 
U.S. Physical Therapy, Inc. 416 44,050 
  1,355,672 
Health Care Technology - 1.1%   
Allscripts Healthcare Solutions, Inc. (a) 5,799 68,370 
Castlight Health, Inc. Class B (a) 2,565 7,618 
Computer Programs & Systems, Inc. 382 10,024 
Evolent Health, Inc. (a)(b) 2,278 40,275 
HealthStream, Inc. 858 21,587 
HMS Holdings Corp. (a) 2,767 82,982 
Inovalon Holdings, Inc. Class A (a) 2,301 32,881 
Medidata Solutions, Inc. (a) 1,928 136,811 
NantHealth, Inc. (a) 641 340 
Nextgen Healthcare, Inc. (a) 1,832 32,390 
Omnicell, Inc. (a) 1,292 84,148 
Simulations Plus, Inc. 384 7,396 
Tabula Rasa HealthCare, Inc. (a) 595 35,867 
Teladoc Health, Inc. (a)(b) 2,237 143,615 
Vocera Communications, Inc. (a) 1,007 41,106 
  745,410 
Life Sciences Tools & Services - 0.6%   
Accelerate Diagnostics, Inc. (a)(b) 862 15,697 
Cambrex Corp. (a) 1,116 48,713 
ChromaDex, Inc. (a)(b) 1,299 4,326 
Codexis, Inc. (a) 1,704 32,069 
Enzo Biochem, Inc. (a) 1,487 5,591 
Fluidigm Corp. (a) 877 7,586 
Harvard Bioscience, Inc. (a) 1,219 4,181 
Luminex Corp. 1,381 38,516 
Medpace Holdings, Inc. (a) 725 46,690 
Nanostring Technologies, Inc. (a) 836 18,593 
NeoGenomics, Inc. (a) 2,155 35,816 
Pacific Biosciences of California, Inc. (a) 4,577 31,673 
Syneos Health, Inc. (a) 2,066 105,449 
  394,900 
Pharmaceuticals - 1.9%   
Aclaris Therapeutics, Inc. (a) 1,194 8,322 
Aerie Pharmaceuticals, Inc. (a) 1,189 55,907 
Akcea Therapeutics, Inc. (a)(b) 423 11,243 
Akorn, Inc. (a) 3,109 11,690 
Amneal Pharmaceuticals, Inc. (a)(b) 2,897 35,575 
Amphastar Pharmaceuticals, Inc. (a) 1,185 26,971 
Ampio Pharmaceuticals, Inc. (a)(b) 3,196 1,598 
ANI Pharmaceuticals, Inc. (a) 265 14,241 
Aquestive Therapeutics, Inc. 172 1,054 
Aratana Therapeutics, Inc. (a) 1,551 6,871 
Arvinas Holding Co. LLC (a) 258 4,492 
Assembly Biosciences, Inc. (a) 698 15,900 
Assertio Therapeutics, Inc. (a) 1,971 8,791 
Athenex, Inc. (a)(b) 1,456 17,108 
Clearside Biomedical, Inc. (a) 872 1,029 
Collegium Pharmaceutical, Inc. (a) 972 15,562 
Corcept Therapeutics, Inc. (a) 3,247 36,301 
CymaBay Therapeutics, Inc. (a) 1,958 17,035 
Dermira, Inc. (a) 1,157 7,636 
Dova Pharmaceuticals, Inc. (a) 387 2,972 
Durect Corp. (a) 4,979 3,013 
Eloxx Pharmaceuticals, Inc. (a) 756 9,117 
Endo International PLC (a) 7,468 72,813 
Evolus, Inc. (a) 310 5,069 
Horizon Pharma PLC (a) 5,605 120,451 
Innoviva, Inc. (a)(b) 2,296 39,262 
Intersect ENT, Inc. (a) 995 29,522 
Intra-Cellular Therapies, Inc. (a) 1,486 17,891 
Kala Pharmaceuticals, Inc. (a) 497 2,748 
Lannett Co., Inc. (a) 987 7,363 
Mallinckrodt PLC (a) 2,740 59,896 
Marinus Pharmaceuticals, Inc. (a) 1,209 4,014 
Melinta Therapeutics, Inc. (a) 1,074 907 
Mersana Therapeutics, Inc. (a) 395 1,809 
Mustang Bio, Inc. (a) 616 2,292 
MyoKardia, Inc. (a) 1,131 46,801 
Neos Therapeutics, Inc. (a) 1,587 3,396 
Ocular Therapeutix, Inc. (a) 1,102 4,166 
Odonate Therapeutics, Inc. (a) 227 3,761 
Omeros Corp. (a)(b) 1,527 20,828 
Osmotica Pharmaceuticals PLC 305 2,391 
Pacira Pharmaceuticals, Inc. (a) 1,330 54,104 
Paratek Pharmaceuticals, Inc. (a)(b) 1,036 6,988 
Phibro Animal Health Corp. Class A 681 21,261 
Prestige Brands Holdings, Inc. (a) 1,729 48,274 
Reata Pharmaceuticals, Inc. (a) 624 49,776 
resTORbio, Inc. (a)(b) 259 2,300 
Revance Therapeutics, Inc. (a) 1,089 18,807 
Rhythm Pharmaceuticals, Inc. (a) 505 13,433 
scPharmaceuticals, Inc. (a) 215 839 
SIGA Technologies, Inc. (a) 1,718 11,648 
Spero Therapeutics, Inc. (a) 267 2,809 
Supernus Pharmaceuticals, Inc. (a) 1,631 62,190 
Sutro Biopharma, Inc. (a) 200 2,116 
Teligent, Inc. (a)(b) 1,393 2,368 
Tetraphase Pharmaceuticals, Inc. (a) 1,635 2,011 
The Medicines Company (a)(b) 2,299 53,130 
TherapeuticsMD, Inc. (a)(b) 6,067 31,852 
Theravance Biopharma, Inc. (a) 1,470 38,294 
Tricida, Inc. 389 8,535 
Verrica Pharmaceuticals, Inc. (a) 181 2,167 
WAVE Life Sciences (a) 586 21,829 
Xeris Pharmaceuticals, Inc. 221 3,067 
Zogenix, Inc. (a) 1,403 61,381 
Zomedica Pharmaceuticals Corp. (a)(b) 1,329 1,063 
  1,278,050 
TOTAL HEALTH CARE  10,416,766 
INDUSTRIALS - 14.8%   
Aerospace & Defense - 1.2%   
AAR Corp. 1,098 41,373 
Aerojet Rocketdyne Holdings, Inc. (a)(b) 2,418 95,438 
AeroVironment, Inc. (a) 707 54,906 
Astronics Corp. (a) 707 21,684 
Axon Enterprise, Inc. (a)(b) 1,917 97,786 
Cubic Corp. 859 55,208 
Ducommun, Inc. (a) 352 13,858 
Esterline Technologies Corp. (a) 873 106,244 
KEYW Holding Corp. (a) 1,622 11,646 
Kratos Defense & Security Solutions, Inc. (a) 2,936 45,479 
Mercury Systems, Inc. (a) 1,567 91,873 
Moog, Inc. Class A 1,069 95,643 
National Presto Industries, Inc. 165 19,737 
Sparton Corp. (a) 331 6,087 
Triumph Group, Inc. 1,620 28,917 
Vectrus, Inc. (a) 371 9,345 
Wesco Aircraft Holdings, Inc. (a) 1,793 15,671 
  810,895 
Air Freight & Logistics - 0.3%   
Air Transport Services Group, Inc. (a) 1,946 46,218 
Atlas Air Worldwide Holdings, Inc. (a) 787 41,884 
Echo Global Logistics, Inc. (a) 929 22,073 
Forward Air Corp. 975 57,067 
Hub Group, Inc. Class A (a) 1,107 49,273 
Radiant Logistics, Inc. 1,310 6,471 
  222,986 
Airlines - 0.5%   
Allegiant Travel Co. 431 56,030 
Hawaiian Holdings, Inc. 1,639 52,481 
Mesa Air Group, Inc. 387 3,386 
SkyWest, Inc. 1,697 86,462 
Spirit Airlines, Inc. (a) 2,292 134,815 
  333,174 
Building Products - 1.3%   
AAON, Inc. 1,376 50,829 
Advanced Drain Systems, Inc. Del 1,202 30,651 
American Woodmark Corp. (a) 474 33,156 
Apogee Enterprises, Inc. 929 31,651 
Builders FirstSource, Inc. (a) 3,770 49,839 
Caesarstone Sdot-Yam Ltd. (b) 764 11,750 
Continental Building Products, Inc. (a) 1,232 32,451 
COVIA Corp. (a)(b) 1,058 4,951 
CSW Industrials, Inc. (a) 514 26,548 
GCP Applied Technologies, Inc. (a) 2,402 60,530 
Gibraltar Industries, Inc. (a) 1,061 37,825 
GMS, Inc. (a) 1,089 20,615 
Griffon Corp. 1,148 18,265 
Insteel Industries, Inc. 606 13,387 
Jeld-Wen Holding, Inc. (a) 2,275 40,586 
Masonite International Corp. (a) 874 49,993 
NCI Building Systems, Inc. (a) 1,408 11,489 
Patrick Industries, Inc. (a) 777 31,002 
PGT, Inc. (a) 1,889 31,433 
Quanex Building Products Corp. 1,180 18,467 
Simpson Manufacturing Co. Ltd. 1,390 85,318 
Trex Co., Inc. (a) 1,975 137,776 
Universal Forest Products, Inc. 1,988 61,270 
  889,782 
Commercial Services & Supplies - 2.6%   
ABM Industries, Inc. 2,205 75,389 
ACCO Brands Corp. 3,474 30,675 
ADS Waste Holdings, Inc. (a) 2,411 60,757 
Brady Corp. Class A 1,586 70,910 
BrightView Holdings, Inc. 827 12,248 
Casella Waste Systems, Inc. Class A (a) 1,326 39,939 
CECO Environmental Corp. (a) 1,022 7,031 
Charah Solutions, Inc. 247 1,769 
Cimpress NV (a) 733 60,964 
CompX International, Inc. Class A 55 784 
Covanta Holding Corp. 3,902 62,822 
Deluxe Corp. 1,539 72,287 
Ennis, Inc. 861 17,082 
Essendant, Inc. 1,230 15,744 
Evoqua Water Technologies Corp. (a) 2,520 27,241 
Healthcare Services Group, Inc. (b) 2,470 107,741 
Heritage-Crystal Clean, Inc. (a) 494 12,646 
Herman Miller, Inc. 1,978 67,707 
HNI Corp. 1,444 56,128 
Interface, Inc. 1,979 32,475 
Kimball International, Inc. Class B 1,206 17,041 
Knoll, Inc. 1,617 32,599 
LSC Communications, Inc. 1,094 8,675 
Matthews International Corp. Class A 1,066 47,426 
McGrath RentCorp. 805 40,572 
Mobile Mini, Inc. 1,481 55,967 
Msa Safety, Inc. 1,137 113,905 
Multi-Color Corp. 463 21,553 
NL Industries, Inc. (a) 252 955 
PICO Holdings, Inc. (a) 659 6,399 
Pitney Bowes, Inc. 6,244 45,019 
Quad/Graphics, Inc. 1,038 14,023 
R.R. Donnelley & Sons Co. 2,368 12,077 
SP Plus Corp. (a) 752 24,891 
Steelcase, Inc. Class A 2,877 47,471 
Team, Inc. (a)(b) 986 14,139 
Tetra Tech, Inc. 1,849 102,046 
The Brink's Co. 1,677 124,182 
U.S. Ecology, Inc. 730 46,479 
UniFirst Corp. 507 70,184 
Viad Corp. 676 35,625 
VSE Corp. 297 9,691 
  1,723,258 
Construction & Engineering - 1.1%   
Aegion Corp. (a) 1,065 19,330 
Ameresco, Inc. Class A (a) 636 9,495 
Argan, Inc. 489 20,646 
Comfort Systems U.S.A., Inc. 1,221 58,571 
Dycom Industries, Inc. (a) 1,008 58,514 
EMCOR Group, Inc. 1,906 124,328 
Granite Construction, Inc. 1,464 63,274 
Great Lakes Dredge & Dock Corp. (a) 1,899 13,426 
HC2 Holdings, Inc. (a)(b) 1,429 4,873 
Ies Holdings, Inc. (a) 279 4,670 
Infrastructure and Energy Alternatives, Inc. (a) 562 4,659 
KBR, Inc. 4,706 80,943 
Keane Group, Inc. (a) 1,714 17,277 
MasTec, Inc. (a) 2,116 93,908 
MYR Group, Inc. (a) 536 16,332 
Northwest Pipe Co. (a) 320 7,373 
NV5 Holdings, Inc. (a) 312 22,080 
