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N/A 347100.00000000 NS 644965.55000000 0.005874627392 Long EC CORP LU N 1 N N N RAPT THERAPEUTICS INC 549300MB473BIU78ES48 RAPT THERAPEUTICS INC 75382E109 1687.00000000 NS USD 51740.29000000 0.000471273116 Long EC CORP US N 1 N N N AKOUSTIS TECHNOLOGIES INC 549300DLBFV9XWL6J142 AKOUSTIS TECHNOLOGIES INC 00973N102 10519.00000000 NS USD 101823.92000000 0.000927456651 Long EC CORP US N 1 N N EVENTBRITE INC 549300N6XBV2B1FAUF55 EVENTBRITE INC 29975E109 17552.00000000 NS USD 311899.04000000 0.002840912423 Long EC CORP US N 1 N N AVITA MEDICAL INC N/A AVITA THERAPEUTICS INC 05380C102 6299.00000000 NS USD 116720.47000000 0.001063140923 Long EC CORP US N 1 N N PNC FINANCIAL SERVICES GRP INC CFGNEKW0P8842LEUIA51 PNC FINANCIAL SERVICES GRP INC 693475105 104071.00000000 NS USD 18983591.11000000 0.172910823435 Long EC CORP US N 1 N N N COUSINS PROPERTIES INC 5493007XPYD5EJABN062 COUSINS PROPERTIES INC 222795502 37622.00000000 NS USD 1494345.84000000 0.013611153347 Long EC CORP US N 1 N N N MGM RESORTS INTERNATIONAL 54930066VBP7DZEGGJ87 MGM RESORTS INTERNATIONAL 552953101 100242.00000000 NS USD 3762082.26000000 0.034266685246 Long EC CORP US N 1 N N N DISNEY (WALT) CO 549300GZKULIZ0WOW665 DISNEY (WALT) CO 254687106 444019.00000000 NS USD 78156224.38000000 0.711880962660 Long EC CORP US N 1 N N N OMNICELL INC 5493008RH0GTKHHPZI77 OMNICELL INC 68213N109 10523.00000000 NS USD 1541619.50000000 0.014041742451 Long EC CORP US N 1 N N N TPG RE FINANCE TRUST INC N/A TPG RE FINANCE TRUST INC 87266M107 13740.00000000 NS USD 180818.40000000 0.001646972812 Long EC CORP US N 1 N N N AUTOLIV INC A23RUXWKASG834LTMK28 AUTOLIV INC 052800109 19106.00000000 NS USD 1927413.28000000 0.017555720380 Long EC CORP US N 1 N N N VIAVI SOLUTIONS INC 5493006K3E3N1QOBF092 VIAVI SOLUTIONS INC 925550105 60752.00000000 NS USD 1013950.88000000 0.009235506631 Long EC CORP US N 1 N N N FULCRUM THERAPEUTICS INC N/A FULCRUM THERAPEUTICS INC 359616109 5620.00000000 NS USD 41082.20000000 0.000374194586 Long EC CORP US N 1 N N SOUTHWEST GAS CORP OQQR1IQTGBKH0UR88X59 SOUTHWEST GAS HOLDINGS INC 844895102 13892.00000000 NS USD 971467.56000000 0.008848550032 Long EC CORP US N 1 N N N RALPH LAUREN CORP HO1QNWM0IXBZ0QSMMO20 RALPH LAUREN CORP 751212101 11810.00000000 NS USD 1340671.20000000 0.012211417734 Long EC CORP US N 1 N N N FRANKLIN COVEY CO N/A FRANKLIN COVEY CO 353469109 1887.00000000 NS USD 69045.33000000 0.000628894964 Long EC CORP US N 1 N N N HOPE BANCORP INC 549300UTF4QGMBHIZ219 HOPE BANCORP INC 43940T109 26820.00000000 NS USD 355365.00000000 0.003236819335 Long EC CORP US N 1 N N N ERIE INDEMNITY CO 549300WA5KP94KRUFZ80 ERIE INDEMNITY CO CL A 29530P102 6020.00000000 NS USD 1113037.80000000 0.010138033494 Long EC CORP US N 1 N N N 2021-08-30 Stacie M. Smith Stacie M. Smith Stacie M. Smith President and Treasurer XXXX NPORT-EX 2 QTLY_3227_20210731.htm

Quarterly Holdings Report
for

Fidelity ZERO℠ Total Market Index Fund

July 31, 2021







TMX-QTLY-0921
1.9891459.102





Schedule of Investments July 31, 2021 (Unaudited)

Showing Percentage of Net Assets

Common Stocks - 99.5%   
 Shares Value 
COMMUNICATION SERVICES - 10.4%   
Diversified Telecommunication Services - 1.1%   
Anterix, Inc. (a)(b) 2,626 $153,148 
AT&T, Inc. 1,744,414 48,930,813 
ATN International, Inc. 2,398 103,234 
Bandwidth, Inc. (a) 5,748 745,286 
Cincinnati Bell, Inc. (a) 17,290 265,229 
Cogent Communications Group, Inc. 10,671 828,176 
Consolidated Communications Holdings, Inc. (a) 18,237 140,243 
Globalstar, Inc. (a)(b) 139,743 192,845 
IDT Corp. Class B (a) 4,938 245,912 
Iridium Communications, Inc. (a) 28,843 1,218,040 
Liberty Global PLC:   
Class A (a) 32,181 864,060 
Class C (a) 88,146 2,367,602 
Liberty Latin America Ltd.:   
Class A (a) 16,181 220,871 
Class C (a) 33,605 464,757 
Lumen Technologies, Inc. 239,401 2,985,330 
Ooma, Inc. (a) 4,833 89,652 
ORBCOMM, Inc. (a) 20,403 230,350 
Radius Global Infrastructure, Inc. (a)(b) 13,415 205,652 
Verizon Communications, Inc. 1,010,393 56,359,722 
  116,610,922 
Entertainment - 1.7%   
Activision Blizzard, Inc. 188,876 15,793,811 
AMC Entertainment Holdings, Inc. Class A (a)(b) 92,559 3,426,534 
Cinemark Holdings, Inc. (a)(b) 26,124 405,706 
Electronic Arts, Inc. 70,404 10,135,360 
Lions Gate Entertainment Corp.:   
Class A (a)(b) 27,393 411,717 
Class B (a) 13,778 184,074 
Live Nation Entertainment, Inc. (a) 35,220 2,778,506 
LiveXLive Media, Inc. (a)(b) 12,864 45,539 
Madison Square Garden Entertainment Corp. (a)(b) 6,097 426,546 
Madison Square Garden Sports Corp. (a) 4,470 727,448 
Marcus Corp. (a)(b) 5,384 86,521 
Netflix, Inc. (a) 108,338 56,072,499 
Playtika Holding Corp. 17,114 380,444 
Roku, Inc. Class A (a) 27,207 11,653,030 
Sciplay Corp. (A Shares) (a) 5,461 87,867 
Take-Two Interactive Software, Inc. (a) 28,264 4,901,543 
The Walt Disney Co. (a) 444,019 78,156,224 
Warner Music Group Corp. Class A 21,373 807,686 
World Wrestling Entertainment, Inc. Class A (b) 11,140 550,093 
Zynga, Inc. (a) 250,605 2,531,111 
  189,562,259 
Interactive Media & Services - 6.0%   
Alphabet, Inc.:   
Class A (a) 73,631 198,400,938 
Class C (a) 70,416 190,434,439 
ANGI Homeservices, Inc. Class A (a) 19,456 223,939 
Bumble, Inc. (b) 12,398 630,810 
CarGurus, Inc. Class A (a) 22,031 630,087 
Cars.com, Inc. (a) 16,042 193,787 
Eventbrite, Inc. (a)(b) 17,552 311,899 
EverQuote, Inc. Class A(a)(b) 2,158 65,128 
Facebook, Inc. Class A (a) 588,384 209,641,219 
IAC (a) 20,267 2,782,456 
Liberty TripAdvisor Holdings, Inc. (a) 14,951 62,495 
Match Group, Inc. (a) 65,892 10,494,619 
MediaAlpha, Inc. Class A (b) 3,808 127,187 
Pinterest, Inc. Class A (a) 130,441 7,682,975 
QuinStreet, Inc. (a) 11,294 207,132 
Snap, Inc. Class A (a) 226,817 16,879,721 
TripAdvisor, Inc. (a) 23,927 908,030 
TrueCar, Inc. (a) 21,207 111,549 
Twitter, Inc. (a) 195,269 13,620,013 
Vimeo, Inc. (a) 33,092 1,482,522 
Yelp, Inc. (a) 16,759 626,787 
Zillow Group, Inc.:   
Class A (a) 10,657 1,141,684 
Class C (a)(b) 36,353 3,862,870 
Zoominfo Technologies, Inc. (a) 22,619 1,215,771 
  661,738,057 
Media - 1.4%   
Altice U.S.A., Inc. Class A (a) 59,579 1,830,863 
AMC Networks, Inc. Class A (a)(b) 7,261 363,340 
Audacy, Inc. Class A (a)(b) 25,515 91,089 
Boston Omaha Corp. (a)(b) 3,936 128,747 
Cable One, Inc. 1,345 2,539,347 
Cardlytics, Inc. (a)(b) 7,716 971,907 
Cbdmd, Inc. (a) 6,733 17,371 
Charter Communications, Inc. Class A (a) 34,590 25,736,690 
Clear Channel Outdoor Holdings, Inc. (a) 106,924 284,418 
Comcast Corp. Class A 1,117,983 65,770,940 
Discovery Communications, Inc.:   
Class A (a) 39,962 1,159,298 
Class C (non-vtg.) (a) 70,363 1,907,541 
DISH Network Corp. Class A (a) 60,675 2,541,676 
E.W. Scripps Co. Class A 14,875 283,815 
Fluent, Inc. (a)(b) 8,395 20,904 
Fox Corp.:   
Class A 83,964 2,994,156 
Class B 35,621 1,184,042 
Gannett Co., Inc. (a)(b) 31,432 181,363 
Gray Television, Inc. 21,983 487,363 
iHeartMedia, Inc. (a) 27,199 703,094 
Interpublic Group of Companies, Inc. 95,956 3,393,004 
John Wiley & Sons, Inc. Class A 11,013 647,344 
Liberty Broadband Corp.:   
Class A (a) 6,086 1,044,784 
Class C (a) 51,496 9,140,025 
Liberty Media Corp.:   
