N-Q 1 filing788.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   811-5251


Fidelity Concord Street Trust

 (Exact name of registrant as specified in charter)


245 Summer St., Boston, Massachusetts  02210

 (Address of principal executive offices)       (Zip code)


Marc Bryant, Secretary

245 Summer St.

Boston, Massachusetts  02210

(Name and address of agent for service)



Registrant's telephone number, including area code:

617-563-7000



Date of fiscal year end:

February 28



Date of reporting period:

May 31, 2017


Item 1.

Schedule of Investments




Quarterly Holdings Report
for

Fidelity® Extended Market Index Fund

May 31, 2017







SEI-QTLY-0717
1.816014.112





Investments May 31, 2017 (Unaudited)

Showing Percentage of Net Assets

Common Stocks - 99.8%   
 Shares Value 
CONSUMER DISCRETIONARY - 14.7%   
Auto Components - 1.3%   
Adient PLC 405,249 $27,771,714 
American Axle & Manufacturing Holdings, Inc. (a) 361,716 5,465,529 
Autoliv, Inc. (b) 383,535 42,541,702 
Clean Diesel Technologies, Inc. (a)(b) 23,558 70,203 
Cooper Tire & Rubber Co. 229,720 8,269,920 
Cooper-Standard Holding, Inc. (a) 77,479 8,368,507 
Dana Holding Corp. 613,021 12,947,004 
Dorman Products, Inc. (a)(b) 133,826 11,161,088 
Fox Factory Holding Corp. (a) 148,598 4,881,444 
Gentex Corp. 1,232,209 23,387,327 
Gentherm, Inc. (a) 162,500 6,126,250 
Hertz Global Holdings, Inc. (a)(b) 315,419 3,220,428 
Horizon Global Corp. (a)(b) 95,651 1,407,026 
LCI Industries 107,123 9,533,947 
Lear Corp. 299,078 44,574,585 
Modine Manufacturing Co. (a) 218,308 3,318,282 
Motorcar Parts of America, Inc. (a)(b) 79,994 2,325,426 
Shiloh Industries, Inc. (a) 37,518 438,961 
Standard Motor Products, Inc. 91,465 4,450,687 
Stoneridge, Inc. (a) 118,638 1,834,143 
Strattec Security Corp. 14,358 510,427 
Superior Industries International, Inc. 96,645 1,884,578 
Sypris Solutions, Inc. (a) 33,998 49,977 
Tenneco, Inc. 242,021 13,758,894 
Tower International, Inc. 98,181 2,277,799 
Unique Fabricating, Inc. (b) 9,604 89,221 
UQM Technologies, Inc. (a)(b) 137,888 113,413 
Visteon Corp. (a) 144,443 14,486,188 
VOXX International Corp. (a) 83,482 484,196 
Workhorse Group, Inc. (a)(b) 97,973 344,865 
  256,093,731 
Automobiles - 1.1%   
REV Group, Inc. (b) 54,597 1,465,929 
Tesla, Inc. (a)(b) 538,708 183,704,716 
Thor Industries, Inc. 207,019 18,741,430 
Winnebago Industries, Inc. (b) 112,011 2,744,270 
  206,656,345 
Distributors - 0.1%   
Core-Mark Holding Co., Inc. 203,246 6,920,526 
Educational Development Corp. (b) 16,502 162,545 
Fenix Parts, Inc. (a)(b) 54,314 77,126 
Pool Corp. 174,551 20,794,261 
Weyco Group, Inc. 21,447 586,147 
  28,540,605 
Diversified Consumer Services - 0.8%   
American Public Education, Inc. (a) 68,815 1,513,930 
Ascent Capital Group, Inc. (a) 47,464 653,579 
Bridgepoint Education, Inc. (a) 66,528 920,748 
Bright Horizons Family Solutions, Inc. (a) 217,350 16,675,092 
Cambium Learning Group, Inc. (a) 48,546 241,274 
Capella Education Co. 50,501 4,370,862 
Career Education Corp. (a) 274,024 2,586,787 
Carriage Services, Inc. 65,607 1,724,808 
Chegg, Inc. (a)(b) 244,053 2,928,636 
Collectors Universe, Inc. 21,093 528,380 
DeVry, Inc. (b) 251,371 9,401,275 
Graham Holdings Co. 20,794 12,451,447 
Grand Canyon Education, Inc. (a) 205,476 16,109,318 
Houghton Mifflin Harcourt Co. (a)(b) 463,566 5,725,040 
K12, Inc. (a) 154,850 2,915,826 
Laureate Education, Inc. Class A 166,957 2,791,521 
Liberty Tax, Inc. (b) 27,950 394,095 
Lincoln Educational Services Corp. (a) 84,172 283,660 
National American University Holdings, Inc. 23,237 53,677 
Regis Corp. (a) 160,027 1,512,255 
Service Corp. International 812,191 25,892,649 
ServiceMaster Global Holdings, Inc. (a) 580,604 21,946,831 
Sotheby's Class A (Ltd. vtg.) (a)(b) 197,658 10,394,834 
Strayer Education, Inc. 46,164 4,083,206 
Universal Technical Institute, Inc. (a) 87,539 321,268 
Weight Watchers International, Inc. (a)(b) 122,175 3,213,203 
  149,634,201 
Hotels, Restaurants & Leisure - 4.2%   
ARAMARK Holdings Corp. 1,067,212 39,764,319 
Ark Restaurants Corp. 8,457 217,345 
Bagger Daves Burger Tavern, Inc. 33,035 5,649 
Belmond Ltd. Class A (a) 384,579 4,749,551 
Biglari Holdings, Inc. (a) 4,573 1,738,700 
BJ's Restaurants, Inc. (a)(b) 88,226 3,952,525 
Bloomin' Brands, Inc. 459,476 9,203,304 
Bob Evans Farms, Inc. 88,961 6,263,744 
Bojangles', Inc. (a)(b) 69,174 1,210,545 
Boyd Gaming Corp. 351,048 8,920,130 
Bravo Brio Restaurant Group, Inc. (a) 63,389 297,928 
Brinker International, Inc. (b) 218,671 8,578,463 
Buffalo Wild Wings, Inc. (a)(b) 71,413 10,262,048 
Caesars Entertainment Corp. (a)(b) 251,223 2,750,892 
Carrols Restaurant Group, Inc. (a) 153,011 1,813,180 
Century Casinos, Inc. (a) 79,328 619,552 
Chanticleer Holdings, Inc. (a)(b) 9,213 26,073 
Choice Hotels International, Inc. 158,377 10,286,586 
Churchill Downs, Inc. 56,107 9,406,339 
Chuy's Holdings, Inc. (a)(b) 82,228 2,211,933 
ClubCorp Holdings, Inc. 285,558 3,797,921 
Cracker Barrel Old Country Store, Inc. (b) 102,800 17,148,068 
Dave & Buster's Entertainment, Inc. (a)(b) 159,090 10,611,303 
Del Frisco's Restaurant Group, Inc. (a) 105,058 1,785,986 
Del Taco Restaurants, Inc. (a)(b) 140,561 1,803,398 
Denny's Corp. (a) 339,423 4,039,134 
DineEquity, Inc. 75,057 3,433,858 
Diversified Restaurant Holdings, Inc. (a) 33,035 104,391 
Domino's Pizza, Inc. 206,146 43,645,231 
Dover Downs Gaming & Entertainment, Inc. (a) 28,631 32,067 
Dover Motorsports, Inc. 22,686 47,641 
Drive Shack, Inc. 278,628 908,327 
Dunkin' Brands Group, Inc. 393,857 23,044,573 
El Pollo Loco Holdings, Inc. (a)(b) 97,361 1,328,978 
Eldorado Resorts, Inc. (a) 179,218 3,718,774 
Empire Resorts, Inc. (a)(b) 9,364 228,950 
Entertainment Gaming Asia, Inc. (a) 10,477 24,411 
Extended Stay America, Inc. unit 466,174 8,484,367 
Famous Dave's of America, Inc. (a)(b) 21,114 82,872 
Fiesta Restaurant Group, Inc. (a) 118,712 2,617,600 
Flanigans Enterprises, Inc. 1,120 29,736 
Fogo de Chao, Inc. (a) 44,064 603,677 
Full House Resorts, Inc. (a) 24,413 55,906 
Gaming Partners International Corp. 1,584 16,394 
Golden Entertainment, Inc. 33,424 555,173 
Good Times Restaurants, Inc. (a)(b) 41,006 143,521 
Habit Restaurants, Inc. Class A (a)(b) 85,475 1,585,561 
Hilton Grand Vacations, Inc. (a)(b) 253,230 9,058,037 
Hilton, Inc. 826,869 54,961,982 
Hyatt Hotels Corp. Class A (a) 159,570 9,207,189 
ILG, Inc. 469,206 12,640,410 
International Speedway Corp. Class A 111,755 3,944,952 
Intrawest Resorts Holdings, Inc. (a) 62,384 1,479,125 
J. Alexanders Holdings, Inc. (a) 59,031 670,002 
Jack in the Box, Inc. 134,457 14,330,427 
Jamba, Inc. (a)(b) 61,744 435,295 
Kona Grill, Inc. (a)(b) 43,155 172,620 
La Quinta Holdings, Inc. (a) 357,487 4,954,770 
Las Vegas Sands Corp. 1,589,710 93,999,552 
Lindblad Expeditions Holdings (a) 89,178 848,975 
Luby's, Inc. (a) 54,955 146,180 
Marcus Corp. 82,737 2,730,321 
Marriott Vacations Worldwide Corp. (b) 106,205 12,375,007 
MGM Mirage, Inc. 2,084,308 66,114,250 
Monarch Casino & Resort, Inc. (a) 52,952 1,596,503 
Nathan's Famous, Inc. (a) 14,327 901,168 
Noodles & Co. (a)(b) 86,399 419,035 
Norwegian Cruise Line Holdings Ltd. (a) 707,439 35,350,727 
Panera Bread Co. Class A (a) 92,377 29,051,643 
Papa John's International, Inc. (b) 114,237 9,204,075 
Papa Murphy's Holdings, Inc. (a)(b) 43,281 210,346 
Park Hotels & Resorts, Inc. 538,929 13,872,032 
Peak Resorts, Inc. 18,903 86,954 
Penn National Gaming, Inc. (a) 372,134 7,193,350 
Pinnacle Entertainment, Inc. (a) 246,572 4,830,345 
Planet Fitness, Inc. (b) 310,853 6,792,138 
Potbelly Corp. (a) 111,393 1,281,020 
Rave Restaurant Group, Inc. (a)(b) 27,514 58,880 
RCI Hospitality Holdings, Inc. 40,834 849,756 
Red Lion Hotels Corp. (a) 96,281 630,641 
Red Robin Gourmet Burgers, Inc. (a)(b) 55,459 3,997,207 
Red Rock Resorts, Inc. 173,265 4,095,985 
Ruby Tuesday, Inc. (a)(b) 276,837 609,041 
Ruth's Hospitality Group, Inc. 146,679 3,168,266 
Scientific Games Corp. Class A (a)(b) 216,091 5,013,311 
SeaWorld Entertainment, Inc. (b) 290,191 5,179,909 
Shake Shack, Inc. Class A (a)(b) 79,162 2,930,577 
Six Flags Entertainment Corp. 366,693 22,140,923 
Sonic Corp. (b) 197,876 5,781,937 
Speedway Motorsports, Inc. 53,351 918,704 
Texas Roadhouse, Inc. Class A 276,957 13,548,736 
The Cheesecake Factory, Inc. (b) 188,015 11,089,125 
The ONE Group Hospitality, Inc. (a) 65 142 
Town Sports International Holdings, Inc. (a) 75,993 300,172 
U.S. Foods Holding Corp. 576,563 17,273,827 
Vail Resorts, Inc. 172,234 36,840,853 
Wendy's Co. 845,883 13,677,928 
Wingstop, Inc. (b) 134,080 3,822,621 
Zoe's Kitchen, Inc. (a)(b) 85,967 1,195,801 
  804,139,396 
Household Durables - 1.1%   
AV Homes, Inc. (a)(b) 44,054 690,546 
Bassett Furniture Industries, Inc. 40,628 1,206,652 
Beazer Homes U.S.A., Inc. (a) 147,094 1,794,547 
CalAtlantic Group, Inc. (b) 313,212 11,288,160 
Cavco Industries, Inc. (a) 38,060 4,196,115 
Century Communities, Inc. (a) 70,612 1,758,239 
Comstock Holding Companies, Inc. (a) 5,354 10,119 
CSS Industries, Inc. 31,927 848,939 
Dixie Group, Inc. (a) 53,047 225,450 
Emerson Radio Corp. (a) 24,397 31,960 
Ethan Allen Interiors, Inc. (b) 110,848 2,987,354 
Flexsteel Industries, Inc. 28,089 1,422,708 
GoPro, Inc. Class A (a)(b) 436,274 3,586,172 
Green Brick Partners, Inc. (a)(b) 103,995 1,029,551 
Helen of Troy Ltd. (a) 120,394 10,955,854 
Hooker Furniture Corp. 52,315 2,244,314 
Hovnanian Enterprises, Inc. Class A (a)(b) 504,242 1,225,308 
Installed Building Products, Inc. (a) 87,541 4,342,034 
iRobot Corp. (a)(b) 117,717 10,914,720 
KB Home (b) 365,917 7,676,939 
Koss Corp. (a) 1,389 2,445 
La-Z-Boy, Inc. 214,088 5,673,332 
LGI Homes, Inc. (a)(b) 73,139 2,369,704 
Libbey, Inc. 91,140 744,614 
Lifetime Brands, Inc. 49,962 919,301 
Live Ventures, Inc. (a)(b) 13,691 138,142 
M.D.C. Holdings, Inc. (b) 186,008 6,259,169 
M/I Homes, Inc. (b) 105,916 2,985,772 
Meritage Homes Corp. (a) 173,856 6,936,854 
NACCO Industries, Inc. Class A 20,539 1,360,709 
New Home Co. LLC (a)(b) 57,074 613,546 
Nova LifeStyle, Inc. (a)(b) 96,346 130,067 
NVR, Inc. (a) 14,906 34,021,156 
Skyline Corp. (a)(b) 30,617 161,045 
Stanley Furniture Co., Inc. 37,789 43,835 
Taylor Morrison Home Corp. (a) 270,259 6,283,522 
Tempur Sealy International, Inc. (a)(b) 204,737 9,507,986 
Toll Brothers, Inc. 635,770 23,466,271 
TopBuild Corp. (a) 162,219 8,686,827 
TRI Pointe Homes, Inc. (a)(b) 676,718 8,371,002 
Tupperware Brands Corp. 218,331 15,700,182 
Turtle Beach Corp. (a)(b) 43,489 33,421 
UCP, Inc. (a) 33,519 368,709 
Universal Electronics, Inc. (a) 63,479 4,100,743 
Vuzix Corp. (a)(b) 62,731 360,703 
William Lyon Homes, Inc. (a)(b) 101,497 2,298,907 
Zagg, Inc. (a) 120,643 1,007,369 
  210,981,014 
Internet & Direct Marketing Retail - 0.6%   
1-800-FLOWERS.com, Inc. Class A (a) 131,286 1,312,860 
CafePress, Inc. (a) 18,875 48,131 
Duluth Holdings, Inc. (a)(b) 36,141 705,472 
Etsy, Inc. (a)(b) 403,287 5,408,079 
EVINE Live, Inc. (a) 206,333 259,980 
FTD Companies, Inc. (a) 73,961 1,281,005 
Gaia, Inc. Class A (a) 64,695 705,176 
Groupon, Inc. (a)(b) 1,706,591 5,136,839 
HSN, Inc. 139,421 4,621,806 
JRJR Networks (a)(b) 44,389 23,548 
Lands' End, Inc. (a)(b) 66,814 1,175,926 
Liberty Expedia Holdings, Inc. 237,560 12,393,505 
Liberty Interactive Corp.:   
(Venture Group) Series A (a)(b) 349,284 18,822,915 
QVC Group Series A (a) 1,922,035 45,090,941 
Liberty TripAdvisor Holdings, Inc. (a) 317,071 3,757,291 
NutriSystem, Inc. (b) 127,876 6,655,946 
Overstock.com, Inc. (a) 65,819 924,757 
PetMed Express, Inc. (b) 85,301 2,993,212 
Shutterfly, Inc. (a)(b) 144,519 7,152,245 
U.S. Auto Parts Network, Inc. (a) 62,757 192,036 
Wayfair LLC Class A (a)(b) 130,971 8,244,624 
  126,906,294 
Leisure Products - 0.4%   
American Outdoor Brands Corp. (a)(b) 242,101 5,483,588 
Black Diamond, Inc. (a)(b) 93,828 558,277 
Brunswick Corp. 385,523 21,304,001 
Callaway Golf Co. 417,114 5,314,032 
Escalade, Inc. 33,614 403,368 
JAKKS Pacific, Inc. (a)(b) 79,564 334,169 
Johnson Outdoors, Inc. Class A 25,505 1,095,185 
Malibu Boats, Inc. Class A (a) 77,034 1,868,075 
Marine Products Corp. 22,297 303,462 
MCBC Holdings, Inc. (a) 60,609 1,165,511 
Nautilus, Inc. (a)(b) 131,383 2,384,601 
Polaris Industries, Inc. (b) 255,015 21,319,254 
Sturm, Ruger & Co., Inc. (b) 80,609 5,134,793 
Summer Infant, Inc. (a) 37,416 67,349 
Vista Outdoor, Inc. (a)(b) 251,298 5,272,232 
  72,007,897 
Media - 2.6%   
A.H. Belo Corp. Class A 70,842 400,257 
AMC Entertainment Holdings, Inc. Class A 233,263 5,248,418 
AMC Networks, Inc. Class A (a) 249,154 13,200,179 
Ballantyne of Omaha, Inc. (a) 47,765 320,026 
Beasley Broadcast Group, Inc. Class A 5,286 48,367 
Cable One, Inc. 20,351 14,624,229 
Central European Media Enterprises Ltd. Class A (a)(b) 317,479 1,238,168 
Cinedigm Corp. (a)(b) 23,731 40,817 
Cinemark Holdings, Inc. (b) 457,130 18,088,634 
Clear Channel Outdoor Holding, Inc. Class A (a) 153,163 589,678 
Cumulus Media, Inc. Class A (a)(b) 76,888 43,749 
Daily Journal Corp. (a)(b) 4,313 907,024 
E.W. Scripps Co. Class A (a)(b) 249,395 4,284,606 
Emmis Communications Corp. Class A (a) 24,761 80,721 
Entercom Communications Corp. Class A (b) 120,536 1,241,521 
Entravision Communication Corp. Class A 286,902 1,649,687 
Gannett Co., Inc. 490,323 3,849,036 
Global Eagle Entertainment, Inc. (a)(b) 223,324 690,071 
Gray Television, Inc. (a) 300,702 3,623,459 
Harte-Hanks, Inc. (a) 205,404 262,917 
Hemisphere Media Group, Inc. (a)(b) 52,967 595,879 
Insignia Systems, Inc. 22,896 23,583 
John Wiley & Sons, Inc. Class A 203,117 10,298,032 
Lee Enterprises, Inc. (a)(b) 197,525 404,926 
Liberty Broadband Corp.:   
Class A (a) 106,720 9,418,040 
Class C (a)(b) 300,658 26,809,674 
Liberty Global PLC:   
Class A (a)(b) 1,160,423 35,485,735 
Class C (a)(b) 2,738,294 81,382,098 
LiLAC Class A (a)(b) 230,476 4,865,356 
LiLAC Class C (a)(b) 513,913 10,771,616 
Liberty Media Corp.:   
Liberty Braves Class A (a) 47,693 1,131,278 
Liberty Braves Class C (a) 135,237 3,153,727 
Liberty Media Class A (a)(b) 112,685 3,594,652 
Liberty Media Class C (a)(b) 177,062 5,896,165 
Liberty SiriusXM Class A (a) 446,925 18,623,365 
Liberty SiriusXM Class C (a) 702,328 29,266,008 
Lions Gate Entertainment Corp.:   
Class A (b) 234,228 6,347,579 
Class B (a)(b) 500,424 12,655,723 
Live Nation Entertainment, Inc. (a)(b) 569,964 19,658,058 
Loral Space & Communications Ltd. (a)(b) 56,686 2,239,097 
Meredith Corp. 158,048 8,550,397 
MSG Network, Inc. Class A (a)(b) 269,464 5,672,217 
National CineMedia, Inc. 289,834 2,107,093 
New Media Investment Group, Inc. (b) 243,842 3,152,877 
Nexstar Broadcasting Group, Inc. Class A (b) 186,509 10,668,315 
NTN Communications, Inc. (a)(b) 21,179 141,899 
Reading International, Inc. Class A (a) 68,862 1,099,038 
Regal Entertainment Group Class A 442,445 9,202,856 
RLJ Entertainment, Inc. (a)(b) 87,770 242,245 
Saga Communications, Inc. Class A 17,390 842,546 
Salem Communications Corp. Class A 38,916 266,575 
Scholastic Corp. 116,290 4,945,814 
Sinclair Broadcast Group, Inc. Class A 313,353 10,152,637 
Sirius XM Holdings, Inc. (b) 7,486,497 39,304,109 
SPAR Group, Inc. (a) 211,168 209,056 
The Madison Square Garden Co. (a) 62,580 12,228,758 
The McClatchy Co. Class A (a)(b) 20,839 211,724 
The New York Times Co. Class A 525,891 9,255,682 
Time, Inc. 431,065 5,388,313 
Townsquare Media, Inc. (a) 40,471 407,138 
Tribune Media Co. Class A 324,077 12,379,741 
tronc, Inc. (a) 102,477 1,149,792 
Urban One, Inc. Class D (non-vtg.) (a) 114,506 229,012 
World Wrestling Entertainment, Inc. Class A (b) 165,468 3,377,202 
  494,237,191 
Multiline Retail - 0.2%   
Big Lots, Inc. (b) 183,248 8,948,000 
Dillard's, Inc. Class A (b) 108,119 5,565,966 
Fred's, Inc. Class A (b) 148,273 2,040,236 
JC Penney Corp., Inc. (a)(b) 1,289,424 6,060,293 
Ollie's Bargain Outlet Holdings, Inc. (a)(b) 200,816 8,263,578 
Sears Holdings Corp. (a)(b) 214,478 1,584,992 
The Bon-Ton Stores, Inc. (a)(b) 46,249 22,662 
Tuesday Morning Corp. (a)(b) 195,077 331,631 
  32,817,358 
Specialty Retail - 1.7%   
Aarons, Inc. Class A 282,353 10,311,532 
Abercrombie & Fitch Co. Class A 288,053 3,799,419 
America's Car Mart, Inc. (a)(b) 32,877 1,188,504 
American Eagle Outfitters, Inc. (b) 719,120 8,269,880 
Appliance Recycling Centers of America, Inc. (a) 2,967 2,463 
Armstrong Flooring, Inc. (a)(b) 109,555 2,025,672 
Asbury Automotive Group, Inc. (a)(b) 87,283 4,883,484 
Ascena Retail Group, Inc. (a)(b) 736,486 1,303,580 
Barnes & Noble Education, Inc. (a)(b) 156,009 1,480,525 
Barnes & Noble, Inc. 244,408 1,637,534 
bebe stores, Inc. (a)(b) 12,304 66,072 
Big 5 Sporting Goods Corp. 77,948 1,083,477 
Boot Barn Holdings, Inc. (a)(b) 56,501 440,143 
Build-A-Bear Workshop, Inc. (a) 62,129 667,887 
Burlington Stores, Inc. (a) 304,704 29,815,286 
Cabela's, Inc. Class A (a) 226,029 11,941,112 
Caleres, Inc. 185,827 5,080,510 
Chico's FAS, Inc. 580,288 5,489,524 
Christopher & Banks Corp. (a)(b) 142,357 190,758 
Citi Trends, Inc. 61,372 1,120,039 
Conn's, Inc. (a)(b) 103,172 1,764,241 
CST Brands, Inc. 317,659 15,352,459 
Destination Maternity Corp. (a) 47,814 207,991 
Destination XL Group, Inc. (a)(b) 165,015 396,036 
DGSE Companies, Inc. (a) 6,929 11,433 
Dick's Sporting Goods, Inc. 382,225 15,720,914 
DSW, Inc. Class A (b) 313,027 5,268,244 
Express, Inc. (a) 326,447 2,533,229 
Finish Line, Inc. Class A 173,876 2,453,390 
Five Below, Inc. (a)(b) 243,633 12,498,373 
Francesca's Holdings Corp. (a) 164,101 2,077,519 
GameStop Corp. Class A (b) 436,723 9,669,047 
Genesco, Inc. (a)(b) 88,725 3,300,570 
GNC Holdings, Inc. (b) 286,759 2,173,633 
Group 1 Automotive, Inc. 85,754 5,158,103 
Guess?, Inc. (b) 272,830 3,284,873 
Haverty Furniture Companies, Inc. 84,810 2,031,200 
Hibbett Sports, Inc. (a)(b) 113,850 2,641,320 
Kirkland's, Inc. (a) 64,776 586,223 
Lithia Motors, Inc. Class A (sub. vtg.) (b) 104,049 9,452,852 
Lumber Liquidators Holdings, Inc. (a)(b) 120,424 3,489,888 
MarineMax, Inc. (a)(b) 110,011 1,985,699 
Michaels Companies, Inc. (a)(b) 481,990 9,316,867 
Monro Muffler Brake, Inc. 138,240 6,856,704 
Murphy U.S.A., Inc. (a)(b) 156,605 10,653,838 
New York & Co., Inc. (a)(b) 123,907 183,382 
Office Depot, Inc. 2,251,861 11,507,010 
Party City Holdco, Inc. (a)(b) 108,856 1,801,567 
Penske Automotive Group, Inc. 158,679 6,720,056 
Perfumania Holdings, Inc. (a)(b) 10,679 15,698 
Pier 1 Imports, Inc. (b) 336,151 1,684,117 
Rent-A-Center, Inc. (b) 229,748 2,621,425 
RH (a)(b) 148,595 8,337,665 
Sally Beauty Holdings, Inc. (a)(b) 636,536 11,470,379 
Sears Hometown & Outlet Stores, Inc. (a)(b) 48,309 147,342 
Select Comfort Corp. (a)(b) 185,514 5,342,803 
Shoe Carnival, Inc. 61,077 1,249,025 
Sonic Automotive, Inc. Class A (sub. vtg.) (b) 124,006 2,331,313 
Sportsman's Warehouse Holdings, Inc. (a)(b) 125,349 730,785 
Stage Stores, Inc. (b) 128,267 278,339 
Stein Mart, Inc. (b) 120,516 175,953 
Tailored Brands, Inc. 205,110 2,178,268 
Tandy Leather Factory, Inc. (a) 3,074 26,129 
The Buckle, Inc. (b) 117,168 1,991,856 
The Cato Corp. Class A (sub. vtg.) 111,693 2,251,731 
The Children's Place Retail Stores, Inc. (b) 77,364 8,370,785 
The Container Store Group, Inc. (a)(b) 75,281 433,619 
Tile Shop Holdings, Inc. (b) 146,904 2,886,664 
Tilly's, Inc. 54,153 571,314 
Trans World Entertainment Corp. (a) 29,120 49,504 
Urban Outfitters, Inc. (a)(b) 390,214 7,363,338 
Vitamin Shoppe, Inc. (a)(b) 110,328 1,279,805 
West Marine, Inc. 71,939 707,160 
Williams-Sonoma, Inc. (b) 354,940 17,271,380 
Winmark Corp. 8,782 1,075,795 
Zumiez, Inc. (a)(b) 83,973 1,196,615 
  321,932,869 
Textiles, Apparel & Luxury Goods - 0.6%   
Carter's, Inc. 209,887 17,244,316 
Charles & Colvard Ltd. (a) 45,090 39,679 
Cherokee, Inc. (a) 51,314 423,341 
Columbia Sportswear Co. 123,057 6,679,534 
Crocs, Inc. (a) 338,182 2,309,783 
Crown Crafts, Inc. 2,227 16,814 
Culp, Inc. (b) 41,594 1,335,167 
Deckers Outdoor Corp. (a)(b) 136,362 9,458,068 
Delta Apparel, Inc. (a) 25,490 481,251 
Differential Brands Group, Inc. (a) 22,419 41,475 
Forward Industries, Inc. (NY Shares) (a)(b) 18,823 20,894 
Fossil Group, Inc. (a)(b) 171,326 1,845,181 
G-III Apparel Group Ltd. (a)(b) 188,581 3,690,530 
Iconix Brand Group, Inc. (a)(b) 274,433 1,643,854 
Kate Spade & Co. (a) 551,615 10,160,748 
Lakeland Industries, Inc. (a) 24,535 282,153 
lululemon athletica, Inc. (a)(b) 458,283 22,121,320 
Movado Group, Inc. 67,327 1,420,600 
Naked Brand Group, Inc. (a)(b) 34,817 54,663 
Oxford Industries, Inc. 65,064 3,496,539 
Perry Ellis International, Inc. (a) 55,257 1,013,413 
Rocky Brands, Inc. 27,150 386,888 
Sequential Brands Group, Inc. (a)(b) 184,989 593,815 
Skechers U.S.A., Inc. Class A (sub. vtg.) (a) 580,991 14,826,890 
Steven Madden Ltd. (a)(b) 233,846 9,178,456 
Superior Uniform Group, Inc. 30,551 589,634 
Unifi, Inc. (a) 63,053 1,774,311 
Vera Bradley, Inc. (a)(b) 96,199 905,233 
Vince Holding Corp. (a)(b) 105,062 63,100 
Wolverine World Wide, Inc. 415,380 10,799,880 
  122,897,530 
TOTAL CONSUMER DISCRETIONARY  2,826,844,431 
CONSUMER STAPLES - 3.3%   
Beverages - 0.1%   
Boston Beer Co., Inc. Class A (a)(b) 41,723 5,955,958 
Castle Brands, Inc. (a)(b) 356,392 694,964 
Coca-Cola Bottling Co. Consolidated 20,918 4,763,865 
Craft Brew Alliance, Inc. (a)(b) 39,325 656,728 
Crystal Rock Holdings, Inc. (a) 4,384 3,726 
MGP Ingredients, Inc. (b) 53,411 2,735,177 
National Beverage Corp. 51,760 4,966,372 
Primo Water Corp. (a) 117,562 1,444,837 
REED'S, Inc. (a)(b) 71,901 222,893 
  21,444,520 
Food & Staples Retailing - 0.6%   
AdvancePierre Foods Holdings, Inc. 164,416 6,621,032 
Andersons, Inc. 116,377 4,084,833 
Casey's General Stores, Inc. (b) 166,719 19,404,424 
Chefs' Warehouse Holdings (a)(b) 84,128 1,274,539 
Ingles Markets, Inc. Class A 58,844 2,153,690 
Natural Grocers by Vitamin Cottage, Inc. (a)(b) 42,822 424,366 
Performance Food Group Co. (a) 364,456 10,314,105 
PriceSmart, Inc. 101,308 8,940,431 
Rite Aid Corp. (a) 4,548,592 15,510,699 
Smart & Final Stores, Inc. (a)(b) 132,210 1,731,951 
SpartanNash Co. 166,314 4,956,157 
Sprouts Farmers Market LLC (a)(b) 564,798 13,532,560 
SUPERVALU, Inc. (a) 1,119,674 4,310,745 
United Natural Foods, Inc. (a)(b) 221,930 8,863,884 
Village Super Market, Inc. Class A 36,569 909,837 
Weis Markets, Inc. 76,401 3,943,820 
Welbilt, Inc. (a)(b) 607,458 11,748,238 
  118,725,311 
Food Products - 1.8%   
Alico, Inc. 12,666 379,347 
Amplify Snack Brands, Inc. (a)(b) 131,408 1,202,383 
Arcadia Biosciences, Inc. (a) 26,228 18,360 
B&G Foods, Inc. Class A (b) 286,725 11,626,699 
Blue Buffalo Pet Products, Inc. (a)(b) 411,859 9,674,568 
Bunge Ltd. 605,091 48,389,127 
Cal-Maine Foods, Inc. (b) 130,643 4,859,920 
Calavo Growers, Inc. (b) 68,245 4,620,187 
Coffee Holding Co., Inc. (a) 18,940 92,238 
Darling International, Inc. (a) 719,937 11,281,413 
Dean Foods Co. 392,749 7,163,742 
Farmer Brothers Co. (a) 40,539 1,216,170 
Flowers Foods, Inc. (b) 799,864 14,781,487 
Fresh Del Monte Produce, Inc. (b) 143,001 7,247,291 
Freshpet, Inc. (a)(b) 84,135 1,278,852 
Hostess Brands, Inc. Class A (a)(b) 377,532 5,942,354 
Ingredion, Inc. 311,682 35,559,799 
Inventure Foods, Inc. (a)(b) 76,402 324,709 
J&J Snack Foods Corp. 66,003 8,586,990 
John B. Sanfilippo & Son, Inc. (b) 39,021 2,527,390 
Lamb Weston Holdings, Inc. 599,531 27,824,234 
Lancaster Colony Corp. 85,473 10,584,122 
Landec Corp. (a) 113,953 1,595,342 
Lifeway Foods, Inc. (a) 27,446 269,520 
Limoneira Co. 44,991 829,184 
Omega Protein Corp. 96,626 1,686,124 
Pilgrim's Pride Corp. (b) 254,353 5,918,794 
Pinnacle Foods, Inc. 500,674 31,196,997 
Post Holdings, Inc. (a)(b) 277,110 22,263,017 
RiceBran Technologies (a) 15,640 13,294 
Rocky Mountain Chocolate Factory, Inc. 3,001 36,042 
S&W Seed Co. (a)(b) 38,997 157,938 
Sanderson Farms, Inc. (b) 85,954 10,202,740 
Seaboard Corp. 1,198 4,851,313 
Seneca Foods Corp. Class A (a) 30,121 927,727 
Snyders-Lance, Inc. (b) 372,834 13,701,650 
The Hain Celestial Group, Inc. (a)(b) 448,156 15,654,089 
Tootsie Roll Industries, Inc. (b) 89,305 3,098,884 
TreeHouse Foods, Inc. (a)(b) 246,124 18,995,850 
  346,579,887 
Household Products - 0.3%   
Central Garden & Pet Co. Class A (non-vtg.) (a) 194,420 5,620,682 
Energizer Holdings, Inc. 269,066 14,421,938 
HRG Group, Inc. (a) 594,473 11,277,153 
Ocean Bio-Chem, Inc. 26,292 109,112 
Oil-Dri Corp. of America 22,679 781,745 
Orchids Paper Products Co. (b) 40,696 581,546 
Spectrum Brands Holdings, Inc. (b) 104,707 14,077,856 
WD-40 Co. (b) 63,004 6,659,523 
  53,529,555 
Personal Products - 0.4%   
Avon Products, Inc. (a)(b) 1,890,770 6,428,618 
CCA Industries, Inc. (a) 3,083 10,174 
Cyanotech Corp. (a) 3,808 14,470 
DS Healthcare Group, Inc. (a) 37,637 376 
Edgewell Personal Care Co. (a)(b) 248,029 18,140,841 
elf Beauty, Inc. (b) 86,380 2,113,719 
Herbalife Ltd. (a)(b) 307,483 22,071,130 
Inter Parfums, Inc. 80,161 2,789,603 
LifeVantage Corp. (a)(b) 58,439 233,172 
Mannatech, Inc. 4,519 65,977 
MediFast, Inc. 48,533 2,019,458 
MYOS Corp. (a)(b) 849 1,715 
Natural Alternatives International, Inc. (a) 20,104 217,123 
Natural Health Trends Corp. (b) 29,417 819,558 
Nature's Sunshine Products, Inc. 31,943 404,079 
Nu Skin Enterprises, Inc. Class A 214,481 11,770,717 
Nutraceutical International Corp. 30,812 1,286,401 
Reliv International, Inc. (a) 1,527 11,972 
Revlon, Inc. (a) 56,452 1,050,007 
The Female Health Co. (a)(b) 72,631 84,978 
United-Guardian, Inc. 6,016 93,248 
USANA Health Sciences, Inc. (a)(b) 46,495 2,994,278 
  72,621,614 
Tobacco - 0.1%   
22nd Century Group, Inc. (a)(b) 345,348 473,127 
Alliance One International, Inc. (a) 33,481 351,551 
Turning Point Brands, Inc. 29,381 492,132 
Universal Corp. (b) 111,115 7,378,036 
Vector Group Ltd. (b) 434,163 9,438,704 
  18,133,550 
TOTAL CONSUMER STAPLES  631,034,437 
ENERGY - 3.7%   
Energy Equipment & Services - 1.0%   
Archrock, Inc. 301,614 3,166,947 
Aspen Aerogels, Inc. (a) 85,012 384,254 
Atwood Oceanics, Inc. (a)(b) 305,056 3,062,762 
Basic Energy Services, Inc. (a)(b) 95,000 2,611,550 
Bristow Group, Inc. (b) 142,536 933,611 
Carbo Ceramics, Inc. (a)(b) 90,902 688,128 
Core Laboratories NV (b) 191,562 19,585,299 
Dawson Geophysical Co. (a) 84,323 324,644 
Diamond Offshore Drilling, Inc. (a)(b) 274,267 3,167,784 
Dril-Quip, Inc. (a)(b) 165,265 8,197,144 
EcoStim Energy Solutions, Inc. (a)(b) 45,860 57,784 
ENGlobal Corp. (a) 49,530 59,931 
Ensco PLC Class A 1,312,309 8,188,808 
Enservco Corp. (a)(b) 77,749 27,212 
Era Group, Inc. (a) 75,717 636,780 
Exterran Corp. (a) 137,290 3,871,578 
Fairmount Santrol Holidings, Inc. (a)(b) 640,322 3,047,933 
Forum Energy Technologies, Inc. (a)(b) 311,762 5,066,133 
Frank's International NV (b) 226,789 1,696,382 
Geospace Technologies Corp. (a)(b) 53,804 806,522 
Gulf Island Fabrication, Inc. 51,115 472,814 
Helix Energy Solutions Group, Inc. (a) 603,189 3,003,881 
Hornbeck Offshore Services, Inc. (a)(b) 148,293 249,132 
Independence Contract Drilling, Inc. (a) 127,230 486,019 
ION Geophysical Corp. (a)(b) 31,686 141,003 
Mammoth Energy Services, Inc. (b) 59,263 1,076,809 
Matrix Service Co. (a) 116,892 952,670 
McDermott International, Inc. (a) 1,235,190 7,670,530 
Mitcham Industries, Inc. (a) 40,926 162,476 
Nabors Industries Ltd. (b) 1,203,269 10,588,767 
Natural Gas Services Group, Inc. (a) 52,753 1,382,129 
Newpark Resources, Inc. (a)(b) 372,676 2,757,802 
Noble Corp. (b) 1,024,474 4,149,120 
Oceaneering International, Inc. 426,515 10,398,436 
Oil States International, Inc. (a)(b) 226,051 6,611,992 
Parker Drilling Co. (a)(b) 571,982 772,176 
Patterson-UTI Energy, Inc. 742,721 15,834,812 
PHI, Inc. (non-vtg.) (a) 46,438 413,298 
Pioneer Energy Services Corp. (a) 318,662 780,722 
Profire Energy, Inc. (a) 83,066 120,446 
RigNet, Inc. (a) 52,479 879,023 
Rowan Companies PLC (a)(b) 521,172 6,274,911 
RPC, Inc. (b) 264,838 4,976,306 
SAExploration Holdings, Inc. 35 113 
SAExploration Holdings, Inc.:   
warrants 7/27/21 (c) 42 11 
warrants 7/27/21 (c) 42 16 
SEACOR Holdings, Inc. (a)(b) 70,418 4,310,286 
Smart Sand, Inc. (b) 101,936 992,857 
Superior Energy Services, Inc. (a)(b) 660,904 6,853,574 
Synthesis Energy Systems, Inc. (a)(b) 247,060 176,524 
Tesco Corp. (a)(b) 196,597 914,176 
TETRA Technologies, Inc. (a) 540,634 1,670,559 
U.S. Silica Holdings, Inc. (b) 322,967 12,272,746 
Unit Corp. (a)(b) 221,394 3,947,455 
Weatherford International PLC (a)(b) 4,275,147 20,520,706 
Willbros Group, Inc. (a) 173,199 400,090 
  197,795,573 
Oil, Gas & Consumable Fuels - 2.7%   
Abraxas Petroleum Corp. (a) 679,559 1,250,389 
Adams Resources & Energy, Inc. 9,909 395,072 
Aemetis, Inc. (a)(b) 44,295 71,758 
Alon U.S.A. Energy, Inc. (b) 154,415 1,907,025 
Amyris, Inc. (a)(b) 384,972 99,708 
Antero Resources Corp. (a)(b) 622,436 12,803,509 
Approach Resources, Inc. (a)(b) 211,859 538,122 
Arch Coal, Inc. (a)(b) 105,508 7,466,801 
Ardmore Shipping Corp. (b) 128,732 926,870 
Barnwell Industries, Inc. (a) 11,298 21,466 
Bill Barrett Corp. (a)(b) 346,422 1,198,620 
Bonanza Creek Energy, Inc. (a)(b) 1,488 52,512 
Bonanza Creek Energy, Inc. (b) 166,099 
California Resources Corp. (a)(b) 172,583 1,879,429 
Callon Petroleum Co. (a)(b) 853,793 9,664,937 
Camber Energy, Inc. (a)(b) 1,012 196 
Carrizo Oil & Gas, Inc. (a)(b) 263,152 5,773,555 
Centennial Resource Development, Inc. Class A (b) 568,378 8,861,013 
Centrus Energy Corp. Class A (a) 22,164 110,820 
Cheniere Energy, Inc. (a) 1,030,257 50,194,121 
Clean Energy Fuels Corp. (a)(b) 457,470 1,070,480 
Cloud Peak Energy, Inc. (a)(b) 350,207 1,187,202 
Cobalt International Energy, Inc. (a)(b) 1,649,260 372,403 
Comstock Resources, Inc. (a)(b) 59,844 392,577 
CONSOL Energy, Inc. (a)(b) 761,741 11,052,862 
Contango Oil & Gas Co. (a)(b) 88,353 544,254 
Continental Resources, Inc. (a)(b) 366,984 13,798,598 
CVR Energy, Inc. (b) 67,664 1,350,573 
Delek U.S. Holdings, Inc. 246,515 6,044,548 
Denbury Resources, Inc. (a)(b) 1,713,341 2,621,412 
Diamondback Energy, Inc. (a) 426,979 39,606,572 
Earthstone Energy, Inc. (a)(b) 37,892 395,971 
Eclipse Resources Corp. (a) 384,060 860,294 
Energen Corp. (a) 419,007 23,900,159 
EP Energy Corp. (a)(b) 194,327 818,117 
Evolution Petroleum Corp. (b) 131,930 963,089 
EXCO Resources, Inc. (a)(b) 720,767 237,997 
Extraction Oil & Gas, Inc. (b) 178,876 2,547,194 
FieldPoint Petroleum Corp. (a) 9,981 3,483 
Gastar Exploration, Inc. (a)(b) 765,403 857,251 
Gener8 Maritime, Inc. (a)(b) 367,090 1,945,577 
Gevo, Inc. (a)(b) 25,651 18,187 
Green Plains, Inc. (b) 153,270 3,272,315 
Gulfport Energy Corp. (a) 697,873 10,014,478 
Halcon Resources Corp. (a)(b) 95,511 580,707 
Hallador Energy Co. 78,379 576,086 
HollyFrontier Corp. 765,351 18,291,889 
Houston American Energy Corp. (a)(b) 98,796 44,458 
International Seaways, Inc. (a) 134,191 2,654,298 
Isramco, Inc. (a)(b) 3,497 373,305 
Jagged Peak Energy, Inc. (b) 152,260 1,980,903 
Jones Energy, Inc. (b) 301,130 602,260 
Kosmos Energy Ltd. (a)(b) 835,410 5,012,460 
Laredo Petroleum, Inc. (a)(b) 594,921 6,990,322 
Lonestar Resources U.S., Inc. (a) 83,150 369,186 
Matador Resources Co. (a)(b) 400,067 9,117,527 
Mexco Energy Corp. (a) 2,119 8,434 
Northern Oil & Gas, Inc. (a)(b) 216,184 356,704 
Oasis Petroleum, Inc. (a)(b) 1,017,035 9,926,262 
Overseas Shipholding Group, Inc. (a) 203,430 537,055 
Pacific Ethanol, Inc. (a)(b) 157,778 930,890 
Panhandle Royalty Co. Class A 65,031 1,261,601 
Par Pacific Holdings, Inc. (a)(b) 146,529 2,521,764 
Parsley Energy, Inc. Class A (a) 962,677 28,543,373 
PBF Energy, Inc. Class A (b) 468,208 9,045,779 
PDC Energy, Inc. (a)(b) 242,741 12,054,518 
Pedevco Corp. (a)(b) 6,185 4,206 
Penn Virginia Corp. (a) 30,000 1,284,000 
Petroquest Energy, Inc. (a) 55,392 114,108 
PrimeEnergy Corp. (a) 4,530 198,414 
QEP Resources, Inc. (a) 1,023,216 10,232,160 
Ramaco Resources, Inc. (b) 23,661 148,591 
Renewable Energy Group, Inc. (a)(b) 153,384 1,733,239 
Resolute Energy Corp. (a)(b) 84,842 3,325,806 
Rex American Resources Corp. (a) 26,148 2,487,198 
Rex Energy Corp. (a)(b) 38,463 111,927 
Rice Energy, Inc. (a)(b) 689,317 13,786,340 
Ring Energy, Inc. (a)(b) 193,479 2,511,357 
RSP Permian, Inc. (a) 478,288 17,022,270 
Sanchez Energy Corp. (a)(b) 307,135 1,839,739 
SandRidge Energy, Inc. (a)(b) 95,557 1,891,073 
SemGroup Corp. Class A 235,573 7,302,763 
SM Energy Co. (b) 419,245 7,114,588 
Southwestern Energy Co. (a)(b) 2,139,649 12,966,273 
Src Energy, Inc. (a)(b) 892,580 6,140,950 
Syntroleum Corp. (a)(b) 21,880 
Targa Resources Corp. 840,185 38,589,697 
Teekay Corp. (b) 243,861 1,489,991 
Tellurian, Inc. (a)(b) 201,608 2,215,672 
Tengasco, Inc. (a)(b) 73,015 46,730 
Torchlight Energy Resources, Inc. (a)(b) 200,782 277,079 
TransAtlantic Petroleum Ltd. (a) 79,564 94,681 
U.S. Energy Corp. (a)(b) 16,587 12,606 
Uranium Energy Corp. (a)(b) 640,353 890,091 
Uranium Resources, Inc. (a)(b) 151,823 236,844 
VAALCO Energy, Inc. (a) 208,727 212,902 
Vertex Energy, Inc. (a)(b) 54,529 54,529 
W&T Offshore, Inc. (a)(b) 172,461 351,820 
Western Refining, Inc. 342,536 12,399,803 
Westmoreland Coal Co. (a)(b) 73,444 482,527 
Whiting Petroleum Corp. (a) 1,205,956 8,514,049 
WildHorse Resource Development Corp. (b) 130,932 1,560,709 
World Fuel Services Corp. 302,651 10,695,686 
WPX Energy, Inc. (a) 1,722,387 18,636,227 
Yuma Energy, Inc. (a)(b) 5,304 9,070 
Zion Oil & Gas, Inc. (a)(b) 112,487 155,232 
  526,012,246 
TOTAL ENERGY  723,807,819 
FINANCIALS - 17.2%   
Banks - 7.0%   
1st Constitution Bancorp 42,103 728,382 
1st Source Corp. 82,536 3,759,515 
Access National Corp. (b) 63,466 1,776,413 
ACNB Corp. 17,139 484,177 
Allegiance Bancshares, Inc. (a) 49,520 1,918,900 
American National Bankshares, Inc. 28,161 981,411 
American River Bankshares 8,231 113,835 
Ameris Bancorp 160,019 6,936,824 
AmeriServ Financial, Inc. 14,728 61,858 
Ames National Corp. 27,281 808,882 
Anchor Bancorp (a) 8,039 200,975 
Arrow Financial Corp. 50,020 1,583,133 
Associated Banc-Corp. 656,097 15,647,913 
Atlantic Capital Bancshares, Inc. (a) 74,953 1,390,378 
Auburn National Bancorp., Inc. 3,534 124,255 
Banc of California, Inc. (b) 209,530 4,253,459 
BancFirst Corp. 37,867 3,576,538 
Bancorp, Inc., Delaware (a) 238,379 1,458,879 
BancorpSouth, Inc. 364,939 10,473,749 
Bank of Commerce Holdings 98,321 1,066,783 
Bank of Hawaii Corp. 185,433 14,413,707 
Bank of Marin Bancorp 24,262 1,454,507 
Bank of South Carolina Corp. 10,268 207,414 
Bank of the Ozarks, Inc. (b) 394,550 17,439,110 
BankUnited, Inc. 442,842 14,684,641 
Bankwell Financial Group, Inc. 40,974 1,271,423 
Banner Corp. 127,685 6,855,408 
Bar Harbor Bankshares 62,421 1,802,094 
BCB Bancorp, Inc. 55,365 869,231 
Berkshire Hills Bancorp, Inc. 151,659 5,436,975 
Blue Hills Bancorp, Inc. 123,079 2,215,422 
BNC Bancorp 210,588 6,644,051 
BOK Financial Corp. (b) 95,691 7,705,996 
Boston Private Financial Holdings, Inc. 373,066 5,409,457 
Bridge Bancorp, Inc. 80,834 2,687,731 
Brookline Bancorp, Inc., Delaware 313,404 4,324,975 
Bryn Mawr Bank Corp. (b) 81,577 3,332,420 
C & F Financial Corp. 11,407 549,247 
California First National Bancorp 1,545 26,497 
Camden National Corp. 73,144 2,940,389 
Capital Bank Financial Corp. Series A 115,538 4,286,460 
Capital City Bank Group, Inc. 48,944 918,189 
Capstar Financial Holdings, Inc. 10,727 192,871 
Carolina Financial Corp. 55,435 1,659,724 
Cathay General Bancorp 324,330 11,513,715 
CB Financial Services, Inc. 34,610 901,591 
Centerstate Banks of Florida, Inc. 241,159 5,797,462 
Central Pacific Financial Corp. 137,108 4,147,517 
Central Valley Community Bancorp 32,833 685,553 
Centrue Financial Corp. (a) 4,472 119,626 
Century Bancorp, Inc. Class A (non-vtg.) 7,814 466,887 
Chemical Financial Corp. 308,295 13,864,026 
Chemung Financial Corp. (b) 14,797 556,071 
CIT Group, Inc. (b) 873,953 39,371,583 
Citizens & Northern Corp. 49,346 1,099,922 
Citizens Holding Co. (b) 12,650 300,438 
City Holding Co. 75,888 4,787,774 
Civista Bancshares, Inc. 34,892 687,372 
CNB Financial Corp., Pennsylvania 61,173 1,282,798 
CoBiz, Inc. 222,257 3,498,325 
Codorus Valley Bancorp, Inc. 33,275 858,495 
Colony Bankcorp, Inc. 4,518 60,993 
Columbia Banking Systems, Inc. 254,513 9,343,172 
Commerce Bancshares, Inc. 380,471 20,366,613 
Commerce Union Bancshares, Inc. 14,526 312,309 
Community Bank System, Inc. (b) 209,121 11,242,345 
Community Bankers Trust Corp. (a) 171,891 1,409,506 
Community Financial Corp. 16,726 585,410 
Community Trust Bancorp, Inc. 84,178 3,493,387 
ConnectOne Bancorp, Inc. 128,046 2,791,403 
County Bancorp, Inc. 25,129 622,194 
CU Bancorp (a) 78,920 2,841,120 
Cullen/Frost Bankers, Inc. 247,044 22,644,053 
Customers Bancorp, Inc. (a) 124,000 3,465,800 
CVB Financial Corp. (b) 424,098 8,609,189 
DNB Financial Corp. 1,770 56,286 
Eagle Bancorp, Inc. (a) 130,126 7,423,688 
East West Bancorp, Inc. 614,985 33,658,129 
Eastern Virginia Bankshares, Inc. 8,987 97,599 
Enterprise Bancorp, Inc. 37,217 1,116,510 
Enterprise Financial Services Corp. 105,839 4,244,144 
Equity Bancshares, Inc. (a) 21,834 649,343 
Evans Bancorp, Inc. 11,358 446,369 
Farmers Capital Bank Corp. 34,947 1,334,975 
Farmers National Banc Corp. 109,961 1,489,972 
FCB Financial Holdings, Inc. Class A (a) 182,297 8,349,203 
Fidelity Southern Corp. 97,915 2,094,402 
Financial Institutions, Inc. 63,631 1,950,290 
First Bancorp, North Carolina 107,671 2,988,947 
First Bancorp, Puerto Rico (a) 688,388 3,572,734 
First Bancshares, Inc. 28,134 786,345 
First Busey Corp. 156,599 4,445,846 
First Business Finance Services, Inc. 37,553 858,086 
First Citizen Bancshares, Inc. 39,444 13,071,742 
First Commonwealth Financial Corp. 394,538 4,844,927 
First Community Bancshares, Inc. 65,716 1,675,758 
First Community Corp. 50,202 1,084,363 
First Community Financial Partners, Inc. (a) 84,997 1,062,463 
First Connecticut Bancorp, Inc. 63,853 1,599,518 
First Financial Bancorp, Ohio 274,034 6,864,552 
First Financial Bankshares, Inc. (b) 290,331 11,105,161 
First Financial Corp., Indiana 56,581 2,577,265 
First Financial Northwest, Inc. 38,725 620,375 
First Foundation, Inc. (a) 120,044 1,840,275 
First Hawaiian, Inc. 221,378 6,101,178 
First Horizon National Corp. 980,352 16,607,163 
First Internet Bancorp 24,292 626,734 
First Interstate Bancsystem, Inc. 125,482 4,379,322 
First Merchants Corp. 189,960 7,539,512 
First Mid-Illinois Bancshares, Inc. 28,455 941,861 
First Midwest Bancorp, Inc., Delaware 356,411 7,898,068 
First Northwest Bancorp (a) 29,480 481,114 
First of Long Island Corp. 95,119 2,582,481 
First Republic Bank 659,858 60,772,922 
First South Bancorp, Inc., Virginia 39,689 563,981 
First United Corp. (a) 16,427 246,405 
Flushing Financial Corp. 128,655 3,574,036 
FNB Corp., Pennsylvania 1,411,846 18,636,367 
Franklin Financial Network, Inc. (a) 55,816 2,176,824 
Fulton Financial Corp. 720,902 12,615,785 
German American Bancorp, Inc. 91,374 2,837,163 
Glacier Bancorp, Inc. 330,166 10,651,155 
Glen Burnie Bancorp 18,661 211,989 
Great Southern Bancorp, Inc. 44,239 2,165,499 
Great Western Bancorp, Inc. 255,069 9,656,912 
Green Bancorp, Inc. (a) 96,487 1,838,077 
Guaranty Bancorp 81,387 2,055,022 
Hancock Holding Co. 356,620 16,475,844 
Hanmi Financial Corp. 139,169 3,701,895 
HarborOne Bancorp, Inc. 139,543 2,737,834 
Hawthorn Bancshares, Inc. 46,999 958,780 
Heartland Financial U.S.A., Inc. 98,422 4,414,227 
Heritage Commerce Corp. 144,223 1,941,242 
Heritage Financial Corp., Washington 134,310 3,203,294 
Hilltop Holdings, Inc. 350,533 8,759,820 
Home Bancshares, Inc. (b) 553,439 12,956,007 
HomeTrust Bancshares, Inc. (a) 82,069 2,031,208 
Hope Bancorp, Inc. 548,183 9,543,866 
Horizon Bancorp Industries 89,615 2,279,806 
Howard Bancorp, Inc. (a) 18,478 349,234 
IBERIABANK Corp. 214,471 16,557,161 
Independent Bank Corp. 96,933 1,972,587 
Independent Bank Corp., Massachusetts (b) 118,883 7,186,477 
Independent Bank Group, Inc. 51,999 2,917,144 
International Bancshares Corp. 254,215 8,427,227 
Investar Holding Corp. 16,108 351,154 
Investors Bancorp, Inc. 1,338,560 17,709,149 
Lakeland Bancorp, Inc. 184,477 3,458,944 
Lakeland Financial Corp. 114,291 4,849,367 
Landmark Bancorp, Inc. 38 1,159 
LCNB Corp. 38,996 762,372 
LegacyTexas Financial Group, Inc. 185,316 6,526,830 
Live Oak Bancshares, Inc. (b) 92,523 2,262,187 
Macatawa Bank Corp. 91,347 844,046 
MainSource Financial Group, Inc. 119,416 3,866,690 
MB Financial, Inc. 313,695 12,917,960 
MBT Financial Corp. 69,241 702,796 
Mercantile Bank Corp. 67,865 2,108,566 
Mid Penn Bancorp, Inc. 28,255 765,711 
Middlefield Banc Corp. 25,253 1,361,137 
Midland States Bancorp, Inc. 21,085 736,710 
Midsouth Bancorp, Inc. 31,992 455,886 
MidWestOne Financial Group, Inc. 36,136 1,251,390 
MutualFirst Financial, Inc. 15,493 522,114 
National Bank Holdings Corp. 116,350 3,551,002 
National Bankshares, Inc. (b) 27,586 1,111,716 
National Commerce Corp. (a) 41,535 1,551,332 
NBT Bancorp, Inc. 212,914 7,481,798 
Nicolet Bankshares, Inc. (a) 25,566 1,272,675 
Northeast Bancorp 47,101 911,404 
Northrim Bancorp, Inc. 32,754 972,794 
Norwood Financial Corp. 15,701 610,769 
OFG Bancorp (b) 196,849 1,840,538 
Ohio Valley Banc Corp. 8,415 287,372 
Old Line Bancshares, Inc. 23,282 651,896 
Old National Bancorp, Indiana 587,043 9,275,279 
Old Point Financial Corp. 2,505 73,397 
Old Second Bancorp, Inc. 127,732 1,481,691 
Opus Bank 75,669 1,626,884 
Orrstown Financial Services, Inc. 28,866 609,073 
Pacific Continental Corp. 89,523 2,108,267 
Pacific Mercantile Bancorp (a) 76,145 586,317 
Pacific Premier Bancorp, Inc. (a) 150,823 5,127,982 
PacWest Bancorp 513,521 23,966,025 
Park National Corp. 59,483 6,011,947 
Park Sterling Corp. 235,316 2,732,019 
Parke Bancorp, Inc. 6,670 138,069 
Patriot National Bancorp, Inc. (a) 1,402 22,082 
Peapack-Gladstone Financial Corp. 63,466 1,928,732 
Penns Woods Bancorp, Inc. 18,934 747,893 
People's Utah Bancorp 68,752 1,760,051 
Peoples Bancorp of North Carolina 28,481 781,234 
Peoples Bancorp, Inc. 86,252 2,609,123 
Peoples Financial Corp., Mississippi (a) 7,232 94,016 
Peoples Financial Services Corp. 28,276 1,111,812 
Pinnacle Financial Partners, Inc. 202,974 12,208,886 
Popular, Inc. 447,330 16,640,676 
Porter Bancorp, Inc. (a) 747 7,448 
Preferred Bank, Los Angeles 57,012 2,845,469 
Premier Financial Bancorp, Inc. 21,201 418,932 
PrivateBancorp, Inc. 342,237 20,393,903 
Prosperity Bancshares, Inc. 292,816 18,341,994 
QCR Holdings, Inc. 57,990 2,539,962 
Renasant Corp. 194,858 7,784,577 
Republic Bancorp, Inc., Kentucky Class A 38,600 1,338,648 
Republic First Bancorp, Inc. (a)(b) 238,609 2,111,690 
Royal Bancshares of Pennsylvania, Inc. Class A (a) 13,408 54,705 
S&T Bancorp, Inc. 157,543 5,257,210 
Sandy Spring Bancorp, Inc. 113,430 4,352,309 
SB Financial Group, Inc. 532 9,166 
Seacoast Banking Corp., Florida (a) 163,870 3,696,907 
Select Bancorp, Inc. New (a) 98 1,168 
ServisFirst Bancshares, Inc. (b) 195,460 6,692,550 
Shore Bancshares, Inc. 42,320 674,158 
Sierra Bancorp 45,562 1,094,855 
Signature Bank (a) 231,295 33,079,811 
Simmons First National Corp. Class A (b) 133,602 6,780,302 
SmartFinancial, Inc. (a) 29,546 692,263 
South State Corp. 109,889 9,131,776 
Southern First Bancshares, Inc. (a) 41,478 1,418,548 
Southern National Bancorp of Virginia, Inc. 43,273 740,401 
Southside Bancshares, Inc. 125,400 4,083,024 
Southwest Bancorp, Inc., Oklahoma 82,567 2,031,148 
State Bank Financial Corp. 163,053 4,133,394 
Sterling Bancorp (b) 582,512 12,494,882 
Stock Yards Bancorp, Inc. 114,773 4,154,783 
Stonegate Bank 66,942 3,028,456 
Summit Financial Group, Inc. (b) 26,924 582,635 
Sun Bancorp, Inc. 52,032 1,287,792 
SVB Financial Group (a) 224,227 38,230,704 
Synovus Financial Corp. 513,375 20,986,770 
TCF Financial Corp. 720,974 10,857,868 
Texas Capital Bancshares, Inc. (a)(b) 213,877 15,698,572 
The First Bancorp, Inc. 40,384 1,014,850 
Tompkins Financial Corp. 56,854 4,310,102 
TowneBank 258,979 7,510,391 
Trico Bancshares 98,612 3,439,587 
TriState Capital Holdings, Inc. (a) 98,771 2,291,487 
Triumph Bancorp, Inc. (a) 74,198 1,691,714 
Trustmark Corp. 284,852 8,662,349 
Two River Bancorp 43,275 688,073 
UMB Financial Corp. 192,354 13,470,551 
Umpqua Holdings Corp. 928,811 15,738,702 
Union Bankshares Corp. 190,551 6,402,514 
Union Bankshares, Inc. (b) 26,240 1,048,288 
United Bancorp, Inc. 41,665 497,897 
United Bankshares, Inc., West Virginia (b) 460,054 17,597,066 
United Community Bank, Inc. 313,340 8,074,772 
United Security Bancshares, Inc. 8,545 96,986 
United Security Bancshares, California 8,864 83,322 
Unity Bancorp, Inc. 57,145 911,463 
Univest Corp. of Pennsylvania 116,814 3,218,226 
Valley National Bancorp (b) 1,138,993 12,847,841 
Veritex Holdings, Inc. (a) 59,094 1,536,444 
Village Bank & Trust Financial Corp. (a) 8,883 255,386 
Washington Trust Bancorp, Inc. 63,697 3,044,717 
WashingtonFirst Bankshares, Inc. 30,548 1,002,585 
Webster Financial Corp. (b) 394,785 19,233,925 
WesBanco, Inc. 179,643 6,675,534 
West Bancorp., Inc. 62,916 1,381,006 
Westamerica Bancorp. (b) 112,883 5,792,027 
Western Alliance Bancorp. (a) 400,224 18,298,241 
Wintrust Financial Corp. 242,225 16,655,391 
Xenith Bankshares, Inc. (a)(b) 35,243 1,082,313 
  1,350,804,786 
Capital Markets - 2.1%   
Arlington Asset Investment Corp. (b) 114,310 1,641,492 
Artisan Partners Asset Management, Inc. 199,714 5,651,906 
Ashford, Inc. (a) 4,486 231,702 
Associated Capital Group, Inc. (b) 20,662 700,442 
B. Riley Financial, Inc. 71,064 1,069,513 
BGC Partners, Inc. Class A 938,097 11,060,164 
Cohen & Steers, Inc. 89,749 3,518,161 
Cowen Group, Inc. Class A (a)(b) 119,709 1,801,620 
Diamond Hill Investment Group, Inc. 13,288 2,687,099 
Eaton Vance Corp. (non-vtg.) (b) 489,443 22,793,361 
Evercore Partners, Inc. Class A 168,276 11,409,113 
FactSet Research Systems, Inc. 169,467 28,078,987 
FBR & Co. 29,224 517,265 
Federated Investors, Inc. Class B (non-vtg.) (b) 401,131 10,654,039 
Fifth Street Asset Management, Inc. Class A (b) 29,106 109,148 
Financial Engines, Inc. 249,693 9,463,365 
Gain Capital Holdings, Inc. 115,932 678,202 
GAMCO Investors, Inc. Class A 16,526 479,254 
Global Brokerage, Inc. Class A (a)(b) 23,887 47,774 
Great Elm Capital Group, Inc. (a) 27,036 90,571 
Greenhill & Co., Inc. 121,210 2,454,503 
Hennessy Advisors, Inc. 6,675 95,987 
Houlihan Lokey 94,456 3,170,888 
Institutional Financial Markets, Inc. 16,813 21,184 
Interactive Brokers Group, Inc. 296,839 10,353,744 
INTL FCStone, Inc. (a) 64,346 2,223,798 
Investment Technology Group, Inc. 132,967 2,650,032 
Janus Henderson Group PLC (a) 784,950 24,553,236 
KCG Holdings, Inc. Class A (a) 280,097 5,562,726 
Ladenburg Thalmann Financial Services, Inc. (a)(b) 402,412 861,162 
Lazard Ltd. Class A 560,734 24,952,663 
Legg Mason, Inc. 376,000 13,863,120 
LPL Financial 344,462 13,409,906 
Manning & Napier, Inc. Class A 54,262 252,318 
MarketAxess Holdings, Inc. 162,932 31,051,581 
Medley Management, Inc. (b) 32,708 189,706 
Moelis & Co. Class A 104,512 3,668,371 
Morningstar, Inc. 86,170 6,305,921 
MSCI, Inc. 392,094 39,887,723 
National Holdings Corp. (a) 3,483 9,961 
National Holdings Corp. warrants 1/18/22 (a) 3,483 2,542 
Oppenheimer Holdings, Inc. Class A (non-vtg.) 40,209 627,260 
Paragon Commercial Corp. 5,375 273,265 
Piper Jaffray Companies 64,129 3,761,166 
PJT Partners, Inc. 68,695 2,656,436 
Pzena Investment Management, Inc. 54,513 472,628 
Safeguard Scientifics, Inc. (a)(b) 85,673 946,687 
SEI Investments Co. 575,834 28,843,525 
Silvercrest Asset Management Group Class A 17,895 219,214 
Stifel Financial Corp. (a)(b) 291,990 12,447,534 
TD Ameritrade Holding Corp. (b) 1,052,007 39,302,982 
TheStreet.com, Inc. (a) 85,257 79,289 
U.S. Global Investments, Inc. Class A (b) 36,632 53,849 
Value Line, Inc. 13,155 229,292 
Vector Capital Corp. rights (a) 49,572 
Virtu Financial, Inc. Class A (b) 176,254 2,872,940 
Virtus Investment Partners, Inc. (b) 27,104 2,729,373 
Waddell & Reed Financial, Inc. Class A (b) 349,519 5,850,948 
Westwood Holdings Group, Inc. 31,636 1,726,693 
WisdomTree Investments, Inc. (b) 492,911 4,687,584 
Zais Group Holdings, Inc. (a)(b) 22,211 50,197 
  406,055,113 
Consumer Finance - 0.7%   
Ally Financial, Inc. 2,044,336 37,901,989 
Asta Funding, Inc. (a) 38,423 249,750 
Atlanticus Holdings Corp. (a) 33,601 79,634 
Consumer Portfolio Services, Inc. (a) 87,449 365,537 
Credit Acceptance Corp. (a)(b) 53,276 11,455,406 
Encore Capital Group, Inc. (a)(b) 104,445 3,780,909 
Enova International, Inc. (a)(b) 106,637 1,418,272 
EZCORP, Inc. (non-vtg.) Class A (a) 207,953 1,767,601 
First Cash Financial Services, Inc. 209,519 11,240,694 
Green Dot Corp. Class A (a) 204,739 7,522,111 
Imperial Holdings, Inc. warrants 4/11/19 (a) 3,852 
LendingClub Corp. (a)(b) 1,365,015 7,507,583 
Nelnet, Inc. Class A 80,536 3,165,870 
Nicholas Financial, Inc. (a) 73,640 619,312 
OneMain Holdings, Inc. (a)(b) 231,191 5,215,669 
PRA Group, Inc. (a)(b) 202,706 7,054,169 
Regional Management Corp. (a) 42,651 853,020 
Santander Consumer U.S.A. Holdings, Inc. (a)(b) 470,363 5,253,955 
SLM Corp. (a) 1,847,847 19,199,130 
World Acceptance Corp. (a)(b) 25,904 2,023,620 
  126,674,231 
Diversified Financial Services - 0.5%   
A-Mark Precious Metals, Inc. 15,543 252,263 
Acushnet Holdings Corp. 86,669 1,646,711 
At Home Group, Inc. (b) 46,573 872,778 
Bioverativ, Inc. 473,711 26,096,739 
Camping World Holdings, Inc. (b) 56,569 1,527,363 
Catskill Litigation Trust (a) 1,036 
Cotiviti Holdings, Inc. 105,441 4,020,465 
Donnelley Financial Solutions, Inc. (a) 113,875 2,594,073 
FB Financial Corp. (b) 35,481 1,212,386 
Jeld-Wen Holding, Inc. 65,732 2,053,468 
Marlin Business Services Corp. 34,930 885,476 
NCP Litigation Trust (a) 200 
NewStar Financial, Inc. 83,480 742,137 
On Deck Capital, Inc. (a)(b) 192,982 683,156 
PICO Holdings, Inc. (a) 100,486 1,642,946 
Quantenna Communications, Inc. (b) 32,196 615,588 
Ra Pharmaceuticals, Inc. 33,809 812,092 
Senseonics Holdings, Inc. (a)(b) 57,945 81,123 
Tiptree, Inc. 128,445 777,092 
Valvoline, Inc. 883,521 19,764,365 
Varex Imaging Corp. (a)(b) 162,547 5,583,489 
Voya Financial, Inc. 818,279 27,968,776 
  99,832,486 
Insurance - 4.3%   
1347 Property Insurance Holdings, Inc. (a)(b) 6,993 51,748 
Alleghany Corp. (a) 67,120 39,422,261 
Allied World Assurance Co. Holdings AG 376,067 19,769,842 
AMBAC Financial Group, Inc. (a) 200,573 3,313,466 
American Equity Investment Life Holding Co. 377,503 9,460,225 
American Financial Group, Inc. 312,170 31,170,175 
American National Insurance Co. 38,667 4,544,533 
Amerisafe, Inc. 82,809 4,289,506 
AmTrust Financial Services, Inc. (b) 461,021 6,057,816 
Arch Capital Group Ltd. (a) 527,022 51,252,890 
Argo Group International Holdings, Ltd. 129,487 8,015,245 
Aspen Insurance Holdings Ltd. 263,854 13,403,783 
Assured Guaranty Ltd. 555,606 21,701,970 
Athene Holding Ltd. (b) 225,513 11,113,281 
Atlas Financial Holdings, Inc. (a) 42,675 640,125 
Axis Capital Holdings Ltd. 379,070 24,859,411 
Baldwin & Lyons, Inc. Class B 42,752 1,017,498 
Blue Capital Reinsurance Holdings Ltd. 23,939 457,235 
Brown & Brown, Inc. 491,242 21,334,640 
Citizens, Inc. Class A (a)(b) 184,834 1,147,819 
CNA Financial Corp. 124,247 5,665,663 
CNO Financial Group, Inc. 755,655 15,483,371 
Conifer Holdings, Inc. (a) 13,396 97,121 
Crawford & Co. Class B 86,860 812,141 
Donegal Group, Inc. Class A 121,226 1,902,036 
eHealth, Inc. (a) 71,274 1,305,740 
EMC Insurance Group 32,192 873,047 
Employers Holdings, Inc. 138,616 5,551,571 
Enstar Group Ltd. (a)(b) 48,866 9,169,705 
Erie Indemnity Co. Class A 88,842 10,462,922 
Everest Re Group Ltd. 176,279 44,889,447 
FBL Financial Group, Inc. Class A 42,270 2,660,897 
Federated National Holding Co. 50,478 793,514 
Fidelity & Guaranty Life 52,263 1,612,314 
First Acceptance Corp. (a) 24,679 29,121 
First American Financial Corp. 471,807 20,533,041 
FNF Group (b) 1,175,633 50,093,722 
FNFV Group (a)(b) 291,196 4,062,184 
Genworth Financial, Inc. Class A (a) 2,167,652 7,933,606 
Global Indemnity Ltd. (a) 37,631 1,430,354 
Greenlight Capital Re, Ltd. (a) 129,165 2,660,799 
Hallmark Financial Services, Inc. (a) 49,582 513,174 
Hanover Insurance Group, Inc. 186,296 15,535,223 
HCI Group, Inc. (b) 36,061 1,603,633 
Health Insurance Innovations, Inc. (a) 27,165 604,421 
Heritage Insurance Holdings, Inc. 108,895 1,387,322 
Horace Mann Educators Corp. 172,036 6,580,377 
Independence Holding Co. 95,248 1,890,673 
Infinity Property & Casualty Corp. 47,591 4,556,838 
Investors Title Co. 4,573 854,785 
James River Group Holdings Ltd. 78,307 3,104,089 
Kemper Corp. 210,748 8,040,036 
Kingstone Companies, Inc. 12,180 178,437 
Kinsale Capital Group, Inc. 76,653 2,777,905 
Maiden Holdings Ltd. 316,619 3,340,330 
Markel Corp. (a) 60,350 58,977,038 
MBIA, Inc. (a)(b) 569,856 4,667,121 
Mercury General Corp. (b) 160,417 8,983,352 
National General Holdings Corp. 271,086 5,953,049 
National Western Life Group, Inc. 9,867 3,030,649 
Navigators Group, Inc. 101,022 5,354,166 
Old Republic International Corp. 1,055,756 20,882,854 
OneBeacon Insurance Group Ltd. 105,487 1,935,686 
Patriot National, Inc. (b) 41,971 104,508 
Primerica, Inc. (b) 194,881 14,070,408 
ProAssurance Corp. 234,252 13,949,707 
Reinsurance Group of America, Inc. 275,762 34,335,127 
RenaissanceRe Holdings Ltd. 175,756 25,108,502 
RLI Corp. 163,930 9,104,672 
Safety Insurance Group, Inc. 66,718 4,440,083 
Selective Insurance Group, Inc. 250,551 12,803,156 
State Auto Financial Corp. 66,649 1,656,894 
State National Companies, Inc. 127,071 2,232,637 
Stewart Information Services Corp. 103,105 4,664,470 
Third Point Reinsurance Ltd. (a)(b) 255,705 3,362,521 
Trupanion, Inc. (a)(b) 68,165 1,386,476 
United Fire Group, Inc. 93,258 4,033,409 
United Insurance Holdings Corp. 78,431 1,272,935 
Universal Insurance Holdings, Inc. (b) 143,216 3,530,274 
Validus Holdings Ltd. 342,364 18,282,238 
W.R. Berkley Corp. 419,235 28,923,023 
White Mountains Insurance Group Ltd. 20,241 17,408,879 
WMI Holdings Corp. (a)(b) 870,756 957,832 
  823,424,694 
Mortgage Real Estate Investment Trusts - 1.4%   
AG Mortgage Investment Trust, Inc. 118,038 2,199,048 
Agnc Investment Corp. 1,521,641 31,634,916 
American Capital Mortgage Investment Corp. 216,830 3,957,148 
Annaly Capital Management, Inc. 4,406,607 52,791,152 
Anworth Mortgage Asset Corp. 522,696 3,162,311 
Apollo Commercial Real Estate Finance, Inc. (b) 326,229 6,022,187 
Arbor Realty Trust, Inc. 210,924 1,729,577 
Ares Commercial Real Estate Corp. 140,575 1,859,807 
Armour Residential REIT, Inc. 163,502 4,249,417 
Blackstone Mortgage Trust, Inc. (b) 402,240 12,489,552 
Capstead Mortgage Corp. 424,022 4,469,192 
Cherry Hill Mortgage Investment Corp. 46,903 848,475 
Chimera Investment Corp. 762,633 14,184,974 
CIM Commercial Trust Corp. 63,757 1,007,361 
CYS Investments, Inc. 653,138 5,505,953 
Dynex Capital, Inc. 240,801 1,651,895 
Ellington Residential Mortgage REIT 40,648 584,925 
Five Oaks Investment Corp. (b) 77,659 423,242 
Great Ajax Corp. 61,939 863,430 
Hannon Armstrong Sustainable Infrastructure Capital, Inc. (b) 202,801 4,443,370 
Invesco Mortgage Capital, Inc. 486,582 7,853,433 
Ladder Capital Corp. Class A 335,723 4,723,623 
MFA Financial, Inc. 1,711,727 14,241,569 
New Residential Investment Corp. 1,315,651 21,168,825 
New York Mortgage Trust, Inc. (b) 504,041 3,135,135 
Orchid Island Capital, Inc. (b) 130,890 1,315,445 
Owens Realty Mortgage, Inc. 37,687 617,313 
PennyMac Mortgage Investment Trust 283,061 4,959,229 
Redwood Trust, Inc. 336,055 5,686,051 
Resource Capital Corp. 135,278 1,304,080 
Starwood Property Trust, Inc. 1,108,042 24,399,085 
Two Harbors Investment Corp. 1,486,410 14,834,372 
Western Asset Mortgage Capital Corp. 177,449 1,809,980 
ZAIS Financial Corp. 43,166 645,332 
  260,771,404 
Real Estate Management & Development - 0.0%   
The RMR Group, Inc. 33,925 1,665,718 
Thrifts & Mortgage Finance - 1.2%   
ASB Bancorp, Inc. (a) 33,956 1,375,218 
Astoria Financial Corp. 398,386 7,378,109 
Atlantic Coast Financial Corp. (a) 8,654 65,165 
Bank Mutual Corp. 187,600 1,660,260 
BankFinancial Corp. 75,843 1,113,375 
Bear State Financial, Inc. 45,612 398,649 
Beneficial Bancorp, Inc. 357,084 5,231,281 
BofI Holding, Inc. (a)(b) 247,244 5,488,817 
BSB Bancorp, Inc. (a) 29,828 865,012 
Capitol Federal Financial, Inc. 566,728 7,832,181 
Charter Financial Corp. 65,398 1,170,624 
Citizens Community Bancorp, Inc. 15,634 217,938 
Clifton Bancorp, Inc. 102,761 1,669,866 
Dime Community Bancshares, Inc. 152,632 2,900,008 
Elmira Savings Bank 185 3,756 
Entegra Financial Corp. (a) 77,977 1,851,954 
ESSA Bancorp, Inc. 32,482 472,613 
Essent Group Ltd. (a) 313,899 11,385,117 
EverBank Financial Corp. 479,970 9,335,417 
Farmer Mac Class C (non-vtg.) 40,991 2,484,055 
First Capital, Inc. 12,982 410,231 
First Defiance Financial Corp. 39,620 2,064,202 
Flagstar Bancorp, Inc. (a) 95,859 2,769,367 
Greene County Bancorp, Inc. (b) 2,032 49,378 
Hamilton Bancorp, Inc. (a) 69 1,014 
Hingham Institution for Savings 8,459 1,490,814 
HMN Financial, Inc. (a) 3,871 68,130 
Home Bancorp, Inc. 15,826 550,745 
Home Federal Bancorp, Inc. 31 837 
HomeStreet, Inc. (a) 112,027 3,002,324 
HopFed Bancorp, Inc. 18,100 262,993 
Impac Mortgage Holdings, Inc. (a)(b) 65,855 1,081,998 
Kearny Financial Corp. (b) 415,174 5,791,677 
Lendingtree, Inc. (a)(b) 31,131 4,843,984 
Malvern Bancorp, Inc. (a) 64,592 1,414,565 
Meridian Bancorp, Inc. Maryland 235,823 3,820,333 
Meta Financial Group, Inc. 40,463 3,463,633 
MGIC Investment Corp. (a) 1,612,642 17,061,752 
Nationstar Mortgage Holdings, Inc. (a)(b) 148,405 2,421,970 
New York Community Bancorp, Inc. (b) 2,124,895 27,453,643 
NMI Holdings, Inc. (a) 243,001 2,527,210 
Northfield Bancorp, Inc. 220,790 3,634,203 
Northwest Bancshares, Inc. 450,358 6,931,010 
OceanFirst Financial Corp. 135,646 3,594,619 
Ocwen Financial Corp. (a)(b) 431,515 1,070,157 
Oritani Financial Corp. 189,634 3,138,443 
PB Bancorp, Inc. 7,070 73,175 
PennyMac Financial Services, Inc. (a) 84,716 1,363,928 
PHH Corp. (a) 240,647 3,236,702 
Poage Bankshares, Inc. 6,654 129,753 
Provident Bancorp, Inc. (a) 84,473 1,752,815 
Provident Financial Holdings, Inc. 21,795 414,105 
Provident Financial Services, Inc. 266,158 6,212,128 
Prudential Bancorp, Inc. 82,322 1,513,902 
Radian Group, Inc. 1,012,408 16,259,272 
Riverview Bancorp, Inc. 146,681 1,000,364 
Security National Financial Corp. Class A 38,708 245,796 
SI Financial Group, Inc. 23,177 347,655 
Southern Missouri Bancorp, Inc. 20,482 643,135 
Stonegate Mortgage Corp. (a) 75,820 605,802 
Territorial Bancorp, Inc. 30,643 921,129 
TFS Financial Corp. 269,004 4,201,842 
Timberland Bancorp, Inc. 12,774 290,225 
Trustco Bank Corp., New York 425,565 3,127,903 
United Community Bancorp, Inc. 1,461 26,955 
United Community Financial Corp. 251,020 1,985,568 
United Financial Bancorp, Inc. New 220,063 3,562,820 
Walker & Dunlop, Inc. (a) 122,737 5,733,045 
Walter Investment Management Corp. (a)(b) 163,591 173,406 
Washington Federal, Inc. 382,695 12,227,105 
Waterstone Financial, Inc. 133,580 2,524,662 
Westbury Bancorp, Inc. (a) 15,948 324,542 
Westfield Financial, Inc. 126,385 1,257,531 
WSFS Financial Corp. 118,776 5,238,022 
  237,211,934 
TOTAL FINANCIALS  3,306,440,366 
HEALTH CARE - 10.8%   
Biotechnology - 3.6%   
Abeona Therapeutics, Inc. (a)(b) 112,297 600,789 
ACADIA Pharmaceuticals, Inc. (a)(b) 410,345 10,549,970 
Acceleron Pharma, Inc. (a)(b) 140,916 3,594,767 
Achillion Pharmaceuticals, Inc. (a) 536,785 2,388,693 
Acorda Therapeutics, Inc. (a) 203,958 2,814,620 
Actinium Pharmaceuticals, Inc. (a)(b) 152,593 218,208 
Adamas Pharmaceuticals, Inc. (a)(b) 61,583 947,147 
ADMA Biologics, Inc. (a)(b) 17,353 64,206 
Aduro Biotech, Inc. (a)(b) 122,094 1,220,940 
Advaxis, Inc. (a)(b) 152,732 1,232,547 
Adverum Biotechnologies, Inc. (a) 64,927 165,564 
Aeglea BioTherapeutics, Inc. (a) 23,707 100,044 
Aevi Genomic Medicine, Inc. (a)(b) 125,878 134,689 
Agenus, Inc. (a)(b) 343,477 1,140,344 
Agios Pharmaceuticals, Inc. (a)(b) 178,763 8,342,869 
Aimmune Therapeutics, Inc. (a)(b) 100,406 1,666,740 
Akebia Therapeutics, Inc. (a) 129,131 1,730,355 
Albireo Pharma, Inc. (a) 6,977 142,889 
Alder Biopharmaceuticals, Inc. (a)(b) 206,009 3,172,539 
Aldeyra Therapeutics, Inc. (a)(b) 48,557 245,213 
Alkermes PLC (a)(b) 662,180 38,247,517 
Alnylam Pharmaceuticals, Inc. (a)(b) 307,095 20,102,439 
AMAG Pharmaceuticals, Inc. (a)(b) 152,392 2,636,382 
Amicus Therapeutics, Inc. (a)(b) 616,314 4,942,838 
AmpliPhi Biosciences Corp. (a) 37,449 27,525 
AnaptysBio, Inc. 32,787 839,019 
Anavex Life Sciences Corp. (a)(b) 157,620 912,620 
Anthera Pharmaceuticals, Inc. (a)(b) 20,053 32,285 
Applied Genetic Technologies Corp. (a) 47,677 247,920 
Aptevo Therapeutics, Inc. (a) 62,747 132,396 
AquaBounty Technologies, Inc. (a)(b) 3,959 32,543 
Aquinox Pharmaceuticals, Inc. (a)(b) 82,558 1,053,440 
ARCA Biopharma, Inc. (a) 7,333 17,599 
Ardelyx, Inc. (a) 75,570 355,179 
Arena Pharmaceuticals, Inc. (a)(b) 1,337,617 1,738,902 
Argos Therapeutics, Inc. (a)(b) 95,222 41,422 
ArQule, Inc. (a)(b) 223,720 266,227 
Array BioPharma, Inc. (a)(b) 727,681 5,515,822 
Arrowhead Pharmaceuticals, Inc. (a)(b) 298,616 430,007 
Asterias Biotherapeutics, Inc. (a)(b) 102,523 312,695 
Atara Biotherapeutics, Inc. (a)(b) 88,733 1,175,712 
Athersys, Inc. (a)(b) 484,446 678,224 
aTyr Pharma, Inc. (a)(b) 94,162 306,027 
Audentes Therapeutics, Inc. 88,967 1,269,559 
AVEO Pharmaceuticals, Inc. (a)(b) 226,280 160,659 
Aviragen Therapeutics, Inc. (a) 114,179 53,676 
Bellicum Pharmaceuticals, Inc. (a)(b) 101,319 1,072,968 
Biocept, Inc. (a)(b) 60,281 90,422 
BioCryst Pharmaceuticals, Inc. (a)(b) 339,447 1,748,152 
BioMarin Pharmaceutical, Inc. (a) 749,278 65,666,724 
Bioptix, Inc. (a) 15,089 58,696 
Biospecifics Technologies Corp. (a) 20,059 1,039,658 
BioTime, Inc. (a)(b) 571,875 1,721,344 
bluebird bio, Inc. (a)(b) 177,404 13,367,391 
Blueprint Medicines Corp. (a)(b) 147,176 5,280,675 
BrainStorm Cell Therpeutic, Inc. (a)(b) 60,624 239,465 
Calithera Biosciences, Inc. (a) 115,170 1,790,894 
Cancer Genetics, Inc. (a)(b) 68,198 262,562 
Capricor Therapeutics, Inc. (a)(b) 40,820 33,268 
Cara Therapeutics, Inc. (a)(b) 115,679 1,915,644 
CareDx, Inc. (a)(b) 37,353 38,474 
Cascadian Therapeutics, Inc. (a) 178,480 696,072 
CASI Pharmaceuticals, Inc. (a)(b) 37,512 37,887 
Catabasis Pharmaceuticals, Inc. (a)(b) 25,262 33,851 
Catalyst Biosciences, Inc. (a) 1,432 6,773 
Catalyst Pharmaceutical Partners, Inc. (a) 334,134 708,364 
Cel-Sci Corp. (a)(b) 860,169 68,641 
Celldex Therapeutics, Inc. (a)(b) 449,512 1,272,119 
Cellectar Biosciences, Inc. (a)(b) 4,485 7,804 
Cellular Biomedicine Group, Inc. (a)(b) 29,329 187,706 
Celsion Corp. (a)(b) 4,287 11,425 
Cerulean Pharma, Inc. (a)(b) 48,961 18,605 
ChemoCentryx, Inc. (a)(b) 96,267 639,213 
Chiasma, Inc. (a)(b) 30,058 43,584 
Chimerix, Inc. (a) 181,661 813,841 
Cidara Therapeutics, Inc. (a)(b) 38,754 232,524 
Cleveland Biolabs, Inc. (a)(b) 10,000 41,400 
Clovis Oncology, Inc. (a)(b) 191,490 9,892,373 
Coherus BioSciences, Inc. (a)(b) 149,050 2,943,738 
Conatus Pharmaceuticals, Inc. (a)(b) 122,869 605,744 
Concert Pharmaceuticals, Inc. (a) 59,495 747,257 
ContraFect Corp. (a)(b) 55,912 67,094 
Corbus Pharmaceuticals Holdings, Inc. (a)(b) 129,618 803,632 
CorMedix, Inc. (a)(b) 246,421 97,336 
Corvus Pharmaceuticals, Inc. (a)(b) 34,606 351,597 
CTI BioPharma Corp. (a)(b) 81,379 331,213 
Curis, Inc. (a) 477,263 816,120 
Cyclacel Pharmaceuticals, Inc. (b) 17,747 74,715 
Cytokinetics, Inc. (a)(b) 200,520 2,717,046 
CytomX Therapeutics, Inc. (a)(b) 99,639 1,403,914 
Cytori Therapeutics, Inc. (a)(b) 155,538 155,538 
CytRx Corp. (a)(b) 476,390 418,270 
Dicerna Pharmaceuticals, Inc. (a)(b) 54,393 168,618 
Dimension Therapeutics, Inc. (a)(b) 78,948 86,843 
Dyax Corp. rights 12/31/19 (a) 559,523 1,812,855 
Dynavax Technologies Corp. (a)(b) 193,803 1,065,917 
Eagle Pharmaceuticals, Inc. (a)(b) 35,982 2,624,887 
Edge Therapeutics, Inc. (a)(b) 82,791 811,352 
Editas Medicine, Inc. (a)(b) 100,034 1,366,464 
Eiger Biopharmaceuticals, Inc. (a)(b) 17,311 115,118 
Eleven Biotherapeutics, Inc. (a)(b) 33,461 45,842 
Emergent BioSolutions, Inc. (a)(b) 154,700 4,939,571 
Enanta Pharmaceuticals, Inc. (a) 66,992 2,015,119 
Epizyme, Inc. (a)(b) 175,728 2,512,910 
Esperion Therapeutics, Inc. (a)(b) 73,213 2,344,280 
Exact Sciences Corp. (a)(b) 481,117 17,546,337 
Exelixis, Inc. (a) 982,790 18,388,001 
Fate Therapeutics, Inc. (a)(b) 72,909 245,703 
Fibrocell Science, Inc. (a)(b) 41,836 89,529 
FibroGen, Inc. (a) 246,228 6,475,796 
Five Prime Therapeutics, Inc. (a) 123,574 3,490,966 
Flexion Therapeutics, Inc. (a)(b) 105,320 1,799,919 
Fortress Biotech, Inc. (a)(b) 160,408 579,073 
Foundation Medicine, Inc. (a)(b) 61,037 2,319,406 
Galectin Therapeutics, Inc. (a)(b) 122,625 278,359 
Galena Biopharma, Inc. (a)(b) 36,479 20,457 
Genocea Biosciences, Inc. (a)(b) 97,488 594,677 
Genomic Health, Inc. (a) 80,972 2,571,671 
GenVec, Inc. (a)(b) 14,247 91,608 
Geron Corp. (a)(b) 680,058 1,808,954 
Global Blood Therapeutics, Inc. (a)(b) 137,637 3,716,199 
GlycoMimetics, Inc. (a)(b) 53,443 678,192 
GTx, Inc. (a)(b) 30,934 94,039 
Halozyme Therapeutics, Inc. (a)(b) 483,615 5,706,657 
Harvard Apparatus (a)(b) 22,493 6,298 
Heat Biologics, Inc. (a)(b) 76,701 53,622 
Hemispherx Biopharma, Inc. (a)(b) 63,934 37,146 
Heron Therapeutics, Inc. (a)(b) 195,857 2,624,484 
Histogenics Corp. (a) 270 432 
iBio, Inc. (a)(b) 302,306 111,460 
Idera Pharmaceuticals, Inc. (a)(b) 556,964 907,851 
Ignyta, Inc. (a) 184,424 1,300,189 
Immucell Corp. (a)(b) 6,741 41,659 
Immune Design Corp. (a)(b) 53,841 401,115 
Immune Pharmaceuticals, Inc. (a)(b) 15,214 33,623 
ImmunoCellular Therapeutics Ltd. (a)(b) 9,947 11,240 
ImmunoGen, Inc. (a)(b) 377,668 1,741,049 
Immunomedics, Inc. (a)(b) 422,314 3,188,471 
Infinity Pharmaceuticals, Inc. (a)(b) 177,419 305,161 
Inotek Pharmaceuticals Corp. (a)(b) 72,423 123,119 
Inovio Pharmaceuticals, Inc. (a)(b) 314,008 2,370,760 
Insmed, Inc. (a)(b) 273,340 4,214,903 
Insys Therapeutics, Inc. (a)(b) 118,023 1,734,938 
Intellia Therapeutics, Inc. (a)(b) 29,836 341,921 
Intercept Pharmaceuticals, Inc. (a)(b) 77,905 8,717,570 
Intrexon Corp. (a)(b) 264,752 5,644,513 
Invitae Corp. (a)(b) 127,305 1,092,277 
Ionis Pharmaceuticals, Inc. (a)(b) 526,043 24,087,509 
Ironwood Pharmaceuticals, Inc. Class A (a)(b) 584,864 10,357,941 
IsoRay, Inc. (a)(b) 212,731 117,002 
Jounce Therapeutics, Inc. (b) 34,622 701,096 
Juno Therapeutics, Inc. (a)(b) 337,015 7,828,858 
Kalvista Pharmaceuticals, Inc. (a)(b) 3,322 24,716 
Karyopharm Therapeutics, Inc. (a)(b) 127,520 1,035,462 
Keryx Biopharmaceuticals, Inc. (a)(b) 459,530 2,936,397 
Kindred Biosciences, Inc. (a) 62,895 427,686 
Kite Pharma, Inc. (a)(b) 211,244 15,277,166 
Kura Oncology, Inc. (a)(b) 37,885 337,177 
La Jolla Pharmaceutical Co. (a)(b) 71,395 2,041,897 
Lexicon Pharmaceuticals, Inc. (a)(b) 206,977 2,866,631 
Ligand Pharmaceuticals, Inc.:   
Class B (a)(b) 82,450 8,927,686 
General CVR (a) 26,087 652 
Glucagon CVR (a) 26,087 1,826 
rights (a) 26,087 104 
TR Beta CVR (a) 26,087 130 
Lion Biotechnologies, Inc. (a)(b) 301,070 1,550,511 
Loxo Oncology, Inc. (a)(b) 70,155 3,202,576 
Macrogenics, Inc. (a) 134,841 2,393,428 
Madrigal Pharmaceuticals, Inc. (a)(b) 12,780 194,512 
MannKind Corp. (a)(b) 248,623 377,907 
MediciNova, Inc. (a)(b) 111,867 651,066 
MEI Pharma, Inc. (a) 92,428 207,963 
Merrimack Pharmaceuticals, Inc. 499,691 906,939 
MiMedx Group, Inc. (a)(b) 425,532 5,821,278 
Minerva Neurosciences, Inc. (a)(b) 59,757 492,995 
Mirati Therapeutics, Inc. (a)(b) 68,149 190,817 
Momenta Pharmaceuticals, Inc. (a) 277,221 4,019,705 
Myriad Genetics, Inc. (a)(b) 292,722 5,956,893 
NanoViricides, Inc. (a)(b) 143,363 176,336 
NantKwest, Inc. (a)(b) 102,796 377,261 
Natera, Inc. (a)(b) 97,151 994,826 
Navidea Biopharmaceuticals, Inc. (a)(b) 571,658 262,391 
Neothetics, Inc. (a)(b) 19,486 47,546 
Neuralstem, Inc. (a)(b) 67,699 301,938 
Neurocrine Biosciences, Inc. (a)(b) 378,372 16,447,831 
NewLink Genetics Corp. (a)(b) 101,635 1,296,863 
Nivalis Therapeutics, Inc. (a)(b) 71,774 165,080 
Novavax, Inc. (a)(b) 1,386,707 1,277,573 
Ohr Pharmaceutical, Inc. (a)(b) 106,178 63,707 
OncoCyte Corp. (a) 11,637 64,585 
OncoGenex Pharmaceuticals, Inc. (a)(b) 89,591 34,134 
OncoMed Pharmaceuticals, Inc. (a)(b) 79,764 260,031 
Onconova Therapeutics, Inc. (a)(b) 3,480 6,438 
OncoSec Medical, Inc. (a)(b) 52,231 55,887 
Opexa Therapeutics, Inc. (a)(b) 35,198 20,535 
OpGen, Inc. (a)(b) 41,093 27,175 
Ophthotech Corp. (a)(b) 123,408 280,136 
Opko Health, Inc. (a)(b) 1,568,199 9,628,742 
Oragenics, Inc. (a) 79,968 38,305 
Organovo Holdings, Inc. (a)(b) 401,186 1,135,356 
Otonomy, Inc. (a) 111,539 1,366,353 
OvaScience, Inc. (a)(b) 154,817 198,166 
Palatin Technologies, Inc. (a)(b) 634,919 223,809 
PDL BioPharma, Inc. (b) 697,561 1,667,171 
Peregrine Pharmaceuticals, Inc. (a) 1,043,397 575,955 
Pfenex, Inc. (a) 65,771 267,688 
PharmAthene, Inc. (b) 24,816 105,468 
Portola Pharmaceuticals, Inc. (a)(b) 240,409 8,859,072 
Progenics Pharmaceuticals, Inc. (a)(b) 305,792 1,947,895 
Protagonist Therapeutics, Inc. (b) 27,757 310,046 
Proteon Therapeutics, Inc. (a)(b) 24,275 29,130 
Proteostasis Therapeutics, Inc. (a)(b) 51,559 204,174 
Prothena Corp. PLC (a)(b) 168,821 8,611,559 
PTC Therapeutics, Inc. (a)(b) 143,526 1,798,381 
Puma Biotechnology, Inc. (a)(b) 122,695 9,386,168 
Radius Health, Inc. (a)(b) 160,244 5,547,647 
Recro Pharma, Inc. (a) 59,391 431,179 
REGENXBIO, Inc. (a)(b) 111,323 1,903,623 
Regulus Therapeutics, Inc. (a)(b) 152,831 213,963 
Repligen Corp. (a)(b) 149,763 5,876,700 
Retrophin, Inc. (a)(b) 156,492 2,480,398 
Rexahn Pharmaceuticals, Inc. (a)(b) 103,785 394,383 
Rigel Pharmaceuticals, Inc. (a) 535,297 1,225,830 
RXi Pharmaceuticals Corp. (a)(b) 26,638 14,654 
Sage Therapeutics, Inc. (a)(b) 137,807 9,110,421 
Sangamo Therapeutics, Inc. (a)(b) 314,637 2,139,532 
Sarepta Therapeutics, Inc. (a)(b) 217,797 6,499,062 
Savara, Inc. (a)(b) 12,370 58,263 
Seattle Genetics, Inc. (a)(b) 422,247 27,015,363 
Selecta Biosciences, Inc. (b) 26,257 359,196 
Seres Therapeutics, Inc. (a)(b) 79,929 728,952 
Soligenix, Inc. (a)(b) 20,298 49,527 
Sorrento Therapeutics, Inc. (a)(b) 268,650 416,408 
Spark Therapeutics, Inc. (a)(b) 96,673 4,923,556 
Spectrum Pharmaceuticals, Inc. (a)(b) 318,369 1,801,969 
Stemline Therapeutics, Inc. (a)(b) 87,233 689,141 
Sunesis Pharmaceuticals, Inc. (a)(b) 46,639 138,051 
Syndax Pharmaceuticals, Inc. (a)(b) 47,748 579,661 
Synergy Pharmaceuticals, Inc. (a)(b) 957,037 3,359,200 
Synthetic Biologics, Inc. (a)(b) 314,451 182,507 
Syros Pharmaceuticals, Inc. (b) 17,966 287,456 
T2 Biosystems, Inc. (a)(b) 68,463 226,613 
Tenax Therapeutics, Inc. (a)(b) 74,064 37,106 
TESARO, Inc. (a)(b) 148,352 22,150,437 
TG Therapeutics, Inc. (a)(b) 197,609 2,223,101 
Threshold Pharmaceuticals, Inc. (a)(b) 253,633 115,910 
TONIX Pharmaceuticals Holding (a) 6,944 29,929 
TRACON Pharmaceuticals, Inc. (a)(b) 15,504 41,861 
Trevena, Inc. (a) 153,673 358,058 
Trovagene, Inc. (a)(b) 105,483 67,868 
Ultragenyx Pharmaceutical, Inc. (a)(b) 166,799 8,982,126 
United Therapeutics Corp. (a)(b) 195,627 23,649,348 
Vanda Pharmaceuticals, Inc. (a) 183,750 2,526,563 
Veracyte, Inc. (a) 61,383 499,658 
Verastem, Inc. (a) 127,456 262,559 
Vericel Corp. (a)(b) 180,932 533,749 
Versartis, Inc. (a)(b) 107,155 1,644,829 
Vical, Inc. (a)(b) 29,955 72,791 
Viking Therapeutics, Inc. (a)(b) 31,264 36,892 
VistaGen Therapeutics, Inc. 30,097 56,883 
Vital Therapies, Inc. (a)(b) 89,620 237,493 
Voyager Therapeutics, Inc. (a)(b) 22,537 199,678 
vTv Therapeutics, Inc. Class A (a) 25,196 125,476 
Xbiotech, Inc. (a)(b) 79,667 587,146 
Xencor, Inc. (a) 161,866 3,318,253 
XOMA Corp. (a)(b) 33,875 219,171 
Zafgen, Inc. (a) 77,644 263,213 
ZIOPHARM Oncology, Inc. (a)(b) 517,531 3,027,556 
  683,353,766 
Health Care Equipment & Supplies - 2.9%   
Abaxis, Inc. 98,681 4,776,160 
Abiomed, Inc. (a) 176,141 24,207,058 
Accuray, Inc. (a)(b) 386,365 1,584,097 
Aethlon Medical, Inc. (a)(b) 20,809 43,907 
Akers Biosciences, Inc. (a)(b) 12,000 17,400 
Alere, Inc. (a) 377,296 18,302,629 
Align Technology, Inc. (a) 326,985 47,478,222 
Allied Healthcare Products, Inc. (a) 2,477 4,731 
Alliqua Biomedical, Inc. (a)(b) 63,749 22,663 
Alphatec Holdings, Inc. (a)(b) 44,081 85,958 
Amedica Corp. (a)(b) 45,747 12,265 
Analogic Corp. 56,318 4,049,264 
Angiodynamics, Inc. (a)(b) 163,379 2,463,755 
Anika Therapeutics, Inc. (a)(b) 64,722 2,994,687 