Orion Group Holdings, Inc. (a) 929 3,920 
Primoris Services Corp. 1,389 27,711 
Sterling Construction Co., Inc. (a) 889 11,770 
Tutor Perini Corp. (a) 1,241 21,358 
Williams Scotsman Corp. (a) 1,188 12,177 
  696,635 
Electrical Equipment - 0.7%   
Allied Motion Technologies, Inc. 235 9,908 
AZZ, Inc. 863 38,619 
Babcock & Wilcox Enterprises, Inc. (a) 1,057 621 
Encore Wire Corp. 678 36,544 
Energous Corp. (a)(b) 780 5,819 
EnerSys 1,405 119,790 
Enphase Energy, Inc. (a)(b) 2,896 20,938 
FuelCell Energy, Inc. (a)(b) 2,959 1,519 
Generac Holdings, Inc. (a) 2,025 107,183 
Plug Power, Inc. (a)(b) 7,105 9,734 
Powell Industries, Inc. 295 8,233 
Preformed Line Products Co. 99 5,495 
Sunrun, Inc. (a) 3,227 42,919 
Thermon Group Holdings, Inc. (a) 1,077 24,836 
TPI Composites, Inc. (a) 490 14,832 
Vicor Corp. (a) 582 22,925 
Vivint Solar, Inc. (a) 1,048 4,601 
  474,516 
Industrial Conglomerates - 0.1%   
Raven Industries, Inc. 1,194 44,166 
Machinery - 3.8%   
Actuant Corp. Class A 2,030 46,467 
Alamo Group, Inc. 320 27,562 
Albany International Corp. Class A 957 65,708 
Altra Industrial Motion Corp. 1,997 61,128 
Astec Industries, Inc. 763 28,246 
Barnes Group, Inc. 1,591 93,996 
Blue Bird Corp. (a) 455 9,041 
Briggs & Stratton Corp. 1,381 17,787 
Cactus, Inc. (a) 1,262 41,419 
Chart Industries, Inc. (a) 1,028 76,792 
CIRCOR International, Inc. (a) 538 14,876 
Columbus McKinnon Corp. (NY Shares) 743 26,897 
Commercial Vehicle Group, Inc. (a) 1,011 7,552 
Dmc Global, Inc. 480 16,570 
Douglas Dynamics, Inc. 739 26,161 
Eastern Co. 184 5,001 
Energy Recovery, Inc. (a)(b) 1,198 9,105 
EnPro Industries, Inc. 680 44,914 
ESCO Technologies, Inc. 847 55,148 
Federal Signal Corp. 1,982 43,564 
Franklin Electric Co., Inc. 1,542 73,677 
FreightCar America, Inc. (a) 418 2,976 
Gencor Industries, Inc. (a) 306 4,241 
Global Brass & Copper Holdings, Inc. 726 21,954 
Gorman-Rupp Co. 589 20,350 
Graham Corp. 314 7,034 
Greenbrier Companies, Inc. 1,060 44,955 
Harsco Corp. (a) 2,680 57,084 
Hillenbrand, Inc. 2,086 88,446 
Hurco Companies, Inc. 209 8,015 
Hyster-Yale Materials Handling Class A 343 23,869 
John Bean Technologies Corp. 1,043 82,856 
Kadant, Inc. 364 31,049 
Kennametal, Inc. 2,760 103,721 
L.B. Foster Co. Class A (a) 327 5,843 
Lindsay Corp. 358 30,745 
Lydall, Inc. (a) 563 14,931 
Manitex International, Inc. (a) 499 3,498 
Manitowoc Co., Inc. (a) 1,180 17,960 
Meritor, Inc. (a) 2,715 56,146 
Milacron Holdings Corp. (a) 2,303 31,920 
Miller Industries, Inc. 369 11,088 
Mueller Industries, Inc. 1,886 48,866 
Mueller Water Products, Inc. Class A 5,143 50,813 
Navistar International Corp. New (a) 1,660 54,514 
NN, Inc. 1,389 12,682 
Omega Flex, Inc. 96 6,077 
Park-Ohio Holdings Corp. 296 9,614 
ProPetro Holding Corp. (a) 2,376 38,824 
Proto Labs, Inc. (a) 907 112,604 
RBC Bearings, Inc. (a) 797 111,118 
Rexnord Corp. (a) 3,518 91,996 
Spartan Motors, Inc. 1,132 9,531 
SPX Corp. (a) 1,436 42,721 
SPX Flow, Inc. (a) 1,405 46,042 
Standex International Corp. 424 31,622 
Sun Hydraulics Corp. 963 34,109 
Tennant Co. 595 34,944 
Titan International, Inc. 1,674 9,408 
TriMas Corp. (a) 1,525 44,210 
Twin Disc, Inc. (a) 309 5,599 
Wabash National Corp. 1,865 25,998 
Watts Water Technologies, Inc. Class A 923 69,105 
Woodward, Inc. 1,785 162,167 
  2,512,856 
Marine - 0.1%   
Costamare, Inc. 1,617 8,214 
Eagle Bulk Shipping, Inc. (a) 1,561 6,416 
Genco Shipping & Trading Ltd. (a) 329 2,425 
Matson, Inc. 1,412 47,316 
Safe Bulkers, Inc. (a) 1,615 2,503 
Scorpio Bulkers, Inc. 1,931 8,728 
  75,602 
Professional Services - 1.5%   
Acacia Research Corp. (a) 1,664 5,059 
Asgn, Inc. (a) 1,698 106,957 
Barrett Business Services, Inc. 235 14,723 
BG Staffing, Inc. 283 7,293 
CBIZ, Inc. (a) 1,715 33,614 
CRA International, Inc. 259 10,811 
Exponent, Inc. 1,724 86,131 
Forrester Research, Inc. 340 15,269 
Franklin Covey Co. (a) 326 7,941 
FTI Consulting, Inc. (a) 1,269 86,698 
GP Strategies Corp. (a) 415 6,242 
Heidrick & Struggles International, Inc. 622 20,557 
Huron Consulting Group, Inc. (a) 738 35,682 
ICF International, Inc. 604 39,816 
InnerWorkings, Inc. (a) 1,400 6,426 
Insperity, Inc. 1,281 136,657 
Kelly Services, Inc. Class A (non-vtg.) 1,032 23,117 
Kforce, Inc. 770 25,264 
Korn Ferry 1,912 87,187 
MISTRAS Group, Inc. (a) 580 8,532 
Navigant Consulting, Inc. 1,411 36,573 
Resources Connection, Inc. 985 16,459 
TriNet Group, Inc.(a) 1,454 66,390 
TrueBlue, Inc. (a) 1,366 33,317 
WageWorks, Inc. (a) 1,327 41,867 
Willdan Group, Inc. (a) 329 11,071 
  969,653 
Road & Rail - 0.4%   
ArcBest Corp. 863 32,466 
Avis Budget Group, Inc. (a) 2,228 59,354 
Covenant Transport Group, Inc. Class A (a) 409 9,644 
Daseke, Inc. (a) 1,371 5,717 
Heartland Express, Inc. 1,557 31,156 
Marten Transport Ltd. 1,293 25,020 
P.A.M. Transportation Services, Inc. (a) 73 3,588 
Saia, Inc. (a) 854 51,214 
U.S. Xpress Enterprises, Inc. 689 5,085 
U.S.A. Truck, Inc. (a) 271 4,840 
Universal Logistics Holdings, Inc. 272 5,543 
Werner Enterprises, Inc. 1,571 51,717 
YRC Worldwide, Inc. (a) 1,127 7,032 
  292,376 
Trading Companies & Distributors - 1.2%   
Aircastle Ltd. 1,873 39,033 
Applied Industrial Technologies, Inc. 1,269 74,884 
Beacon Roofing Supply, Inc. (a) 2,276 82,687 
BlueLinx Corp. (a)(b) 298 8,687 
BMC Stock Holdings, Inc. (a) 2,244 38,507 
CAI International, Inc. (a) 570 14,147 
DXP Enterprises, Inc. (a) 528 17,376 
EnviroStar, Inc. (b) 125 4,363 
GATX Corp. 1,253 94,827 
General Finance Corp. (a) 377 3,642 
H&E Equipment Services, Inc. 1,061 28,403 
Herc Holdings, Inc. (a) 800 29,640 
Kaman Corp. 918 54,272 
Lawson Products, Inc. (a) 225 6,660 
MRC Global, Inc. (a) 2,809 43,877 
Nexeo Solutions, Inc. (a) 1,114 10,472 
Now, Inc. (a) 3,598 48,681 
Rush Enterprises, Inc.:   
Class A 1,002 38,327 
Class B 145 5,643 
SiteOne Landscape Supply, Inc. (a) 1,354 72,168 
Systemax, Inc. 410 9,569 
Textainer Group Holdings Ltd. (a) 899 11,705 
Titan Machinery, Inc. (a) 626 11,731 
Triton International Ltd. 1,721 61,870 
Veritiv Corp. (a) 386 13,182 
Willis Lease Finance Corp. (a) 104 3,981 
  828,334 
TOTAL INDUSTRIALS  9,874,233 
INFORMATION TECHNOLOGY - 14.8%   
Communications Equipment - 1.6%   
ADTRAN, Inc. 1,587 23,138 
Aerohive Networks, Inc. (a) 1,092 4,171 
Applied Optoelectronics, Inc. (a)(b) 631 10,967 
CalAmp Corp. (a) 1,120 16,139 
Calix Networks, Inc. (a) 1,488 16,189 
Ciena Corp. (a) 4,787 182,337 
Clearfield, Inc. (a) 373 4,390 
Comtech Telecommunications Corp. 772 19,277 
Dasan Zhone Solutions, Inc. (a) 213 2,846 
Digi International, Inc. (a) 918 10,887 
Extreme Networks, Inc. (a) 3,911 29,567 
Finisar Corp. (a) 3,914 89,161 
Harmonic, Inc. (a) 2,774 14,674 
Infinera Corp. (a) 5,022 22,097 
InterDigital, Inc. 1,152 83,877 
KVH Industries, Inc. (a) 550 6,149 
Lumentum Holdings, Inc. (a) 2,477 121,150 
Maxar Technologies, Inc. 1,889 10,616 
NETGEAR, Inc. (a) 1,045 41,392 
NetScout Systems, Inc. (a) 2,494 64,669 
Plantronics, Inc. 1,108 42,979 
Quantenna Communications, Inc. (a) 1,136 16,972 
Sonus Networks, Inc. (a) 1,765 9,849 
ViaSat, Inc. (a)(b) 1,850 115,977 
Viavi Solutions, Inc. (a) 7,579 84,278 
  1,043,748 
Electronic Equipment & Components - 2.6%   
Anixter International, Inc. (a) 981 59,557 
Arlo Technologies, Inc. 2,471 17,766 
AVX Corp. 1,549 27,495 
Badger Meter, Inc. 950 50,151 
Bel Fuse, Inc. Class B (non-vtg.) 318 7,339 
Belden, Inc. 1,346 72,159 
Benchmark Electronics, Inc. 1,457 37,037 
Cardtronics PLC (a) 1,325 35,868 
Casa Systems, Inc. (a) 867 10,092 
Control4 Corp. (a) 865 17,188 
CTS Corp. 1,129 32,030 
Daktronics, Inc. 1,190 8,961 
Electro Scientific Industries, Inc. (a) 1,083 32,490 
ePlus, Inc. (a) 446 35,332 
Fabrinet 1,203 68,379 
FARO Technologies, Inc. (a) 579 24,619 
Fitbit, Inc. (a)(b) 7,139 44,048 
II-VI, Inc. (a) 2,097 79,602 
Insight Enterprises, Inc. (a) 1,172 53,818 
Iteris, Inc. (a) 812 3,126 
Itron, Inc. (a) 1,127 61,568 
KEMET Corp. 1,885 33,402 
Kimball Electronics, Inc. (a) 847 13,696 
Knowles Corp. (a) 2,914 45,458 
Maxwell Technologies, Inc. (a) 1,362 4,059 
Mesa Laboratories, Inc. 112 25,371 
Methode Electronics, Inc. Class A 1,198 30,849 
MTS Systems Corp. 593 29,686 
Napco Security Technolgies, Inc. (a) 402 6,315 
Novanta, Inc. (a) 1,092 76,091 
OSI Systems, Inc. (a) 565 50,675 
Par Technology Corp. (a) 381 9,498 
Park Electrochemical Corp. 639 14,556 
PC Connection, Inc. 383 12,689 
Plexus Corp. (a) 1,051 58,982 
Rogers Corp. (a) 611 77,542 