Liberty Braves Class A (a) 1,595 42,331 
Liberty Braves Class C (a) 9,100 240,695 
Liberty Formula One Group Series C (a) 51,349 2,409,809 
Liberty Media Class A (a) 3,887 161,155 
Liberty SiriusXM Series A (a) 21,241 991,742 
Liberty SiriusXM Series C (a) 40,131 1,854,052 
Loral Space & Communications Ltd. 3,044 107,727 
Magnite, Inc. (a)(b) 27,868 844,400 
Meredith Corp. (a) 9,980 435,527 
National CineMedia, Inc. 17,193 59,832 
News Corp.:   
Class A 98,408 2,423,789 
Class B 26,155 614,904 
Nexstar Broadcasting Group, Inc. Class A 10,428 1,533,646 
Omnicom Group, Inc. 52,076 3,792,174 
Scholastic Corp. 7,576 254,629 
Sinclair Broadcast Group, Inc. Class A (b) 11,889 336,340 
Sirius XM Holdings, Inc. 281,200 1,819,364 
TechTarget, Inc. (a)(b) 6,252 456,896 
Tegna, Inc. 54,001 956,898 
The New York Times Co. Class A (b) 35,292 1,545,084 
ViacomCBS, Inc.:   
Class A 5,219 232,402 
Class B 140,120 5,735,112 
WideOpenWest, Inc. (a) 12,265 272,774 
  150,544,403 
Wireless Telecommunication Services - 0.2%   
Gogo, Inc. (a) 12,102 125,498 
NII Holdings, Inc. (a)(c) 11,652 25,285 
Shenandoah Telecommunications Co. 11,841 625,086 
T-Mobile U.S., Inc. (a) 142,992 20,593,708 
Telephone & Data Systems, Inc. 25,331 566,148 
U.S. Cellular Corp. (a) 3,662 133,150 
  22,068,875 
TOTAL COMMUNICATION SERVICES  1,140,524,516 
CONSUMER DISCRETIONARY - 11.9%   
Auto Components - 0.3%   
Adient PLC (a) 22,370 942,448 
American Axle & Manufacturing Holdings, Inc. (a) 28,834 279,401 
Aptiv PLC (a) 66,031 11,017,272 
Autoliv, Inc. 19,106 1,927,413 
BorgWarner, Inc. 59,396 2,909,216 
Cooper-Standard Holding, Inc. (a) 4,192 109,202 
Dana, Inc. 34,374 830,476 
Dorman Products, Inc. (a) 7,074 715,535 
Fox Factory Holding Corp. (a) 10,164 1,641,893 
Gentex Corp. 57,910 1,970,677 
Gentherm, Inc. (a) 8,409 697,358 
LCI Industries 6,185 901,897 
Lear Corp. 13,318 2,330,384 
Modine Manufacturing Co. (a) 13,429 224,667 
Motorcar Parts of America, Inc. (a)(b) 3,862 85,891 
Patrick Industries, Inc. 5,194 429,180 
Standard Motor Products, Inc. 4,145 173,095 
Stoneridge, Inc. (a) 5,723 165,681 
Tenneco, Inc. (a) 12,507 217,747 
The Goodyear Tire & Rubber Co. (a) 69,517 1,092,112 
Veoneer, Inc. (a)(b) 23,739 743,505 
Visteon Corp. (a) 7,012 799,719 
XPEL, Inc. (a) 4,068 376,697 
  30,581,466 
Automobiles - 1.5%   
Ford Motor Co. (a) 957,354 13,355,088 
General Motors Co. (a) 310,579 17,653,310 
Harley-Davidson, Inc. 36,946 1,463,801 
Tesla, Inc. (a) 187,830 129,076,776 
Thor Industries, Inc. (b) 13,507 1,598,689 
Winnebago Industries, Inc. 8,171 587,250 
Workhorse Group, Inc. (a)(b) 26,482 305,602 
  164,040,516 
Distributors - 0.1%   
Core-Mark Holding Co., Inc. 11,136 479,293 
Funko, Inc. (a) 5,531 103,208 
Genuine Parts Co. 35,358 4,487,637 
LKQ Corp. (a) 67,699 3,435,724 
Pool Corp. 9,820 4,692,192 
  13,198,054 
Diversified Consumer Services - 0.2%   
2U, Inc. (a)(b) 17,976 780,158 
Adtalem Global Education, Inc. (a) 11,785 428,267 
American Public Education, Inc. (a)(b) 4,767 141,199 
Aspen Group, Inc./Co. (a) 5,146 33,912 
Bright Horizons Family Solutions, Inc. (a) 14,797 2,212,152 
Carriage Services, Inc. 3,316 123,289 
Chegg, Inc. (a) 34,647 3,070,764 
Frontdoor, Inc. (a) 20,549 1,005,668 
Graham Holdings Co. 1,033 686,594 
Grand Canyon Education, Inc. (a) 11,482 1,060,592 
H&R Block, Inc. 44,885 1,101,927 
Houghton Mifflin Harcourt Co. (a) 31,123 352,312 
Laureate Education, Inc. Class A (a) 22,448 332,455 
OneSpaWorld Holdings Ltd. (a)(b) 11,702 115,616 
Perdoceo Education Corp. (a) 18,121 214,915 
Regis Corp. (a)(b) 4,615 36,782 
Service Corp. International 40,785 2,548,655 
Strategic Education, Inc. 6,006 476,216 
Stride, Inc. (a)(b) 10,920 334,807 
Terminix Global Holdings, Inc. (a) 33,193 1,742,633 
Vivint Smart Home, Inc. Class A (a)(b) 11,942 146,528 
WW International, Inc. (a)(b) 10,871 334,175 
Xpresspa Group, Inc. (a)(b) 13,175 21,344 
Zovio, Inc. (a) 4,472 10,956 
  17,311,916 
Hotels, Restaurants & Leisure - 2.0%   
Accel Entertainment, Inc. (a) 11,979 132,488 
Airbnb, Inc. Class A 18,009 2,593,476 
ARAMARK Holdings Corp. 62,107 2,181,819 
Bally's Corp. (a) 6,931 341,352 
BJ's Restaurants, Inc. (a) 5,245 212,842 
Bloomin' Brands, Inc. (a) 20,296 510,038 
Booking Holdings, Inc. (a) 10,032 21,852,304 
Boyd Gaming Corp. (a) 19,973 1,138,461 
Brinker International, Inc. (a) 11,394 619,150 
Caesars Entertainment, Inc. (a) 50,888 4,445,576 
Carnival Corp. (a)(b) 196,796 4,260,633 
Carrols Restaurant Group, Inc. (a) 7,427 36,467 
Century Casinos, Inc. (a) 6,118 68,583 
Chipotle Mexican Grill, Inc. (a) 6,892 12,842,828 
Choice Hotels International, Inc. 7,649 917,115 
Churchill Downs, Inc. 8,438 1,567,780 
Chuy's Holdings, Inc. (a)(b) 5,172 170,676 
Cracker Barrel Old Country Store, Inc. 5,848 796,381 
Darden Restaurants, Inc. 31,644 4,616,227 
Dave & Buster's Entertainment, Inc. (a) 12,173 405,117 
Del Taco Restaurants, Inc. 7,875 67,016 
Denny's Corp. (a) 14,680 206,548 
Dine Brands Global, Inc. (a)(b) 3,764 291,597 
Domino's Pizza, Inc. 9,481 4,982,171 
DraftKings, Inc. Class A (a)(b) 78,272 3,796,192 
Drive Shack, Inc. (a) 19,437 48,981 
El Pollo Loco Holdings, Inc. (a) 4,411 82,089 
Everi Holdings, Inc. (a) 21,182 480,620 
Expedia, Inc. (a) 33,586 5,402,980 
Fiesta Restaurant Group, Inc. (a) 3,604 48,258 
Golden Entertainment, Inc. (a) 4,226 192,325 
Hilton Grand Vacations, Inc. (a) 20,698 841,788 
Hilton Worldwide Holdings, Inc. (a) 68,390 8,989,866 
Hyatt Hotels Corp. Class A (a) 8,380 669,311 
Jack in the Box, Inc. 5,575 606,895 
Las Vegas Sands Corp. (a) 81,526 3,452,626 
Lindblad Expeditions Holdings (a) 6,403 87,657 
Marriott International, Inc. Class A (a) 65,485 9,559,500 
Marriott Vacations Worldwide Corp. (a) 10,193 1,502,142 
McDonald's Corp. 182,037 44,182,200 
MGM Resorts International 100,242 3,762,082 
Monarch Casino & Resort, Inc. (a) 3,345 213,578 
Noodles & Co. (a) 9,091 108,547 
Norwegian Cruise Line Holdings Ltd. (a)(b) 88,947 2,137,396 
Papa John's International, Inc. 7,824 892,875 
Penn National Gaming, Inc. (a) 36,372 2,487,117 
Planet Fitness, Inc. (a) 20,175 1,517,765 
Playa Hotels & Resorts NV (a) 23,405 156,579 
PlayAGS, Inc. (a) 7,322 56,819 
RCI Hospitality Holdings, Inc. 1,836 115,227 
Red Robin Gourmet Burgers, Inc. (a)(b) 3,339 87,582 
Red Rock Resorts, Inc. (a) 15,289 602,387 
Royal Caribbean Cruises Ltd. (a) 53,443 4,108,163 
Ruth's Hospitality Group, Inc. (a) 7,904 157,843 
Scientific Games Corp. Class A (a) 13,833 853,634 
SeaWorld Entertainment, Inc. (a) 12,112 574,230 
Shake Shack, Inc. Class A (a) 8,853 890,081 
Six Flags Entertainment Corp. (a)(b) 18,229 757,415 
Starbucks Corp. 287,642 34,928,368 
Texas Roadhouse, Inc. Class A 16,329 1,505,044 
The Cheesecake Factory, Inc. (a) 11,744 531,533 
Travel+Leisure Co. 21,565 1,117,067 
Vail Resorts, Inc. (a) 9,915 3,026,058 
Wendy's Co. 44,845 1,040,852 
Wingstop, Inc. 7,197 1,232,918 
Wyndham Hotels & Resorts, Inc. 23,389 1,685,411 
Wynn Resorts Ltd. (a) 25,758 2,532,784 
Yum! Brands, Inc. 72,927 9,581,879 
  221,861,309 
Household Durables - 0.5%   
Bassett Furniture Industries, Inc. 2,058 46,881 
Beazer Homes U.S.A., Inc. (a) 7,857 143,469 
Casper Sleep, Inc. (a)(b) 4,442 30,694 