Antares Pharma, Inc. (a) 600,040 1,458,097 
Apollo Endosurgery, Inc. (a)(b) 813 5,496 
Atossa Genetics, Inc. (a) 5,394 2,481 
Atricure, Inc. (a)(b) 137,373 2,869,722 
Atrion Corp. 6,263 3,454,984 
Avinger, Inc. (a)(b) 84,296 44,727 
AxoGen, Inc. (a) 116,552 1,730,797 
Bellerophon Therapeutics, Inc. (a)(b) 109,948 146,231 
BioLase Technology, Inc. (a)(b) 142,344 158,002 
BioLife Solutions, Inc. (a)(b) 69,384 151,257 
Bovie Medical Corp. (a) 92,879 192,260 
Cantel Medical Corp. 161,364 12,557,346 
Cardiovascular Systems, Inc. (a) 142,913 4,291,677 
CAS Medical Systems, Inc. (a)(b) 6,117 5,872 
Cerus Corp. (a)(b) 442,280 1,012,821 
Cesca Therapeutics, Inc. (a)(b) 3,165 9,653 
Chembio Diagnostics, Inc. (a)(b) 41,523 274,052 
Chf Solutions, Inc. (a) 1,359 788 
Cogentix Medical, Inc. (a) 158,919 260,627 
ConforMis, Inc. (a)(b) 157,069 636,129 
CONMED Corp. 112,423 5,707,716 
Corindus Vascular Robotics, Inc. (a)(b) 396,954 452,528 
Cryolife, Inc. (a) 115,652 2,110,649 
CryoPort, Inc. (a)(b) 58,024 185,677 
Cutera, Inc. (a) 55,200 1,258,560 
CytoSorbents Corp. (a)(b) 88,558 371,944 
DexCom, Inc. (a)(b) 366,655 24,507,220 
Dextera Surgical, Inc. (a)(b) 25,108 4,668 
Dynatronics Corp. (a)(b) 3,425 10,104 
Ekso Bionics Holdings, Inc. (a)(b) 67,474 70,173 
Electromed, Inc. (a) 18,483 79,107 
Endologix, Inc. (a)(b) 367,188 1,769,846 
Entellus Medical, Inc. (a)(b) 52,720 702,758 
EnteroMedics, Inc. (a)(b) 13,716 72,146 
Exactech, Inc. (a) 45,189 1,369,227 
Fonar Corp. (a) 28,662 725,149 
Genmark Diagnostics, Inc. (a)(b) 210,790 2,727,623 
Glaukos Corp. (a)(b) 52,451 2,135,280 
Globus Medical, Inc. (a)(b) 313,806 9,649,535 
Haemonetics Corp. (a) 231,066 9,422,871 
Halyard Health, Inc. (a)(b) 208,542 7,494,999 
Hill-Rom Holdings, Inc. 257,903 19,951,376 
ICU Medical, Inc. (a) 65,426 10,553,214 
Inogen, Inc. (a) 70,478 6,247,170 
InspireMD, Inc. (a)(b) 394 205 
Insulet Corp. (a)(b) 249,975 10,491,451 
Integer Holdings Corp. (a)(b) 120,551 4,785,875 
Integra LifeSciences Holdings Corp. (a)(b) 262,245 13,204,036 
Invacare Corp. (b) 140,919 1,994,004 
InVivo Therapeutics Holdings Corp. (a)(b) 122,248 238,384 
Invuity, Inc. (a)(b) 46,878 342,209 
IRadimed Corp. (a)(b) 17,654 143,880 
iRhythm Technologies, Inc. 30,762 1,066,826 
Iridex Corp. (a)(b) 22,946 206,285 
K2M Group Holdings, Inc. (a)(b) 156,379 3,557,622 
Kewaunee Scientific Corp. 5,250 120,488 
Lantheus Holdings, Inc. (a) 112,228 1,862,985 
LeMaitre Vascular, Inc. 55,211 1,687,248 
LivaNova PLC (a)(b) 192,615 10,948,237 
Masimo Corp. (a) 192,108 16,721,080 
Meridian Bioscience, Inc. 201,601 2,782,094 
Merit Medical Systems, Inc. (a)(b) 214,785 7,624,868 
MGC Diagnostics Corp. 3,151 25,208 
Microbot Medical, Inc. (a)(b) 30,945 139,871 
Milestone Scientific, Inc. (a) 45,410 65,845 
Misonix, Inc. (a)(b) 18,363 194,648 
Natus Medical, Inc. (a) 144,748 4,906,957 
Neogen Corp. (a) 169,897 10,752,781 
NeuroMetrix, Inc. (a)(b) 842 2,913 
Nevro Corp. (a)(b) 98,722 6,795,035 
NuVasive, Inc. (a)(b) 217,518 16,320,376 
Nuvectra Corp. (a) 32,436 312,683 
NxStage Medical, Inc. (a) 265,053 5,741,048 
OraSure Technologies, Inc. (a) 241,940 3,646,036 
Orthofix International NV (a) 79,952 3,331,600 
Penumbra, Inc. (a)(b) 117,476 9,732,887 
PhotoMedex, Inc. (a)(b) 12,583 17,868 
Presbia PLC (a) 14,898 40,821 
Pulse Biosciences, Inc. (b) 23,721 678,183 
Quidel Corp. (a) 128,607 3,192,026 
ResMed, Inc. (b) 615,052 43,730,197 
Retractable Technologies, Inc. (a)(b) 36,514 40,165 
Rockwell Medical Technologies, Inc. (a)(b) 202,763 1,451,783 
Roka Bioscience, Inc. (a)(b) 1,791 4,818 
RTI Biologics, Inc. (a) 228,763 1,178,129 
Seaspine Holdings Corp. (a) 35,570 355,344 
Second Sight Medical Products, Inc. (a)(b) 63,760 73,324 
Sientra, Inc. (a)(b) 46,108 345,349 
Skyline Medical, Inc. (a)(b) 27,737 48,540 
Staar Surgical Co. (a)(b) 117,470 1,074,851 
Steris PLC 371,678 28,827,346 
STRATA Skin Sciences, Inc. (a)(b) 2,348 6,058 
SurModics, Inc. (a) 57,901 1,412,784 
Synergetics U.S.A., Inc. (a) 76,412 14,518 
Tactile Systems Technology, Inc. (b) 20,528 499,446 
Tandem Diabetes Care, Inc. (a)(b) 144,184 114,670 
TearLab Corp. (a)(b) 24,963 49,177 
Teleflex, Inc. 193,920 38,787,878 
The Spectranetics Corp. (a)(b) 189,127 5,106,429 
TransEnterix, Inc. (a)(b) 303,304 143,766 
Utah Medical Products, Inc. 15,694 1,054,637 
Vermillion, Inc. (a) 65,547 112,085 
ViewRay, Inc. (a)(b) 133,734 875,958 
Viveve Medical, Inc. (b) 46,102 329,168 
VolitionRx Ltd. (a)(b) 100,890 339,999 
West Pharmaceutical Services, Inc. 319,466 30,994,591 
Wright Medical Group NV (a)(b) 446,949 11,942,477 
Zosano Pharma Corp. (a)(b) 133,854 196,765 
  555,670,170 
Health Care Providers & Services - 1.5%   
AAC Holdings, Inc. (a)(b) 40,868 256,651 
Acadia Healthcare Co., Inc. (a)(b) 328,630 13,585,564 
Aceto Corp. 125,041 1,769,330 
Adcare Health Systems, Inc. (a) 40,556 40,556 
Addus HomeCare Corp. (a) 29,838 1,106,990 
Alliance Healthcare Services, Inc. (a) 41,783 553,625 
Almost Family, Inc. (a)(b) 53,272 3,057,813 
Amedisys, Inc. (a)(b) 120,344 7,211,012 
American Renal Associates Holdings, Inc. (a)(b) 50,577 819,347 
American Shared Hospital Services (a) 115 472 
AMN Healthcare Services, Inc. (a)(b) 206,611 7,489,649 
BioScrip, Inc. (a)(b) 530,489 960,185 
BioTelemetry, Inc. (a) 124,954 3,604,923 
Brookdale Senior Living, Inc. (a) 804,694 11,056,496 
Caladrius Biosciences, Inc. (a)(b) 17,378 80,981 
Capital Senior Living Corp. (a)(b) 114,940 1,590,770 
Chemed Corp. 71,443 14,621,524 
Civitas Solutions, Inc. (a) 72,322 1,139,072 
Community Health Systems, Inc. (a)(b) 505,186 4,470,896 
Corvel Corp. (a) 44,212 2,060,279 
Cross Country Healthcare, Inc. (a)(b) 142,947 1,651,038 
Digirad Corp. 52,208 203,611 
Diplomat Pharmacy, Inc. (a)(b) 190,823 3,270,706 
Diversicare Healthcare Services, Inc. 13,755 142,089 
Five Star Sr Living, Inc. (a) 200,855 361,539 
Genesis HealthCare, Inc. Class A (a) 122,459 208,180 
HealthEquity, Inc. (a)(b) 189,811 8,693,344 
HealthSouth Corp. (b) 390,957 17,722,081 
InfuSystems Holdings, Inc. (a) 46,642 69,963 
Innovative Industrial Properties, Inc. (b) 3,026 53,621 
Interpace Diagnostics Group, Inc. (a)(b) 26,246 49,605 
Kindred Healthcare, Inc. 383,129 3,754,664 
Landauer, Inc. 39,153 1,912,624 
LHC Group, Inc. (a) 65,956 3,970,551 
LifePoint Hospitals, Inc. (a) 171,801 10,445,501 
Magellan Health Services, Inc. (a) 103,219 7,096,306 
MEDNAX, Inc. (a)(b) 406,471 22,071,375 
Molina Healthcare, Inc. (a)(b) 183,652 11,858,410 
National Healthcare Corp. 53,157 3,641,255 
National Research Corp. Class A 28,515 684,360 
Owens & Minor, Inc. (b) 258,241 8,232,723 
PharMerica Corp. (a) 140,004 3,458,099 
Premier, Inc. (a) 220,638 7,616,424 
Providence Service Corp. (a) 55,715 2,604,119 
Psychemedics Corp. 24,573 508,415 
Quorum Health Corp. (a) 123,157 464,302 
RadNet, Inc. (a) 138,775 999,180 
Select Medical Holdings Corp. (a)(b) 473,830 6,349,322 
Sharps Compliance Corp. (a)(b) 38,932 158,064 
SunLink Health Systems, Inc. (a) 19,190 32,047 
Surgery Partners, Inc. (a)(b) 85,904 1,872,707 
Teladoc, Inc. (a)(b) 158,210 4,841,226 
Tenet Healthcare Corp. (a)(b) 349,778 5,785,328 
The Ensign Group, Inc. 210,263 3,864,634 
Tivity Health, Inc. (a)(b) 145,588 4,942,713 
Triple-S Management Corp. (a)(b) 101,083 1,644,620 
U.S. Physical Therapy, Inc. (b) 52,839 3,342,067 
VCA, Inc. (a) 350,488 32,290,459 
Wellcare Health Plans, Inc. (a) 192,061 32,996,080 
  295,339,487 
Health Care Technology - 0.6%   
Allscripts Healthcare Solutions, Inc. (a)(b) 797,527 9,099,783 
Arrhythmia Research Technology, Inc. (a) 9,913 39,652 
athenahealth, Inc. (a)(b) 170,798 22,883,516 
Castlight Health, Inc. Class B (a)(b) 202,967 710,385 
Computer Programs & Systems, Inc. (b) 49,251 1,644,983 
Connecture, Inc. (a)(b) 29,490 24,772 
Evolent Health, Inc. (a)(b) 175,602 4,030,066 
HealthStream, Inc. (a)(b) 115,141 3,208,980 
HMS Holdings Corp. (a) 371,818 6,774,524 
HTG Molecular Diagnostics (a)(b) 19,859 68,712 
iCAD, Inc. (a) 51,129 236,727 
Inovalon Holdings, Inc. Class A (a)(b) 288,458 3,923,029 
Medidata Solutions, Inc. (a) 238,058 16,944,968 
Omnicell, Inc. (a)(b) 163,472 6,522,533 
Quality Systems, Inc. (a) 196,746 3,022,019 
Rennova Health, Inc. (a)(b) 619 260 
Simulations Plus, Inc. 44,648 544,706 
Streamline Health Solutions, Inc. (a) 74,551 90,207 
Tabula Rasa HealthCare, Inc. 15,550 206,038 
Veeva Systems, Inc. Class A (a)(b) 447,209 28,415,660 
Vocera Communications, Inc. (a) 109,046 2,914,800 
  111,306,320 
Life Sciences Tools & Services - 1.0%   
Accelerate Diagnostics, Inc. (a)(b) 114,176 3,185,510 
Albany Molecular Research, Inc. (a)(b) 96,920 1,886,063 
Bio-Rad Laboratories, Inc. Class A (a) 88,195 19,709,819 
Bio-Techne Corp. 166,067 18,612,789 
Bioanalytical Systems, Inc. (a)(b) 4,687 7,593 
Bruker Corp. 464,594 12,641,603 
Cambrex Corp. (a) 141,044 7,588,167 
Charles River Laboratories International, Inc. (a) 203,176 18,702,351 
ChromaDex, Inc. (a)(b) 68,981 226,258 
CombiMatrix Corp. (a) 922 4,887 
Enzo Biochem, Inc. (a) 184,150 1,657,350 
Fluidigm Corp. (a)(b) 119,521 541,430 
Harvard Bioscience, Inc. (a) 111,418 256,261 
INC Research Holdings, Inc. Class A (a) 228,333 12,980,731 
Luminex Corp. 173,959 3,524,409 
Medpace Holdings, Inc. (b) 29,956 833,376 
Nanostring Technologies, Inc. (a) 57,423 1,053,138 
NeoGenomics, Inc. (a)(b) 214,850 1,624,266 
Pacific Biosciences of California, Inc. (a)(b) 358,931 1,184,472 
PAREXEL International Corp. (a) 221,017 17,862,594 
PRA Health Sciences, Inc. (a) 166,837 12,053,973 
pSivida Corp. (a)(b) 97,016 220,226 
Quintiles Transnational Holdings, Inc. (a)(b) 597,197 51,621,709 
VWR Corp. (a) 367,356 12,144,789 
  200,123,764 
Pharmaceuticals - 1.2%   
AcelRx Pharmaceuticals, Inc. (a)(b) 126,457 316,143 
Achaogen, Inc. (a)(b) 104,598 2,110,788 
Aclaris Therapeutics, Inc. (a) 60,308 1,434,124 
Adamis Pharmaceuticals Corp. (a)(b) 97,382 374,921 
Aerie Pharmaceuticals, Inc. (a)(b) 145,738 8,081,172 
Agile Therapeutics, Inc. (a)(b) 73,763 241,943 
Akorn, Inc. (a) 377,541 12,560,789 
Alimera Sciences, Inc. (a)(b) 102,415 145,429 
Amphastar Pharmaceuticals, Inc. (a)(b) 158,581 2,706,978 
Ampio Pharmaceuticals, Inc. (a)(b) 182,288 159,630 
ANI Pharmaceuticals, Inc. (a)(b) 33,859 1,479,300 
ANI Pharmaceuticals, Inc. rights (a) 58,183 
Apricus Biosciences, Inc. (a)(b) 18,299 16,835 
Aradigm Corp. (a)(b) 6,822 9,551 
Aratana Therapeutics, Inc. (a)(b) 132,799 764,922 
Assembly Biosciences, Inc. (a)(b) 65,478 1,663,796 
AstraZeneca PLC rights (a) 21,542 
Avexis, Inc. (a)(b) 74,833 5,294,435 
Axsome Therapeutics, Inc. (a)(b) 40,776 156,988 
Bio Path Holdings, Inc. (a)(b) 346,086 121,130 
Biodelivery Sciences International, Inc. (a)(b) 266,001 585,202 
BioPharmX Corp. (a)(b) 259,103 164,271 
Catalent, Inc. (a) 548,701 19,495,347 
Cempra, Inc. (a)(b) 210,034 798,129 
Clearside Biomedical, Inc. (b) 56,066 385,734 
Collegium Pharmaceutical, Inc. (a)(b) 84,457 694,237 
ContraVir Pharmaceuticals, Inc. (a)(b) 235,301 143,769 
Corcept Therapeutics, Inc. (a)(b) 352,202 3,983,405 
Corium International, Inc. (a)(b) 48,507 361,862 
Cumberland Pharmaceuticals, Inc. (a) 33,632 232,229 
CymaBay Therapeutics, Inc. (a)(b) 105,381 516,367 
DepoMed, Inc. (a)(b) 279,603 2,930,239 
Dermira, Inc. (a)(b) 135,493 3,715,218 
Durect Corp. (a) 559,539 688,233 
Egalet Corp. (a)(b) 55,293 118,327 
Endo International PLC (a)(b) 860,309 11,338,873 
Endocyte, Inc. (a)(b) 136,613 348,363 
Evoke Pharma, Inc. (a) 15,864 38,867 
Flex Pharma, Inc. (a)(b) 43,126 151,372 
Heska Corp. (a) 28,264 2,788,526 
Horizon Pharma PLC (a) 696,540 6,965,400 
Impax Laboratories, Inc. (a)(b) 325,117 4,958,034 
Imprimis Pharmaceuticals, Inc. (a)(b) 47,994 149,741 
Innoviva, Inc. (a)(b) 359,646 4,394,874 
Intersect ENT, Inc. (a) 111,651 2,824,770 
Intra-Cellular Therapies, Inc. (a)(b) 150,680 1,544,470 
Jaguar Animal Health, Inc. (a)(b) 27,742 18,310 
Jazz Pharmaceuticals PLC (a) 260,692 37,946,328 
Juniper Pharmaceuticals, Inc. (a) 42,963 184,741 
KemPharm, Inc. (a)(b) 54,249 235,983 
Lannett Co., Inc. (a)(b) 124,119 2,494,792 
Lipocine, Inc. (a)(b) 73,787 270,798 
Marinus Pharmaceuticals, Inc. (a)(b) 36,454 42,287 
MyoKardia, Inc. (a)(b) 66,562 858,650 
Nektar Therapeutics (a)(b) 672,897 13,377,192 
Neos Therapeutics, Inc. (a)(b) 61,196 514,046 
NovaBay Pharmaceuticals, Inc. (a) 5,692 14,515 
Novan, Inc. (b) 36,199 179,185 
Novus Therapeutics, Inc. (a)(b) 3,220 16,486 
Ocera Therapeutics, Inc. (a)(b) 41,015 44,296 
Ocular Therapeutix, Inc. (a)(b) 99,153 1,011,361 
Omeros Corp. (a)(b) 175,766 2,655,824 
Orexigen Therapeutics, Inc. (a)(b) 43,174 123,478 
Pacira Pharmaceuticals, Inc. (a)(b) 174,442 7,745,225 
Pain Therapeutics, Inc. (a)(b) 20,714 77,678 
Paratek Pharmaceuticals, Inc. (a)(b) 89,723 1,798,946 
Pernix Therapeutics Holdings, Inc. (a)(b) 31,117 114,822 
Phibro Animal Health Corp. Class A 81,527 2,873,827 
Plx Pharma PLC/New (a)(b) 4,428 25,904 
Prestige Brands Holdings, Inc. (a) 233,489 11,763,176 
Pulmatrix, Inc. (a)(b) 31,769 80,693 
Reata Pharmaceuticals, Inc. (b) 30,813 851,363 
Repros Therapeutics, Inc. (a) 95,900 45,073 
Revance Therapeutics, Inc. (a)(b) 90,833 2,021,034 
Ritter Pharmaceuticals, Inc. (a)(b) 29,614 18,213 
SciClone Pharmaceuticals, Inc. (a) 218,960 2,080,120 
SCYNEXIS, Inc. (a)(b) 102,549 163,053 
Sonoma Pharmaceuticals, Inc. (a) 13,177 92,634 
Sucampo Pharmaceuticals, Inc. Class A (a)(b) 103,601 1,036,010 
Supernus Pharmaceuticals, Inc. (a)(b) 224,100 8,426,160 
Teligent, Inc. (a)(b) 171,245 1,417,909 
Tetraphase Pharmaceuticals, Inc. (a) 157,483 1,085,058 
The Medicines Company (a)(b) 310,321 12,341,466 
TherapeuticsMD, Inc. (a)(b) 746,255 3,096,958 
Theravance Biopharma, Inc. (a)(b) 166,472 6,076,228 
Titan Pharmaceuticals, Inc. (a)(b) 68,182 160,228 
VIVUS, Inc. (a)(b) 380,623 433,910 
WAVE Life Sciences (a)(b) 61,241 1,157,455 
Zogenix, Inc. (a)(b) 100,903 1,281,468 
Zynerba Pharmaceuticals, Inc. (a)(b) 45,110 840,399 
  235,048,016 
TOTAL HEALTH CARE  2,080,841,523 
INDUSTRIALS - 13.4%   
Aerospace & Defense - 1.5%   
AAR Corp. 137,004 4,786,920 
Aerojet Rocketdyne Holdings, Inc. (a) 334,458 7,324,630 
AeroVironment, Inc. (a)(b) 92,122 2,859,467 
Air Industries Group, Inc. (a) 217 482 
Arotech Corp. (a)(b) 107,505 357,454 
Astronics Corp. (a) 86,881 2,658,559 
Astronics Corp. Class B (b) 7,288 223,450 
Astrotech Corp. (a) 39,511 42,672 
Axon Enterprise, Inc. (a)(b) 228,506 5,486,429 
BWX Technologies, Inc. 430,442 20,919,481 
CPI Aerostructures, Inc. (a)(b) 20,017 150,128 
Cubic Corp. 108,530 5,030,366 
Curtiss-Wright Corp. 193,346 17,406,940 
DigitalGlobe, Inc. (a)(b) 270,177 8,416,014 
Ducommun, Inc. (a) 49,143 1,563,239 
Engility Holdings, Inc. (a) 78,098 2,056,320 
Esterline Technologies Corp. (a) 133,161 12,976,539 
HEICO Corp. (b) 112,502 8,348,773 
HEICO Corp. Class A 200,680 12,572,602 
Hexcel Corp. 395,878 20,360,006 
Huntington Ingalls Industries, Inc. 198,685 38,904,510 
Innovative Solutions & Support, Inc. (a) 34,266 137,064 
KEYW Holding Corp. (a)(b) 187,901 1,730,568 
KLX, Inc. (a) 224,831 10,879,572 
Kratos Defense & Security Solutions, Inc. (a)(b) 316,334 3,422,734 
LMI Aerospace, Inc. (a) 54,403 757,834 
Mercury Systems, Inc. (a) 210,211 8,360,091 
Micronet Enertec Technologies, Inc. (a) 8,571 9,942 
Moog, Inc. Class A (a) 139,561 9,774,852 
National Presto Industries, Inc. (b) 22,481 2,393,102 
Orbital ATK, Inc. 250,649 25,480,977 
SIFCO Industries, Inc. (a) 8,947 67,103 
Sparton Corp. (a) 38,996 669,171 
Spirit AeroSystems Holdings, Inc. Class A 526,796 28,705,114 
Teledyne Technologies, Inc. (a)(b) 153,296 20,159,957 
Triumph Group, Inc. 220,034 7,173,108 
Vectrus, Inc. (a) 43,256 1,276,052 
Wesco Aircraft Holdings, Inc. (a) 255,497 2,465,546 
  295,907,768 
Air Freight & Logistics - 0.3%   
Air T, Inc. (a) 1,113 22,204 
Air Transport Services Group, Inc. (a) 208,972 4,983,982 
Atlas Air Worldwide Holdings, Inc. (a) 110,896 5,400,635 
Echo Global Logistics, Inc. (a)(b) 127,579 2,379,348 
Forward Air Corp. 135,469 7,061,999 
Hub Group, Inc. Class A (a) 143,233 5,134,903 
Park-Ohio Holdings Corp. 35,640 1,322,244 
Radiant Logistics, Inc. (a) 144,096 847,284 
XPO Logistics, Inc. (a)(b) 354,533 18,648,436 
  45,801,035 
Airlines - 0.4%   
Allegiant Travel Co. (b) 57,825 7,922,025 
Hawaiian Holdings, Inc. (a) 228,939 11,469,844 
JetBlue Airways Corp. (a) 1,448,928 32,484,966 
SkyWest, Inc. 229,350 7,866,705 
Spirit Airlines, Inc. (a) 297,651 15,805,268 
  75,548,808 
Building Products - 1.1%   
A.O. Smith Corp. 643,222 35,293,591 
AAON, Inc. 174,071 6,297,018 
Advanced Drain Systems, Inc. Del 158,188 3,029,300 
American Woodmark Corp. (a) 60,060 5,573,568 
Apogee Enterprises, Inc. 124,252 6,620,147 
Armstrong World Industries, Inc. (a)(b) 218,003 9,079,825 
Builders FirstSource, Inc. (a) 417,345 5,700,933 
Continental Building Products, Inc. (a) 175,679 4,286,568 
CSW Industrials, Inc. (a) 65,607 2,315,927 
GCP Applied Technologies, Inc. (a) 311,495 9,376,000 
Gibraltar Industries, Inc. (a) 140,820 4,379,502 
GMS, Inc. 93,579 3,056,290 
Griffon Corp. 137,012 2,973,160 
Insteel Industries, Inc. (b) 77,676 2,466,990 
Lennox International, Inc. 168,062 29,763,780 
Masonite International Corp. (a) 130,738 9,628,854 
NCI Building Systems, Inc. (a) 175,187 2,916,864 
Owens Corning 480,487 29,982,389 
Patrick Industries, Inc. (a) 68,450 4,531,390 
PGT, Inc. (a) 209,632 2,400,286 
Ply Gem Holdings, Inc. (a)(b) 97,641 1,596,430 
Quanex Building Products Corp. 151,050 3,111,630 
Simpson Manufacturing Co. Ltd. 177,509 7,132,312 
Tecogen, Inc. New (a) 6,158 20,814 
Trex Co., Inc. (a) 126,631 8,138,574 
Universal Forest Products, Inc. 88,927 7,819,351 
USG Corp. (a)(b) 389,388 11,074,195 
  218,565,688 
Commercial Services & Supplies - 1.6%   
ABM Industries, Inc. 247,365 10,646,590 
ACCO Brands Corp. (a) 470,135 5,336,032 
Acme United Corp. 1,357 38,878 
ADS Waste Holdings, Inc. 167,967 3,916,990 
Amrep Corp. (a) 2,745 17,650 
Aqua Metals, Inc. (a)(b) 65,324 775,396 
ARC Document Solutions, Inc. (a) 152,363 504,322 
Avalon Holdings Corp. Class A (a) 128 323 
Brady Corp. Class A 208,792 7,495,633 
Casella Waste Systems, Inc. Class A (a) 167,872 2,353,565 
CECO Environmental Corp. 121,214 1,139,412 
Cemtrex, Inc. (b) 35,054 128,648 
Cenveo, Inc. (a)(b) 27,357 165,510 
Clean Harbors, Inc. (a)(b) 228,348 13,337,807 
Command Security Corp. (a) 4,127 13,041 
CompX International, Inc. Class A 729 9,914 
Copart, Inc. (a)(b) 887,472 27,680,252 
Covanta Holding Corp. (b) 578,029 8,525,928 
Deluxe Corp. 204,230 13,920,317 
Ecology & Environment, Inc. Class A 5,634 63,664 
Ennis, Inc. 112,391 1,803,876 
Essendant, Inc. 162,977 2,623,930 
Fuel Tech, Inc. (a)(b) 72,552 63,846 
Healthcare Services Group, Inc. 314,696 15,064,498 
Heritage-Crystal Clean, Inc. (a) 60,345 920,261 
Herman Miller, Inc. 263,155 8,302,540 
HNI Corp. 188,336 8,102,215 
Hudson Technologies, Inc. (a) 146,227 1,193,212 
Industrial Services of America, Inc. (a)(b) 12,843 16,567 
InnerWorkings, Inc. (a)(b) 158,246 1,715,387 
Interface, Inc. 279,580 5,745,369 
Intersections, Inc. (a) 42,827 204,285 
KAR Auction Services, Inc. 597,077 26,014,645 
Kimball International, Inc. Class B 155,232 2,666,886 
Knoll, Inc. 209,542 4,505,153 
LSC Communications, Inc. 142,797 3,037,292 
MagneGas Corp. (a) 12,080 22,227 
Matthews International Corp. Class A 141,562 9,024,578 
McGrath RentCorp. 106,286 3,525,507 
Mobile Mini, Inc. 195,778 5,481,784 
Msa Safety, Inc. 133,863 10,856,289 
Multi-Color Corp. 59,263 5,090,692 
NL Industries, Inc. (a) 19,361 143,271 
Odyssey Marine Exploration, Inc. (a)(b) 21,390 68,234 
Performant Financial Corp. (a) 101,625 225,608 
Perma-Fix Environmental Services, Inc. (a) 24,334 83,952 
Pitney Bowes, Inc. 806,518 11,992,923 
Quad/Graphics, Inc. 135,690 3,021,816 
Quest Resource Holding Corp. (a)(b) 36,362 92,359 
R.R. Donnelley & Sons Co. 314,030 3,743,238 
Rollins, Inc. (b) 417,668 17,988,961 
SP Plus Corp. (a) 84,994 2,507,323 
Steelcase, Inc. Class A (b) 394,969 6,615,731 
Team, Inc. (a)(b) 125,378 3,215,946 
Tetra Tech, Inc. 250,400 11,505,880 
The Brink's Co. 196,171 12,378,390 
TRC Companies, Inc. (a) 102,117 1,787,048 
U.S. Ecology, Inc. 93,664 4,685,542 
UniFirst Corp. 69,592 9,861,186 
Versar, Inc. (a) 11,390 15,832 
Viad Corp. 92,139 4,067,937 
Virco Manufacturing Co. (a) 17,110 77,851 
VSE Corp. 30,956 1,295,199 
West Corp. 203,091 4,705,618 
  312,130,756 
Construction & Engineering - 0.7%   
AECOM (a)(b) 668,739 21,473,209 
Aegion Corp. (a) 149,994 2,968,381 
Ameresco, Inc. Class A (a) 64,825 447,293 
Argan, Inc. 59,650 3,522,333 
Chicago Bridge & Iron Co. NV (b) 437,751 8,282,249 
Comfort Systems U.S.A., Inc. 162,547 5,599,744 
Dycom Industries, Inc. (a)(b) 136,274 11,472,908 
EMCOR Group, Inc. 259,494 16,353,312 
Goldfield Corp. 101,619 447,124 
Granite Construction, Inc. (b) 173,385 8,124,821 
Great Lakes Dredge & Dock Corp. (a) 240,564 998,341 
HC2 Holdings, Inc. (a) 149,409 791,868 
Ies Holdings, Inc. (a) 36,498 560,244 
KBR, Inc. 603,692 8,228,322 
Keane Group, Inc. (b) 117,114 1,801,213 
Layne Christensen Co. (a)(b) 82,090 596,794 
MasTec, Inc. (a) 289,826 12,288,622 
MYR Group, Inc. (a) 77,211 2,266,915 
Northwest Pipe Co. (a) 42,043 599,533 
NV5 Holdings, Inc. (a)(b) 32,951 1,209,302 
Orion Group Holdings, Inc. (a) 118,649 845,967 
Primoris Services Corp. 176,834 4,102,549 
Sterling Construction Co., Inc. (a) 109,184 1,111,493 
Tutor Perini Corp. (a) 176,871 4,589,802 
Valmont Industries, Inc. 98,833 14,469,151 
  133,151,490 
Electrical Equipment - 0.7%   
Allied Motion Technologies, Inc. 28,596 720,047 
American Electric Technologies, Inc. (a) 11,601 17,982 
American Superconductor Corp. (a)(b) 66,860 275,463 
AZZ, Inc. 113,590 6,162,258 
Babcock & Wilcox Enterprises, Inc. (a) 206,668 2,201,014 
Broadwind Energy, Inc. (a) 61,516 301,428 
Capstone Turbine Corp. (a)(b) 61,006 37,214 
Digital Power Corp. (a)(b) 4,632 2,223 
Encore Wire Corp. 89,061 3,682,672 
Energous Corp. (a)(b) 80,549 1,242,871 
Energy Focus, Inc. (a)(b) 31,432 101,211 
EnerSys 187,936 13,918,540 
Enphase Energy, Inc. (a)(b) 219,384 166,732 
EnSync, Inc. (a)(b) 116,581 60,622 
Espey Manufacturing & Electronics Corp. 5,358 121,895 
FuelCell Energy, Inc. (a)(b) 143,094 137,986 
Generac Holdings, Inc. (a)(b) 277,773 9,624,834 
General Cable Corp. 226,028 3,740,763 
Hubbell, Inc. Class B 223,864 25,948,076 
Ideal Power, Inc. (a)(b) 18,012 46,291 
LSI Industries, Inc. 102,850 908,166 
Ocean Power Technologies, Inc. (a)(b) 5,215 7,301 
Orion Energy Systems, Inc. (a)(b) 83,634 115,415 
Plug Power, Inc. (a)(b) 1,337,613 2,487,960 
Polar Power, Inc. 7,315 37,965 
Powell Industries, Inc. 39,054 1,286,048 
Preformed Line Products Co. 9,836 472,128 
Real Goods Solar, Inc. (a)(b) 43,365 39,033 
Regal Beloit Corp. 195,055 15,448,356 
Revolution Lighting Technologies, Inc. (a)(b) 20,828 163,708 
Sensata Technologies Holding BV (a)(b) 740,705 29,946,703 
Sunrun, Inc. (a)(b) 267,146 1,346,416 
Thermon Group Holdings, Inc. (a)(b) 139,286 2,579,577 
TPI Composites, Inc. 67,536 1,149,463 
Ultralife Corp. (a) 43,594 279,002 
Vicor Corp. (a) 64,365 1,090,987 
  125,868,350 
Industrial Conglomerates - 0.3%   
Carlisle Companies, Inc. 282,728 28,648,828 
ITT, Inc. 388,056 14,750,009 
Raven Industries, Inc. 161,156 5,455,131 
  48,853,968 
Machinery - 3.6%   
Actuant Corp. Class A (b) 250,824 6,508,883 
AGCO Corp. 286,979 18,375,265 
Alamo Group, Inc. 59,117 5,032,630 
Albany International Corp. Class A 129,645 6,261,854 
Allison Transmission Holdings, Inc. 658,588 25,500,527 
Altra Industrial Motion Corp. 139,829 6,040,613 
American Railcar Industries, Inc. (b) 34,464 1,223,127 
ARC Group Worldwide, Inc. (a) 25,827 89,103 
Art's-Way Manufacturing Co., Inc. (a) 9,831 29,493 
Astec Industries, Inc. 82,659 4,626,424 
Barnes Group, Inc. 219,896 12,443,915 
Blue Bird Corp. (a)(b) 33,713 615,262 
Briggs & Stratton Corp. 195,366 4,645,803 
Chart Industries, Inc. (a) 134,764 4,629,143 
Chicago Rivet & Machine Co. 772 29,568 
CIRCOR International, Inc. 70,709 4,557,902 
Colfax Corp. (a) 427,281 17,330,517 
Columbus McKinnon Corp. (NY Shares) 93,121 2,601,801 
Commercial Vehicle Group, Inc. (a) 112,254 907,012 
Crane Co. 216,530 16,798,397 
Dmc Global, Inc. 55,020 696,003 
Donaldson Co., Inc. 574,939 27,574,074 
Douglas Dynamics, Inc. 97,040 2,954,868 
Eastern Co. 18,085 550,688 
Energy Recovery, Inc. (a)(b) 131,400 997,326 
EnPro Industries, Inc. 92,743 6,196,160 
ESCO Technologies, Inc. (b) 113,837 6,557,011 
ExOne Co. (a)(b) 41,005 539,626 
Federal Signal Corp. 258,672 4,055,977 
Franklin Electric Co., Inc. 171,998 6,570,324 
FreightCar America, Inc. 54,073 906,263 
Gencor Industries, Inc. (a) 30,519 494,408 
Global Brass & Copper Holdings, Inc. 92,327 2,797,508 
Gorman-Rupp Co. 73,596 1,771,456 
Graco, Inc. 242,295 26,620,952 
Graham Corp. 37,894 793,121 
Greenbrier Companies, Inc. (b) 126,722 5,607,449 
Hardinge, Inc. 38,805 469,541 
Harsco Corp. (a) 344,114 5,127,299 
Hillenbrand, Inc. 279,706 9,985,504 
Hurco Companies, Inc. 23,780 691,998 
Hyster-Yale Materials Handling Class A 40,984 3,058,636 
IDEX Corp. 328,034 35,581,848 
Jason Industries, Inc. (a) 35,118 47,058 
John Bean Technologies Corp. 136,506 11,780,468 
Kadant, Inc. 49,681 3,817,985 
Kennametal, Inc. 347,966 13,386,252 
Key Technology, Inc. (a) 12,346 158,646 
L.B. Foster Co. Class A 36,564 656,324 
Lincoln Electric Holdings, Inc. 265,724 23,750,411 
Lindsay Corp. (b) 45,351 3,872,068 
LiqTech International, Inc. (a)(b) 90,569 30,341 
Lydall, Inc. (a) 75,237 3,795,707 
Manitex International, Inc. (a)(b) 52,326 375,701 
Manitowoc Co., Inc. (a)(b) 602,455 3,409,895 
Meritor, Inc. (a) 379,741 5,912,567 
MFRI, Inc. (a) 13,428 104,067 
Middleby Corp. (a)(b) 250,189 32,114,260 
Milacron Holdings Corp. (a) 193,671 3,367,939 
Miller Industries, Inc. 42,091 1,077,530 
Mueller Industries, Inc. 252,828 7,149,976 
Mueller Water Products, Inc. Class A 699,067 7,815,569 
Navistar International Corp. New (a)(b) 282,246 7,301,704 
NN, Inc. 117,774 3,368,336 
Nordson Corp. 231,006 26,768,975 
Omega Flex, Inc. 17,877 1,094,430 
Oshkosh Corp. 320,128 20,206,479 
Proto Labs, Inc. (a)(b) 107,285 6,866,240 
RBC Bearings, Inc. (a) 104,850 10,623,402 
Rexnord Corp. (a) 436,519 9,952,633 
Spartan Motors, Inc. 139,927 1,203,372 
SPX Corp. (a) 179,809 4,331,599 
SPX Flow, Inc. (a) 185,763 6,934,533 
Standex International Corp. 55,773 4,902,447 
Sun Hydraulics Corp. 111,181 4,757,435 
Supreme Industries, Inc. Class A 47,294 838,050 
Taylor Devices, Inc. (a) 3,820 50,653 
Tennant Co. 76,781 5,374,670 
Terex Corp. 422,465 13,848,403 
The L.S. Starrett Co. Class A 20,536 182,770 
Timken Co. 301,121 13,896,734 
Titan International, Inc. 216,636 2,246,515 
Toro Co. 466,503 31,950,790 
TriMas Corp. (a) 200,113 4,362,463 
Trinity Industries, Inc. (b) 680,867 17,375,726 
Twin Disc, Inc. (a) 30,909 553,271 
Wabash National Corp. (b) 259,988 5,197,160 
WABCO Holdings, Inc. (a) 222,294 27,079,855 
Wabtec Corp. (b) 376,591 30,786,314 
Watts Water Technologies, Inc. Class A 128,748 7,995,251 
Woodward, Inc. 239,039 16,283,337 
WSI Industries, Inc. (a)(b) 5,668 17,854 
Xerium Technologies, Inc. (a) 47,721 334,524 
  698,153,968 
Marine - 0.1%   
Genco Shipping & Trading Ltd. (a)(b) 38,097 356,969 
Kirby Corp. (a)(b) 236,140 15,644,275 
Matson, Inc. 184,454 5,397,124 
Rand Logistics, Inc. (a) 41,510 25,317 
  21,423,685 
Professional Services - 1.3%   
Acacia Research Corp. (a) 213,329 842,650 
Advisory Board Co. (a) 173,506 8,970,260 
Barrett Business Services, Inc. 30,306 1,729,563 
BG Staffing, Inc. 22,343 362,850 
CBIZ, Inc. (a) 268,820 4,059,182 
CDI Corp. (a) 54,937 332,369 
Cogint, Inc. (a)(b) 168,940 912,276 
CRA International, Inc. 36,975 1,278,226 
DLH Holdings Corp. (a) 2,300 12,190 
Dun & Bradstreet Corp. 159,010 16,649,937 
Exponent, Inc. 113,085 6,705,941 
Franklin Covey Co. (a) 52,794 1,042,682 
FTI Consulting, Inc. (a) 185,927 6,420,059 
General Employment Enterprises, Inc. (a)(b) 3,794 20,563 
GP Strategies Corp. (a) 66,351 1,628,917 
Heidrick & Struggles International, Inc. 82,403 1,775,785 
Hill International, Inc. (a) 138,135 676,862 
Hudson Global, Inc. 74,637 106,731 
Huron Consulting Group, Inc. (a) 98,046 4,073,811 
ICF International, Inc. (a) 87,475 4,115,699 
IHS Markit Ltd. (a) 1,380,087 63,276,989 
Insperity, Inc. 80,705 6,089,192 
Kelly Services, Inc. Class A (non-vtg.) 136,399 3,168,549 
Kforce, Inc. 107,981 1,943,658 
Korn/Ferry International 251,900 8,088,509 
Lightbridge Corp. (a)(b) 12,874 24,847 
Manpower, Inc. 291,169 29,661,386 
Marathon Patent Group, Inc. (a)(b) 29,824 6,567 
Mastech Digital, Inc. (a) 3,140 20,881 
MISTRAS Group, Inc. (a) 76,579 1,602,033 
Navigant Consulting, Inc. (a) 207,969 4,053,316 
On Assignment, Inc. (a) 208,407 10,920,527 
Pendrell Corp. (a) 55,317 333,562 
RCM Technologies, Inc. (a) 26,829 146,218 
Resources Connection, Inc. 147,742 1,854,162 
RPX Corp. (a) 214,024 2,833,678 
Spherix, Inc. (a)(b) 4,801 4,993 
TransUnion Holding Co., Inc. (a) 536,614 23,455,398 
TriNet Group, Inc. (a) 158,691 4,908,313 
TrueBlue, Inc. (a) 180,396 4,843,633 
Volt Information Sciences, Inc. (a)(b) 35,427 209,019 
WageWorks, Inc. (a) 161,169 11,402,707 
Willdan Group, Inc. (a) 29,384 977,606 
  241,542,296 
Road & Rail - 0.6%   
AMERCO 24,227 8,945,820 
ArcBest Corp. 99,747 1,875,244 
Avis Budget Group, Inc. (a)(b) 377,288 8,636,122 
Celadon Group, Inc. (b) 115,770 231,540 
Covenant Transport Group, Inc. Class A (a) 52,825 973,037 
Genesee & Wyoming, Inc. Class A (a)(b) 267,136 17,497,408 
Heartland Express, Inc. (b) 226,325 4,402,021 
Knight Transportation, Inc. 294,681 9,827,611 
Landstar System, Inc. 177,126 14,798,877 
Marten Transport Ltd. 99,587 2,464,778 
Old Dominion Freight Lines, Inc. 292,241 26,102,966 
P.A.M. Transportation Services, Inc. (a) 12,026 212,139 
Patriot Transportation Holding, Inc. (a) 5,823 111,219 
Roadrunner Transportation Systems, Inc. (a) 119,733 760,305 
Saia, Inc. (a) 109,557 5,061,533 
Swift Transporation Co. (a)(b) 367,475 8,801,026 
U.S.A. Truck, Inc. (a)(b) 31,657 208,620 
Universal Logistics Holdings, Inc. 36,649 505,756 
Werner Enterprises, Inc. (b) 184,143 5,017,897 
YRC Worldwide, Inc. (a)(b) 143,374 1,317,607 
  117,751,526 
Trading Companies & Distributors - 1.1%   
AeroCentury Corp. (a) 740 7,659 
Air Lease Corp. Class A (b) 410,099 15,140,855 
Aircastle Ltd. 248,136 5,416,809 
Applied Industrial Technologies, Inc. 169,321 10,455,572 
Beacon Roofing Supply, Inc. (a) 264,638 12,763,491 
BlueLinx Corp. (a) 7,336 69,545 
BMC Stock Holdings, Inc. (a)(b) 254,586 4,964,427 
CAI International, Inc. (a) 69,862 1,344,844 
DXP Enterprises, Inc. (a) 67,444 2,416,519 
EnviroStar, Inc. 1,396 28,618 
GATX Corp. (b) 169,098 10,057,949 
General Finance Corp. (a) 1,148 5,912 
H&E Equipment Services, Inc. 137,617 2,737,202 
HD Supply Holdings, Inc. (a) 873,987 35,265,375 
Herc Holdings, Inc. (a)(b) 104,966 3,970,864 
Houston Wire & Cable Co. 69,133 449,365 
Huttig Building Products, Inc. (a) 41,297 264,301 
Kaman Corp. (b) 123,042 5,944,159 
Lawson Products, Inc. (a) 23,255 495,332 
MRC Global, Inc. (a)(b) 404,570 7,302,489 
MSC Industrial Direct Co., Inc. Class A 196,943 16,531,395 
Neff Corp. (a) 67,337 1,144,729 
Nexeo Solutions, Inc. (a)(b) 267,934 2,357,819 
Now, Inc. (a)(b) 466,016 7,693,924 
Rush Enterprises, Inc. Class A (a) 153,596 5,506,417 
SiteOne Landscape Supply, Inc. (b) 139,278 7,406,804 
Textainer Group Holdings Ltd. (b) 128,344 1,411,784 
Titan Machinery, Inc. (a)(b) 71,633 1,207,016 
Transcat, Inc. (a) 4,785 58,138 
Triton International Ltd. 145,243 4,069,709 
Univar, Inc. (a) 443,424 13,488,958 
Veritiv Corp. (a) 49,470 2,186,574 
Watsco, Inc. (b) 131,413 18,545,003 
WESCO International, Inc. (a) 183,218 11,203,781 
Willis Lease Finance Corp. (a) 19,324 504,743 
  212,418,081 
Transportation Infrastructure - 0.1%   
Macquarie Infrastructure Co. LLC 325,703 25,372,264 
TOTAL INDUSTRIALS  2,572,489,683 
INFORMATION TECHNOLOGY - 17.7%   
Communications Equipment - 1.6%   
ADTRAN, Inc. 213,624 4,112,262 
Aerohive Networks, Inc. (a) 105,859 503,889 
Applied Optoelectronics, Inc. (a)(b) 74,275 5,185,881 
Arista Networks, Inc. (a)(b) 181,260 26,714,099 
Arris International PLC (a) 825,811 23,155,740 
Aviat Networks, Inc. (a) 16,520 289,265 
Bel Fuse, Inc. Class B (non-vtg.) 44,160 1,059,840 
Black Box Corp. 60,284 494,329 
Brocade Communications Systems, Inc. 1,725,151 21,788,657 
CalAmp Corp. (a)(b) 157,687 2,980,284 
Calix Networks, Inc. (a) 185,025 1,211,914 
Ciena Corp. (a)(b) 619,880 14,554,782 
Clearfield, Inc. (a)(b) 45,932 599,413 
ClearOne, Inc. 17,545 173,696 
CommScope Holding Co., Inc. (a) 838,179 31,004,241 
Communications Systems, Inc. 9,294 41,916 
Comtech Telecommunications Corp. 104,409 1,506,622 
Dasan Zhone Solutions, Inc. (a) 16,898 100,712 
Digi International, Inc. (a) 105,508 1,007,601 
EchoStar Holding Corp. Class A (a) 204,151 12,055,117 
EMCORE Corp. 119,065 1,196,603 
Extreme Networks, Inc. (a) 483,497 4,656,076 
Finisar Corp. (a)(b) 478,172 11,791,722 
Harmonic, Inc. (a)(b) 354,615 1,790,806 
Infinera Corp. (a)(b) 641,831 6,238,597 
InfoSonics Corp. (a) 41,938 17,614 
InterDigital, Inc. 148,695 12,044,295 
Inventergy Global, Inc. (a)(b) 2,324 330 
KVH Industries, Inc. (a) 54,401 514,089 
Lantronix, Inc. (a) 2,994 7,335 
Lumentum Holdings, Inc. (a)(b) 243,372 13,884,373 
MRV Communications, Inc. (a) 14,786 131,595 
NETGEAR, Inc. (a) 140,240 5,883,068 
NetScout Systems, Inc. (a)(b) 397,566 14,550,916 
Network-1 Security Solutions, Inc. 45,735 187,514 
Oclaro, Inc. (a)(b) 545,335 4,842,575 
Optical Cable Corp. (a) 11,466 32,678 
Palo Alto Networks, Inc. (a)(b) 396,784 47,054,615 
Parkervision, Inc. (a)(b) 61,776 138,996 
PC-Tel, Inc. 66,388 426,211 
Plantronics, Inc. 146,167 7,735,158 
Relm Wireless Corp. 69,394 322,682 
Resonant, Inc. (a)(b) 9,244 40,027 
ShoreTel, Inc. (a) 323,573 1,876,723 
Sonus Networks, Inc. (a) 219,995 1,484,966 
Technical Communications Corp. (a)(b) 2,835 8,080 
Tessco Technologies, Inc. 22,372 310,971 
Ubiquiti Networks, Inc. (a)(b) 110,347 5,203,965 
ViaSat, Inc. (a)(b) 232,060 15,141,915 
Viavi Solutions, Inc. (a) 994,806 11,171,671 
Westell Technologies, Inc. Class A (a) 150,024 110,418 
xG Technology, Inc. (a)(b) 3,477 6,015 
  317,342,859 
Electronic Equipment & Components - 3.3%   
ADDvantage Technologies Group, Inc. (a)(b) 11,928 20,278 
Agilysys, Inc. (a) 51,105 506,451 
Anixter International, Inc. (a) 125,022 9,439,161 
Applied DNA Sciences, Inc. (a)(b) 58,908 75,108 
Arrow Electronics, Inc. (a) 388,022 29,330,583 
Avnet, Inc. 558,242 20,476,317 
AVX Corp. 278,802 4,563,989 
Badger Meter, Inc. 128,072 5,020,422 
Belden, Inc. 185,976 13,204,296 
Benchmark Electronics, Inc. (a) 214,695 6,934,649 
Cardtronics PLC 198,745 6,807,016 
CDW Corp. 693,152 41,713,887 
ClearSign Combustion Corp. (a)(b) 63,125 230,406 
Cognex Corp. 370,424 33,897,500 
Coherent, Inc. (a)(b) 106,063 26,319,533 
Control4 Corp. (a) 80,229 1,592,546 
CTS Corp. 140,891 2,965,756 
CUI Global, Inc. (a)(b) 87,433 320,005 
Daktronics, Inc. 164,465 1,633,137 
Dell Technologies, Inc. (a) 579,305 40,197,974 
Digital Ally, Inc. (a)(b) 15,000 54,750 
Dolby Laboratories, Inc. Class A 252,107 12,703,672 
Dynasil Corp. of America (a) 9,408 12,042 
Echelon Corp. (a) 10,844 74,281 
Electro Scientific Industries, Inc. (a) 117,839 985,134 
eMagin Corp. (a)(b) 60,537 148,316 
ePlus, Inc. (a)(b) 56,824 4,474,890 
Fabrinet (a) 162,045 5,708,845 
FARO Technologies, Inc. (a) 72,512 2,519,792 
Fitbit, Inc. (a)(b) 653,267 3,416,586 
Frequency Electronics, Inc. (a) 18,354 181,154 
Giga-Tronics, Inc. (a) 16,884 14,841 
I. D. Systems Inc. (a) 39,946 264,043 
Identiv, Inc. (a) 40,037 221,405 
IEC Electronics Corp. (a) 18,101 66,612 
II-VI, Inc. (a)(b) 237,384 7,121,520 
Image Sensing Systems, Inc. (a) 9,763 32,706 
Insight Enterprises, Inc. (a) 156,429 6,498,061 
Intellicheck, Inc. (a) 10,716 44,257 
IntriCon Corp. (a)(b) 8,644 71,745 
IPG Photonics Corp. (a) 162,048 22,531,154 
Iteris, Inc. (a) 107,233 609,083 
Itron, Inc. (a) 150,507 10,181,799 
Jabil Circuit, Inc. (b) 793,523 23,742,208 
KEMET Corp. (a) 192,709 2,659,384 
KEY Tronic Corp. (a) 23,864 161,559 
Keysight Technologies, Inc. (a) 788,727 30,476,411 
Kimball Electronics, Inc. (a) 122,862 2,137,799 
Knowles Corp. (a)(b) 378,763 6,488,210 
LGL Group, Inc. (a) 3,009 14,353 
LightPath Technologies, Inc. Class A (a)(b) 76,597 231,323 
Littelfuse, Inc. 97,101 15,725,507 
LRAD Corp. 77,211 132,803 
Luna Innovations, Inc. (a) 137,097 209,758 
Maxwell Technologies, Inc. (a)(b) 125,294 725,452 
Mesa Laboratories, Inc. 14,131 2,209,241 
Methode Electronics, Inc. Class A 158,180 6,350,927 
MicroVision, Inc. (a)(b) 312,134 614,904 
MOCON, Inc. 69,210 2,072,840 
MTS Systems Corp. (b) 73,708 3,821,760 
Napco Security Technolgies, Inc. (a) 24,581 234,749 
National Instruments Corp. 464,688 17,727,847 
Neonode, Inc. (a)(b) 121,979 148,814 
NetList, Inc. (a)(b) 140,493 181,236 
Novanta, Inc. (a) 134,092 4,559,128 
OSI Systems, Inc. (a) 81,512 6,454,935 
Par Technology Corp. (a) 27,309 236,769 
Park Electrochemical Corp. 84,819 1,433,441 
PC Connection, Inc. 76,692 2,000,127 
PC Mall, Inc. (a)(b) 33,187 653,784 
Perceptron, Inc. (a) 33,349 250,784 
Plexus Corp. (a) 147,876 7,686,594 
RadiSys Corp. (a) 140,804 530,831 
Research Frontiers, Inc. (a)(b) 71,977 77,015 
RF Industries Ltd. 13,982 25,168 
Richardson Electronics Ltd. 36,856 222,610 
Rogers Corp. (a) 78,708 8,359,577 
Sanmina Corp. (a) 325,890 11,927,574 
ScanSource, Inc. (a) 108,415 4,119,770 
Sigmatron International, Inc. (a) 11,463 79,095 
Superconductor Technologies, Inc. (a)(b) 28,777 53,525 
SYNNEX Corp. 128,283 14,272,767 
Systemax, Inc. 43,424 691,744 
Tech Data Corp. (a) 151,995 14,738,955 
Trimble, Inc. (a) 1,091,212 39,327,280 
TTM Technologies, Inc. (a)(b) 359,670 5,841,041 
Uni-Pixel, Inc. (a)(b) 176,104 73,066 
Universal Display Corp. 192,482 21,827,459 
VeriFone Systems, Inc. (a)(b) 482,516 8,825,218 
Vishay Intertechnology, Inc. (b) 571,285 9,340,510 
Vishay Precision Group, Inc. (a) 49,281 852,561 
Wayside Technology Group, Inc. 13,442 275,561 
Wireless Telecom Group, Inc. (a) 35,461 57,801 
Zebra Technologies Corp. Class A (a) 227,623 23,750,184 
  627,797,661 
Internet Software & Services - 2.1%   
2U, Inc. (a)(b) 177,592 7,592,058 
Actua Corp. (a) 161,479 2,260,706 
Alarm.com Holdings, Inc. (a)(b) 59,694 1,943,040 
Amber Road, Inc. (a) 59,273 428,544 
Angie's List, Inc. (a)(b) 154,180 1,856,327 
AppFolio, Inc. (a) 49,996 1,432,385 
Apptio, Inc. Class A (b) 37,569 620,640 
ARI Network Services, Inc. (a) 69,276 378,247 
Autobytel, Inc. (a) 36,362 457,798 
Bankrate, Inc. (a) 208,141 2,175,073 
Bazaarvoice, Inc. (a)(b) 361,054 1,642,796 
Benefitfocus, Inc. (a)(b) 64,424 2,048,683 
BlackLine, Inc. (b) 42,471 1,433,821 
Blucora, Inc. (a) 169,389 3,472,475 
Box, Inc. Class A (a) 312,152 5,837,242 
Bridgeline Digital, Inc. (a)(b) 4,849 3,103 
Brightcove, Inc. (a) 145,383 865,029 
BroadVision, Inc. (a) 7,417 29,668 
Carbonite, Inc. (a) 75,203 1,398,776 
Care.com, Inc. (a) 70,954 1,090,563 
ChannelAdvisor Corp. (a) 104,787 1,194,572 
CommerceHub, Inc.:   
Series A (a)(b) 53,243 906,196 
Series C (a) 113,561 1,950,978 
Cornerstone OnDemand, Inc. (a) 219,756 8,210,084 
CoStar Group, Inc. (a) 142,036 37,152,357 
Coupa Software, Inc. (b) 130,079 4,451,303 
Determine, Inc. (a) 73,216 257,720 
DHI Group, Inc. (a) 207,864 592,412 
eGain Communications Corp. (a) 49,320 78,912 
Endurance International Group Holdings, Inc. (a)(b) 277,948 2,098,507 
Envestnet, Inc. (a)(b) 190,260 6,820,821 
Five9, Inc. (a) 168,314 3,782,016 
Functionx, Inc. (a)(b) 5,422 3,441 
GlowPoint, Inc. (a) 321,954 90,147 
GoDaddy, Inc. (a)(b) 212,256 8,732,212 
Gogo, Inc. (a)(b) 249,270 3,223,061 
GrubHub, Inc. (a)(b) 371,161 16,134,369 
GTT Communications, Inc. (a)(b) 111,714 3,602,777 
Hortonworks, Inc. (a)(b) 191,509 2,367,051 
IAC/InterActiveCorp (a) 316,593 33,666,500 
Instructure, Inc. (a)(b) 28,818 769,441 
Internap Network Services Corp. (a)(b) 217,848 731,969 
Inuvo, Inc. (a) 97,208 103,915 
iPass, Inc. (a) 412,177 601,778 
Issuer Direct Corp. 35,897 463,071 
j2 Global, Inc. (b) 210,591 17,820,210 
Leaf Group Ltd. (a) 37,558 300,464 
Limelight Networks, Inc. (a) 262,400 774,080 
Liquidity Services, Inc. (a) 90,620 561,844 
LivePerson, Inc. (a) 236,704 2,260,523 
LogMeIn, Inc. 228,698 25,385,478 
Marchex, Inc. Class B (a) 112,959 317,415 
Marin Software, Inc. (a)(b) 77,141 100,283 
Match Group, Inc. (a)(b) 205,782 4,008,633 
MaxPoint Interactive, Inc. (a) 8,863 61,509 
MeetMe, Inc. (a)(b) 287,464 1,330,958 
MINDBODY, Inc. (a)(b) 97,559 2,736,530 
Net Element International, Inc. (a)(b) 25,699 19,274 
New Relic, Inc. (a) 140,622 6,140,963 
NIC, Inc. 273,094 5,530,154 
NumereX Corp. Class A (a)(b) 50,190 207,285 
Nutanix, Inc. Class A (a)(b) 78,616 1,466,188 
Onvia.com, Inc. (a) 2,326 10,700 
Pandora Media, Inc. (a)(b) 1,018,183 9,061,829 
Professional Diversity Network, Inc. (a)(b) 5,792 47,958 
Q2 Holdings, Inc. (a) 120,373 4,766,771 
QuinStreet, Inc. (a) 158,196 614,591 
Qumu Corp. (a) 84,064 241,264 
Quotient Technology, Inc. (a)(b) 301,121 3,312,331 
RealNetworks, Inc. (a) 91,284 378,829 
Reis, Inc. 36,313 686,316 
Remark Holdings, Inc. (a)(b) 45,073 126,655 
Rightside Group Ltd. (a) 34,488 314,186 
Rocket Fuel, Inc. (a)(b) 143,044 433,423 
Sajan, Inc. (a) 63,252 365,597 
SecureWorks Corp. (a)(b) 52,243 568,404 
Shutterstock, Inc. (a)(b) 84,939 3,954,760 
Spark Networks, Inc. (a)(b) 80,921 79,303 
SPS Commerce, Inc. (a) 75,905 4,414,635 
Stamps.com, Inc. (a)(b) 67,632 9,326,453 
Support.com, Inc. (a) 55,905 135,849 
Synacor, Inc. (a)(b) 121,700 419,865 
TechTarget, Inc. (a) 66,813 607,998 
The Trade Desk, Inc. 47,191 2,595,505 
Travelzoo, Inc. (a) 32,602 337,431 
Tremor Video, Inc. (a)(b) 117,265 273,227 
TrueCar, Inc. (a)(b) 303,179 5,329,887 
Twilio, Inc. Class A (a)(b) 109,864 2,670,794 
Twitter, Inc. (a)(b) 2,608,048 47,779,439 
Web.com Group, Inc. (a)(b) 229,327 5,217,189 
WebMD Health Corp. (a)(b) 164,590 9,213,748 
Xactly Corp. (a) 68,804 1,080,223 
XO Group, Inc. (a) 113,629 1,876,015 
Yelp, Inc. (a)(b) 261,198 7,292,648 
YuMe, Inc. (a) 148,498 705,366 
Zillow Group, Inc.:   
Class A (a)(b) 236,050 10,360,235 
Class C (a)(b) 416,184 18,112,328 
  396,686,127 
IT Services - 3.0%   
Acxiom Corp. (a) 336,031 8,804,012 
ALJ Regional Holdings, Inc. (a)(b) 9,858 33,320 
Amdocs Ltd. 639,800 41,446,244 
Black Knight Financial Services, Inc. Class A (a)(b) 120,277 4,793,038 
Blackhawk Network Holdings, Inc. (a) 238,077 10,320,638 
Booz Allen Hamilton Holding Corp. Class A 647,378 25,532,588 
Broadridge Financial Solutions, Inc. 514,210 39,023,397 
CACI International, Inc. Class A (a) 107,395 13,220,325 
CardConnect Corp. (a)(b) 25,256 378,840 
Cartesian, Inc. (a) 2,929 1,441 
Cass Information Systems, Inc. 39,706 2,431,595 
Computer Task Group, Inc. 44,089 243,371 
Conduent, Inc. (a) 739,655 12,137,739 
Convergys Corp. (b) 415,336 10,096,818 
CoreLogic, Inc. (a) 368,348 15,949,468 
CSG Systems International, Inc. 145,065 5,786,643 
CSP, Inc. 3,555 38,643 
DST Systems, Inc. 137,018 16,554,515 
Edgewater Technology, Inc. (a) 28,583 203,225 
EPAM Systems, Inc. (a) 195,732 16,418,000 
Euronet Worldwide, Inc. (a) 226,672 19,772,599 
Everi Holdings, Inc. (a) 288,895 1,932,708 
EVERTEC, Inc. 265,835 4,386,278 
ExlService Holdings, Inc. (a) 155,709 8,154,480 
First Data Corp. Class A (a) 813,822 13,940,771 
FleetCor Technologies, Inc. (a) 402,710 58,107,026 
Forrester Research, Inc. 46,079 1,815,513 
Genpact Ltd. 591,094 16,148,688 
Hackett Group, Inc. 102,623 1,504,453 
Information Services Group, Inc. (a) 108,930 397,595 
Innodata, Inc. (a) 58,124 110,436 
Inpixon (a) 300 600 
Jack Henry & Associates, Inc. 333,646 35,436,542 
Leidos Holdings, Inc. 619,799 34,436,032 
ManTech International Corp. Class A 116,151 4,448,583 
Mattersight Corp. (a)(b) 47,315 125,385 
Maximus, Inc. 280,645 17,422,442 
ModusLink Global Solutions, Inc. (a)(b) 128,863 220,356 
MoneyGram International, Inc. (a) 122,493 2,133,828 
NCI, Inc. Class A (a) 29,120 556,192 
Neustar, Inc. Class A (a) 237,347 7,868,053 
Perficient, Inc. (a) 156,395 2,700,942 
PFSweb, Inc. (a) 60,946 421,137 
Planet Payment, Inc. (a) 177,497 612,365 
PRG-Schultz International, Inc. (a) 115,194 771,800 
Sabre Corp. (b) 883,975 19,827,559 
Science Applications International Corp. 188,790 14,346,152 
ServiceSource International, Inc. (a) 263,840 912,886 
Square, Inc. (a) 120,214 2,763,720 
StarTek, Inc. (a) 22,269 251,640 
Sykes Enterprises, Inc. (a) 182,943 6,097,490 
Syntel, Inc. (b) 129,694 2,267,051 
Teletech Holdings, Inc. 77,206 3,285,115 
Travelport Worldwide Ltd. 526,833 7,112,246 
Unisys Corp. (a)(b) 210,045 2,478,531 
Vantiv, Inc. (a) 697,686 43,758,866 
Virtusa Corp. (a)(b) 123,714 3,590,180 
WEX, Inc. (a) 167,241 17,085,341 
WidePoint Corp. (a)(b) 269,166 121,125 
WPCS International, Inc. (a)(b) 40,159 56,223 
  580,792,789 
Semiconductors & Semiconductor Equipment - 2.7%   
Acacia Communications, Inc. (b) 58,485 2,751,134 
Adesto Technologies Corp. (a)(b) 37,054 179,712 
Advanced Energy Industries, Inc. (a) 169,813 13,063,714 
AEHR Test Systems (a) 79,166 362,580 
Alpha & Omega Semiconductor Ltd. (a) 85,665 1,595,082 
Amkor Technology, Inc. (a) 553,999 6,282,349 
Amtech Systems, Inc. (a) 43,995 355,040 
Axcelis Technologies, Inc. (a) 130,729 2,843,356 
AXT, Inc. (a) 166,392 1,106,507 
Brooks Automation, Inc. 299,693 8,256,542 
Cabot Microelectronics Corp. 107,692 8,129,669 
Cavium, Inc. (a)(b) 292,050 21,310,889 
Ceva, Inc. (a) 96,147 4,062,211 
Cirrus Logic, Inc. (a)(b) 277,308 18,288,463 
Cohu, Inc. 116,622 2,137,681 
Cree, Inc. (a)(b) 430,758 10,271,425 
CVD Equipment Corp. (a)(b) 12,898 152,067 
CyberOptics Corp. (a)(b) 32,417 711,553 
Cypress Semiconductor Corp. (b) 1,440,585 20,153,784 
Diodes, Inc. (a) 175,145 4,485,463 
DSP Group, Inc. (a) 100,061 1,185,723 
Entegris, Inc. (a) 611,050 15,092,935 
Experi Corp. 212,409 6,510,336 
First Solar, Inc. (a)(b) 340,750 13,122,283 
FormFactor, Inc. (a) 312,733 4,597,175 
GSI Technology, Inc. (a) 65,735 539,684 
Ichor Holdings Ltd. 40,170 943,192 
Impinj, Inc. (b) 37,691 1,645,212 
Inphi Corp. (a)(b) 162,651 6,453,992 
Integrated Device Technology, Inc. (a) 583,008 14,913,345 
Intermolecular, Inc. (a) 45,789 41,618 
Intest Corp. (a) 34,005 282,242 
IXYS Corp. 106,795 1,575,226 
Kopin Corp. (a)(b) 265,387 915,585 
Kulicke & Soffa Industries, Inc. (a) 309,889 6,864,041 
Lattice Semiconductor Corp. (a) 531,771 3,695,808 
M/A-COM Technology Solutions Holdings, Inc. (a)(b) 153,866 9,381,210 
Marvell Technology Group Ltd. 1,907,459 32,884,593 
Maxim Integrated Products, Inc. 1,221,312 58,378,714 
MaxLinear, Inc. Class A (a) 227,130 7,075,100 
Microsemi Corp. (a) 500,402 24,574,742 
MKS Instruments, Inc. 231,255 18,905,096 
Monolithic Power Systems, Inc. 164,682 16,171,772 
MoSys, Inc. (a)(b) 16,576 10,940 
Nanometrics, Inc. (a) 114,026 3,169,923 
NeoPhotonics Corp. (a)(b) 134,183 1,208,989 
NVE Corp. 22,496 1,775,834 
ON Semiconductor Corp. (a) 1,804,681 27,936,462 
PDF Solutions, Inc. (a) 116,283 1,888,436 
Photronics, Inc. (a) 297,511 2,989,986 
Pixelworks, Inc. (a)(b) 90,594 449,346 
Power Integrations, Inc. 133,482 8,936,620 
QuickLogic Corp. (a)(b) 369,431 447,012 
Rambus, Inc. (a)(b) 500,137 5,921,622 
Rubicon Technology, Inc. (a) 8,619 86,190 
Rudolph Technologies, Inc. (a) 151,615 3,623,599 
Semtech Corp. (a) 284,103 10,852,735 
Sigma Designs, Inc. (a) 171,877 1,074,231 
Silicon Laboratories, Inc. (a) 181,912 13,607,018 
SolarEdge Technologies, Inc. (a) 130,247 2,422,594 
SunPower Corp. (a)(b) 245,850 1,934,840 
Sunworks, Inc. (a)(b) 47,552 78,461 
Synaptics, Inc. (a)(b) 154,843 8,603,077 
Teradyne, Inc. 861,505 30,626,503 
Ultra Clean Holdings, Inc. (a) 144,924 3,310,064 
Veeco Instruments, Inc. (a)(b) 205,716 6,469,768 
Versum Materials, Inc. 474,595 14,731,429 
Xcerra Corp. (a) 224,397 2,178,895 
  526,583,419 
Software - 4.6%   
8x8, Inc. (a) 400,049 5,460,669 
A10 Networks, Inc. (a) 208,779 1,705,724 
ACI Worldwide, Inc. (a) 510,427 11,668,361 
American Software, Inc. Class A 107,380 1,153,261 
ANSYS, Inc. (a) 370,394 46,791,874 
Aspen Technology, Inc. (a) 328,414 20,085,800 
Asure Software, Inc. (a) 25,694 398,257 
Aware, Inc. (a) 24,496 118,806 
Barracuda Networks, Inc. (a) 130,250 2,855,080 
Blackbaud, Inc. (b) 205,554 17,005,482 
Bottomline Technologies, Inc. (a) 168,545 4,215,310 
BroadSoft, Inc. (a)(b) 135,708 5,428,320 
BSQUARE Corp. (a) 35,898 181,285 
Cadence Design Systems, Inc. (a) 1,215,879 42,725,988 
Callidus Software, Inc. (a) 278,511 6,656,413 
CDK Global, Inc. (b) 620,918 38,161,620 
CommVault Systems, Inc. (a) 182,057 10,217,949 
Covisint Corp. (a) 156,273 320,360 
Datawatch Corp. (a) 55,025 456,708 
Digimarc Corp. (a)(b) 44,797 1,561,175 
Digital Turbine, Inc. (a)(b) 162,229 180,074 
Document Security Systems, Inc. (a) 20,445 19,832 
Ebix, Inc. 94,982 5,257,254 
Ellie Mae, Inc. (a)(b) 147,050 16,110,798 
EnerNOC, Inc. (a)(b) 110,925 604,541 
Everbridge, Inc. 72,030 1,862,696 
Evolving Systems, Inc. 27,515 147,205 
Exa Corp. (a) 47,934 665,803 
Fair Isaac Corp. 134,989 17,907,641 
FalconStor Software, Inc. (a)(b) 102,011 27,033 
Finjan Holdings, Inc. (a)(b) 51,830 153,417 
FireEye, Inc. (a)(b) 655,653 9,828,238 
Form Holdings Corp. (a)(b) 94,034 161,738 
Fortinet, Inc. (a) 645,377 25,389,131 
Gigamon, Inc. (a)(b) 133,230 5,082,725 
Globalscape, Inc. 29,423 131,815 
Glu Mobile, Inc. (a)(b) 469,639 1,192,883 
GSE Systems, Inc. (a) 33,148 111,046 
Guidance Software, Inc. (a) 71,315 457,129 
Guidewire Software, Inc. (a)(b) 322,588 21,426,295 
HubSpot, Inc. (a)(b) 133,225 9,605,523 
Imperva, Inc. (a) 123,366 6,094,280 
Inseego Corp. (a)(b) 164,641 167,934 
Jive Software, Inc. (a) 211,197 1,114,064 
Majesco (a) 52,545 249,589 
MAM Software Group, Inc. (a) 1,188 7,437 
Manhattan Associates, Inc. (a) 309,249 14,485,223 
MicroStrategy, Inc. Class A (a) 41,918 7,644,166 
Mitek Systems, Inc. (a)(b) 143,423 1,118,699 
MobileIron, Inc. (a) 198,938 1,074,265 
Model N, Inc. (a)(b) 87,025 1,126,974 
Monotype Imaging Holdings, Inc. 186,670 3,649,399 
NetSol Technologies, Inc. (a) 37,185 150,599 
Nuance Communications, Inc. (a)(b) 1,132,716 20,966,573 
NXT-ID, Inc. (a)(b) 29,305 46,302 
Parametric Technology Corp. (a) 495,427 28,526,687 
Park City Group, Inc. (a)(b) 65,748 821,850 
Paycom Software, Inc. (a)(b) 173,174 11,332,507 
Paylocity Holding Corp. (a)(b) 108,535 5,084,865 
Pegasystems, Inc. 156,665 9,157,069 
Polarityte, Inc. (a)(b) 24,635 457,226 
Progress Software Corp. 207,076 6,046,619 
Proofpoint, Inc. (a)(b) 191,697 16,485,942 
PROS Holdings, Inc. (a) 110,952 3,314,136 
QAD, Inc.:   
Class A 27,311 888,973 
Class B 24,367 650,599 
Qualys, Inc. (a) 130,576 5,484,192 
Rapid7, Inc. (a) 73,979 1,358,254 
RealPage, Inc. (a)(b) 230,708 7,982,497 
RingCentral, Inc. (a)(b) 262,683 8,957,490 
Rosetta Stone, Inc. (a) 76,625 909,539 
SeaChange International, Inc. (a) 126,310 309,460 
ServiceNow, Inc. (a) 712,893 74,604,252 
Silver Spring Networks, Inc. (a)(b) 187,413 1,907,864 
SITO Mobile Ltd. (a)(b) 68,717 278,304 
Smith Micro Software, Inc. (a)(b) 33,232 35,558 
Sonic Foundry, Inc. (a)(b) 57,013 234,323 
Splunk, Inc. (a)(b) 589,943 36,128,109 
SS&C Technologies Holdings, Inc. 742,024 27,885,262 
Synchronoss Technologies, Inc. (a)(b) 187,568 2,397,119 
Tableau Software, Inc. (a)(b) 248,466 15,407,377 
Take-Two Interactive Software, Inc. (a) 437,849 33,600,532 
TeleNav, Inc. (a) 140,738 1,147,015 
The Rubicon Project, Inc. (a) 165,320 823,294 
TiVo Corp. 526,239 9,367,054 
Tyler Technologies, Inc. (a) 145,572 24,875,343 
Ultimate Software Group, Inc. (a)(b) 128,499 28,364,869 
Upland Software, Inc. (a) 39,397 876,189 
Varonis Systems, Inc. (a) 73,015 2,654,095 
Vasco Data Security International, Inc. (a) 130,130 1,782,781 
Verint Systems, Inc. (a) 279,739 11,497,273 
VirnetX Holding Corp. (a)(b) 208,849 710,087 
VMware, Inc. Class A (a)(b) 294,046 28,566,569 
Workday, Inc. Class A (a)(b) 570,558 57,044,389 
Workiva, Inc. (a)(b) 93,631 1,704,084 
Zedge, Inc. (a) 23,011 68,573 
Zendesk, Inc. (a)(b) 321,711 8,358,052 
Zix Corp. (a) 279,934 1,615,219 
Zynga, Inc. (a) 3,445,768 12,129,103 
  883,217,357 
Technology Hardware, Storage & Peripherals - 0.4%   
3D Systems Corp. (a)(b) 463,345 9,475,405 
Astro-Med, Inc. 83,909 1,170,531 
Avid Technology, Inc. (a)(b) 153,041 797,344 
Concurrent Computer Corp. 30,661 206,042 
CPI Card Group (b) 72,158 140,708 
Cray, Inc. (a)(b) 180,540 3,204,585 
Crossroads Systems, Inc. (a)(b) 1,845 6,402 
Dataram Corp. (a)(b) 328 984 
Diebold Nixdorf, Inc. (b) 324,595 8,585,538 
Eastman Kodak Co. (a)(b) 162,328 1,501,534 
Electronics for Imaging, Inc. (a)(b) 200,842 9,523,928 
Glassbridge Enterprises, Inc. (a)(b) 11,900 47,124 
Immersion Corp. (a)(b) 128,551 1,092,684 
Intevac, Inc. (a) 82,658 1,107,617 
ITUS Corp. (a)(b) 34,351 28,855 
NCR Corp. (a) 536,008 20,652,388 
Pure Storage, Inc. Class A (a)(b) 397,798 5,147,506 
Qualstar Corp. (a)(b) 25,985 147,595 
Quantum Corp. (a) 142,708 1,211,591 
Super Micro Computer, Inc. (a)(b) 168,100 4,135,260 
Transact Technologies, Inc. 28,331 242,230 
U.S.A. Technologies, Inc. (a)(b) 146,773 682,494 
Xplore Technologies Corp. (a)(b) 14,878 29,012 
  69,137,357 
TOTAL INFORMATION TECHNOLOGY  3,401,557,569 
MATERIALS - 5.4%   
Chemicals - 2.6%   
A. Schulman, Inc. 132,201 3,873,489 
Advanced Emissions Solutions, Inc. (a)(b) 87,173 817,683 
AdvanSix, Inc. (a)(b) 131,973 3,796,863 
AgroFresh Solutions, Inc. (a)(b) 117,138 823,480 
American Vanguard Corp. 110,927 1,869,120 
Ashland Global Holdings, Inc. 270,729 18,014,308 
Axalta Coating Systems (a) 930,127 29,112,975 
Balchem Corp. 139,809 11,005,764 
BioAmber, Inc. (a)(b) 93,053 193,550 
Cabot Corp. 270,756 14,141,586 
Calgon Carbon Corp. 227,771 3,200,183 
Celanese Corp. Class A 607,312 52,562,854 
Chase Corp. 32,113 3,387,922 
Codexis, Inc. (a) 147,934 591,736 
Core Molding Technologies, Inc. (a) 30,292 634,012 
Ferro Corp. (a) 370,398 6,207,870 
Flotek Industries, Inc. (a)(b) 235,242 2,324,191 
FutureFuel Corp. 94,562 1,280,369 
H.B. Fuller Co. 219,439 11,136,529 
Hawkins, Inc. 43,846 2,062,954 
Huntsman Corp. 845,415 20,205,419 
Ingevity Corp. (a) 182,890 10,803,312 
Innophos Holdings, Inc. 85,582 3,619,263 
Innospec, Inc. 107,399 6,873,536 
Intrepid Potash, Inc. (a)(b) 459,412 983,142 
KMG Chemicals, Inc. 32,018 1,790,767 
Koppers Holdings, Inc. (a) 93,218 3,360,509 
Kraton Performance Polymers, Inc. (a) 136,037 4,393,995 
Kronos Worldwide, Inc. 93,968 1,723,373 
LSB Industries, Inc. (a)(b) 92,483 812,926 
Marrone Bio Innovations, Inc. (a)(b) 53,732 61,792 
Minerals Technologies, Inc. 157,600 11,339,320 
NewMarket Corp. 41,406 19,268,282 
Northern Technologies International Corp. (a) 5,288 87,252 
Olin Corp. 713,009 20,919,684 
OMNOVA Solutions, Inc. (a) 176,347 1,525,402 
Platform Specialty Products Corp. (a)(b) 926,820 11,566,714 
PolyOne Corp. 364,913 13,625,851 
Quaker Chemical Corp. 58,562 8,162,957 
Rayonier Advanced Materials, Inc. 193,665 3,367,834 
RPM International, Inc. 576,599 31,268,964 
Senomyx, Inc. (a)(b) 176,669 151,935 
Sensient Technologies Corp. 200,422 16,091,882 
Stepan Co. 85,046 7,196,593 
Terravia Holdings, Inc. (a)(b) 345,731 91,100 
The Chemours Co. LLC 790,792 31,623,772 
The Scotts Miracle-Gro Co. Class A 190,469 16,496,520 
TOR Minerals International, Inc. (a) 3,831 29,882 
Trecora Resources (a) 74,645 798,702 
Tredegar Corp. 107,280 1,695,024 
Trinseo SA (b) 188,527 12,150,565 
Tronox Ltd. Class A (b) 284,356 4,322,211 
Valhi, Inc. 74,540 254,181 
Valspar Corp. 310,147 35,043,510 
W.R. Grace & Co. 296,562 21,260,530 
Westlake Chemical Corp. 161,177 9,905,938 
Yield10 Bioscience, Inc. (a)(b) 2,061 10,635 
  499,920,712 
Construction Materials - 0.2%   
Eagle Materials, Inc. 207,898 19,604,781 
Forterra, Inc. (b) 88,632 637,264 
Foundation Building Materials, Inc. 60,974 823,149 
Summit Materials, Inc. 444,164 11,930,245 
Tecnoglass, Inc. (b) 22,937 226,159 
U.S. Concrete, Inc. (a)(b) 62,879 4,156,302 
United States Lime & Minerals, Inc. 8,034 630,026 
  38,007,926 
Containers & Packaging - 1.2%   
Aptargroup, Inc. 270,835 23,023,683 
Bemis Co., Inc. 405,093 18,083,352 
Berry Global Group, Inc. (a) 554,308 32,144,321 
Crown Holdings, Inc. (a) 598,093 34,533,890 
Graphic Packaging Holding Co. 1,338,023 18,076,691 
Greif, Inc.:   
Class A 148,281 8,815,305 
Class B 6,493 431,460 
Myers Industries, Inc. 100,702 1,701,864 
Owens-Illinois, Inc. (a) 706,662 15,949,361 
Packaging Corp. of America 408,555 41,737,979 
Silgan Holdings, Inc. 342,970 10,909,876 
Sonoco Products Co. 429,654 21,787,754 
UFP Technologies, Inc. (a) 22,606 618,274 
  227,813,810 
Metals & Mining - 1.1%   
AK Steel Holding Corp. (a)(b) 1,383,470 8,439,167 
Alcoa Corp. 635,845 20,944,734 
Allegheny Technologies, Inc. (b) 470,046 7,252,810 
Ampco-Pittsburgh Corp. 39,547 620,888 
Atkore International Group, Inc. 96,317 2,009,173 
Carpenter Technology Corp. (b) 204,311 7,451,222 
Century Aluminum Co. (a)(b) 216,529 3,122,348 
Cliffs Natural Resources, Inc. (a)(b) 1,124,301 6,622,133 
Coeur d'Alene Mines Corp. (a)(b) 795,724 7,384,319 
Commercial Metals Co. 501,945 9,085,205 
Compass Minerals International, Inc. 150,364 9,645,851 
Comstock Mining, Inc. (a)(b) 223,980 34,874 
Friedman Industries 19,700 106,774 
General Moly, Inc. (a)(b) 202,841 57,201 
Gold Resource Corp. (b) 259,015 914,323 
Golden Minerals Co. (a)(b) 165,129 99,077 
Handy & Harman Ltd. (a) 25,445 726,455 
Haynes International, Inc. 55,379 1,982,568 
Hecla Mining Co. 1,713,835 9,837,413 
Kaiser Aluminum Corp. 78,085 6,431,081 
Materion Corp. 94,585 3,234,807 
McEwen Mining, Inc. (b) 980,764 2,500,948 
Olympic Steel, Inc. 41,963 691,131 
Paramount Gold Nevada Corp. (a)(b) 22,744 35,026 
Pershing Gold Corp. (a)(b) 69,048 189,882 
Real Industries, Inc. (a)(b) 102,876 288,053 
Reliance Steel & Aluminum Co. 319,915 23,337,799 
Royal Gold, Inc. 286,686 23,055,288 
Ryerson Holding Corp. (a)(b) 62,218 519,520 
Schnitzer Steel Industries, Inc. Class A 119,830 2,312,719 
Solitario Exploration & Royalty Corp. (a) 57,827 40,479 
Steel Dynamics, Inc. 1,044,238 35,493,650 
SunCoke Energy, Inc. (a)(b) 276,143 2,413,490 
Synalloy Corp. (a) 24,589 288,921 
TimkenSteel Corp. (a)(b) 164,765 2,158,422 
U.S. Antimony Corp. (a)(b) 114,807 52,582 
United States Steel Corp. (b) 756,090 15,764,477 
Universal Stainless & Alloy Products, Inc. (a) 23,505 419,799 
Worthington Industries, Inc. 191,555 8,039,563 
  223,604,172 
Paper & Forest Products - 0.3%   
Boise Cascade Co. (a) 162,874 4,389,454 
Clearwater Paper Corp. (a) 75,015 3,476,945 
Deltic Timber Corp. 46,285 3,140,900 
Domtar Corp. 272,457 9,911,986 
Kapstone Paper & Packaging Corp. 380,818 8,046,684 
Louisiana-Pacific Corp. (a) 625,796 13,942,735 
Mercer International, Inc. (SBI) 186,562 2,173,447 
Neenah Paper, Inc. 73,493 5,732,454 
P.H. Glatfelter Co. 196,344 3,598,986 
Rentech, Inc. (a)(b) 91,963 39,139 
Resolute Forest Products (a)(b) 383,964 1,727,838 
Schweitzer-Mauduit International, Inc. 132,690 4,946,683 
Verso Corp. (a) 128,355 438,974 
  61,566,225 
TOTAL MATERIALS  1,050,912,845 
REAL ESTATE - 9.3%   
Equity Real Estate Investment Trusts (REITs) - 8.8%   
Acadia Realty Trust (SBI) 391,126 10,619,071 
Agree Realty Corp. 119,071 5,421,303 
Alexanders, Inc. 15,826 6,522,528 
Altisource Residential Corp. Class B 242,358 3,329,999 
American Assets Trust, Inc. 177,569 6,934,069 
American Campus Communities, Inc. 583,300 27,683,418 
American Homes 4 Rent Class A 1,010,707 22,710,586 
Apple Hospitality (REIT), Inc. 672,928 12,597,212 
Armada Hoffler Properties, Inc. 191,551 2,530,389 
Ashford Hospitality Prime, Inc. 140,879 1,355,256 
Ashford Hospitality Trust, Inc. 336,029 2,069,939 
Bluerock Residential Growth (REIT), Inc. (b) 99,613 1,215,279 
Brandywine Realty Trust (SBI) 758,602 13,222,433 
Brixmor Property Group, Inc. 1,125,715 20,307,899 
BRT Realty Trust (a) 19,147 151,070 
Camden Property Trust (SBI) 376,258 31,346,054 
Care Capital Properties, Inc. 360,944 9,489,218 
CareTrust (REIT), Inc. 315,696 5,761,452 
CatchMark Timber Trust, Inc. 170,898 1,934,565 
CBL & Associates Properties, Inc. (b) 749,524 5,763,840 
Cedar Shopping Centers, Inc. 355,338 1,773,137 
Chatham Lodging Trust 157,059 3,117,621 
Chesapeake Lodging Trust 260,111 5,995,559 
City Office REIT, Inc. 93,319 1,146,891 
Clipper Realty, Inc. (b) 17,028 181,178 
Colony NorthStar, Inc. (b) 2,401,325 33,930,722 
Colony Starwood Homes 415,746 14,372,339 
Columbia Property Trust, Inc. 545,795 11,789,172 
Communications Sales & Leasing, Inc. 675,876 16,903,659 
Community Healthcare Trust, Inc. 62,750 1,549,925 
Condor Hospitality Trust, Inc. 253 2,545 
CorEnergy Infrastructure Trust, Inc. (b) 50,531 1,777,681 
CoreSite Realty Corp. 144,145 15,175,586 
Corporate Office Properties Trust (SBI) 430,308 14,514,289 
Corrections Corp. of America 510,211 14,668,566 
Cousins Properties, Inc. 1,770,838 15,158,373 
CubeSmart 783,183 19,548,248 
CyrusOne, Inc. 339,149 19,080,523 
DCT Industrial Trust, Inc. 397,146 20,933,566 
DDR Corp. 1,337,384 11,474,755 
DiamondRock Hospitality Co. 846,355 9,386,077 
Douglas Emmett, Inc. 624,867 23,719,951 
Duke Realty Corp. 1,536,485 44,051,025 
DuPont Fabros Technology, Inc. 338,215 18,476,685 
Easterly Government Properties, Inc. (b) 124,324 2,469,075 
EastGroup Properties, Inc. 140,413 11,435,235 
Education Realty Trust, Inc. (b) 316,254 12,115,691 
Empire State Realty Trust, Inc. 532,290 11,071,632 
EPR Properties 280,442 19,886,142 
Equity Commonwealth (a) 548,023 17,054,476 
Equity Lifestyle Properties, Inc. 353,927 29,871,439 
Farmland Partners, Inc. (b) 118,957 1,157,452 
FelCor Lodging Trust, Inc. 563,668 4,041,500 
First Industrial Realty Trust, Inc. 507,383 14,653,221 
First Potomac Realty Trust 249,858 2,733,447 
Forest City Realty Trust, Inc.:   
Class A 953,531 21,711,901 
Class B 36 1,062 
Four Corners Property Trust, Inc. 285,265 7,023,224 
Franklin Street Properties Corp. 461,933 5,196,746 
Gaming & Leisure Properties 839,144 30,804,976 
Getty Realty Corp. 135,483 3,407,397 
Gladstone Commercial Corp. 108,752 2,214,191 
Gladstone Land Corp. 66,704 748,419 
Global Net Lease, Inc. 237,518 5,353,656 
Global Self Storage, Inc. (b) 70,475 358,718 
Government Properties Income Trust (b) 307,346 6,638,674 
Gramercy Property Trust (b) 654,566 19,342,425 
Healthcare Realty Trust, Inc. 518,256 17,237,195 
Healthcare Trust of America, Inc. 832,601 25,552,525 
Hersha Hospitality Trust 172,280 3,206,131 
Highwoods Properties, Inc. (SBI) 436,097 21,979,289 
Hospitality Properties Trust (SBI) 707,903 20,472,555 
Hudson Pacific Properties, Inc. 662,818 21,713,918 
Independence Realty Trust, Inc. (b) 249,560 2,398,272 
InfraReit, Inc. 152,471 2,941,166 
Investors Real Estate Trust 543,680 3,180,528 
iStar Financial, Inc. (a)(b) 305,842 3,703,747 
Jernigan Capital, Inc. (b) 33,789 753,495 
Kilroy Realty Corp. 421,062 30,830,160 
Kite Realty Group Trust 368,788 6,627,120 
Lamar Advertising Co. Class A 354,671 24,830,517 
LaSalle Hotel Properties (SBI) 487,139 13,859,105 
Lexington Corporate Properties Trust 992,662 9,539,482 
Liberty Property Trust (SBI) 630,180 25,894,096 
Life Storage, Inc. 203,317 15,228,443 
LTC Properties, Inc. 177,746 8,567,357 
Mack-Cali Realty Corp. 396,996 10,564,064 
MedEquities Realty Trust, Inc. 126,218 1,474,226 
Medical Properties Trust, Inc. (b) 1,558,691 20,185,048 
Monmouth Real Estate Investment Corp. Class A 308,010 4,496,946 
Monogram Residential Trust, Inc. 755,184 7,272,422 
National Health Investors, Inc. 173,110 13,073,267 
National Retail Properties, Inc. 640,749 24,585,539 
National Storage Affiliates Trust 183,066 4,439,351 
New Senior Investment Group, Inc. 345,071 3,291,977 
NexPoint Residential Trust, Inc. 89,410 2,160,146 
NorthStar Realty Europe Corp. 240,392 2,932,782 
Omega Healthcare Investors, Inc. (b) 855,687 26,800,117 
One Liberty Properties, Inc. 69,690 1,554,087 
Outfront Media, Inc. 602,379 13,764,360 
Paramount Group, Inc. 808,735 12,470,694 
Parkway, Inc. 194,212 3,872,587 
Pebblebrook Hotel Trust (b) 308,222 9,530,224 
Pennsylvania Real Estate Investment Trust (SBI) 292,550 3,130,285 
Physicians Realty Trust 650,287 13,226,838 
Piedmont Office Realty Trust, Inc. Class A 632,354 13,399,581 
Potlatch Corp. 173,493 7,937,305 
Power (REIT) (a) 1,227 8,491 
Preferred Apartment Communities, Inc. Class A 133,657 2,048,962 
PS Business Parks, Inc. 87,887 11,098,370 
QTS Realty Trust, Inc. Class A 202,376 10,568,075 
Quality Care Properties, Inc. (a) 407,304 6,891,584 
RAIT Financial Trust 327,689 730,746 
Ramco-Gershenson Properties Trust (SBI) 344,393 4,335,908 
Rayonier, Inc. 529,537 14,874,694 
Retail Opportunity Investments Corp. 501,177 9,903,258 
Retail Properties America, Inc. 1,050,675 12,923,303 
Rexford Industrial Realty, Inc. 284,995 7,766,114 
RLJ Lodging Trust 543,263 11,055,402 
Ryman Hospitality Properties, Inc. 218,321 14,062,056 
Sabra Health Care REIT, Inc. (b) 278,394 6,522,771 
Saul Centers, Inc. 55,021 3,152,703 
SBA Communications Corp. Class A (a) 528,917 73,085,751 
Select Income REIT 294,883 7,035,908 
Senior Housing Properties Trust (SBI) 1,022,447 21,614,530 
Seritage Growth Properties (b) 109,515 4,298,464 
Sotherly Hotels, Inc. 42,144 275,622 
Spirit Realty Capital, Inc. 2,097,658 15,166,067 
Stag Industrial, Inc. 386,136 10,417,949 
Store Capital Corp. 737,714 15,034,611 
Summit Hotel Properties, Inc. 446,132 7,985,763 
Sun Communities, Inc. (b) 290,005 24,981,031 
Sunstone Hotel Investors, Inc. 939,528 14,666,032 
Tanger Factory Outlet Centers, Inc. 419,841 10,941,056 
Taubman Centers, Inc. 268,239 16,402,815 
Terreno Realty Corp. 217,476 7,107,116 
The GEO Group, Inc. 531,776 15,921,373 
TIER REIT, Inc. 211,369 3,417,837 
UMH Properties, Inc. 109,622 1,830,687 
Universal Health Realty Income Trust (SBI) 78,088 5,602,033 
Urban Edge Properties 430,151 10,254,800 
Urstadt Biddle Properties, Inc. Class A 138,313 2,589,219 
VEREIT, Inc. 4,220,378 34,902,526 
Washington REIT (SBI) 316,910 10,239,362 
Weingarten Realty Investors (SBI) 509,353 15,326,432 
Wheeler REIT, Inc. (b) 22,714 181,712 
Whitestone REIT Class B 165,726 1,910,821 
WP Carey, Inc. 461,135 30,079,836 
WP Glimcher, Inc. 812,804 6,201,695 
Xenia Hotels & Resorts, Inc. 466,605 8,352,230 
  1,689,427,014 
Real Estate Management & Development - 0.5%   
Alexander & Baldwin, Inc. 202,930 8,121,259 
Altisource Portfolio Solutions SA (a)(b) 53,097 1,092,736 
American Realty Investments, Inc. (a) 2,022 16,621 
Consolidated-Tomoka Land Co. 23,055 1,240,359 
Forestar Group, Inc. (a) 159,585 2,258,128 
FRP Holdings, Inc. (a) 24,947 1,050,269 
Griffin Industrial Realty, Inc. 7,963 247,570 
HFF, Inc. 155,341 4,845,086 
Howard Hughes Corp. (a)(b) 156,729 20,086,389 
InterGroup Corp. (a) 845 22,815 
Invitation Homes, Inc. 336,816 7,248,280 
J.W. Mays, Inc. (a) 15 615 
Jones Lang LaSalle, Inc. (b) 196,560 22,696,783 
Kennedy-Wilson Holdings, Inc. (b) 406,490 7,967,204 
Marcus & Millichap, Inc. (a) 70,870 1,713,637 
Maui Land & Pineapple, Inc. (a) 17,943 340,917 
RE/MAX Holdings, Inc. 76,810 4,082,452 
Realogy Holdings Corp. 613,126 18,675,818 
Stratus Properties, Inc. 12,801 352,668 
Tejon Ranch Co. (a)(b) 57,888 1,158,918 
The St. Joe Co. (a)(b) 324,094 5,720,259 
Transcontinental Realty Investors, Inc. (a) 1,510 30,004 
Trinity Place Holdings, Inc. (a)(b) 36,952 247,209 
  109,215,996 
TOTAL REAL ESTATE  1,798,643,010 
TELECOMMUNICATION SERVICES - 1.1%   
Diversified Telecommunication Services - 0.4%   
Alaska Communication Systems Group, Inc. (a) 196,814 432,991 
Atlantic Tele-Network, Inc. 48,954 3,203,550 
Cincinnati Bell, Inc. (a) 181,315 3,082,355 
Cogent Communications Group, Inc. 177,572 6,996,337 
Consolidated Communications Holdings, Inc. (b) 225,157 4,485,127 
FairPoint Communications, Inc. (a) 97,594 1,405,354 
Frontier Communications Corp. (b) 5,176,036 6,780,607 
Fusion Telecommunications International (a)(b) 48,146 71,256 
General Communications, Inc. Class A (a) 119,829 4,432,475 
Globalstar, Inc. (a)(b) 1,469,589 2,909,786 
Hawaiian Telcom Holdco, Inc. (a) 48,058 1,207,217 
IDT Corp. Class B 74,459 1,262,825 
Intelsat SA (a)(b) 174,158 536,407 
Iridium Communications, Inc. (a)(b) 351,181 3,476,692 
Lumos Networks Corp. (a) 98,569 1,766,356 
Ooma, Inc. (a)(b) 67,982 574,448 
ORBCOMM, Inc. (a)(b) 273,307 2,678,409 
Pareteum Corp. (a)(b) 31,920 21,706 
PDVWireless, Inc. (a)(b) 45,934 1,097,823 
Straight Path Communications, Inc. Class B (a)(b) 35,586 6,366,335 
Vonage Holdings Corp. (a) 831,011 5,742,286 
Windstream Holdings, Inc. (b) 785,561 3,338,634 
Zayo Group Holdings, Inc. (a)(b) 417,450 13,425,192 
  75,294,168 
Wireless Telecommunication Services - 0.7%   
Airgain, Inc. (b) 21,048 280,570 
Boingo Wireless, Inc. (a) 158,563 2,548,107 
NII Holdings, Inc. (a)(b) 406,747 231,032 
Shenandoah Telecommunications Co. 205,715 6,305,165 
Spok Holdings, Inc. 91,059 1,584,427 
Sprint Corp. (a)(b) 2,739,446 23,257,897 
T-Mobile U.S., Inc. (a) 1,241,183 83,680,558 
Telephone & Data Systems, Inc. 410,485 11,711,137 
U.S. Cellular Corp. (a) 67,085 2,680,717 
  132,279,610 
TOTAL TELECOMMUNICATION SERVICES  207,573,778 
UTILITIES - 3.2%   
Electric Utilities - 1.0%   
Allete, Inc. 215,004 15,779,144 
El Paso Electric Co. 183,416 9,904,464 
Genie Energy Ltd. Class B 65,626 504,664 
Great Plains Energy, Inc. 893,478 25,669,623 
Hawaiian Electric Industries, Inc. 484,372 16,052,088 
IDACORP, Inc. 219,862 19,193,953 
MGE Energy, Inc. 152,057 9,898,911 
OGE Energy Corp. 856,729 30,525,254 
Otter Tail Corp. 173,461 6,929,767 
PNM Resources, Inc. 347,029 13,360,617 
Portland General Electric Co. 383,340 18,147,316 
Spark Energy, Inc. Class A, (b) 26,095 1,144,266 
Westar Energy, Inc. 610,852 32,344,613 
  199,454,680 
Gas Utilities - 1.1%   
Atmos Energy Corp. 449,270 37,428,684 
Chesapeake Utilities Corp. 69,170 5,135,873 
Delta Natural Gas Co., Inc. 18,073 542,371 
Gas Natural, Inc. 40,523 514,642 
National Fuel Gas Co. (b) 365,781 20,761,730 
New Jersey Resources Corp. (b) 373,482 15,648,896 
Northwest Natural Gas Co. 149,735 9,171,269 
ONE Gas, Inc. 231,055 16,324,036 
RGC Resources, Inc. 52,273 1,285,393 
South Jersey Industries, Inc. 346,161 12,603,722 
Southwest Gas Holdings, Inc. 199,415 15,867,452 
Spire, Inc. 209,993 14,878,004 
UGI Corp. 739,612 37,853,342 
WGL Holdings, Inc. (b) 219,517 18,162,837 
  206,178,251 
Independent Power and Renewable Electricity Producers - 0.3%   
Calpine Corp. (a)(b) 1,567,650 20,144,303 
Dynegy, Inc. (a)(b) 554,535 4,586,004 
NRG Yield, Inc.:   
Class A 127,027 2,184,864 
Class C 303,396 5,370,109 
Ormat Technologies, Inc. 154,696 9,207,506 
Pattern Energy Group, Inc. (b) 277,136 6,252,188 
TerraForm Global, Inc. (a) 196,426 962,487 
Terraform Power, Inc. (a)(b) 328,140 4,062,373 
U.S. Geothermal, Inc. (a)(b) 61,820 231,825 
Vivint Solar, Inc. (a)(b) 83,920 268,544 
  53,270,203 
Multi-Utilities - 0.5%   
Avangrid, Inc. 251,799 11,439,229 
Avista Corp. 285,342 12,224,051 
Black Hills Corp. (b) 235,448 16,373,054 
MDU Resources Group, Inc. 843,498 22,968,451 
NorthWestern Energy Corp. 198,518 12,300,175 
Unitil Corp. 68,493 3,258,897 
Vectren Corp. 353,414 21,678,415 
  100,242,272 
Water Utilities - 0.3%   
American States Water Co. 170,520 7,808,111 
Aqua America, Inc. 779,968 25,497,154 
AquaVenture Holdings Ltd. (b) 49,986 847,263 
Artesian Resources Corp. Class A 30,130 1,058,467 
Cadiz, Inc. (a)(b) 93,835 1,421,600 
California Water Service Group 217,369 7,531,836 
Connecticut Water Service, Inc. 54,452 2,889,223 
Middlesex Water Co. 74,490 2,630,987 
Pure Cycle Corp. (a) 69,664 543,379 
SJW Corp. 70,626 3,392,873 
York Water Co. 52,960 1,752,976 
  55,373,869 
TOTAL UTILITIES  614,519,275 
TOTAL COMMON STOCKS   
(Cost $14,596,849,737)  19,214,664,736 
 Principal Amount Value 
U.S. Treasury Obligations - 0.0%   
U.S. Treasury Bills, yield at date of purchase 0.56% 8/17/17 (d)   
(Cost $5,992,878) 6,000,000 5,988,180 
 Shares Value 
Money Market Funds - 19.7%   
Fidelity Cash Central Fund, 0.86% (e) 684,920 $685,057 
Fidelity Securities Lending Cash Central Fund 0.87% (e)(f) 3,786,686,936 3,787,065,605 
TOTAL MONEY MARKET FUNDS   
(Cost $3,787,847,014)  3,787,750,662 
TOTAL INVESTMENT PORTFOLIO - 119.5%   
(Cost $18,390,689,629)  23,008,403,578 
NET OTHER ASSETS (LIABILITIES) - (19.5)%  (3,752,979,077) 
NET ASSETS - 100%  $19,255,424,501 