Sanmina Corp. (a) 2,258 70,495 
ScanSource, Inc. (a) 838 32,104 
SYNNEX Corp. 1,387 134,206 
Tech Data Corp. (a) 1,275 121,928 
TTM Technologies, Inc. (a) 3,244 37,241 
Vishay Intertechnology, Inc. 4,422 86,229 
Vishay Precision Group, Inc. (a) 346 11,567 
  1,761,264 
IT Services - 2.0%   
Brightcove, Inc. (a) 1,202 9,640 
CACI International, Inc. Class A (a) 819 136,920 
Carbonite, Inc. (a) 1,085 31,074 
Cass Information Systems, Inc. 478 23,465 
CSG Systems International, Inc. 1,105 39,990 
Endurance International Group Holdings, Inc. (a) 2,343 18,978 
Everi Holdings, Inc. (a) 2,156 14,337 
EVERTEC, Inc. 2,038 56,391 
EVO Payments, Inc. Class A 803 20,195 
Exela Technologies, Inc. (a) 1,542 6,075 
ExlService Holdings, Inc. (a) 1,108 63,710 
GTT Communications, Inc. (a)(b) 1,411 36,122 
Hackett Group, Inc. 794 14,284 
i3 Verticals, Inc. Class A 254 6,281 
Information Services Group, Inc. (a) 1,136 4,692 
Internap Network Services Corp. (a) 809 4,377 
Limelight Networks, Inc. (a) 3,621 11,298 
Liveramp Holdings, Inc. (a) 2,614 113,552 
ManTech International Corp. Class A 881 49,662 
Maximus, Inc. 2,127 149,167 
MoneyGram International, Inc. (a) 962 2,049 
NIC, Inc. 2,162 35,457 
Perficient, Inc. (a) 1,077 27,474 
Perspecta, Inc. 4,782 95,879 
PFSweb, Inc. (a) 480 2,923 
Presidio, Inc. 1,210 19,275 
PRG-Schultz International, Inc. (a) 705 6,458 
Science Applications International Corp. 1,686 113,198 
ServiceSource International, Inc. (a) 2,426 2,911 
Sykes Enterprises, Inc. (a) 1,320 36,392 
Travelport Worldwide Ltd. 4,183 65,506 
Ttec Holdings, Inc. 469 15,679 
Tucows, Inc. (a)(b) 318 23,411 
Unisys Corp. (a)(b) 1,683 22,014 
Virtusa Corp. (a) 949 46,045 
  1,324,881 
Semiconductors & Semiconductor Equipment - 2.8%   
Acacia Communications, Inc. (a) 915 39,812 
Adesto Technologies Corp. (a) 819 4,038 
Advanced Energy Industries, Inc. (a) 1,276 65,446 
Alpha & Omega Semiconductor Ltd. (a) 681 8,111 
Ambarella, Inc. (a) 1,035 39,330 
Amkor Technology, Inc. (a) 3,446 27,568 
Aquantia Corp. (a) 702 6,185 
Axcelis Technologies, Inc. (a) 1,071 22,309 
AXT, Inc. (a) 1,249 5,133 
Brooks Automation, Inc. 2,317 72,128 
Cabot Microelectronics Corp. 947 96,490 
Ceva, Inc. (a) 732 20,818 
Cirrus Logic, Inc. (a) 2,005 74,486 
Cohu, Inc. 1,325 23,241 
Cree, Inc. (a) 3,361 169,495 
Diodes, Inc. (a) 1,337 44,963 
Entegris, Inc. 4,735 156,492 
FormFactor, Inc. (a) 2,552 38,331 
Ichor Holdings Ltd. (a)(b) 747 15,366 
Impinj, Inc. (a) 546 8,365 
Inphi Corp. (a) 1,449 57,149 
Integrated Device Technology, Inc. (a) 4,322 211,130 
Kopin Corp. (a) 1,892 2,611 
Lattice Semiconductor Corp. (a) 3,901 30,428 
MACOM Technology Solutions Holdings, Inc. (a) 1,513 27,279 
MaxLinear, Inc. Class A (a) 2,109 41,379 
Nanometrics, Inc. (a) 764 23,371 
NeoPhotonics Corp. (a) 1,173 8,469 
NVE Corp. 159 15,151 
PDF Solutions, Inc. (a) 922 9,690 
Photronics, Inc. (a) 2,211 23,636 
Power Integrations, Inc. 953 62,898 
Rambus, Inc. (a) 3,511 31,669 
Rudolph Technologies, Inc. (a) 1,038 22,545 
Semtech Corp. (a) 2,173 105,521 
Silicon Laboratories, Inc. (a) 1,429 109,319 
SMART Global Holdings, Inc. (a)(b) 343 8,510 
SunPower Corp. (a)(b) 2,068 12,015 
Synaptics, Inc. (a) 1,160 46,168 
Ultra Clean Holdings, Inc. (a) 1,282 15,205 
Veeco Instruments, Inc. (a) 1,563 15,333 
Xperi Corp. 1,635 35,038 
  1,852,621 
Software - 5.5%   
8x8, Inc. (a) 3,130 55,119 
A10 Networks, Inc. (a) 1,721 11,686 
ACI Worldwide, Inc. (a) 3,824 113,037 
Agilysys, Inc. (a) 517 9,151 
Alarm.com Holdings, Inc. (a)(b) 1,042 65,573 
Altair Engineering, Inc. Class A (a) 828 26,811 
Alteryx, Inc. Class A (a)(b) 977 69,514 
Amber Road, Inc. (a) 756 6,585 
American Software, Inc. Class A 955 10,562 
Anaplan, Inc. 596 18,708 
AppFolio, Inc. (a) 521 32,985 
Asure Software, Inc. (a) 429 2,278 
Avalara, Inc. 290 11,562 
Avaya Holdings Corp. (a) 3,483 58,898 
Benefitfocus, Inc. (a) 748 41,851 
Blackbaud, Inc. 1,609 115,204 
BlackLine, Inc. (a) 1,224 58,238 
Bottomline Technologies, Inc. (a) 1,424 73,550 
Box, Inc. Class A (a) 4,114 86,065 
Carbon Black, Inc. 1,286 19,920 
Cardlytics, Inc. (a) 201 3,515 
ChannelAdvisor Corp. (a) 862 9,267 
Cision Ltd. (a) 2,234 27,702 
Cloudera, Inc. (a) 6,698 90,423 
CommVault Systems, Inc. (a) 1,333 88,071 
Cornerstone OnDemand, Inc. (a) 1,812 103,900 
Coupa Software, Inc. (a) 1,821 158,354 
Digimarc Corp. (a) 377 7,348 
Domo, Inc. Class B 265 7,155 
Ebix, Inc. 802 45,810 
eGain Communications Corp. (a) 581 4,160 
Ellie Mae, Inc. (a)(b) 1,164 88,231 
Envestnet, Inc. (a) 1,498 81,267 
Everbridge, Inc. (a) 897 55,488 
Five9, Inc. (a) 1,915 97,914 
Forescout Technologies, Inc. (a) 997 30,409 
Fusion Connect, Inc. (a) 653 1,306 
HubSpot, Inc. (a) 1,238 195,988 
Innovate Biopharmaceuticals, Inc. (a) 647 1,520 
Instructure, Inc. (a) 1,062 41,981 
j2 Global, Inc. 1,559 117,174 
LivePerson, Inc. (a) 1,966 46,142 
Majesco(a) 221 1,879 
MicroStrategy, Inc. Class A (a) 316 40,097 
MINDBODY, Inc. (a) 1,452 52,940 
Mitek Systems, Inc. (a) 1,083 11,945 
MobileIron, Inc. (a) 2,433 11,800 
Model N, Inc. (a) 855 12,406 
Monotype Imaging Holdings, Inc. 1,346 22,344 
New Relic, Inc. (a) 1,509 153,390 
Onespan, Inc. (a) 1,046 15,261 
Park City Group, Inc. (a) 426 3,689 
Paylocity Holding Corp. (a) 976 69,325 
Progress Software Corp. 1,483 53,729 
PROS Holdings, Inc. (a) 1,064 36,814 
Q2 Holdings, Inc. (a) 1,261 74,941 
QAD, Inc. Class A 344 14,503 
Qualys, Inc. (a) 1,135 98,212 
Rapid7, Inc. (a) 1,268 50,948 
Rimini Street, Inc. (a) 328 1,738 
SailPoint Technologies Holding, Inc. (a) 2,329 66,493 
SecureWorks Corp. (a)(b) 283 6,486 
ShotSpotter, Inc. (a) 244 11,751 
SPS Commerce, Inc. (a) 574 50,891 
SurveyMonkey 594 7,728 
Telaria, Inc. (a) 1,442 4,600 
TeleNav, Inc. (a) 1,051 4,656 
Tenable Holdings, Inc. 416 11,515 
The Trade Desk, Inc. (a) 1,113 158,803 
TiVo Corp. 4,020 44,743 
Upland Software, Inc. (a) 522 16,307 
Upwork, Inc. 418 8,072 
Varonis Systems, Inc. (a) 941 55,594 
Verint Systems, Inc. (a) 2,152 104,092 
Veritone, Inc. (a)(b) 268 1,428 
VirnetX Holding Corp. (a)(b) 1,814 9,251 
Workiva, Inc. (a) 953 39,931 
Yext, Inc. (a) 2,780 43,340 
Zix Corp. (a) 1,746 12,432 
Zscaler, Inc. (a) 2,027 98,046 
  3,672,542 
Technology Hardware, Storage & Peripherals - 0.3%   
3D Systems Corp. (a) 3,643 46,485 
Avid Technology, Inc. (a) 911 4,336 
Cray, Inc. (a) 1,363 29,904 
Diebold Nixdorf, Inc. (b) 2,551 10,842 
Eastman Kodak Co. (a)(b) 595 1,731 
Electronics for Imaging, Inc. (a) 1,517 40,064 
Immersion Corp. (a) 864 8,199 
Stratasys Ltd. (a) 1,686 43,044 
U.S.A. Technologies, Inc. (a) 1,892 11,182 
  195,787 
TOTAL INFORMATION TECHNOLOGY  9,850,843 
MATERIALS - 3.8%   
Chemicals - 1.8%   
A. Schulman, Inc. rights (a)(c) 675 1,290 
Advanced Emissions Solutions, Inc. 643 7,285 
AdvanSix, Inc. (a) 1,002 31,703 
AgroFresh Solutions, Inc. (a) 1,034 4,157 
American Vanguard Corp. 970 16,994 
Amyris, Inc. (a)(b) 1,029 3,488 
Balchem Corp. 1,070 88,831 
Chase Corp. 240 24,197 
Ferro Corp. (a) 2,771 46,193 
Flotek Industries, Inc. (a) 1,852 4,741 
FutureFuel Corp. 863 15,802 
H.B. Fuller Co. 1,688 83,370 
Hawkins, Inc. 325 13,484 
Ingevity Corp. (a) 1,414 133,015 
Innophos Holdings, Inc. 644 19,256 
Innospec, Inc. 806 56,638 
Intrepid Potash, Inc. (a) 3,161 9,831 
Koppers Holdings, Inc. (a) 686 15,634 
Kraton Performance Polymers, Inc. (a) 1,044 29,441 
Kronos Worldwide, Inc. 751 9,891 
LSB Industries, Inc. (a) 708 5,275 
Marrone Bio Innovations, Inc. (a) 1,749 2,676 
Minerals Technologies, Inc. 1,179 69,054 
OMNOVA Solutions, Inc. (a) 1,446 12,884 
PolyOne Corp. 2,655 85,942 
PQ Group Holdings, Inc. (a) 1,203 18,105 
Quaker Chemical Corp. 436 89,145 
Rayonier Advanced Materials, Inc. 1,692 24,500 
Sensient Technologies Corp. 1,417 88,959 
Stepan Co. 675 59,353 
Trecora Resources (a) 676 5,861 
Tredegar Corp. 862 14,059 
Trinseo SA 1,427 69,994 
Tronox Ltd. Class A 3,106 27,209 
Valhi, Inc. 819 2,727 
  1,190,984 
Construction Materials - 0.1%   
Forterra, Inc. (a)(b) 607 3,114 
Foundation Building Materials, Inc. (a) 484 4,424 
Summit Materials, Inc. (a) 3,841 58,614 
U.S. Concrete, Inc. (a) 537 19,117 
United States Lime & Minerals, Inc. 63 4,348 
  89,617 
Containers & Packaging - 0.1%   
Greif, Inc.:   
Class A 848 33,072 
Class B 188 8,488 
Myers Industries, Inc. 1,199 19,496 
UFP Technologies, Inc. (a) 217 7,161 
  68,217 
Metals & Mining - 1.4%   
AK Steel Holding Corp. (a)(b) 10,461 30,860 