Cavco Industries, Inc. (a) 2,051 481,985 
Century Communities, Inc. 7,267 504,693 
D.R. Horton, Inc. 80,866 7,717,042 
Ethan Allen Interiors, Inc. 4,655 110,649 
Flexsteel Industries, Inc. 1,611 55,580 
Garmin Ltd. 36,381 5,719,093 
GoPro, Inc. Class A (a) 30,287 310,139 
Green Brick Partners, Inc. (a) 12,371 310,141 
Helen of Troy Ltd. (a) 5,909 1,320,012 
Hooker Furniture Corp. (b) 2,525 83,805 
Hovnanian Enterprises, Inc. Class A (a) 1,038 108,357 
Installed Building Products, Inc. 5,596 671,520 
iRobot Corp. (a)(b) 6,672 583,800 
KB Home 22,482 954,136 
La-Z-Boy, Inc. 10,393 348,997 
Leggett & Platt, Inc. 33,401 1,604,250 
Lennar Corp.:   
Class A 61,100 6,424,665 
Class B 11,011 950,800 
LGI Homes, Inc. (a) 5,437 929,183 
Lovesac (a) 2,539 154,117 
M.D.C. Holdings, Inc. 13,874 739,762 
M/I Homes, Inc. (a) 7,643 494,579 
Meritage Homes Corp. (a) 9,123 990,575 
Mohawk Industries, Inc. (a) 14,650 2,855,285 
Newell Brands, Inc. 90,957 2,251,186 
NVR, Inc. (a) 844 4,407,874 
PulteGroup, Inc. 65,843 3,612,805 
Purple Innovation, Inc. (a) 14,801 389,858 
Skyline Champion Corp. (a) 13,176 743,126 
Sonos, Inc. (a) 22,399 747,679 
Taylor Morrison Home Corp. (a) 30,758 824,930 
Tempur Sealy International, Inc. 47,490 2,054,892 
Toll Brothers, Inc. 27,654 1,639,053 
TopBuild Corp. (a) 8,137 1,649,289 
TRI Pointe Homes, Inc. (a) 29,192 704,111 
Tupperware Brands Corp. (a)(b) 11,006 229,915 
Universal Electronics, Inc. (a) 3,491 163,169 
VOXX International Corp. (a)(b) 4,376 49,974 
Vuzix Corp. (a)(b) 10,622 157,206 
Whirlpool Corp. 15,184 3,363,863 
ZAGG, Inc. rights (a)(c) 5,004 450 
  57,633,589 
Internet & Direct Marketing Retail - 3.4%   
1-800-FLOWERS.com, Inc. Class A (a)(b) 6,523 198,952 
Amazon.com, Inc. (a) 104,690 348,365,397 
Blue Apron Holdings, Inc. Class A (a)(b) 2,361 10,388 
CarParts.com, Inc. (a)(b) 8,118 142,958 
Chewy, Inc. (a)(b) 18,533 1,551,212 
Duluth Holdings, Inc. (a)(b) 2,607 39,027 
eBay, Inc. 158,257 10,794,710 
Etsy, Inc. (a) 30,921 5,674,313 
Groupon, Inc. (a) 5,519 200,726 
Lands' End, Inc. (a)(b) 3,783 145,002 
Liquidity Services, Inc. (a) 6,487 128,702 
Overstock.com, Inc. (a)(b) 10,465 728,783 
PetMed Express, Inc. 4,435 139,215 
Quotient Technology, Inc. (a) 16,855 183,045 
Qurate Retail, Inc. Series A 91,848 1,089,317 
Revolve Group, Inc. (a) 8,031 559,038 
Shutterstock, Inc. 5,408 586,714 
Stamps.com, Inc. (a) 4,511 1,474,014 
Stitch Fix, Inc. (a) 14,427 777,904 
The RealReal, Inc. (a) 15,273 252,157 
Waitr Holdings, Inc. (a) 33,364 57,052 
Wayfair LLC Class A (a)(b) 17,843 4,306,586 
  377,405,212 
Leisure Products - 0.2%   
Acushnet Holdings Corp. 8,107 415,322 
American Outdoor Brands, Inc. (a) 4,211 113,613 
Brunswick Corp. 18,576 1,939,334 
Callaway Golf Co. (a) 23,039 729,876 
Clarus Corp. 6,977 198,984 
Hasbro, Inc. 31,249 3,107,401 
Johnson Outdoors, Inc. Class A 1,644 194,600 
Malibu Boats, Inc. Class A (a) 5,325 445,490 
MasterCraft Boat Holdings, Inc. (a) 3,839 102,348 
Mattel, Inc. (a) 84,155 1,827,847 
Nautilus, Inc. (a)(b) 6,855 99,055 
Peloton Interactive, Inc. Class A (a) 64,601 7,626,148 
Polaris, Inc. 14,448 1,893,699 
Smith & Wesson Brands, Inc. 12,910 302,740 
Sturm, Ruger & Co., Inc. 4,093 304,355 
Vista Outdoor, Inc. (a) 14,613 590,219 
YETI Holdings, Inc. (a) 18,414 1,773,821 
  21,664,852 
Multiline Retail - 0.5%   
Big Lots, Inc. 8,210 472,978 
Dillard's, Inc. Class A (b) 1,682 308,260 
Dollar General Corp. 59,883 13,931,181 
Dollar Tree, Inc. (a) 57,279 5,715,871 
Franchise Group, Inc. 6,792 230,656 
Kohl's Corp. 37,958 1,928,266 
Macy's, Inc. (a) 74,649 1,269,033 
Nordstrom, Inc. (a) 26,343 871,953 
Ollie's Bargain Outlet Holdings, Inc. (a)(b) 13,905 1,294,556 
Target Corp. 122,403 31,953,303 
  57,976,057 
Specialty Retail - 2.3%   
Abercrombie & Fitch Co. Class A (a) 15,118 571,612 
Academy Sports & Outdoors, Inc. 10,089 373,797 
Advance Auto Parts, Inc. 15,926 3,377,268 
America's Car Mart, Inc. (a) 1,611 256,149 
American Eagle Outfitters, Inc. (b) 36,296 1,251,123 
Asbury Automotive Group, Inc. (a)(b) 4,792 984,564 
AutoNation, Inc. (a) 13,587 1,648,511 
AutoZone, Inc. (a) 5,416 8,793,255 
Barnes & Noble Education, Inc. (a)(b) 8,156 68,103 
Bath & Body Works, Inc. 64,536 5,167,398 
Bed Bath & Beyond, Inc. (a)(b) 29,196 833,254 
Best Buy Co., Inc. 56,719 6,372,380 
Big 5 Sporting Goods Corp. (b) 4,621 101,292 
Blink Charging Co. (a)(b) 6,729 232,352 
Boot Barn Holdings, Inc. (a) 7,231 624,903 
Burlington Stores, Inc. (a) 16,248 5,439,830 
Caleres, Inc. 10,209 252,571 
Camping World Holdings, Inc. (b) 8,712 342,904 
CarMax, Inc. (a) 39,654 5,311,653 
Carvana Co. Class A (a)(b) 15,375 5,189,985 
Chico's FAS, Inc. (a) 27,973 172,873 
Citi Trends, Inc. (a) 2,267 180,793 
Conn's, Inc. (a)(b) 4,225 93,964 
Designer Brands, Inc. Class A (a) 13,712 199,784 
Dick's Sporting Goods, Inc. 16,213 1,688,422 
Five Below, Inc. (a) 13,566 2,637,502 
Floor & Decor Holdings, Inc. Class A (a) 25,694 3,134,925 
Foot Locker, Inc. 25,709 1,466,956 
GameStop Corp. Class A (a)(b) 13,346 2,150,308 
Gap, Inc. 51,305 1,496,567 
Genesco, Inc. (a) 3,965 227,789 
Group 1 Automotive, Inc. 4,262 740,480 
GrowGeneration Corp. (a)(b) 11,452 465,753 
Guess?, Inc. 8,278 184,765 
Haverty Furniture Companies, Inc. 4,330 155,837 
Hibbett, Inc. (b) 4,115 364,836 
Leslie's, Inc. (b) 23,478 571,689 
Lithia Motors, Inc. Class A (sub. vtg.) 7,356 2,774,830 
Lowe's Companies, Inc. 178,792 34,451,430 
Lumber Liquidators Holdings, Inc. (a) 6,451 123,085 
MarineMax, Inc. (a) 5,321 286,217 
Monro, Inc. 7,779 451,182 
Murphy U.S.A., Inc. 6,166 909,547 
National Vision Holdings, Inc. (a)(b) 19,926 1,075,605 
O'Reilly Automotive, Inc. (a) 17,076 10,311,172 
OneWater Marine, Inc. Class A 2,255 105,940 
Party City Holdco, Inc. (a) 27,207 232,348 
Penske Automotive Group, Inc. 7,877 697,902 
Rent-A-Center, Inc. 12,037 688,757 
RH (a) 3,967 2,634,405 
Ross Stores, Inc. 87,460 10,730,467 
Sally Beauty Holdings, Inc. (a)(b) 26,921 509,345 
Shoe Carnival, Inc. 4,120 138,844 
Signet Jewelers Ltd. 12,643 813,451 
Sleep Number Corp. (a) 6,202 615,300 
Sonic Automotive, Inc. Class A (sub. vtg.) 6,162 336,137 
Sportsman's Warehouse Holdings, Inc. (a) 12,954 228,897 
The Aaron's Co., Inc. 8,165 235,724 
The Buckle, Inc. 6,361 267,671 
The Cato Corp. Class A (sub. vtg.) 5,869 96,839 
The Children's Place Retail Stores, Inc. (a) 3,613 304,684 
The Home Depot, Inc. 263,248 86,395,361 
The ODP Corp. (a) 12,547 593,850 
Tilly's, Inc. 6,975 103,439 
TJX Companies, Inc. 294,338 20,253,398 
Tractor Supply Co. 28,290 5,118,510 
TravelCenters of America LLC (a) 3,227 93,325 
Ulta Beauty, Inc. (a) 13,691 4,597,438 
Urban Outfitters, Inc. (a) 16,569 616,035 
Vroom, Inc. (a)(b) 8,701 322,285 
Williams-Sonoma, Inc. 18,584 2,819,193 
Winmark Corp. 617 130,076 
Zumiez, Inc. (a)(b) 5,119 223,444 
  253,412,280 
Textiles, Apparel & Luxury Goods - 0.9%   
Capri Holdings Ltd. (a) 37,478 2,110,386 
Carter's, Inc. 10,660 1,041,908 
Columbia Sportswear Co. 7,463 743,464 
Crocs, Inc. (a) 15,839 2,151,095 
Deckers Outdoor Corp. (a) 6,960 2,859,516 
Fossil Group, Inc. (a) 9,954 125,619 
G-III Apparel Group Ltd. (a)(b) 10,648 317,949 
Hanesbrands, Inc. 86,226 1,574,487 