Futures Contracts    
 Expiration Date Underlying Face Amount at Value Unrealized Appreciation/(Depreciation) 
Purchased    
Equity Index Contracts    
100 CME E-mini S&P MidCap 400 Index Contracts (United States) June 2017 17,200,000 $39,566 
375 ICE Russell 2000 Index Contracts (United States) June 2017 25,670,625 (30,631) 
TOTAL FUTURES CONTRACTS   $8,935 

The face value of futures purchased as a percentage of Net Assets is 0.2%

Legend

 (a) Non-income producing

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

 (c) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At the end of the period, the value of these securities amounted to $27 or 0.0% of net assets.

 (d) Security or a portion of the security was pledged to cover margin requirements for futures contracts. At period end, the value of securities pledged amounted to $1,575,889.

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

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


Affiliated Central Funds

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

Fund Income earned 
Fidelity Cash Central Fund $195,169 
Fidelity Securities Lending Cash Central Fund 6,744,902 
Total $6,940,071 

Investment Valuation

The following is a summary of the inputs used, as of May 31, 2017, involving the Fund's assets and liabilities carried at fair value. The inputs or methodology used for valuing securities may not be an indication of the risk associated with investing in those securities. Additional information on valuation inputs, and their aggregation into the levels used below, is provided later in this section.

 Valuation Inputs at Reporting Date: 
Description Total Level 1 Level 2 Level 3 
Investments in Securities:     
Equities:     
Consumer Discretionary $2,826,844,431 $2,826,844,431 $-- $-- 
Consumer Staples 631,034,437 631,034,437 -- -- 
Energy 723,807,819 723,807,790 27 
Financials 3,306,440,366 3,306,440,365 -- 
Health Care 2,080,841,523 2,079,014,149 -- 1,827,374 
Industrials 2,572,489,683 2,572,489,683 -- -- 
Information Technology 3,401,557,569 3,401,557,569 -- -- 
Materials 1,050,912,845 1,050,912,845 -- -- 
Real Estate 1,798,643,010 1,798,643,010 -- -- 
Telecommunication Services 207,573,778 207,573,778 -- -- 
Utilities 614,519,275 614,519,275 -- -- 
U.S. Government and Government Agency Obligations 5,988,180 -- 5,988,180 -- 
Money Market Funds 3,787,750,662 3,787,750,662 -- -- 
Total Investments in Securities: $23,008,403,578 $23,000,587,994 $5,988,207 $1,827,377 
Derivative Instruments:     
Assets     
Futures Contracts $39,566 $39,566 $-- $-- 
Total Assets $39,566 $39,566 $-- $-- 
Liabilities     
Futures Contracts $(30,631) $(30,631) $-- $-- 
Total Liabilities $(30,631) $(30,631) $-- $-- 
Total Derivative Instruments: $8,935 $8,935 $-- $-- 

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

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

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

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

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

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

Other Information

Income Tax Information

At May 31, 2017, the cost of investment securities for income tax purposes was $18,441,272,322. Net unrealized appreciation aggregated $4,567,131,256, of which $6,644,439,401 related to appreciated investment securities and $2,077,308,145 related to depreciated investment securities.