Allegheny Technologies, Inc. (a) 4,203 115,120 
Atkore International Group, Inc. (a) 1,303 30,217 
Carpenter Technology Corp. 1,554 73,442 
Century Aluminum Co. (a) 1,656 15,235 
Cleveland-Cliffs, Inc. (b) 9,946 106,522 
Coeur d'Alene Mines Corp. (a) 6,194 31,899 
Commercial Metals Co. 3,872 67,566 
Compass Minerals International, Inc. 1,135 59,304 
Gold Resource Corp. 1,789 8,033 
Haynes International, Inc. 410 13,448 
Hecla Mining Co. 15,294 41,294 
Kaiser Aluminum Corp. 535 53,698 
Livent Corp. (b) 776 9,824 
Materion Corp. 668 31,349 
Olympic Steel, Inc. 315 6,070 
Ryerson Holding Corp. (a) 536 3,768 
Schnitzer Steel Industries, Inc. Class A 873 21,127 
SunCoke Energy, Inc. 2,161 24,290 
Synalloy Corp. 280 4,424 
Tahoe Resources, Inc. (a) 10,373 39,314 
TimkenSteel Corp. (a) 1,331 16,944 
Universal Stainless & Alloy Products, Inc. (a) 282 5,056 
Warrior Metropolitan Coal, Inc. 1,442 41,429 
Worthington Industries, Inc. 1,396 52,671 
  902,904 
Paper & Forest Products - 0.4%   
Boise Cascade Co. 1,304 35,821 
Clearwater Paper Corp.(a) 537 18,108 
Louisiana-Pacific Corp. 4,739 115,537 
Neenah, Inc. 563 39,224 
P.H. Glatfelter Co. 1,440 18,403 
Schweitzer-Mauduit International, Inc. 1,018 32,637 
Verso Corp. (a) 1,154 28,469 
  288,199 
TOTAL MATERIALS  2,539,921 
REAL ESTATE - 7.5%   
Equity Real Estate Investment Trusts (REITs) - 6.9%   
Acadia Realty Trust (SBI) 2,695 77,427 
Agree Realty Corp. 1,127 74,416 
Alexander & Baldwin, Inc. 2,293 52,831 
Alexanders, Inc. 70 23,314 
American Assets Trust, Inc. 1,294 55,564 
Americold Realty Trust 2,893 84,823 
Armada Hoffler Properties, Inc. 1,670 25,083 
Ashford Hospitality Trust, Inc. 2,904 14,375 
Bluerock Residential Growth (REIT), Inc. 816 8,470 
Braemar Hotels & Resorts, Inc. 980 10,898 
BRT Realty Trust 314 4,085 
CareTrust (REIT), Inc. 2,785 61,214 
CatchMark Timber Trust, Inc. 1,904 17,498 
CBL & Associates Properties, Inc. (b) 5,596 13,934 
Cedar Realty Trust, Inc. 2,986 10,421 
Chatham Lodging Trust 1,530 30,921 
Chesapeake Lodging Trust 1,982 56,447 
City Office REIT, Inc. 1,296 14,982 
Clipper Realty, Inc. 504 6,527 
Community Healthcare Trust, Inc. 583 19,251 
CorEnergy Infrastructure Trust, Inc. 397 14,217 
CorePoint Lodging, Inc. 1,367 16,732 
Corrections Corp. of America 3,960 78,685 
Cousins Properties, Inc. 14,030 124,166 
DiamondRock Hospitality Co. 6,930 70,409 
Easterly Government Properties, Inc. 2,014 36,171 
EastGroup Properties, Inc. 1,179 121,979 
Essential Properties Realty Trust, Inc. 1,198 19,048 
Farmland Partners, Inc. (b) 996 5,588 
First Industrial Realty Trust, Inc. 4,165 136,279 
Four Corners Property Trust, Inc. 2,274 64,218 
Franklin Street Properties Corp. 3,452 25,614 
Front Yard Residential Corp. Class B 1,654 17,896 
Getty Realty Corp. 1,098 35,202 
Gladstone Commercial Corp. 965 19,252 
Gladstone Land Corp. 437 5,279 
Global Medical REIT, Inc. 634 6,080 
Global Net Lease, Inc. 2,429 47,098 
Government Properties Income Trust 1,593 51,024 
Hannon Armstrong Sustainable Infrastructure Capital, Inc. 1,725 38,968 
Healthcare Realty Trust, Inc. 4,149 133,971 
Hersha Hospitality Trust 1,186 21,977 
Independence Realty Trust, Inc. 2,919 30,504 
Industrial Logistics Properties Trust 2,164 46,504 
InfraReit, Inc. 1,478 31,186 
Investors Real Estate Trust 405 23,842 
iStar Financial, Inc. 2,158 20,695 
Jernigan Capital, Inc. 609 13,203 
Kite Realty Group Trust 2,769 46,048 
Lexington Corporate Properties Trust 7,131 68,529 
LTC Properties, Inc. 1,322 62,716 
Mack-Cali Realty Corp. 3,039 62,603 
MedEquities Realty Trust, Inc. 965 11,165 
Monmouth Real Estate Investment Corp. Class A 2,910 39,983 
National Health Investors, Inc. 1,368 113,900 
National Storage Affiliates Trust 1,899 55,261 
New Senior Investment Group, Inc. 2,494 13,517 
NexPoint Residential Trust, Inc. 618 23,119 
NorthStar Realty Europe Corp. 1,492 25,051 
One Liberty Properties, Inc. 504 13,709 
Pebblebrook Hotel Trust (b) 4,557 146,052 
Pennsylvania Real Estate Investment Trust (SBI) (b) 2,289 16,870 
Physicians Realty Trust 6,096 110,399 
Piedmont Office Realty Trust, Inc. Class A 4,277 82,803 
Potlatch Corp. 2,233 82,353 
Preferred Apartment Communities, Inc. Class A 1,339 21,290 
PS Business Parks, Inc. 667 96,842 
QTS Realty Trust, Inc. Class A 1,701 71,629 
Ramco-Gershenson Properties Trust (SBI) 2,663 34,859 
Retail Opportunity Investments Corp. 3,757 66,010 
Rexford Industrial Realty, Inc. 3,086 103,690 
RLJ Lodging Trust 5,802 107,627 
Ryman Hospitality Properties, Inc. 1,495 120,123 
Sabra Health Care REIT, Inc. 5,944 122,090 
Safety Income and Growth, Inc. 263 4,639 
Saul Centers, Inc. 399 21,131 
Seritage Growth Properties (b) 1,091 43,869 
Spirit MTA REIT 1,437 11,237 
Stag Industrial, Inc. 3,274 90,264 
Summit Hotel Properties, Inc. 3,494 39,028 
Sunstone Hotel Investors, Inc. 7,613 108,866 
Tanger Factory Outlet Centers, Inc. 3,098 70,480 
Terreno Realty Corp. 1,946 78,502 
The GEO Group, Inc. 4,017 90,583 
TIER REIT, Inc. 1,800 42,300 
UMH Properties, Inc. 1,273 17,860 
Universal Health Realty Income Trust (SBI) 429 29,910 
Urban Edge Properties 3,658 74,696 
Urstadt Biddle Properties, Inc. Class A 996 21,334 
Washington Prime Group, Inc. 6,333 35,971 
Washington REIT (SBI) 2,676 67,837 
Whitestone REIT Class B 1,280 18,150 
Xenia Hotels & Resorts, Inc. 3,761 70,594 
  4,573,757 
Real Estate Management& Development - 0.6%   
Altisource Portfolio Solutions SA (a)(b) 330 7,814 
American Realty Investments, Inc. (a) 63 824 
Boston Omaha Corp. (a) 166 4,198 
Colony NorthStar Credit Real Estate, Inc. 2,799 46,771 
Consolidated-Tomoka Land Co. 129 7,878 
Cushman & Wakefield PLC 1,569 27,050 
Forestar Group, Inc. (a) 347 5,555 
FRP Holdings, Inc. (a) 235 11,919 
Griffin Industrial Realty, Inc. 27 908 
HFF, Inc. 1,252 51,858 
Kennedy-Wilson Holdings, Inc. 4,164 83,238 
Marcus & Millichap, Inc. (a) 649 25,700 
Maui Land & Pineapple, Inc. (a) 219 2,615 
Newmark Group, Inc. 4,986 52,104 
RE/MAX Holdings, Inc. 597 24,907 
Redfin Corp. (a)(b) 2,648 47,373 
Stratus Properties, Inc. (a) 199 4,716 
Tejon Ranch Co. (a) 698 13,136 
The St. Joe Co. (a) 1,154 17,956 
Transcontinental Realty Investors, Inc. (a) 54 1,812 
Trinity Place Holdings, Inc. (a) 608 2,523 
  440,855 
TOTAL REAL ESTATE  5,014,612 
UTILITIES - 3.6%   
Electric Utilities - 1.2%   
Allete, Inc. 1,717 132,106 
El Paso Electric Co. 1,349 70,849 
IDACORP, Inc. 1,682 163,995 
MGE Energy, Inc. 1,166 74,985 
Otter Tail Corp. 1,315 63,712 
PNM Resources, Inc. 2,655 113,076 
Portland General Electric Co. 2,985 144,235 
Spark Energy, Inc. Class A, 400 3,320 
  766,278 
Gas Utilities - 1.1%   
Chesapeake Utilities Corp. 527 47,730 
New Jersey Resources Corp. 2,912 141,232 
Northwest Natural Holding Co. 953 59,658 
ONE Gas, Inc. 1,738 142,777 
RGC Resources, Inc. 249 7,004 
South Jersey Industries, Inc. 2,863 85,260 
Southwest Gas Holdings, Inc. 1,638 128,288 
Spire, Inc. 1,641 130,246 
  742,195 
Independent Power and Renewable Electricity Producers - 0.3%   
Atlantic Power Corp. (a) 3,572 8,966 
NRG Yield, Inc.:   
Class A 1,039 15,273 
Class C 2,576 38,872 
Ormat Technologies, Inc. 1,327 76,581 
Pattern Energy Group, Inc. 2,696 57,371 
Terraform Power, Inc. 2,410 28,631 
  225,694 
Multi-Utilities - 0.5%   
Avista Corp. 2,183 91,359 
Black Hills Corp. 1,783 121,048 
NorthWestern Energy Corp. 1,681 107,433 
Unitil Corp. 505 26,492 
  346,332 
Water Utilities - 0.5%   
American States Water Co. 1,220 82,618 
AquaVenture Holdings Ltd. (a) 366 7,697 
Artesian Resources Corp. Class A 273 9,661 
Cadiz, Inc. (a) 755 7,777 
California Water Service Group 1,601 79,282 
Connecticut Water Service, Inc. 402 27,272 
Consolidated Water Co., Inc. 509 6,642 
Global Water Resources, Inc. 361 3,476 
Middlesex Water Co. 534 30,011 
Pure Cycle Corp. (a) 562 5,716 
Select Energy Services, Inc. Class A (a) 1,486 12,631 
SJW Corp. 577 34,591 
York Water Co. 436 14,344 
  321,718 
TOTAL UTILITIES  2,402,217 
TOTAL COMMON STOCKS   
(Cost $67,894,582)  66,218,732 
Money Market Funds - 5.5%   
Fidelity Cash Central Fund, 2.43% (d) 412,254 412,336 
Fidelity Securities Lending Cash Central Fund 2.43% (d)(e) 3,232,005 3,232,328 
TOTAL MONEY MARKET FUNDS   
(Cost $3,644,614)  3,644,664 
TOTAL INVESTMENT IN SECURITIES - 104.9%   
(Cost $71,539,196)  69,863,396 
NET OTHER ASSETS (LIABILITIES) - (4.9)%  (3,291,014) 
NET ASSETS - 100%  $66,572,382 