Kontoor Brands, Inc. 11,397 631,166 
Lakeland Industries, Inc. (a)(b) 1,466 39,523 
Levi Strauss & Co. Class A 18,566 510,936 
lululemon athletica, Inc. (a) 29,099 11,644,547 
Movado Group, Inc. 3,687 110,868 
NIKE, Inc. Class B 311,014 52,097,955 
Oxford Industries, Inc. 3,948 343,200 
PVH Corp. (a) 17,195 1,798,941 
Ralph Lauren Corp. 11,810 1,340,671 
Samsonite International SA (a)(d) 347,100 644,966 
Skechers U.S.A., Inc. Class A (sub. vtg.) (a) 32,953 1,768,917 
Steven Madden Ltd. 20,418 894,921 
Superior Group of Companies, Inc. 2,637 61,732 
Tapestry, Inc. (a) 67,633 2,860,876 
Under Armour, Inc.:   
Class A (sub. vtg.) (a) 53,578 1,095,670 
Class C (non-vtg.) (a) 39,811 697,489 
Unifi, Inc. (a) 3,888 91,718 
Vera Bradley, Inc. (a) 5,254 57,847 
VF Corp. 78,429 6,290,006 
Wolverine World Wide, Inc. 20,360 682,874 
  94,589,247 
TOTAL CONSUMER DISCRETIONARY  1,309,674,498 
CONSUMER STAPLES - 5.3%   
Beverages - 1.3%   
Boston Beer Co., Inc. Class A (a) 2,257 1,602,470 
Brown-Forman Corp. Class B (non-vtg.) 44,816 3,178,351 
Celsius Holdings, Inc. (a) 8,212 563,590 
Coca-Cola Bottling Co. Consolidated 1,209 482,572 
Constellation Brands, Inc. Class A (sub. vtg.) 41,583 9,328,730 
Keurig Dr. Pepper, Inc. 141,453 4,980,560 
MGP Ingredients, Inc. 3,388 202,094 
Molson Coors Beverage Co. Class B 45,368 2,218,042 
Monster Beverage Corp. (a) 90,450 8,531,244 
National Beverage Corp. (b) 5,729 259,982 
Newage, Inc. (a)(b) 30,286 57,846 
PepsiCo, Inc. 337,014 52,894,347 
The Coca-Cola Co. 947,125 54,014,539 
  138,314,367 
Food & Staples Retailing - 1.2%   
Andersons, Inc. 6,901 184,257 
BJ's Wholesale Club Holdings, Inc. (a) 33,453 1,694,060 
Casey's General Stores, Inc. 9,058 1,790,857 
Chefs' Warehouse Holdings (a) 8,148 235,640 
Costco Wholesale Corp. 108,244 46,514,612 
Grocery Outlet Holding Corp. (a)(b) 21,188 701,747 
Ingles Markets, Inc. Class A 3,317 198,224 
Kroger Co. 186,739 7,600,277 
Natural Grocers by Vitamin Cottage, Inc. 3,943 44,083 
Performance Food Group Co. (a) 32,484 1,488,417 
PriceSmart, Inc. 5,654 507,390 
Rite Aid Corp. (a)(b) 12,467 189,498 
SpartanNash Co. (b) 8,930 173,689 
Sprouts Farmers Market LLC (a) 28,182 692,714 
Sysco Corp. 125,369 9,302,380 
U.S. Foods Holding Corp. (a) 53,338 1,831,627 
United Natural Foods, Inc. (a) 13,465 445,961 
Walgreens Boots Alliance, Inc. 175,932 8,295,194 
Walmart, Inc. 338,793 48,294,942 
Weis Markets, Inc. (b) 4,143 218,129 
  130,403,698 
Food Products - 0.9%   
Archer Daniels Midland Co. 137,058 8,185,104 
B&G Foods, Inc. Class A (b) 15,765 452,771 
Beyond Meat, Inc. (a)(b) 12,277 1,506,388 
Bunge Ltd. 33,964 2,636,625 
Cal-Maine Foods, Inc. (a)(b) 8,988 313,591 
Calavo Growers, Inc. 4,411 248,516 
Campbell Soup Co. 49,227 2,152,204 
Conagra Brands, Inc. 118,530 3,969,570 
Darling Ingredients, Inc. (a) 39,860 2,753,130 
Flowers Foods, Inc. 48,979 1,153,945 
Fresh Del Monte Produce, Inc. 7,850 242,251 
Freshpet, Inc. (a) 10,464 1,532,453 
General Mills, Inc. 149,528 8,801,218 
Hormel Foods Corp. 68,148 3,160,704 
Hostess Brands, Inc. Class A (a)(b) 31,664 509,474 
Ingredion, Inc. 16,461 1,445,440 
J&J Snack Foods Corp. 3,872 636,479 
John B. Sanfilippo & Son, Inc. 1,979 182,780 
Kellogg Co. 61,961 3,925,849 
Laird Superfood, Inc. 652 18,191 
Lamb Weston Holdings, Inc. 35,538 2,372,872 
Lancaster Colony Corp. 4,773 944,434 
Landec Corp. (a) 5,197 56,855 
McCormick & Co., Inc. (non-vtg.) 60,637 5,103,816 
Mondelez International, Inc. 343,913 21,755,936 
Pilgrim's Pride Corp. (a) 12,687 281,017 
Post Holdings, Inc. (a) 14,781 1,512,688 
Sanderson Farms, Inc. 4,862 908,416 
Seaboard Corp. 62 254,820 
Seneca Foods Corp. Class A (a) 1,775 97,164 
The Hain Celestial Group, Inc. (a) 19,847 792,094 
The Hershey Co. 35,845 6,411,954 
The J.M. Smucker Co. 26,465 3,469,826 
The Kraft Heinz Co. 158,507 6,097,764 
The Simply Good Foods Co. (a) 20,818 780,259 
Tootsie Roll Industries, Inc. (b) 4,228 145,401 
TreeHouse Foods, Inc. (a)(b) 13,574 602,686 
Tyson Foods, Inc. Class A 71,919 5,139,332 
Vital Farms, Inc. (a)(b) 4,562 79,424 
Whole Earth Brands, Inc. Class A (a) 6,770 87,062 
  100,720,503 
Household Products - 1.2%   
Central Garden & Pet Co. (a) 2,074 100,153 
Central Garden & Pet Co. Class A (non-vtg.) (a) 9,395 406,897 
Church & Dwight Co., Inc. 59,904 5,186,488 
Colgate-Palmolive Co. 206,717 16,434,002 
Energizer Holdings, Inc. 15,514 664,775 
Kimberly-Clark Corp. 82,466 11,192,286 
Procter & Gamble Co. 601,855 85,601,837 
Reynolds Consumer Products, Inc. 12,739 362,425 
Spectrum Brands Holdings, Inc. 9,296 812,006 
The Clorox Co. 30,761 5,564,357 
WD-40 Co. (b) 3,353 814,745 
  127,139,971 
Personal Products - 0.2%   
BellRing Brands, Inc. Class A (a) 10,504 347,367 
Coty, Inc. Class A (a) 70,353 614,182 
Edgewell Personal Care Co. 13,373 549,363 
elf Beauty, Inc. (a) 8,832 243,852 
Estee Lauder Companies, Inc. Class A 56,232 18,771,929 
Herbalife Nutrition Ltd. (a) 21,292 1,084,614 
Inter Parfums, Inc. 3,981 306,019 
MediFast, Inc. 2,826 806,851 
Nu Skin Enterprises, Inc. Class A 12,086 648,897 
USANA Health Sciences, Inc.(a) 3,023 288,001 
Veru, Inc. (a)(b) 13,488 92,663 
  23,753,738 
Tobacco - 0.5%   
22nd Century Group, Inc. (a)(b) 34,212 109,821 
Altria Group, Inc. 454,673 21,842,491 
Philip Morris International, Inc. 380,649 38,099,158 
Turning Point Brands, Inc. 2,558 135,625 
Universal Corp. 5,824 303,780 
Vector Group Ltd. 32,136 429,337 
  60,920,212 
TOTAL CONSUMER STAPLES  581,252,489 
ENERGY - 2.4%   
Energy Equipment & Services - 0.2%   
Archrock, Inc. 27,393 235,854 
Aspen Aerogels, Inc. (a) 6,561 247,022 
Baker Hughes Co. Class A 176,928 3,757,951 
Bristow Group, Inc. (a) 6,004 155,984 
Cactus, Inc. 13,122 472,917 
Championx Corp. (a) 45,994 1,068,901 
Core Laboratories NV 10,709 357,252 
DMC Global, Inc. (a)(b) 3,492 152,845 
Dril-Quip, Inc. (a) 10,241 292,688 
Frank's International NV (a)(b) 26,438 72,705 
Halliburton Co. 217,855 4,505,241 
Helix Energy Solutions Group, Inc. (a)(b) 35,286 146,437 
Helmerich & Payne, Inc. 27,440 786,705 
Liberty Oilfield Services, Inc. Class A (a) 19,434 198,032 
Nabors Industries Ltd. (a) 1,541 134,853 
Newpark Resources, Inc. (a) 19,393 62,639 
Nextier Oilfield Solutions, Inc. (a) 44,329 169,337 
NOV, Inc. (a) 94,851 1,309,892 
Oceaneering International, Inc. (a) 24,507 324,963 
Oil States International, Inc. (a) 15,609 88,347 
Patterson-UTI Energy, Inc. 42,866 343,785 
ProPetro Holding Corp. (a) 22,724 171,566 
RPC, Inc. (a)(b) 14,455 60,711 
Schlumberger Ltd. 342,041 9,861,042 
Select Energy Services, Inc. Class A (a) 14,860 88,417 
Solaris Oilfield Infrastructure, Inc. Class A 6,688 58,186 
Technip Energies NV ADR (a) 27,306 369,996 
TechnipFMC PLC (a)(b) 102,398 739,314 
TETRA Technologies, Inc. (a) 32,237 99,612 
Tidewater, Inc. (a) 8,706 98,552 
Transocean Ltd. (United States) (a)(b) 137,919 497,888 
U.S. Silica Holdings, Inc. (a) 16,668 168,347 
  27,097,981 
Oil, Gas & Consumable Fuels - 2.2%   
Alto Ingredients, Inc. (a)(b) 17,710 93,863 
Antero Resources Corp. (a)(b) 66,810 908,616 
APA Corp. 91,131 1,708,706 
Arch Resources, Inc. (a)(b) 3,845 252,693 
Berry Corp. 14,004 77,722 
Bonanza Creek Energy, Inc. 4,999 192,312 