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℠ 500 Index Fund

May 31, 2017







Z5I-QTLY-0717
1.9881568.100





Investments May 31, 2017 (Unaudited)

Showing Percentage of Net Assets

Common Stocks - 99.7%   
 Shares Value 
CONSUMER DISCRETIONARY - 12.5%   
Auto Components - 0.2%   
BorgWarner, Inc. $170 
Delphi Automotive PLC 440 
The Goodyear Tire & Rubber Co. 161 
  771 
Automobiles - 0.5%   
Ford Motor Co. 76 845 
General Motors Co. 27 916 
Harley-Davidson, Inc. 159 
  1,920 
Distributors - 0.1%   
Genuine Parts Co. 278 
LKQ Corp. (a) 189 
  467 
Diversified Consumer Services - 0.0%   
H&R Block, Inc. 106 
Hotels, Restaurants & Leisure - 1.8%   
Carnival Corp. 513 
Chipotle Mexican Grill, Inc. (a) 477 
Darden Restaurants, Inc. 178 
Marriott International, Inc. Class A 646 
McDonald's Corp. 16 2,414 
Royal Caribbean Cruises Ltd. 331 
Starbucks Corp. 29 1,845 
Wyndham Worldwide Corp. 202 
Wynn Resorts Ltd. 257 
Yum! Brands, Inc. 508 
  7,371 
Household Durables - 0.4%   
D.R. Horton, Inc. 229 
Garmin Ltd. 104 
Leggett & Platt, Inc. 156 
Lennar Corp. Class A 205 
Mohawk Industries, Inc. (a) 239 
Newell Brands, Inc. 477 
PulteGroup, Inc. 136 
Whirlpool Corp. 186 
  1,732 
Internet & Direct Marketing Retail - 2.8%   
Amazon.com, Inc. (a) 7,957 
Expedia, Inc. 288 
Netflix, Inc. (a) 1,305 
Priceline Group, Inc. (a) 1,877 
TripAdvisor, Inc. (a) 77 
  11,504 
Leisure Products - 0.1%   
Hasbro, Inc. 211 
Mattel, Inc. 160 
  371 
Media - 3.1%   
CBS Corp. Class B 428 
Charter Communications, Inc. Class A (a) 1,382 
Comcast Corp. Class A 93 3,877 
Discovery Communications, Inc.:   
Class A (a) 80 
Class C (non-vtg.) (a) 103 
DISH Network Corp. Class A (a) 255 
Interpublic Group of Companies, Inc. 199 
News Corp.:   
Class A 13 
Class B 123 
Omnicom Group, Inc. 419 
Scripps Networks Interactive, Inc. Class A 132 
Tegna, Inc. 95 
The Walt Disney Co. 29 3,130 
Time Warner, Inc. 15 1,492 
Twenty-First Century Fox, Inc.:   
Class A 21 570 
Class B 242 
Viacom, Inc. Class B (non-vtg.) 244 
  12,784 
Multiline Retail - 0.4%   
Dollar General Corp. 367 
Dollar Tree, Inc. (a) 389 
Kohl's Corp. 115 
Macy's, Inc. 141 
Nordstrom, Inc. 84 
Target Corp. 11 607 
  1,703 
Specialty Retail - 2.4%   
Advance Auto Parts, Inc. 134 
AutoNation, Inc. (a) 79 
AutoZone, Inc. (a) 606 
Bed Bath & Beyond, Inc. 103 
Best Buy Co., Inc. 297 
CarMax, Inc. (a) 251 
Foot Locker, Inc. 178 
Gap, Inc. 90 
Home Depot, Inc. 24 3,684 
L Brands, Inc. 258 
Lowe's Companies, Inc. 17 1,339 
O'Reilly Automotive, Inc. (a) 484 
Ross Stores, Inc. 511 
Signet Jewelers Ltd. 48 
Staples, Inc. 12 109 
Tiffany & Co., Inc. 174 
TJX Companies, Inc. 13 978 
Tractor Supply Co. 165 
Ulta Beauty, Inc. (a) 305 
  9,793 
Textiles, Apparel & Luxury Goods - 0.7%   
Coach, Inc. 277 
Hanesbrands, Inc. 145 
Michael Kors Holdings Ltd. (a) 100 
NIKE, Inc. Class B 26 1,378 
PVH Corp. 212 
Ralph Lauren Corp. 68 
Under Armour, Inc.:   
Class A (sub. vtg.) (a) 134 
Class C (non-vtg.) 18 
VF Corp. 377 
  2,709 
TOTAL CONSUMER DISCRETIONARY  51,231 
CONSUMER STAPLES - 9.4%   
Beverages - 2.1%   
Brown-Forman Corp. Class B (non-vtg.) 208 
Constellation Brands, Inc. Class A (sub. vtg.) 548 
Dr. Pepper Snapple Group, Inc. 371 
Molson Coors Brewing Co. Class B 379 
Monster Beverage Corp. (a) 404 
PepsiCo, Inc. 28 3,272 
The Coca-Cola Co. 76 3,456 
  8,638 
Food & Staples Retailing - 2.0%   
Costco Wholesale Corp. 1,624 
CVS Health Corp. 20 1,537 
Kroger Co. 18 536 
Sysco Corp. 10 546 
Wal-Mart Stores, Inc. 30 2,358 
Walgreens Boots Alliance, Inc. 17 1,377 
Whole Foods Market, Inc. 210 
  8,188 
Food Products - 1.5%   
Archer Daniels Midland Co. 11 457 
Campbell Soup Co. 231 
ConAgra Foods, Inc. 308 
General Mills, Inc. 11 624 
Hormel Foods Corp. 168 
Kellogg Co. 358 
McCormick & Co., Inc. (non-vtg.) 208 
Mead Johnson Nutrition Co. Class A 358 
Mondelez International, Inc. 30 1,398 
The Hershey Co. 346 
The J.M. Smucker Co. 256 
The Kraft Heinz Co. 12 1,106 
Tyson Foods, Inc. Class A 344 
  6,162 
Household Products - 1.8%   
Church & Dwight Co., Inc. 258 
Clorox Co. 407 
Colgate-Palmolive Co. 17 1,298 
Kimberly-Clark Corp. 908 
Procter & Gamble Co. 50 4,405 
  7,276 
Personal Products - 0.1%   
Coty, Inc. Class A 170 
Estee Lauder Companies, Inc. Class A 377 
  547 
Tobacco - 1.9%   
Altria Group, Inc. 38 2,867 
Philip Morris International, Inc. 31 3,714 
Reynolds American, Inc. 16 1,076 
  7,657 
TOTAL CONSUMER STAPLES  38,468 
ENERGY - 6.0%   
Energy Equipment & Services - 1.0%   
Baker Hughes, Inc. 441 
Halliburton Co. 17 768 
Helmerich & Payne, Inc. 105 
National Oilwell Varco, Inc. 229 
Schlumberger Ltd. 29 2,018 
TechnipFMC PLC (a) 261 
Transocean Ltd. (United States) (a) 64 
  3,886 
Oil, Gas & Consumable Fuels - 5.0%   
Anadarko Petroleum Corp. 11 556 
Apache Corp. 327 
Cabot Oil & Gas Corp. 200 
Chesapeake Energy Corp. (a) 15 76 
Chevron Corp. 37 3,829 
Cimarex Energy Co. 215 
Concho Resources, Inc. (a) 380 
ConocoPhillips Co. 24 1,073 
Devon Energy Corp. 10 340 
EOG Resources, Inc. 11 993 
EQT Corp. 166 
Exxon Mobil Corp. 82 6,601 
Hess Corp. 229 
Kinder Morgan, Inc. 37 694 
Marathon Oil Corp. 16 208 
Marathon Petroleum Corp. 10 520 
Murphy Oil Corp. 73 
Newfield Exploration Co. (a) 130 
Noble Energy, Inc. 258 
Occidental Petroleum Corp. 15 884 
ONEOK, Inc. 199 
Phillips 66 Co. 685 
Pioneer Natural Resources Co. 667 
Range Resources Corp. 92 
Tesoro Corp. 166 
The Williams Companies, Inc. 16 458 
Valero Energy Corp. 553 
  20,572 
TOTAL ENERGY  24,458 
FINANCIALS - 13.5%   
Banks - 6.0%   
Bank of America Corp. 197 4,415 
BB&T Corp. 16 666 
Citigroup, Inc. 55 3,330 
Citizens Financial Group, Inc. 10 341 
Comerica, Inc. 206 
Fifth Third Bancorp 15 356 
Huntington Bancshares, Inc. 21 263 
JPMorgan Chase & Co. 70 5,751 
KeyCorp 21 367 
M&T Bank Corp. 469 
Peoples United Financial, Inc. 99 
PNC Financial Services Group, Inc. 10 1,187 
Regions Financial Corp. 24 332 
SunTrust Banks, Inc. 10 534 
U.S. Bancorp 31 1,578 
Wells Fargo & Co. 89 4,551 
Zions Bancorporation 160 
  24,605 
Capital Markets - 2.7%   
Affiliated Managers Group, Inc. 154 
Ameriprise Financial, Inc. 362 
Bank of New York Mellon Corp. 21 990 
BlackRock, Inc. Class A 818 
CBOE Holdings, Inc. 173 
Charles Schwab Corp. 24 930 
CME Group, Inc. 821 
E*TRADE Financial Corp. (a) 173 
Franklin Resources, Inc. 293 
Goldman Sachs Group, Inc. 1,690 
IntercontinentalExchange, Inc. 12 722 
Invesco Ltd. 254 
Moody's Corp. 355 
Morgan Stanley 28 1,169 
Northern Trust Corp. 350 
Raymond James Financial, Inc. 217 
S&P Global, Inc. 714 
State Street Corp. 570 
T. Rowe Price Group, Inc. 352 
The NASDAQ OMX Group, Inc. 135 
  11,242 
Consumer Finance - 0.7%   
American Express Co. 15 1,154 
Capital One Financial Corp. 692 
Discover Financial Services 470 
Navient Corp. 87 
Synchrony Financial 15 403 
  2,806 
Diversified Financial Services - 1.5%   
Berkshire Hathaway, Inc. Class B (a) 37 6,115 
Leucadia National Corp. 146 
  6,261 
Insurance - 2.6%   
AFLAC, Inc. 603 
Allstate Corp. 604 
American International Group, Inc. 17 1,082 
Aon PLC 655 
Arthur J. Gallagher & Co. 227 
Assurant, Inc. 98 
Chubb Ltd. 1,289 
Cincinnati Financial Corp. 210 
Hartford Financial Services Group, Inc. 346 
Lincoln National Corp. 260 
Loews Corp. 236 
Marsh & McLennan Companies, Inc. 10 776 
MetLife, Inc. 21 1,062 
Principal Financial Group, Inc. 315 
Progressive Corp. 11 467 
Prudential Financial, Inc. 839 
The Travelers Companies, Inc. 624 
Torchmark Corp. 151 
Unum Group 225 
Willis Group Holdings PLC 293 
XL Group Ltd. 218 
  10,580 
TOTAL FINANCIALS  55,494 
HEALTH CARE - 13.9%   
Biotechnology - 2.6%   
AbbVie, Inc. 31 2,047 
Alexion Pharmaceuticals, Inc. (a) 392 
Amgen, Inc. 14 2,173 
Biogen, Inc. (a) 991 
Celgene Corp. (a) 15 1,716 
Gilead Sciences, Inc. 26 1,687 
Incyte Corp. (a) 388 
Regeneron Pharmaceuticals, Inc. (a) 459 
Vertex Pharmaceuticals, Inc. (a) 618 
  10,471 
Health Care Equipment & Supplies - 2.7%   
Abbott Laboratories 34 1,552 
Baxter International, Inc. 10 593 
Becton, Dickinson & Co. 757 
Boston Scientific Corp. (a) 27 730 
C.R. Bard, Inc. 307 
Danaher Corp. 12 1,019 
Dentsply Sirona, Inc. 318 
Edwards Lifesciences Corp. (a) 460 
Hologic, Inc. (a) 217 
IDEXX Laboratories, Inc. (a) 337 
Intuitive Surgical, Inc. (a) 915 
Medtronic PLC 27 2,276 
Stryker Corp. 858 
The Cooper Companies, Inc. 219 
Varian Medical Systems, Inc. (a) 198 
Zimmer Biomet Holdings, Inc. 477 
  11,233 
Health Care Providers & Services - 2.7%   
Aetna, Inc. 1,014 
AmerisourceBergen Corp. 275 
Anthem, Inc. 912 
Cardinal Health, Inc. 446 
Centene Corp. (a) 218 
Cigna Corp. 806 
DaVita HealthCare Partners, Inc. (a) 199 
Envision Healthcare Corp. (a) 109 
Express Scripts Holding Co. (a) 12 717 
HCA Holdings, Inc. (a) 491 
Henry Schein, Inc. (a) 368 
Humana, Inc. 697 
Laboratory Corp. of America Holdings (a) 278 
McKesson Corp. 652 
Patterson Companies, Inc. 88 
Quest Diagnostics, Inc. 326 
UnitedHealth Group, Inc. 19 3,328 
Universal Health Services, Inc. Class B 227 
  11,151 
Health Care Technology - 0.1%   
Cerner Corp. (a) 392 
Life Sciences Tools & Services - 0.8%   
Agilent Technologies, Inc. 362 
Illumina, Inc. (a) 532 
Mettler-Toledo International, Inc. (a) 583 
PerkinElmer, Inc. 126 
Thermo Fisher Scientific, Inc. 1,382 
Waters Corp. (a) 359 
  3,344 
Pharmaceuticals - 5.0%   
Allergan PLC 1,566 
Bristol-Myers Squibb Co. 33 1,780 
Eli Lilly & Co. 19 1,512 
Johnson & Johnson 53 6,797 
Mallinckrodt PLC (a) 86 
Merck & Co., Inc. 54 3,516 
Mylan N.V. (a) 351 
Perrigo Co. PLC 219 
Pfizer, Inc. 118 3,853 
Zoetis, Inc. Class A 10 623 
  20,303 
TOTAL HEALTH CARE  56,894 
INDUSTRIALS - 10.3%   
Aerospace & Defense - 2.4%   
Arconic, Inc. 247 
General Dynamics Corp. 1,220 
L3 Technologies, Inc. 337 
Lockheed Martin Corp. 1,406 
Northrop Grumman Corp. 778 
Raytheon Co. 984 
Rockwell Collins, Inc. 327 
Textron, Inc. 239 
The Boeing Co. 11 2,064 
TransDigm Group, Inc. 268 
United Technologies Corp. 15 1,819 
  9,689 
Air Freight & Logistics - 0.7%   
C.H. Robinson Worldwide, Inc. 201 
Expeditors International of Washington, Inc. 214 
FedEx Corp. 969 
United Parcel Service, Inc. Class B 14 1,484 
  2,868 
Airlines - 0.6%   
Alaska Air Group, Inc. 174 
American Airlines Group, Inc. 10 484 
Delta Air Lines, Inc. 14 688 
Southwest Airlines Co. 12 721 
United Continental Holdings, Inc. (a) 478 
  2,545 
Building Products - 0.3%   
Allegion PLC 157 
Fortune Brands Home & Security, Inc. 189 
Johnson Controls International PLC 18 752 
Masco Corp. 224 
  1,322 
Commercial Services & Supplies - 0.3%   
Cintas Corp. 252 
Republic Services, Inc. 318 
Stericycle, Inc. (a) 164 
Waste Management, Inc. 583 
  1,317 
Construction & Engineering - 0.1%   
Fluor Corp. 135 
Jacobs Engineering Group, Inc. 105 
Quanta Services, Inc. (a) 92 
  332 
Electrical Equipment - 0.7%   
Acuity Brands, Inc. 163 
AMETEK, Inc. 305 
Eaton Corp. PLC 696 
Emerson Electric Co. 13 769 
Fortive Corp. 375 
Rockwell Automation, Inc. 476 
  2,784 
Industrial Conglomerates - 2.3%   
3M Co. 12 2,454 
General Electric Co. 173 4,737 
Honeywell International, Inc. 15 1,995 
Roper Technologies, Inc. 454 
  9,640 
Machinery - 1.5%   
Caterpillar, Inc. 12 1,265 
Cummins, Inc. 473 
Deere & Co. 735 
Dover Corp. 248 
Flowserve Corp. 146 
Illinois Tool Works, Inc. 847 
Ingersoll-Rand PLC 448 
PACCAR, Inc. 441 
Parker Hannifin Corp. 472 
Pentair PLC 199 
Snap-On, Inc. 162 
Stanley Black & Decker, Inc. 413 
Xylem, Inc. 209 
  6,058 
Professional Services - 0.2%   
Equifax, Inc. 274 
Nielsen Holdings PLC 269 
Robert Half International, Inc. 139 
Verisk Analytics, Inc. (a) 243 
  925 
Road & Rail - 1.0%   
CSX Corp. 18 975 
J.B. Hunt Transport Services, Inc. 171 
Kansas City Southern 190 
Norfolk Southern Corp. 744 
Ryder System, Inc. 66 
Union Pacific Corp. 16 1,765 
  3,911 
Trading Companies & Distributors - 0.2%   
Fastenal Co. 259 
United Rentals, Inc. (a) 217 
W.W. Grainger, Inc. 172 
  648 
TOTAL INDUSTRIALS  42,039 
INFORMATION TECHNOLOGY - 23.1%   
Communications Equipment - 1.0%   
Cisco Systems, Inc. 99 3,121 
F5 Networks, Inc. (a) 128 
Harris Corp. 224 
Juniper Networks, Inc. 205 
Motorola Solutions, Inc. 251 
  3,929 
Electronic Equipment & Components - 0.4%   
Amphenol Corp. Class A 448 
Corning, Inc. 19 553 
FLIR Systems, Inc. 114 
TE Connectivity Ltd. 552 
  1,667 
Internet Software & Services - 5.0%   
Akamai Technologies, Inc. (a) 141 
Alphabet, Inc.:   
Class A (a) 5,923 
Class C (a) 5,789 
eBay, Inc. (a) 20 686 
Facebook, Inc. Class A (a) 46 6,967 
VeriSign, Inc. (a) 180 
Yahoo!, Inc. (a) 17 855 
  20,541 
IT Services - 3.9%   
Accenture PLC Class A 12 1,494 
Alliance Data Systems Corp. 241 
Automatic Data Processing, Inc. 921 
Cognizant Technology Solutions Corp. Class A 12 803 
CSRA, Inc. 90 
DXC Technology Co. 388 
Fidelity National Information Services, Inc. 515 
Fiserv, Inc. (a) 501 
Gartner, Inc. (a) 239 
Global Payments, Inc. 275 
IBM Corp. 17 2,595 
MasterCard, Inc. Class A 19 2,335 
Paychex, Inc. 355 
PayPal Holdings, Inc. (a) 22 1,149 
Teradata Corp. (a) 82 
The Western Union Co. 171 
Total System Services, Inc. 179 
Visa, Inc. Class A 37 3,524 
  15,857 
Semiconductors & Semiconductor Equipment - 3.6%   
Advanced Micro Devices, Inc. (a) 15 168 
Analog Devices, Inc. 600 
Applied Materials, Inc. 21 963 
Broadcom Ltd. 1,916 
Intel Corp. 93 3,358 
KLA-Tencor Corp. 312 
Lam Research Corp. 466 
Microchip Technology, Inc. 333 
Micron Technology, Inc. (a) 20 615 
NVIDIA Corp. 12 1,732 
Qorvo, Inc. (a) 156 
Qualcomm, Inc. 29 1,661 
Skyworks Solutions, Inc. 426 
Texas Instruments, Inc. 20 1,650 
Xilinx, Inc. 334 
  14,690 
Software - 4.8%   
Activision Blizzard, Inc. 14 820 
Adobe Systems, Inc. (a) 10 1,419 
Autodesk, Inc. (a) 447 
CA Technologies, Inc. 191 
Citrix Systems, Inc. (a) 248 
Electronic Arts, Inc. (a) 680 
Intuit, Inc. 703 
Microsoft Corp. 152 10,616 
Oracle Corp. 59 2,678 
Red Hat, Inc. (a) 269 
Salesforce.com, Inc. (a) 13 1,165 
Symantec Corp. 12 364 
Synopsys, Inc. (a) 225 
  19,825 
Technology Hardware, Storage & Peripherals - 4.4%   
Apple, Inc. 103 15,728 
Hewlett Packard Enterprise Co. 32 602 
HP, Inc. 33 619 
NetApp, Inc. 202 
Seagate Technology LLC 261 
Western Digital Corp. 540 
Xerox Corp. 16 113 
  18,065 
TOTAL INFORMATION TECHNOLOGY  94,574 
MATERIALS - 2.8%   
Chemicals - 2.1%   
Air Products & Chemicals, Inc. 576 
Albemarle Corp. U.S. 227 
CF Industries Holdings, Inc. 135 
E.I. du Pont de Nemours & Co. 17 1,342 
Eastman Chemical Co. 240 
Ecolab, Inc. 664 
FMC Corp. 226 
International Flavors & Fragrances, Inc. 276 
LyondellBasell Industries NV Class A 483 
Monsanto Co. 1,057 
PPG Industries, Inc. 532 
Praxair, Inc. 794 
Sherwin-Williams Co. 664 
The Dow Chemical Co. 22 1,363 
The Mosaic Co. 158 
  8,737 
Construction Materials - 0.2%   
Martin Marietta Materials, Inc. 224 
Vulcan Materials Co. 374 
  598 
Containers & Packaging - 0.3%   
Avery Dennison Corp. 169 
Ball Corp. 245 
International Paper Co. 423 
Sealed Air Corp. 178 
WestRock Co. 272 
  1,287 
Metals & Mining - 0.2%   
Freeport-McMoRan, Inc. (a) 26 299 
Newmont Mining Corp. 10 342 
Nucor Corp. 349 
  990 
TOTAL MATERIALS  11,612 
REAL ESTATE - 2.8%   
Equity Real Estate Investment Trusts (REITs) - 2.8%   
Alexandria Real Estate Equities, Inc. 233 
American Tower Corp. 1,050 
Apartment Investment & Management Co. Class A 129 
AvalonBay Communities, Inc. 574 
Boston Properties, Inc. 364 
Crown Castle International Corp. 712 
Digital Realty Trust, Inc. 355 
Equinix, Inc. 882 
Equity Residential (SBI) 456 
Essex Property Trust, Inc. 257 
Extra Space Storage, Inc. 155 
Federal Realty Investment Trust (SBI) 123 
General Growth Properties, Inc. 11 245 
HCP, Inc. 282 
Host Hotels & Resorts, Inc. 14 252 
Iron Mountain, Inc. 175 
Kimco Realty Corp. 140 
Mid-America Apartment Communities, Inc. 204 
Prologis, Inc. 10 555 
Public Storage 646 
Realty Income Corp. 275 
Regency Centers Corp. 183 
Simon Property Group, Inc. 926 
SL Green Realty Corp. 202 
The Macerich Co. 115 
UDR, Inc. 193 
Ventas, Inc. 465 
Vornado Realty Trust 277 
Welltower, Inc. 508 
Weyerhaeuser Co. 15 494 
  11,427 
Real Estate Management & Development - 0.0%   
CBRE Group, Inc. (a) 209 
TOTAL REAL ESTATE  11,636 
TELECOMMUNICATION SERVICES - 2.2%   
Diversified Telecommunication Services - 2.2%   
AT&T, Inc. 121 4,662 
CenturyLink, Inc. 11 274 
Level 3 Communications, Inc. (a) 357 
Verizon Communications, Inc. 80 3,731 
  9,024 
UTILITIES - 3.2%   
Electric Utilities - 2.0%   
Alliant Energy Corp. 166 
American Electric Power Co., Inc. 10 718 
Duke Energy Corp. 14 1,200 
Edison International 489 
Entergy Corp. 316 
Eversource Energy 372 
Exelon Corp. 18 654 
FirstEnergy Corp. 263 
NextEra Energy, Inc. 1,273 
PG&E Corp. 10 684 
Pinnacle West Capital Corp. 177 
PPL Corp. 13 519 
Southern Co. 20 1,012 
Xcel Energy, Inc. 10 479 
  8,322 
Independent Power and Renewable Electricity Producers - 0.1%   
NRG Energy, Inc. 96 
The AES Corp. 13 152 
  248 
Multi-Utilities - 1.1%   
Ameren Corp. 284 
CenterPoint Energy, Inc. 229 
CMS Energy Corp. 284 
Consolidated Edison, Inc. 497 
Dominion Resources, Inc. 12 969 
DTE Energy Co. 438 
NiSource, Inc. 156 
Public Service Enterprise Group, Inc. 10 449 
SCANA Corp. 205 
Sempra Energy 582 
WEC Energy Group, Inc. 377 
  4,470 
Water Utilities - 0.0%   
American Water Works Co., Inc. 235 
TOTAL UTILITIES  13,275 
TOTAL COMMON STOCKS   
(Cost $400,721)  408,705 
TOTAL INVESTMENT PORTFOLIO - 99.7%   
(Cost $400,721)  408,705 
NET OTHER ASSETS (LIABILITIES) - 0.3%  1,173 
NET ASSETS - 100%  $409,878 

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 $34 
Total $34 

Investment Valuation

All investments are categorized as Level 1 under the Fair Value Hierarchy. The inputs or methodology used for valuing securities may not be an indication of the risk associated with investing in those securities. Additional information on valuation inputs is provided later in this section.

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

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

Other Information

Income Tax Information

At May 31, 2017, the cost of investment securities for income tax purposes was $400,746. Net unrealized appreciation aggregated $7,959, of which $20,142 related to appreciated investment securities and $12,183 related to depreciated investment securities.





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.


Quarterly Holdings Report
for

Fidelity® Total Market Index Fund

May 31, 2017







STI-QTLY-0717
1.816022.112





Investments May 31, 2017 (Unaudited)