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) March 2019 $375,050 $34,353 $34,353 

The notional amount of futures purchased as a percentage of Net Assets is 0.6%

Legend

 (a) Non-income producing

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

 (c) Level 3 security

 (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 $5,215 
Fidelity Securities Lending Cash Central Fund 34,220 
Total $39,435 

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, 2019, 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:     
Communication Services $2,049,869 $2,049,869 $-- $-- 
Consumer Discretionary 8,046,004 8,046,004 -- -- 
Consumer Staples 1,856,980 1,856,980 -- -- 
Energy 2,331,847 2,331,847 -- -- 
Financials 11,835,440 11,835,440 -- -- 
Health Care 10,416,766 10,416,766 -- -- 
Industrials 9,874,233 9,874,233 -- -- 
Information Technology 9,850,843 9,850,843 -- -- 
Materials 2,539,921 2,538,631 -- 1,290 
Real Estate 5,014,612 5,014,612 -- -- 
Utilities 2,402,217 2,402,217 -- -- 
Money Market Funds 3,644,664 3,644,664 -- -- 
Total Investments in Securities: $69,863,396 $69,862,106 $-- $1,290 
Derivative Instruments:     
Assets     
Futures Contracts $34,353 $34,353 $-- $-- 
Total Assets $34,353 $34,353 $-- $-- 
Total Derivative Instruments: $34,353 $34,353 $-- $-- 

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. 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® Series Large Cap Growth Index Fund

January 31, 2019







CGI-QTLY-0319
1.9891257.100





Schedule of Investments January 31, 2019 (Unaudited)