Brigham Minerals, Inc. Class A 8,638 169,650 
Cabot Oil & Gas Corp. 99,458 1,591,328 
Callon Petroleum Co. (a)(b) 10,997 432,842 
Centennial Resource Development, Inc. Class A (a)(b) 44,858 233,710 
Cheniere Energy, Inc. (a) 56,188 4,772,047 
Chevron Corp. 472,705 48,126,096 
Cimarex Energy Co. 24,705 1,610,766 
Clean Energy Fuels Corp. (a)(b) 28,233 212,030 
CNX Resources Corp. (a) 53,689 649,637 
Comstock Resources, Inc. (a) 16,827 102,308 
ConocoPhillips Co. 332,105 18,617,806 
CONSOL Energy, Inc. (a) 6,543 137,468 
Contango Oil & Gas Co. (a)(b) 31,169 119,066 
Continental Resources, Inc. 15,243 520,548 
CVR Energy, Inc. 6,252 85,402 
Delek U.S. Holdings, Inc. 14,719 255,816 
Denbury, Inc. (a) 12,119 796,339 
Devon Energy Corp. 144,035 3,721,864 
Diamondback Energy, Inc. 44,511 3,433,133 
DT Midstream, Inc. (a) 24,308 1,030,659 
EOG Resources, Inc. 142,474 10,380,656 
EQT Corp. (a) 67,331 1,238,217 
Equitrans Midstream Corp. 99,226 815,638 
Exxon Mobil Corp. 1,036,232 59,655,876 
Green Plains, Inc. (a) 10,473 370,325 
Hess Corp. 67,226 5,138,755 
HollyFrontier Corp. 35,524 1,044,406 
International Seaways, Inc. 11,283 185,605 
Kinder Morgan, Inc. 476,241 8,277,069 
Kosmos Energy Ltd. (a) 102,280 236,267 
Laredo Petroleum, Inc. (a)(b) 2,246 123,665 
Magnolia Oil & Gas Corp. Class A 34,091 477,274 
Marathon Oil Corp. 193,540 2,243,129 
Marathon Petroleum Corp. 155,099 8,564,567 
Matador Resources Co. 27,086 836,957 
Murphy Oil Corp. 35,345 767,340 
National Energy Services Reunited Corp. (a)(b) 9,369 120,860 
Northern Oil & Gas, Inc. 11,327 195,617 
Occidental Petroleum Corp. 206,185 5,381,429 
ONEOK, Inc. 109,144 5,672,214 
Ovintiv, Inc. 64,204 1,647,475 
Par Pacific Holdings, Inc. (a) 11,124 182,211 
PBF Energy, Inc. Class A (a)(b) 21,387 196,119 
PDC Energy, Inc. 24,667 975,580 
Peabody Energy Corp. (a) 16,982 198,859 
Penn Virginia Corp. (a) 3,162 58,465 
Phillips 66 Co. 107,772 7,913,698 
Pioneer Natural Resources Co. 50,579 7,352,669 
Range Resources Corp. (a)(b) 62,702 954,951 
Renewable Energy Group, Inc. (a) 10,567 647,229 
Rex American Resources Corp. (a) 1,370 112,340 
SM Energy Co. 25,339 473,839 
Southwestern Energy Co. (a) 158,986 748,824 
Talos Energy, Inc. (a) 7,743 89,354 
Targa Resources Corp. 56,319 2,371,593 
Teekay Corp. (a)(b) 20,995 62,775 
Teekay Tankers Ltd. (a)(b) 6,971 88,183 
Tellurian, Inc. (a) 49,284 185,801 
The Williams Companies, Inc. 296,111 7,417,581 
Uranium Energy Corp. (a)(b) 45,787 99,358 
Valero Energy Corp. 99,659 6,674,163 
W&T Offshore, Inc. (a) 21,580 87,399 
World Fuel Services Corp. 16,095 554,634 
  240,671,393 
TOTAL ENERGY  267,769,374 
FINANCIALS - 11.4%   
Banks - 4.1%   
1st Source Corp. 3,680 168,507 
Allegiance Bancshares, Inc. 5,293 193,036 
Ameris Bancorp 18,395 894,181 
Associated Banc-Corp. 41,860 828,828 
Atlantic Union Bankshares Corp. 18,083 641,404 
Banc of California, Inc. 12,619 216,037 
BancFirst Corp. 4,688 260,090 
Bancorp, Inc., Delaware (a)(b) 12,152 283,992 
BancorpSouth Bank 22,246 573,947 
Bank of America Corp. 1,859,608 71,334,563 
Bank of Hawaii Corp. 10,631 889,921 
Bank OZK 30,393 1,237,299 
BankUnited, Inc. 21,943 868,504 
Banner Corp. 9,064 480,755 
Berkshire Hills Bancorp, Inc. 12,219 330,402 
BOK Financial Corp. 8,125 682,581 
Brookline Bancorp, Inc., Delaware 16,640 239,117 
Bryn Mawr Bank Corp. 4,369 170,959 
Cadence Bancorp Class A 29,038 551,722 
Camden National Corp. 2,667 119,402 
Cathay General Bancorp 17,392 658,635 
Central Pacific Financial Corp. 6,096 156,058 
CIT Group, Inc. 24,516 1,182,652 
Citigroup, Inc. 511,036 34,556,254 
Citizens Financial Group, Inc. 102,768 4,332,699 
City Holding Co. 3,274 247,711 
Columbia Banking Systems, Inc. 18,878 659,597 
Comerica, Inc. 33,994 2,334,028 
Commerce Bancshares, Inc. 25,833 1,827,168 
Community Bank System, Inc. 13,657 978,387 
Community Trust Bancorp, Inc. 3,056 121,507 
ConnectOne Bancorp, Inc. 7,870 206,981 
CrossFirst Bankshares, Inc. (a) 10,288 142,077 
Cullen/Frost Bankers, Inc. 13,827 1,483,914 
Customers Bancorp, Inc. (a) 6,483 234,814 
CVB Financial Corp. 33,038 629,704 
Dime Community Bancshares, Inc. (b) 9,573 316,100 
Eagle Bancorp, Inc. 7,971 438,644 
East West Bancorp, Inc. 34,754 2,472,747 
Eastern Bankshares, Inc. 42,884 782,633 
Enterprise Financial Services Corp. 9,009 401,531 
FB Financial Corp. 7,941 300,249 
Fifth Third Bancorp 172,969 6,277,045 
First Bancorp, North Carolina 6,002 240,080 
First Bancorp, Puerto Rico 60,527 734,193 
First Bancshares, Inc. 5,109 197,054 
First Busey Corp. 10,912 257,523 
First Citizens Bancshares, Inc. 1,725 1,349,968 
First Commonwealth Financial Corp. 20,210 266,166 
First Financial Bancorp, Ohio (b) 27,092 609,570 
First Financial Bankshares, Inc. 35,399 1,728,887 
First Financial Corp., Indiana 2,595 103,930 
First Foundation, Inc. 8,292 195,442 
First Hawaiian, Inc. 34,142 939,929 
First Horizon National Corp. 136,221 2,104,614 
First Interstate Bancsystem, Inc. 9,147 383,442 
First Merchants Corp. 12,869 524,154 
First Midwest Bancorp, Inc., Delaware 26,764 480,146 
First Republic Bank 43,124 8,410,042 
Flushing Financial Corp. 7,540 166,257 
FNB Corp., Pennsylvania 76,382 875,338 
Fulton Financial Corp. 40,196 615,803 
German American Bancorp, Inc. 6,120 230,724 
Glacier Bancorp, Inc. 23,942 1,234,450 
Great Southern Bancorp, Inc. 2,261 117,640 
Great Western Bancorp, Inc. 13,182 406,006 
Hancock Whitney Corp. 22,693 991,911 
Hanmi Financial Corp. 7,435 135,540 
HarborOne Bancorp, Inc. 13,521 184,021 
Heartland Financial U.S.A., Inc. 9,639 439,731 
Heritage Commerce Corp. 14,178 153,690 
Heritage Financial Corp., Washington 7,461 180,482 
Hilltop Holdings, Inc. 17,032 539,574 
Home Bancshares, Inc. 37,998 804,798 
Hope Bancorp, Inc. 26,820 355,365 
Horizon Bancorp, Inc. Indiana 8,147 136,136 
Huntington Bancshares, Inc./Ohio 363,400 5,116,672 
Independent Bank Corp. 4,722 99,304 
Independent Bank Corp., Massachusetts 7,495 529,747 
Independent Bank Group, Inc. 9,165 638,801 
International Bancshares Corp. 13,419 524,415 
Investors Bancorp, Inc. 60,921 841,928 
JPMorgan Chase & Co. 746,436 113,294,056 
KeyCorp 241,102 4,740,065 
Lakeland Bancorp, Inc. 10,958 179,382 
Lakeland Financial Corp. 5,713 382,028 
Live Oak Bancshares, Inc. (b) 7,590 456,842 
M&T Bank Corp. 31,576 4,226,448 
Midland States Bancorp, Inc. 4,640 114,190 
National Bank Holdings Corp. 6,369 225,845 
NBT Bancorp, Inc. 10,551 367,702 
Nicolet Bankshares, Inc. (a)(b) 2,603 188,431 
OceanFirst Financial Corp. 14,505 282,848 
OFG Bancorp 16,359 377,893 
Old National Bancorp, Indiana 39,459 634,895 
Origin Bancorp, Inc. 4,698 191,115 
Pacific Premier Bancorp, Inc. 23,658 898,531 
PacWest Bancorp 29,764 1,185,202 
Park National Corp. 3,422 389,800 
Peoples Bancorp, Inc. 3,720 109,703 
Peoples United Financial, Inc. 103,789 1,629,487 
Pinnacle Financial Partners, Inc. 18,666 1,672,660 
PNC Financial Services Group, Inc. 104,071 18,983,591 
Popular, Inc. 20,688 1,505,259 
Preferred Bank, Los Angeles (b) 2,928 172,693 
Prosperity Bancshares, Inc. 23,105 1,575,530 
QCR Holdings, Inc. 3,470 170,342 
Regions Financial Corp. 232,959 4,484,461 
Renasant Corp. 14,131 497,129 
S&T Bancorp, Inc. 8,425 248,116 