Showing Percentage of Net Assets

Common Stocks - 99.4%   
 Shares Value 
CONSUMER DISCRETIONARY - 12.8%   
Auto Components - 0.4%   
Adient PLC 153,629 $10,528,195 
American Axle & Manufacturing Holdings, Inc. (a) 148,067 2,237,292 
Autoliv, Inc. (b) 148,634 16,486,483 
BorgWarner, Inc. 350,359 14,893,761 
Clean Diesel Technologies, Inc. (a) 8,475 25,256 
Cooper Tire & Rubber Co. 91,978 3,311,208 
Cooper-Standard Holding, Inc. (a) 32,523 3,512,809 
Dana Holding Corp. 219,929 4,644,900 
Delphi Automotive PLC 448,958 39,494,835 
Dorman Products, Inc. (a)(b) 55,243 4,607,266 
Fox Factory Holding Corp. (a) 56,459 1,854,678 
Gentex Corp. 483,427 9,175,444 
Gentherm, Inc. (a) 58,309 2,198,249 
Hertz Global Holdings, Inc. (a)(b) 113,057 1,154,312 
Horizon Global Corp. (a)(b) 28,918 425,384 
LCI Industries 43,682 3,887,698 
Lear Corp. 114,527 17,069,104 
Modine Manufacturing Co. (a) 76,995 1,170,324 
Motorcar Parts of America, Inc. (a)(b) 32,435 942,885 
Shiloh Industries, Inc. (a) 7,922 92,687 
Standard Motor Products, Inc. 32,576 1,585,148 
Stoneridge, Inc. (a) 43,907 678,802 
Strattec Security Corp. 4,334 154,074 
Superior Industries International, Inc. 39,790 775,905 
Sypris Solutions, Inc. (a) 16,848 24,767 
Tenneco, Inc. 83,068 4,722,416 
The Goodyear Tire & Rubber Co. 424,185 13,667,241 
Tower International, Inc. 31,785 737,412 
UQM Technologies, Inc. (a) 38,648 31,788 
Visteon Corp. (a) 57,388 5,755,443 
VOXX International Corp. (a) 18,073 104,823 
Workhorse Group, Inc. (a)(b) 43,808 154,204 
  166,104,793 
Automobiles - 0.6%   
Ford Motor Co. 6,464,938 71,890,111 
General Motors Co. 2,277,306 77,268,993 
Harley-Davidson, Inc. (b) 295,888 15,685,023 
REV Group, Inc. (b) 22,528 604,877 
Tesla, Inc. (a)(b) 206,505 70,420,270 
Thor Industries, Inc. 78,500 7,106,605 
Winnebago Industries, Inc. (b) 39,123 958,514 
  243,934,393 
Distributors - 0.1%   
Core-Mark Holding Co., Inc. 75,278 2,563,216 
Educational Development Corp. (b) 2,866 28,230 
Fenix Parts, Inc. (a)(b) 13,969 19,836 
Genuine Parts Co. 248,224 22,990,507 
LKQ Corp. (a) 502,949 15,837,864 
Pool Corp. 68,125 8,115,731 
Weyco Group, Inc. 5,169 141,269 
  49,696,653 
Diversified Consumer Services - 0.2%   
American Public Education, Inc. (a) 24,607 541,354 
Ascent Capital Group, Inc. (a) 16,905 232,782 
Bridgepoint Education, Inc. (a) 27,580 381,707 
Bright Horizons Family Solutions, Inc. (a) 83,097 6,375,202 
Cambium Learning Group, Inc. (a) 12,514 62,195 
Capella Education Co. 20,930 1,811,492 
Career Education Corp. (a) 109,234 1,031,169 
Carriage Services, Inc. 24,048 632,222 
Chegg, Inc. (a)(b) 85,961 1,031,532 
Collectors Universe, Inc. 6,416 160,721 
DeVry, Inc. (b) 87,504 3,272,650 
Graham Holdings Co. 7,921 4,743,095 
Grand Canyon Education, Inc. (a) 82,727 6,485,797 
H&R Block, Inc. 339,125 9,000,378 
Houghton Mifflin Harcourt Co. (a) 170,821 2,109,639 
K12, Inc. (a) 59,099 1,112,834 
Laureate Education, Inc. Class A 112,177 1,875,599 
Liberty Tax, Inc. 8,571 120,851 
Lincoln Educational Services Corp. (a) 15,671 52,811 
National American University Holdings, Inc. 5,378 12,423 
Regis Corp. (a) 52,945 500,330 
Service Corp. International 317,953 10,136,342 
ServiceMaster Global Holdings, Inc. (a) 221,126 8,358,563 
Sotheby's Class A (Ltd. vtg.) (a)(b) 77,436 4,072,359 
Strayer Education, Inc. 17,939 1,586,705 
Universal Technical Institute, Inc. (a) 29,419 107,968 
Weight Watchers International, Inc. (a)(b) 50,480 1,327,624 
  67,136,344 
Hotels, Restaurants & Leisure - 2.2%   
ARAMARK Holdings Corp. 423,578 15,782,516 
Belmond Ltd. Class A (a) 136,912 1,690,863 
Biglari Holdings, Inc. (a) 2,475 941,020 
BJ's Restaurants, Inc. (a) 35,904 1,608,499 
Bloomin' Brands, Inc. 159,652 3,197,830 
Bob Evans Farms, Inc. 36,126 2,543,632 
Bojangles', Inc. (a)(b) 24,608 430,640 
Boyd Gaming Corp. 147,259 3,741,851 
Bravo Brio Restaurant Group, Inc. (a) 12,451 58,520 
Brinker International, Inc. (b) 77,201 3,028,595 
Buffalo Wild Wings, Inc. (a) 29,848 4,289,158 
Caesars Entertainment Corp. (a)(b) 91,365 1,000,447 
Carnival Corp. 701,333 44,934,405 
Carrols Restaurant Group, Inc. (a) 61,598 729,936 
Century Casinos, Inc. (a) 28,742 224,475 
Chipotle Mexican Grill, Inc. (a)(b) 47,496 22,672,216 
Choice Hotels International, Inc. 66,238 4,302,158 
Churchill Downs, Inc. 21,995 3,687,462 
Chuy's Holdings, Inc. (a)(b) 26,361 709,111 
ClubCorp Holdings, Inc. 105,707 1,405,903 
Cracker Barrel Old Country Store, Inc. (b) 40,400 6,739,124 
Darden Restaurants, Inc. 202,662 18,022,732 
Dave & Buster's Entertainment, Inc. (a) 61,208 4,082,574 
Del Frisco's Restaurant Group, Inc. (a) 37,615 639,455 
Del Taco Restaurants, Inc.(a)(b) 75,328 966,458 
Denny's Corp. (a) 117,334 1,396,275 
DineEquity, Inc. (b) 27,200 1,244,400 
Domino's Pizza, Inc. 80,171 16,973,804 
Dover Downs Gaming & Entertainment, Inc. (a) 1,508 1,689 
Dover Motorsports, Inc. 9,993 20,985 
Drive Shack, Inc. 86,128 280,777 
Dunkin' Brands Group, Inc. 155,091 9,074,374 
El Pollo Loco Holdings, Inc. (a)(b) 42,298 577,368 
Eldorado Resorts, Inc. (a) 69,377 1,439,573 
Empire Resorts, Inc. (a)(b) 4,022 98,338 
Entertainment Gaming Asia, Inc. (a) 2,060 4,800 
Extended Stay America, Inc. unit 171,686 3,124,685 
Famous Dave's of America, Inc. (a) 7,623 29,920 
Fiesta Restaurant Group, Inc. (a) 50,677 1,117,428 
Fogo de Chao, Inc. (a) 4,278 58,609 
Golden Entertainment, Inc. 1,436 23,852 
Good Times Restaurants, Inc. (a) 7,939 27,787 
Habit Restaurants, Inc. Class A (a) 36,946 685,348 
Hilton Grand Vacations, Inc. (a) 107,778 3,855,219 
Hilton, Inc. 319,856 21,260,828 
Hyatt Hotels Corp. Class A (a) 71,338 4,116,203 
ILG, Inc. 190,126 5,121,994 
International Speedway Corp. Class A 39,245 1,385,349 
Intrawest Resorts Holdings, Inc. (a) 22,150 525,177 
J. Alexanders Holdings, Inc. (a) 20,559 233,345 
Jack in the Box, Inc. 50,437 5,375,575 
Jamba, Inc. (a)(b) 19,136 134,909 
Kona Grill, Inc. (a)(b) 8,466 33,864 
La Quinta Holdings, Inc. (a) 128,968 1,787,496 
Las Vegas Sands Corp. 609,624 36,047,067 
Lindblad Expeditions Holdings (a) 22,275 212,058 
Luby's, Inc. (a) 14,614 38,873 
Marcus Corp. 30,096 993,168 
Marriott International, Inc. Class A 520,735 56,057,123 
Marriott Vacations Worldwide Corp. 38,724 4,512,120 
McDonald's Corp. 1,364,341 205,865,413 
MGM Mirage, Inc. 800,671 25,397,284 
Monarch Casino & Resort, Inc. (a) 14,995 452,099 
Nathan's Famous, Inc. (a) 3,561 223,987 
Noodles & Co. (a)(b) 28,579 138,608 
Norwegian Cruise Line Holdings Ltd. (a) 271,829 13,583,295 
Panera Bread Co. Class A (a) 35,261 11,089,232 
Papa John's International, Inc. (b) 42,981 3,462,979 
Papa Murphy's Holdings, Inc. (a)(b) 22,690 110,273 
Park Hotels & Resorts, Inc. 206,211 5,307,871 
Penn National Gaming, Inc. (a) 158,816 3,069,913 
Pinnacle Entertainment, Inc. (a) 94,638 1,853,958 
Planet Fitness, Inc. 118,106 2,580,616 
Potbelly Corp. (a) 30,614 352,061 
Rave Restaurant Group, Inc. (a)(b) 9,079 19,429 
RCI Hospitality Holdings, Inc. 5,726 119,158 
Red Lion Hotels Corp. (a) 6,989 45,778 
Red Robin Gourmet Burgers, Inc. (a)(b) 21,139 1,523,593 
Red Rock Resorts, Inc. 72,993 1,725,555 
Royal Caribbean Cruises Ltd. 277,283 30,551,041 
Ruby Tuesday, Inc. (a) 88,086 193,789 
Ruth's Hospitality Group, Inc. 42,076 908,842 
Scientific Games Corp. Class A (a)(b) 89,331 2,072,479 
SeaWorld Entertainment, Inc. (b) 103,555 1,848,457 
Shake Shack, Inc. Class A (a)(b) 35,538 1,315,617 
Six Flags Entertainment Corp. 140,263 8,469,080 
Sonic Corp. (b) 74,649 2,181,244 
Speedway Motorsports, Inc. 23,497 404,618 
Starbucks Corp. 2,430,352 154,594,691 
Texas Roadhouse, Inc. Class A 113,067 5,531,238 
The Cheesecake Factory, Inc. (b) 75,769 4,468,856 
Town Sports International Holdings, Inc. (a) 13,107 51,773 
U.S. Foods Holding Corp. 221,001 6,621,190 
Vail Resorts, Inc. 67,071 14,346,487 
Wendy's Co. 300,738 4,862,933 
Wingstop, Inc. (b) 38,268 1,091,021 
Wyndham Worldwide Corp. 171,061 17,275,450 
Wynn Resorts Ltd. (b) 133,553 17,188,271 
Yum! Brands, Inc. 570,420 41,435,309 
Zoe's Kitchen, Inc. (a)(b) 27,188 378,185 
  918,011,633 
Household Durables - 0.6%   
AV Homes, Inc. (a)(b) 12,051 188,899 
Bassett Furniture Industries, Inc. 15,479 459,726 
Beazer Homes U.S.A., Inc. (a) 65,476 798,807 
CalAtlantic Group, Inc. (b) 115,129 4,149,249 
Cavco Industries, Inc. (a) 13,938 1,536,665 
Century Communities, Inc. (a) 22,823 568,293 
Comstock Holding Companies, Inc. (a) 1,496 2,827 
CSS Industries, Inc. 16,118 428,578 
D.R. Horton, Inc. 561,136 18,343,536 
Dixie Group, Inc. (a) 11,105 47,196 
Emerson Radio Corp. (a) 23,724 31,078 
Ethan Allen Interiors, Inc. (b) 53,577 1,443,900 
Flexsteel Industries, Inc. 9,186 465,271 
Garmin Ltd. (b) 197,296 10,267,284 
GoPro, Inc. Class A (a)(b) 162,726 1,337,608 
Green Brick Partners, Inc. (a)(b) 37,398 370,240 
Helen of Troy Ltd. (a) 44,560 4,054,960 
Hooker Furniture Corp. 17,507 751,050 
Hovnanian Enterprises, Inc. Class A (a)(b) 177,163 430,506 
Installed Building Products, Inc. (a) 31,210 1,548,016 
iRobot Corp. (a)(b) 45,351 4,204,945 
KB Home (b) 179,649 3,769,036 
Koss Corp. (a) 2,669 4,697 
La-Z-Boy, Inc. 79,546 2,107,969 
Leggett & Platt, Inc. 221,974 11,547,087 
Lennar Corp. Class A 353,924 18,159,840 
LGI Homes, Inc. (a)(b) 24,556 795,614 
Libbey, Inc. 30,735 251,105 
Lifetime Brands, Inc. 14,046 258,446 
M.D.C. Holdings, Inc. (b) 74,685 2,513,150 
M/I Homes, Inc. (b) 33,201 935,936 
Meritage Homes Corp. (a) 64,418 2,570,278 
Mohawk Industries, Inc. (a) 103,057 24,661,540 
NACCO Industries, Inc. Class A 7,854 520,328 
New Home Co. LLC (a) 11,951 128,473 
Newell Brands, Inc. 806,367 42,697,133 
Nova LifeStyle, Inc. (a)(b) 26,136 35,284 
NVR, Inc. (a) 5,806 13,251,498 
PulteGroup, Inc. 477,718 10,829,867 
Skyline Corp. (a) 21,741 114,358 
Stanley Furniture Co., Inc. 5,699 6,611 
Taylor Morrison Home Corp. (a) 100,743 2,342,275 
Tempur Sealy International, Inc. (a)(b) 77,783 3,612,243 
Toll Brothers, Inc. 242,096 8,935,763 
TopBuild Corp. (a) 69,281 3,709,998 
TRI Pointe Homes, Inc. (a) 267,734 3,311,870 
Tupperware Brands Corp. 86,145 6,194,687 
Turtle Beach Corp. (a)(b) 6,672 5,127 
UCP, Inc. (a) 9,479 104,269 
Universal Electronics, Inc. (a) 25,010 1,615,646 
Vuzix Corp. (a)(b) 22,003 126,517 
Whirlpool Corp. 126,716 23,510,887 
William Lyon Homes, Inc. (a)(b) 35,265 798,752 
Zagg, Inc. (a) 38,365 320,348 
  241,175,266 
Internet & Direct Marketing Retail - 2.4%   
1-800-FLOWERS.com, Inc. Class A (a) 52,658 526,580 
Amazon.com, Inc. (a) 660,463 656,909,709 
Duluth Holdings, Inc. (a)(b) 12,299 240,076 
Etsy, Inc. (a)(b) 147,726 1,981,006 
EVINE Live, Inc. (a) 71,405 89,970 
Expedia, Inc. 202,778 29,155,421 
FTD Companies, Inc. (a) 25,393 439,807 
Gaia, Inc. Class A (a) 12,609 137,438 
Groupon, Inc. (a)(b) 645,768 1,943,762 
HSN, Inc. 58,131 1,927,043 
Lands' End, Inc. (a)(b) 26,352 463,795 
Liberty Expedia Holdings, Inc. 99,495 5,190,654 
Liberty Interactive Corp.:   
(Venture Group) Series A (a) 144,556 7,790,123 
QVC Group Series A (a) 751,358 17,626,859 
Liberty TripAdvisor Holdings, Inc. (a) 119,998 1,421,976 
Netflix, Inc. (a) 717,436 116,992,289 
NutriSystem, Inc. 50,522 2,629,670 
Overstock.com, Inc. (a) 24,847 349,100 
PetMed Express, Inc. (b) 32,292 1,133,126 
Priceline Group, Inc. (a) 81,963 153,851,928 
Shutterfly, Inc. (a) 54,203 2,682,506 
TripAdvisor, Inc. (a)(b) 187,324 7,213,847 
U.S. Auto Parts Network, Inc. (a) 5,048 15,447 
Wayfair LLC Class A (a)(b) 50,248 3,163,112 
  1,013,875,244 
Leisure Products - 0.1%   
American Outdoor Brands Corp. (a)(b) 96,497 2,185,657 
Black Diamond, Inc. (a) 32,583 193,869 
Brunswick Corp. 144,134 7,964,845 
Callaway Golf Co. 178,654 2,276,052 
Escalade, Inc. 7,022 84,264 
Hasbro, Inc. 185,145 19,488,363 
JAKKS Pacific, Inc. (a)(b) 19,661 82,576 
Johnson Outdoors, Inc. Class A 8,158 350,305 
Malibu Boats, Inc. Class A (a) 23,351 566,262 
Marine Products Corp. 11,741 159,795 
Mattel, Inc. 565,528 12,956,246 
MCBC Holdings, Inc. (a) 21,350 410,561 
Nautilus, Inc. (a) 46,907 851,362 
Polaris Industries, Inc. (b) 100,575 8,408,070 
Sturm, Ruger & Co., Inc. (b) 33,314 2,122,102 
Summer Infant, Inc. (a) 32,605 58,689 
Vista Outdoor, Inc. (a) 94,769 1,988,254 
  60,147,272 
Media - 3.0%   
A.H. Belo Corp. Class A 22,177 125,300 
AMC Entertainment Holdings, Inc. Class A 84,665 1,904,963 
AMC Networks, Inc. Class A (a) 101,098 5,356,172 
Ballantyne of Omaha, Inc. (a) 17,964 120,359 
Cable One, Inc. 8,311 5,972,285 
CBS Corp. Class B 631,152 38,569,699 
Central European Media Enterprises Ltd. Class A (a)(b) 116,862 455,762 
Charter Communications, Inc. Class A (a) 360,128 124,442,230 
Cinedigm Corp. (a)(b) 5,614 9,656 
Cinemark Holdings, Inc. 176,432 6,981,414 
Clear Channel Outdoor Holding, Inc. Class A (a) 57,659 221,987 
Comcast Corp. Class A 7,895,909 329,180,446 
Cumulus Media, Inc. Class A (a)(b) 17,877 10,172 
Daily Journal Corp. (a)(b) 644 135,433 
Discovery Communications, Inc.:   
Class A (a)(b) 247,368 6,555,252 
Class C (non-vtg.) (a) 354,211 9,149,270 
DISH Network Corp. Class A (a) 377,020 24,042,565 
E.W. Scripps Co. Class A (a)(b) 84,251 1,447,432 
Emmis Communications Corp. Class A (a) 1,993 6,497 
Entercom Communications Corp. Class A (b) 42,593 438,708 
Entravision Communication Corp. Class A 112,796 648,577 
Gannett Co., Inc. 225,017 1,766,383 
Global Eagle Entertainment, Inc. (a)(b) 84,431 260,892 
Gray Television, Inc. (a) 109,585 1,320,499 
Harte-Hanks, Inc. (a) 45,482 58,217 
Hemisphere Media Group, Inc. (a)(b) 10,964 123,345 
Insignia Systems, Inc. 5,038 5,189 
Interpublic Group of Companies, Inc. 655,689 16,346,327 
John Wiley & Sons, Inc. Class A 79,959 4,053,921 
Lee Enterprises, Inc. (a)(b) 58,988 120,925 
Liberty Broadband Corp.:   
Class A (a) 36,926 3,258,720 
Class C (a)(b) 119,352 10,642,618 
Liberty Global PLC:   
Class A (a)(b) 432,377 13,222,089 
Class C (a)(b) 1,067,401 31,723,158 
LiLAC Class A (a)(b) 77,452 1,635,012 
LiLAC Class C (a) 204,855 4,293,761 
Liberty Media Corp.:   
Liberty Braves Class A (a) 14,273 338,556 
Liberty Braves Class C (a) 68,302 1,592,803 
Liberty Media Class A (a)(b) 28,511 909,501 
Liberty Media Class C (a)(b) 79,458 2,645,951 
Liberty SiriusXM Class A (a) 131,422 5,476,355 
Liberty SiriusXM Class C (a) 317,236 13,219,224 
Lions Gate Entertainment Corp.:   
Class A (b) 84,440 2,288,324 
Class B (a)(b) 201,823 5,104,104 
Live Nation Entertainment, Inc. (a) 224,734 7,751,076 
Loral Space & Communications Ltd. (a) 20,272 800,744 
Meredith Corp. 55,681 3,012,342 
MSG Network, Inc. Class A (a) 103,460 2,177,833 
National CineMedia, Inc. 108,730 790,467 
New Media Investment Group, Inc. 89,861 1,161,903 
News Corp.:   
Class A 717,388 9,598,651 
Class B 130,013 1,781,178 
Nexstar Broadcasting Group, Inc. Class A (b) 68,341 3,909,105 
Omnicom Group, Inc. (b) 389,908 32,643,098 
Reading International, Inc. Class A (a) 17,900 285,684 
Regal Entertainment Group Class A 191,111 3,975,109 
RLJ Entertainment, Inc. (a) 5,726 15,804 
Saga Communications, Inc. Class A 3,882 188,083 
Salem Communications Corp. Class A 10,842 74,268 
Scholastic Corp. 44,904 1,909,767 
Scripps Networks Interactive, Inc. Class A 157,240 10,412,433 
Sinclair Broadcast Group, Inc. Class A 119,056 3,857,414 
Sirius XM Holdings, Inc. (b) 2,845,102 14,936,786 
Tegna, Inc. 350,960 8,331,790 
The Madison Square Garden Co. (a) 25,883 5,057,797 
The McClatchy Co. Class A (a) 6,072 61,692 
The New York Times Co. Class A 207,571 3,653,250 
The Walt Disney Co. 2,429,549 262,245,519 
Time Warner, Inc. 1,290,169 128,358,914 
Time, Inc. 173,717 2,171,463 
Townsquare Media, Inc. (a) 1,285 12,927 
Tribune Media Co. Class A 123,479 4,716,898 
tronc, Inc. (a) 51,781 580,983 
Twenty-First Century Fox, Inc.:   
Class A 1,753,711 47,560,642 
Class B 804,160 21,631,904 
Urban One, Inc. Class D (non-vtg.) (a) 32,336 64,672 
Viacom, Inc. Class B (non-vtg.) 590,526 20,544,400 
World Wrestling Entertainment, Inc. Class A (b) 69,670 1,421,965 
  1,281,876,614 
Multiline Retail - 0.4%   
Big Lots, Inc. (b) 72,215 3,526,258 
Dillard's, Inc. Class A (b) 40,152 2,067,025 
Dollar General Corp. 424,258 31,136,295 
Dollar Tree, Inc. (a) 394,033 30,616,364 
Fred's, Inc. Class A (b) 52,965 728,798 
JC Penney Corp., Inc. (a)(b) 535,524 2,516,963 
Kohl's Corp. 288,167 11,074,258 
Macy's, Inc. 507,211 11,919,459 
Nordstrom, Inc. (b) 185,779 7,765,562 
Ollie's Bargain Outlet Holdings, Inc. (a)(b) 79,892 3,287,556 
Sears Holdings Corp. (a)(b) 98,150 725,329 
Target Corp. 923,020 50,904,553 
The Bon-Ton Stores, Inc. (a)(b) 19,775 9,690 
Tuesday Morning Corp. (a)(b) 61,992 105,386 
  156,383,496 
Specialty Retail - 2.2%   
Aarons, Inc. Class A 106,680 3,895,954 
Abercrombie & Fitch Co. Class A 133,398 1,759,520 
Advance Auto Parts, Inc. 121,480 16,233,372 
America's Car Mart, Inc. (a)(b) 10,422 376,755 
American Eagle Outfitters, Inc. 303,607 3,491,481 
Armstrong Flooring, Inc. (a) 37,094 685,868 
Asbury Automotive Group, Inc. (a) 40,476 2,264,632 
Ascena Retail Group, Inc. (a)(b) 266,405 471,537 
AutoNation, Inc. (a)(b) 105,216 4,158,136 
AutoZone, Inc. (a)(b) 47,620 28,853,910 
Barnes & Noble Education, Inc. (a) 60,796 576,954 
Barnes & Noble, Inc. 82,041 549,675 
bebe stores, Inc. (a)(b) 6,695 35,952 
Bed Bath & Beyond, Inc. 241,299 8,303,099 
Best Buy Co., Inc. 452,794 26,891,436 
Big 5 Sporting Goods Corp. 23,104 321,146 
Boot Barn Holdings, Inc. (a)(b) 24,133 187,996 
Build-A-Bear Workshop, Inc. (a) 15,205 163,454 
Burlington Stores, Inc. (a) 117,818 11,528,491 
Cabela's, Inc. Class A (a) 85,519 4,517,969 
Caleres, Inc. 81,369 2,224,628 
CarMax, Inc. (a)(b) 309,825 19,466,305 
Chico's FAS, Inc. 193,672 1,832,137 
Christopher & Banks Corp. (a) 57,707 77,327 
Citi Trends, Inc. 19,731 360,091 
Conn's, Inc. (a)(b) 39,904 682,358 
CST Brands, Inc. 141,087 6,818,735 
Destination Maternity Corp. (a) 22,235 96,722 
Destination XL Group, Inc. (a)(b) 51,406 123,374 
Dick's Sporting Goods, Inc. 145,373 5,979,191 
DSW, Inc. Class A (b) 145,417 2,447,368 
Express, Inc. (a) 127,643 990,510 
Finish Line, Inc. Class A 63,867 901,163 
Five Below, Inc. (a)(b) 100,983 5,180,428 
Foot Locker, Inc. 218,804 12,999,146 
Francesca's Holdings Corp. (a) 57,702 730,507 
GameStop Corp. Class A (b) 164,497 3,641,964 
Gap, Inc. (b) 363,101 8,169,773 
Genesco, Inc. (a)(b) 32,141 1,195,645 
GNC Holdings, Inc. (b) 120,441 912,943 
Group 1 Automotive, Inc. 30,918 1,859,718 
Guess?, Inc. (b) 102,345 1,232,234 
Haverty Furniture Companies, Inc. 30,217 723,697 
Hibbett Sports, Inc. (a)(b) 34,547 801,490 
Home Depot, Inc. 2,033,631 312,182,695 
Kirkland's, Inc. (a) 21,240 192,222 
L Brands, Inc. 401,394 20,711,930 
Lithia Motors, Inc. Class A (sub. vtg.) (b) 38,999 3,543,059 
Lowe's Companies, Inc. 1,442,256 113,606,505 
Lumber Liquidators Holdings, Inc. (a)(b) 42,345 1,227,158 
MarineMax, Inc. (a) 36,815 664,511 
Michaels Companies, Inc. (a) 197,854 3,824,518 
Monro Muffler Brake, Inc. 59,370 2,944,752 
Murphy U.S.A., Inc. (a)(b) 58,955 4,010,709 
New York & Co., Inc. (a) 34,393 50,902 
O'Reilly Automotive, Inc. (a)(b) 153,812 37,234,809 
Office Depot, Inc. 882,988 4,512,069 
Party City Holdco, Inc. (a)(b) 50,325 832,879 
Penske Automotive Group, Inc. 59,093 2,502,589 
Perfumania Holdings, Inc. (a) 876 1,288 
Pier 1 Imports, Inc. (b) 118,802 595,198 
Rent-A-Center, Inc. 93,716 1,069,300 
RH (a)(b) 68,112 3,821,764 
Ross Stores, Inc. 655,989 41,930,817 
Sally Beauty Holdings, Inc. (a) 228,422 4,116,164 
Sears Hometown & Outlet Stores, Inc. (a)(b) 10,000 30,500 
Select Comfort Corp. (a)(b) 68,724 1,979,251 
Shoe Carnival, Inc. 21,330 436,199 
Signet Jewelers Ltd. (b) 116,151 5,586,863 
Sonic Automotive, Inc. Class A (sub. vtg.) 40,396 759,445 
Sportsman's Warehouse Holdings, Inc. (a)(b) 48,606 283,373 
Stage Stores, Inc. (b) 38,699 83,977 
Staples, Inc. 1,145,552 10,401,612 
Stein Mart, Inc. (b) 40,412 59,002 
Tailored Brands, Inc. 76,887 816,540 
The Buckle, Inc. (b) 40,527 688,959 
The Cato Corp. Class A (sub. vtg.) 36,544 736,727 
The Children's Place Retail Stores, Inc. (b) 29,482 3,189,952 
The Container Store Group, Inc. (a)(b) 22,029 126,887 
Tiffany & Co., Inc. 177,500 15,435,400 
Tile Shop Holdings, Inc. 56,926 1,118,596 
Tilly's, Inc. 14,113 148,892 
TJX Companies, Inc. 1,082,698 81,429,717 
Tractor Supply Co. 212,302 11,708,455 
Trans World Entertainment Corp. (a) 2,977 5,061 
Ulta Beauty, Inc. (a) 97,852 29,829,204 
Urban Outfitters, Inc. (a)(b) 143,484 2,707,543 
Vitamin Shoppe, Inc. (a)(b) 45,231 524,680 
West Marine, Inc. 16,394 161,153 
Williams-Sonoma, Inc. (b) 139,872 6,806,172 
Winmark Corp. 1,991 243,898 
Zumiez, Inc. (a)(b) 31,066 442,691 
  930,031,378 
Textiles, Apparel & Luxury Goods - 0.6%   
Carter's, Inc. 82,628 6,788,716 
Cherokee, Inc. (a) 20,319 167,632 
Coach, Inc. 469,934 21,715,650 
Columbia Sportswear Co. 46,822 2,541,498 
Crocs, Inc. (a) 126,644 864,979 
Culp, Inc. 12,256 393,418 
Deckers Outdoor Corp. (a)(b) 51,521 3,573,497 
Delta Apparel, Inc. (a) 4,312 81,411 
Differential Brands Group, Inc. (a) 1,083 2,004 
Fossil Group, Inc. (a)(b) 73,701 793,760 
G-III Apparel Group Ltd. (a)(b) 69,854 1,367,043 
Hanesbrands, Inc. (b) 627,279 12,953,311 
Iconix Brand Group, Inc. (a)(b) 101,691 609,129 
Kate Spade & Co. (a) 209,113 3,851,861 
Lakeland Industries, Inc. (a) 6,813 78,350 
lululemon athletica, Inc. (a)(b) 174,001 8,399,028 
Michael Kors Holdings Ltd. (a) 277,238 9,198,757 
Movado Group, Inc. 39,217 827,479 
NIKE, Inc. Class B 2,211,428 117,183,570 
Oxford Industries, Inc. 25,955 1,394,822 
Perry Ellis International, Inc. (a) 15,961 292,725 
PVH Corp. 132,712 14,060,836 
Ralph Lauren Corp. 91,187 6,182,479 
Rocky Brands, Inc. 8,326 118,646 
Sequential Brands Group, Inc. (a)(b) 82,806 265,807 
Skechers U.S.A., Inc. Class A (sub. vtg.) (a) 228,771 5,838,236 
Steven Madden Ltd. (a) 86,611 3,399,482 
Superior Uniform Group, Inc. 11,974 231,098 
Under Armour, Inc.:   
Class A (sub. vtg.) (a)(b) 312,447 5,986,485 
Class C (non-vtg.) (b) 294,534 5,251,541 
Unifi, Inc. (a) 22,047 620,403 
Vera Bradley, Inc. (a)(b) 29,957 281,895 
VF Corp. 554,884 29,852,759 
Vince Holding Corp. (a)(b) 26,763 16,074 
Wolverine World Wide, Inc. 157,560 4,096,560 
  269,280,941 
TOTAL CONSUMER DISCRETIONARY  5,397,654,027 
CONSUMER STAPLES - 8.3%   
Beverages - 1.8%   
Boston Beer Co., Inc. Class A (a)(b) 14,791 2,111,415 
Brown-Forman Corp.:   
Class A 40,918 2,170,291 
Class B (non-vtg.) 353,222 18,349,883 
Castle Brands, Inc. (a)(b) 173,742 338,797 
Coca-Cola Bottling Co. Consolidated 7,832 1,783,660 
Constellation Brands, Inc. Class A (sub. vtg.) 289,115 52,835,766 
Craft Brew Alliance, Inc. (a) 14,306 238,910 
Dr. Pepper Snapple Group, Inc. 303,072 28,128,112 
MGP Ingredients, Inc. (b) 19,078 976,984 
Molson Coors Brewing Co. Class B 304,160 28,831,326 
Monster Beverage Corp. (a) 671,069 33,929,249 
National Beverage Corp. 22,740 2,181,903 
PepsiCo, Inc. 2,380,909 278,256,835 
Primo Water Corp. (a) 33,980 417,614 
REED'S, Inc. (a) 1,830 5,673 
The Coca-Cola Co. 6,445,914 293,095,710 
  743,652,128 
Food & Staples Retailing - 1.7%   
AdvancePierre Foods Holdings, Inc. 59,749 2,406,092 
Andersons, Inc. 47,014 1,650,191 
Casey's General Stores, Inc. (b) 65,556 7,630,063 
Chefs' Warehouse Holdings (a)(b) 22,894 346,844 
Costco Wholesale Corp. 729,903 131,696,398 
CVS Health Corp. 1,713,432 131,642,981 
Ingles Markets, Inc. Class A 21,439 784,667 
Kroger Co. 1,536,943 45,770,163 
Natural Grocers by Vitamin Cottage, Inc. (a)(b) 12,082 119,733 
Performance Food Group Co. (a) 132,038 3,736,675 
PriceSmart, Inc. 38,992 3,441,044 
Rite Aid Corp. (a) 1,758,115 5,995,172 
Smart & Final Stores, Inc. (a)(b) 46,551 609,818 
SpartanNash Co. 61,272 1,825,906 
Sprouts Farmers Market LLC (a)(b) 217,629 5,214,391 
SUPERVALU, Inc. (a) 422,858 1,628,003 
Sysco Corp. 829,226 45,242,571 
United Natural Foods, Inc. (a)(b) 87,309 3,487,121 
Village Super Market, Inc. Class A 8,594 213,819 
Wal-Mart Stores, Inc. 2,515,107 197,687,410 
Walgreens Boots Alliance, Inc. 1,420,645 115,100,658 
Weis Markets, Inc. 29,625 1,529,243 
Welbilt, Inc. (a) 274,877 5,316,121 
Whole Foods Market, Inc. 526,774 18,431,822 
  731,506,906 
Food Products - 1.6%   
Alico, Inc. 4,002 119,860 
Amplify Snack Brands, Inc. (a)(b) 47,704 436,492 
Archer Daniels Midland Co. 956,667 39,778,214 
B&G Foods, Inc. Class A (b) 116,520 4,724,886 
Blue Buffalo Pet Products, Inc. (a)(b) 164,852 3,872,373 
Bunge Ltd. 232,109 18,561,757 
Cal-Maine Foods, Inc. (b) 58,088 2,160,874 
Calavo Growers, Inc. (b) 26,199 1,773,672 
Campbell Soup Co. 320,542 18,479,246 
Coffee Holding Co., Inc. (a) 3,401 16,563 
ConAgra Foods, Inc. 682,398 26,299,619 
Darling International, Inc. (a) 281,119 4,405,135 
Dean Foods Co. 156,497 2,854,505 
Farmer Brothers Co. (a) 27,261 817,830 
Flowers Foods, Inc. (b) 308,740 5,705,515 
Fresh Del Monte Produce, Inc. 55,694 2,822,572 
Freshpet, Inc. (a)(b) 33,847 514,474 
General Mills, Inc. 959,615 54,448,555 
Hormel Foods Corp. (b) 454,578 15,287,458 
Hostess Brands, Inc. Class A (a)(b) 143,616 2,260,516 
Ingredion, Inc. 120,255 13,719,893 
Inventure Foods, Inc. (a) 20,016 85,068 
J&J Snack Foods Corp. 25,667 3,339,277 
John B. Sanfilippo & Son, Inc. (b) 17,222 1,115,469 
Kellogg Co. 425,266 30,449,046 
Lamb Weston Holdings, Inc. 231,867 10,760,947 
Lancaster Colony Corp. 32,520 4,026,952 
Landec Corp. (a) 35,757 500,598 
Lifeway Foods, Inc. (a) 1,962 19,267 
Limoneira Co. 13,723 252,915 
McCormick & Co., Inc. (non-vtg.) (b) 192,200 20,017,630 
Mead Johnson Nutrition Co. Class A 303,922 27,176,705 
Mondelez International, Inc. 2,546,765 118,653,781 
Omega Protein Corp. 32,056 559,377 
Pilgrim's Pride Corp. (b) 94,260 2,193,430 
Pinnacle Foods, Inc. 196,002 12,212,885 
Post Holdings, Inc. (a) 105,120 8,445,341 
Sanderson Farms, Inc. (b) 34,070 4,044,109 
Seaboard Corp. 460 1,862,775 
Seneca Foods Corp. Class A (a) 9,032 278,186 
Snyders-Lance, Inc. (b) 142,680 5,243,490 
The Hain Celestial Group, Inc. (a) 175,026 6,113,658 
The Hershey Co. 228,543 26,344,152 
The J.M. Smucker Co. 191,513 24,484,937 
The Kraft Heinz Co. 995,948 91,826,406 
Tootsie Roll Industries, Inc. (b) 47,006 1,631,108 
TreeHouse Foods, Inc. (a)(b) 92,983 7,176,428 
Tyson Foods, Inc. Class A 477,592 27,385,125 
  655,259,071 
Household Products - 1.5%   
Central Garden & Pet Co. Class A (non-vtg.) (a) 79,976 2,312,106 
Church & Dwight Co., Inc. 417,766 21,581,792 
Clorox Co. 212,070 28,784,261 
Colgate-Palmolive Co. 1,475,017 112,632,298 
Energizer Holdings, Inc. 99,799 5,349,226 
HRG Group, Inc. (a) 243,938 4,627,504 
Kimberly-Clark Corp. 591,168 76,692,225 
Oil-Dri Corp. of America 2,105 72,559 
Orchids Paper Products Co. (b) 12,438 177,739 
Procter & Gamble Co. 4,263,419 375,564,580 
Spectrum Brands Holdings, Inc. (b) 41,932 5,637,757 
WD-40 Co. 25,080 2,650,956 
  636,083,003 
Personal Products - 0.2%   
Avon Products, Inc. (a) 698,517 2,374,958 
Coty, Inc. Class A 782,824 14,826,687 
Cyanotech Corp. (a) 2,300 8,740 
DS Healthcare Group, Inc. (a) 14,476 145 
Edgewell Personal Care Co. (a)(b) 95,191 6,962,270 
elf Beauty, Inc. (b) 35,801 876,050 
Estee Lauder Companies, Inc. Class A 366,440 34,496,662 
Herbalife Ltd. (a)(b) 121,381 8,712,728 
Inter Parfums, Inc. 25,837 899,128 
LifeVantage Corp. (a)(b) 19,206 76,632 
Mannatech, Inc. 599 8,745 
MediFast, Inc. 40,989 1,705,552 
Natural Health Trends Corp. (b) 11,452 319,053 
Nature's Sunshine Products, Inc. 6,985 88,360 
Nu Skin Enterprises, Inc. Class A 81,268 4,459,988 
Nutraceutical International Corp. 24,247 1,012,312 
Revlon, Inc. (a) 25,388 472,217 
The Female Health Co. (a)(b) 11,731 13,725 
USANA Health Sciences, Inc. (a) 20,348 1,310,411 
  78,624,363 
Tobacco - 1.5%   
22nd Century Group, Inc. (a)(b) 98,310 134,685 
Alliance One International, Inc. (a) 8,945 93,923 
Altria Group, Inc. 3,231,464 243,781,644 
Philip Morris International, Inc. 2,589,249 310,192,030 
Reynolds American, Inc. 1,378,583 92,709,707 
Universal Corp. 43,930 2,916,952 
Vector Group Ltd. (b) 157,078 3,414,876 
  653,243,817 
TOTAL CONSUMER STAPLES  3,498,369,288 
ENERGY - 5.6%   
Energy Equipment & Services - 1.0%   
Archrock, Inc. 117,660 1,235,430 
Aspen Aerogels, Inc. (a) 9,858 44,558 
Atwood Oceanics, Inc. (a)(b) 121,695 1,221,818 
Baker Hughes, Inc. 712,495 39,294,099 
Basic Energy Services, Inc. (a)(b) 42,877 1,178,689 
Bristow Group, Inc. (b) 47,191 309,101 
Carbo Ceramics, Inc. (a)(b) 36,697 277,796 
Core Laboratories NV (b) 76,525 7,823,916 
Dawson Geophysical Co. (a) 19,081 73,462 
Diamond Offshore Drilling, Inc. (a)(b) 99,661 1,151,085 
Dril-Quip, Inc. (a)(b) 70,873 3,515,301 
ENGlobal Corp. (a) 5,637 6,821 
Ensco PLC Class A 494,916 3,088,276 
Era Group, Inc. (a) 30,759 258,683 
Exterran Corp. (a) 59,232 1,670,342 
Fairmount Santrol Holidings, Inc. (a)(b) 254,086 1,209,449 
Forum Energy Technologies, Inc. (a)(b) 122,886 1,996,898 
Frank's International NV (b) 90,617 677,815 
Geospace Technologies Corp. (a)(b) 25,924 388,601 
Gulf Island Fabrication, Inc. 17,861 165,214 
Halliburton Co. 1,430,609 64,649,221 
Helix Energy Solutions Group, Inc. (a) 241,675 1,203,542 
Helmerich & Payne, Inc. (b) 179,550 9,455,103 
Hornbeck Offshore Services, Inc. (a)(b) 41,835 70,283 
Independence Contract Drilling, Inc. (a) 45,769 174,838 
ION Geophysical Corp. (a)(b) 10,360 46,102 
Mammoth Energy Services, Inc. 11,194 203,395 
Matrix Service Co. (a) 47,813 389,676 
McDermott International, Inc. (a) 460,303 2,858,482 
Mitcham Industries, Inc. (a) 23,287 92,449 
Nabors Industries Ltd. (b) 457,542 4,026,370 
National Oilwell Varco, Inc. (b) 627,329 20,494,838 
Natural Gas Services Group, Inc. (a) 21,602 565,972 
Newpark Resources, Inc. (a)(b) 122,453 906,152 
Noble Corp. (b) 421,660 1,707,723 
Oceaneering International, Inc. 170,909 4,166,761 
Oil States International, Inc. (a) 89,813 2,627,030 
Parker Drilling Co. (a) 180,331 243,447 
Patterson-UTI Energy, Inc. 274,325 5,848,609 
PHI, Inc. (non-vtg.) (a) 18,377 163,555 
Pioneer Energy Services Corp. (a) 120,721 295,766 
Profire Energy, Inc. (a) 14,213 20,609 
RigNet, Inc. (a) 15,376 257,548 
Rowan Companies PLC (a)(b) 205,609 2,475,532 
RPC, Inc. (b) 95,956 1,803,013 
Schlumberger Ltd. 2,327,688 161,983,808 
SEACOR Holdings, Inc. (a)(b) 30,397 1,860,600 
Smart Sand, Inc. 41,295 402,213 
Superior Energy Services, Inc. (a)(b) 236,252 2,449,933 
Synthesis Energy Systems, Inc. (a)(b) 138,081 98,659 
TechnipFMC PLC (a) 778,855 22,547,852 
Tesco Corp. (a) 127,576 593,228 
TETRA Technologies, Inc. (a) 186,418 576,032 
Transocean Ltd. (United States) (a)(b) 642,424 5,839,634 
U.S. Silica Holdings, Inc. (b) 125,689 4,776,182 
Unit Corp. (a) 78,525 1,400,101 
Weatherford International PLC (a)(b) 1,620,520 7,778,496 
Willbros Group, Inc. (a) 69,552 160,665 
  400,800,773 
Oil, Gas & Consumable Fuels - 4.6%   
Abraxas Petroleum Corp. (a) 181,293 333,579 
Adams Resources & Energy, Inc. 2,090 83,328 
Aemetis, Inc. (a)(b) 10,055 16,289 
Alon U.S.A. Energy, Inc. 48,399 597,728 
Amyris, Inc. (a)(b) 58,883 15,251 
Anadarko Petroleum Corp. 929,766 46,981,076 
Antero Resources Corp. (a)(b) 238,361 4,903,086 
Apache Corp. (b) 630,973 29,504,297 
Approach Resources, Inc. (a)(b) 60,041 152,504 
Arch Coal, Inc. (a)(b) 38,738 2,741,488 
Ardmore Shipping Corp. (b) 44,385 319,572 
Barnwell Industries, Inc. (a) 2,847 5,409 
Bill Barrett Corp. (a)(b) 120,934 418,432 
Bonanza Creek Energy, Inc. (a)(b) 423 14,928 
Bonanza Creek Energy, Inc. (b) 47,310 
Cabot Oil & Gas Corp. 796,005 17,663,351 
California Resources Corp. (a)(b) 64,079 697,820 
Callon Petroleum Co. (a)(b) 334,854 3,790,547 
Camber Energy, Inc. (a)(b) 376 73 
Carrizo Oil & Gas, Inc. (a)(b) 92,100 2,020,674 
Centennial Resource Development, Inc. Class A (b) 257,479 4,014,098 
Cheniere Energy, Inc. (a) 402,271 19,598,643 
Chesapeake Energy Corp. (a)(b) 1,267,641 6,414,263 
Chevron Corp. 3,157,952 326,784,873 
Cimarex Energy Co. 158,617 17,060,845 
Clean Energy Fuels Corp. (a) 142,581 333,640 
Cloud Peak Energy, Inc. (a)(b) 152,269 516,192 
Cobalt International Energy, Inc. (a)(b) 562,082 126,918 
Comstock Resources, Inc. (a)(b) 24,083 157,984 
Concho Resources, Inc. (a) 246,667 31,272,442 
ConocoPhillips Co. 2,067,760 92,408,194 
CONSOL Energy, Inc. (a)(b) 300,644 4,362,344 
Contango Oil & Gas Co. (a) 51,306 316,045 
Continental Resources, Inc. (a)(b) 146,908 5,523,741 
CVR Energy, Inc. (b) 23,933 477,703 
Delek U.S. Holdings, Inc. 94,831 2,325,256 
Denbury Resources, Inc. (a)(b) 635,481 972,286 
Devon Energy Corp. 867,170 29,466,437 
Diamondback Energy, Inc. (a) 162,995 15,119,416 
Earthstone Energy, Inc. (a)(b) 10,660 111,397 
Eclipse Resources Corp. (a) 169,538 379,765 
Energen Corp. (a) 161,072 9,187,547 
EOG Resources, Inc. 963,084 86,976,116 
EP Energy Corp. (a) 55,228 232,510 
EQT Corp. 287,943 15,914,610 
Evolution Petroleum Corp. 53,534 390,798 
EXCO Resources, Inc. (a)(b) 316,810 104,611 
Extraction Oil & Gas, Inc. (b) 65,143 927,636 
Exxon Mobil Corp. 6,926,375 557,573,188 
Gastar Exploration, Inc. (a)(b) 285,601 319,873 
Gener8 Maritime, Inc. (a)(b) 186,799 990,035 
Gevo, Inc. (a)(b) 7,805 5,534 
Green Plains, Inc. (b) 56,901 1,214,836 
Gulfport Energy Corp. (a) 275,383 3,951,746 
Halcon Resources Corp. (a)(b) 43,182 262,547 
Hallador Energy Co. 19,418 142,722 
Hess Corp. 446,592 20,494,107 
HollyFrontier Corp. 287,812 6,878,707 
Houston American Energy Corp. (a)(b) 36,485 16,418 
International Seaways, Inc. (a) 72,136 1,426,850 
Isramco, Inc. (a) 123 13,130 
Jagged Peak Energy, Inc. (b) 69,960 910,180 
Jones Energy, Inc. (b) 91,542 183,084 
Kinder Morgan, Inc. 3,204,523 60,116,851 
Kosmos Energy Ltd. (a)(b) 380,364 2,282,184 
Laredo Petroleum, Inc. (a)(b) 240,236 2,822,773 
Lonestar Resources U.S., Inc. (a) 18,853 83,707 
Marathon Oil Corp. 1,426,287 18,570,257 
Marathon Petroleum Corp. 875,707 45,571,792 
Matador Resources Co. (a)(b) 153,132 3,489,878 
Murphy Oil Corp. (b) 270,006 6,590,846 
Newfield Exploration Co. (a) 346,789 11,263,707 
Noble Energy, Inc. 783,196 22,469,893 
Northern Oil & Gas, Inc. (a)(b) 93,777 154,732 
Oasis Petroleum, Inc. (a) 395,968 3,864,648 
Occidental Petroleum Corp. 1,273,490 75,046,766 
ONEOK, Inc. (b) 344,789 17,129,118 
Overseas Shipholding Group, Inc. (a) 80,103 211,472 
Pacific Ethanol, Inc. (a) 51,285 302,582 
Panhandle Royalty Co. Class A 32,305 626,717 
Par Pacific Holdings, Inc. (a)(b) 53,028 912,612 
Parsley Energy, Inc. Class A (a) 367,797 10,905,181 
PBF Energy, Inc. Class A (b) 185,150 3,577,098 
PDC Energy, Inc. (a)(b) 89,317 4,435,482 
Penn Virginia Corp. (a) 9,594 410,623 
Petroquest Energy, Inc. (a) 17,737 36,538 
Phillips 66 Co. 734,144 55,875,700 
Pioneer Natural Resources Co. 281,149 46,912,522 
QEP Resources, Inc. (a) 388,809 3,888,090 
Range Resources Corp. 313,387 7,226,704 
Renewable Energy Group, Inc. (a)(b) 48,243 545,146 
Resolute Energy Corp. (a)(b) 30,507 1,195,874 
Rex American Resources Corp. (a) 9,008 856,841 
Rex Energy Corp. (a)(b) 6,338 18,444 
Rice Energy, Inc. (a) 262,106 5,242,120 
Ring Energy, Inc. (a)(b) 84,537 1,097,290 
RSP Permian, Inc. (a) 181,533 6,460,759 
Sanchez Energy Corp. (a)(b) 110,256 660,433 
SandRidge Energy, Inc. (a) 37,708 746,241 
SemGroup Corp. Class A 87,119 2,700,689 
SM Energy Co. 163,665 2,777,395 
Southwestern Energy Co. (a) 819,257 4,964,697 
Src Energy, Inc. (a)(b) 317,379 2,183,568 
Syntroleum Corp. (a)(b) 15,037 
Targa Resources Corp. 326,925 15,015,665 
Teekay Corp. (b) 95,089 580,994 
Tellurian, Inc. (a)(b) 82,724 909,137 
Tengasco, Inc. (a) 1,261 807 
Tesoro Corp. 193,810 16,132,744 
The Williams Companies, Inc. 1,373,784 39,290,222 
Torchlight Energy Resources, Inc. (a)(b) 48,218 66,541 
TransAtlantic Petroleum Ltd. (a) 18,382 21,875 
U.S. Energy Corp. (a) 2,263 1,720 
Uranium Energy Corp. (a)(b) 246,510 342,649 
Uranium Resources, Inc. (a)(b) 2,190 3,416 
VAALCO Energy, Inc. (a) 68,248 69,613 
Valero Energy Corp. 748,685 46,021,667 
Vertex Energy, Inc. (a)(b) 17,824 17,824 
W&T Offshore, Inc. (a)(b) 37,319 76,131 
Western Refining, Inc. 132,827 4,808,337 
Westmoreland Coal Co. (a) 31,012 203,749 
Whiting Petroleum Corp. (a) 451,901 3,190,421 
WildHorse Resource Development Corp. (b) 44,975 536,102 
World Fuel Services Corp. 116,948 4,132,942 
WPX Energy, Inc. (a) 650,040 7,033,433 
Zion Oil & Gas, Inc. (a)(b) 27,782 38,339 
  1,948,840,997 
TOTAL ENERGY  2,349,641,770 
FINANCIALS - 14.2%   
Banks - 6.2%   
1st Source Corp. 33,223 1,513,308 
Access National Corp. 21,459 600,637 
ACNB Corp. 3,789 107,039 
Allegiance Bancshares, Inc. (a) 20,938 811,348 
American National Bankshares, Inc. 2,748 95,768 
Ameris Bancorp 68,985 2,990,500 
Ames National Corp. 2,652 78,632 
Arrow Financial Corp. 16,949 536,436 
Associated Banc-Corp. 269,062 6,417,129 
Atlantic Capital Bancshares, Inc. (a) 24,413 452,861 
Banc of California, Inc. (b) 80,001 1,624,020 
BancFirst Corp. 17,711 1,672,804 
Bancorp, Inc., Delaware (a) 84,963 519,974 
BancorpSouth, Inc. 133,469 3,830,560 
Bank of America Corp. 16,727,803 374,870,065 
Bank of Commerce Holdings 29,023 314,900 
Bank of Hawaii Corp. 74,301 5,775,417 
Bank of Marin Bancorp 7,166 429,602 
Bank of the Ozarks, Inc. (b) 148,023 6,542,617 
BankUnited, Inc. 186,241 6,175,752 
Banner Corp. 51,093 2,743,183 
Bar Harbor Bankshares 27,763 801,518 
BB&T Corp. 1,367,985 56,976,575 
BCB Bancorp, Inc. 2,814 44,180 
Berkshire Hills Bancorp, Inc. 64,958 2,328,744 
Blue Hills Bancorp, Inc. 49,471 890,478 
BNC Bancorp 84,382 2,662,252 
BOK Financial Corp. (b) 49,801 4,010,475 
Boston Private Financial Holdings, Inc. 148,661 2,155,585 
Bridge Bancorp, Inc. 53,457 1,777,445 
Brookline Bancorp, Inc., Delaware 125,282 1,728,892 
Bryn Mawr Bank Corp. 27,092 1,106,708 
C & F Financial Corp. 1,992 95,915 
Camden National Corp. 25,093 1,008,739 
Capital Bank Financial Corp. Series A 55,839 2,071,627 
Capital City Bank Group, Inc. 7,146 134,059 
Carolina Financial Corp. 15,721 470,687 
Cathay General Bancorp 122,996 4,366,358 
Centerstate Banks of Florida, Inc. 91,633 2,202,857 
Central Pacific Financial Corp. 46,756 1,414,369 
Central Valley Community Bancorp 4,570 95,422 
Century Bancorp, Inc. Class A (non-vtg.) 686 40,989 
Chemical Financial Corp. 128,787 5,791,551 
CIT Group, Inc. 347,309 15,646,270 
Citigroup, Inc. 4,617,738 279,557,859 
Citizens & Northern Corp. 8,777 195,639 
Citizens Financial Group, Inc. 848,632 28,938,351 
City Holding Co. 25,184 1,588,859 
Civista Bancshares, Inc. 10,636 209,529 
CNB Financial Corp., Pennsylvania 22,243 466,436 
CoBiz, Inc. 52,226 822,037 
Columbia Banking Systems, Inc. 99,994 3,670,780 
Comerica, Inc. 292,599 20,060,587 
Commerce Bancshares, Inc. 166,131 8,892,992 
Community Bank System, Inc. (b) 95,374 5,127,306 
Community Trust Bancorp, Inc. 30,823 1,279,155 
ConnectOne Bancorp, Inc. 44,434 968,661 
CU Bancorp (a) 27,578 992,808 
Cullen/Frost Bankers, Inc. 95,722 8,773,879 
Customers Bancorp, Inc. (a) 47,427 1,325,585 
CVB Financial Corp. 169,790 3,446,737 
Eagle Bancorp, Inc. (a) 51,420 2,933,511 
East West Bancorp, Inc. 249,361 13,647,528 
Eastern Virginia Bankshares, Inc. 969 10,523 
Enterprise Bancorp, Inc. 15,551 466,530 
Enterprise Financial Services Corp. 35,692 1,431,249 
Equity Bancshares, Inc. (a) 6,273 186,559 
Evans Bancorp, Inc. 6,302 247,669 
Farmers Capital Bank Corp. 12,316 470,471 
Farmers National Banc Corp. 66,489 900,926 
FCB Financial Holdings, Inc. Class A (a) 80,361 3,680,534 
Fidelity Southern Corp. 33,831 723,645 
Fifth Third Bancorp 1,290,331 30,632,458 
Financial Institutions, Inc. 20,978 642,976 
First Bancorp, North Carolina 37,328 1,036,225 
First Bancorp, Puerto Rico (a) 301,460 1,564,577 
First Busey Corp. 61,291 1,740,051 
First Business Finance Services, Inc. 3,936 89,938 
First Citizen Bancshares, Inc. 15,636 5,181,770 
First Commonwealth Financial Corp. 162,059 1,990,085 
First Community Bancshares, Inc. 14,260 363,630 
First Community Financial Partners, Inc. (a) 20,399 254,988 
First Connecticut Bancorp, Inc. 13,599 340,655 
First Financial Bancorp, Ohio 103,444 2,591,272 
First Financial Bankshares, Inc. (b) 118,200 4,521,150 
First Financial Corp., Indiana 17,277 786,967 
First Financial Northwest, Inc. 2,197 35,196 
First Foundation, Inc. (a) 39,781 609,843 
First Hawaiian, Inc. 99,118 2,731,692 
First Horizon National Corp. 415,890 7,045,177 
First Internet Bancorp 6,364 164,191 
First Interstate Bancsystem, Inc. 47,490 1,657,401 
First Merchants Corp. 71,357 2,832,159 
First Mid-Illinois Bancshares, Inc. 15,730 520,663 
First Midwest Bancorp, Inc., Delaware 157,154 3,482,533 
First Northwest Bancorp (a) 5,375 87,720 
First of Long Island Corp. 32,168 873,361 
First Republic Bank 257,115 23,680,292 
First United Corp. (a) 3,395 50,925 
Flushing Financial Corp. 47,044 1,306,882 
FNB Corp., Pennsylvania 535,314 7,066,145 
Franklin Financial Network, Inc. (a) 20,997 818,883 
Fulton Financial Corp. 269,904 4,723,320 
German American Bancorp, Inc. 33,825 1,050,266 
Glacier Bancorp, Inc. 124,637 4,020,790 
Great Southern Bancorp, Inc. 15,318 749,816 
Great Western Bancorp, Inc. 100,598 3,808,640 
Green Bancorp, Inc. (a) 40,300 767,715 
Guaranty Bancorp 32,104 810,626 
Hancock Holding Co. 152,688 7,054,186 
Hanmi Financial Corp. 52,514 1,396,872 
HarborOne Bancorp, Inc. 41,736 818,860 
Heartland Financial U.S.A., Inc. 36,703 1,646,130 
Heritage Commerce Corp. 59,915 806,456 
Heritage Financial Corp., Washington 51,567 1,229,873 
Hilltop Holdings, Inc. 136,474 3,410,485 
Home Bancshares, Inc. 211,108 4,942,038 
HomeTrust Bancshares, Inc. (a) 28,372 702,207 
Hope Bancorp, Inc. 216,598 3,770,971 
Horizon Bancorp Industries 29,396 747,834 
Huntington Bancshares, Inc. 1,823,229 22,863,292 
IBERIABANK Corp. 81,864 6,319,901 
Independent Bank Corp. 29,867 607,793 
Independent Bank Corp., Massachusetts 46,109 2,787,289 
Independent Bank Group, Inc. 22,475 1,260,848 
International Bancshares Corp. 106,256 3,522,386 
Investors Bancorp, Inc. 516,646 6,835,227 
JPMorgan Chase & Co. 5,958,627 489,501,208 
KeyCorp 1,753,127 30,627,129 
Lakeland Bancorp, Inc. 71,024 1,331,700 
Lakeland Financial Corp. 43,110 1,829,157 
LegacyTexas Financial Group, Inc. 83,607 2,944,639 
Live Oak Bancshares, Inc. 47,360 1,157,952 
M&T Bank Corp. 257,855 40,346,572 
Macatawa Bank Corp. 22,839 211,032 
MainSource Financial Group, Inc. 34,621 1,121,028 
MB Financial, Inc. 124,722 5,136,052 
MBT Financial Corp. 19,637 199,316 
Mercantile Bank Corp. 25,655 797,101 
Midland States Bancorp, Inc. 6,212 217,047 
Midsouth Bancorp, Inc. 7,208 102,714 
MidWestOne Financial Group, Inc. 12,572 435,368 
MutualFirst Financial, Inc. 20,181 680,100 
National Bank Holdings Corp. 47,060 1,436,271 
National Bankshares, Inc. (b) 5,803 233,861 
National Commerce Corp. (a) 16,217 605,705 
NBT Bancorp, Inc. 92,219 3,240,576 
Nicolet Bankshares, Inc. (a) 8,651 430,647 
Northrim Bancorp, Inc. 6,518 193,585 
OFG Bancorp 71,939 672,630 
Old Line Bancshares, Inc. 8,031 224,868 
Old National Bancorp, Indiana 272,863 4,311,235 
Old Second Bancorp, Inc. 27,451 318,432 
Opus Bank 31,202 670,843 
Orrstown Financial Services, Inc. 5,669 119,616 
Pacific Continental Corp. 35,872 844,786 
Pacific Mercantile Bancorp (a) 10,321 79,472 
Pacific Premier Bancorp, Inc. (a) 51,645 1,755,930 
PacWest Bancorp 207,277 9,673,618 
Park National Corp. 25,668 2,594,265 
Park Sterling Corp. 83,541 969,911 
Peapack-Gladstone Financial Corp. 20,893 634,938 
Penns Woods Bancorp, Inc. 3,854 152,233 
People's Utah Bancorp 31,031 794,394 
Peoples Bancorp, Inc. 27,844 842,281 
Peoples Financial Corp., Mississippi (a) 2,667 34,671 
Peoples Financial Services Corp. 12,111 476,205 
Peoples United Financial, Inc. (b) 574,176 9,514,096 
Pinnacle Financial Partners, Inc. 83,847 5,043,397 
PNC Financial Services Group, Inc. 808,828 96,007,884 
Popular, Inc. 171,035 6,362,502 
Preferred Bank, Los Angeles 21,681 1,082,099 
Premier Financial Bancorp, Inc. 4,507 89,058 
PrivateBancorp, Inc. 144,473 8,609,146 
Prosperity Bancshares, Inc. 109,880 6,882,883 
QCR Holdings, Inc. 31,102 1,362,268 
Regions Financial Corp. 1,990,677 27,550,970 
Renasant Corp. 83,390 3,331,431 
Republic Bancorp, Inc., Kentucky Class A 18,205 631,349 
Republic First Bancorp, Inc. (a)(b) 116,122 1,027,680 
Royal Bancshares of Pennsylvania, Inc. Class A (a) 5,400 22,032 
S&T Bancorp, Inc. 72,150 2,407,646 
Sandy Spring Bancorp, Inc. 42,176 1,618,293 
Seacoast Banking Corp., Florida (a) 55,503 1,252,148 
ServisFirst Bancshares, Inc. (b) 88,788 3,040,101 
Shore Bancshares, Inc. 6,745 107,448 
Sierra Bancorp 11,641 279,733 
Signature Bank (a) 92,531 13,233,784 
Simmons First National Corp. Class A (b) 56,478 2,866,259 
South State Corp. 41,590 3,456,129 
Southern First Bancshares, Inc. (a) 4,963 169,735 
Southern National Bancorp of Virginia, Inc. 3,574 61,151 
Southside Bancshares, Inc. 47,030 1,531,297 
Southwest Bancorp, Inc., Oklahoma 34,097 838,786 
State Bank Financial Corp. 60,571 1,535,475 
Sterling Bancorp 235,339 5,048,022 
Stock Yards Bancorp, Inc. 30,796 1,114,815 
Stonegate Bank 22,048 997,452 
Summit Financial Group, Inc. 7,690 166,412 
Sun Bancorp, Inc. 15,520 384,120 
Sunshine Bancorp, Inc. (a) 3,140 69,237 
SunTrust Banks, Inc. 816,588 43,581,302 
SVB Financial Group (a) 85,200 14,526,600 
Synovus Financial Corp. 198,807 8,127,230 
TCF Financial Corp. 303,183 4,565,936 
Texas Capital Bancshares, Inc. (a) 86,508 6,349,687 
The First Bancorp, Inc. 17,759 446,284 
Tompkins Financial Corp. 22,580 1,711,790 
TowneBank 102,762 2,980,098 
Trico Bancshares 37,499 1,307,965 
TriState Capital Holdings, Inc. (a) 37,306 865,499 
Triumph Bancorp, Inc. (a) 26,498 604,154 
Trustmark Corp. 109,424 3,327,584 
U.S. Bancorp 2,655,757 135,151,474 
UMB Financial Corp. 85,559 5,991,697 
Umpqua Holdings Corp. 368,620 6,246,266 
Union Bankshares Corp. 76,873 2,582,933 
Union Bankshares, Inc. (b) 1,824 72,869 
United Bankshares, Inc., West Virginia (b) 163,560 6,256,170 
United Community Bank, Inc. 111,127 2,863,743 
Unity Bancorp, Inc. 5,913 94,312 
Univest Corp. of Pennsylvania 42,518 1,171,371 
Valley National Bancorp 416,825 4,701,786 
Veritex Holdings, Inc. (a) 20,567 534,742 
Washington Trust Bancorp, Inc. 22,987 1,098,779 
WashingtonFirst Bankshares, Inc. 14,852 487,443 
Webster Financial Corp. 163,732 7,977,023 
Wells Fargo & Co. 7,525,085 384,832,847 
WesBanco, Inc. 73,993 2,749,580 
West Bancorp., Inc. 59,222 1,299,923 
Westamerica Bancorp. (b) 45,279 2,323,265 
Western Alliance Bancorp. (a) 148,029 6,767,886 
Wintrust Financial Corp. 92,607 6,367,657 
Xenith Bankshares, Inc. (a)(b) 13,287 408,044 
Zions Bancorporation 308,583 12,364,921 
  2,604,677,004 
Capital Markets - 2.6%   
Affiliated Managers Group, Inc. 92,822 14,280,665 
Ameriprise Financial, Inc. 255,448 30,855,564 
Arlington Asset Investment Corp. (b) 25,721 369,354 
Artisan Partners Asset Management, Inc. 74,438 2,106,595 
Ashford, Inc. (a) 1,254 64,769 
Associated Capital Group, Inc. 6,083 206,214 
Bank of New York Mellon Corp. 1,724,915 81,277,995 
BGC Partners, Inc. Class A 395,046 4,657,592 
BlackRock, Inc. Class A 202,758 82,976,684 
CBOE Holdings, Inc. 148,645 12,838,469 
Charles Schwab Corp. 2,018,244 78,206,955 
CME Group, Inc. 564,256 66,181,586 
Cohen & Steers, Inc. 39,455 1,546,636 
Cowen Group, Inc. Class A (a)(b) 42,436 638,662 
Diamond Hill Investment Group, Inc. 4,801 970,858 
E*TRADE Financial Corp. (a) 453,447 15,693,801 
Eaton Vance Corp. (non-vtg.) 189,531 8,826,459 
Evercore Partners, Inc. Class A 60,285 4,087,323 
FactSet Research Systems, Inc. 68,243 11,307,183 
FBR & Co. 6,019 106,536 
Federated Investors, Inc. Class B (non-vtg.) (b) 166,109 4,411,855 
Financial Engines, Inc. 110,645 4,193,446 
Franklin Resources, Inc. 571,835 23,896,985 
Gain Capital Holdings, Inc. 33,946 198,584 
GAMCO Investors, Inc. Class A 6,083 176,407 
Global Brokerage, Inc. Class A (a)(b) 5,137 10,274 
Goldman Sachs Group, Inc. 617,252 130,400,658 
Great Elm Capital Group, Inc. (a) 8,360 28,006 
Greenhill & Co., Inc. 46,751 946,708 
Houlihan Lokey 40,223 1,350,286 
Institutional Financial Markets, Inc. 6,881 8,670 
Interactive Brokers Group, Inc. 119,445 4,166,242 
IntercontinentalExchange, Inc. 991,996 59,708,239 
INTL FCStone, Inc. (a) 23,975 828,576 
Invesco Ltd. 685,472 21,729,462 
Investment Technology Group, Inc. 55,680 1,109,702 
Janus Henderson Group PLC (a) 300,876 9,411,401 
KCG Holdings, Inc. Class A (a) 107,133 2,127,661 
Ladenburg Thalmann Financial Services, Inc. (a)(b) 146,974 314,524 
Lazard Ltd. Class A 215,765 9,601,543 
Legg Mason, Inc. 154,159 5,683,842 
LPL Financial 130,560 5,082,701 
Manning & Napier, Inc. Class A 21,800 101,370 
MarketAxess Holdings, Inc. 62,919 11,991,103 
Moelis & Co. Class A 40,629 1,426,078 
Moody's Corp. 277,153 32,828,773 
Morgan Stanley 2,383,444 99,484,953 
Morningstar, Inc. 35,957 2,631,333 
MSCI, Inc. 152,851 15,549,532 
Northern Trust Corp. 354,381 30,987,075 
Oppenheimer Holdings, Inc. Class A (non-vtg.) 13,547 211,333 
Piper Jaffray Companies 20,940 1,228,131 
PJT Partners, Inc. 43,421 1,679,090 
Pzena Investment Management, Inc. 4,972 43,107 
Raymond James Financial, Inc. 214,854 15,527,499 
S&P Global, Inc. 431,440 61,613,946 
Safeguard Scientifics, Inc. (a)(b) 26,745 295,532 
SEI Investments Co. 229,425 11,491,898 
Silvercrest Asset Management Group Class A 6,008 73,598 
State Street Corp. 603,058 49,125,105 
Stifel Financial Corp. (a) 108,208 4,612,907 
T. Rowe Price Group, Inc. 407,916 28,733,603 
TD Ameritrade Holding Corp. 402,795 15,048,421 
The NASDAQ OMX Group, Inc. 193,391 13,082,901 
TheStreet.com, Inc. (a) 3,696 3,437 
U.S. Global Investments, Inc. Class A 7,637 11,226 
Vector Capital Corp. rights (a) 4,280 
Virtu Financial, Inc. Class A (b) 77,143 1,257,431 
Virtus Investment Partners, Inc. 10,135 1,020,595 
Waddell & Reed Financial, Inc. Class A (b) 123,074 2,060,259 
Westwood Holdings Group, Inc. 10,927 596,396 
WisdomTree Investments, Inc. (b) 190,333 1,810,067 
  1,107,112,371 
Consumer Finance - 0.7%   
Ally Financial, Inc. 799,706 14,826,549 
American Express Co. 1,258,739 96,847,379 
Asta Funding, Inc. (a) 4,468 29,042 
Atlanticus Holdings Corp. (a) 35,598 84,367 
Capital One Financial Corp. 803,152 61,778,452 
Consumer Portfolio Services, Inc.(a) 11,930 49,867 
Credit Acceptance Corp. (a)(b) 19,841 4,266,212 
Discover Financial Services 641,828 37,675,304 
Encore Capital Group, Inc. (a)(b) 36,545 1,322,929 
Enova International, Inc. (a) 32,960 438,368 
EZCORP, Inc. (non-vtg.) Class A (a) 86,606 736,151 
First Cash Financial Services, Inc. 90,535 4,857,203 
Green Dot Corp. Class A (a) 74,413 2,733,934 
Imperial Holdings, Inc. warrants 4/11/19 (a) 1,880 
LendingClub Corp. (a)(b) 543,864 2,991,252 
Navient Corp. 480,094 6,927,756 
Nelnet, Inc. Class A 31,753 1,248,210 
Nicholas Financial, Inc. (a) 5,705 47,979 
OneMain Holdings, Inc. (a) 91,372 2,061,352 
PRA Group, Inc. (a)(b) 79,585 2,769,558 
Regional Management Corp. (a) 12,187 243,740 
Santander Consumer U.S.A. Holdings, Inc. (a) 199,933 2,233,252 
SLM Corp. (a) 719,307 7,473,600 
Synchrony Financial 1,279,171 34,345,741 
World Acceptance Corp. (a)(b) 10,919 852,992 
  286,841,189 
Diversified Financial Services - 1.4%   
Acushnet Holdings Corp. 49,208 934,952 
At Home Group, Inc. (b) 11,583 217,065 
Berkshire Hathaway, Inc. Class B (a) 3,166,999 523,441,595 
Bioverativ, Inc. 178,357 9,825,687 
Camping World Holdings, Inc. 32,678 882,306 
Cotiviti Holdings, Inc. 38,490 1,467,624 
Donnelley Financial Solutions, Inc. (a) 44,422 1,011,933 
FB Financial Corp. (b) 13,353 456,272 
Jeld-Wen Holding, Inc. 28,655 895,182 
Leucadia National Corp. 564,714 13,773,374 
Marlin Business Services Corp. 13,319 337,637 
NewStar Financial, Inc. 27,065 240,608 
On Deck Capital, Inc. (a)(b) 61,562 217,929 
PICO Holdings, Inc. (a) 29,880 488,538 
Quantenna Communications, Inc. 16,406 313,683 
Ra Pharmaceuticals, Inc. 9,916 238,182 
Sachem Capital Corp. 200 1,000 
Senseonics Holdings, Inc. (a) 5,000 7,000 
Tiptree, Inc. 33,155 200,588 
Valvoline, Inc. 340,864 7,625,128 
Varex Imaging Corp. (a)(b) 60,332 2,072,404 
Voya Financial, Inc. 328,653 11,233,360 
  575,882,047 
Insurance - 2.9%   
AFLAC, Inc. 667,358 50,305,446 
Alleghany Corp. (a) 26,648 15,651,436 
Allied World Assurance Co. Holdings AG 143,575 7,547,738 
Allstate Corp. 603,665 52,120,436 
AMBAC Financial Group, Inc. (a) 77,952 1,287,767 
American Equity Investment Life Holding Co. 151,614 3,799,447 
American Financial Group, Inc. 124,528 12,434,121 
American International Group, Inc. 1,464,893 93,211,142 
American National Insurance Co. 20,619 2,423,351 
Amerisafe, Inc. 28,834 1,493,601 
AmTrust Financial Services, Inc. (b) 173,580 2,280,841 
Aon PLC 435,235 56,976,614 
Arch Capital Group Ltd. (a) 206,403 20,072,692 
Argo Group International Holdings, Ltd. 46,444 2,874,884 
Arthur J. Gallagher & Co. 293,504 16,650,482 
Aspen Insurance Holdings Ltd. 111,432 5,660,746 
Assurant, Inc. 94,584 9,267,340 
Assured Guaranty Ltd. 219,846 8,587,185 
Athene Holding Ltd. (b) 86,087 4,242,367 
Atlas Financial Holdings, Inc. (a) 9,356 140,340 
Axis Capital Holdings Ltd. 153,356 10,057,086 
Baldwin & Lyons, Inc. Class B 11,829 281,530 
Brown & Brown, Inc. 187,833 8,157,587 
Chubb Ltd. 776,097 111,129,329 
Cincinnati Financial Corp. 247,243 17,326,789 
Citizens, Inc. Class A (a)(b) 62,312 386,958 
CNA Financial Corp. 65,156 2,971,114 
CNO Financial Group, Inc. 290,469 5,951,710 
Crawford & Co. Class B 31,537 294,871 
Donegal Group, Inc. Class A 8,008 125,646 
eHealth, Inc. (a) 26,343 482,604 
EMC Insurance Group 8,724 236,595 
Employers Holdings, Inc. 50,084 2,005,864 
Enstar Group Ltd. (a) 18,704 3,509,806 
Erie Indemnity Co. Class A 39,674 4,672,407 
Everest Re Group Ltd. 70,880 18,049,592 
FBL Financial Group, Inc. Class A 16,450 1,035,528 
Federated National Holding Co. 19,431 305,455 
Fidelity & Guaranty Life 29,774 918,528 
First Acceptance Corp. (a) 4,055 4,785 
First American Financial Corp. 189,648 8,253,481 
FNF Group 450,604 19,200,236 
FNFV Group (a) 119,032 1,660,496 
Genworth Financial, Inc. Class A (a) 831,470 3,043,180 
Global Indemnity Ltd. (a) 13,709 521,079 
Greenlight Capital Re, Ltd. (a) 42,022 865,653 
Hallmark Financial Services, Inc. (a) 10,337 106,988 
Hanover Insurance Group, Inc. 70,993 5,920,106 
Hartford Financial Services Group, Inc. 624,209 30,829,683 
HCI Group, Inc. (b) 13,167 585,536 
Health Insurance Innovations, Inc. (a) 14,064 312,924 
Heritage Insurance Holdings, Inc. 60,181 766,706 
Horace Mann Educators Corp. 65,267 2,496,463 
Independence Holding Co. 16,014 317,878 
Infinity Property & Casualty Corp. 16,040 1,535,830 
Investors Title Co. 1,086 202,995 
James River Group Holdings Ltd. 33,994 1,347,522 
Kemper Corp. 77,009 2,937,893 
Kingstone Companies, Inc. 9,045 132,509 
Kinsale Capital Group, Inc. 18,537 671,781 
Lincoln National Corp. 365,020 23,719,000 
Loews Corp. 473,959 22,351,906 
Maiden Holdings Ltd. 125,108 1,319,889 
Markel Corp. (a) 24,343 23,789,197 
Marsh & McLennan Companies, Inc. 859,634 66,673,213 
MBIA, Inc. (a)(b) 228,577 1,872,046 
Mercury General Corp. (b) 66,212 3,707,872 
MetLife, Inc. 1,809,215 91,528,187 
National General Holdings Corp. 106,900 2,347,524 
National Western Life Group, Inc. 3,602 1,106,354 
Navigators Group, Inc. 37,597 1,992,641 
Old Republic International Corp. 417,839 8,264,855 
OneBeacon Insurance Group Ltd. 38,445 705,466 
Patriot National, Inc. (b) 7,857 19,564 
Primerica, Inc. 75,461 5,448,284 
Principal Financial Group, Inc. 438,504 27,586,287 
ProAssurance Corp. 88,346 5,261,004 
Progressive Corp. 963,384 40,876,383 
Prudential Financial, Inc. 711,663 74,617,866 
Reinsurance Group of America, Inc. 107,870 13,430,894 
RenaissanceRe Holdings Ltd. 65,324 9,332,187 
RLI Corp. 67,585 3,753,671 
Safety Insurance Group, Inc. 19,906 1,324,744 
Selective Insurance Group, Inc. 101,970 5,210,667 
State Auto Financial Corp. 23,497 584,135 
State National Companies, Inc. 40,781 716,522 
Stewart Information Services Corp. 34,622 1,566,299 
The Travelers Companies, Inc. 462,027 57,684,071 
Third Point Reinsurance Ltd. (a) 92,317 1,213,969 
Torchmark Corp. 173,559 13,103,705 
Trupanion, Inc. (a)(b) 19,929 405,356 
United Fire Group, Inc. 36,055 1,559,379 
United Insurance Holdings Corp. 29,576 480,018 
Universal Insurance Holdings, Inc. (b) 52,834 1,302,358 
Unum Group 384,330 17,287,163 
Validus Holdings Ltd. 133,201 7,112,933 
W.R. Berkley Corp. 159,271 10,988,106 
White Mountains Insurance Group Ltd. 8,265 7,108,561 
Willis Group Holdings PLC 210,870 30,919,868 
WMI Holdings Corp. (a) 391,046 430,151 
XL Group Ltd. 452,595 19,773,876 
  1,245,116,870 
Mortgage Real Estate Investment Trusts - 0.2%   
AG Mortgage Investment Trust, Inc. 28,740 535,426 
Agnc Investment Corp. 590,595 12,278,470 
American Capital Mortgage Investment Corp. 77,847 1,420,708 
Annaly Capital Management, Inc. 1,733,644 20,769,055 
Anworth Mortgage Asset Corp. 251,516 1,521,672 
Apollo Commercial Real Estate Finance, Inc. (b) 130,211 2,403,695 
Arbor Realty Trust, Inc. 80,640 661,248 
Ares Commercial Real Estate Corp. 39,618 524,146 
Armour Residential REIT, Inc. 61,211 1,590,874 
Blackstone Mortgage Trust, Inc. (b) 145,044 4,503,616 
Capstead Mortgage Corp. 129,311 1,362,938 
Cherry Hill Mortgage Investment Corp. 12,023 217,496 
Chimera Investment Corp. 288,782 5,371,345 
CIM Commercial Trust Corp. 6,057 95,701 
CYS Investments, Inc. 246,028 2,074,016 
Dynex Capital, Inc. 68,104 467,193 
Ellington Residential Mortgage REIT 15,540 223,621 
Five Oaks Investment Corp. (b) 6,106 33,278 
Great Ajax Corp. 14,698 204,890 
Hannon Armstrong Sustainable Infrastructure Capital, Inc. (b) 72,110 1,579,930 
Invesco Mortgage Capital, Inc. 162,908 2,629,335 
Ladder Capital Corp. Class A 130,256 1,832,702 
MFA Financial, Inc. 654,424 5,444,808 
New Residential Investment Corp. 514,969 8,285,851 
New York Mortgage Trust, Inc. (b) 176,500 1,097,830 
Orchid Island Capital, Inc. (b) 73,768 741,368 
Owens Realty Mortgage, Inc. 54,252 888,648 
PennyMac Mortgage Investment Trust 106,166 1,860,028 
Redwood Trust, Inc. 130,122 2,201,664 
Resource Capital Corp. 40,594 391,326 
Starwood Property Trust, Inc. (b) 427,439 9,412,207 
Two Harbors Investment Corp. 531,577 5,305,138 
Western Asset Mortgage Capital Corp. 72,828 742,846 
ZAIS Financial Corp. 6,000 89,700 
  98,762,769 
Real Estate Management & Development - 0.0%   
The RMR Group, Inc. 10,073 494,584 
Thrifts & Mortgage Finance - 0.2%   
ASB Bancorp, Inc. (a) 1,992 80,676 
Astoria Financial Corp. 151,919 2,813,540 
Bank Mutual Corp. 56,001 495,609 
BankFinancial Corp. 19,300 283,324 
Bear State Financial, Inc. 13,571 118,611 
Beneficial Bancorp, Inc. 178,014 2,607,905 
BofI Holding, Inc. (a)(b) 89,235 1,981,017 
BSB Bancorp, Inc. (a) 6,958 201,782 
Capitol Federal Financial, Inc. 236,533 3,268,886 
Charter Financial Corp. 26,857 480,740 
Clifton Bancorp, Inc. 32,703 531,424 
Dime Community Bancshares, Inc. 51,879 985,701 
ESSA Bancorp, Inc. 4,298 62,536 
Essent Group Ltd. (a) 118,630 4,302,710 
EverBank Financial Corp. 217,769 4,235,607 
Farmer Mac Class C (non-vtg.) 15,100 915,060 
First Defiance Financial Corp. 13,178 686,574 
Flagstar Bancorp, Inc. (a) 37,206 1,074,881 
Hingham Institution for Savings 2,103 370,633 
Home Bancorp, Inc. 3,114 108,367 
HomeStreet, Inc. (a) 54,010 1,447,468 
Impac Mortgage Holdings, Inc. (a)(b) 22,924 376,641 
Kearny Financial Corp. 157,909 2,202,831 
Lendingtree, Inc. (a)(b) 11,133 1,732,295 
Meridian Bancorp, Inc. Maryland 112,706 1,825,837 
Meta Financial Group, Inc. 14,625 1,251,900 
MGIC Investment Corp. (a) 616,542 6,523,014 
Nationstar Mortgage Holdings, Inc. (a)(b) 49,983 815,723 
New York Community Bancorp, Inc. 826,053 10,672,605 
NMI Holdings, Inc. (a) 95,441 992,586 
Northfield Bancorp, Inc. 77,835 1,281,164 
Northwest Bancshares, Inc. 177,568 2,732,772 
OceanFirst Financial Corp. 60,020 1,590,530 
Ocwen Financial Corp. (a) 179,422 444,967 
Oritani Financial Corp. 122,108 2,020,887 
PennyMac Financial Services, Inc. (a) 35,269 567,831 
PHH Corp. (a) 94,843 1,275,638 
Poage Bankshares, Inc. 2,365 46,118 
Provident Financial Holdings, Inc. 3,066 58,254 
Provident Financial Services, Inc. 124,224 2,899,388 
Radian Group, Inc. 389,840 6,260,830 
Riverview Bancorp, Inc. 6,875 46,888 
Security National Financial Corp. Class A 11,754 74,638 
SI Financial Group, Inc. 3,746 56,190 
Southern Missouri Bancorp, Inc. 1,632 51,245 
Stonegate Mortgage Corp. (a) 14,418 115,200 
Territorial Bancorp, Inc. 13,244 398,115 
TFS Financial Corp. 159,329 2,488,719 
Timberland Bancorp, Inc. 5,034 114,372 
Trustco Bank Corp., New York 140,018 1,029,132 
United Community Financial Corp. 43,226 341,918 
United Financial Bancorp, Inc. New 78,038 1,263,435 
Walker & Dunlop, Inc. (a) 49,313 2,303,410 
Walter Investment Management Corp. (a)(b) 49,597 52,573 
Washington Federal, Inc. 157,606 5,035,512 
Waterstone Financial, Inc. 41,772 789,491 
Westbury Bancorp, Inc. (a) 4,860 98,901 
Westfield Financial, Inc. 33,310 331,435 
WSFS Financial Corp. 46,100 2,033,010 
  89,249,046 
TOTAL FINANCIALS  6,008,135,880 
HEALTH CARE - 13.3%   
Biotechnology - 2.8%   
AbbVie, Inc. 2,655,718 175,330,502 
Abeona Therapeutics, Inc. (a)(b) 62,198 332,759 
ACADIA Pharmaceuticals, Inc. (a)(b) 153,690 3,951,370 
Acceleron Pharma, Inc. (a)(b) 65,396 1,668,252 
Achillion Pharmaceuticals, Inc. (a) 199,588 888,167 
Acorda Therapeutics, Inc. (a) 71,044 980,407 
Actinium Pharmaceuticals, Inc. (a)(b) 38,656 55,278 
Adamas Pharmaceuticals, Inc. (a)(b) 24,337 374,303 
Aduro Biotech, Inc. (a)(b) 43,288 432,880 
Advaxis, Inc. (a)(b) 48,573 391,984 
Adverum Biotechnologies, Inc. (a) 12,370 31,544 
Aevi Genomic Medicine, Inc. (a)(b) 41,669 44,586 
Agenus, Inc. (a)(b) 96,074 318,966 
Agios Pharmaceuticals, Inc. (a)(b) 68,003 3,173,700 
Aimmune Therapeutics, Inc. (a)(b) 39,537 656,314 
Akebia Therapeutics, Inc. (a) 119,958 1,607,437 
Albireo Pharma, Inc. (a) 3,603 73,789 
Alder Biopharmaceuticals, Inc. (a)(b) 88,675 1,365,595 
Alexion Pharmaceuticals, Inc. (a) 373,145 36,579,404 
Alkermes PLC (a) 253,709 14,654,232 
Alnylam Pharmaceuticals, Inc. (a)(b) 118,047 7,727,357 
AMAG Pharmaceuticals, Inc. (a)(b) 54,744 947,071 
Amgen, Inc. 1,228,063 190,644,500 
Amicus Therapeutics, Inc. (a)(b) 246,314 1,975,438 
AnaptysBio, Inc. 5,071 129,767 
Anavex Life Sciences Corp. (a)(b) 58,538 338,935 
Anthera Pharmaceuticals, Inc. (a)(b) 7,268 11,701 
Applied Genetic Technologies Corp. (a) 14,097 73,304 
Aptevo Therapeutics, Inc. (a) 19,070 40,238 
AquaBounty Technologies, Inc. (a)(b) 1,372 11,278 
Aquinox Pharmaceuticals, Inc. (a)(b) 27,880 355,749 
Ardelyx, Inc. (a) 32,056 150,663 
Arena Pharmaceuticals, Inc. (a) 508,840 661,492 
Argos Therapeutics, Inc. (a)(b) 19,777 8,603 
ArQule, Inc. (a) 65,290 77,695 
Array BioPharma, Inc. (a)(b) 275,405 2,087,570 
Arrowhead Pharmaceuticals, Inc. (a)(b) 223,439 321,752 
Asterias Biotherapeutics, Inc. (a)(b) 24,436 74,530 
Atara Biotherapeutics, Inc. (a)(b) 38,054 504,216 
Athersys, Inc. (a)(b) 185,212 259,297 
aTyr Pharma, Inc. (a)(b) 6,529 21,219 
Audentes Therapeutics, Inc. 34,208 488,148 
AVEO Pharmaceuticals, Inc. (a)(b) 43,200 30,672 
Aviragen Therapeutics, Inc. (a) 46,093 21,668 
Bellicum Pharmaceuticals, Inc. (a)(b) 35,938 380,583 
Biocept, Inc. (a)(b) 7,092 10,638 
BioCryst Pharmaceuticals, Inc. (a)(b) 125,510 646,377 
Biogen, Inc. (a) 359,775 89,141,452 
BioMarin Pharmaceutical, Inc. (a) 289,210 25,346,364 
Biospecifics Technologies Corp. (a) 7,257 376,130 
BioTime, Inc. (a)(b) 346,441 1,042,787 
bluebird bio, Inc. (a)(b) 66,418 5,004,596 
Blueprint Medicines Corp. (a)(b) 56,200 2,016,456 
BrainStorm Cell Therpeutic, Inc. (a)(b) 15,396 60,814 
Calithera Biosciences, Inc. (a) 45,690 710,480 
Cancer Genetics, Inc. (a)(b) 9,725 37,441 
Cara Therapeutics, Inc. (a)(b) 41,713 690,767 
Cascadian Therapeutics, Inc. (a) 49,541 193,210 
CASI Pharmaceuticals, Inc. (a) 289 292 
Catalyst Biosciences, Inc. (a) 180 851 
Catalyst Pharmaceutical Partners, Inc. (a) 93,518 198,258 
Cel-Sci Corp. (a)(b) 81,306 6,488 
Celgene Corp. (a) 1,295,228 148,187,035 
Celldex Therapeutics, Inc. (a)(b) 215,095 608,719 
Cellular Biomedicine Group, Inc. (a)(b) 8,068 51,635 
Celsion Corp. (a)(b) 763 2,033 
Cerulean Pharma, Inc. (a)(b) 28,222 10,724 
ChemoCentryx, Inc. (a)(b) 36,062 239,452 
Chiasma, Inc. (a)(b) 8,745 12,680 
Chimerix, Inc. (a) 63,824 285,932 
Cidara Therapeutics, Inc. (a) 2,782 16,692 
Cleveland Biolabs, Inc. (a) 1,776 7,353 
Clovis Oncology, Inc. (a)(b) 72,598 3,750,413 
Coherus BioSciences, Inc. (a)(b) 71,178 1,405,766 
Conatus Pharmaceuticals, Inc. (a)(b) 36,543 180,157 
Concert Pharmaceuticals, Inc. (a) 25,754 323,470 
Corbus Pharmaceuticals Holdings, Inc. (a)(b) 46,114 285,907 
CorMedix, Inc. (a)(b) 48,587 19,192 
Corvus Pharmaceuticals, Inc. (a) 10,405 105,715 
CTI BioPharma Corp. (a)(b) 19,153 77,953 
Curis, Inc. (a) 179,000 306,090 
Cyclacel Pharmaceuticals, Inc. (b) 960 4,042 
Cytokinetics, Inc. (a)(b) 76,663 1,038,784 
CytomX Therapeutics, Inc. (a)(b) 55,930 788,054 
Cytori Therapeutics, Inc. (a) 10,777 10,777 
CytRx Corp. (a)(b) 55,459 48,693 
Dicerna Pharmaceuticals, Inc. (a)(b) 22,350 69,285 
Dimension Therapeutics, Inc. (a) 31,436 34,580 
Dyax Corp. rights 12/31/19 (a) 200,675 650,187 
Dynavax Technologies Corp. (a)(b) 52,974 291,357 
Eagle Pharmaceuticals, Inc. (a)(b) 14,894 1,086,517 
Edge Therapeutics, Inc. (a)(b) 50,398 493,900 
Editas Medicine, Inc. (a)(b) 42,479 580,263 
Eiger Biopharmaceuticals, Inc. (a)(b) 1,065 7,082 
Eleven Biotherapeutics, Inc. (a)(b) 6,105 8,364 
Emergent BioSolutions, Inc. (a)(b) 56,205 1,794,626 
Enanta Pharmaceuticals, Inc. (a) 25,666 772,033 
Epizyme, Inc. (a)(b) 64,306 919,576 
Esperion Therapeutics, Inc.(a)(b) 26,856 859,929 
Exact Sciences Corp. (a)(b) 180,358 6,577,656 
Exelixis, Inc. (a) 376,754 7,049,067 
Fate Therapeutics, Inc. (a)(b) 23,219 78,248 
Fibrocell Science, Inc. (a)(b) 12,960 27,734 
FibroGen, Inc. (a) 94,209 2,477,697 
Five Prime Therapeutics, Inc. (a) 46,353 1,309,472 
Flexion Therapeutics, Inc. (a)(b) 39,546 675,841 
Fortress Biotech, Inc. (a)(b) 43,908 158,508 
Foundation Medicine, Inc. (a)(b) 24,382 926,516 
Galectin Therapeutics, Inc. (a)(b) 56,076 127,293 
Galena Biopharma, Inc. (a)(b) 12,770 7,161 
Genocea Biosciences, Inc. (a)(b) 32,032 195,395 
Genomic Health, Inc. (a) 30,953 983,067 
GenVec, Inc. (a) 814 5,234 
Geron Corp. (a)(b) 277,780 738,895 
Gilead Sciences, Inc. 2,178,275 141,348,265 
Global Blood Therapeutics, Inc. (a)(b) 50,497 1,363,419 
GlycoMimetics, Inc. (a)(b) 10,456 132,687 
GTx, Inc. (a) 1,962 5,964 
Halozyme Therapeutics, Inc. (a)(b) 191,394 2,258,449 
Harvard Apparatus (a)(b) 3,080 862 
Heat Biologics, Inc. (a) 3,136 2,192 
Hemispherx Biopharma, Inc. (a) 10,898 6,332 
Heron Therapeutics, Inc. (a)(b) 88,956 1,192,010 
iBio, Inc. (a)(b) 40,361 14,881 
Idera Pharmaceuticals, Inc. (a)(b) 159,215 259,520 
Ignyta, Inc. (a) 75,502 532,289 
Immune Design Corp. (a) 12,017 89,527 
Immune Pharmaceuticals, Inc. (a)(b) 7,141 15,782 
ImmunoCellular Therapeutics Ltd. (a) 1,048 1,184 
ImmunoGen, Inc. (a)(b) 137,379 633,317 
Immunomedics, Inc. (a)(b) 167,994 1,268,355 
Incyte Corp. (a) 288,204 37,273,423 
Infinity Pharmaceuticals, Inc. (a) 64,535 111,000 
Inotek Pharmaceuticals Corp. (a)(b) 20,127 34,216 
Inovio Pharmaceuticals, Inc. (a)(b) 96,684 729,964 
Insmed, Inc. (a)(b) 93,412 1,440,413 
Insys Therapeutics, Inc. (a)(b) 45,156 663,793 
Intellia Therapeutics, Inc. (a)(b) 14,395 164,967 
Intercept Pharmaceuticals, Inc. (a)(b) 29,766 3,330,815 
Intrexon Corp. (a)(b) 109,940 2,343,921 
Invitae Corp. (a)(b) 60,878 522,333 
Ionis Pharmaceuticals, Inc. (a)(b) 199,254 9,123,841 
Ironwood Pharmaceuticals, Inc. Class A (a)(b) 221,795 3,927,989 
IsoRay, Inc. (a) 57,047 31,376 
Jounce Therapeutics, Inc. (b) 10,322 209,021 
Juno Therapeutics, Inc. (a)(b) 132,147 3,069,775 
Kalvista Pharmaceuticals, Inc. (a)(b) 508 3,780 
Karyopharm Therapeutics, Inc. (a)(b) 46,345 376,321 
Keryx Biopharmaceuticals, Inc. (a)(b) 176,242 1,126,186 
Kindred Biosciences, Inc. (a) 24,046 163,513 
Kite Pharma, Inc. (a)(b) 81,717 5,909,773 
La Jolla Pharmaceutical Co. (a)(b) 28,865 825,539 
Lexicon Pharmaceuticals, Inc. (a)(b) 68,906 954,348 
Ligand Pharmaceuticals, Inc. Class B (a)(b) 36,373 3,938,468 
Lion Biotechnologies, Inc. (a) 61,965 319,120 
Loxo Oncology, Inc. (a)(b) 29,776 1,359,274 
Macrogenics, Inc. (a) 52,348 929,177 
Madrigal Pharmaceuticals, Inc. (a)(b) 6,525 99,311 
MannKind Corp. (a)(b) 80,635 122,565 
MediciNova, Inc. (a)(b) 31,401 182,754 
MEI Pharma, Inc. (a) 26,819 60,343 
Merrimack Pharmaceuticals, Inc. 222,876 404,520 
MiMedx Group, Inc. (a)(b) 155,727 2,130,345 
Minerva Neurosciences, Inc. (a)(b) 26,210 216,233 
Mirati Therapeutics, Inc. (a)(b) 22,963 64,296 
Momenta Pharmaceuticals, Inc. (a) 120,689 1,749,991 
Myriad Genetics, Inc. (a)(b) 115,012 2,340,494 
NanoViricides, Inc. (a)(b) 32,620 40,123 
NantKwest, Inc. (a)(b) 76,001 278,924 
Natera, Inc. (a)(b) 66,582 681,800 
Navidea Biopharmaceuticals, Inc. (a)(b) 148,549 68,184 
Neothetics, Inc. (a)(b) 10,095 24,632 
Neuralstem, Inc. (a)(b) 8,195 36,550 
Neurocrine Biosciences, Inc. (a)(b) 145,204 6,312,018 
NewLink Genetics Corp. (a)(b) 41,496 529,489 
Nivalis Therapeutics, Inc. (a) 48,336 111,173 
Novavax, Inc. (a)(b) 436,535 402,180 
Ohr Pharmaceutical, Inc. (a) 32,314 19,388 
OncoCyte Corp. (a) 3,324 18,448 
OncoGenex Pharmaceuticals, Inc. (a)(b) 10,565 4,025 
OncoMed Pharmaceuticals, Inc. (a)(b) 27,577 89,901 
Onconova Therapeutics, Inc. (a) 624 1,154 
Opexa Therapeutics, Inc. (a)(b) 715 417 
Ophthotech Corp. (a)(b) 50,366 114,331 
Opko Health, Inc. (a)(b) 617,855 3,793,630 
Oragenics, Inc. (a) 9,973 4,777 
Organovo Holdings, Inc. (a)(b) 337,362 954,734 
Otonomy, Inc. (a) 38,289 469,040 
OvaScience, Inc. (a)(b) 60,110 76,941 
Palatin Technologies, Inc. (a)(b) 204,858 72,212 
PDL BioPharma, Inc. (b) 309,517 739,746 
Peregrine Pharmaceuticals, Inc. (a) 388,231 214,304 
Pfenex, Inc. (a) 21,045 85,653 
PharmAthene, Inc. 5,137 21,832 
Portola Pharmaceuticals, Inc. (a) 95,806 3,530,451 
Progenics Pharmaceuticals, Inc. (a)(b) 118,604 755,507 
Protagonist Therapeutics, Inc. 52,263 583,778 
Proteon Therapeutics, Inc. (a)(b) 5,515 6,618 
Proteostasis Therapeutics, Inc. (a) 15,177 60,101 
Prothena Corp. PLC (a)(b) 60,302 3,076,005 
PTC Therapeutics, Inc. (a)(b) 53,763 673,650 
Puma Biotechnology, Inc. (a)(b) 46,931 3,590,222 
Radius Health, Inc. (a)(b) 63,620 2,202,524 
Recro Pharma, Inc. (a) 20,797 150,986 
Regeneron Pharmaceuticals, Inc. (a) 126,763 58,191,823 
REGENXBIO, Inc. (a) 45,270 774,117 
Regulus Therapeutics, Inc. (a) 29,427 41,198 
Repligen Corp. (a)(b) 56,311 2,209,644 
Retrophin, Inc. (a)(b) 55,340 877,139 
Rexahn Pharmaceuticals, Inc. (a)(b) 42,298 160,732 
Rigel Pharmaceuticals, Inc. (a) 204,250 467,733 
Sage Therapeutics, Inc. (a)(b) 54,004 3,570,204 
Sangamo Therapeutics, Inc. (a)(b) 153,345 1,042,746 
Sarepta Therapeutics, Inc. (a)(b) 83,495 2,491,491 
Savara, Inc. (a)(b) 2,094 9,863 
Seattle Genetics, Inc. (a)(b) 158,217 10,122,724 
Selecta Biosciences, Inc. 4,963 67,894 
Seres Therapeutics, Inc. (a)(b) 32,924 300,267 
Sorrento Therapeutics, Inc. (a)(b) 134,335 208,219 
Spark Therapeutics, Inc. (a)(b) 34,227 1,743,181 
Spectrum Pharmaceuticals, Inc. (a)(b) 93,049 526,657 
Stemline Therapeutics, Inc. (a)(b) 29,702 234,646 
Sunesis Pharmaceuticals, Inc. (a) 5,440 16,102 
Syndax Pharmaceuticals, Inc. (a)(b) 33,111 401,968 
Synergy Pharmaceuticals, Inc. (a)(b) 340,704 1,195,871 
Synthetic Biologics, Inc. (a)(b) 84,770 49,201 
T2 Biosystems, Inc. (a)(b) 14,700 48,657 
Tenax Therapeutics, Inc. (a)(b) 1,373 688 
TESARO, Inc. (a)(b) 56,679 8,462,741 
TG Therapeutics, Inc. (a)(b) 74,655 839,869 
Threshold Pharmaceuticals, Inc. (a)(b) 121,292 55,430 
TONIX Pharmaceuticals Holding (a) 1,717 7,400 
TRACON Pharmaceuticals, Inc. (a)(b) 4,111 11,100 
Trevena, Inc. (a) 130,021 302,949 
Trovagene, Inc. (a)(b) 33,847 21,777 
Ultragenyx Pharmaceutical, Inc. (a)(b) 65,524 3,528,467 
United Therapeutics Corp. (a) 73,517 8,887,470 
Vanda Pharmaceuticals, Inc. (a) 64,409 885,624 
Veracyte, Inc. (a) 15,721 127,969 
Verastem, Inc. (a) 47,048 96,919 
Vericel Corp. (a)(b) 28,746 84,801 
Versartis, Inc. (a)(b) 37,706 578,787 
Vertex Pharmaceuticals, Inc. (a) 413,248 51,077,453 
Vical, Inc. (a) 6,566 15,955 
Vital Therapies, Inc. (a)(b) 26,714 70,792 
Voyager Therapeutics, Inc. (a) 6,634 58,777 
Xbiotech, Inc. (a)(b) 36,998 272,675 
Xencor, Inc. (a) 60,989 1,250,275 
XOMA Corp. (a)(b) 4,980 32,221 
Zafgen, Inc. (a) 24,672 83,638 
ZIOPHARM Oncology, Inc. (a)(b) 222,939 1,304,193 
  1,190,394,795 
Health Care Equipment & Supplies - 2.7%   
Abaxis, Inc. 36,438 1,763,599 
Abbott Laboratories 2,890,046 131,959,500 
Abiomed, Inc. (a) 66,751 9,173,590 
Accuray, Inc. (a)(b) 142,393 583,811 
Alere, Inc. (a) 143,234 6,948,281 
Align Technology, Inc. (a) 124,981 18,147,241 
Alliqua Biomedical, Inc. (a)(b) 4,397 1,563 
Alphatec Holdings, Inc. (a)(b) 3,066 5,979 
Amedica Corp. (a)(b) 69,010 18,502 
Analogic Corp. 19,536 1,404,638 
Angiodynamics, Inc. (a) 51,608 778,249 
Anika Therapeutics, Inc. (a)(b) 21,825 1,009,843 
Antares Pharma, Inc. (a) 242,616 589,557 
Apollo Endosurgery, Inc. (a) 102 690 
Atossa Genetics, Inc. (a) 52 24 
Atricure, Inc. (a)(b) 47,294 987,972 
Atrion Corp. 2,291 1,263,830 
Avinger, Inc. (a)(b) 31,221 16,566 
AxoGen, Inc. (a) 41,462 615,711 
Baxter International, Inc. 807,147 47,871,889 
Becton, Dickinson & Co. 375,318 71,021,425 
Bellerophon Therapeutics, Inc. (a)(b) 16,556 22,019 
BioLase Technology, Inc. (a)(b) 31,172 34,601 
Boston Scientific Corp. (a) 2,279,587 61,617,237 
Bovie Medical Corp. (a) 10,849 22,457 
C.R. Bard, Inc. 119,826 36,838,107 
Cantel Medical Corp. 62,489 4,862,894 
Cardiovascular Systems, Inc. (a) 58,185 1,747,296 
Cerus Corp. (a)(b) 159,551 365,372 
Cesca Therapeutics, Inc. (a)(b) 793 2,419 
Cogentix Medical, Inc. (a) 1,160 1,902 
ConforMis, Inc. (a)(b) 87,736 355,331 
CONMED Corp. 37,823 1,920,274 
Corindus Vascular Robotics, Inc. (a)(b) 178,714 203,734 
Cryolife, Inc. (a) 38,723 706,695 
Cutera, Inc. (a) 15,449 352,237 
CytoSorbents Corp. (a)(b) 24,969 104,870 
Danaher Corp. 1,018,529 86,513,853 
Dentsply Sirona, Inc. 386,199 24,531,360 
DexCom, Inc. (a)(b) 141,128 9,432,996 
Dextera Surgical, Inc. (a) 2,377 442 
Edwards Lifesciences Corp. (a) 354,777 40,824,189 
Ekso Bionics Holdings, Inc. (a)(b) 18,398 19,134 
Endologix, Inc. (a)(b) 127,100 612,622 
Entellus Medical, Inc. (a)(b) 19,089 254,456 
EnteroMedics, Inc. (a)(b) 13,109 68,953 
Exactech, Inc. (a) 12,870 389,961 
Fonar Corp. (a) 7,275 184,058 
Genmark Diagnostics, Inc. (a) 85,964 1,112,374 
Glaukos Corp. (a)(b) 17,206 700,456 
Globus Medical, Inc. (a) 121,778 3,744,674 
Haemonetics Corp. (a) 91,218 3,719,870 
Halyard Health, Inc. (a)(b) 83,663 3,006,848 
Hill-Rom Holdings, Inc. 96,355 7,454,023 
Hologic, Inc. (a) 460,698 19,952,830 
ICU Medical, Inc. (a) 25,020 4,035,726 
IDEXX Laboratories, Inc. (a) 147,135 24,776,063 
Inogen, Inc. (a) 30,117 2,669,571 
Insulet Corp. (a)(b) 96,745 4,060,388 
Integer Holdings Corp. (a) 45,898 1,822,151 
Integra LifeSciences Holdings Corp. (a) 95,938 4,830,478 
Intuitive Surgical, Inc. (a) 62,552 57,215,063 