Showing Percentage of Net Assets

Common Stocks - 100.0%   
 Shares Value 
COMMUNICATION SERVICES - 12.5%   
Diversified Telecommunication Services - 0.1%   
Zayo Group Holdings, Inc. (a) 269 $7,384 
Entertainment - 2.7%   
Activision Blizzard, Inc. 886 41,855 
Electronic Arts, Inc. (a) 348 32,100 
Lions Gate Entertainment Corp.:   
Class A 73 
Class B 158 
Live Nation Entertainment, Inc. (a) 163 8,722 
Netflix, Inc. (a) 491 166,695 
Take-Two Interactive Software, Inc. (a) 79 8,338 
The Madison Square Garden Co. (a) 556 
The Walt Disney Co. 1,259 140,404 
  398,901 
Interactive Media & Services - 8.9%   
Alphabet, Inc.:   
Class A (a) 353 397,439 
Class C (a) 359 400,777 
Facebook, Inc. Class A (a) 2,804 467,399 
IAC/InterActiveCorp (a) 87 18,381 
Match Group, Inc. 62 3,316 
TripAdvisor, Inc. (a) 123 7,058 
Twitter, Inc. (a) 842 28,258 
Zillow Group, Inc.:   
Class A (a) 50 1,741 
Class C (a) 99 3,474 
  1,327,843 
Media - 0.7%   
AMC Networks, Inc. Class A (a) 52 3,273 
Cable One, Inc. 4,422 
CBS Corp. Class B 381 18,844 
Charter Communications, Inc. Class A (a) 142 47,009 
Interpublic Group of Companies, Inc. 46 1,047 
Omnicom Group, Inc. 174 13,551 
Sirius XM Holdings, Inc. 1,924 11,217 
  99,363 
Wireless Telecommunication Services - 0.1%   
T-Mobile U.S., Inc. (a) 236 16,430 
TOTAL COMMUNICATION SERVICES  1,849,921 
CONSUMER DISCRETIONARY - 15.3%   
Auto Components - 0.2%   
Aptiv PLC 268 21,207 
Garrett Motion, Inc. (a) 55 878 
Gentex Corp. 217 4,596 
Lear Corp. 1,231 
Visteon Corp. (a) 22 1,692 
  29,604 
Automobiles - 0.4%   
Tesla, Inc. (a) 161 49,430 
Thor Industries, Inc. 49 3,191 
  52,621 
Distributors - 0.1%   
LKQ Corp. (a) 63 1,652 
Pool Corp. 46 6,896 
  8,548 
Diversified Consumer Services - 0.2%   
Bright Horizons Family Solutions, Inc. (a) 57 6,600 
Frontdoor, Inc. (a) 80 2,378 
Grand Canyon Education, Inc. (a) 56 5,205 
H&R Block, Inc. 44 1,038 
Service Corp. International 97 4,163 
ServiceMaster Global Holdings, Inc. (a) 161 6,277 
  25,661 
Hotels, Restaurants & Leisure - 2.1%   
Chipotle Mexican Grill, Inc. (a) 29 15,359 
Choice Hotels International, Inc. 41 3,246 
Darden Restaurants, Inc. 74 7,765 
Domino's Pizza, Inc. 49 13,903 
Dunkin' Brands Group, Inc. 98 6,702 
Extended Stay America, Inc. unit 134 2,291 
Hilton Grand Vacations, Inc. (a) 115 3,489 
Hilton Worldwide Holdings, Inc. 327 24,355 
International Game Technology PLC 49 
Las Vegas Sands Corp. 256 14,940 
Marriott International, Inc. Class A 332 38,024 
McDonald's Corp. 178 31,823 
MGM Mirage, Inc. 52 1,531 
Six Flags Entertainment Corp. 85 5,235 
Starbucks Corp. 1,425 97,100 
U.S. Foods Holding Corp. (a) 15 506 
Vail Resorts, Inc. 47 8,848 
Wendy's Co. 221 3,828 
Wyndham Destinations, Inc. 113 4,762 
Wyndham Hotels & Resorts, Inc. 116 5,694 
Wynn Resorts Ltd. 121 14,884 
Yum China Holdings, Inc. 36 1,312 
Yum! Brands, Inc. 108 10,150 
  315,796 
Household Durables - 0.2%   
D.R. Horton, Inc. 240 9,228 
Lennar Corp.:   
Class A 182 8,630 
Class B 10 381 
NVR, Inc. (a) 10,640 
PulteGroup, Inc. 96 2,670 
Tempur Sealy International, Inc. (a) 55 2,916 
Toll Brothers, Inc. 82 3,029 
  37,494 
Internet & Direct Marketing Retail - 6.5%   
Amazon.com, Inc. (a) 479 823,272 
eBay, Inc. 233 7,840 
Expedia, Inc. 141 16,814 
GrubHub, Inc. (a) 107 8,603 
The Booking Holdings, Inc. (a) 56 102,637 
Wayfair LLC Class A (a) 68 7,443 
  966,609 
Leisure Products - 0.1%   
Brunswick Corp. 10 503 
Hasbro, Inc. 108 9,780 
Mattel, Inc. (a) 88 1,042 
Polaris Industries, Inc. 67 5,620 
  16,945 
Multiline Retail - 0.3%   
Dollar General Corp. 313 36,130 
Dollar Tree, Inc. (a) 47 4,551 
Nordstrom, Inc. 139 6,451 
  47,132 
Specialty Retail - 3.9%   
Advance Auto Parts, Inc. 25 3,980 
AutoZone, Inc. (a) 26 22,031 
Best Buy Co., Inc. 71 4,206 
Burlington Stores, Inc. (a) 79 13,565 
CarMax, Inc. (a) 125 7,348 
Floor & Decor Holdings, Inc. Class A (a) 57 1,955 
Gap, Inc. 16 407 
Home Depot, Inc. 1,359 249,417 
L Brands, Inc. 51 1,420 
Lowe's Companies, Inc. 952 91,544 
Michaels Companies, Inc. (a) 15 208 
O'Reilly Automotive, Inc. (a) 93 32,053 
Ross Stores, Inc. 430 39,612 
Tiffany & Co., Inc. 25 2,218 
TJX Companies, Inc. 1,459 72,556 
Tractor Supply Co. 143 12,212 
Ulta Beauty, Inc. (a) 66 19,267 
Urban Outfitters, Inc. (a) 87 2,810 
Williams-Sonoma, Inc. 22 1,197 
  578,006 
Textiles, Apparel & Luxury Goods - 1.3%   
Capri Holdings Ltd. (a) 89 3,781 
Carter's, Inc. 54 4,477 
Columbia Sportswear Co. 446 
Hanesbrands, Inc. 425 6,371 
lululemon athletica, Inc. (a) 113 16,703 
NIKE, Inc. Class B 1,479 121,101 
Skechers U.S.A., Inc. Class A (sub. vtg.) (a) 73 1,983 
Tapestry, Inc. 67 2,594 
Under Armour, Inc.:   
Class A (sub. vtg.) (a) 167 3,464 
Class C (non-vtg.) (a) 165 3,125 
VF Corp. 292 24,578 
  188,623 
TOTAL CONSUMER DISCRETIONARY  2,267,039 
CONSUMER STAPLES - 5.7%   
Beverages - 2.8%   
Brown-Forman Corp.:   
Class A 61 2,869 
Class B (non-vtg.) 331 15,640 
Constellation Brands, Inc. Class A (sub. vtg.) 182 31,606 
Keurig Dr. Pepper, Inc. 212 5,771 
Monster Beverage Corp. (a) 469 26,846 
PepsiCo, Inc. 1,482 166,977 
The Coca-Cola Co. 3,503 168,599 
  418,308 
Food & Staples Retailing - 1.0%   
Costco Wholesale Corp. 515 110,534 
Sprouts Farmers Market LLC (a) 148 3,549 
Sysco Corp. 561 35,820 
Welbilt, Inc. (a) 154 2,159 
  152,062 
Food Products - 0.3%   
Campbell Soup Co. 145 5,137 
General Mills, Inc. 36 1,600 
Kellogg Co. 147 8,674 
McCormick & Co., Inc. (non-vtg.) 989 
Post Holdings, Inc. (a) 44 4,084 
The Hershey Co. 151 16,021 
  36,505 
Household Products - 0.6%   
Church & Dwight Co., Inc. 244 15,765 
Clorox Co. 131 19,438 
Colgate-Palmolive Co. 188 12,160 
Energizer Holdings, Inc. 40 1,896 
Kimberly-Clark Corp. 357 39,763 
Spectrum Brands Holdings, Inc. 22 1,229 
  90,251 
Personal Products - 0.3%   
Estee Lauder Companies, Inc. Class A 252 34,378 
Herbalife Nutrition Ltd. (a) 23 1,373 
Nu Skin Enterprises, Inc. Class A 20 1,313 
  37,064 
Tobacco - 0.7%   
Altria Group, Inc. 2,232 110,149 
TOTAL CONSUMER STAPLES  844,339 
ENERGY - 0.8%   
Energy Equipment & Services - 0.2%   
Halliburton Co. 1,025 32,144 
RPC, Inc. 23 248 
  32,392 
Oil, Gas & Consumable Fuels - 0.6%   
Anadarko Petroleum Corp. 201 9,513 
Antero Resources Corp. (a) 152 1,529 
Apache Corp. 29 952 
Cabot Oil & Gas Corp. 380 9,481 
Cheniere Energy, Inc. (a) 190 12,474 
Cimarex Energy Co. 14 1,055 
Concho Resources, Inc. (a) 30 3,595 
Continental Resources, Inc. (a) 50 2,309 
Diamondback Energy, Inc. 31 3,197 
EOG Resources, Inc. 75 7,440 
Kosmos Energy Ltd. (a) 54 277 
Newfield Exploration Co. (a) 86 1,572 
ONEOK, Inc. 201 12,906 
Parsley Energy, Inc. Class A (a) 217 4,032 
Pioneer Natural Resources Co. 109 15,513 
  85,845 
TOTAL ENERGY  118,237 
FINANCIALS - 4.4%   
Banks - 0.2%   
BOK Financial Corp. 582 
Comerica, Inc. 11 866 
East West Bancorp, Inc. 13 654 
Pinnacle Financial Partners, Inc. 38 2,043 
Signature Bank 40 5,092 
SVB Financial Group (a) 48 11,202 
Synovus Financial Corp. 57 2,019 
Texas Capital Bancshares, Inc. (a) 33 1,923 
Western Alliance Bancorp. (a) 70 3,100 
  27,481 
Capital Markets - 2.2%   
Ameriprise Financial, Inc. 27 3,418 
Cboe Global Markets, Inc. 123 11,472 
Charles Schwab Corp. 1,384 64,730 
CME Group, Inc. 49 8,932 
E*TRADE Financial Corp. 68 3,173 
Eaton Vance Corp. (non-vtg.) 135 5,200 
Evercore, Inc. Class A 48 4,294 
FactSet Research Systems, Inc. 44 9,620 
Interactive Brokers Group, Inc. 80 4,032 
IntercontinentalExchange, Inc. 341 26,175 
Lazard Ltd. Class A 126 5,014 
LPL Financial 102 7,178 
MarketAxess Holdings, Inc. 43 9,235 
Moody's Corp. 196 31,068 
Morningstar, Inc. 22 2,731 
MSCI, Inc. 103 17,538 