Sandy Spring Bancorp, Inc. 11,243 467,596 
Seacoast Banking Corp., Florida 12,820 389,600 
ServisFirst Bancshares, Inc. 12,132 862,343 
Signature Bank 13,929 3,161,465 
Silvergate Capital Corp. (a) 4,529 465,581 
Simmons First National Corp. Class A 29,037 790,387 
South State Corp. 17,797 1,225,145 
Southside Bancshares, Inc. 6,512 234,692 
Sterling Bancorp 50,666 1,099,959 
Stock Yards Bancorp, Inc. 4,478 213,332 
SVB Financial Group (a) 13,628 7,494,855 
Synovus Financial Corp. 38,349 1,568,474 
Texas Capital Bancshares, Inc. (a) 12,308 775,158 
Tompkins Financial Corp. 3,424 262,792 
TowneBank 16,523 492,551 
Trico Bancshares 5,609 221,163 
TriState Capital Holdings, Inc. (a) 6,127 124,439 
Triumph Bancorp, Inc. (a) 5,168 396,179 
Truist Financial Corp. 329,625 17,941,489 
Trustmark Corp. 15,910 477,618 
U.S. Bancorp 335,415 18,628,949 
UMB Financial Corp. 9,964 932,630 
Umpqua Holdings Corp. 53,736 1,013,998 
United Bankshares, Inc., West Virginia 32,692 1,129,182 
United Community Bank, Inc. 23,449 675,566 
Univest Corp. of Pennsylvania 6,215 170,042 
Valley National Bancorp 104,908 1,352,264 
Veritex Holdings, Inc. 11,707 392,770 
Washington Trust Bancorp, Inc. 3,825 186,469 
Webster Financial Corp. 21,460 1,032,226 
Wells Fargo & Co. 1,011,824 46,483,195 
WesBanco, Inc. 15,515 500,824 
Westamerica Bancorp. 6,256 347,521 
Western Alliance Bancorp. 25,187 2,337,857 
Wintrust Financial Corp. 13,573 969,112 
Zions Bancorp NA 40,398 2,106,756 
  451,658,278 
Capital Markets - 3.1%   
Affiliated Managers Group, Inc. 10,515 1,665,997 
Ameriprise Financial, Inc. 28,468 7,332,218 
Apollo Global Management LLC Class A 51,949 3,057,718 
Ares Management Corp. 26,215 1,877,256 
Artisan Partners Asset Management, Inc. 15,792 759,437 
Assetmark Financial Holdings, Inc. (a) 4,688 122,357 
B. Riley Financial, Inc. 4,007 270,713 
Bank of New York Mellon Corp. 196,961 10,110,008 
BGC Partners, Inc. Class A 81,795 437,603 
BlackRock, Inc. Class A 34,779 30,159,305 
Blucora, Inc. (a) 10,387 175,125 
BrightSphere Investment Group, Inc. 15,188 379,548 
Carlyle Group LP 28,224 1,424,465 
Cboe Global Markets, Inc. 26,361 3,122,988 
Charles Schwab Corp. 366,816 24,925,147 
CME Group, Inc. 87,872 18,640,287 
Cohen & Steers, Inc. 5,518 459,153 
Cowen Group, Inc. Class A 6,262 250,355 
Diamond Hill Investment Group, Inc. 609 104,900 
Donnelley Financial Solutions, Inc. (a) 6,724 216,580 
Evercore, Inc. Class A 10,512 1,389,686 
FactSet Research Systems, Inc. 9,252 3,305,555 
Federated Hermes, Inc. Class B (non-vtg.) 24,005 778,722 
Focus Financial Partners, Inc. Class A (a) 12,173 624,840 
Franklin Resources, Inc. 65,979 1,949,679 
Goldman Sachs Group, Inc. 84,221 31,572,768 
Greenhill & Co., Inc. (b) 3,173 50,831 
Hamilton Lane, Inc. Class A 8,021 745,953 
Houlihan Lokey (b) 12,421 1,106,711 
Interactive Brokers Group, Inc. 19,224 1,189,197 
Intercontinental Exchange, Inc. 137,073 16,425,458 
Invesco Ltd. 90,960 2,217,605 
Janus Henderson Group PLC 41,709 1,745,105 
Jefferies Financial Group, Inc. 49,658 1,648,149 
KKR & Co. LP 140,958 8,987,482 
Lazard Ltd. Class A 27,915 1,317,588 
LPL Financial 19,507 2,751,267 
MarketAxess Holdings, Inc. 9,290 4,414,329 
Moelis & Co. Class A 14,611 865,702 
Moody's Corp. 39,304 14,778,304 
Morgan Stanley 367,277 35,251,246 
Morningstar, Inc. 5,328 1,346,013 
MSCI, Inc. 20,169 12,019,917 
NASDAQ, Inc. 28,102 5,247,486 
Northern Trust Corp. 51,061 5,762,234 
Open Lending Corp. (a) 23,867 906,946 
Oppenheimer Holdings, Inc. Class A (non-vtg.) 1,965 88,327 
Piper Jaffray Companies 3,297 404,509 
PJT Partners, Inc. 5,713 446,585 
Raymond James Financial, Inc. 29,948 3,877,667 
S&P Global, Inc. 58,858 25,233,602 
Sculptor Capital Management, Inc. Class A 5,150 119,583 
SEI Investments Co. 28,943 1,759,734 
State Street Corp. 86,067 7,499,878 
StepStone Group, Inc. Class A 6,242 284,073 
Stifel Financial Corp. 25,556 1,700,496 
StoneX Group, Inc. (a) 4,055 261,669 
T. Rowe Price Group, Inc. 55,961 11,424,998 
The Blackstone Group LP 167,272 19,281,443 
Tradeweb Markets, Inc. Class A 24,939 2,162,959 
Victory Capital Holdings, Inc. 3,535 107,782 
Virtu Financial, Inc. Class A 19,239 495,212 
Virtus Investment Partners, Inc. 1,772 489,302 
WisdomTree Investments, Inc. 25,257 156,088 
  339,683,840 
Consumer Finance - 0.7%   
Ally Financial, Inc. 91,937 4,721,884 
American Express Co. 159,619 27,219,828 
Capital One Financial Corp. 112,423 18,178,799 
Credit Acceptance Corp. (a)(b) 2,847 1,380,140 
CURO Group Holdings Corp. 3,009 47,452 
Discover Financial Services 75,237 9,353,464 
Encore Capital Group, Inc. (a)(b) 7,663 362,766 
Enova International, Inc. (a) 8,111 268,393 
EZCORP, Inc. (non-vtg.) Class A (a)(b) 13,613 77,866 
First Cash Financial Services, Inc. 9,695 767,844 
Green Dot Corp. Class A (a) 13,243 610,105 
LendingClub Corp. (a) 20,091 490,220 
LendingTree, Inc. (a)(b) 2,665 520,261 
Navient Corp. 44,163 902,250 
Nelnet, Inc. Class A 5,040 379,512 
OneMain Holdings, Inc. 21,787 1,329,007 
PRA Group, Inc. (a) 10,693 414,781 
PROG Holdings, Inc. 16,366 716,340 
Santander Consumer U.S.A. Holdings, Inc. 17,447 715,850 
SLM Corp. 82,483 1,553,155 
Synchrony Financial 132,554 6,232,689 
World Acceptance Corp. (a)(b) 865 163,978 
  76,406,584 
Diversified Financial Services - 1.2%   
A-Mark Precious Metals, Inc. 1,121 57,104 
Berkshire Hathaway, Inc. Class B (a) 466,161 129,727,945 
Cannae Holdings, Inc. (a) 21,248 706,496 
Equitable Holdings, Inc. 95,871 2,959,538 
Voya Financial, Inc. 30,897 1,989,767 
  135,440,850 
Insurance - 2.0%   
AFLAC, Inc. 155,868 8,572,740 
Alleghany Corp. (a) 3,382 2,242,604 
Allstate Corp. 74,200 9,649,710 
AMBAC Financial Group, Inc. (a) 11,780 171,046 
American Equity Investment Life Holding Co. 20,990 673,569 
American Financial Group, Inc. 16,958 2,145,017 
American International Group, Inc. 211,992 10,037,821 
American National Group, Inc. 2,190 361,306 
Amerisafe, Inc. 4,247 242,928 
Aon PLC 55,270 14,371,858 
Arch Capital Group Ltd. (a) 98,450 3,839,550 
Argo Group International Holdings, Ltd. 8,588 447,692 
Arthur J. Gallagher & Co. 49,955 6,959,231 
Assurant, Inc. 14,206 2,241,849 
Assured Guaranty Ltd. 18,627 890,557 
Athene Holding Ltd. (a) 30,206 1,951,912 
Axis Capital Holdings Ltd. 19,570 995,526 
Brighthouse Financial, Inc. (a) 21,077 907,576 
Brown & Brown, Inc. 57,057 3,103,901 
BRP Group, Inc. (a)(b) 9,693 264,231 
Chubb Ltd. 110,313 18,614,216 
Cincinnati Financial Corp. 37,039 4,366,157 
CNO Financial Group, Inc. 32,094 733,027 
eHealth, Inc. (a)(b) 6,300 327,663 
Employers Holdings, Inc. 6,952 288,647 
Enstar Group Ltd. (a) 3,218 827,090 
Erie Indemnity Co. Class A 6,020 1,113,038 
Everest Re Group Ltd. 9,653 2,440,568 
Fidelity National Financial, Inc. 71,133 3,173,243 
First American Financial Corp. 26,560 1,787,754 
Genworth Financial, Inc. Class A (a) 118,382 395,396 
Globe Life, Inc. 23,332 2,172,443 
GoHealth, Inc. (a) 9,748 85,782 
Goosehead Insurance 4,194 504,077 
Greenlight Capital Re, Ltd. (a) 6,458 56,830 
Hanover Insurance Group, Inc. 8,791 1,194,697 
Hartford Financial Services Group, Inc. 87,524 5,568,277 
HCI Group, Inc. 1,585 159,261 
Heritage Insurance Holdings, Inc. 5,941 43,607 