Invacare Corp. 57,619 815,309 
InVivo Therapeutics Holdings Corp. (a)(b) 46,249 90,186 
Invuity, Inc.(a) 16,779 122,487 
IRadimed Corp. (a)(b) 3,077 25,078 
iRhythm Technologies, Inc. 20,421 708,200 
Iridex Corp. (a)(b) 4,871 43,790 
K2M Group Holdings, Inc. (a) 62,592 1,423,968 
Kewaunee Scientific Corp. 1,376 31,579 
Lantheus Holdings, Inc. (a) 45,045 747,747 
LeMaitre Vascular, Inc. 20,554 628,130 
LivaNova PLC (a)(b) 75,176 4,273,004 
Masimo Corp. (a) 72,369 6,298,998 
Medtronic PLC 2,284,037 192,498,638 
Meridian Bioscience, Inc. 73,595 1,015,611 
Merit Medical Systems, Inc. (a) 93,532 3,320,386 
Microbot Medical, Inc. (a)(b) 7,285 32,928 
Misonix, Inc. (a) 7,938 84,143 
Natus Medical, Inc. (a) 56,909 1,929,215 
Neogen Corp. (a) 62,381 3,948,093 
Nevro Corp. (a)(b) 36,759 2,530,122 
NuVasive, Inc. (a)(b) 83,449 6,261,178 
Nuvectra Corp. (a) 13,499 130,130 
NxStage Medical, Inc. (a) 98,730 2,138,492 
OraSure Technologies, Inc. (a) 97,410 1,467,969 
Orthofix International NV (a) 27,349 1,139,633 
Penumbra, Inc. (a)(b) 43,376 3,593,702 
PhotoMedex, Inc. (a)(b) 1,311 1,862 
Pulse Biosciences, Inc. (b) 10,423 297,994 
Quidel Corp. (a) 41,985 1,042,068 
ResMed, Inc. 241,759 17,189,065 
Retractable Technologies, Inc. (a) 5,248 5,773 
Rockwell Medical Technologies, Inc. (a)(b) 83,284 596,313 
Roka Bioscience, Inc. (a)(b) 10,160 27,330 
RTI Biologics, Inc. (a) 100,701 518,610 
Seaspine Holdings Corp. (a) 11,601 115,894 
Second Sight Medical Products, Inc. (a)(b) 20,882 24,014 
Sientra, Inc. (a)(b) 27,954 209,375 
Skyline Medical, Inc. (a)(b) 19,298 33,772 
Staar Surgical Co. (a)(b) 39,188 358,570 
Steris PLC 151,004 11,711,870 
STRATA Skin Sciences, Inc. (a) 803 2,072 
Stryker Corp. 516,149 73,788,661 
SurModics, Inc. (a) 19,525 476,410 
Synergetics U.S.A., Inc. (a) 19,727 3,748 
Tactile Systems Technology, Inc. (b) 32,815 798,389 
Tandem Diabetes Care, Inc. (a)(b) 25,765 20,491 
TearLab Corp. (a)(b) 1,739 3,426 
Teleflex, Inc. 77,066 15,414,741 
The Cooper Companies, Inc. 81,731 17,878,656 
The Spectranetics Corp. (a)(b) 92,079 2,486,133 
TransEnterix, Inc. (a)(b) 90,218 42,763 
Utah Medical Products, Inc. 13,511 907,939 
Varian Medical Systems, Inc. (a)(b) 153,766 15,225,909 
Vermillion, Inc. (a) 12,449 21,288 
ViewRay, Inc. (a)(b) 55,513 363,610 
Viveve Medical, Inc. (b) 22,359 159,643 
West Pharmaceutical Services, Inc. 126,597 12,282,441 
Wright Medical Group NV (a)(b) 185,020 4,943,734 
Zimmer Biomet Holdings, Inc. 333,337 39,737,104 
Zosano Pharma Corp. (a)(b) 34,865 51,252 
  1,157,292,080 
Health Care Providers & Services - 2.5%   
AAC Holdings, Inc. (a)(b) 12,779 80,252 
Acadia Healthcare Co., Inc. (a)(b) 128,691 5,320,086 
Aceto Corp. 47,837 676,894 
Addus HomeCare Corp. (a) 10,897 404,279 
Aetna, Inc. 551,258 79,855,234 
Alliance Healthcare Services, Inc. (a) 17,141 227,118 
Almost Family, Inc. (a) 19,278 1,106,557 
Amedisys, Inc. (a)(b) 47,206 2,828,584 
American Renal Associates Holdings, Inc. (a)(b) 16,913 273,991 
AmerisourceBergen Corp. 273,549 25,103,592 
AMN Healthcare Services, Inc. (a)(b) 76,320 2,766,600 
Anthem, Inc. 439,942 80,223,424 
BioScrip, Inc. (a)(b) 230,699 417,565 
BioTelemetry, Inc. (a) 45,986 1,326,696 
Brookdale Senior Living, Inc. (a) 306,214 4,207,380 
Caladrius Biosciences, Inc. (a)(b) 9,530 44,410 
Capital Senior Living Corp. (a)(b) 37,012 512,246 
Cardinal Health, Inc. 526,848 39,139,538 
Centene Corp. (a) 284,670 20,675,582 
Chemed Corp. 28,374 5,807,023 
Cigna Corp. 429,347 69,223,617 
Civitas Solutions, Inc. (a) 27,734 436,811 
Community Health Systems, Inc. (a) 198,155 1,753,672 
Corvel Corp. (a) 17,696 824,634 
Cross Country Healthcare, Inc. (a) 55,702 643,358 
DaVita HealthCare Partners, Inc. (a) 263,576 17,464,546 
Diplomat Pharmacy, Inc. (a)(b) 79,924 1,369,897 
Envision Healthcare Corp. (a)(b) 195,808 10,693,075 
Express Scripts Holding Co. (a) 1,009,199 60,299,640 
Five Star Sr Living, Inc. (a) 70,113 126,203 
Genesis HealthCare, Inc. Class A (a) 27,157 46,167 
HCA Holdings, Inc. (a) 477,936 39,147,738 
HealthEquity, Inc. (a) 71,604 3,279,463 
HealthSouth Corp. 148,138 6,715,096 
Henry Schein, Inc. (a) 131,908 24,267,115 
Humana, Inc. 248,033 57,608,145 
Interpace Diagnostics Group, Inc. (a) 136 257 
Kindred Healthcare, Inc. 131,323 1,286,965 
Laboratory Corp. of America Holdings (a) 172,266 23,944,974 
Landauer, Inc. 14,935 729,575 
LHC Group, Inc. (a) 27,965 1,683,493 
LifePoint Hospitals, Inc. (a) 65,814 4,001,491 
Magellan Health Services, Inc. (a) 40,373 2,775,644 
McKesson Corp. 353,519 57,655,414 
MEDNAX, Inc. (a)(b) 163,523 8,879,299 
Molina Healthcare, Inc. (a)(b) 69,982 4,518,738 
National Healthcare Corp. 18,256 1,250,536 
National Research Corp. Class A 11,334 272,016 
Owens & Minor, Inc. 118,083 3,764,486 
Patterson Companies, Inc. (b) 134,760 5,951,002 
PharMerica Corp. (a) 50,899 1,257,205 
Premier, Inc. (a) 82,287 2,840,547 
Providence Service Corp. (a) 20,443 955,506 
Psychemedics Corp. 2,724 56,360 
Quest Diagnostics, Inc. 227,463 24,741,151 
Quorum Health Corp. (a) 41,687 157,160 
RadNet, Inc. (a) 43,227 311,234 
Select Medical Holdings Corp. (a)(b) 195,741 2,622,929 
Sharps Compliance Corp. (a) 12,687 51,509 
Surgery Partners, Inc. (a)(b) 43,549 949,368 
Teladoc, Inc. (a)(b) 60,964 1,865,498 
Tenet Healthcare Corp. (a)(b) 137,153 2,268,511 
The Ensign Group, Inc. 78,310 1,439,338 
Tivity Health, Inc. (a)(b) 52,424 1,779,795 
Triple-S Management Corp. (a)(b) 37,106 603,715 
U.S. Physical Therapy, Inc. 18,467 1,168,038 
UnitedHealth Group, Inc. 1,605,457 281,243,957 
Universal Health Services, Inc. Class B 149,297 16,969,097 
VCA, Inc. (a) 134,058 12,350,764 
Wellcare Health Plans, Inc. (a) 72,188 12,401,898 
  1,047,643,698 
Health Care Technology - 0.2%   
Allscripts Healthcare Solutions, Inc. (a) 329,763 3,762,596 
athenahealth, Inc. (a)(b) 65,493 8,774,752 
Castlight Health, Inc. Class B (a)(b) 69,240 242,340 
Cerner Corp. (a) 489,253 31,972,684 
Computer Programs & Systems, Inc. (b) 21,937 732,696 
Connecture, Inc. (a) 7,971 6,696 
Evolent Health, Inc. (a)(b) 66,511 1,526,427 
HealthStream, Inc. (a)(b) 41,650 1,160,786 
HMS Holdings Corp. (a) 140,319 2,556,612 
iCAD, Inc. (a) 14,864 68,820 
Inovalon Holdings, Inc. Class A (a)(b) 119,481 1,624,942 
Medidata Solutions, Inc. (a) 90,046 6,409,474 
Omnicell, Inc. (a) 60,052 2,396,075 
Quality Systems, Inc. (a) 73,135 1,123,354 
Simulations Plus, Inc. 6,008 73,298 
Veeva Systems, Inc. Class A (a) 169,254 10,754,399 
Vocera Communications, Inc. (a) 48,079 1,285,152 
  74,471,103 
Life Sciences Tools & Services - 0.8%   
Accelerate Diagnostics, Inc. (a)(b) 47,182 1,316,378 
Agilent Technologies, Inc. 534,167 32,231,637 
Albany Molecular Research, Inc. (a)(b) 40,643 790,913 
Bio-Rad Laboratories, Inc. Class A (a) 33,949 7,586,923 
Bio-Techne Corp. 61,839 6,930,915 
Bruker Corp. 188,235 5,121,874 
Cambrex Corp. (a) 51,435 2,767,203 
Charles River Laboratories International, Inc. (a) 77,816 7,162,963 
ChromaDex, Inc. (a)(b) 56,591 185,618 
Enzo Biochem, Inc. (a) 66,443 597,987 
Fluidigm Corp. (a)(b) 38,600 174,858 
Harvard Bioscience, Inc. (a) 18,919 43,514 
Illumina, Inc. (a) 244,593 43,381,014 
INC Research Holdings, Inc. Class A (a) 88,534 5,033,158 
Luminex Corp. 66,508 1,347,452 
Medpace Holdings, Inc. (b) 21,051 585,639 
Mettler-Toledo International, Inc. (a) 42,538 24,791,572 
Nanostring Technologies, Inc. (a) 24,217 444,140 
NeoGenomics, Inc. (a)(b) 77,966 589,423 
Pacific Biosciences of California, Inc. (a)(b) 118,936 392,489 
PAREXEL International Corp. (a) 86,781 7,013,640 
PerkinElmer, Inc. 184,639 11,643,335 
PRA Health Sciences, Inc. (a) 64,433 4,655,284 
pSivida Corp. (a) 25,265 57,352 
Quintiles Transnational Holdings, Inc. (a) 228,319 19,735,894 
Thermo Fisher Scientific, Inc. 649,887 112,293,975 
VWR Corp. (a) 140,671 4,650,583 
Waters Corp. (a) 131,648 23,646,614 
  325,172,347 
Pharmaceuticals - 4.3%   
AcelRx Pharmaceuticals, Inc. (a)(b) 24,453 61,133 
Achaogen, Inc. (a)(b) 42,923 866,186 
Aclaris Therapeutics, Inc. (a) 24,088 572,813 
Adamis Pharmaceuticals Corp. (a)(b) 10,126 38,985 
Aerie Pharmaceuticals, Inc. (a)(b) 53,406 2,961,363 
Agile Therapeutics, Inc. (a)(b) 87,068 285,583 
Akorn, Inc. (a) 144,140 4,795,538 
Alimera Sciences, Inc. (a)(b) 22,049 31,310 
Allergan PLC 558,968 125,069,090 
Amphastar Pharmaceuticals, Inc. (a) 63,932 1,091,319 
Ampio Pharmaceuticals, Inc. (a)(b) 59,082 51,738 
ANI Pharmaceuticals, Inc. (a)(b) 10,919 477,051 
ANI Pharmaceuticals, Inc. rights (a) 21,445 
Apricus Biosciences, Inc. (a)(b) 5,725 5,267 
Aratana Therapeutics, Inc. (a)(b) 38,612 222,405 
Assembly Biosciences, Inc. (a) 23,295 591,926 
AstraZeneca PLC rights (a) 7,692 
Avexis, Inc. (a)(b) 28,155 1,991,966 
Bio Path Holdings, Inc. (a)(b) 166,645 58,326 
Biodelivery Sciences International, Inc. (a)(b) 170,623 375,371 
BioPharmX Corp. (a)(b) 64,864 41,124 
Bristol-Myers Squibb Co. 2,790,311 150,537,278 
Catalent, Inc. (a) 212,086 7,535,416 
Cempra, Inc. (a) 81,591 310,046 
Clearside Biomedical, Inc. 19,198 132,082 
Collegium Pharmaceutical, Inc. (a)(b) 32,296 265,473 
ContraVir Pharmaceuticals, Inc. (a)(b) 80,626 49,262 
Corcept Therapeutics, Inc. (a)(b) 156,567 1,770,773 
Corium International, Inc. (a) 22,014 164,224 
Cumberland Pharmaceuticals, Inc. (a) 7,158 49,426 
CymaBay Therapeutics, Inc. (a)(b) 45,154 221,255 
DepoMed, Inc. (a)(b) 97,171 1,018,352 
Dermira, Inc. (a)(b) 71,011 1,947,122 
Durect Corp. (a) 158,591 195,067 
Egalet Corp. (a)(b) 12,340 26,408 
Eli Lilly & Co. 1,620,875 128,973,024 
Endo International PLC (a) 329,369 4,341,083 
Endocyte, Inc. (a)(b) 47,373 120,801 
Flex Pharma, Inc. (a)(b) 10,224 35,886 
Heska Corp. (a) 12,153 1,199,015 
Horizon Pharma PLC (a) 272,914 2,729,140 
Impax Laboratories, Inc. (a)(b) 130,689 1,993,007 
Imprimis Pharmaceuticals, Inc. (a)(b) 10,757 33,562 
Innoviva, Inc. (a)(b) 134,795 1,647,195 
Intersect ENT, Inc. (a) 65,875 1,666,638 
Intra-Cellular Therapies, Inc. (a)(b) 50,991 522,658 
Jazz Pharmaceuticals PLC (a) 100,622 14,646,538 
Johnson & Johnson 4,527,426 580,642,385 
Juniper Pharmaceuticals, Inc. (a) 11,831 50,873 
KemPharm, Inc. (a)(b) 5,081 22,102 
Lannett Co., Inc. (a)(b) 44,883 902,148 
Lipocine, Inc. (a)(b) 20,645 75,767 
Mallinckrodt PLC (a) 172,938 7,458,816 
Marinus Pharmaceuticals, Inc. (a)(b) 9,220 10,695 
Merck & Co., Inc. 4,581,844 298,323,863 
Mylan N.V. (a) 767,962 29,935,159 
MyoKardia, Inc. (a)(b) 30,834 397,759 
Nektar Therapeutics (a)(b) 273,203 5,431,276 
Neos Therapeutics, Inc. (a)(b) 19,225 161,490 
Novan, Inc. (b) 7,147 35,378 
Novus Therapeutics, Inc. (a)(b) 606 3,103 
Ocera Therapeutics, Inc. (a)(b) 10,720 11,578 
Ocular Therapeutix, Inc. (a)(b) 28,848 294,250 
Omeros Corp. (a)(b) 64,351 972,344 
Orexigen Therapeutics, Inc. (a)(b) 16,675 47,691 
Pacira Pharmaceuticals, Inc. (a)(b) 64,996 2,885,822 
Pain Therapeutics, Inc. (a)(b) 4,934 18,503 
Paratek Pharmaceuticals, Inc. (a)(b) 35,978 721,359 
Pernix Therapeutics Holdings, Inc. (a)(b) 4,109 15,162 
Perrigo Co. PLC (b) 239,317 17,434,243 
Pfizer, Inc. 9,906,413 323,444,384 
Phibro Animal Health Corp. Class A 37,189 1,310,912 
Plx Pharma PLC/New (a) 290 1,697 
Prestige Brands Holdings, Inc. (a) 93,229 4,696,877 
Reata Pharmaceuticals, Inc. (b) 15,332 423,623 
Repros Therapeutics, Inc. (a) 24,715 11,616 
Revance Therapeutics, Inc. (a)(b) 37,609 836,800 
SciClone Pharmaceuticals, Inc. (a) 95,019 902,681 
SCYNEXIS, Inc. (a)(b) 16,272 25,872 
Sucampo Pharmaceuticals, Inc. Class A (a)(b) 39,776 397,760 
Supernus Pharmaceuticals, Inc. (a)(b) 84,621 3,181,750 
Teligent, Inc. (a)(b) 140,525 1,163,547 
Tetraphase Pharmaceuticals, Inc. (a) 74,420 512,754 
The Medicines Company (a)(b) 119,288 4,744,084 
TherapeuticsMD, Inc. (a)(b) 280,301 1,163,249 
Theravance Biopharma, Inc. (a)(b) 67,445 2,461,743 
Titan Pharmaceuticals, Inc. (a)(b) 11,285 26,520 
VIVUS, Inc. (a) 157,068 179,058 
WAVE Life Sciences(a) 28,404 536,836 
Zoetis, Inc. Class A 819,281 51,024,821 
Zogenix, Inc. (a)(b) 41,404 525,831 
Zynerba Pharmaceuticals, Inc. (a)(b) 23,422 436,352 
  1,805,579,758 
TOTAL HEALTH CARE  5,600,553,781 
INDUSTRIALS - 10.6%   
Aerospace & Defense - 2.2%   
AAR Corp. 51,954 1,815,273 
Aerojet Rocketdyne Holdings, Inc. (a) 129,248 2,830,531 
AeroVironment, Inc. (a)(b) 33,858 1,050,952 
Arconic, Inc. 727,997 19,998,078 
Arotech Corp. (a)(b) 32,173 106,975 
Astronics Corp. (a) 34,623 1,059,464 
Astronics Corp. Class B 3,221 98,756 
Astrotech Corp. (a) 8,707 9,404 
Axon Enterprise, Inc. (a)(b) 93,306 2,240,277 
BWX Technologies, Inc. 164,167 7,978,516 
CPI Aerostructures, Inc. (a) 3,805 28,538 
Cubic Corp. 40,394 1,872,262 
Curtiss-Wright Corp. 91,512 8,238,825 
DigitalGlobe, Inc. (a) 105,249 3,278,506 
Ducommun, Inc. (a) 15,643 497,604 
Engility Holdings, Inc. (a) 28,046 738,451 
Esterline Technologies Corp. (a) 49,383 4,812,373 
General Dynamics Corp. 474,278 96,397,004 
HEICO Corp. (b) 55,920 4,149,823 
HEICO Corp. Class A 63,535 3,980,468 
Hexcel Corp. 159,521 8,204,165 
Huntington Ingalls Industries, Inc. 75,292 14,742,927 
Innovative Solutions & Support, Inc. (a) 21,878 87,512 
KEYW Holding Corp. (a)(b) 59,019 543,565 
KLX, Inc. (a) 87,459 4,232,141 
Kratos Defense & Security Solutions, Inc. (a)(b) 149,910 1,622,026 
L3 Technologies, Inc. 131,106 22,103,161 
LMI Aerospace, Inc. (a) 20,336 283,280 
Lockheed Martin Corp. 416,857 117,191,008 
Mercury Systems, Inc. (a) 74,565 2,965,450 
Micronet Enertec Technologies, Inc. (a) 3,018 3,501 
Moog, Inc. Class A (a) 52,323 3,664,703 
National Presto Industries, Inc. 7,356 783,046 
Northrop Grumman Corp. 290,922 75,412,801 
Orbital ATK, Inc. 94,858 9,643,264 
Raytheon Co. 486,894 79,855,485 
Rockwell Collins, Inc. 269,338 29,371,309 
SIFCO Industries, Inc. (a) 891 6,683 
Sparton Corp. (a) 13,384 229,669 
Spirit AeroSystems Holdings, Inc. Class A 200,087 10,902,741 
Teledyne Technologies, Inc. (a) 57,516 7,563,929 
Textron, Inc. 452,435 21,626,393 
The Boeing Co. 950,674 178,374,963 
TransDigm Group, Inc. (b) 82,609 22,145,821 
Triumph Group, Inc. 97,203 3,168,818 
United Technologies Corp. 1,247,595 151,308,322 
Vectrus, Inc. (a) 13,322 392,999 
Wesco Aircraft Holdings, Inc. (a) 94,440 911,346 
  928,523,108 
Air Freight & Logistics - 0.6%   
Air Transport Services Group, Inc. (a) 108,399 2,585,316 
Atlas Air Worldwide Holdings, Inc. (a) 45,740 2,227,538 
C.H. Robinson Worldwide, Inc. (b) 235,732 15,796,401 
Echo Global Logistics, Inc. (a)(b) 37,411 697,715 
Expeditors International of Washington, Inc. 298,874 15,953,894 
FedEx Corp. 411,208 79,708,559 
Forward Air Corp. 48,035 2,504,065 
Hub Group, Inc. Class A (a) 55,422 1,986,879 
Park-Ohio Holdings Corp. 13,382 496,472 
Radiant Logistics, Inc. (a) 54,959 323,159 
United Parcel Service, Inc. Class B 1,149,182 121,778,817 
XPO Logistics, Inc. (a)(b) 132,484 6,968,658 
  251,027,473 
Airlines - 0.6%   
Alaska Air Group, Inc. 204,907 17,837,154 
Allegiant Travel Co. 21,719 2,975,503 
American Airlines Group, Inc. 847,558 41,030,283 
Delta Air Lines, Inc. 1,209,580 59,426,665 
Hawaiian Holdings, Inc. (a) 89,875 4,502,738 
JetBlue Airways Corp. (a) 553,347 12,406,040 
SkyWest, Inc. 97,566 3,346,514 
Southwest Airlines Co. 1,026,881 61,705,279 
Spirit Airlines, Inc. (a) 120,068 6,375,611 
United Continental Holdings, Inc. (a) 478,967 38,159,301 
  247,765,088 
Building Products - 0.5%   
A.O. Smith Corp. 241,304 13,240,350 
AAON, Inc. 75,766 2,740,835 
Advanced Drain Systems, Inc. Del 62,250 1,192,088 
Allegion PLC 158,158 12,435,964 
American Woodmark Corp. (a) 24,566 2,279,725 
Apogee Enterprises, Inc. 47,950 2,554,776 
Armstrong World Industries, Inc. (a) 81,275 3,385,104 
Builders FirstSource, Inc. (a) 179,848 2,456,724 
Continental Building Products, Inc. (a) 69,835 1,703,974 
CSW Industrials, Inc. (a) 25,190 889,207 
Fortune Brands Home & Security, Inc. 245,733 15,505,752 
GCP Applied Technologies, Inc. (a) 121,060 3,643,906 
Gibraltar Industries, Inc. (a) 56,316 1,751,428 
GMS, Inc. 35,568 1,161,651 
Griffon Corp. 59,127 1,283,056 
Insteel Industries, Inc. 29,073 923,358 
Johnson Controls International PLC 1,559,882 65,140,672 
Lennox International, Inc. 64,752 11,467,579 
Masco Corp. 540,799 20,144,763 
Masonite International Corp. (a) 51,336 3,780,896 
NCI Building Systems, Inc. (a) 58,589 975,507 
Owens Corning 191,219 11,932,066 
Patrick Industries, Inc. (a) 27,897 1,846,781 
PGT, Inc. (a) 69,278 793,233 
Ply Gem Holdings, Inc. (a)(b) 36,381 594,829 
Quanex Building Products Corp. 55,487 1,143,032 
Simpson Manufacturing Co. Ltd. 63,559 2,553,801 
Tecogen, Inc. New (a) 2,274 7,686 
Trex Co., Inc. (a) 46,832 3,009,893 
Universal Forest Products, Inc. 31,925 2,807,165 
USG Corp. (a)(b) 145,958 4,151,046 
  197,496,847 
Commercial Services & Supplies - 0.5%   
ABM Industries, Inc. 102,806 4,424,770 
ACCO Brands Corp. (a) 169,281 1,921,339 
ADS Waste Holdings, Inc. 40,486 944,134 
Aqua Metals, Inc. (a)(b) 20,623 244,795 
ARC Document Solutions, Inc. (a) 46,203 152,932 
Brady Corp. Class A 79,042 2,837,608 
Casella Waste Systems, Inc. Class A (a) 64,851 909,211 
CECO Environmental Corp. 40,679 382,383 
Cenveo, Inc. (a)(b) 13,016 78,747 
Cintas Corp. 141,013 17,750,716 
Clean Harbors, Inc. (a) 97,820 5,713,666 
Copart, Inc. (a) 345,568 10,778,266 
Covanta Holding Corp. (b) 226,728 3,344,238 
Deluxe Corp. 77,034 5,250,637 
Ennis, Inc. 34,279 550,178 
Essendant, Inc. 58,461 941,222 
Fuel Tech, Inc. (a) 51,934 45,702 
Healthcare Services Group, Inc. 122,906 5,883,510 
Heritage-Crystal Clean, Inc. (a) 18,564 283,101 
Herman Miller, Inc. 110,582 3,488,862 
HNI Corp. 71,636 3,081,781 
Hudson Technologies, Inc. (a) 56,393 460,167 
Industrial Services of America, Inc. (a)(b) 1,620 2,090 
InnerWorkings, Inc. (a) 48,216 522,661 
Interface, Inc. 108,800 2,235,840 
Intersections, Inc. (a) 12,865 61,366 
KAR Auction Services, Inc. 230,024 10,022,146 
Kimball International, Inc. Class B 52,574 903,221 
Knoll, Inc. 81,039 1,742,339 
LSC Communications, Inc. 57,687 1,227,002 
Matthews International Corp. Class A 51,789 3,301,549 
McGrath RentCorp. 37,522 1,244,605 
Mobile Mini, Inc. 73,292 2,052,176 
Msa Safety, Inc. 56,016 4,542,898 
Multi-Color Corp. 21,263 1,826,492 
NL Industries, Inc. (a) 6,707 49,632 
Odyssey Marine Exploration, Inc. (a)(b) 5,346 17,054 
Performant Financial Corp. (a) 31,038 68,904 
Perma-Fix Environmental Services, Inc. (a) 6,937 23,933 
Pitney Bowes, Inc. 307,127 4,566,978 
Quad/Graphics, Inc. 51,478 1,146,415 
Quest Resource Holding Corp. (a) 2,977 7,562 
R.R. Donnelley & Sons Co. 111,816 1,332,847 
Republic Services, Inc. 384,494 24,457,663 
Rollins, Inc. 163,488 7,041,428 
SP Plus Corp. (a) 31,177 919,722 
Steelcase, Inc. Class A 153,375 2,569,031 
Stericycle, Inc. (a) 142,787 11,675,693 
Team, Inc. (a)(b) 59,115 1,516,300 
Tetra Tech, Inc. 99,334 4,564,397 
The Brink's Co. 75,766 4,780,835 
TRC Companies, Inc. (a) 40,862 715,085 
U.S. Ecology, Inc. 34,516 1,726,663 
UniFirst Corp. 26,177 3,709,281 
Viad Corp. 33,828 1,493,506 
Virco Manufacturing Co. (a) 2,682 12,203 
VSE Corp. 10,794 451,621 
Waste Management, Inc. 673,455 49,101,604 
West Corp. 75,610 1,751,884 
  222,852,591 
Construction & Engineering - 0.2%   
AECOM (a) 249,960 8,026,216 
Aegion Corp. (a) 54,146 1,071,549 
Ameresco, Inc. Class A (a) 38,199 263,573 
Argan, Inc. 22,803 1,346,517 
Chicago Bridge & Iron Co. NV (b) 165,022 3,122,216 
Comfort Systems U.S.A., Inc. 58,296 2,008,297 
Dycom Industries, Inc. (a)(b) 51,004 4,294,027 
EMCOR Group, Inc. 106,586 6,717,050 
Fluor Corp. 233,020 10,453,277 
Goldfield Corp. 41,171 181,152 
Granite Construction, Inc. 70,943 3,324,389 
Great Lakes Dredge & Dock Corp. (a) 77,922 323,376 
HC2 Holdings, Inc. (a) 49,076 260,103 
Ies Holdings, Inc. (a) 16,326 250,604 
Jacobs Engineering Group, Inc. 212,899 11,160,166 
KBR, Inc. 238,105 3,245,371 
Keane Group, Inc. (b) 36,697 564,400 
Layne Christensen Co. (a)(b) 24,456 177,795 
MasTec, Inc. (a) 112,881 4,786,154 
MYR Group, Inc. (a) 33,116 972,286 
Northwest Pipe Co. (a) 12,188 173,801 
NV5 Holdings, Inc. (a) 11,806 433,280 
Orion Group Holdings, Inc. (a) 33,745 240,602 
Primoris Services Corp. 70,710 1,640,472 
Quanta Services, Inc. (a) 267,735 8,208,755 
Sterling Construction Co., Inc. (a) 41,743 424,944 
Tutor Perini Corp. (a) 59,902 1,554,457 
Valmont Industries, Inc. 38,333 5,611,951 
  80,836,780 
Electrical Equipment - 0.6%   
Acuity Brands, Inc. (b) 73,382 11,954,662 
Allied Motion Technologies, Inc. 10,236 257,742 
American Superconductor Corp. (a)(b) 20,903 86,120 
AMETEK, Inc. 385,431 23,519,000 
AZZ, Inc. 45,717 2,480,147 
Babcock & Wilcox Enterprises, Inc. (a) 92,914 989,534 
Broadwind Energy, Inc. (a) 15,938 78,096 
Capstone Turbine Corp. (a)(b) 40,707 24,831 
Eaton Corp. PLC 747,963 57,877,377 
Emerson Electric Co. 1,074,160 63,504,339 
Encore Wire Corp. 34,550 1,428,643 
Energous Corp. (a)(b) 25,329 390,826 
Energy Focus, Inc. (a)(b) 8,003 25,770 
EnerSys 77,507 5,740,168 
Enphase Energy, Inc. (a) 30,890 23,476 
EnSync, Inc. (a)(b) 32,445 16,871 
Espey Manufacturing & Electronics Corp. 2,015 45,841 
Fortive Corp. 509,665 31,828,579 
FuelCell Energy, Inc. (a)(b) 48,863 47,119 
Generac Holdings, Inc. (a)(b) 118,381 4,101,902 
General Cable Corp. 78,815 1,304,388 
Hubbell, Inc. Class B 92,812 10,757,839 
Ideal Power, Inc. (a)(b) 38,104 97,927 
LSI Industries, Inc. 35,290 311,611 
Ocean Power Technologies, Inc. (a)(b) 1,104 1,546 
Orion Energy Systems, Inc. (a) 20,733 28,612 
Plug Power, Inc. (a)(b) 485,070 902,230 
Powell Industries, Inc. 13,455 443,073 
Preformed Line Products Co. 1,961 94,128 
Real Goods Solar, Inc. (a) 
Regal Beloit Corp. 80,384 6,366,413 
Revolution Lighting Technologies, Inc. (a)(b) 7,326 57,582 
Rockwell Automation, Inc. 211,307 33,538,647 
Sensata Technologies Holding BV (a)(b) 286,707 11,591,564 
Sunrun, Inc. (a)(b) 104,524 526,801 
Thermon Group Holdings, Inc. (a)(b) 52,027 963,540 
TPI Composites, Inc. 37,115 631,697 
Ultralife Corp. (a) 13,410 85,824 
Vicor Corp. (a) 18,023 305,490 
  272,429,956 
Industrial Conglomerates - 2.0%   
3M Co. 992,740 202,985,548 
Carlisle Companies, Inc. 111,464 11,294,647 
General Electric Co. 14,549,474 398,364,598 
Honeywell International, Inc. 1,265,076 168,242,457 
ITT, Inc. 140,185 5,328,432 
Raven Industries, Inc. 60,171 2,036,788 
Roper Technologies, Inc. 170,997 38,850,518 
  827,102,988 
Machinery - 1.8%   
Actuant Corp. Class A (b) 91,777 2,381,613 
AGCO Corp. 111,076 7,112,196 
Alamo Group, Inc. 17,898 1,523,657 
Albany International Corp. Class A 47,080 2,273,964 
Allison Transmission Holdings, Inc. 274,756 10,638,552 
Altra Industrial Motion Corp. 46,822 2,022,710 
American Railcar Industries, Inc. (b) 11,797 418,676 
ARC Group Worldwide, Inc. (a) 1,450 5,003 
Astec Industries, Inc. 38,170 2,136,375 
Barnes Group, Inc. 79,881 4,520,466 
Blue Bird Corp. (a)(b) 4,122 75,227 
Briggs & Stratton Corp. 75,012 1,783,785 
Caterpillar, Inc. 975,939 102,893,249 
Chart Industries, Inc. (a) 59,494 2,043,619 
CIRCOR International, Inc. 26,680 1,719,793 
Colfax Corp. (a) 167,182 6,780,902 
Columbus McKinnon Corp. (NY Shares) 26,972 753,598 
Commercial Vehicle Group, Inc. (a) 77,079 622,798 
Crane Co. 92,238 7,155,824 
Cummins, Inc. 254,566 40,145,058 
Deere & Co. 486,823 59,616,345 
Dmc Global, Inc. 17,783 224,955 
Donaldson Co., Inc. 227,086 10,891,045 
Douglas Dynamics, Inc. 38,692 1,178,171 
Dover Corp. 256,916 21,208,416 
Eastern Co. 2,354 71,679 
Energy Recovery, Inc. (a)(b) 61,650 467,924 
EnPro Industries, Inc. 33,499 2,238,068 
ESCO Technologies, Inc. 41,567 2,394,259 
ExOne Co. (a)(b) 13,829 181,990 
Federal Signal Corp. 91,334 1,432,117 
Flowserve Corp. (b) 216,017 10,476,825 
Franklin Electric Co., Inc. 62,330 2,381,006 
FreightCar America, Inc. 19,411 325,328 
Gencor Industries, Inc. (a) 2,773 44,923 
Global Brass & Copper Holdings, Inc. 34,001 1,030,230 
Gorman-Rupp Co. 28,251 680,002 
Graco, Inc. 91,949 10,102,437 
Graham Corp. 12,124 253,755 
Greenbrier Companies, Inc. (b) 47,653 2,108,645 
Hardinge, Inc. 14,874 179,975 
Harsco Corp. (a) 144,208 2,148,699 
Hillenbrand, Inc. 107,808 3,848,746 
Hurco Companies, Inc. 6,325 184,058 
Hyster-Yale Materials Handling Class A 17,565 1,310,876 
IDEX Corp. 131,232 14,234,735 
Illinois Tool Works, Inc. 515,578 72,809,925 
Ingersoll-Rand PLC 429,363 38,470,925 
Jason Industries, Inc. (a) 13,118 17,578 
John Bean Technologies Corp. 55,934 4,827,104 
Kadant, Inc. 18,429 1,416,269 
Kennametal, Inc. 124,600 4,793,362 
L.B. Foster Co. Class A 13,680 245,556 
Lincoln Electric Holdings, Inc. 100,440 8,977,327 
Lindsay Corp. (b) 16,477 1,406,806 
Lydall, Inc. (a) 25,587 1,290,864 
Manitex International, Inc. (a)(b) 11,053 79,361 
Manitowoc Co., Inc. (a)(b) 250,611 1,418,458 
Meritor, Inc. (a) 154,933 2,412,307 
Middleby Corp. (a) 99,566 12,780,292 
Milacron Holdings Corp. (a) 88,730 1,543,015 
Miller Industries, Inc. 16,197 414,643 
Mueller Industries, Inc. 98,286 2,779,528 
Mueller Water Products, Inc. Class A 251,619 2,813,100 
Navistar International Corp. New (a)(b) 102,371 2,648,338 
NN, Inc. 43,595 1,246,817 
Nordson Corp. 91,551 10,608,930 
Omega Flex, Inc. 2,487 152,254 
Oshkosh Corp. 120,586 7,611,388 
PACCAR, Inc. 593,430 37,362,353 
Parker Hannifin Corp. 215,870 33,993,049 
Pentair PLC 280,758 18,591,795 
Proto Labs, Inc. (a)(b) 43,461 2,781,504 
RBC Bearings, Inc. (a) 41,703 4,225,348 
Rexnord Corp. (a) 169,317 3,860,428 
Snap-On, Inc. 97,697 15,793,697 
Spartan Motors, Inc. 44,931 386,407 
SPX Corp. (a) 68,191 1,642,721 
SPX Flow, Inc. (a) 72,709 2,714,227 
Standex International Corp. 20,721 1,821,376 
Stanley Black & Decker, Inc. 255,119 35,114,579 
Sun Hydraulics Corp. 38,275 1,637,787 
Supreme Industries, Inc. Class A 19,310 342,173 
Tennant Co. 30,833 2,158,310 
Terex Corp. 170,082 5,575,288 
The L.S. Starrett Co. Class A 4,836 43,040 
Timken Co. 116,166 5,361,061 
Titan International, Inc. 99,148 1,028,165 
Toro Co. 182,747 12,516,342 
TriMas Corp. (a) 65,821 1,434,898 
Trinity Industries, Inc. 263,641 6,728,118 
Twin Disc, Inc. (a) 8,286 148,319 
Wabash National Corp. (b) 94,669 1,892,433 
WABCO Holdings, Inc. (a) 85,901 10,464,460 
Wabtec Corp. (b) 148,338 12,126,632 
Watts Water Technologies, Inc. Class A 45,754 2,841,323 
Woodward, Inc. 92,622 6,309,411 
Xerium Technologies, Inc. (a) 10,544 73,913 
Xylem, Inc. 294,588 15,359,818 
  771,315,396 
Marine - 0.0%   
Genco Shipping & Trading Ltd. (a)(b) 10,301 96,520 
Kirby Corp. (a)(b) 89,632 5,938,120 
Matson, Inc. 69,658 2,038,193 
  8,072,833 
Professional Services - 0.4%   
Acacia Research Corp. (a) 73,187 289,089 
Advisory Board Co. (a) 65,302 3,376,113 
Barrett Business Services, Inc. 8,858 505,526 
BG Staffing, Inc. 5,516 89,580 
CBIZ, Inc. (a) 86,039 1,299,189 
CDI Corp. (a) 12,621 76,357 
Cogint, Inc. (a) 74,077 400,016 
CRA International, Inc. 15,589 538,912 
Dun & Bradstreet Corp. 59,374 6,217,052 
Equifax, Inc. 199,050 27,230,040 
Exponent, Inc. 41,824 2,480,163 
Franklin Covey Co. (a) 19,900 393,025 
FTI Consulting, Inc. (a) 78,630 2,715,094 
GP Strategies Corp. (a) 22,618 555,272 
Heidrick & Struggles International, Inc. 29,141 627,989 
Hill International, Inc. (a) 43,555 213,420 
Hudson Global, Inc. 13,947 19,944 
Huron Consulting Group, Inc. (a) 39,007 1,620,741 
ICF International, Inc. (a) 34,131 1,605,864 
IHS Markit Ltd. (a) 572,202 26,235,462 
Insperity, Inc. 30,164 2,275,874 
Kelly Services, Inc. Class A (non-vtg.) 51,237 1,190,236 
Kforce, Inc. 36,597 658,746 
Korn/Ferry International 104,534 3,356,587 
Manpower, Inc. 110,186 11,224,648 
Marathon Patent Group, Inc. (a)(b) 8,838 1,946 
Mastech Digital, Inc. (a) 373 2,480 
MISTRAS Group, Inc. (a) 29,557 618,332 
Navigant Consulting, Inc. (a) 75,747 1,476,309 
Nielsen Holdings PLC 558,269 21,482,191 
On Assignment, Inc. (a) 80,032 4,193,677 
Pendrell Corp. (a) 15,028 90,619 
RCM Technologies, Inc. (a) 9,908 53,999 
Resources Connection, Inc. 51,824 650,391 
Robert Half International, Inc. 211,379 9,827,010 
RPX Corp. (a) 73,794 977,033 
TransUnion Holding Co., Inc. (a) 204,336 8,931,527 
TriNet Group, Inc. (a) 66,298 2,050,597 
TrueBlue, Inc. (a) 75,110 2,016,704 
Verisk Analytics, Inc. (a) 260,972 21,110,025 
Volt Information Sciences, Inc. (a) 6,248 36,863 
WageWorks, Inc. (a) 63,713 4,507,695 
Willdan Group, Inc. (a) 10,974 365,105 
  173,587,442 
Road & Rail - 0.9%   
AMERCO 10,691 3,947,652 
ArcBest Corp. 32,932 619,122 
Avis Budget Group, Inc. (a)(b) 143,156 3,276,841 
Celadon Group, Inc. (b) 62,978 125,956 
Covenant Transport Group, Inc. Class A (a) 19,818 365,048 
CSX Corp. 1,541,208 83,487,237 
Genesee & Wyoming, Inc. Class A (a) 100,142 6,559,301 
Heartland Express, Inc. (b) 91,092 1,771,739 
J.B. Hunt Transport Services, Inc. 142,307 12,150,172 
Kansas City Southern 176,303 16,784,046 
Knight Transportation, Inc. 113,018 3,769,150 
Landstar System, Inc. 76,087 6,357,069 
Marten Transport Ltd. 38,656 956,736 
Norfolk Southern Corp. 481,519 59,722,802 
Old Dominion Freight Lines, Inc. 113,622 10,148,717 
P.A.M. Transportation Services, Inc. (a) 3,193 56,325 
Patriot Transportation Holding, Inc. (a) 1,280 24,448 
Roadrunner Transportation Systems, Inc. (a) 43,638 277,101 
Ryder System, Inc. 90,251 5,994,471 
Saia, Inc. (a) 39,382 1,819,448 
Swift Transporation Co. (a)(b) 138,111 3,307,758 
U.S.A. Truck, Inc. (a) 7,889 51,989 
Union Pacific Corp. 1,357,714 149,755,854 
Universal Logistics Holdings, Inc. 12,296 169,685 
Werner Enterprises, Inc. (b) 69,717 1,899,788 
YRC Worldwide, Inc. (a)(b) 47,961 440,762 
  373,839,217 
Trading Companies & Distributors - 0.3%   
AeroCentury Corp. (a) 688 7,121 
Air Lease Corp. Class A (b) 168,551 6,222,903 
Aircastle Ltd. 96,241 2,100,941 
Applied Industrial Technologies, Inc. 64,348 3,973,489 
Beacon Roofing Supply, Inc. (a) 98,890 4,769,465 
BlueLinx Corp. (a) 2,338 22,164 
BMC Stock Holdings, Inc. (a) 96,728 1,886,196 
CAI International, Inc. (a) 23,529 452,933 
DXP Enterprises, Inc. (a) 22,844 818,501 
Fastenal Co. (b) 479,775 20,711,887 
GATX Corp. (b) 67,450 4,011,926 
H&E Equipment Services, Inc. 49,244 979,463 
HD Supply Holdings, Inc. (a) 335,864 13,552,112 
Herc Holdings, Inc. (a) 42,814 1,619,654 
Houston Wire & Cable Co. 15,647 101,706 
Huttig Building Products, Inc. (a) 22,831 146,118 
Kaman Corp. 42,373 2,047,040 
Lawson Products, Inc. (a) 6,300 134,190 
MRC Global, Inc. (a) 173,407 3,129,996 
MSC Industrial Direct Co., Inc. Class A 71,963 6,040,574 
Neff Corp. (a) 8,761 148,937 
Nexeo Solutions, Inc. (a) 103,751 913,009 
Now, Inc. (a) 176,983 2,921,989 
Rush Enterprises, Inc. Class A (a) 64,888 2,326,235 
SiteOne Landscape Supply, Inc. 53,035 2,820,401 
Textainer Group Holdings Ltd. (b) 42,716 469,876 
Titan Machinery, Inc. (a) 24,582 414,207 
Triton International Ltd. 53,680 1,504,114 
United Rentals, Inc. (a) 141,086 15,340,281 
Univar, Inc. (a) 178,396 5,426,806 
Veritiv Corp. (a) 19,444 859,425 
W.W. Grainger, Inc. (b) 90,821 15,646,642 
Watsco, Inc. 48,825 6,890,184 
WESCO International, Inc. (a) 73,100 4,470,065 
Willis Lease Finance Corp. (a) 2,668 69,688 
  132,950,238 
Transportation Infrastructure - 0.0%   
Macquarie Infrastructure Co. LLC 124,839 9,724,958 
TOTAL INDUSTRIALS  4,497,524,915 
INFORMATION TECHNOLOGY - 22.1%   
Communications Equipment - 1.1%   
ADTRAN, Inc. 74,924 1,442,287 
Aerohive Networks, Inc. (a) 130,171 619,614 
Applied Optoelectronics, Inc. (a)(b) 29,272 2,043,771 
Arista Networks, Inc. (a)(b) 69,742 10,278,576 
Arris International PLC (a) 316,097 8,863,360 
Aviat Networks, Inc. (a) 5,550 97,181 
Bel Fuse, Inc. Class B (non-vtg.) 12,097 290,328 
Black Box Corp. 16,753 137,375 
Blonder Tongue Laboratories, Inc. (a) 3,352 1,693 
Brocade Communications Systems, Inc. 667,809 8,434,428 
CalAmp Corp. (a) 63,415 1,198,544 
Calix Networks, Inc. (a) 55,272 362,032 
Ciena Corp. (a) 230,474 5,411,530 
Cisco Systems, Inc. 8,352,675 263,359,843 
Clearfield, Inc. (a)(b) 16,017 209,022 
CommScope Holding Co., Inc. (a) 319,626 11,822,966 
Communications Systems, Inc. 4,311 19,443 
Comtech Telecommunications Corp. 38,555 556,349 
Dasan Zhone Solutions, Inc. (a) 1,172 6,985 
Digi International, Inc. (a) 30,140 287,837 
EchoStar Holding Corp. Class A (a) 78,112 4,612,514 
EMCORE Corp. 50,451 507,033 
Extreme Networks, Inc. (a) 265,689 2,558,585 
F5 Networks, Inc. (a) 106,162 13,602,537 
Finisar Corp. (a) 193,129 4,762,561 
Harmonic, Inc. (a)(b) 134,269 678,058 
Harris Corp. 204,620 22,950,179 
Infinera Corp. (a)(b) 259,331 2,520,697 
InterDigital, Inc. 59,150 4,791,150 
Juniper Networks, Inc. 627,437 18,402,727 
KVH Industries, Inc. (a) 23,641 223,407 
Lantronix, Inc. (a) 71 174 
Lumentum Holdings, Inc. (a)(b) 92,636 5,284,884 
Motorola Solutions, Inc. 275,488 23,022,532 
MRV Communications, Inc. (a) 6,176 54,966 
NETGEAR, Inc. (a) 51,710 2,169,235 
NetScout Systems, Inc. (a) 150,999 5,526,563 
Network-1 Security Solutions, Inc. 21,477 88,056 
Oclaro, Inc. (a)(b) 207,242 1,840,309 
Optical Cable Corp. (a) 564 1,607 
Palo Alto Networks, Inc. (a) 151,340 17,947,411 
Parkervision, Inc. (a)(b) 10,028 22,563 
PC-Tel, Inc. 11,999 77,034 
Plantronics, Inc. 53,885 2,851,594 
Relm Wireless Corp. 9,436 43,877 
Resonant, Inc. (a)(b) 2,385 10,327 
ShoreTel, Inc. (a) 99,242 575,604 
Sonus Networks, Inc. (a) 71,344 481,572 
Tessco Technologies, Inc. 7,287 101,289 
Ubiquiti Networks, Inc. (a)(b) 44,626 2,104,562 
ViaSat, Inc. (a)(b) 93,287 6,086,977 
Viavi Solutions, Inc. (a) 389,051 4,369,043 
Westell Technologies, Inc. Class A (a) 75,979 55,921 
  463,768,712 
Electronic Equipment & Components - 0.9%   
Agilysys, Inc. (a) 38,149 378,057 
Amphenol Corp. Class A 523,273 39,036,166 
Anixter International, Inc. (a) 43,666 3,296,783 
Applied DNA Sciences, Inc. (a)(b) 18,968 24,184 
Arrow Electronics, Inc. (a) 144,131 10,894,862 
Avnet, Inc. 219,819 8,062,961 
AVX Corp. 141,087 2,309,594 
Badger Meter, Inc. 74,301 2,912,599 
Belden, Inc. 76,472 5,429,512 
Benchmark Electronics, Inc. (a) 73,834 2,384,838 
Cardtronics PLC 76,739 2,628,311 
CDW Corp. 262,789 15,814,642 
ClearSign Combustion Corp. (a)(b) 7,019 25,619 
Cognex Corp. 140,868 12,890,831 
Coherent, Inc. (a) 40,690 10,097,224 
Control4 Corp. (a) 35,202 698,760 
Corning, Inc. 1,571,612 45,733,909 
CTS Corp. 48,442 1,019,704 
CUI Global, Inc. (a)(b) 26,608 97,385 
Daktronics, Inc. 49,334 489,887 
Dell Technologies, Inc. (a) 224,275 15,562,442 
Dolby Laboratories, Inc. Class A 101,632 5,121,236 
Echelon Corp. (a) 3,219 22,050 
Electro Scientific Industries, Inc. (a) 113,580 949,529 
eMagin Corp. (a) 5,084 12,456 
ePlus, Inc. (a) 21,340 1,680,525 
Fabrinet (a) 63,037 2,220,794 
FARO Technologies, Inc. (a) 24,409 848,213 
Fitbit, Inc. (a)(b) 275,332 1,439,986 
FLIR Systems, Inc. 235,820 8,935,220 
Frequency Electronics, Inc. (a) 2,550 25,169 
Giga-Tronics, Inc. (a) 2,579 2,267 
I. D. Systems Inc. (a) 6,071 40,129 
Identiv, Inc. (a) 10,618 58,718 
IEC Electronics Corp. (a) 86 316 
II-VI, Inc. (a) 86,985 2,609,550 
Insight Enterprises, Inc. (a) 62,606 2,600,653 
Intellicheck, Inc. (a) 545 2,251 
IPG Photonics Corp. (a) 61,406 8,537,890 
Iteris, Inc. (a) 7,086 40,248 
Itron, Inc. (a) 55,882 3,780,417 
Jabil Circuit, Inc. 305,429 9,138,436 
KEMET Corp. (a) 73,106 1,008,863 
KEY Tronic Corp. (a) 6,483 43,890 
Keysight Technologies, Inc. (a) 299,245 11,562,827 
Kimball Electronics, Inc. (a) 30,376 528,542 
Knowles Corp. (a)(b) 135,571 2,322,331 
LightPath Technologies, Inc. Class A (a) 376 1,136 
Littelfuse, Inc. 39,308 6,365,931 
LRAD Corp. 56,581 97,319 
Luna Innovations, Inc. (a) 1,444 2,209 
Maxwell Technologies, Inc. (a) 38,769 224,473 
Mesa Laboratories, Inc. 4,836 756,060 
Methode Electronics, Inc. Class A 56,055 2,250,608 
MicroVision, Inc. (a)(b) 117,860 232,184 
MOCON, Inc. 2,209 66,160 
MTS Systems Corp. (b) 29,288 1,518,583 
National Instruments Corp. 178,144 6,796,194 
Neonode, Inc. (a)(b) 33,197 40,500 
NetList, Inc. (a)(b) 104,599 134,933 
Novanta, Inc. (a) 69,743 2,371,262 
OSI Systems, Inc. (a) 28,365 2,246,224 
Park Electrochemical Corp. 28,127 475,346 
PC Connection, Inc. 26,383 688,069 
PC Mall, Inc. (a) 8,716 171,705 
Perceptron, Inc. (a) 13,154 98,918 
Plexus Corp. (a) 73,157 3,802,701 
RadiSys Corp. (a) 34,231 129,051 
Research Frontiers, Inc. (a)(b) 16,855 18,035 
RF Industries Ltd. 5,778 10,400 
Richardson Electronics Ltd. 23,707 143,190 
Rogers Corp. (a) 31,193 3,313,009 
Sanmina Corp. (a) 138,110 5,054,826 
ScanSource, Inc. (a) 36,663 1,393,194 
SYNNEX Corp. 50,673 5,637,878 
Systemax, Inc. 17,861 284,526 
TE Connectivity Ltd. 603,729 47,604,032 
Tech Data Corp. (a) 55,538 5,385,520 
Trimble, Inc. (a) 421,578 15,193,671 
TTM Technologies, Inc. (a)(b) 135,794 2,205,295 
Uni-Pixel, Inc. (a)(b) 49,445 20,515 
Universal Display Corp. 74,102 8,403,167 
VeriFone Systems, Inc. (a)(b) 171,272 3,132,565 
Vishay Intertechnology, Inc. 233,503 3,817,774 
Vishay Precision Group, Inc. (a) 9,596 166,011 
Wayside Technology Group, Inc. 1,232 25,256 
Wireless Telecom Group, Inc. (a) 11,200 18,256 
Zebra Technologies Corp. Class A (a) 84,599 8,827,060 
  382,444,522 
Internet Software & Services - 4.5%   
2U, Inc. (a)(b) 68,060 2,909,565 
Actua Corp. (a)(b) 58,635 820,890 
Akamai Technologies, Inc. (a) 285,975 13,483,721 
Alarm.com Holdings, Inc. (a)(b) 24,291 790,672 
Alphabet, Inc.:   
Class A (a) 495,936 489,533,466 
Class C (a) 492,447 475,142,412 
Amber Road, Inc. (a) 55,819 403,571 
Angie's List, Inc. (a) 57,858 696,610 
AppFolio, Inc. (a) 18,857 540,253 
Apptio, Inc. Class A 10,079 166,505 
Autobytel, Inc. (a) 9,434 118,774 
Bankrate, Inc. (a) 83,183 869,262 
Bazaarvoice, Inc. (a) 201,642 917,471 
Benefitfocus, Inc. (a) 24,805 788,799 
BlackLine, Inc. (b) 26,716 901,932 
Blucora, Inc. (a) 58,999 1,209,480 
Box, Inc. Class A (a) 112,627 2,106,125 
Brightcove, Inc. (a) 59,246 352,514 
BroadVision, Inc. (a) 490 1,960 
Carbonite, Inc. (a) 40,379 751,049 
Care.com, Inc. (a) 25,585 393,241 
ChannelAdvisor Corp. (a) 32,537 370,922 
CommerceHub, Inc.:   
Series A (a)(b) 21,320 362,866 
Series C (a) 54,178 930,778 
Cornerstone OnDemand, Inc. (a) 79,186 2,958,389 
CoStar Group, Inc. (a) 54,807 14,335,867 
Coupa Software, Inc. (b) 49,475 1,693,035 
Determine, Inc. (a) 552 1,943 
DHI Group, Inc. (a) 141,360 402,876 
eBay, Inc. (a) 1,680,759 57,650,034 
eGain Communications Corp. (a) 8,558 13,693 
Endurance International Group Holdings, Inc. (a) 93,309 704,483 
Envestnet, Inc. (a)(b) 69,312 2,484,835 
Facebook, Inc. Class A (a) 3,923,928 594,318,135 
Five9, Inc. (a) 81,974 1,841,956 
GlowPoint, Inc. (a) 18,770 5,256 
GoDaddy, Inc. (a)(b) 96,243 3,959,437 
Gogo, Inc. (a)(b) 109,584 1,416,921 
GrubHub, Inc. (a)(b) 141,196 6,137,790 
GTT Communications, Inc. (a) 50,744 1,636,494 
Hortonworks, Inc. (a) 69,183 855,102 
IAC/InterActiveCorp (a) 125,109 13,304,091 
Instructure, Inc. (a) 8,268 220,756 
Internap Network Services Corp. (a)(b) 99,683 334,935 
Inuvo, Inc. (a) 9,640 10,305 
iPass, Inc. (a) 33,662 49,147 
j2 Global, Inc. 83,229 7,042,838 
Leaf Group Ltd. (a) 19,244 153,952 
Limelight Networks, Inc. (a) 85,727 252,895 
Liquidity Services, Inc. (a) 37,923 235,123 
LivePerson, Inc. (a) 74,160 708,228 
LogMeIn, Inc. 86,028 9,549,108 
Marchex, Inc. Class B (a) 28,685 80,605 
Marin Software, Inc. (a) 9,976 12,969 
Match Group, Inc. (a)(b) 78,674 1,532,570 
MaxPoint Interactive, Inc. (a) 1,466 10,174 
MeetMe, Inc. (a)(b) 113,904 527,376 
MINDBODY, Inc. (a) 37,078 1,040,038 
New Relic, Inc. (a) 60,180 2,628,061 
NIC, Inc. 110,917 2,246,069 
NumereX Corp. Class A (a)(b) 13,747 56,775 
Nutanix, Inc. Class A (a)(c) 26,974 503,065 
Pandora Media, Inc. (a)(b) 374,485 3,332,917 
Q2 Holdings, Inc. (a) 48,710 1,928,916 
QuinStreet, Inc. (a) 38,666 150,217 
Qumu Corp. (a) 6,017 17,269 
Quotient Technology, Inc. (a)(b) 132,658 1,459,238 
RealNetworks, Inc. (a) 28,670 118,981 
Reis, Inc. 8,134 153,733 
Rightside Group Ltd. (a) 8,535 77,754 
Rocket Fuel, Inc. (a)(b) 59,472 180,200 
SecureWorks Corp. (a)(b) 18,872 205,327 
Shutterstock, Inc. (a)(b) 29,764 1,385,812 
Spark Networks, Inc. (a) 16,620 16,288 
SPS Commerce, Inc. (a) 26,414 1,536,238 
Stamps.com, Inc. (a)(b) 27,053 3,730,609 
Support.com, Inc. (a) 39,218 95,300 
Synacor, Inc. (a)(b) 20,037 69,128 
TechTarget, Inc. (a) 23,593 214,696 
The Trade Desk, Inc. 18,452 1,014,860 
Travelzoo, Inc. (a) 5,383 55,714 
Tremor Video, Inc. (a) 17,986 41,907 
TrueCar, Inc. (a)(b) 101,942 1,792,140 
Twilio, Inc. Class A (a)(b) 42,402 1,030,793 
Twitter, Inc. (a)(b) 995,622 18,239,795 
VeriSign, Inc. (a)(b) 147,930 13,337,369 
Web.com Group, Inc. (a)(b) 88,964 2,023,931 
WebMD Health Corp. (a)(b) 69,214 3,874,600 
Xactly Corp. (a) 40,398 634,249 
XO Group, Inc. (a) 81,695 1,348,784 
Yahoo!, Inc. (a) 1,463,233 73,629,885 
Yelp, Inc. (a)(b) 98,508 2,750,343 
YuMe, Inc. (a) 101,833 483,707 
Zillow Group, Inc.:   
Class A (a) 72,361 3,175,924 
Class C (a)(b) 175,251 7,626,924 
  1,871,211,712 
IT Services - 3.7%   
Accenture PLC Class A 1,040,971 129,569,660 
Acxiom Corp. (a) 136,727 3,582,247 
Alliance Data Systems Corp. 92,312 22,259,193 
Amdocs Ltd. 244,219 15,820,507 
Automatic Data Processing, Inc. 747,790 76,551,262 
Black Knight Financial Services, Inc. Class A (a)(b) 45,984 1,832,462 
Blackhawk Network Holdings, Inc. (a) 93,800 4,066,230 
Booz Allen Hamilton Holding Corp. Class A 243,990 9,622,966 
Broadridge Financial Solutions, Inc. 194,846 14,786,863 
CACI International, Inc. Class A (a) 43,520 5,357,312 
CardConnect Corp. (a)(b) 7,862 117,930 
Cartesian, Inc. (a) 206 101 
Cass Information Systems, Inc. 15,060 922,274 
Cognizant Technology Solutions Corp. Class A 1,011,623 67,687,695 
Computer Task Group, Inc. 11,646 64,286 
Conduent, Inc. (a) 287,108 4,711,442 
Convergys Corp. 164,874 4,008,087 
CoreLogic, Inc. (a) 146,089 6,325,654 
CSG Systems International, Inc. 60,961 2,431,734 
CSP, Inc. 3,696 40,176 
CSRA, Inc. 246,056 7,421,049 
DST Systems, Inc. 56,121 6,780,539 
DXC Technology Co. 474,412 36,776,418 
Edgewater Technology, Inc. (a) 2,875 20,441 
EPAM Systems, Inc. (a) 77,553 6,505,146 
Euronet Worldwide, Inc. (a) 88,098 7,684,789 
Everi Holdings, Inc. (a) 99,354 664,678 
EVERTEC, Inc. 105,730 1,744,545 
ExlService Holdings, Inc. (a) 59,903 3,137,120 
Fidelity National Information Services, Inc. 544,233 46,733,288 
First Data Corp. Class A (a) 304,115 5,209,490 
Fiserv, Inc. (a) 356,903 44,712,808 
FleetCor Technologies, Inc. (a) 153,799 22,191,658 
Forrester Research, Inc. 17,100 673,740 
Gartner, Inc. (a) 150,106 17,952,678 
Genpact Ltd. 232,461 6,350,835 
Global Payments, Inc. 253,154 23,191,438 
Hackett Group, Inc. 39,872 584,524 
IBM Corp. 1,430,837 218,388,651 
Information Services Group, Inc. (a) 18,000 65,700 
Innodata, Inc. (a) 14,010 26,619 
Jack Henry & Associates, Inc. 139,152 14,779,334 
Leidos Holdings, Inc. 242,832 13,491,746 
ManTech International Corp. Class A 47,385 1,814,846 
MasterCard, Inc. Class A 1,569,565 192,868,147 
Mattersight Corp. (a) 9,437 25,008 
Maximus, Inc. 109,431 6,793,476 
ModusLink Global Solutions, Inc. (a)(b) 31,030 53,061 
MoneyGram International, Inc. (a) 66,937 1,166,043 
NCI, Inc. Class A (a) 12,261 234,185 
Neustar, Inc. Class A (a) 88,393 2,930,228 
Paychex, Inc. 536,569 31,780,982 
PayPal Holdings, Inc. (a) 1,876,563 97,975,354 
Perficient, Inc. (a) 51,600 891,132 
PFSweb, Inc. (a) 22,457 155,178 
Planet Payment, Inc. (a) 40,113 138,390 
PRG-Schultz International, Inc. (a) 36,569 245,012 
Sabre Corp. (b) 337,364 7,567,075 
Science Applications International Corp. 74,228 5,640,586 
ServiceSource International, Inc. (a) 93,929 324,994 
Square, Inc. (a) 45,912 1,055,517 
StarTek, Inc. (a) 7,341 82,953 
Sykes Enterprises, Inc. (a) 63,873 2,128,887 
Syntel, Inc. (b) 56,060 979,929 
Teletech Holdings, Inc. 29,721 1,264,629 
Teradata Corp. (a)(b) 220,606 6,013,720 
The Western Union Co. 785,793 14,945,783 
Total System Services, Inc. 271,722 16,181,045 
Travelport Worldwide Ltd. 241,707 3,263,045 
Unisys Corp. (a)(b) 68,286 805,775 
Vantiv, Inc. (a) 268,038 16,811,343 
Virtusa Corp. (a) 42,025 1,219,566 
Visa, Inc. Class A 3,095,192 294,755,134 
WEX, Inc. (a) 63,157 6,452,119 
WidePoint Corp. (a) 71,654 32,244 
  1,571,440,701 
Semiconductors & Semiconductor Equipment - 3.4%   
Acacia Communications, Inc. (b) 20,458 962,344 
Advanced Energy Industries, Inc. (a) 70,933 5,456,876 
Advanced Micro Devices, Inc. (a)(b) 1,281,566 14,340,724 
AEHR Test Systems (a) 18,931 86,704 
Alpha & Omega Semiconductor Ltd. (a) 32,383 602,971 
Amkor Technology, Inc. (a) 223,902 2,539,049 
Amtech Systems, Inc. (a) 13,719 110,712 
Analog Devices, Inc. 603,028 51,715,681 
Applied Materials, Inc. 1,783,449 81,824,640 
Axcelis Technologies, Inc. (a) 45,794 996,020 
AXT, Inc. (a) 52,103 346,485 
Broadcom Ltd. 669,456 160,321,323 
Brooks Automation, Inc. 126,012 3,471,631 
Cabot Microelectronics Corp. 37,906 2,861,524 
Cavium, Inc. (a)(b) 113,279 8,265,969 
Ceva, Inc. (a) 37,331 1,577,235 
Cirrus Logic, Inc. (a) 105,407 6,951,592 
Cohu, Inc. 84,544 1,549,692 
Cree, Inc. (a)(b) 179,530 4,280,893 
CVD Equipment Corp. (a)(b) 24,298 286,473 
CyberOptics Corp. (a)(b) 9,251 203,059 
Cypress Semiconductor Corp. (b) 538,403 7,532,258 
Diodes, Inc. (a) 66,747 1,709,391 
DSP Group, Inc. (a) 64,723 766,968 
Entegris, Inc. (a) 228,544 5,645,037 
Experi Corp. 89,409 2,740,386 
First Solar, Inc. (a)(b) 127,867 4,924,158 
FormFactor, Inc. (a) 123,711 1,818,552 
GSI Technology, Inc. (a) 18,344 150,604 
Ichor Holdings Ltd. 9,886 232,123 
Impinj, Inc. (b) 14,583 636,548 
Inphi Corp. (a)(b) 64,122 2,544,361 
Integrated Device Technology, Inc. (a) 224,546 5,743,887 
Intel Corp. 7,889,194 284,878,795 
Intermolecular, Inc. (a) 6,975 6,340 
Intest Corp. (a) 2,175 18,053 
IXYS Corp. 67,452 994,917 
KLA-Tencor Corp. 258,490 26,882,960 
Kopin Corp. (a) 88,411 305,018 
Kulicke & Soffa Industries, Inc. (a) 125,107 2,771,120 
Lam Research Corp. 270,774 42,016,002 
Lattice Semiconductor Corp. (a) 220,983 1,535,832 
M/A-COM Technology Solutions Holdings, Inc. (a)(b) 62,646 3,819,527 
Marvell Technology Group Ltd. 752,545 12,973,876 
Maxim Integrated Products, Inc. 470,225 22,476,755 
MaxLinear, Inc. Class A (a) 86,669 2,699,739 
Microchip Technology, Inc. (b) 355,736 29,632,809 
Micron Technology, Inc. (a) 1,721,234 52,962,370 
Microsemi Corp. (a) 188,099 9,237,542 
MKS Instruments, Inc. 93,742 7,663,409 
Monolithic Power Systems, Inc. 69,641 6,838,746 
MoSys, Inc. (a)(b) 6,042 3,988 
Nanometrics, Inc. (a) 38,377 1,066,881 
NeoPhotonics Corp. (a)(b) 44,702 402,765 
NVE Corp. 6,988 551,633 
NVIDIA Corp. 981,747 141,715,179 
ON Semiconductor Corp. (a) 694,972 10,758,167 
PDF Solutions, Inc. (a) 38,716 628,748 
Photronics, Inc. (a) 101,617 1,021,251 
Pixelworks, Inc. (a) 22,798 113,078 
Power Integrations, Inc. 52,203 3,494,991 
Qorvo, Inc. (a)(b) 206,868 16,125,361 
Qualcomm, Inc. 2,462,383 141,020,674 
QuickLogic Corp. (a)(b) 142,208 172,072 
Rambus, Inc. (a) 170,226 2,015,476 
Rubicon Technology, Inc. (a)(b) 2,504 25,040 
Rudolph Technologies, Inc. (a) 69,669 1,665,089 
Semtech Corp. (a) 111,258 4,250,056 
Sigma Designs, Inc. (a) 51,095 319,344 
Silicon Laboratories, Inc. (a) 69,347 5,187,156 
Skyworks Solutions, Inc. 307,650 32,743,190 
SolarEdge Technologies, Inc. (a) 54,440 1,012,584 
SunPower Corp. (a)(b) 97,783 769,552 
Sunworks, Inc. (a)(b) 12,722 20,991 
Synaptics, Inc. (a)(b) 56,125 3,118,305 
Teradyne, Inc. 339,570 12,071,714 
Texas Instruments, Inc. 1,658,238 136,788,053 
Ultra Clean Holdings, Inc. (a) 60,588 1,383,830 
Veeco Instruments, Inc. (a)(b) 86,705 2,726,872 
Versum Materials, Inc. 177,815 5,519,378 
Xcerra Corp. (a) 72,566 704,616 
Xilinx, Inc. 412,017 27,485,654 
  1,445,791,368 
Software - 4.8%   
8x8, Inc. (a) 162,409 2,216,883 
A10 Networks, Inc. (a) 73,118 597,374 
ACI Worldwide, Inc. (a) 200,153 4,575,498 
Activision Blizzard, Inc. 1,150,963 67,423,413 
Adobe Systems, Inc. (a) 823,681 116,847,387 
American Software, Inc. Class A 55,166 592,483 
ANSYS, Inc. (a) 142,478 17,999,246 
Aspen Technology, Inc. (a) 131,521 8,043,824 
Asure Software, Inc. (a) 8,721 135,176 
Autodesk, Inc. (a) 329,727 36,853,587 
Barracuda Networks, Inc. (a) 58,271 1,277,300 
Blackbaud, Inc. 77,240 6,390,065 
Bottomline Technologies, Inc. (a) 62,280 1,557,623 
BroadSoft, Inc. (a)(b) 46,995 1,879,800 
BSQUARE Corp. (a) 11,182 56,469 
CA Technologies, Inc. 519,306 16,498,352 
Cadence Design Systems, Inc. (a) 470,063 16,518,014 
Callidus Software, Inc. (a) 115,529 2,761,143 
CDK Global, Inc. (b) 240,461 14,778,733 
Citrix Systems, Inc. (a) 260,051 21,464,610 
CommVault Systems, Inc. (a) 75,089 4,214,370 
Covisint Corp. (a) 39,763 81,514 
Datawatch Corp. (a) 9,730 80,759 
Digimarc Corp. (a)(b) 14,767 514,630 
Digital Turbine, Inc. (a)(b) 41,910 46,520 
Document Security Systems, Inc. (a) 4,956 4,807 
Ebix, Inc. 35,461 1,962,766 
Electronic Arts, Inc. (a) 513,835 58,232,921 
Ellie Mae, Inc. (a) 54,952 6,020,541 
EnerNOC, Inc. (a)(b) 34,204 186,412 
Everbridge, Inc. 29,747 769,257 
Evolving Systems, Inc. 4,973 26,606 
Exa Corp. (a) 15,758 218,879 
Fair Isaac Corp. 53,660 7,118,536 
FalconStor Software, Inc. (a) 37,427 9,918 
FireEye, Inc. (a)(b) 244,600 3,666,554 
Form Holdings Corp. (a)(b) 9,862 16,963 
Fortinet, Inc. (a) 246,638 9,702,739 
Gigamon, Inc. (a) 48,659 1,856,341 
Glu Mobile, Inc. (a)(b) 173,754 441,335 
GSE Systems, Inc. (a) 388 1,300 
Guidance Software, Inc. (a) 26,710 171,211 
Guidewire Software, Inc. (a) 129,374 8,593,021 
HubSpot, Inc. (a)(b) 54,014 3,894,409 
Imperva, Inc. (a) 43,161 2,132,153 
Inseego Corp. (a)(b) 35,452 36,161 
Intuit, Inc. 404,049 56,825,451 
Jive Software, Inc. (a) 60,361 318,404 
Manhattan Associates, Inc. (a) 127,067 5,951,818 
Microsoft Corp. 12,885,878 899,949,720 
MicroStrategy, Inc. Class A (a) 16,727 3,050,336 
Mitek Systems, Inc. (a)(b) 45,058 351,452 
MobileIron, Inc. (a) 70,668 381,607 
Model N, Inc. (a) 64,636 837,036 
Monotype Imaging Holdings, Inc. 66,977 1,309,400 
NetSol Technologies, Inc. (a) 10,165 41,168 
Nuance Communications, Inc. (a) 427,719 7,917,079 
Oracle Corp. 4,999,549 226,929,529 
Parametric Technology Corp. (a) 187,518 10,797,286 
Park City Group, Inc. (a)(b) 18,083 226,038 
Paycom Software, Inc. (a)(b) 65,084 4,259,097 
Paylocity Holding Corp. (a)(b) 39,896 1,869,128 
Pegasystems, Inc. 63,152 3,691,234 
Polarityte, Inc. (a)(b) 5,861 108,780 
Progress Software Corp. 78,882 2,303,354 
Proofpoint, Inc. (a)(b) 71,790 6,173,940 
PROS Holdings, Inc. (a) 40,708 1,215,948 
QAD, Inc.:   
Class A 10,065 327,616 
Class B 4,298 114,757 
Qualys, Inc. (a) 50,519 2,121,798 
Rapid7, Inc. (a) 27,175 498,933 
RealPage, Inc. (a) 95,369 3,299,767 
Red Hat, Inc. (a) 295,809 26,495,612 
RingCentral, Inc. (a) 98,835 3,370,274 
Rosetta Stone, Inc. (a) 22,826 270,945 
Salesforce.com, Inc. (a) 1,090,608 97,762,101 
SeaChange International, Inc. (a) 36,866 90,322 
ServiceNow, Inc. (a) 270,863 28,345,813 
Silver Spring Networks, Inc. (a) 57,002 580,280 
SITO Mobile Ltd. (a)(b) 17,979 72,815 
Smith Micro Software, Inc. (a) 10,363 11,088 
Sonic Foundry, Inc. (a) 155 637 
Splunk, Inc. (a)(b) 224,925 13,774,407 
SS&C Technologies Holdings, Inc. 293,141 11,016,239 
Symantec Corp. 1,023,032 31,008,100 
Synchronoss Technologies, Inc. (a)(b) 70,331 898,830 
Synopsys, Inc. (a) 249,135 18,652,737 
Tableau Software, Inc. (a) 97,500 6,045,975 
Take-Two Interactive Software, Inc. (a) 165,320 12,686,657 
TeleNav, Inc. (a) 46,856 381,876 
The Rubicon Project, Inc. (a) 59,339 295,508 
TiVo Corp. 199,718 3,554,980 
Tyler Technologies, Inc. (a) 58,649 10,021,941 
Ultimate Software Group, Inc. (a)(b) 48,052 10,606,998 
Upland Software, Inc. (a) 13,813 307,201 
Varonis Systems, Inc. (a) 31,174 1,133,175 
Vasco Data Security International, Inc. (a) 48,861 669,396 
Verint Systems, Inc. (a) 104,276 4,285,744 
VirnetX Holding Corp. (a)(b) 93,723 318,658 
VMware, Inc. Class A (a)(b) 116,847 11,351,686 
Workday, Inc. Class A (a)(b) 218,135 21,809,137 
Workiva, Inc. (a) 31,679 576,558 
Zedge, Inc. (a) 14,921 44,465 
Zendesk, Inc. (a) 130,945 3,401,951 
Zix Corp. (a) 69,803 402,763 
Zynga, Inc. (a) 1,392,357 4,901,097 
  2,014,484,245 
Technology Hardware, Storage & Peripherals - 3.7%   
3D Systems Corp. (a)(b) 180,858 3,698,546 
Apple, Inc. 8,750,869 1,336,782,666 
Astro-Med, Inc. 4,606 64,254 
Avid Technology, Inc. (a)(b) 38,570 200,950 
Concurrent Computer Corp. 6,675 44,856 
CPI Card Group (b) 22,281 43,448 
Cray, Inc. (a) 76,017 1,349,302 
Crossroads Systems, Inc. (a)(b) 680 2,360 
Dataram Corp. (a) 46 138 
Diebold Nixdorf, Inc. (b) 123,985 3,279,403 
Eastman Kodak Co. (a) 64,018 592,167 
Electronics for Imaging, Inc. (a)(b) 82,143 3,895,221 
Glassbridge Enterprises, Inc. (a)(b) 4,203 16,644 
Hewlett Packard Enterprise Co. 2,791,356 52,505,406 
HP, Inc. 2,829,828 53,087,573 
Immersion Corp. (a)(b) 59,681 507,289 
Intevac, Inc. (a) 29,097 389,900 
NCR Corp. (a) 216,399 8,337,853 
NetApp, Inc. 451,962 18,299,941 
Pure Storage, Inc. Class A (a)(b) 153,259 1,983,171 
Quantum Corp. (a) 41,835 355,179 
Seagate Technology LLC (b) 492,140 21,442,540 
Super Micro Computer, Inc. (a) 65,674 1,615,580 
Transact Technologies, Inc. 3,411 29,164 
U.S.A. Technologies, Inc. (a)(b) 38,549 179,253 
Western Digital Corp. 476,246 42,890,715 
Xerox Corp. 1,400,963 9,904,808 
Xplore Technologies Corp. (a) 2,067 4,031 
  1,561,502,358 
TOTAL INFORMATION TECHNOLOGY  9,310,643,618 
MATERIALS - 3.3%   
Chemicals - 2.2%   
A. Schulman, Inc. 45,099 1,321,401 
Advanced Emissions Solutions, Inc. (a)(b) 57,241 536,921 
AdvanSix, Inc. (a) 52,136 1,499,953 
AgroFresh Solutions, Inc. (a)(b) 38,931 273,685 
Air Products & Chemicals, Inc. 362,111 52,165,711 
Albemarle Corp. U.S. 185,120 21,029,632 
American Vanguard Corp. 39,610 667,429 
Ashland Global Holdings, Inc. 101,783 6,772,641 
Axalta Coating Systems (a) 362,701 11,352,541 
Balchem Corp. 53,639 4,222,462 
BioAmber, Inc. (a)(b) 17,794 37,012 
Cabot Corp. 106,306 5,552,362 
Calgon Carbon Corp. 83,129 1,167,962 
Celanese Corp. Class A 234,423 20,289,311 
CF Industries Holdings, Inc. 394,832 10,620,981 
Chase Corp. 19,479 2,055,035 
Codexis, Inc. (a) 42,409 169,636 
Core Molding Technologies, Inc.(a) 10,858 227,258 
E.I. du Pont de Nemours & Co. 1,444,114 113,969,477 
Eastman Chemical Co. 259,233 20,767,156 
Ecolab, Inc. 439,568 58,392,213 
Ferro Corp. (a) 133,620 2,239,471 
Flotek Industries, Inc. (a)(b) 98,612 974,287 
FMC Corp. 226,271 17,054,045 
FutureFuel Corp. 37,844 512,408 
H.B. Fuller Co. 88,055 4,468,791 
Hawkins, Inc. 13,930 655,407 
Huntsman Corp. 317,265 7,582,634 
Ingevity Corp. (a) 71,031 4,195,801 
Innophos Holdings, Inc. 32,175 1,360,681 
Innospec, Inc. 41,822 2,676,608 
International Flavors & Fragrances, Inc. 134,797 18,587,158 
Intrepid Potash, Inc. (a)(b) 199,844 427,666 
KMG Chemicals, Inc. 10,303 576,247 
Koppers Holdings, Inc. (a) 30,390 1,095,560 
Kraton Performance Polymers, Inc. (a) 48,417 1,563,869 
Kronos Worldwide, Inc. 34,238 627,925 
LSB Industries, Inc. (a)(b) 28,693 252,211 
LyondellBasell Industries NV Class A 555,166 44,701,966 
Marrone Bio Innovations, Inc. (a)(b) 15,737 18,098 
Minerals Technologies, Inc. 58,663 4,220,803 
Monsanto Co. 731,919 85,941,929 
NewMarket Corp. 16,721 7,781,117 
Olin Corp. 276,573 8,114,652 
OMNOVA Solutions, Inc. (a) 52,644 455,371 
Platform Specialty Products Corp. (a)(b) 348,544 4,349,829 
PolyOne Corp. 133,312 4,977,870 
PPG Industries, Inc. 430,468 45,784,576 
Praxair, Inc. 474,939 62,829,680 
Quaker Chemical Corp. 22,939 3,197,467 
Rayonier Advanced Materials, Inc. 82,695 1,438,066 
RPM International, Inc. 226,844 12,301,750 
Senomyx, Inc. (a)(b) 66,138 56,879 
Sensient Technologies Corp. 74,039 5,944,591 
Sherwin-Williams Co. 134,879 44,748,806 
Stepan Co. 34,404 2,911,266 
Terravia Holdings, Inc. (a)(b) 98,314 25,906 
The Chemours Co. LLC 303,149 12,122,929 
The Dow Chemical Co. 1,858,271 115,138,471 
The Mosaic Co. 577,788 13,075,342 
The Scotts Miracle-Gro Co. Class A 73,052 6,327,034 
Trecora Resources (a) 28,770 307,839 
Tredegar Corp. 71,882 1,135,736 
Trinseo SA 70,468 4,541,663 
Tronox Ltd. Class A 110,795 1,684,084 
Valhi, Inc. 35,553 121,236 
Valspar Corp. 117,154 13,237,230 
W.R. Grace & Co. 111,862 8,019,387 
Westlake Chemical Corp. 59,202 3,638,555 
Yield10 Bioscience, Inc. (a)(b) 693 3,576 
  917,095,252 
Construction Materials - 0.1%   
Eagle Materials, Inc. 77,760 7,332,768 
Forterra, Inc. (b) 32,917 236,673 
Foundation Building Materials, Inc. 21,184 285,984 
Martin Marietta Materials, Inc. 105,231 23,582,267 
Summit Materials, Inc. 172,319 4,628,488 
U.S. Concrete, Inc. (a)(b) 21,607 1,428,223 
United States Lime & Minerals, Inc. 2,200 172,524 
Vulcan Materials Co. 219,188 27,321,784 
  64,988,711 
Containers & Packaging - 0.5%   
Aptargroup, Inc. 103,613 8,808,141 
Avery Dennison Corp. 146,518 12,345,607 
Ball Corp. 584,254 23,895,989 
Bemis Co., Inc. 156,089 6,967,813 
Berry Global Group, Inc. (a) 216,366 12,547,064 
Crown Holdings, Inc. (a) 233,058 13,456,769 
Graphic Packaging Holding Co. 493,965 6,673,467 
Greif, Inc. Class A 63,236 3,759,380 
International Paper Co. 685,452 36,246,702 
Myers Industries, Inc. 29,894 505,209 
Owens-Illinois, Inc. (a) 264,706 5,974,414 
Packaging Corp. of America 156,603 15,998,562 
Sealed Air Corp. 322,754 14,336,733 
Silgan Holdings, Inc. 135,972 4,325,269 
Sonoco Products Co. 162,407 8,235,659 
UFP Technologies, Inc. (a) 14,187 388,014 
WestRock Co. 427,751 23,278,209 
  197,743,001 
Metals & Mining - 0.4%   
AK Steel Holding Corp. (a)(b) 525,512 3,205,623 
Alcoa Corp. 248,002 8,169,186 
Allegheny Technologies, Inc. (b) 174,474 2,692,134 
Ampco-Pittsburgh Corp. 10,414 163,500 
Atkore International Group, Inc. 35,003 730,163 
Carpenter Technology Corp. 80,027 2,918,585 
Century Aluminum Co. (a)(b) 86,859 1,252,507 
Cliffs Natural Resources, Inc. (a)(b) 429,608 2,530,391 
Coeur d'Alene Mines Corp. (a) 297,840 2,763,955 
Commercial Metals Co. 192,032 3,475,779 
Compass Minerals International, Inc. 56,608 3,631,403 
Comstock Mining, Inc. (a) 56,723 8,832 
Freeport-McMoRan, Inc. (a) 2,210,425 25,397,783 
Friedman Industries 2,001 10,845 
General Moly, Inc. (a) 60,513 17,065 
Gold Resource Corp. 109,163 385,345 
Golden Minerals Co. (a) 71,014 42,608 
Handy & Harman Ltd. (a) 5,646 161,193 
Haynes International, Inc. 18,364 657,431 
Hecla Mining Co. 683,190 3,921,511 
Kaiser Aluminum Corp. 27,980 2,304,433 
Materion Corp. 30,858 1,055,344 
McEwen Mining, Inc. (b) 403,016 1,027,691 
Newmont Mining Corp. 884,843 30,217,388 
Nucor Corp. 532,779 30,954,460 
Olympic Steel, Inc. 12,703 209,218 
Paramount Gold Nevada Corp. (a) 7,958 12,255 
Pershing Gold Corp. (a)(b) 31,696 87,164 
Real Industries, Inc. (a) 30,069 84,193 
Reliance Steel & Aluminum Co. 117,143 8,545,582 
Royal Gold, Inc. 110,834 8,913,270 
Ryerson Holding Corp. (a) 30,039 250,826 
Schnitzer Steel Industries, Inc. Class A 47,241 911,751 
Solitario Exploration & Royalty Corp. (a) 18,115 12,681 
Steel Dynamics, Inc. 413,913 14,068,903 
SunCoke Energy, Inc. (a) 99,267 867,594 
Synalloy Corp. (a) 8,615 101,226 
TimkenSteel Corp. (a)(b) 69,807 914,472 
U.S. Antimony Corp. (a) 24,962 11,433 
United States Steel Corp. (b) 307,753 6,416,650 
Universal Stainless & Alloy Products, Inc. (a) 6,659 118,930 
Worthington Industries, Inc. 71,924 3,018,650 
  172,239,953 
Paper & Forest Products - 0.1%   
Boise Cascade Co. (a) 63,767 1,718,521 
Clearwater Paper Corp. (a) 29,564 1,370,291 
Deltic Timber Corp. 17,765 1,205,533 
Domtar Corp. 101,407 3,689,187 
Kapstone Paper & Packaging Corp. 150,928 3,189,109 
Louisiana-Pacific Corp. (a) 229,727 5,118,318 
Mercer International, Inc. (SBI) 60,804 708,367 
Neenah Paper, Inc. 27,129 2,116,062 
P.H. Glatfelter Co. 69,408 1,272,249 
Rentech, Inc. (a)(b) 27,522 11,713 
Resolute Forest Products (a) 146,819 660,686 
Schweitzer-Mauduit International, Inc. 48,432 1,805,545 
Verso Corp. (a) 59,171 202,365 
  23,067,946 
TOTAL MATERIALS  1,375,134,863 
REAL ESTATE - 4.0%   
Equity Real Estate Investment Trusts (REITs) - 3.9%   
Acadia Realty Trust (SBI) 161,267 4,378,399 
Agree Realty Corp. 50,269 2,288,748 
Alexanders, Inc. 6,076 2,504,163 
Alexandria Real Estate Equities, Inc. 145,840 17,016,611 
Altisource Residential Corp. Class B (b) 74,457 1,023,039 
American Assets Trust, Inc. 89,595 3,498,685 
American Campus Communities, Inc. 225,191 10,687,565 
American Homes 4 Rent Class A 382,812 8,601,786 
American Tower Corp. 711,494 93,340,898 
Apartment Investment & Management Co. Class A 255,785 10,978,292 
Apple Hospitality (REIT), Inc. 276,107 5,168,723 
Armada Hoffler Properties, Inc. 73,011 964,475 
Ashford Hospitality Prime, Inc. 47,533 457,267 
Ashford Hospitality Trust, Inc. 123,613 761,456 
AvalonBay Communities, Inc. 227,818 43,567,914 
Bluerock Residential Growth (REIT), Inc. (b) 90,320 1,101,904 
Boston Properties, Inc. 253,146 30,711,673 
Brandywine Realty Trust (SBI) 276,702 4,822,916 
Brixmor Property Group, Inc. 434,184 7,832,679 
BRT Realty Trust (a) 189,164 1,492,504 
Camden Property Trust (SBI) 145,586 12,128,770 
Care Capital Properties, Inc. 134,566 3,537,740 
CareTrust (REIT), Inc. 113,682 2,074,697 
CatchMark Timber Trust, Inc. 100,692 1,139,833 
CBL & Associates Properties, Inc. (b) 262,246 2,016,672 
Cedar Shopping Centers, Inc. 134,023 668,775 
Chatham Lodging Trust 57,137 1,134,169 
Chesapeake Lodging Trust 85,461 1,969,876 
City Office REIT, Inc. 67,579 830,546 
Clipper Realty, Inc. 6,962 74,076 
Colony NorthStar, Inc. (b) 925,392 13,075,789 
Colony Starwood Homes 153,389 5,302,658 
Columbia Property Trust, Inc. 198,850 4,295,160 
Communications Sales & Leasing, Inc. 257,108 6,430,271 
Community Healthcare Trust, Inc. 41,798 1,032,411 
Condor Hospitality Trust, Inc. 108 1,086 
CorEnergy Infrastructure Trust, Inc. (b) 14,135 497,269 
CoreSite Realty Corp. 54,413 5,728,601 
Corporate Office Properties Trust (SBI) 181,324 6,116,059 
Corrections Corp. of America 193,743 5,570,111 
Cousins Properties, Inc. 673,063 5,761,419 
Crown Castle International Corp. 601,270 61,119,096 
CubeSmart 296,680 7,405,133 
CyrusOne, Inc. 130,176 7,323,702 
DCT Industrial Trust, Inc. 161,523 8,513,877 
DDR Corp. 501,615 4,303,857 
DiamondRock Hospitality Co. 300,095 3,328,054 
Digital Realty Trust, Inc. (b) 265,110 31,333,351 
Douglas Emmett, Inc. 247,389 9,390,886 
Duke Realty Corp. 579,184 16,605,205 
DuPont Fabros Technology, Inc. 124,151 6,782,369 
Easterly Government Properties, Inc. (b) 30,760 610,894 
EastGroup Properties, Inc. 54,382 4,428,870 
Education Realty Trust, Inc. 129,203 4,949,767 
Empire State Realty Trust, Inc. 218,080 4,536,064 
EPR Properties 106,196 7,530,358 
Equinix, Inc. 129,033 56,904,843 
Equity Commonwealth (a) 213,360 6,639,763 
Equity Lifestyle Properties, Inc. 141,492 11,941,925 
Equity Residential (SBI) 617,260 40,177,453 
Essex Property Trust, Inc. 107,595 27,643,307 
Extra Space Storage, Inc. 213,703 16,555,571 
Farmland Partners, Inc. (b) 105,443 1,025,960 
Federal Realty Investment Trust (SBI) 126,706 15,551,894 
FelCor Lodging Trust, Inc. 200,216 1,435,549 
First Industrial Realty Trust, Inc. 184,151 5,318,281 
First Potomac Realty Trust 85,240 932,526 
Forest City Realty Trust, Inc. Class A 359,272 8,180,623 
Four Corners Property Trust, Inc. 103,212 2,541,079 
Franklin Street Properties Corp. 176,797 1,988,966 
Gaming & Leisure Properties 346,079 12,704,560 
General Growth Properties, Inc. 968,015 21,567,374 
Getty Realty Corp. 48,238 1,213,186 
Gladstone Commercial Corp. (b) 76,606 1,559,698 
Gladstone Land Corp. 8,000 89,760 
Global Net Lease, Inc. 83,478 1,881,594 
Government Properties Income Trust (b) 114,158 2,465,813 
Gramercy Property Trust 249,250 7,365,338 
HCP, Inc. 787,959 24,694,635 
Healthcare Realty Trust, Inc. 189,626 6,306,961 
Healthcare Trust of America, Inc. 317,837 9,754,418 
Hersha Hospitality Trust 71,283 1,326,577 
Highwoods Properties, Inc. (SBI) 169,915 8,563,716 
Hospitality Properties Trust (SBI) 269,986 7,807,995 
Host Hotels & Resorts, Inc. (b) 1,210,074 21,769,231 
Hudson Pacific Properties, Inc. 249,715 8,180,663 
Independence Realty Trust, Inc. (b) 102,753 987,456 
InfraReit, Inc. 82,809 1,597,386 
Investors Real Estate Trust 202,786 1,186,298 
Iron Mountain, Inc. 401,774 14,029,948 
iStar Financial, Inc. (a)(b) 102,599 1,242,474 
Jernigan Capital, Inc. (b) 7,042 157,037 
Kilroy Realty Corp. 161,110 11,796,474 
Kimco Realty Corp. 718,168 12,596,667 
Kite Realty Group Trust 145,444 2,613,629 
Lamar Advertising Co. Class A 134,352 9,405,984 
LaSalle Hotel Properties (SBI) 176,035 5,008,196 
Lexington Corporate Properties Trust 345,008 3,315,527 
Liberty Property Trust (SBI) 243,797 10,017,619 
Life Storage, Inc. 80,608 6,037,539 
LTC Properties, Inc. 62,032 2,989,942 
Mack-Cali Realty Corp. 154,097 4,100,521 
MedEquities Realty Trust, Inc. 56,982 665,550 
Medical Properties Trust, Inc. (b) 593,530 7,686,214 
Mid-America Apartment Communities, Inc. 189,912 19,359,629 
Monmouth Real Estate Investment Corp. Class A 107,747 1,573,106 
Monogram Residential Trust, Inc. 257,535 2,480,062 
National Health Investors, Inc. 63,380 4,786,458 
National Retail Properties, Inc. 250,989 9,630,448 
National Storage Affiliates Trust 66,569 1,614,298 
New Senior Investment Group, Inc. 149,321 1,424,522 
NexPoint Residential Trust, Inc. 32,020 773,603 
NorthStar Realty Europe Corp. 77,758 948,648 
Omega Healthcare Investors, Inc. (b) 315,695 9,887,567 
One Liberty Properties, Inc. 42,541 948,664 
Outfront Media, Inc. 225,734 5,158,022 
Paramount Group, Inc. 304,533 4,695,899 
Parkway, Inc. 79,308 1,581,402 
Pebblebrook Hotel Trust (b) 119,218 3,686,221 
Pennsylvania Real Estate Investment Trust (SBI) 105,464 1,128,465 
Physicians Realty Trust 227,428 4,625,886 
Piedmont Office Realty Trust, Inc. Class A 250,343 5,304,768 
Potlatch Corp. 63,794 2,918,576 
Power (REIT) (a) 718 4,969 
Preferred Apartment Communities, Inc. Class A 51,100 783,363 
Prologis, Inc. 876,155 48,661,649 
PS Business Parks, Inc. 31,822 4,018,482 
Public Storage 247,705 53,343,272 
QTS Realty Trust, Inc. Class A 76,420 3,990,652 
Quality Care Properties, Inc. (a) 156,460 2,647,303 
RAIT Financial Trust 116,629 260,083 
Ramco-Gershenson Properties Trust (SBI) 128,503 1,617,853 
Rayonier, Inc. 205,732 5,779,012 
Realty Income Corp. 449,594 24,696,198 
Regency Centers Corp. 242,761 14,774,434 
Retail Opportunity Investments Corp. 189,056 3,735,747 
Retail Properties America, Inc. 409,657 5,038,781 
Rexford Industrial Realty, Inc. 93,456 2,546,676 
RLJ Lodging Trust 206,953 4,211,494 
Ryman Hospitality Properties, Inc. 78,979 5,087,037 
Sabra Health Care REIT, Inc. (b) 99,253 2,325,498 
Saul Centers, Inc. 23,905 1,369,757 
SBA Communications Corp. Class A (a) 201,070 27,783,853 
Select Income REIT 130,864 3,122,415 
Senior Housing Properties Trust (SBI) 396,382 8,379,515 
Seritage Growth Properties (b) 43,689 1,714,793 
Simon Property Group, Inc. 532,489 82,136,428 
SL Green Realty Corp. 164,116 16,580,639 
Sotherly Hotels, Inc. 2,721 17,795 
Spirit Realty Capital, Inc. 794,874 5,746,939 
Stag Industrial, Inc. 147,627 3,982,976 
Store Capital Corp. 275,626 5,617,258 
Summit Hotel Properties, Inc. 230,431 4,124,715 
Sun Communities, Inc. (b) 108,284 9,327,584 
Sunstone Hotel Investors, Inc. 363,918 5,680,760 
Tanger Factory Outlet Centers, Inc. 158,086 4,119,721 
Taubman Centers, Inc. 102,172 6,247,818 
Terreno Realty Corp. 83,145 2,717,179 
The GEO Group, Inc. 200,457 6,001,683 
The Macerich Co. 198,583 11,400,650 
TIER REIT, Inc. 108,647 1,756,822 
UDR, Inc. 438,994 16,949,558 
UMH Properties, Inc. 79,886 1,334,096 
Universal Health Realty Income Trust (SBI) 38,916 2,791,834 
Urban Edge Properties 150,104 3,578,479 
Urstadt Biddle Properties, Inc. Class A 92,798 1,737,179 
Ventas, Inc. 588,363 39,120,256 
VEREIT, Inc. 1,614,393 13,351,030 
Vornado Realty Trust 287,590 26,515,798 
Washington REIT (SBI) 128,414 4,149,056 
Weingarten Realty Investors (SBI) 198,541 5,974,099 
Welltower, Inc. 608,921 44,171,129 
Weyerhaeuser Co. 1,250,929 41,230,620 
Whitestone REIT Class B 105,336 1,214,524 
WP Carey, Inc. (b) 185,070 12,072,116 
WP Glimcher, Inc. 352,285 2,687,935 
Xenia Hotels & Resorts, Inc. 170,955 3,060,095 
  1,632,086,739 
Real Estate Management & Development - 0.1%   
Alexander & Baldwin, Inc. 76,237 3,051,005 
Altisource Portfolio Solutions SA (a)(b) 18,423 379,145 
CBRE Group, Inc. (a) 502,108 17,513,527 
Consolidated-Tomoka Land Co. 6,987 375,901 
Forestar Group, Inc. (a) 61,936 876,394 
FRP Holdings, Inc. (a) 3,842 161,748 
HFF, Inc. 59,609 1,859,205 
Howard Hughes Corp. (a) 58,205 7,459,553 
Invitation Homes, Inc. 138,858 2,988,224 
Jones Lang LaSalle, Inc. 79,229 9,148,573 
Kennedy-Wilson Holdings, Inc. 159,048 3,117,341 
Marcus & Millichap, Inc. (a) 19,559 472,937 
Maui Land & Pineapple, Inc. (a) 31,310 594,890 
RE/MAX Holdings, Inc. 27,266 1,449,188 
Realogy Holdings Corp. 241,978 7,370,650 
Stratus Properties, Inc. 12,801 352,668 
Tejon Ranch Co. (a) 21,096 422,342 
The St. Joe Co. (a)(b) 114,817 2,026,520 
Transcontinental Realty Investors, Inc. (a) 20,697 411,249 
Trinity Place Holdings, Inc. (a)(b) 7,019 46,957 
  60,078,017 
TOTAL REAL ESTATE  1,692,164,756 
TELECOMMUNICATION SERVICES - 2.0%   
Diversified Telecommunication Services - 1.9%   
Alaska Communication Systems Group, Inc. (a) 135,810 298,782 
AT&T, Inc. 10,261,986 395,394,321 
Atlantic Tele-Network, Inc. 20,159 1,319,205 
CenturyLink, Inc. (b) 896,977 22,379,576 
Cincinnati Bell, Inc. (a) 63,133 1,073,261 
Cogent Communications Group, Inc. 64,769 2,551,899 
Consolidated Communications Holdings, Inc. (b) 94,065 1,873,775 
FairPoint Communications, Inc. (a) 43,838 631,267 
Frontier Communications Corp. (b) 1,974,123 2,586,101 
General Communications, Inc. Class A (a) 45,133 1,669,470 
Globalstar, Inc. (a)(b) 552,886 1,094,714 
Hawaiian Telcom Holdco, Inc. (a) 15,790 396,645 
IDT Corp. Class B 44,765 759,214 
Intelsat SA (a)(b) 61,651 189,885 
Iridium Communications, Inc. (a)(b) 122,967 1,217,373 
Level 3 Communications, Inc. (a) 487,936 29,041,951 
Lumos Networks Corp. (a) 30,848 552,796 
Ooma, Inc. (a) 37,459 316,529 
ORBCOMM, Inc. (a) 100,896 988,781 
Pareteum Corp. (a) 2,527 1,718 
PDVWireless, Inc. (a)(b) 18,833 450,109 
Straight Path Communications, Inc. Class B (a)(b) 13,737 2,457,549 
Verizon Communications, Inc. 6,814,026 317,806,173 
Vonage Holdings Corp. (a) 343,700 2,374,967 
Windstream Holdings, Inc. (b) 322,467 1,370,485 
Zayo Group Holdings, Inc. (a) 163,519 5,258,771 
  794,055,317 
Wireless Telecommunication Services - 0.1%   
Airgain, Inc. (b) 9,732 129,728 
Boingo Wireless, Inc. (a) 75,566 1,214,346 
NII Holdings, Inc. (a)(b) 134,717 76,519 
Shenandoah Telecommunications Co. 75,836 2,324,373 
Spok Holdings, Inc. 43,148 750,775 
Sprint Corp. (a)(b) 1,060,173 9,000,869 
T-Mobile U.S., Inc. (a) 474,409 31,984,655 
Telephone & Data Systems, Inc. 160,373 4,575,442 
U.S. Cellular Corp. (a) 27,310 1,091,308 
  51,148,015 
TOTAL TELECOMMUNICATION SERVICES  845,203,332 
UTILITIES - 3.2%   
Electric Utilities - 1.8%   
Allete, Inc. 79,147 5,808,598 
Alliant Energy Corp. 389,728 16,162,020 
American Electric Power Co., Inc. 804,466 57,744,569 
Duke Energy Corp. 1,165,118 99,827,310 
Edison International 536,361 43,750,967 
El Paso Electric Co. 80,794 4,362,876 
Entergy Corp. 292,039 23,088,603 
Eversource Energy 543,825 33,755,218 
Exelon Corp. 1,543,936 56,060,316 
FirstEnergy Corp. 753,599 22,035,235 
Genie Energy Ltd. Class B 24,074 185,129 
Great Plains Energy, Inc. 385,148 11,065,302 
Hawaiian Electric Industries, Inc. 200,692 6,650,933 
IDACORP, Inc. 94,946 8,288,786 
MGE Energy, Inc. 60,635 3,947,339 
NextEra Energy, Inc. 777,455 109,963,235 
OGE Energy Corp. 327,535 11,670,072 
Otter Tail Corp. 81,371 3,250,771 
PG&E Corp. 833,060 56,964,643 
Pinnacle West Capital Corp. 178,279 15,750,950 
PNM Resources, Inc. 139,589 5,374,177 
Portland General Electric Co. 147,815 6,997,562 
PPL Corp. 1,126,831 44,971,825 
Southern Co. 1,642,847 83,144,487 
Spark Energy, Inc. Class A, (b) 12,291 538,960 
Westar Energy, Inc. 233,686 12,373,674 
Xcel Energy, Inc. 832,978 39,907,976 
  783,641,533 
Gas Utilities - 0.2%   
Atmos Energy Corp. 177,568 14,793,190 
Chesapeake Utilities Corp. 27,662 2,053,904 
Delta Natural Gas Co., Inc. 3,078 92,371 
Gas Natural, Inc. 8,386 106,502 
National Fuel Gas Co. (b) 143,599 8,150,679 
New Jersey Resources Corp. 144,194 6,041,729 
Northwest Natural Gas Co. 56,327 3,450,029 
ONE Gas, Inc. 93,649 6,616,302 
South Jersey Industries, Inc. 141,912 5,167,016 
Southwest Gas Holdings, Inc. 71,765 5,710,341 
Spire, Inc. 80,546 5,706,684 
UGI Corp. 292,531 14,971,737 
WGL Holdings, Inc. 83,926 6,944,037 
  79,804,521 
Independent Power and Renewable Electricity Producers - 0.1%   
Calpine Corp. (a) 640,548 8,231,042 
Dynegy, Inc. (a)(b) 202,883 1,677,842 
NRG Energy, Inc. 514,342 8,260,333 
NRG Yield, Inc.:   
Class A 44,523 765,796 
Class C 119,926 2,122,690 
Ormat Technologies, Inc. 63,023 3,751,129 
Pattern Energy Group, Inc. (b) 114,646 2,586,414 
TerraForm Global, Inc. (a) 98,063 480,509 
Terraform Power, Inc. (a)(b) 129,794 1,606,850 
The AES Corp. 1,064,275 12,430,732 
U.S. Geothermal, Inc. (a) 27,201 102,004 
Vivint Solar, Inc. (a)(b) 34,907 111,702 
  42,127,043 
Multi-Utilities - 1.0%   
Ameren Corp. 391,147 22,197,592 
Avangrid, Inc. 108,887 4,946,736 
Avista Corp. 107,062 4,586,536 
Black Hills Corp. 88,586 6,160,270 
CenterPoint Energy, Inc. 722,368 20,666,948 
CMS Energy Corp. 446,404 21,164,014 
Consolidated Edison, Inc. 502,029 41,562,981 
Dominion Resources, Inc. 1,047,947 84,642,679 
DTE Energy Co. 298,717 32,715,486 
MDU Resources Group, Inc. 326,312 8,885,476 
NiSource, Inc. 533,707 13,913,741 
NorthWestern Energy Corp. 78,122 4,840,439 
Public Service Enterprise Group, Inc. 836,350 37,560,479 
SCANA Corp. 237,181 16,175,744 
Sempra Energy 415,834 48,440,503 
Unitil Corp. 55,250 2,628,795 
Vectren Corp. 147,188 9,028,512 
WEC Energy Group, Inc. 517,970 32,507,797 
  412,624,728 
Water Utilities - 0.1%   
American States Water Co. 53,320 2,441,523 
American Water Works Co., Inc. 287,864 22,505,208 
Aqua America, Inc. 290,978 9,512,071 
AquaVenture Holdings Ltd. (b) 15,365 260,437 
Artesian Resources Corp. Class A 60,524 2,126,208 
Cadiz, Inc. (a)(b) 33,186 502,768 
California Water Service Group 83,616 2,897,294 
Connecticut Water Service, Inc. 31,367 1,664,333 
Middlesex Water Co. 39,650 1,400,438 
Pure Cycle Corp. (a) 17,116 133,505 
SJW Corp. 29,404 1,412,568 
York Water Co. 40,150 1,328,965 
  46,185,318 
TOTAL UTILITIES  1,364,383,143 
TOTAL COMMON STOCKS   
(Cost $27,470,063,319)  41,939,409,373 
 Principal Amount Value 
U.S. Treasury Obligations - 0.0%   
U.S. Treasury Bills, yield at date of purchase 0.56% to 0.87% 8/17/17 to 10/12/17 (d)   
(Cost $14,961,941) 15,000,000 14,954,130 
 Shares Value 
Money Market Funds - 4.4%   
Fidelity Cash Central Fund, 0.86% (e) 200,906,236 $200,946,418 
Fidelity Securities Lending Cash Central Fund 0.87% (c)(e) 1,660,822,995 1,660,989,077 
TOTAL MONEY MARKET FUNDS   
(Cost $1,861,786,089)  1,861,935,495 
TOTAL INVESTMENT PORTFOLIO - 103.8%   
(Cost $29,346,811,349)  43,816,298,998 
NET OTHER ASSETS (LIABILITIES) - (3.8)%  (1,606,303,000) 
NET ASSETS - 100%  $42,209,995,998 