Northern Trust Corp. 68 6,015 
Raymond James Financial, Inc. 46 3,703 
S&P Global, Inc. 296 56,728 
SEI Investments Co. 156 7,416 
State Street Corp. 28 1,985 
T. Rowe Price Group, Inc. 257 24,019 
TD Ameritrade Holding Corp. 330 18,464 
Virtu Financial, Inc. Class A 48 1,226 
  333,366 
Consumer Finance - 0.6%   
American Express Co. 568 58,334 
Capital One Financial Corp. 44 3,546 
Credit Acceptance Corp. (a) 12 4,776 
Discover Financial Services 182 12,283 
OneMain Holdings, Inc. (a) 179 
Santander Consumer U.S.A. Holdings, Inc. 18 343 
Synchrony Financial 306 9,192 
  88,653 
Diversified Financial Services - 0.4%   
Berkshire Hathaway, Inc. Class B (a) 289 59,401 
Voya Financial, Inc. 13 604 
  60,005 
Insurance - 1.0%   
Alleghany Corp. 1,263 
American International Group, Inc. 152 6,571 
Aon PLC 283 44,213 
Arch Capital Group Ltd. (a) 73 2,143 
Axis Capital Holdings Ltd. 11 589 
Brown & Brown, Inc. 16 435 
Erie Indemnity Co. Class A 22 3,220 
Everest Re Group Ltd. 19 4,162 
Markel Corp. (a) 1,054 
Marsh & McLennan Companies, Inc. 279 24,605 
Progressive Corp. 683 45,959 
RenaissanceRe Holdings Ltd. 552 
The Travelers Companies, Inc. 61 7,658 
  142,424 
TOTAL FINANCIALS  651,929 
HEALTH CARE - 14.0%   
Biotechnology - 5.1%   
AbbVie, Inc. 1,786 143,398 
Agios Pharmaceuticals, Inc. (a) 56 3,002 
Alexion Pharmaceuticals, Inc. (a) 209 25,699 
Alkermes PLC (a) 182 5,982 
Alnylam Pharmaceuticals, Inc. (a) 94 7,852 
Amgen, Inc. 707 132,287 
Biogen, Inc. (a) 225 75,101 
BioMarin Pharmaceutical, Inc. (a) 207 20,321 
bluebird bio, Inc. (a) 44 5,871 
Celgene Corp. (a) 827 73,156 
Exact Sciences Corp. (a) 140 12,611 
Exelixis, Inc. (a) 347 8,179 
Gilead Sciences, Inc. 1,136 79,531 
Incyte Corp. (a) 206 16,602 
Ionis Pharmaceuticals, Inc. (a) 148 8,584 
Neurocrine Biosciences, Inc. (a) 104 9,175 
Regeneron Pharmaceuticals, Inc. (a) 94 40,351 
Sage Therapeutics, Inc. (a) 54 7,700 
Sarepta Therapeutics, Inc. (a) 78 10,897 
Seattle Genetics, Inc. (a) 128 9,783 
Vertex Pharmaceuticals, Inc. (a) 300 57,273 
  753,355 
Health Care Equipment & Supplies - 2.6%   
Abiomed, Inc. (a) 50 17,554 
Align Technology, Inc. (a) 93 23,152 
Baxter International, Inc. 66 4,784 
Becton, Dickinson & Co. 28 6,985 
Boston Scientific Corp. (a) 1,249 47,649 
Cantel Medical Corp. 44 3,582 
DexCom, Inc. (a) 103 14,526 
Edwards Lifesciences Corp. (a) 247 42,094 
Hill-Rom Holdings, Inc. 51 5,101 
ICU Medical, Inc. (a) 18 4,478 
IDEXX Laboratories, Inc. (a) 101 21,491 
Insulet Corp. (a) 69 5,602 
Integra LifeSciences Holdings Corp. (a) 65 3,078 
Intuitive Surgical, Inc. (a) 132 69,120 
Masimo Corp. (a) 55 6,841 
Penumbra, Inc. (a) 36 5,238 
ResMed, Inc. 165 15,703 
Stryker Corp. 397 70,495 
Teleflex, Inc. 10 2,735 
The Cooper Companies, Inc. 2,509 
Varian Medical Systems, Inc. (a) 108 14,259 
West Pharmaceutical Services, Inc. 20 2,165 
  389,141 
Health Care Providers & Services - 3.4%   
AmerisourceBergen Corp. 185 15,423 
Centene Corp. (a) 211 27,550 
Chemed Corp. 18 5,363 
Cigna Corp. 124 24,776 
CVS Health Corp. 116 7,604 
DaVita HealthCare Partners, Inc. (a) 80 4,490 
Elanco Animal Health, Inc. 40 1,167 
Encompass Health Corp. 116 7,753 
HCA Holdings, Inc. 229 31,929 
Henry Schein, Inc. (a) 26 2,020 
Humana, Inc. 154 47,584 
Laboratory Corp. of America Holdings (a) 975 
McKesson Corp. 29 3,719 
Molina Healthcare, Inc. (a) 62 8,245 
Premier, Inc. (a) 20 796 
UnitedHealth Group, Inc. 1,127 304,515 
Wellcare Health Plans, Inc. (a) 55 15,206 
  509,115 
Health Care Technology - 0.2%   
athenahealth, Inc. (a) 47 6,333 
Cerner Corp. (a) 168 9,225 
Veeva Systems, Inc. Class A (a) 143 15,596 
  31,154 
Life Sciences Tools & Services - 0.8%   
Bio-Techne Corp. 44 7,676 
Bruker Corp. 48 1,683 
Charles River Laboratories International, Inc. (a) 40 4,928 
Illumina, Inc. (a) 173 48,404 
Mettler-Toledo International, Inc. (a) 29 18,507 
PRA Health Sciences, Inc. (a) 67 7,100 
Thermo Fisher Scientific, Inc. 28 6,879 
Waters Corp. (a) 82 18,960 
  114,137 
Pharmaceuticals - 1.9%   
Bristol-Myers Squibb Co. 1,025 50,604 
Catalent, Inc. (a) 40 1,477 
Eli Lilly & Co. 683 81,864 
Jazz Pharmaceuticals PLC (a) 64 8,057 
Johnson & Johnson 570 75,856 
Merck & Co., Inc. 207 15,407 
Nektar Therapeutics (a) 185 7,833 
Zoetis, Inc. Class A 570 49,111 
  290,209 
TOTAL HEALTH CARE  2,087,111 
INDUSTRIALS - 12.0%   
Aerospace & Defense - 3.6%   
BWX Technologies, Inc. 118 5,478 
Curtiss-Wright Corp. 908 
General Dynamics Corp. 138 23,621 
Harris Corp. 139 21,292 
HEICO Corp. 46 3,887 
HEICO Corp. Class A 90 6,303 
Hexcel Corp. 22 1,490 
Huntington Ingalls Industries, Inc. 43 8,877 
Lockheed Martin Corp. 267 77,347 
Northrop Grumman Corp. 190 52,355 
Raytheon Co. 338 55,689 
Spirit AeroSystems Holdings, Inc. Class A 123 10,258 
Textron, Inc. 48 2,555 
The Boeing Co. 631 243,326 
TransDigm Group, Inc. (a) 57 22,287 
  535,673 
Air Freight & Logistics - 1.2%   
C.H. Robinson Worldwide, Inc. 160 13,883 
Expeditors International of Washington, Inc. 202 13,999 
FedEx Corp. 287 50,963 
United Parcel Service, Inc. Class B 814 85,796 
XPO Logistics, Inc. (a) 148 8,995 
  173,636 
Airlines - 0.2%   
Delta Air Lines, Inc. 189 9,342 
Southwest Airlines Co. 431 24,464 
  33,806 
Building Products - 0.3%   
A.O. Smith Corp. 168 8,040 
Allegion PLC 93 7,985 
Armstrong World Industries, Inc. 51 3,470 
Fortune Brands Home & Security, Inc. 70 3,171 
Lennox International, Inc. 39 8,942 
Masco Corp. 246 7,973 
Resideo Technologies, Inc. (a) 92 2,018 
  41,599 
Commercial Services & Supplies - 0.6%   
Cintas Corp. 102 19,126 
Copart, Inc. (a) 240 12,151 
KAR Auction Services, Inc. 149 7,749 
Republic Services, Inc. 17 1,304 
Rollins, Inc. 172 6,405 
Waste Management, Inc. 425 40,660 
  87,395 
Construction & Engineering - 0.0%   
Quanta Services, Inc. 50 1,767 
Electrical Equipment - 0.6%   
AMETEK, Inc. 52 3,791 
Emerson Electric Co. 524 34,306 
Fortive Corp. 317 23,772 
Hubbell, Inc. Class B 44 4,811 
Rockwell Automation, Inc. 141 23,902 
Sensata Technologies, Inc. PLC (a) 105 4,988 
  95,570 
Industrial Conglomerates - 1.3%   
3M Co. 561 112,368 
Honeywell International, Inc. 546 78,422 
Roper Technologies, Inc. 22 6,232 
  197,022 
Machinery - 2.1%   
Allison Transmission Holdings, Inc. 136 6,619 
Caterpillar, Inc. 620 82,559 
Cummins, Inc. 62 9,121 
Deere & Co. 381 62,484 
Donaldson Co., Inc. 142 6,714 
Gardner Denver Holdings, Inc. (a) 49 1,209 
Graco, Inc. 196 8,493 
IDEX Corp. 85 11,718 
Illinois Tool Works, Inc. 389 53,414 
Ingersoll-Rand PLC 157 15,706 
Lincoln Electric Holdings, Inc. 75 6,483 
Middleby Corp. (a) 38 4,470 
Nordson Corp. 64 8,297 
Parker Hannifin Corp. 28 4,615 
Toro Co. 122 7,259 
WABCO Holdings, Inc. (a) 62 7,082 
Wabtec Corp. 37 2,559 
Xylem, Inc. 119 8,480 
  307,282 
Professional Services - 0.5%   
CoStar Group, Inc. (a) 42 16,411 
Dun & Bradstreet Corp. 19 2,750 
Equifax, Inc. 38 4,067 
Robert Half International, Inc. 140 9,020 
TransUnion Holding Co., Inc. 218 13,259 
Verisk Analytics, Inc. (a) 188 22,073 
  67,580 
Road & Rail - 1.2%   
CSX Corp. 444 29,171 
Genesee & Wyoming, Inc. Class A (a) 14 1,099 
J.B. Hunt Transport Services, Inc. 103 11,025 
Landstar System, Inc. 48 4,876 
Old Dominion Freight Lines, Inc. 78 10,603 
Schneider National, Inc. Class B 191 
Union Pacific Corp. 802 127,574 
  184,539 
Trading Companies & Distributors - 0.4%   
Air Lease Corp. Class A 341 
Fastenal Co. 337 20,375 
HD Supply Holdings, Inc. (a) 66 2,768 
MSC Industrial Direct Co., Inc. Class A 24 2,004 
United Rentals, Inc. (a) 96 12,025 
Univar, Inc. (a) 20 417 
W.W. Grainger, Inc. 53 15,656 
Watsco, Inc. 30 4,424 
  58,010 
TOTAL INDUSTRIALS  1,783,879 