Horace Mann Educators Corp. 10,799 429,908 
James River Group Holdings Ltd. (b) 9,405 342,154 
Kemper Corp. 15,154 1,000,316 
Kinsale Capital Group, Inc. (b) 5,225 933,420 
Lemonade, Inc. (a)(b) 4,270 371,746 
Lincoln National Corp. 44,252 2,726,808 
Loews Corp. 54,484 2,921,977 
Markel Corp. (a) 3,381 4,078,061 
Marsh & McLennan Companies, Inc. 123,782 18,223,186 
MBIA, Inc. (a)(b) 10,573 137,978 
Mercury General Corp. 6,230 378,971 
MetLife, Inc. 183,756 10,602,721 
National Western Life Group, Inc. 482 100,203 
Old Republic International Corp. 68,520 1,689,703 
Palomar Holdings, Inc. (a) 5,389 438,826 
Primerica, Inc. 9,720 1,421,258 
Principal Financial Group, Inc. 62,090 3,857,652 
ProAssurance Corp. 12,233 248,085 
Progressive Corp. 143,457 13,651,368 
Prudential Financial, Inc. 96,954 9,722,547 
Reinsurance Group of America, Inc. 16,532 1,821,496 
RenaissanceRe Holdings Ltd. 12,300 1,878,087 
RLI Corp. (b) 9,749 1,056,597 
Root, Inc. (b) 6,142 46,863 
Safety Insurance Group, Inc. 3,639 278,820 
Selective Insurance Group, Inc. 14,642 1,191,127 
Selectquote, Inc. (a) 9,983 177,697 
Siriuspoint Ltd. (a) 21,837 214,003 
Stewart Information Services Corp. 6,487 382,798 
The Travelers Companies, Inc. 61,878 9,214,872 
Trean Insurance Group, Inc. (a) 4,901 66,114 
Trupanion, Inc. (a) 8,058 926,831 
United Fire Group, Inc. 4,597 114,557 
Universal Insurance Holdings, Inc. 8,298 117,500 
Unum Group 48,522 1,329,503 
W.R. Berkley Corp. 34,821 2,547,853 
White Mountains Insurance Group Ltd. 745 843,020 
Willis Towers Watson PLC 31,629 6,518,104 
  215,925,127 
Mortgage Real Estate Investment Trusts - 0.2%   
AG Mortgage Investment Trust, Inc. 3,260 35,534 
AGNC Investment Corp. 135,269 2,146,719 
Annaly Capital Management, Inc. 351,558 2,984,727 
Apollo Commercial Real Estate Finance, Inc. 31,579 480,632 
Arbor Realty Trust, Inc. 26,383 482,281 
Ares Commercial Real Estate Corp. 9,998 150,770 
Armour Residential REIT, Inc. 26,711 277,794 
Blackstone Mortgage Trust, Inc. 35,212 1,141,573 
BrightSpire Capital, Inc. 22,563 214,574 
Broadmark Realty Capital, Inc. 33,431 346,679 
Capstead Mortgage Corp. 30,214 192,463 
Cherry Hill Mortgage Investment Corp. 4,889 45,028 
Chimera Investment Corp. 54,641 804,316 
Dynex Capital, Inc. 8,028 140,089 
Ellington Financial LLC 14,132 256,920 
Granite Point Mortgage Trust, Inc. 14,174 199,995 
Hannon Armstrong Sustainable Infrastructure Capital, Inc. 19,237 1,092,662 
Invesco Mortgage Capital, Inc. 57,977 199,441 
KKR Real Estate Finance Trust, Inc. 7,557 161,040 
Ladder Capital Corp. Class A 31,085 354,991 
MFA Financial, Inc. 104,677 488,842 
New Residential Investment Corp. 112,069 1,093,793 
New York Mortgage Trust, Inc. 96,656 422,387 
Orchid Island Capital, Inc. 37,543 185,838 
PennyMac Mortgage Investment Trust 23,547 464,347 
Ready Capital Corp. 15,800 238,896 
Redwood Trust, Inc. 29,567 350,960 
Starwood Property Trust, Inc. 68,096 1,772,539 
TPG RE Finance Trust, Inc. 13,740 180,818 
Two Harbors Investment Corp. 75,527 484,128 
Western Asset Mortgage Capital Corp. 9,566 29,655 
  17,420,431 
Thrifts & Mortgage Finance - 0.1%   
Axos Financial, Inc. (a)(b) 13,690 655,067 
Capitol Federal Financial, Inc. 39,446 437,456 
Columbia Financial, Inc. (a) 13,076 235,891 
Essent Group Ltd. 28,211 1,274,291 
Federal Agricultural Mortgage Corp. Class C (non-vtg.) 2,023 197,243 
Flagstar Bancorp, Inc. 11,338 518,827 
HomeStreet, Inc. 4,334 163,435 
Kearny Financial Corp. 16,725 201,202 
Merchants Bancorp 3,898 142,823 
Meridian Bancorp, Inc. Maryland 12,049 230,256 
Meta Financial Group, Inc. 8,154 405,254 
MGIC Investment Corp. 80,348 1,112,016 
Mr. Cooper Group, Inc. (a) 18,673 694,262 
New York Community Bancorp, Inc. 116,190 1,368,718 
NMI Holdings, Inc. (a) 22,788 501,792 
Northfield Bancorp, Inc. 10,186 167,560 
Northwest Bancshares, Inc. 28,681 381,744 
Ocwen Financial Corp. (a)(b) 2,028 53,032 
Pennymac Financial Services, Inc. 9,951 625,818 
Premier Financial Corp. 11,199 299,909 
Provident Financial Services, Inc. 18,376 396,922 
Radian Group, Inc. 45,838 1,035,022 
Rocket Cos., Inc. (b) 27,367 471,807 
TFS Financial Corp. 11,563 225,247 
Trustco Bank Corp., New York (b) 3,944 132,637 
Walker & Dunlop, Inc. 6,935 717,634 
Washington Federal, Inc. 17,371 560,562 
Waterstone Financial, Inc. 4,272 84,287 
WSFS Financial Corp. 11,246 492,350 
  13,783,064 
TOTAL FINANCIALS  1,250,318,174 
HEALTH CARE - 13.4%   
Biotechnology - 2.5%   
AbbVie, Inc. 432,031 50,245,205 
Abeona Therapeutics, Inc. (a)(b) 11,891 14,507 
ACADIA Pharmaceuticals, Inc. (a) 29,541 638,972 
Acceleron Pharma, Inc. (a) 13,214 1,652,543 
ADMA Biologics, Inc. (a) 17,199 26,658 
Adverum Biotechnologies, Inc. (a)(b) 19,121 43,405 
Aeglea BioTherapeutics, Inc. (a) 12,230 74,970 
Agenus, Inc. (a) 36,058 186,780 
Agios Pharmaceuticals, Inc. (a)(b) 14,775 710,530 
Akebia Therapeutics, Inc. (a)(b) 43,141 106,558 
Akero Therapeutics, Inc. (a)(b) 4,898 105,013 
Akouos, Inc. (a)(b) 2,627 28,555 
Albireo Pharma, Inc. (a)(b) 5,289 151,318 
Aldeyra Therapeutics, Inc. (a) 10,975 97,678 
Alector, Inc. (a) 12,870 309,330 
Aligos Therapeutics, Inc. 2,412 35,143 
Alkermes PLC (a) 41,486 1,073,243 
Allakos, Inc. (a) 7,675 610,623 
Allogene Therapeutics, Inc. (a)(b) 16,701 366,587 
Allovir, Inc. (a) 3,357 64,253 
Alnylam Pharmaceuticals, Inc. (a) 29,004 5,189,976 
Altimmune, Inc. (a)(b) 7,125 64,624 
ALX Oncology Holdings, Inc. (a)(b) 3,028 177,320 
Amgen, Inc. 141,368 34,146,027 
Amicus Therapeutics, Inc. (a) 67,173 624,037 
AnaptysBio, Inc. (a)(b) 4,786 109,982 
Anavex Life Sciences Corp. (a)(b) 16,972 304,647 
Anika Therapeutics, Inc. (a) 3,908 156,828 
Annexon, Inc. (a) 3,056 64,359 
Apellis Pharmaceuticals, Inc. (a)(b) 14,501 927,919 
Applied Genetic Technologies Corp. (a)(b) 10,973 39,503 
Applied Molecular Transport, Inc. (a)(b) 3,380 94,741 
Applied Therapeutics, Inc. (a) 4,011 69,029 
Aprea Therapeutics, Inc. (a)(b) 3,331 14,090 
Arbutus Biopharma Corp. (a)(b) 19,481 52,404 
Arcturus Therapeutics Holdings, Inc. (a)(b) 4,554 142,586 
Arcus Biosciences, Inc. (a)(b) 11,125 349,436 
Arcutis Biotherapeutics, Inc. (a) 6,377 148,775 
Ardelyx, Inc. (a)(b) 19,519 33,963 
Arena Pharmaceuticals, Inc. (a) 16,515 1,021,618 
Arrowhead Pharmaceuticals, Inc. (a) 25,311 1,753,799 
Assembly Biosciences, Inc. (a) 5,944 20,626 
Atara Biotherapeutics, Inc. (a) 19,740 251,685 
Athenex, Inc. (a)(b) 15,684 59,129 
Athersys, Inc. (a) 33,237 54,176 
Atreca, Inc. (a)(b) 5,317 29,190 
Avid Bioservices, Inc. (a) 13,249 339,837 
Avidity Biosciences, Inc. (a)(b) 4,053 78,263 
Avita Medical, Inc. (a)(b) 6,299 116,720 
AVROBIO, Inc. (a) 9,555 70,325 
Beam Therapeutics, Inc. (a)(b) 6,375 586,500 
BeyondSpring, Inc. (a)(b) 5,018 47,771 
BioCryst Pharmaceuticals, Inc. (a)(b) 42,002 677,072 
Biogen, Inc. (a) 37,336 12,198,791 
Biohaven Pharmaceutical Holding Co. Ltd. (a) 12,810 1,614,188 
BioMarin Pharmaceutical, Inc. (a) 44,594 3,421,698 
BioXcel Therapeutics, Inc. (a) 3,251 83,193 
Black Diamond Therapeutics, Inc. (a)(b) 2,980 28,489 
bluebird bio, Inc. (a) 17,134 435,375 
Blueprint Medicines Corp. (a) 13,914 1,222,623 
BrainStorm Cell Therpeutic, Inc. (a)(b) 4,412 17,780 
BridgeBio Pharma, Inc. (a)(b) 23,771 1,270,560 