Futures Contracts    
 Expiration Date Underlying Face Amount at Value Unrealized Appreciation/(Depreciation) 
Purchased    
Equity Index Contracts    
1,829 CME E-mini S&P 500 Index Contracts (United States) June 2017 220,495,095 $4,458,447 
93 CME E-mini S&P MidCap 400 Index Contracts (United States) June 2017 15,996,000 132,795 
474 ICE Russell 2000 Index Contracts (United States) June 2017 32,447,670 145,723 
TOTAL FUTURES CONTRACTS   $4,736,965 

The face value 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) Investment made with cash collateral received from securities on loan.

 (d) Security or a portion of the security was pledged to cover margin requirements for futures contracts. At period end, the value of securities pledged amounted to $10,897,385.

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


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 $475,064 
Fidelity Securities Lending Cash Central Fund 2,471,494 
Total $2,946,558 

Investment Valuation

The following is a summary of the inputs used, as of May 31, 2017, involving the Fund's assets and liabilities carried at fair value. The inputs or methodology used for valuing securities may not be an indication of the risk associated with investing in those securities. Additional information on valuation inputs, and their aggregation into the levels used below, is provided later in this section.

 Valuation Inputs at Reporting Date: 
Description Total Level 1 Level 2 Level 3 
Investments in Securities:     
Equities:     
Consumer Discretionary $5,397,654,027 $5,397,654,027 $-- $-- 
Consumer Staples 3,498,369,288 3,498,369,288 -- -- 
Energy 2,349,641,770 2,349,641,770 -- -- 
Financials 6,008,135,880 6,008,135,880 -- -- 
Health Care 5,600,553,781 5,599,899,846 -- 653,935 
Industrials 4,497,524,915 4,497,524,915 -- -- 
Information Technology 9,310,643,618 9,310,643,618 -- -- 
Materials 1,375,134,863 1,375,134,863 -- -- 
Real Estate 1,692,164,756 1,692,164,756 -- -- 
Telecommunication Services 845,203,332 845,203,332 -- -- 
Utilities 1,364,383,143 1,364,383,143 -- -- 
U.S. Government and Government Agency Obligations 14,954,130 -- 14,954,130 -- 
Money Market Funds 1,861,935,495 1,861,935,495 -- -- 
Total Investments in Securities: $43,816,298,998 $43,800,690,933 $14,954,130 $653,935 
Derivative Instruments:     
Assets     
Futures Contracts $4,736,965 $4,736,965 $-- $-- 
Total Assets $4,736,965 $4,736,965 $-- $-- 
Total Derivative Instruments: $4,736,965 $4,736,965 $-- $-- 

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

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

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

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

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

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

Other Information

Income Tax Information

At May 31, 2017, the cost of investment securities for income tax purposes was $29,498,785,230. Net unrealized appreciation aggregated $14,317,513,768, of which $16,215,670,417 related to appreciated investment securities and $1,898,156,649 related to depreciated investment securities.

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® International Index Fund

May 31, 2017







SPI-QTLY-0717
1.816029.112





Investments May 31, 2017 (Unaudited)

Showing Percentage of Net Assets

Common Stocks - 96.6%   
 Shares Value 
Australia - 6.5%   
AGL Energy Ltd. 886,792 $17,362,827 
Alumina Ltd. 3,228,639 4,606,157 
Amcor Ltd. (a) 1,527,212 17,407,753 
AMP Ltd. 3,893,961 14,611,709 
APA Group unit 1,465,451 10,431,694 
Aristocrat Leisure Ltd. 714,107 11,567,455 
ASX Ltd. 254,223 9,656,588 
Aurizon Holdings Ltd. 2,704,302 11,051,874 
Australia & New Zealand Banking Group Ltd. 3,857,864 80,293,070 
Bank of Queensland Ltd. 506,488 4,200,020 
Bendigo & Adelaide Bank Ltd. 618,318 5,177,902 
BHP Billiton Ltd. 4,232,505 74,404,044 
BlueScope Steel Ltd. 710,000 6,067,003 
Boral Ltd. 1,544,964 7,863,701 
Brambles Ltd. 2,093,329 16,129,997 
Caltex Australia Ltd. 344,032 8,451,226 
Challenger Ltd. 750,935 7,136,593 
Cimic Group Ltd. 128,395 3,863,858 
Coca-Cola Amatil Ltd. 750,797 5,210,597 
Cochlear Ltd. 75,707 8,246,287 
Commonwealth Bank of Australia 2,271,236 134,420,679 
Computershare Ltd. 612,380 6,556,967 
Crown Ltd. 479,930 4,618,125 
CSL Ltd. (a) 601,043 57,741,561 
DEXUS Property Group unit 1,277,327 9,861,334 
Dominos Pizza Enterprises Ltd. 82,601 3,527,317 
Flight Centre Travel Group Ltd. 75,350 2,002,160 
Fortescue Metals Group Ltd. 2,047,944 7,380,365 
Goodman Group unit 2,359,104 14,899,924 
Harvey Norman Holdings Ltd. (b) 728,639 2,041,135 
Healthscope Ltd. 2,294,037 3,443,260 
Incitec Pivot Ltd. 2,222,296 5,647,368 
Insurance Australia Group Ltd. 3,127,758 14,781,153 
Lendlease Group unit 727,560 8,828,218 
Macquarie Group Ltd. 419,652 27,954,880 
Medibank Private Ltd. 3,637,273 7,432,358 
Mirvac Group unit 4,885,490 8,276,772 
National Australia Bank Ltd. 3,501,246 78,136,256 
Newcrest Mining Ltd. 1,010,795 15,877,646 
Orica Ltd. 493,662 7,218,930 
Origin Energy Ltd. (a) 2,311,148 13,223,199 
Qantas Airways Ltd. 709,284 2,640,438 
QBE Insurance Group Ltd. 1,808,342 17,333,582 
Ramsay Health Care Ltd. 186,523 9,553,416 
realestate.com.au Ltd. 69,251 3,301,993 
Rio Tinto Ltd. 558,818 26,080,578 
Santos Ltd. (a) 2,413,170 6,024,836 
Scentre Management Ltd. A/S Trustee South Carolina unit 7,016,645 22,210,439 
SEEK Ltd. 435,986 5,471,674 
Sonic Healthcare Ltd. 519,420 8,938,719 
South32 Ltd. 7,009,969 13,751,120 
SP AusNet 2,364,576 2,978,112 
Stockland Corp. Ltd. unit 3,170,318 11,118,927 
Suncorp Group Ltd. 1,701,926 17,502,287 
Sydney Airport unit 1,451,442 8,023,995 
Tabcorp Holdings Ltd. 1,088,621 3,704,761 
Tatts Group Ltd. 1,934,665 6,037,722 
Telstra Corp. Ltd. 5,508,222 17,999,705 
The GPT Group unit 2,378,698 9,261,656 
TPG Telecom Ltd. 485,696 2,125,680 
Transurban Group unit 2,692,104 24,644,532 
Treasury Wine Estates Ltd. 973,000 9,413,299 
Vicinity Centers unit 4,446,053 9,118,046 
Wesfarmers Ltd. 1,489,671 47,264,632 
Westfield Corp. unit 2,602,705 16,399,811 
Westpac Banking Corp. 4,410,029 99,918,422 
Woodside Petroleum Ltd. 999,379 23,874,222 
Woolworths Ltd. 1,696,159 32,831,621 
TOTAL AUSTRALIA  1,215,134,187 
Austria - 0.2%   
Andritz AG 96,171 5,770,080 
Erste Group Bank AG 396,145 14,373,806 
IMMOEAST AG (a)(b) 321,410 
OMV AG 193,813 10,103,289 
Raiffeisen International Bank-Holding AG (a) 192,109 5,060,642 
Voestalpine AG 150,326 6,806,253 
TOTAL AUSTRIA  42,114,074 
Bailiwick of Jersey - 1.2%   
Experian PLC 1,250,710 26,073,703 
Glencore Xstrata PLC 16,117,207 59,204,480 
Petrofac Ltd. 339,550 1,662,474 
Randgold Resources Ltd. 123,631 11,727,582 
Shire PLC 1,190,434 68,559,888 
Wolseley PLC 332,476 21,941,469 
WPP PLC 1,685,541 37,928,968 
TOTAL BAILIWICK OF JERSEY  227,098,564 
Belgium - 1.1%   
Ageas 256,485 10,356,561 
Anheuser-Busch InBev SA NV 1,004,043 117,329,728 
Colruyt NV 87,893 4,863,173 
Groupe Bruxelles Lambert SA 105,333 10,234,001 
KBC Groep NV 329,911 24,823,158 
Proximus 199,127 7,156,940 
Solvay SA Class A 97,501 12,749,030 
Telenet Group Holding NV (a) 69,566 4,610,671 
UCB SA 166,693 11,763,333 
Umicore SA 125,315 8,299,953 
TOTAL BELGIUM  212,186,548 
Bermuda - 0.4%   
Cheung Kong Infrastructure Holdings Ltd. 872,450 7,518,080 
Hongkong Land Holdings Ltd. 1,547,400 11,698,344 
Jardine Matheson Holdings Ltd. 285,900 18,266,151 
Jardine Strategic Holdings Ltd. 291,700 12,242,649 
Kerry Properties Ltd. 848,681 3,000,451 
Li & Fung Ltd. 7,669,246 3,159,207 
NWS Holdings Ltd. 2,020,104 3,909,268 
Shangri-La Asia Ltd. 1,633,380 2,498,526 
Yue Yuen Industrial (Holdings) Ltd. 973,500 3,878,984 
TOTAL BERMUDA  66,171,660 
British Virgin Islands - 0.0%   
First Pacific Co. Ltd. 2,818,665 2,206,448 
Cayman Islands - 0.6%   
ASM Pacific Technology Ltd. 319,829 4,588,598 
Cheung Kong Property Holdings Ltd. 3,542,425 26,593,588 
CK Hutchison Holdings Ltd. 3,558,925 46,401,599 
Melco Crown Entertainment Ltd. sponsored ADR 324,322 7,323,191 
MGM China Holdings Ltd. 1,243,600 2,760,878 
Sands China Ltd. 3,185,200 14,694,540 
WH Group Ltd. 10,595,000 9,925,313 
Wynn Macau Ltd. 2,055,600 4,563,574 
TOTAL CAYMAN ISLANDS  116,851,281 
Denmark - 1.7%   
A.P. Moller - Maersk A/S:   
Series A 4,956 8,996,688 
Series B 8,613 16,415,279 
Carlsberg A/S Series B 140,892 15,341,524 
Christian Hansen Holding A/S 130,298 9,124,766 
Coloplast A/S Series B 156,595 13,411,546 
Danske Bank A/S 963,005 36,170,226 
DONG Energy A/S 193,932 8,467,291 
DSV de Sammensluttede Vognmaend A/S 250,370 15,242,001 
Genmab A/S (a) 75,534 16,118,757 
H Lundbeck A/S 89,000 4,748,763 
ISS Holdings A/S 220,505 9,141,294 
Novo Nordisk A/S Series B 2,392,402 101,568,284 
Novozymes A/S Series B 304,291 13,777,412 
Pandora A/S 146,455 13,879,213 
TDC A/S 1,064,058 6,352,417 
Tryg A/S 149,914 3,083,658 
Vestas Wind Systems A/S 292,098 25,961,032 
William Demant Holding A/S (a) 156,759 4,112,247 
TOTAL DENMARK  321,912,398 
Finland - 1.0%   
Elisa Corp. (A Shares) 187,411 7,299,011 
Fortum Corp. 584,267 9,306,849 
Kone Oyj (B Shares) 445,095 22,054,888 
Metso Corp. 148,757 5,059,975 
Neste Oyj 168,568 6,701,481 
Nokia Corp. 7,688,762 48,677,960 
Nokian Tyres PLC 152,111 6,216,392 
Orion Oyj (B Shares) 135,262 8,752,122 
Sampo Oyj (A Shares) (b) 589,653 29,959,750 
Stora Enso Oyj (R Shares) 723,747 9,154,619 
UPM-Kymmene Corp. 703,371 19,832,308 
Wartsila Corp. 194,556 11,550,604 
TOTAL FINLAND  184,565,959 
France - 9.5%   
Accor SA 240,214 11,404,973 
Aeroports de Paris 38,998 5,960,133 
Air Liquide SA 223,679 27,262,774 
Alstom SA 202,239 7,083,634 
Arkema SA 89,487 9,350,856 
Atos Origin SA 124,361 17,839,809 
AXA SA 2,556,235 68,257,045 
BIC SA 37,901 4,630,150 
BNP Paribas SA 1,478,189 104,314,093 
Bollore Group (a) 7,144 32,422 
Bollore Group 1,139,438 5,247,949 
Bouygues SA 274,020 11,737,191 
Bureau Veritas SA 349,171 8,003,683 
Capgemini SA 214,877 22,245,772 
Carrefour SA 746,138 19,483,357 
Casino Guichard Perrachon SA 72,618 4,477,675 
Christian Dior SA 71,754 20,489,754 
CNP Assurances 226,185 4,974,983 
Compagnie de St. Gobain 657,836 36,782,733 
Credit Agricole SA 1,479,469 22,669,155 
Danone SA 778,066 57,833,004 
Dassault Aviation SA 3,018 4,500,923 
Dassault Systemes SA 169,690 15,657,630 
Edenred SA (b) 275,888 7,276,893 
EDF SA 514,036 5,538,827 
EDF SA (a) 200,740 2,163,008 
Eiffage SA 92,329 8,395,954 
ENGIE 2,226,177 33,973,041 
Essilor International SA 273,175 36,318,199 
Eurazeo SA 54,250 3,880,770 
Eutelsat Communications 230,413 5,927,309 
Fonciere des Regions 43,679 4,070,582 
Gecina SA 54,326 8,351,560 
Groupe Eurotunnel SA 614,918 7,242,704 
Hermes International SCA 28,241 13,957,206 
ICADE 49,334 3,977,447 
Iliad SA 34,828 9,033,739 
Imerys SA 47,196 4,094,021 
Ingenico SA (b) 72,900 7,086,952 
Ipsen SA 49,000 6,178,706 
JCDecaux SA 98,415 3,257,488 
Kering SA 99,742 32,986,100 
Klepierre SA 290,470 12,131,814 
L'Oreal SA (a) 201,944 43,204,305 
L'Oreal SA 130,284 27,873,220 
Lagardere S.C.A. (Reg.) 155,010 4,872,171 
Legrand SA 352,255 24,149,916 
LVMH Moet Hennessy - Louis Vuitton SA 367,354 93,896,473 
Michelin CGDE Series B 226,505 28,624,396 
Natixis SA (b) 1,234,922 8,157,028 
Orange SA 2,628,654 46,186,089 
Pernod Ricard SA 279,783 37,998,173 
Peugeot Citroen SA 639,474 12,607,097 
Publicis Groupe SA 265,605 20,333,737 
Remy Cointreau SA 30,252 3,312,720 
Renault SA 235,709 22,000,878 
Rexel SA 397,287 6,997,864 
Safran SA 412,369 36,502,896 
Sanofi SA 1,529,777 151,530,152 
Schneider Electric SA 740,681 57,044,937 
SCOR SE 215,289 8,470,301 
SEB SA 30,271 5,311,570 
Societe Generale Series A 1,010,800 52,992,953 
Sodexo SA 77,845 10,620,460 
Sodexo SA 36,744 5,013,015 
Sodexo SA (a) 6,851 934,688 
Suez Environnement SA 445,721 8,131,379 
Thales SA 139,632 15,422,043 
Total SA 3,069,005 162,129,485 
Unibail-Rodamco 130,945 33,780,841 
Valeo SA 314,849 21,917,898 
Veolia Environnement SA 630,668 13,879,902 
VINCI SA 669,031 58,517,950 
Vivendi SA 1,355,692 29,417,307 
Wendel SA 36,970 5,639,808 
Zodiac Aerospace 266,758 7,066,044 
TOTAL FRANCE  1,770,619,714 
Germany - 8.8%   
adidas AG 248,044 47,438,499 
Allianz SE 602,392 115,870,182 
Axel Springer Verlag AG 57,714 3,628,056 
BASF AG 1,210,848 114,039,679 
Bayer AG 1,090,003 144,831,655 
Bayerische Motoren Werke AG (BMW) 436,089 40,802,153 
Beiersdorf AG 133,360 14,321,832 
Brenntag AG 202,931 11,740,071 
Commerzbank AG (a) 1,401,172 14,776,774 
Continental AG 144,969 32,244,483 
Covestro AG 120,059 8,979,530 
Daimler AG (Germany) 1,268,719 92,083,172 
Deutsche Bank AG 2,725,654 47,688,523 
Deutsche Borse AG 253,931 26,380,233 
Deutsche Lufthansa AG 306,260 5,950,123 
Deutsche Post AG 1,278,486 46,697,628 
Deutsche Telekom AG 4,314,311 85,903,880 
Deutsche Wohnen AG (Bearer) 467,005 18,316,760 
E.ON AG 2,899,375 25,365,616 
Evonik Industries AG 215,553 7,422,847 
Fraport AG Frankfurt Airport Services Worldwide 54,440 4,413,569 
Fresenius Medical Care AG & Co. KGaA 283,079 27,075,332 
Fresenius SE & Co. KGaA 540,258 46,251,759 
GEA Group AG 240,948 9,899,716 
Hannover Reuck SE 79,709 9,491,357 
HeidelbergCement Finance AG 196,096 18,257,174 
Henkel AG & Co. KGaA 136,096 16,901,264 
Hochtief AG 26,181 4,815,957 
Hugo Boss AG 88,183 6,640,017 
Infineon Technologies AG 1,492,592 33,052,718 
Innogy SE 182,970 7,508,352 
K&S AG (b) 251,577 6,436,420 
Lanxess AG 120,379 8,983,179 
Linde AG 244,789 46,733,484 
MAN SE 47,785 5,051,757 
Merck KGaA 170,235 20,548,038 
Metro AG 234,409 7,847,036 
Muenchener Rueckversicherungs AG 212,380 41,936,747 
OSRAM Licht AG 117,323 8,984,451 
ProSiebenSat.1 Media AG 306,596 13,028,035 
RWE AG (a) 670,137 13,610,595 
SAP AG 1,295,723 139,234,201 
Schaeffler AG 219,988 3,633,951 
Siemens AG 1,008,195 144,190,702 
Symrise AG 162,691 11,691,089 
Telefonica Deutschland Holding AG 981,353 4,881,440 
Thyssenkrupp AG 484,478 12,849,468 
TUI AG 375,389 5,794,366 
TUI AG 277,478 4,282,825 
United Internet AG 162,251 8,925,500 
Volkswagen AG 43,216 6,790,398 
Vonovia SE 613,550 24,105,868 
Zalando SE (a) 145,883 6,966,440 
TOTAL GERMANY  1,635,294,901 
Hong Kong - 2.4%   
AIA Group Ltd. 15,890,800 112,667,445 
Bank of East Asia Ltd. 1,598,312 6,748,043 
BOC Hong Kong (Holdings) Ltd. 4,867,066 21,953,965 
CLP Holdings Ltd. 2,163,657 23,656,387 
Galaxy Entertainment Group Ltd. 3,093,000 17,881,136 
Hang Lung Group Ltd. 1,157,000 4,795,747 
Hang Lung Properties Ltd. 2,943,423 7,611,112 
Hang Seng Bank Ltd. 1,004,901 21,213,366 
Henderson Land Development Co. Ltd. 1,548,552 10,005,658 
HK Electric Investments & HK Electric Investments Ltd. unit 3,454,000 3,164,761 
Hong Kong & China Gas Co. Ltd. 10,015,804 21,413,182 
Hong Kong Exchanges and Clearing Ltd. 1,530,864 38,642,158 
Hysan Development Co. Ltd. 816,677 3,856,724 
Link (REIT) 2,933,308 23,150,117 
MTR Corp. Ltd. 1,943,706 11,074,750 
New World Development Co. Ltd. 7,413,651 9,228,355 
PCCW Ltd. 5,605,863 3,266,019 
Power Assets Holdings Ltd. 1,827,176 16,366,515 
Sino Land Ltd. 4,041,610 7,032,901 
SJM Holdings Ltd. 2,603,000 2,525,320 
Sun Hung Kai Properties Ltd. 1,903,676 28,167,139 
Swire Pacific Ltd. (A Shares) 719,384 7,080,706 
Swire Properties Ltd. 1,536,800 5,127,564 
Techtronic Industries Co. Ltd. 1,810,500 8,561,629 
Wharf Holdings Ltd. 1,584,585 13,481,849 
Wheelock and Co. Ltd. 1,108,000 8,289,507 
TOTAL HONG KONG  436,962,055 
Ireland - 0.6%   
Bank of Ireland (a) 36,107,097 9,775,179 
CRH PLC 1,092,689 39,471,755 
DCC PLC (United Kingdom) 116,731 11,092,152 
James Hardie Industries PLC CDI 580,921 8,451,773 
Kerry Group PLC Class A 207,515 18,320,270 
Paddy Power Betfair PLC (Ireland) 104,499 10,946,520 
Ryanair Holdings PLC (a) 250,317 5,090,538 
TOTAL IRELAND  103,148,187 
Isle of Man - 0.0%   
Genting Singapore PLC 7,951,659 6,781,309 
Israel - 0.5%   
Azrieli Group 55,550 2,985,699 
Bank Hapoalim BM (Reg.) 1,401,386 9,333,074 
Bank Leumi le-Israel BM 1,903,782 9,312,971 
Bezeq The Israel Telecommunication Corp. Ltd. 2,735,067 4,745,387 
Check Point Software Technologies Ltd. (a)(b) 172,921 19,375,798 
Elbit Systems Ltd. (Israel) 30,963 3,764,778 
Frutarom Industries Ltd. 50,547 3,286,426 
Israel Chemicals Ltd. 674,205 2,856,317 
Mizrahi Tefahot Bank Ltd. 183,409 3,267,131 
NICE Systems Ltd. 70,214 5,463,469 
NICE Systems Ltd. sponsored ADR (b) 8,696 677,505 
Taro Pharmaceutical Industries Ltd. (a)(b) 18,773 2,001,390 
Teva Pharmaceutical Industries Ltd. sponsored ADR 1,203,302 33,523,994 
TOTAL ISRAEL  100,593,939 
Italy - 1.9%   
Assicurazioni Generali SpA 1,636,997 25,836,834 
Atlantia SpA 591,010 16,451,717 
Enel SpA 10,603,869 56,766,682 
Eni SpA 3,352,329 53,285,476 
Intesa Sanpaolo SpA 16,598,907 47,601,367 
Intesa Sanpaolo SpA (Risparmio Shares) 1,351,357 3,667,601 
Leonardo SpA 532,737 9,383,698 
Luxottica Group SpA 223,213 13,527,764 
Mediobanca SpA 745,187 7,065,173 
Poste Italiane SpA 690,259 4,854,019 
Prysmian SpA 257,410 7,162,531 
Recordati SpA 135,000 5,430,667 
Saipem SpA (a) 800,383 3,245,788 
Snam Rete Gas SpA 3,209,312 14,716,347 
Telecom Italia SpA (a) 15,014,826 14,095,182 
Terna SpA 1,996,120 11,278,977 
UniCredit SpA 2,631,158 46,020,425 
Unipolsai SpA 1,502,092 3,401,748 
TOTAL ITALY  343,791,996 
Japan - 22.5%   
ABC-MART, Inc. 43,500 2,541,264 
ACOM Co. Ltd. (a) 529,800 2,238,794 
AEON Co. Ltd. 859,600 12,985,199 
AEON Financial Service Co. Ltd. 147,000 3,019,639 
AEON MALL Co. Ltd. 148,440 2,778,475 
Air Water, Inc. 197,600 3,554,124 
Aisin Seiki Co. Ltd. 251,600 12,403,937 
Ajinomoto Co., Inc. 716,266 15,334,236 
Alfresa Holdings Corp. 248,100 4,785,026 
All Nippon Airways Ltd. 1,489,000 4,879,080 
Alps Electric Co. Ltd. 247,300 6,944,497 
Amada Holdings Co. Ltd. 450,000 5,241,535 
Aozora Bank Ltd. 1,549,000 5,692,488 
Asahi Glass Co. Ltd. 1,328,677 10,845,364 
Asahi Group Holdings 509,803 20,350,691 
Asahi Kasei Corp. 1,664,727 16,000,920 
Asics Corp. 211,700 3,547,767 
Astellas Pharma, Inc. 2,840,100 35,897,742 
Bandai Namco Holdings, Inc. 263,250 9,400,937 
Bank of Kyoto Ltd. 419,000 3,537,381 
Benesse Holdings, Inc. 87,400 3,207,955 
Bridgestone Corp. 857,679 36,026,390 
Brother Industries Ltd. 310,700 6,895,716 
Calbee, Inc. 105,800 4,098,257 
Canon, Inc. 1,406,544 48,344,558 
Casio Computer Co. Ltd. 288,400 4,478,989 
Central Japan Railway Co. 190,100 31,128,339 
Chiba Bank Ltd. 921,674 6,050,176 
Chubu Electric Power Co., Inc. 848,764 11,522,498 
Chugai Pharmaceutical Co. Ltd. 295,325 11,226,350 
Chugoku Electric Power Co., Inc. 366,500 4,172,971 
Coca-Cola West Co. Ltd. 164,600 5,305,842 
Concordia Financial Group Ltd. 1,538,184 7,081,896 
Credit Saison Co. Ltd. 193,952 3,600,590 
CYBERDYNE, Inc. (a)(b) 146,600 2,022,617 
Dai Nippon Printing Co. Ltd. 701,242 7,794,392 
Dai-ichi Mutual Life Insurance Co. 1,420,400 23,656,233 
Daicel Chemical Industries Ltd. 368,700 4,364,476 
Daiichi Sankyo Kabushiki Kaisha 791,470 17,355,168 
Daikin Industries Ltd. 329,094 32,255,669 
Dainippon Sumitomo Pharma Co. Ltd. 210,200 3,207,567 
Daito Trust Construction Co. Ltd. 92,463 14,585,360 
Daiwa House Industry Co. Ltd. 745,284 24,353,795 
Daiwa House REIT Investment Corp. 1,876 4,831,018 
Daiwa Securities Group, Inc. 2,184,985 13,287,471 
DeNA Co. Ltd. 137,900 3,049,364 
DENSO Corp. 628,038 26,771,715 
Dentsu, Inc. 285,000 14,513,770 
Disco Corp. 36,500 6,294,808 
Don Quijote Holdings Co. Ltd. 155,100 6,063,955 
East Japan Railway Co. 436,200 41,808,244 
Eisai Co. Ltd. 332,578 17,525,284 
Electric Power Development Co. Ltd. 192,380 5,108,710 
FamilyMart Co. Ltd. 107,700 6,048,704 
Fanuc Corp. 255,572 50,307,545 
Fast Retailing Co. Ltd. 69,600 23,315,214 
Fuji Electric Co. Ltd. 735,153 3,936,305 
Fujifilm Holdings Corp. 574,205 20,935,799 
Fujitsu Ltd. 2,533,075 18,476,009 
Fukuoka Financial Group, Inc. 1,012,300 4,551,922 
Hakuhodo DY Holdings, Inc. 280,700 3,713,097 
Hamamatsu Photonics K.K. 187,600 5,971,016 
Hankyu Hanshin Holdings, Inc. 318,500 11,460,248 
Hikari Tsushin, Inc. 28,000 2,836,659 
Hino Motors Ltd. 340,300 4,132,763 
Hirose Electric Co. Ltd. 42,312 5,646,694 
Hiroshima Bank Ltd. 657,000 2,681,391 
Hisamitsu Pharmaceutical Co., Inc. 81,700 4,108,975 
Hitachi Chemical Co. Ltd. 137,200 3,784,614 
Hitachi Construction Machinery Co. Ltd. 141,500 3,282,289 
Hitachi High-Technologies Corp. 91,000 3,615,350 
Hitachi Ltd. 6,370,271 38,463,207 
Hitachi Metals Ltd. 283,500 3,775,734 
Honda Motor Co. Ltd. 2,218,660 62,156,245 
Hoshizaki Corp. 66,600 5,863,205 
Hoya Corp. 513,716 25,298,484 
Hulic Co. Ltd. 391,100 3,693,820 
Idemitsu Kosan Co. Ltd. 115,600 3,235,756 
IHI Corp. (a) 1,935,185 7,268,957 
Iida Group Holdings Co. Ltd. 194,100 3,203,745 
INPEX Corp. 1,251,800 11,512,039 
Isetan Mitsukoshi Holdings Ltd. 440,787 4,445,680 
Isuzu Motors Ltd. 782,900 9,564,458 
Itochu Corp. 1,969,486 27,972,925 
J. Front Retailing Co. Ltd. 316,200 4,468,199 
Japan Airlines Co. Ltd. 153,000 4,482,935 
Japan Airport Terminal Co. Ltd. 61,400 2,406,104 
Japan Exchange Group, Inc. 686,900 11,102,041 
Japan Post Bank Co. Ltd. 532,000 6,600,163 
Japan Post Holdings Co. Ltd. 591,700 7,223,281 
Japan Prime Realty Investment Corp. 1,098 4,198,673 
Japan Real Estate Investment Corp. 1,721 9,043,991 
Japan Retail Fund Investment Corp. 3,365 6,541,621 
Japan Tobacco, Inc. 1,451,400 54,530,703 
JFE Holdings, Inc. 687,375 11,460,388 
JGC Corp. 271,917 4,112,514 
JSR Corp. 253,016 4,244,729 
JTEKT Corp. 294,500 4,422,154 
JX Holdings, Inc. 4,056,800 17,670,432 
Kajima Corp. 1,184,317 9,100,260 
Kakaku.com, Inc. 185,900 2,647,082 
Kamigumi Co. Ltd. 306,663 3,137,239 
Kaneka Corp. 370,559 2,807,214 
Kansai Electric Power Co., Inc. 927,036 12,978,504 
Kansai Paint Co. Ltd. 287,900 6,225,919 
Kao Corp. 664,450 41,894,847 
Kawasaki Heavy Industries Ltd. 1,870,945 5,372,104 
KDDI Corp. 2,417,700 67,101,126 
Keihan Electric Railway Co., Ltd. 670,000 4,428,352 
Keihin Electric Express Railway Co. Ltd. 616,061 7,331,543 
Keio Corp. 761,410 6,325,031 
Keisei Electric Railway Co. 181,100 4,617,846 
Keyence Corp. 128,224 58,247,850 
Kikkoman Corp. 194,149 6,083,043 
Kintetsu Group Holdings Co. Ltd. 2,388,100 9,207,392 
Kirin Holdings Co. Ltd. 1,083,456 22,857,742 
Kobe Steel Ltd. (a) 408,700 3,738,267 
Koito Manufacturing Co. Ltd. 148,700 7,827,729 
Komatsu Ltd. 1,216,645 29,536,533 
Konami Holdings Corp. 122,600 6,022,068 
Konica Minolta, Inc. 596,000 4,687,278 
Kose Corp. 39,900 4,305,237 
Kubota Corp. 1,394,564 22,061,184 
Kuraray Co. Ltd. 468,786 8,427,566 
Kurita Water Industries Ltd. 133,900 3,543,665 
Kyocera Corp. 422,804 24,360,382 
Kyowa Hakko Kirin Co., Ltd. 340,689 5,826,320 
Kyushu Electric Power Co., Inc. 561,770 6,959,354 
Kyushu Financial Group, Inc. 453,100 2,786,105 
Kyushu Railway Co. 197,000 6,679,323 
Lawson, Inc. 82,716 5,638,879 
LINE Corp. (b) 57,700 2,053,933 
Lion Corp. 315,900 6,685,956 
LIXIL Group Corp. 349,559 8,499,886 
M3, Inc. 256,100 7,365,043 
Mabuchi Motor Co. Ltd. 64,442 3,630,863 
Makita Corp. 296,100 11,148,867 
Marubeni Corp. 2,170,844 13,407,289 
Marui Group Co. Ltd. 275,049 4,000,939 
Maruichi Steel Tube Ltd. 73,700 2,159,427 
Mazda Motor Corp. 750,700 10,242,177 
McDonald's Holdings Co. (Japan) Ltd. (b) 88,000 3,150,519 
Mebuki Financial Group, Inc. 1,236,110 4,832,827 
Medipal Holdings Corp. 225,500 4,149,607 
Meiji Holdings Co. Ltd. 151,058 12,357,431 
Minebea Mitsumi, Inc. 501,000 8,174,330 
Miraca Holdings, Inc. 74,500 3,131,354 
Misumi Group, Inc. 362,100 8,173,815 
Mitsubishi Chemical Holdings Corp. 1,786,075 13,522,563 
Mitsubishi Corp. 1,989,202 39,837,924 
Mitsubishi Electric Corp. 2,546,406 35,109,363 
Mitsubishi Estate Co. Ltd. 1,647,723 30,774,854 
Mitsubishi Gas Chemical Co., Inc. 239,833 4,946,082 
Mitsubishi Heavy Industries Ltd. 4,223,256 16,652,785 
Mitsubishi Materials Corp. 146,993 4,147,658 
Mitsubishi Motors Corp. of Japan 881,000 5,711,585 
Mitsubishi Tanabe Pharma Corp. 296,300 6,589,498 
Mitsubishi UFJ Financial Group, Inc. 15,865,830 98,452,256 
Mitsubishi UFJ Lease & Finance Co. Ltd. 600,600 3,064,009 
Mitsui & Co. Ltd. 2,246,123 30,330,266 
Mitsui Chemicals, Inc. 1,211,683 6,017,387 
Mitsui Fudosan Co. Ltd. 1,174,477 27,795,072 
Mitsui OSK Lines Ltd. 1,503,285 4,316,430 
mixi, Inc. 59,500 3,733,860 
Mizuho Financial Group, Inc. 31,758,600 55,192,029 
MS&AD Insurance Group Holdings, Inc. 660,684 23,176,139 
Murata Manufacturing Co. Ltd. 252,354 34,976,378 
Nabtesco Corp. 149,700 4,393,002 
Nagoya Railroad Co. Ltd. 1,218,000 5,685,833 
NEC Corp. 3,438,547 8,910,727 
New Hampshire Foods Ltd. 227,740 7,145,792 
Nexon Co. Ltd. 228,600 4,316,051 
NGK Insulators Ltd. 344,609 6,920,184 
NGK Spark Plug Co. Ltd. 235,000 4,776,388 
Nidec Corp. 314,484 31,164,442 
Nikon Corp. 448,038 6,905,651 
Nintendo Co. Ltd. 149,396 45,291,864 
Nippon Building Fund, Inc. 1,860 9,908,804 
Nippon Electric Glass Co. Ltd. 559,000 3,896,596 
Nippon Express Co. Ltd. 1,093,546 6,743,945 
Nippon Paint Holdings Co. Ltd. 214,300 8,523,625 
Nippon Prologis REIT, Inc. 2,076 4,511,902 
Nippon Steel & Sumitomo Metal Corp. 1,057,463 22,500,330 
Nippon Telegraph & Telephone Corp. 911,700 43,845,218 
Nippon Yusen KK 2,125,578 3,857,708 
Nissan Chemical Industries Co. Ltd. 162,500 5,700,339 
Nissan Motor Co. Ltd. 3,104,648 29,761,360 
Nisshin Seifun Group, Inc. 262,623 4,337,133 
Nissin Food Holdings Co. Ltd. 79,123 4,993,858 
Nitori Holdings Co. Ltd. 105,200 15,378,673 
Nitto Denko Corp. 217,494 17,460,399 
NKSJ Holdings, Inc. 465,003 17,945,127 
NOK Corp. 125,100 2,738,080 
Nomura Holdings, Inc. 4,779,047 28,529,621 
Nomura Real Estate Holdings, Inc. (b) 164,000 3,533,219 
Nomura Real Estate Master Fund, Inc. 5,237 7,877,961 
Nomura Research Institute Ltd. 174,455 6,639,529 
NSK Ltd. 579,876 6,911,389 
NTT Data Corp. 166,800 8,991,386 
NTT DOCOMO, Inc. 1,826,500 44,886,168 
Obayashi Corp. 855,304 9,452,750 
OBIC Co. Ltd. 85,500 4,964,018 
Odakyu Electric Railway Co. Ltd. 388,600 7,789,544 
Oji Holdings Corp. 1,067,352 5,233,157 
Olympus Corp. 383,829 14,018,856 
OMRON Corp. 253,560 10,600,296 
Ono Pharmaceutical Co. Ltd. 544,400 11,315,655 
Oracle Corp. Japan 50,800 2,990,664 
Oriental Land Co. Ltd. 287,624 18,579,342 
ORIX Corp. 1,743,880 27,524,174 
Osaka Gas Co. Ltd. 2,461,525 9,719,412 
Otsuka Corp. 69,000 4,242,799 
Otsuka Holdings Co. Ltd. 514,800 23,218,293 
Panasonic Corp. 2,908,273 37,293,886 
Park24 Co. Ltd. 135,700 3,786,122 
Pola Orbis Holdings, Inc. 120,000 3,358,916 
Rakuten, Inc. 1,225,700 14,896,544 
Recruit Holdings Co. Ltd. 484,200 25,663,693 
Resona Holdings, Inc. 2,904,300 14,861,100 
Ricoh Co. Ltd. 880,070 7,421,990 
Rinnai Corp. 45,100 4,055,946 
ROHM Co. Ltd. 117,044 9,395,225 
Ryohin Keikaku Co. Ltd. 31,300 8,147,892 
Sankyo Co. Ltd. (Gunma) 61,200 2,052,894 
Santen Pharmaceutical Co. Ltd. 491,500 6,767,833 
SBI Holdings, Inc. Japan 279,960 3,624,945 
Secom Co. Ltd. 276,867 20,244,415 
Sega Sammy Holdings, Inc. 245,500 3,114,470 
Seibu Holdings, Inc. 225,500 4,190,330 
Seiko Epson Corp. 367,600 7,710,472 
Sekisui Chemical Co. Ltd. 537,193 9,439,075 
Sekisui House Ltd. 793,667 13,615,958 
Seven & i Holdings Co. Ltd. 992,300 42,182,830 
Seven Bank Ltd. 782,600 2,861,878 
Sharp Corp. (a)(b) 1,968,000 7,228,680 
Shimadzu Corp. 312,700 6,047,886 
Shimamura Co. Ltd. 28,900 3,710,682 
SHIMANO, Inc. 97,700 15,173,273 
SHIMIZU Corp. 724,416 7,299,759 
Shin-Etsu Chemical Co. Ltd. 512,862 45,993,186 
Shinsei Bank Ltd. 2,350,000 3,798,194 
Shionogi & Co. Ltd. 393,591 21,035,351 
Shiseido Co. Ltd. 500,750 16,855,946 
Shizuoka Bank Ltd. 694,274 5,767,333 
Showa Shell Sekiyu K.K. 247,300 2,268,684 
SMC Corp. 75,471 23,857,695 
SoftBank Corp. 1,087,830 88,321,869 
Sohgo Security Services Co., Ltd. 94,100 4,401,246 
Sony Corp. 1,664,485 60,777,062 
Sony Financial Holdings, Inc. 228,500 3,517,765 
Stanley Electric Co. Ltd. 198,425 5,975,146 
Start Today Co. Ltd. 232,900 5,812,511 
Subaru Corp. 811,000 27,423,883 
Sumitomo Chemical Co. Ltd. 2,073,334 10,820,651 
Sumitomo Corp. 1,561,542 19,915,829 
Sumitomo Electric Industries Ltd. 994,106 15,757,590 
Sumitomo Heavy Industries Ltd. 731,822 4,770,885 
Sumitomo Metal Mining Co. Ltd. 652,065 7,924,871 
Sumitomo Mitsui Financial Group, Inc. 1,769,100 63,350,511 
Sumitomo Mitsui Trust Holdings, Inc. 436,372 14,775,576 
Sumitomo Realty & Development Co. Ltd. 469,000 14,144,108 
Sumitomo Rubber Industries Ltd. 224,300 3,823,733 
Sundrug Co. Ltd. 97,100 3,778,790 
Suntory Beverage & Food Ltd. 183,400 8,909,183 
Suzuken Co. Ltd. 102,016 3,352,941 
Suzuki Motor Corp. 452,800 21,321,463 
Sysmex Corp. 206,200 12,250,980 
T&D Holdings, Inc. 762,400 10,787,186 
Taiheiyo Cement Corp. 1,582,000 5,085,255 
Taisei Corp. 1,359,594 11,613,327 
Taisho Pharmaceutical Holdings Co. Ltd. 48,057 3,753,436 
Taiyo Nippon Sanso Corp. 188,800 1,916,128 
Takashimaya Co. Ltd. 388,000 3,604,984 
Takeda Pharmaceutical Co. Ltd. 937,742 48,322,290 
TDK Corp. 161,925 9,781,293 
Teijin Ltd. 245,768 4,591,368 
Terumo Corp. 448,024 18,204,135 
The Chugoku Bank Ltd. 222,100 3,120,430 
The Hachijuni Bank Ltd. 531,100 3,054,724 
The Suruga Bank Ltd. 228,600 4,955,924 
THK Co. Ltd. 158,800 4,437,797 
Tobu Railway Co. Ltd. 1,272,297 6,789,413 
Toho Co. Ltd. 149,954 4,434,306 
Toho Gas Co. Ltd. 496,000 3,824,686 
Tohoku Electric Power Co., Inc. 594,190 8,820,301 
Tokio Marine Holdings, Inc. 898,500 38,130,474 
Tokyo Electric Power Co., Inc. (a) 1,908,018 7,821,582 
Tokyo Electron Ltd. 208,918 29,597,503 
Tokyo Gas Co. Ltd. 2,756,395 14,310,854 
Tokyo Tatemono Co. Ltd. 269,000 3,691,919 
Tokyu Corp. 1,400,954 10,296,854 
Tokyu Fudosan Holdings Corp. 673,300 4,036,760 
Toppan Printing Co. Ltd. 691,013 7,612,062 
Toray Industries, Inc. 1,937,583 16,181,224 
Toshiba Corp. (a)(b) 5,302,880 12,066,147 
Tosoh Corp. 715,000 6,075,079 
Toto Ltd. 186,592 7,109,871 
Toyo Seikan Group Holdings Ltd. 217,400 3,474,474 
Toyo Suisan Kaisha Ltd. 116,700 4,546,822 
Toyoda Gosei Co. Ltd. 85,700 2,059,895 
Toyota Industries Corp. 214,686 10,797,300 
Toyota Motor Corp. 3,440,663 184,641,527 
Toyota Tsusho Corp. 279,100 8,555,707 
Trend Micro, Inc. 147,800 7,420,027 
Tsuruha Holdings, Inc. 48,100 5,333,345 
Unicharm Corp. 532,540 14,406,229 
United Urban Investment Corp. 3,893 5,729,652 
USS Co. Ltd. 286,800 5,772,255 
West Japan Railway Co. 217,000 15,063,621 
Yahoo! Japan Corp. 1,873,700 8,425,306 
Yakult Honsha Co. Ltd. 115,866 8,191,700 
Yamada Denki Co. Ltd. (b) 831,850 4,363,926 
Yamaguchi Financial Group, Inc. 258,000 2,956,226 
Yamaha Corp. 220,743 7,135,530 
Yamaha Motor Co. Ltd. 369,100 9,268,326 
Yamato Holdings Co. Ltd. 461,032 10,015,738 
Yamazaki Baking Co. Ltd. 174,300 3,611,905 
Yaskawa Electric Corp. 331,600 6,602,059 
Yokogawa Electric Corp. 301,400 5,227,895 
Yokohama Rubber Co. Ltd. 145,300 2,833,842 
TOTAL JAPAN  4,181,950,960 
Luxembourg - 0.3%   
ArcelorMittal SA (Netherlands) (a) 864,825 18,754,830 
Eurofins Scientific SA 14,505 7,703,079 
Millicom International Cellular SA (depository receipt) 87,027 5,096,618 
RTL Group SA 50,679 3,944,128 
SES SA (France) (depositary receipt) 479,818 11,868,858 
Tenaris SA 620,262 9,396,212 
TOTAL LUXEMBOURG  56,763,725 
Malta - 0.0%   
BGP Holdings PLC (a) 5,796,476 65 
Mauritius - 0.0%   
Golden Agri-Resources Ltd. 9,263,380 2,443,634 
Multi-National - 0.0%   
HKT Trust/HKT Ltd. unit 4,998,760 6,543,089 
Netherlands - 4.3%   
ABN AMRO Group NV GDR 369,943 9,539,535 
AEGON NV 2,371,729 11,808,097 
AerCap Holdings NV (a) 207,621 9,139,476 
Airbus Group NV 763,719 62,808,906 
Akzo Nobel NV 332,407 27,782,503 
Altice NV:   
Class A (a) 487,591 12,135,077 
Class B (a) 142,213 3,545,762 
ASML Holding NV (Netherlands) 491,881 64,942,069 
CNH Industrial NV 1,344,784 14,917,798 
EXOR NV 142,376 7,940,926 
Ferrari NV 161,569 13,975,387 
Fiat Chrysler Automobiles NV (a) 1,407,590 14,776,466 
Gemalto NV 106,847 6,337,764 
Heineken Holding NV 132,448 12,311,997 
Heineken NV (Bearer) 303,357 29,875,839 
ING Groep NV (Certificaten Van Aandelen) 5,107,950 85,730,682 
Koninklijke Ahold Delhaize NV 1,686,153 37,181,968 
Koninklijke Boskalis Westminster NV 119,397 4,115,614 
Koninklijke DSM NV 243,051 18,091,057 
Koninklijke KPN NV 4,490,573 15,301,074 
Koninklijke Philips Electronics NV 1,248,340 44,111,740 
Mobileye NV (a) 262,182 16,229,066 
NN Group NV 418,981 15,061,194 
NXP Semiconductors NV (a) 455,232 50,029,997 
QIAGEN NV (Germany) 288,992 9,729,436 
Randstad Holding NV 156,566 9,057,738 
RELX NV 1,308,728 27,156,289 
STMicroelectronics NV (France) 838,551 13,792,688 
Unilever NV (Certificaten Van Aandelen) (Bearer) 2,147,190 122,313,912 
Vopak NV 92,450 4,186,343 
Wolters Kluwer NV 397,575 17,440,350 
TOTAL NETHERLANDS  791,366,750 
New Zealand - 0.2%   
Auckland International Airport Ltd. 1,248,657 6,183,868 
Contact Energy Ltd. 947,330 3,463,306 
Fletcher Building Ltd. 912,904 4,889,751 
Mercury Nz Ltd. 929,620 2,140,566 
Meridian Energy Ltd. 1,698,608 3,429,872 
Ryman Healthcare Group Ltd. 493,316 2,911,455 
Spark New Zealand Ltd. 2,409,173 6,417,941 
TOTAL NEW ZEALAND  29,436,759 
Norway - 0.6%   
DNB ASA 1,287,062 21,798,086 
Gjensidige Forsikring ASA 266,160 4,290,414 
Marine Harvest ASA 504,077 8,812,743 
Norsk Hydro ASA 1,772,366 9,616,870 
Orkla ASA 1,075,414 10,748,667 
Schibsted ASA:   
(A Shares) 100,898 2,403,840 
(B Shares) 116,026 2,512,961 
Statoil ASA 1,488,094 25,949,355 
Telenor ASA 989,389 16,335,053 
Yara International ASA 234,683 8,724,265 
TOTAL NORWAY  111,192,254 
Papua New Guinea - 0.1%   
Oil Search Ltd. ADR 1,807,433 9,548,823 
Portugal - 0.2%   
Banco Espirito Santo SA (Reg.) (a) 2,598,658 29 
Energias de Portugal SA 3,128,873 11,507,519 
Galp Energia SGPS SA Class B 660,652 10,189,629 
Jeronimo Martins SGPS SA 331,171 6,592,211 
TOTAL PORTUGAL  28,289,388 
Singapore - 1.2%   
Ascendas Real Estate Investment Trust 3,138,183 5,942,283 
CapitaCommercial Trust (REIT) 2,691,000 3,228,461 
CapitaLand Ltd. 3,341,937 8,598,486 
CapitaMall Trust 3,232,300 4,648,775 
City Developments Ltd. 534,400 4,113,295 
ComfortDelgro Corp. Ltd. 2,834,884 4,917,227 
DBS Group Holdings Ltd. 2,347,564 34,730,340 
Global Logistic Properties Ltd. 3,841,200 8,050,793 
Hutchison Port Holdings Trust 6,806,000 2,756,430 
Jardine Cycle & Carriage Ltd. 144,530 4,577,245 
Keppel Corp. Ltd. 1,909,400 8,873,228 
Oversea-Chinese Banking Corp. Ltd. 4,133,186 31,335,324 
Sembcorp Industries Ltd. 1,299,230 2,967,200 
Singapore Airlines Ltd. 696,225 5,036,832 
Singapore Airport Terminal Service Ltd. 882,300 3,277,579 
Singapore Exchange Ltd. 1,042,500 5,477,523 
Singapore Press Holdings Ltd. 2,093,421 4,796,115 
Singapore Technologies Engineering Ltd. 2,046,861 5,503,070 
Singapore Telecommunications Ltd. 10,723,427 29,140,379 
StarHub Ltd. 805,200 1,571,236 
Suntec (REIT) 3,133,700 4,155,921 
United Overseas Bank Ltd. 1,732,913 28,780,646 
UOL Group Ltd. 621,629 3,144,873 
Wilmar International Ltd. 2,518,000 6,442,178 
Yangzijiang Shipbuilding Holdings Ltd. 2,576,200 2,364,597 
TOTAL SINGAPORE  224,430,036 
Spain - 3.4%   
Abertis Infraestructuras SA 904,008 16,537,701 
ACS Actividades de Construccion y Servicios SA 310,799 12,417,024 
Aena SA 88,917 17,949,319 
Amadeus IT Holding SA Class A 579,366 33,745,577 
Banco Bilbao Vizcaya Argentaria SA 8,813,506 72,133,891 
Banco de Sabadell SA 7,018,804 14,460,308 
Banco Santander SA (Spain) 19,215,728 125,114,132 
Bankia SA 6,066,315 6,978,145 
Bankinter SA 888,323 8,178,769 
CaixaBank SA 4,725,182 22,357,464 
Distribuidora Internacional de Alimentacion SA 814,164 5,011,045 
Enagas SA 299,466 8,902,962 
Endesa SA 419,015 10,456,612 
Ferrovial SA 641,532 14,452,936 
Ferrovial SA (a) 10,428 234,930 
Gamesa Corporacion Tecnologica SA 310,000 7,030,935 
Gas Natural SDG SA 460,699 11,602,938 
Grifols SA 392,257 11,099,769 
Iberdrola SA 7,559,205 60,273,610 
Inditex SA 1,432,102 58,686,288 
International Consolidated Airlines Group SA 88,200 687,512 
International Consolidated Airlines Group SA CDI 761,807 5,928,563 
MAPFRE SA (Reg.) 1,413,027 5,025,467 
Red Electrica Corporacion SA 572,175 12,847,289 
Repsol YPF SA 1,566,565 26,247,429 
Telefonica SA 5,973,349 66,524,542 
TOTAL SPAIN  634,885,157 
Sweden - 2.8%   
Alfa Laval AB 386,867 7,789,507 
ASSA ABLOY AB (B Shares) 1,321,060 29,671,239 
Atlas Copco AB:   
(A Shares) 877,658 32,475,184 
(B Shares) 522,188 17,249,255 
Boliden AB 359,715 9,846,078 
Electrolux AB (B Shares) 317,212 10,186,376 
Getinge AB (B Shares) 264,924 5,514,043 
H&M Hennes & Mauritz AB (B Shares) 1,249,237 31,073,067 
Hexagon AB (B Shares) 340,753 14,925,635 
Husqvarna AB (B Shares) 546,675 5,670,289 
ICA Gruppen AB (b) 105,411 3,798,551 
Industrivarden AB (C Shares) 214,507 5,069,349 
Investor AB (B Shares) 598,697 27,677,527 
Kinnevik AB (B Shares) 308,072 8,847,225 
Lundbergfoeretagen AB 49,992 3,925,667 
Lundin Petroleum AB 260,362 5,056,620 
Nordea Bank AB 4,000,300 51,364,968 
Sandvik AB 1,468,728 23,015,941 
Securitas AB (B Shares) 412,442 6,572,384 
Skandinaviska Enskilda Banken AB (A Shares) 1,997,139 24,081,295 
Skanska AB (B Shares) 461,757 10,992,190 
SKF AB (B Shares) 524,049 10,720,472 
Svenska Cellulosa AB (SCA) (B Shares) 802,145 28,305,897 
Svenska Handelsbanken AB (A Shares) 2,009,961 28,306,053 
Swedbank AB (A Shares) 1,191,272 28,714,762 
Swedish Match Co. AB 250,502 8,450,559 
Tele2 AB (B Shares) 473,689 4,875,104 
Telefonaktiebolaget LM Ericsson (B Shares) 4,042,405 29,465,024 
TeliaSonera AB 3,415,516 15,632,605 
Volvo AB (B Shares) 2,042,340 33,391,227 
TOTAL SWEDEN  522,664,093 
Switzerland - 8.4%   
ABB Ltd. (Reg.) 2,615,886 65,824,782 
Actelion Ltd. 123,967 35,197,899 
Adecco SA (Reg.) 213,296 15,900,027 
Baloise Holdings AG 65,296 9,991,087 
Barry Callebaut AG 2,857 4,100,181 
Coca-Cola HBC AG 242,758 7,046,968 
Compagnie Financiere Richemont SA Series A 687,274 57,508,510 
Credit Suisse Group AG 2,613,031 35,684,628 
Credit Suisse Group AG rights 6/7/17 (a) 2,738,031 1,272,122 
Dufry AG (a) 49,483 8,138,601 
Ems-Chemie Holding AG 10,720 7,531,836 
Galenica AG (b) 62,310 7,327,561 
Geberit AG (Reg.) 48,658 22,777,902 
Givaudan SA 12,157 24,940,332 
Julius Baer Group Ltd. 292,410 15,162,261 
Kuehne & Nagel International AG 70,945 11,448,767 
Lafargeholcim Ltd. (Reg.) 599,118 35,969,967 
Lindt & Spruengli AG 136 9,980,775 
Lindt & Spruengli AG (participation certificate) 1,315 7,990,062 
Lonza Group AG 98,041 20,305,637 
Nestle SA (Reg. S) 4,101,460 350,189,179 
Novartis AG 2,942,488 240,799,218 
Pargesa Holding SA 44,280 3,442,552 
Partners Group Holding AG 22,702 13,911,142 
Roche Holding AG (participation certificate) 925,930 254,213,174 
Schindler Holding AG:   
(participation certificate) 54,480 11,682,924 
(Reg.) 25,801 5,365,052 
SGS SA (Reg.) 7,164 17,049,218 
Sika AG 2,829 18,226,173 
Sonova Holding AG Class B 68,505 11,345,002 
Straumann Holding AG 12,000 6,647,050 
Swatch Group AG (Bearer) (b) 40,329 15,622,777 
Swatch Group AG (Bearer) (Reg.) 66,263 5,055,842 
Swiss Life Holding AG 41,832 13,954,798 
Swiss Prime Site AG 92,504 8,519,288 
Swiss Re Ltd. 426,158 38,851,635 
Swisscom AG 33,803 16,207,850 
UBS Group AG 4,816,879 76,588,650 
Zurich Insurance Group AG 198,053 58,216,601 
TOTAL SWITZERLAND  1,569,988,030 
United Kingdom - 16.2%   
3i Group PLC 1,277,736 14,734,376 
Aberdeen Asset Management PLC 1,211,082 4,509,610 
Admiral Group PLC 280,860 7,371,375 
Anglo American PLC (United Kingdom) (a) 1,835,862 24,399,270 
Antofagasta PLC 520,209 5,368,809 
Ashtead Group PLC 656,814 13,252,620 
Associated British Foods PLC 469,389 18,119,336 
AstraZeneca PLC (United Kingdom) 1,667,289 112,654,762 
Auto Trader Group PLC 1,297,911 6,958,413 
Aviva PLC 5,349,352 36,293,370 
Babcock International Group PLC 332,026 3,991,364 
BAE Systems PLC 4,181,182 35,989,763 
Barclays PLC 22,328,838 60,438,744 
Barratt Developments PLC 1,327,303 10,474,752 
Berkeley Group Holdings PLC 174,483 7,319,899 
BHP Billiton PLC 2,781,335 42,028,637 
BP PLC 25,700,555 155,271,889 
British American Tobacco PLC (United Kingdom) 2,457,711 175,831,026 
British Land Co. PLC 1,286,853 10,512,010 
BT Group PLC 11,153,475 44,317,803 
Bunzl PLC 441,154 13,823,607 
Burberry Group PLC 579,490 13,551,587 
Capita Group PLC 881,458 6,615,537 
Carnival PLC 250,048 16,049,013 
Carphone Warehouse Group PLC 1,281,057 5,423,799 
Centrica PLC 7,225,483 18,926,566 
Cobham PLC 3,149,985 5,438,522 
Coca-Cola European Partners PLC 285,555 11,772,560 
Compass Group PLC 2,162,618 46,658,615 
ConvaTec Group PLC 1,500,000 6,184,560 
Croda International PLC 172,892 8,828,086 
Diageo PLC 3,315,264 99,652,361 
Direct Line Insurance Group PLC 1,815,264 8,153,325 
easyJet PLC 206,425 3,760,792 
Fresnillo PLC 290,264 5,894,093 
G4S PLC (United Kingdom) 2,040,530 8,544,643 
GKN PLC 2,256,699 10,192,196 
GlaxoSmithKline PLC 6,426,077 140,661,522 
Hammerson PLC 1,042,791 7,866,685 
Hargreaves Lansdown PLC 342,765 6,174,065 
Hikma Pharmaceuticals PLC 189,550 4,122,530 
HSBC Holdings PLC (United Kingdom) 26,362,953 229,553,847 
IMI PLC 357,484 5,775,927 
Imperial Tobacco Group PLC 1,264,037 59,103,653 
Inmarsat PLC 595,582 6,139,021 
InterContinental Hotel Group PLC 235,677 13,278,966 
Intertek Group PLC 212,377 11,763,661 
Intu Properties PLC (b) 1,251,605 4,386,355 
Investec PLC 863,947 6,767,967 
ITV PLC 4,772,514 12,033,878 
J Sainsbury PLC 2,152,406 7,792,882 
Johnson Matthey PLC 254,965 10,223,220 
Kingfisher PLC 2,933,911 12,271,636 
Land Securities Group PLC 1,041,315 14,356,001 
Legal & General Group PLC 7,849,579 25,466,523 
Lloyds Banking Group PLC 93,767,783 85,351,299 
London Stock Exchange Group PLC 414,746 18,302,497 
Marks & Spencer Group PLC 2,128,053 10,487,729 
Mediclinic International PLC 486,066 5,063,407 
Meggitt PLC 1,021,880 6,609,539 
Merlin Entertainments PLC 932,394 6,355,105 
Mondi PLC 483,622 12,612,005 
National Grid PLC 4,545,027 63,801,557 
Next PLC 183,662 10,317,474 
Old Mutual PLC 6,495,247 15,750,084 
Pearson PLC 1,082,308 9,857,867 
Persimmon PLC 406,133 12,846,575 
Provident Financial PLC 193,152 7,592,923 
Prudential PLC 3,399,276 76,267,469 
Reckitt Benckiser Group PLC 866,747 88,897,330 
RELX PLC 1,428,766 30,614,060 
Rio Tinto PLC 1,630,284 65,103,415 
Rolls-Royce Holdings PLC 2,197,367 24,592,260 
Royal Bank of Scotland Group PLC (a) 4,672,535 15,652,852 
Royal Dutch Shell PLC:   
Class A (Netherlands) 33,419 908,635 
Class A (United Kingdom) 5,789,758 157,364,471 
Class B (United Kingdom) 4,930,972 136,501,112 
Royal Mail PLC 1,187,811 6,755,340 
RSA Insurance Group PLC 1,342,370 10,818,502 
Sage Group PLC 1,421,529 13,196,455 
Schroders PLC 177,889 7,235,878 
Scottish & Southern Energy PLC 1,335,159 25,932,658 
Segro PLC 1,312,590 8,506,769 
Severn Trent PLC 308,310 9,931,051 
SKY PLC 1,360,387 17,370,155 
Smith & Nephew PLC 1,159,146 20,244,756 
Smiths Group PLC 518,706 10,713,278 
St. James's Place Capital PLC 695,477 10,511,105 
Standard Chartered PLC (United Kingdom) (a) 4,325,812 40,793,123 
Standard Life PLC 2,601,857 12,832,844 
Tate & Lyle PLC 611,127 5,811,061 
Taylor Wimpey PLC 4,299,686 11,251,599 
Tesco PLC (a) 10,763,958 25,516,673 
The Weir Group PLC 286,542 6,704,582 
Travis Perkins PLC 329,146 6,929,601 
Unilever PLC 1,691,455 94,296,424 
United Utilities Group PLC 891,281 11,816,738 
Vodafone Group PLC 34,981,618 104,468,232 
Vodafone Group PLC sponsored ADR 9,027 273,157 
Whitbread PLC 241,182 13,334,323 
WM Morrison Supermarkets PLC 2,903,764 9,211,215 
Worldpay Group PLC 2,523,380 10,098,379 
TOTAL UNITED KINGDOM  3,012,449,592 
TOTAL COMMON STOCKS   
(Cost $16,584,056,506)  17,967,385,575 
Nonconvertible Preferred Stocks - 0.7%   
France - 0.2%   
Air Liquide SA (a) 288,912 35,213,598 
Germany - 0.5%   
Bayerische Motoren Werke AG (BMW) (non-vtg.) 72,038 5,918,773 
Fuchs Petrolub AG 92,221 5,145,118 
Henkel AG & Co. KGaA 236,149 33,146,483 
Porsche Automobil Holding SE (Germany) 201,520 11,533,933 
Volkswagen AG 244,032 36,665,335 
TOTAL GERMANY  92,409,642 
Italy - 0.0%   
Telecom Italia SpA (Risparmio Shares) 7,940,947 6,129,607 
United Kingdom - 0.0%   
Rolls-Royce Holdings PLC (C Shares) (a) 168,524,890 217,136 
TOTAL NONCONVERTIBLE PREFERRED STOCKS   
(Cost $112,756,776)  133,969,983 
 Principal Amount Value 
Government Obligations - 0.1%   
United States of America - 0.1%   
U.S. Treasury Bills, yield at date of purchase 0.58% to 1.01% 6/29/17 to 11/9/17(c)   
(Cost $22,956,504) $23,000,000 $22,952,275 
 Shares Value 
Money Market Funds - 2.6%   
Fidelity Cash Central Fund, 0.86% (d) 407,025,135 407,106,541 
Fidelity Securities Lending Cash Central Fund 0.87% (d)(e) 70,539,067 70,546,121 
TOTAL MONEY MARKET FUNDS   
(Cost $477,659,737)  477,652,662 
TOTAL INVESTMENT PORTFOLIO - 100.0%   
(Cost $17,197,429,523)  18,601,960,495 
NET OTHER ASSETS (LIABILITIES) - 0.0%  (3,087,439) 
NET ASSETS - 100%  $18,598,873,056 