INFORMATION TECHNOLOGY - 31.2%   
Communications Equipment - 0.2%   
Arista Networks, Inc. (a) 68 14,605 
F5 Networks, Inc. (a) 71 11,427 
Motorola Solutions, Inc. 22 2,572 
Ubiquiti Networks, Inc. 18 1,948 
  30,552 
Electronic Equipment & Components - 0.6%   
Amphenol Corp. Class A 347 30,508 
CDW Corp. 172 14,322 
Cognex Corp. 196 8,918 
Coherent, Inc. (a) 21 2,482 
Dell Technologies, Inc. (a) 11 534 
FLIR Systems, Inc. 14 684 
IPG Photonics Corp. (a) 43 5,719 
Littelfuse, Inc. 24 4,217 
National Instruments Corp. 106 4,687 
Zebra Technologies Corp. Class A (a) 62 10,763 
  82,834 
IT Services - 8.8%   
Accenture PLC Class A 758 116,391 
Akamai Technologies, Inc. (a) 176 11,458 
Alliance Data Systems Corp. 56 9,945 
Automatic Data Processing, Inc. 519 72,577 
Booz Allen Hamilton Holding Corp. Class A 157 7,713 
Broadridge Financial Solutions, Inc. 137 13,814 
Cognizant Technology Solutions Corp. Class A 619 43,132 
CoreLogic, Inc. (a) 60 2,178 
Elastic NV 680 
EPAM Systems, Inc. (a) 61 8,630 
Euronet Worldwide, Inc. (a) 29 3,335 
Fidelity National Information Services, Inc. 33 3,449 
First Data Corp. Class A (a) 645 15,899 
Fiserv, Inc. (a) 468 38,811 
FleetCor Technologies, Inc. (a) 104 20,988 
Gartner, Inc. (a) 105 14,268 
Genpact Ltd. 62 1,849 
Global Payments, Inc. 188 21,109 
GoDaddy, Inc. (a) 190 13,040 
IBM Corp. 778 104,579 
Jack Henry & Associates, Inc. 91 12,153 
MasterCard, Inc. Class A 1,083 228,654 
Okta, Inc. (a) 102 8,408 
Paychex, Inc. 376 26,621 
PayPal Holdings, Inc. (a) 1,400 124,264 
Sabre Corp. 263 6,044 
Square, Inc. (a) 344 24,544 
Switch, Inc. Class A 51 425 
The Western Union Co. 146 2,665 
Total System Services, Inc. 213 19,087 
Twilio, Inc. Class A (a) 104 11,577 
VeriSign, Inc. (a) 123 20,820 
Visa, Inc. Class A 2,077 280,416 
WEX, Inc. (a) 49 7,905 
Worldpay, Inc. (a) 32 2,671 
  1,300,099 
Semiconductors & Semiconductor Equipment - 3.9%   
Advanced Micro Devices, Inc. (a) 1,102 26,900 
Analog Devices, Inc. 69 6,821 
Applied Materials, Inc. 1,156 45,176 
Broadcom, Inc. 291 78,061 
Cypress Semiconductor Corp. 293 4,064 
KLA-Tencor Corp. 180 19,183 
Lam Research Corp. 182 30,864 
Marvell Technology Group Ltd. 178 3,298 
Maxim Integrated Products, Inc. 326 17,692 
Microchip Technology, Inc. 270 21,700 
Micron Technology, Inc. (a) 1,044 39,902 
MKS Instruments, Inc. 63 5,143 
Monolithic Power Systems, Inc. 48 6,075 
NVIDIA Corp. 686 98,613 
NXP Semiconductors NV 22 1,915 
ON Semiconductor Corp. (a) 494 9,900 
Skyworks Solutions, Inc. 150 10,956 
Teradyne, Inc. 34 1,224 
Texas Instruments, Inc. 1,126 113,366 
Universal Display Corp. 50 5,192 
Versum Materials, Inc. 129 4,743 
Xilinx, Inc. 300 33,582 
  584,370 
Software - 11.3%   
2U, Inc. (a) 65 3,695 
Adobe, Inc. (a) 579 143,488 
ANSYS, Inc. (a) 97 15,942 
Aspen Technology, Inc. (a) 80 7,730 
Atlassian Corp. PLC (a) 116 11,414 
Autodesk, Inc. (a) 210 30,912 
Black Knight, Inc. (a) 168 8,264 
Cadence Design Systems, Inc. (a) 331 15,898 
CDK Global, Inc. 153 7,483 
Ceridian HCM Holding, Inc. 42 1,731 
Citrix Systems, Inc. 159 16,304 
DocuSign, Inc. 87 4,302 
Fair Isaac Corp. (a) 34 7,657 
FireEye, Inc. (a) 152 2,687 
Fortinet, Inc. (a) 167 12,787 
Guidewire Software, Inc. (a) 96 8,321 
Intuit, Inc. 282 60,861 
LogMeIn, Inc. 39 3,628 
Manhattan Associates, Inc. (a) 77 3,755 
Microsoft Corp. 8,464 883,896 
Nutanix, Inc. Class A (a) 166 8,504 
Oracle Corp. 293 14,717 
Palo Alto Networks, Inc. (a) 107 22,986 
Parametric Technology Corp. (a) 138 11,701 
Paycom Software, Inc. (a) 59 8,746 
Pegasystems, Inc. 45 2,533 
Pluralsight, Inc. 23 690 
Proofpoint, Inc. (a) 60 6,112 
RealPage, Inc. (a) 85 4,740 
Red Hat, Inc. (a) 208 36,991 
RingCentral, Inc. (a) 81 7,488 
Salesforce.com, Inc. (a) 848 128,871 
ServiceNow, Inc. (a) 209 45,984 
SolarWinds, Inc. (a) 24 421 
Splunk, Inc. (a) 172 21,472 
SS&C Technologies Holdings, Inc. 227 11,688 
Synopsys, Inc. (a) 17 1,587 
Tableau Software, Inc. (a) 83 10,611 
Teradata Corp. (a) 100 4,438 
Tyler Technologies, Inc. (a) 45 8,514 
Ultimate Software Group, Inc. (a) 36 9,831 
VMware, Inc. Class A 84 12,690 
Workday, Inc. Class A (a) 171 31,042 
Zendesk, Inc. (a) 125 8,441 
  1,671,553 
Technology Hardware, Storage & Peripherals - 6.4%   
Apple, Inc. 5,596 931,399 
NCR Corp. (a) 115 3,076 
NetApp, Inc. 307 19,577 
Pure Storage, Inc. Class A (a) 195 3,492 
  957,544 
TOTAL INFORMATION TECHNOLOGY  4,626,952 
MATERIALS - 1.8%   
Chemicals - 1.3%   
Axalta Coating Systems Ltd. (a) 100 2,562 
Celanese Corp. Class A 100 9,576 
Ecolab, Inc. 135 21,353 
Element Solutions, Inc. (a) 131 1,472 
FMC Corp. 65 5,187 
International Flavors & Fragrances, Inc. 57 8,081 
Linde PLC 384 62,596 
LyondellBasell Industries NV Class A 178 15,481 
NewMarket Corp. 3,209 
PPG Industries, Inc. 19 2,003 
RPM International, Inc. 32 1,829 
Sherwin-Williams Co. 98 41,309 
The Chemours Co. LLC 203 7,257 
The Scotts Miracle-Gro Co. Class A 23 1,710 
W.R. Grace & Co. 59 4,190 
Westlake Chemical Corp. 40 2,956 
  190,771 
Construction Materials - 0.2%   
Eagle Materials, Inc. 48 3,408 
Martin Marietta Materials, Inc. 68 12,014 
Vulcan Materials Co. 146 14,841 
  30,263 
Containers & Packaging - 0.3%   
Avery Dennison Corp. 102 10,654 
Berry Global Group, Inc. (a) 78 3,842 
Crown Holdings, Inc. (a) 153 7,803 
Graphic Packaging Holding Co. 62 748 
International Paper Co. 55 2,609 
Packaging Corp. of America 111 10,470 
Sealed Air Corp. 102 4,029 
Silgan Holdings, Inc. 31 856 
  41,011 
Metals & Mining - 0.0%   
Royal Gold, Inc. 32 2,796 
Southern Copper Corp. 98 3,295 
Steel Dynamics, Inc. 40 1,464 
  7,555 
TOTAL MATERIALS  269,600 
REAL ESTATE - 2.3%   
Equity Real Estate Investment Trusts (REITs) - 2.2%   
Alexandria Real Estate Equities, Inc. 10 1,317 
American Tower Corp. 512 88,494 
Colony Capital, Inc. 31 188 
CoreSite Realty Corp. 43 4,248 
Crown Castle International Corp. 368 43,078 
Equinix, Inc. 94 37,036 
Equity Lifestyle Properties, Inc. 101 10,694 
Extra Space Storage, Inc. 125 12,326 
Gaming & Leisure Properties 86 3,225 
Hudson Pacific Properties, Inc. 22 714 
Lamar Advertising Co. Class A 91 6,775 
Life Storage, Inc. 295 
Omega Healthcare Investors, Inc. 19 764 
Public Storage 175 37,191 
SBA Communications Corp. Class A (a) 132 24,094 
Simon Property Group, Inc. 333 60,646 
Taubman Centers, Inc. 70 3,486 
  334,571 
Real Estate Management & Development - 0.1%   
CBRE Group, Inc. (a) 181 8,281 
Howard Hughes Corp. (a) 19 2,110 
  10,391 
TOTAL REAL ESTATE  344,962 
TOTAL COMMON STOCKS   
(Cost $14,554,227)  14,843,969 
TOTAL INVESTMENT IN SECURITIES - 100.0%   
(Cost $14,554,227)  14,843,969 
NET OTHER ASSETS (LIABILITIES) - 0.0%  (2,268) 
NET ASSETS - 100%  $14,841,701 

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 $1,923 
Total $1,923 

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. 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 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.

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 Trusts (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 Trusts internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act) that occurred during the Trusts last fiscal quarter that has materially affected, or is reasonably likely to materially affect, the Trusts 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/Laura M. Del Prato


Laura M. Del Prato


President and Treasurer



Date:

March 29, 2019


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/Laura M. Del Prato


Laura M. Del Prato


President and Treasurer



Date:

March 29, 2019



By:

/s/John J. Burke III


John J. Burke III


Chief Financial Officer



Date:

March 29, 2019