Futures Contracts    
 Expiration Date Underlying Face Amount at Value Unrealized Appreciation/(Depreciation) 
Purchased    
Equity Index Contracts    
72 ASX SPI 200 Index Contracts (Australia) June 2017 7,677,193 $(39,896) 
19 Eurex Dax Index Contracts (Germany) June 2017 6,743,526 208,120 
532 Eurex Euro Stoxx 50 Index Contracts (Germany) June 2017 21,233,517 1,127,178 
34 Euronext CAC 40 10 Index Contracts (France) June 2017 2,011,482 (18,050) 
23 HKFE Hang Seng Index Contracts (Hong Kong) June 2017 3,760,406 45,394 
4,307 ICE E-mini MSCI EAFE Index Contracts (United States) June 2017 406,128,565 2,729,543 
204 ICE FTSE 100 Index Contracts (United Kingdom) June 2017 19,734,313 652,683 
63 MSCI Sing IX ETS Index Contracts (Singapore) June 2017 1,621,158 (16,241) 
176 OMX Stockholm 30 Index Contracts (Sweden) June 2017 3,316,934 (14,436) 
152 TSE TOPIX Index Contracts (Japan) June 2017 21,547,630 391,903 
TOTAL FUTURES CONTRACTS   $5,066,198 

The face value of futures purchased as a percentage of Net Assets is 2.5%

Forward Foreign Currency Contracts       
Settlement Date Currency Counterparty Type Quantity Contract Amount* Unrealized Appreciation/(Depreciation) 
6/9/17 JPY Goldman Sachs Bank USA Buy 135,000,000 $1,217,316 $2,045 
6/9/17 JPY Goldman Sachs Bank USA Buy 160,000,000 1,446,324 (1,155) 
6/9/17 JPY Goldman Sachs Bank USA Buy 200,000,000 1,761,286 45,176 
6/9/17 JPY Goldman Sachs Bank USA Buy 1,910,000,000 16,737,063 514,643 
6/16/17 AUD Goldman Sachs Bank USA Buy 300,000 222,482 382 
6/16/17 AUD Goldman Sachs Bank USA Buy 800,000 607,836 (13,532) 
6/16/17 AUD Goldman Sachs Bank USA Buy 1,000,000 753,108 (10,228) 
6/16/17 AUD Goldman Sachs Bank USA Buy 8,400,000 6,344,352 (104,163) 
6/16/17 EUR Goldman Sachs Bank USA Buy 1,300,000 1,389,114 72,382 
6/16/17 EUR Goldman Sachs Bank USA Buy 1,500,000 1,606,388 79,954 
6/16/17 EUR Goldman Sachs Bank USA Buy 1,800,000 1,985,162 38,447 
6/16/17 EUR Goldman Sachs Bank USA Buy 2,400,000 2,627,957 70,189 
6/16/17 EUR Goldman Sachs Bank USA Buy 20,100,000 21,485,493 1,111,476 
6/16/17 GBP Goldman Sachs Bank USA Buy 800,000 1,034,858 (3,616) 
6/16/17 GBP Goldman Sachs Bank USA Buy 1,000,000 1,283,687 5,365 
6/16/17 GBP Goldman Sachs Bank USA Buy 1,300,000 1,625,891 49,877 
6/16/17 GBP Goldman Sachs Bank USA Buy 12,000,000 14,612,640 855,984 
6/16/17 SEK Goldman Sachs Bank USA Buy 2,400,000 273,151 3,218 
6/16/17 SEK Goldman Sachs Bank USA Buy 5,000,000 571,279 4,489 
6/16/17 SEK Goldman Sachs Bank USA Buy 21,600,000 2,424,890 62,431 
TOTAL FORWARD FOREIGN CURRENCY CONTRACTS      $2,783,364 

*Contract Amount is stated in U.S. Dollars unless otherwise noted

Currency Abbreviations

AUD – Australian dollar

EUR – European Monetary Unit

GBP – British pound

JPY – Japanese yen

SEK – Swedish krona

Categorizations in the Schedule of Investments are based on country or territory of incorporation.

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 $22,142,806.

 (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 $490,052 
Fidelity Securities Lending Cash Central Fund 1,474,314 
Total $1,964,366 

Investment Valuation

The following is a summary of the inputs used, as of May 31, 2017, involving the Fund's assets and liabilities carried at fair value. The inputs or methodology used for valuing securities may not be an indication of the risk associated with investing in those securities. Additional information on valuation inputs, and their aggregation into the levels used below, is provided later in this section.

 Valuation Inputs at Reporting Date: 
Description Total Level 1 Level 2 Level 3 
Investments in Securities:     
Equities:     
Consumer Discretionary $2,201,379,201 $1,357,295,495 $844,083,706 $-- 
Consumer Staples 2,130,629,329 989,956,949 1,140,672,380 -- 
Energy 887,628,214 186,821,579 700,806,635 -- 
Financials 3,769,635,031 2,219,832,413 1,549,802,524 94 
Health Care 2,003,101,740 691,653,709 1,311,448,031 -- 
Industrials 2,607,251,212 1,991,096,217 616,154,995 -- 
Information Technology 1,088,943,381 657,750,602 431,192,779 -- 
Materials 1,326,994,927 1,056,860,121 270,134,806 -- 
Real Estate 664,876,463 664,876,459 -- 
Telecommunication Services 798,173,181 305,521,108 492,652,073 -- 
Utilities 622,742,879 513,316,348 109,426,531 -- 
Government Obligations 22,952,275 -- 22,952,275 -- 
Money Market Funds 477,652,662 477,652,662 -- -- 
Total Investments in Securities: $18,601,960,495 $11,112,633,662 $7,489,326,735 $98 
Derivative Instruments:     
Assets     
Forward Foreign Currency Contracts $2,916,058 $-- $2,916,058 $-- 
Futures Contracts 5,154,821 5,154,821 -- -- 
Total Assets $8,070,879 $5,154,821 $2,916,058 $-- 
Liabilities     
Forward Foreign Currency Contracts $(132,694) $-- $(132,694) $-- 
Futures Contracts (88,623) (88,623) -- -- 
Total Liabilities $(221,317) $(88,623) $(132,694) $-- 
Total Derivative Instruments: $7,849,562 $5,066,198 $2,783,364 $-- 

The following is a summary of transfers between Level 1 and Level 2 for the period ended May 31, 2017. Transfers are assumed to have occurred at the beginning of the period, and are primarily attributable to the valuation techniques used for foreign equity securities, as discussed at the end of this section:

Transfers Total 
Level 1 to Level 2 $245,076,765 
Level 2 to Level 1 $766,008,635 

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

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

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

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

The U.S. dollar value of foreign currency contracts is determined using currency exchange rates supplied by a pricing vendor and are categorized as Level 2 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.

Other Information

Income Tax Information

At May 31, 2017, the cost of investment securities for income tax purposes was $17,286,842,045. Net unrealized appreciation aggregated $1,315,118,450, of which $3,936,004,649 related to appreciated investment securities and $2,620,886,199 related to depreciated investment securities.

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® 500 Index Fund

May 31, 2017







UEI-QTLY-0717
1.816023.112





Investments May 31, 2017 (Unaudited)

Showing Percentage of Net Assets

Common Stocks - 99.7%   
 Shares Value (000s) 
CONSUMER DISCRETIONARY - 12.4%   
Auto Components - 0.2%   
BorgWarner, Inc. 1,146,137 $48,722 
Delphi Automotive PLC 1,545,318 135,942 
The Goodyear Tire & Rubber Co. 1,442,644 46,482 
  231,146 
Automobiles - 0.5%   
Ford Motor Co. 22,377,257 248,835 
General Motors Co. 7,814,514 265,146 
Harley-Davidson, Inc. (a) 1,010,921 53,589 
  567,570 
Distributors - 0.1%   
Genuine Parts Co. 850,612 78,784 
LKQ Corp. (b) 1,765,672 55,601 
  134,385 
Diversified Consumer Services - 0.0%   
H&R Block, Inc. 1,187,337 31,512 
Hotels, Restaurants & Leisure - 1.8%   
Carnival Corp. 2,395,988 153,511 
Chipotle Mexican Grill, Inc. (a)(b) 164,947 78,737 
Darden Restaurants, Inc. 711,801 63,300 
Marriott International, Inc. Class A 1,803,046 194,098 
McDonald's Corp. 4,695,039 708,434 
Royal Caribbean Cruises Ltd. 960,497 105,828 
Starbucks Corp. 8,354,830 531,451 
Wyndham Worldwide Corp. 601,810 60,777 
Wynn Resorts Ltd. 455,758 58,656 
Yum! Brands, Inc. 1,927,056 139,981 
  2,094,773 
Household Durables - 0.5%   
D.R. Horton, Inc. 1,948,008 63,680 
Garmin Ltd. (a) 659,400 34,315 
Leggett & Platt, Inc. 766,715 39,885 
Lennar Corp. Class A 1,164,828 59,767 
Mohawk Industries, Inc. (b) 361,489 86,504 
Newell Brands, Inc. 2,765,452 146,431 
PulteGroup, Inc. 1,639,842 37,175 
Whirlpool Corp. 427,030 79,231 
  546,988 
Internet & Direct Marketing Retail - 2.8%   
Amazon.com, Inc. (b) 2,270,444 2,258,229 
Expedia, Inc. 691,175 99,377 
Netflix, Inc. (b) 2,467,421 402,362 
Priceline Group, Inc. (b) 281,877 529,108 
TripAdvisor, Inc. (a)(b) 647,381 24,931 
  3,314,007 
Leisure Products - 0.1%   
Hasbro, Inc. 641,307 67,504 
Mattel, Inc. 1,963,131 44,975 
  112,479 
Media - 3.1%   
CBS Corp. Class B 2,132,202 130,299 
Charter Communications, Inc. Class A (b) 1,233,209 426,135 
Comcast Corp. Class A 27,131,213 1,131,100 
Discovery Communications, Inc.:   
Class A (a)(b) 875,002 23,188 
Class C (non-vtg.) (a)(b) 1,236,768 31,946 
DISH Network Corp. Class A (b) 1,300,853 82,955 
Interpublic Group of Companies, Inc. 2,251,156 56,121 
News Corp.:   
Class A 2,188,122 29,277 
Class B 686,651 9,407 
Omnicom Group, Inc. 1,344,490 112,561 
Scripps Networks Interactive, Inc. Class A 547,650 36,265 
Tegna, Inc. 1,230,902 29,222 
The Walt Disney Co. 8,339,629 900,180 
Time Warner, Inc. 4,439,022 441,638 
Twenty-First Century Fox, Inc.:   
Class A 6,032,596 163,604 
Class B 2,792,382 75,115 
Viacom, Inc. Class B (non-vtg.) 1,991,910 69,299 
  3,748,312 
Multiline Retail - 0.4%   
Dollar General Corp. 1,457,039 106,932 
Dollar Tree, Inc. (b) 1,353,323 105,153 
Kohl's Corp. (a) 1,011,664 38,878 
Macy's, Inc. 1,743,314 40,968 
Nordstrom, Inc. (a) 652,953 27,293 
Target Corp. 3,188,271 175,833 
  495,057 
Specialty Retail - 2.3%   
Advance Auto Parts, Inc. 422,856 56,506 
AutoNation, Inc. (a)(b) 376,029 14,861 
AutoZone, Inc. (a)(b) 163,238 98,909 
Bed Bath & Beyond, Inc. 861,712 29,652 
Best Buy Co., Inc. 1,552,483 92,202 
CarMax, Inc. (a)(b) 1,072,684 67,397 
Foot Locker, Inc. 758,807 45,081 
Gap, Inc. (a) 1,257,664 28,297 
Home Depot, Inc. 6,983,345 1,072,013 
L Brands, Inc. (a) 1,377,011 71,054 
Lowe's Companies, Inc. 4,964,513 391,055 
O'Reilly Automotive, Inc. (a)(b) 525,345 127,176 
Ross Stores, Inc. 2,259,368 144,419 
Signet Jewelers Ltd. (a) 398,995 19,192 
Staples, Inc. 3,729,382 33,863 
Tiffany & Co., Inc. 613,578 53,357 
TJX Companies, Inc. 3,737,148 281,071 
Tractor Supply Co. 749,412 41,330 
Ulta Beauty, Inc. (b) 335,356 102,230 
  2,769,665 
Textiles, Apparel & Luxury Goods - 0.6%   
Coach, Inc. 1,608,687 74,337 
Hanesbrands, Inc. (a) 2,171,092 44,833 
Michael Kors Holdings Ltd. (b) 931,246 30,899 
NIKE, Inc. Class B 7,597,112 402,571 
PVH Corp. 454,406 48,144 
Ralph Lauren Corp. 322,930 21,895 
Under Armour, Inc.:   
Class A (sub. vtg.) (a)(b) 1,053,319 20,182 
Class C (non-vtg.) 1,056,774 18,842 
VF Corp. 1,899,076 102,170 
  763,873 
TOTAL CONSUMER DISCRETIONARY  14,809,767 
CONSUMER STAPLES - 9.4%   
Beverages - 2.1%   
Brown-Forman Corp. Class B (non-vtg.) 1,014,045 52,680 
Constellation Brands, Inc. Class A (sub. vtg.) 990,065 180,934 
Dr. Pepper Snapple Group, Inc. 1,049,624 97,416 
Molson Coors Brewing Co. Class B 1,057,003 100,193 
Monster Beverage Corp. (b) 2,306,260 116,605 
PepsiCo, Inc. 8,181,783 956,205 
The Coca-Cola Co. 22,151,795 1,007,242 
  2,511,275 
Food & Staples Retailing - 2.0%   
Costco Wholesale Corp. 2,516,315 454,019 
CVS Health Corp. 5,880,024 451,762 
Kroger Co. 5,297,009 157,745 
Sysco Corp. 2,849,121 155,448 
Wal-Mart Stores, Inc. 8,632,655 678,527 
Walgreens Boots Alliance, Inc. 4,888,463 396,063 
Whole Foods Market, Inc. 1,826,236 63,900 
  2,357,464 
Food Products - 1.5%   
Archer Daniels Midland Co. 3,273,829 136,126 
Campbell Soup Co. 1,108,950 63,931 
ConAgra Foods, Inc. 2,370,192 91,347 
General Mills, Inc. 3,325,027 188,662 
Hormel Foods Corp. (a) 1,546,045 51,993 
Kellogg Co. 1,449,342 103,773 
McCormick & Co., Inc. (non-vtg.) (a) 651,555 67,859 
Mead Johnson Nutrition Co. Class A 1,051,545 94,029 
Mondelez International, Inc. 8,751,601 407,737 
The Hershey Co. 800,579 92,283 
The J.M. Smucker Co. 667,435 85,332 
The Kraft Heinz Co. 3,418,961 315,228 
Tyson Foods, Inc. Class A 1,644,988 94,324 
  1,792,624 
Household Products - 1.8%   
Church & Dwight Co., Inc. 1,459,733 75,410 
Clorox Co. 735,308 99,803 
Colgate-Palmolive Co. 5,061,148 386,469 
Kimberly-Clark Corp. 2,039,412 264,573 
Procter & Gamble Co. 14,655,503 1,291,003 
  2,117,258 
Personal Products - 0.1%   
Coty, Inc. Class A 2,698,290 51,106 
Estee Lauder Companies, Inc. Class A 1,274,259 119,959 
  171,065 
Tobacco - 1.9%   
Altria Group, Inc. 11,118,104 838,750 
Philip Morris International, Inc. 8,893,624 1,065,456 
Reynolds American, Inc. 4,741,176 318,844 
  2,223,050 
TOTAL CONSUMER STAPLES  11,172,736 
ENERGY - 6.0%   
Energy Equipment & Services - 0.9%   
Baker Hughes, Inc. 2,438,264 134,470 
Halliburton Co. 4,969,863 224,588 
Helmerich & Payne, Inc. (a) 622,357 32,773 
National Oilwell Varco, Inc. 2,171,127 70,931 
Schlumberger Ltd. 7,992,063 556,168 
TechnipFMC PLC (b) 2,674,831 77,436 
Transocean Ltd. (United States) (a)(b) 2,231,688 20,286 
  1,116,652 
Oil, Gas & Consumable Fuels - 5.1%   
Anadarko Petroleum Corp. 3,204,460 161,921 
Apache Corp. 2,176,630 101,779 
Cabot Oil & Gas Corp. 2,723,828 60,442 
Chesapeake Energy Corp. (a)(b) 4,366,812 22,096 
Chevron Corp. 10,852,582 1,123,025 
Cimarex Energy Co. 545,301 58,653 
Concho Resources, Inc. (b) 849,374 107,684 
ConocoPhillips Co. 7,084,649 316,613 
Devon Energy Corp. 3,007,372 102,191 
EOG Resources, Inc. 3,306,802 298,637 
EQT Corp. 993,658 54,919 
Exxon Mobil Corp. 23,770,701 1,913,541 
Hess Corp. 1,542,351 70,778 
Kinder Morgan, Inc. 11,006,186 206,476 
Marathon Oil Corp. 4,856,744 63,235 
Marathon Petroleum Corp. 3,025,619 157,453 
Murphy Oil Corp. 929,003 22,677 
Newfield Exploration Co. (b) 1,140,145 37,032 
Noble Energy, Inc. 2,609,450 74,865 
Occidental Petroleum Corp. 4,381,449 258,199 
ONEOK, Inc. 1,208,212 60,024 
Phillips 66 Co. 2,528,978 192,481 
Pioneer Natural Resources Co. 973,398 162,421 
Range Resources Corp. 1,078,393 24,868 
Tesoro Corp. 670,647 55,825 
The Williams Companies, Inc. 4,734,201 135,398 
Valero Energy Corp. 2,585,731 158,945 
  6,002,178 
TOTAL ENERGY  7,118,830 
FINANCIALS - 13.7%   
Banks - 6.0%   
Bank of America Corp. 57,470,954 1,287,924 
BB&T Corp. 4,634,276 193,018 
Citigroup, Inc. 15,883,629 961,595 
Citizens Financial Group, Inc. 2,918,561 99,523 
Comerica, Inc. 1,008,145 69,118 
Fifth Third Bancorp 4,302,267 102,136 
Huntington Bancshares, Inc. 6,225,059 78,062 
JPMorgan Chase & Co. 20,476,975 1,682,183 
KeyCorp 6,147,964 107,405 
M&T Bank Corp. 883,820 138,291 
Peoples United Financial, Inc. 1,969,045 32,627 
PNC Financial Services Group, Inc. 2,786,983 330,815 
Regions Financial Corp. 6,909,384 95,626 
SunTrust Banks, Inc. 2,817,119 150,350 
U.S. Bancorp 9,128,895 464,569 
Wells Fargo & Co. 25,814,504 1,320,154 
Zions Bancorporation 1,160,430 46,498 
  7,159,894 
Capital Markets - 2.7%   
Affiliated Managers Group, Inc. 325,059 50,010 
Ameriprise Financial, Inc. 883,154 106,676 
Bank of New York Mellon Corp. 5,947,419 280,242 
BlackRock, Inc. Class A 697,601 285,486 
CBOE Holdings, Inc. 525,888 45,421 
Charles Schwab Corp. 6,964,203 269,863 
CME Group, Inc. 1,947,097 228,375 
E*TRADE Financial Corp. (b) 1,574,647 54,499 
Franklin Resources, Inc. 1,976,896 82,614 
Goldman Sachs Group, Inc. 2,123,915 448,698 
IntercontinentalExchange, Inc. 3,414,828 205,538 
Invesco Ltd. 2,313,487 73,338 
Moody's Corp. 951,602 112,717 
Morgan Stanley 8,237,579 343,837 
Northern Trust Corp. 1,232,900 107,805 
Raymond James Financial, Inc. 733,102 52,981 
S&P Global, Inc. 1,481,328 211,548 
State Street Corp. 2,058,172 167,659 
T. Rowe Price Group, Inc. 1,395,423 98,294 
The NASDAQ OMX Group, Inc. 659,577 44,620 
  3,270,221 
Consumer Finance - 0.7%   
American Express Co. 4,340,038 333,923 
Capital One Financial Corp. 2,755,373 211,943 
Discover Financial Services 2,210,150 129,736 
Navient Corp. 1,668,266 24,073 
Synchrony Financial 4,415,595 118,559 
  818,234 
Diversified Financial Services - 1.6%   
Berkshire Hathaway, Inc. Class B (b) 10,888,060 1,799,579 
Leucadia National Corp. 1,856,397 45,278 
  1,844,857 
Insurance - 2.7%   
AFLAC, Inc. 2,301,256 173,469 
Allstate Corp. 2,093,171 180,724 
American International Group, Inc. 5,041,810 320,810 
Aon PLC 1,505,412 197,073 
Arthur J. Gallagher & Co. 1,023,959 58,089 
Assurant, Inc. 318,945 31,250 
Chubb Ltd. 2,670,179 382,343 
Cincinnati Financial Corp. 859,293 60,219 
Hartford Financial Services Group, Inc. 2,143,453 105,865 
Lincoln National Corp. 1,291,076 83,894 
Loews Corp. 1,582,444 74,628 
Marsh & McLennan Companies, Inc. 2,952,361 228,985 
MetLife, Inc. 6,232,914 315,323 
Principal Financial Group, Inc. 1,532,657 96,419 
Progressive Corp. 3,329,566 141,273 
Prudential Financial, Inc. 2,465,060 258,462 
The Travelers Companies, Inc. 1,603,349 200,178 
Torchmark Corp. 627,832 47,401 
Unum Group 1,314,100 59,108 
Willis Group Holdings PLC 730,322 107,087 
XL Group Ltd. 1,519,003 66,365 
  3,188,965 
TOTAL FINANCIALS  16,282,171 
HEALTH CARE - 13.9%   
Biotechnology - 2.7%   
AbbVie, Inc. 9,137,458 603,255 
Alexion Pharmaceuticals, Inc. (b) 1,287,646 126,228 
Amgen, Inc. 4,221,862 655,402 
Biogen, Inc. (b) 1,237,714 306,668 
Celgene Corp. (b) 4,459,841 510,250 
Gilead Sciences, Inc. 7,493,018 486,222 
Incyte Corp. (b) 969,802 125,424 
Regeneron Pharmaceuticals, Inc. (b) 435,935 200,120 
Vertex Pharmaceuticals, Inc. (b) 1,424,220 176,034 
  3,189,603 
Health Care Equipment & Supplies - 2.7%   
Abbott Laboratories 9,906,095 452,312 
Baxter International, Inc. 2,786,512 165,268 
Becton, Dickinson & Co. 1,293,153 244,703 
Boston Scientific Corp. (b) 7,816,466 211,279 
C.R. Bard, Inc. 412,927 126,946 
Danaher Corp. 3,497,438 297,072 
Dentsply Sirona, Inc. 1,316,692 83,636 
Edwards Lifesciences Corp. (b) 1,218,175 140,175 
Hologic, Inc. (b) 1,601,118 69,344 
IDEXX Laboratories, Inc. (b) 504,506 84,954 
Intuitive Surgical, Inc. (b) 210,534 192,571 
Medtronic PLC 7,847,400 661,379 
Stryker Corp. 1,774,202 253,640 
The Cooper Companies, Inc. 280,535 61,367 
Varian Medical Systems, Inc. (a)(b) 535,820 53,057 
Zimmer Biomet Holdings, Inc. 1,152,857 137,432 
  3,235,135 
Health Care Providers & Services - 2.7%   
Aetna, Inc. 1,901,671 275,476 
AmerisourceBergen Corp. 946,655 86,875 
Anthem, Inc. 1,515,604 276,370 
Cardinal Health, Inc. 1,808,409 134,347 
Centene Corp. (b) 986,185 71,627 
Cigna Corp. 1,473,601 237,589 
DaVita HealthCare Partners, Inc. (b) 892,465 59,135 
Envision Healthcare Corp. (b) 673,363 36,772 
Express Scripts Holding Co. (b) 3,472,410 207,476 
HCA Holdings, Inc. (b) 1,655,140 135,573 
Henry Schein, Inc. (b) 454,011 83,524 
Humana, Inc. 856,029 198,821 
Laboratory Corp. of America Holdings (b) 586,455 81,517 
McKesson Corp. 1,215,634 198,258 
Patterson Companies, Inc. (a) 471,479 20,821 
Quest Diagnostics, Inc. 788,218 85,734 
UnitedHealth Group, Inc. 5,515,357 966,180 
Universal Health Services, Inc. Class B 512,014 58,196 
  3,214,291 
Health Care Technology - 0.1%   
Cerner Corp. (b) 1,682,265 109,936 
Life Sciences Tools & Services - 0.7%   
Agilent Technologies, Inc. 1,846,262 111,403 
Illumina, Inc. (b) 838,693 148,751 
Mettler-Toledo International, Inc. (b) 148,708 86,669 
PerkinElmer, Inc. 629,375 39,688 
Thermo Fisher Scientific, Inc. 2,237,991 386,702 
Waters Corp. (b) 459,112 82,466 
  855,679 
Pharmaceuticals - 5.0%   
Allergan PLC 1,921,744 429,990 
Bristol-Myers Squibb Co. 9,589,166 517,336 
Eli Lilly & Co. 5,566,160 442,899 
Johnson & Johnson 15,554,791 1,994,902 
Mallinckrodt PLC (b) 569,527 24,564 
Merck & Co., Inc. 15,739,520 1,024,800 
Mylan N.V. (b) 2,640,061 102,910 
Perrigo Co. PLC (a) 821,921 59,877 
Pfizer, Inc. 34,120,265 1,114,027 
Zoetis, Inc. Class A 2,820,279 175,647 
  5,886,952 
TOTAL HEALTH CARE  16,491,596 
INDUSTRIALS - 10.1%   
Aerospace & Defense - 2.4%   
Arconic, Inc. 2,525,456 69,374 
General Dynamics Corp. 1,631,397 331,581 
L3 Technologies, Inc. 445,999 75,191 
Lockheed Martin Corp. 1,431,290 402,379 
Northrop Grumman Corp. 1,000,922 259,459 
Raytheon Co. 1,678,993 275,372 
Rockwell Collins, Inc. 930,381 101,458 
Textron, Inc. 1,548,321 74,010 
The Boeing Co. 3,265,376 612,682 
TransDigm Group, Inc. (a) 284,769 76,341 
United Technologies Corp. 4,296,378 521,065 
  2,798,912 
Air Freight & Logistics - 0.7%   
C.H. Robinson Worldwide, Inc. 810,374 54,303 
Expeditors International of Washington, Inc. 1,032,577 55,119 
FedEx Corp. 1,405,590 272,460 
United Parcel Service, Inc. Class B 3,951,128 418,701 
  800,583 
Airlines - 0.6%   
Alaska Air Group, Inc. 707,806 61,615 
American Airlines Group, Inc. 2,890,162 139,913 
Delta Air Lines, Inc. 4,189,288 205,820 
Southwest Airlines Co. 3,527,071 211,942 
United Continental Holdings, Inc. (b) 1,641,309 130,763 
  750,053 
Building Products - 0.3%   
Allegion PLC 547,311 43,035 
Fortune Brands Home & Security, Inc. 877,550 55,373 
Johnson Controls International PLC 5,381,338 224,725 
Masco Corp. 1,836,299 68,402 
  391,535 
Commercial Services & Supplies - 0.3%   
Cintas Corp. 493,769 62,156 
Republic Services, Inc. 1,322,003 84,093 
Stericycle, Inc. (b) 487,756 39,884 
Waste Management, Inc. 2,319,029 169,080 
  355,213 
Construction & Engineering - 0.1%   
Fluor Corp. 798,879 35,838 
Jacobs Engineering Group, Inc. 694,065 36,383 
Quanta Services, Inc. (b) 866,945 26,581 
  98,802 
Electrical Equipment - 0.6%   
Acuity Brands, Inc. (a) 252,773 41,179 
AMETEK, Inc. 1,315,499 80,272 
Eaton Corp. PLC 2,577,994 199,485 
Emerson Electric Co. 3,697,962 218,624 
Fortive Corp. 1,725,691 107,769 
Rockwell Automation, Inc. 737,224 117,012 
  764,341 
Industrial Conglomerates - 2.3%   
3M Co. 3,417,833 698,844 
General Electric Co. 50,016,519 1,369,452 
Honeywell International, Inc. 4,363,693 580,328 
Roper Technologies, Inc. 584,014 132,688 
  2,781,312 
Machinery - 1.5%   
Caterpillar, Inc. 3,362,145 354,471 
Cummins, Inc. 886,864 139,858 
Deere & Co. 1,680,062 205,740 
Dover Corp. 891,443 73,589 
Flowserve Corp. (a) 748,230 36,289 
Illinois Tool Works, Inc. 1,788,005 252,502 
Ingersoll-Rand PLC 1,487,688 133,297 
PACCAR, Inc. 2,011,586 126,649 
Parker Hannifin Corp. 764,135 120,328 
Pentair PLC 958,511 63,473 
Snap-On, Inc. 332,326 53,724 
Stanley Black & Decker, Inc. 874,717 120,396 
Xylem, Inc. 1,028,853 53,644 
  1,733,960 
Professional Services - 0.2%   
Equifax, Inc. 687,350 94,029 
Nielsen Holdings PLC 1,926,690 74,139 
Robert Half International, Inc. 732,623 34,060 
Verisk Analytics, Inc. (b) 886,832 71,736 
  273,964 
Road & Rail - 1.0%   
CSX Corp. 5,311,037 287,699 
J.B. Hunt Transport Services, Inc. 497,726 42,496 
Kansas City Southern 611,358 58,201 
Norfolk Southern Corp. 1,665,658 206,592 
Ryder System, Inc. 306,497 20,358 
Union Pacific Corp. 4,665,236 514,576 
  1,129,922 
Trading Companies & Distributors - 0.1%   
Fastenal Co. 1,658,245 71,586 
United Rentals, Inc. (b) 483,329 52,552 
W.W. Grainger, Inc. (a) 310,309 53,460 
  177,598 
TOTAL INDUSTRIALS  12,056,195 
INFORMATION TECHNOLOGY - 23.1%   
Communications Equipment - 1.0%   
Cisco Systems, Inc. 28,708,510 905,179 
F5 Networks, Inc. (b) 371,410 47,589 
Harris Corp. 713,502 80,026 
Juniper Networks, Inc. 2,189,785 64,226 
Motorola Solutions, Inc. 944,429 78,926 
  1,175,946 
Electronic Equipment & Components - 0.4%   
Amphenol Corp. Class A 1,763,742 131,575 
Corning, Inc. 5,320,479 154,826 
FLIR Systems, Inc. 781,618 29,616 
TE Connectivity Ltd. 2,036,783 160,600 
  476,617 
Internet Software & Services - 5.0%   
Akamai Technologies, Inc. (b) 992,850 46,813 
Alphabet, Inc.:   
Class A (b) 1,703,286 1,681,297 
Class C (b) 1,694,008 1,634,481 
eBay, Inc. (b) 5,795,465 198,784 
Facebook, Inc. Class A (b) 13,501,459 2,044,931 
VeriSign, Inc. (a)(b) 510,360 46,014 
Yahoo!, Inc. (b) 5,032,125 253,217 
  5,905,537 
IT Services - 3.9%   
Accenture PLC Class A 3,569,350 444,277 
Alliance Data Systems Corp. 320,601 77,307 
Automatic Data Processing, Inc. 2,573,426 263,442 
Cognizant Technology Solutions Corp. Class A 3,489,130 233,458 
CSRA, Inc. 832,204 25,099 
DXC Technology Co. 1,627,407 126,157 
Fidelity National Information Services, Inc. 1,884,800 161,848 
Fiserv, Inc. (b) 1,230,030 154,098 
Gartner, Inc. (b) 516,086 61,724 
Global Payments, Inc. 872,878 79,964 
IBM Corp. 4,920,507 751,017 
MasterCard, Inc. Class A 5,401,079 663,685 
Paychex, Inc. 1,830,851 108,441 
PayPal Holdings, Inc. (b) 6,438,116 336,134 
Teradata Corp. (a)(b) 750,341 20,454 
The Western Union Co. 2,756,876 52,436 
Total System Services, Inc. 946,005 56,335 
Visa, Inc. Class A 10,651,466 1,014,339 
  4,630,215 
Semiconductors & Semiconductor Equipment - 3.6%   
Advanced Micro Devices, Inc. (a)(b) 4,422,322 49,486 
Analog Devices, Inc. 2,086,460 178,935 
Applied Materials, Inc. 6,190,340 284,013 
Broadcom Ltd. 2,299,033 550,572 
Intel Corp. 27,104,181 978,732 
KLA-Tencor Corp. 898,478 93,442 
Lam Research Corp. 933,536 144,857 
Microchip Technology, Inc. (a) 1,240,739 103,354 
Micron Technology, Inc. (b) 5,942,436 182,849 
NVIDIA Corp. 3,376,557 487,406 
Qorvo, Inc. (a)(b) 724,916 56,507 
Qualcomm, Inc. 8,467,425 484,929 
Skyworks Solutions, Inc. 1,060,079 112,824 
Texas Instruments, Inc. 5,730,631 472,720 
Xilinx, Inc. 1,427,066 95,200 
  4,275,826 
Software - 4.8%   
Activision Blizzard, Inc. 3,965,300 232,287 
Adobe Systems, Inc. (b) 2,841,536 403,100 
Autodesk, Inc. (b) 1,122,746 125,489 
CA Technologies, Inc. 1,797,089 57,094 
Citrix Systems, Inc. (b) 896,320 73,982 
Electronic Arts, Inc. (b) 1,767,188 200,275 
Intuit, Inc. 1,393,020 195,914 
Microsoft Corp. 44,299,572 3,093,882 
Oracle Corp. 17,181,254 779,857 
Red Hat, Inc. (b) 1,022,069 91,547 
Salesforce.com, Inc. (b) 3,754,330 336,538 
Symantec Corp. 3,547,587 107,527 
Synopsys, Inc. (b) 862,758 64,595 
  5,762,087 
Technology Hardware, Storage & Peripherals - 4.4%   
Apple, Inc. 30,076,814 4,594,537 
Hewlett Packard Enterprise Co. 9,543,886 179,520 
HP, Inc. 9,707,630 182,115 
NetApp, Inc. 1,553,280 62,892 
Seagate Technology LLC (a) 1,692,159 73,727 
Western Digital Corp. 1,651,417 148,727 
Xerox Corp. 4,895,322 34,610 
  5,276,128 
TOTAL INFORMATION TECHNOLOGY  27,502,356 
MATERIALS - 2.8%   
Chemicals - 2.1%   
Air Products & Chemicals, Inc. 1,247,377 179,697 
Albemarle Corp. U.S. 645,306 73,307 
CF Industries Holdings, Inc. 1,336,377 35,949 
E.I. du Pont de Nemours & Co. 4,956,339 391,154 
Eastman Chemical Co. 839,778 67,275 
Ecolab, Inc. 1,505,101 199,938 
FMC Corp. 766,403 57,764 
International Flavors & Fragrances, Inc. 453,100 62,478 
LyondellBasell Industries NV Class A 1,892,220 152,362 
Monsanto Co. 2,513,696 295,158 
PPG Industries, Inc. 1,473,847 156,758 
Praxair, Inc. 1,634,226 216,192 
Sherwin-Williams Co. 465,365 154,394 
The Dow Chemical Co. 6,399,105 396,489 
The Mosaic Co. 2,007,562 45,431 
  2,484,346 
Construction Materials - 0.1%   
Martin Marietta Materials, Inc. 361,544 81,022 
Vulcan Materials Co. 758,756 94,579 
  175,601 
Containers & Packaging - 0.3%   
Avery Dennison Corp. 512,681 43,199 
Ball Corp. 2,007,102 82,090 
International Paper Co. 2,357,597 124,670 
Sealed Air Corp. 1,109,146 49,268 
WestRock Co. 1,435,483 78,119 
  377,346 
Metals & Mining - 0.3%   
Freeport-McMoRan, Inc. (b) 7,623,048 87,589 
Newmont Mining Corp. 3,046,921 104,052 
Nucor Corp. 1,827,861 106,199 
  297,840 
TOTAL MATERIALS  3,335,133 
REAL ESTATE - 2.9%   
Equity Real Estate Investment Trusts (REITs) - 2.8%   
Alexandria Real Estate Equities, Inc. 509,498 59,448 
American Tower Corp. 2,448,978 321,281 
Apartment Investment & Management Co. Class A 900,130 38,634 
AvalonBay Communities, Inc. 787,276 150,559 
Boston Properties, Inc. 881,897 106,992 
Crown Castle International Corp. 2,066,854 210,096 
Digital Realty Trust, Inc. 913,030 107,911 
Equinix, Inc. 445,465 196,455 
Equity Residential (SBI) 2,104,462 136,979 
Essex Property Trust, Inc. 375,772 96,543 
Extra Space Storage, Inc. 721,815 55,919 
Federal Realty Investment Trust (SBI) 413,360 50,736 
General Growth Properties, Inc. 3,348,273 74,600 
HCP, Inc. 2,683,929 84,114 
Host Hotels & Resorts, Inc. 4,237,903 76,240 
Iron Mountain, Inc. 1,406,020 49,098 
Kimco Realty Corp. 2,440,001 42,798 
Mid-America Apartment Communities, Inc. 650,919 66,355 
Prologis, Inc. 3,034,571 168,540 
Public Storage 856,055 184,351 
Realty Income Corp. 1,554,168 85,370 
Regency Centers Corp. 837,162 50,950 
Simon Property Group, Inc. 1,833,454 282,810 
SL Green Realty Corp. 576,596 58,253 
The Macerich Co. 692,968 39,783 
UDR, Inc. 1,532,052 59,153 
Ventas, Inc. 2,032,945 135,171 
Vornado Realty Trust 986,821 90,985 
Welltower, Inc. 2,078,436 150,770 
Weyerhaeuser Co. 4,293,776 141,523 
  3,372,417 
Real Estate Management & Development - 0.1%   
CBRE Group, Inc. (b) 1,723,638 60,120 
TOTAL REAL ESTATE  3,432,537 
TELECOMMUNICATION SERVICES - 2.2%   
Diversified Telecommunication Services - 2.2%   
AT&T, Inc. 35,207,746 1,356,554 
CenturyLink, Inc. (a) 3,133,347 78,177 
Level 3 Communications, Inc. (b) 1,674,801 99,684 
Verizon Communications, Inc. 23,368,116 1,089,889 
  2,624,304 
UTILITIES - 3.2%   
Electric Utilities - 2.0%   
Alliant Energy Corp. 1,305,260 54,129 
American Electric Power Co., Inc. 2,818,836 202,336 
Duke Energy Corp. 4,010,656 343,633 
Edison International 1,867,775 152,354 
Entergy Corp. 1,028,418 81,307 
Eversource Energy 1,816,609 112,757 
Exelon Corp. 5,311,858 192,874 
FirstEnergy Corp. 2,536,590 74,170 
NextEra Energy, Inc. 2,680,503 379,130 
PG&E Corp. 2,905,857 198,703 
Pinnacle West Capital Corp. 638,279 56,392 
PPL Corp. 3,896,690 155,517 
Southern Co. 5,681,393 287,535 
Xcel Energy, Inc. 2,907,755 139,311 
  2,430,148 
Independent Power and Renewable Electricity Producers - 0.0%   
NRG Energy, Inc. 1,811,377 29,091 
The AES Corp. 3,778,895 44,137 
  73,228 
Multi-Utilities - 1.1%   
Ameren Corp. 1,390,952 78,937 
CenterPoint Energy, Inc. 2,469,008 70,638 
CMS Energy Corp. 1,604,627 76,075 
Consolidated Edison, Inc. 1,748,812 144,784 
Dominion Resources, Inc. 3,600,794 290,836 
DTE Energy Co. 1,028,637 112,656 
NiSource, Inc. 1,854,217 48,339 
Public Service Enterprise Group, Inc. 2,901,988 130,328 
SCANA Corp. 819,300 55,876 
Sempra Energy 1,436,291 167,314 
WEC Energy Group, Inc. 1,809,170 113,544 
  1,289,327 
Water Utilities - 0.1%   
American Water Works Co., Inc. 1,021,651 79,873 
TOTAL UTILITIES  3,872,576 
TOTAL COMMON STOCKS   
(Cost $66,869,653)  118,698,201 
 Principal Amount (000s) Value (000s) 
U.S. Treasury Obligations - 0.0%   
U.S. Treasury Bills, yield at date of purchase 0.87% 10/12/17 (c)   
(Cost $29,904) 30,000 29,892 
 Shares Value (000s) 
Money Market Funds - 1.3%   
Fidelity Cash Central Fund, 0.86% (d) 218,243,774 $218,287 
Fidelity Securities Lending Cash Central Fund 0.87% (d)(e) 1,310,680,839 1,310,812 
TOTAL MONEY MARKET FUNDS   
(Cost $1,528,985)  1,529,099 
TOTAL INVESTMENT PORTFOLIO - 101.0%   
(Cost $68,428,542)  120,257,192 
NET OTHER ASSETS (LIABILITIES) - (1.0)%  (1,235,353) 
NET ASSETS - 100%  $119,021,839 

Futures Contracts    
 Expiration Date Underlying Face Amount at Value (000s) Unrealized Appreciation/(Depreciation) (000s) 
Purchased    
Equity Index Contracts    
2,698 CME E-mini S&P 500 Index Contracts (United States) June 2017 325,257 $7,452 

The face value of futures purchased as a percentage of Net Assets is 0.3%

Legend

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

 (b) Non-income producing

 (c) Security or a portion of the security was pledged to cover margin requirements for futures contracts. At period end, the value of securities pledged amounted to $15,976,000.

 (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 
 (Amounts in thousands) 
Fidelity Cash Central Fund $691 
Fidelity Securities Lending Cash Central Fund 383 
Total $1,074 

Investment Valuation

The following is a summary of the inputs used, as of May 31, 2017, 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 
(Amounts in thousands)     
Investments in Securities:     
Equities:     
Consumer Discretionary $14,809,767 $14,809,767 $-- $-- 
Consumer Staples 11,172,736 11,172,736 -- -- 
Energy 7,118,830 7,118,830 -- -- 
Financials 16,282,171 16,282,171 -- -- 
Health Care 16,491,596 16,491,596 -- -- 
Industrials 12,056,195 12,056,195 -- -- 
Information Technology 27,502,356 27,502,356 -- -- 
Materials 3,335,133 3,335,133 -- -- 
Real Estate 3,432,537 3,432,537 -- -- 
Telecommunication Services 2,624,304 2,624,304 -- -- 
Utilities 3,872,576 3,872,576 -- -- 
U.S. Government and Government Agency Obligations 29,892 -- 29,892 -- 
Money Market Funds 1,529,099 1,529,099 -- -- 
Total Investments in Securities: $120,257,192 $120,227,300 $29,892 $-- 
Derivative Instruments:     
Assets     
Futures Contracts $7,452 $7,452 $-- $-- 
Total Assets $7,452 $7,452 $-- $-- 
Total Derivative Instruments: $7,452 $7,452 $-- $-- 

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

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

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

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

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

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

Other Information

Income Tax Information

At May 31, 2017 the cost of investment securities for income tax purposes was $69,012,012,000. Net unrealized appreciation aggregated $51,245,180,000, of which $54,665,708,000 related to appreciated investment securities and $3,420,528,000 related to depreciated investment securities.

For additional information on the Fund's significant accounting policies, please refer to the Fund's most recent semiannual or annual shareholder report.





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

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





Item 2.

Controls and Procedures


(a)(i)  The President and Treasurer and the Chief Financial Officer have concluded that the Fidelity Concord 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 Concord Street Trust



By:

/s/Stacie M. Smith


Stacie M. Smith


President and Treasurer



Date:

July 28, 2017


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/Stacie M. Smith


Stacie M. Smith


President and Treasurer



Date:

July 28, 2017



By:

/s/Howard J. Galligan III


Howard J. Galligan III


Chief Financial Officer



Date:

July 28, 2017