Burning Rock Biotech Ltd. ADR (a) 3,107 70,777 
C4 Therapeutics, Inc. 4,410 190,247 
Calithera Biosciences, Inc. (a)(b) 15,184 29,609 
Capricor Therapeutics, Inc. (a)(b) 3,520 15,382 
CareDx, Inc. (a)(b) 12,910 1,084,956 
Catalyst Biosciences, Inc. (a) 5,646 22,979 
Catalyst Pharmaceutical Partners, Inc. (a) 27,352 159,736 
Cel-Sci Corp. (a) 9,314 74,791 
Celldex Therapeutics, Inc. (a) 10,957 479,369 
ChemoCentryx, Inc. (a) 11,348 167,723 
Chimerix, Inc. (a) 17,176 113,877 
Chinook Therapeutics, Inc. (a) 7,848 102,259 
Clovis Oncology, Inc. (a)(b) 24,176 116,770 
Codiak Biosciences, Inc. 1,978 34,219 
Coherus BioSciences, Inc. (a)(b) 14,740 192,357 
Concert Pharmaceuticals, Inc. (a) 4,143 13,796 
Corbus Pharmaceuticals Holdings, Inc. (a) 12,965 17,762 
Cortexyme, Inc. (a)(b) 3,069 173,429 
Crinetics Pharmaceuticals, Inc. (a) 3,723 66,940 
Cue Biopharma, Inc. (a) 8,332 86,819 
Cyclerion Therapeutics, Inc. (a)(b) 7,598 22,110 
Cytokinetics, Inc. (a)(b) 19,691 584,429 
CytomX Therapeutics, Inc. (a) 16,848 91,148 
Deciphera Pharmaceuticals, Inc. (a) 9,299 283,527 
Denali Therapeutics, Inc. (a)(b) 20,408 1,041,420 
DermTech, Inc. (a)(b) 5,467 184,019 
Dicerna Pharmaceuticals, Inc. (a) 15,562 583,731 
Dynavax Technologies Corp. (a)(b) 22,777 212,737 
Dyne Therapeutics, Inc. 4,252 76,834 
Eagle Pharmaceuticals, Inc. (a)(b) 2,905 135,083 
Editas Medicine, Inc. (a)(b) 16,729 700,276 
Eiger Biopharmaceuticals, Inc. (a) 7,379 58,737 
Emergent BioSolutions, Inc. (a) 10,915 719,299 
Enanta Pharmaceuticals, Inc. (a) 4,742 200,350 
Epizyme, Inc. (a)(b) 20,222 134,072 
Esperion Therapeutics, Inc. (a)(b) 6,019 92,632 
Exact Sciences Corp. (a) 41,186 4,441,498 
Exelixis, Inc. (a) 76,873 1,295,310 
Fate Therapeutics, Inc. (a) 19,878 1,645,898 
FibroGen, Inc. (a) 20,463 266,019 
Flexion Therapeutics, Inc. (a)(b) 9,709 57,574 
Foghorn Therapeutics, Inc. (b) 1,726 15,655 
Forma Therapeutics Holdings, Inc. (a) 5,685 130,130 
Fortress Biotech, Inc. (a) 20,440 63,568 
Frequency Therapeutics, Inc. (a)(b) 6,596 54,945 
G1 Therapeutics, Inc. (a)(b) 7,814 135,260 
Generation Bio Co. (a) 4,666 101,439 
Geron Corp. (a)(b) 66,152 80,705 
Gilead Sciences, Inc. 307,688 21,012,014 
Global Blood Therapeutics, Inc. (a)(b) 16,212 443,074 
GlycoMimetics, Inc. (a) 6,172 12,467 
Gossamer Bio, Inc. (a)(b) 10,816 85,014 
Halozyme Therapeutics, Inc. (a) 30,731 1,270,112 
Harpoon Therapeutics, Inc. (a) 6,208 60,776 
Heat Biologics, Inc. (a)(b) 4,327 27,390 
Heron Therapeutics, Inc. (a) 21,761 268,966 
Homology Medicines, Inc. (a)(b) 6,476 41,187 
Horizon Therapeutics PLC (a) 54,766 5,477,695 
iBio, Inc. (a) 52,622 65,251 
Ideaya Biosciences, Inc. (a) 4,399 107,776 
IGM Biosciences, Inc. (a) 1,667 113,373 
Immatics NV (a)(b) 5,563 67,924 
ImmunityBio, Inc. (a) 8,468 92,809 
ImmunoGen, Inc. (a) 52,112 292,348 
Immunovant, Inc. (a)(b) 11,261 117,790 
Incyte Corp. (a) 45,208 3,496,839 
Inhibrx, Inc. (a) 1,645 46,817 
Inovio Pharmaceuticals, Inc. (a)(b) 50,338 422,839 
Inozyme Pharma, Inc. (a)(b) 1,209 20,275 
Insmed, Inc. (a)(b) 27,533 677,312 
Intellia Therapeutics, Inc. (a) 16,254 2,305,630 
Intercept Pharmaceuticals, Inc. (a)(b) 5,652 97,667 
Invitae Corp. (a)(b) 41,564 1,163,376 
Ionis Pharmaceuticals, Inc. (a) 33,802 1,255,406 
Iovance Biotherapeutics, Inc. (a) 32,823 730,968 
Ironwood Pharmaceuticals, Inc. Class A (a) 41,021 544,349 
iTeos Therapeutics, Inc. (a) 2,140 51,424 
Iveric Bio, Inc. (a) 22,100 190,723 
Jounce Therapeutics, Inc. (a) 5,212 26,268 
Kadmon Holdings, Inc. (a)(b) 46,203 173,723 
Kalvista Pharmaceuticals, Inc. (a) 3,967 79,895 
Karuna Therapeutics, Inc. (a)(b) 4,495 513,419 
Karyopharm Therapeutics, Inc. (a) 13,953 116,228 
Keros Therapeutics, Inc. (a)(b) 1,802 66,314 
Kindred Biosciences, Inc. (a) 10,285 93,799 
Kiniksa Pharmaceuticals Ltd. (a)(b) 5,000 76,650 
Kodiak Sciences, Inc. (a)(b) 7,494 628,297 
Kronos Bio, Inc. (b) 3,088 63,150 
Krystal Biotech, Inc. (a) 4,310 251,876 
Kura Oncology, Inc. (a) 15,008 284,252 
Kymera Therapeutics, Inc. (a) 3,281 197,451 
Ligand Pharmaceuticals, Inc. Class B (a)(b) 4,019 456,197 
Lineage Cell Therapeutics, Inc. (a)(b) 28,883 75,962 
Macrogenics, Inc. (a) 13,735 342,826 
Madrigal Pharmaceuticals, Inc. (a) 2,093 182,761 
Magenta Therapeutics, Inc. (a) 4,618 32,880 
MannKind Corp. (a)(b) 55,929 229,309 
Matinas BioPharma Holdings, Inc. (a) 29,750 21,012 
MediciNova, Inc. (a)(b) 13,071 47,448 
MEI Pharma, Inc. (a) 17,305 46,724 
Mersana Therapeutics, Inc. (a) 11,784 129,624 
Minerva Neurosciences, Inc. (a) 5,878 10,816 
Mirati Therapeutics, Inc. (a) 11,281 1,805,637 
Mirum Pharmaceuticals, Inc. (a)(b) 3,900 56,355 
Moderna, Inc. (a) 74,356 26,292,282 
Molecular Templates, Inc. (a)(b) 9,589 67,123 
Morphic Holding, Inc. (a) 3,413 196,657 
Mustang Bio, Inc. (a) 7,656 22,126 
Myriad Genetics, Inc. (a) 18,646 589,773 
Natera, Inc. (a) 20,044 2,295,439 
Neoleukin Therapeutics, Inc. (a) 9,859 68,914 
Neubase Therapeutics, Inc. (a) 3,796 13,362 
Neurocrine Biosciences, Inc. (a) 22,772 2,122,578 
NextCure, Inc. (a)(b) 2,365 16,389 
Nkarta, Inc. (a)(b) 3,754 119,227 
Novavax, Inc. (a) 16,598 2,976,519 
Nurix Therapeutics, Inc. (a)(b) 3,108 95,540 
Oncorus, Inc. (a)(b) 2,117 27,140 
Opko Health, Inc. (a)(b) 109,333 376,106 
ORIC Pharmaceuticals, Inc. (a) 2,986 49,717 
Ovid Therapeutics, Inc. (a)(b) 6,580 24,543 
Oyster Point Pharma, Inc. (a)(b) 2,507 35,725 
Palatin Technologies, Inc. (a)(b) 38,374 19,571 
Passage Bio, Inc. (a)(b) 4,901 57,832 
PDL BioPharma, Inc. (a)(c) 20,940 51,722 
PMV Pharmaceuticals, Inc. 2,775 94,378 
Poseida Therapeutics, Inc. (a)(b) 2,484 20,145 
Praxis Precision Medicines, Inc. 2,372 37,003 
Precigen, Inc. (a)(b) 21,513 118,106 
Precision BioSciences, Inc. (a) 8,093 79,797 
Prelude Therapeutics, Inc. 2,652 84,970 
Protagonist Therapeutics, Inc. (a) 9,805 484,661 
Prothena Corp. PLC (a)(b) 5,951 298,145 
PTC Therapeutics, Inc. (a) 17,005 651,802 
Puma Biotechnology, Inc. (a) 8,302 62,431 
Radius Health, Inc. (a) 11,335 171,499 
RAPT Therapeutics, Inc. (a) 1,687 51,740 
Recro Pharma, Inc. (a) 2,879 5,240 
Regeneron Pharmaceuticals, Inc. (a) 25,871 14,865,735 
REGENXBIO, Inc. (a) 7,789 251,740 
Relay Therapeutics, Inc. (a)(b) 4,678 151,754 
Repligen Corp. (a) 12,564 3,086,975 
Replimune Group, Inc. (a) 5,591 182,993 
Revolution Medicines, Inc. (a)(b) 12,053 345,198 
Rhythm Pharmaceuticals, Inc. (a)(b) 9,022 155,990 
Rigel Pharmaceuticals, Inc. (a)(b) 38,752 155,008 
Rocket Pharmaceuticals, Inc. (a)(b) 11,049 395,775 
Rubius Therapeutics, Inc. (a)(b) 10,384 223,152 
Sage Therapeutics, Inc. (a) 12,384 541,552 
Sangamo Therapeutics, Inc. (a) 32,464 311,005 
Sarepta Therapeutics, Inc. (a) 19,623 1,330,047 
Scholar Rock Holding Corp. (a)(b) 5,681 177,531 
Seagen, Inc. (a) 30,891 4,738,370 
Selecta Biosciences, Inc. (a) 17,187 59,467 
Seres Therapeutics, Inc. (a)(b) 14,402 102,254 
Sesen Bio, Inc. (a) 39,225 146,309 
Shattuck Labs, Inc. 2,875 63,365 
Sorrento Therapeutics, Inc. (a)(b) 57,184 469,481 
Spectrum Pharmaceuticals, Inc. (a)(b) 29,030 93,477 
Spero Therapeutics, Inc. (a)(b) 4,427 59,056 
Springworks Therapeutics, Inc. (a)(b) 6,451 552,851 
Spruce Biosciences, Inc. (b) 1,442 13,281 
SQZ Biotechnologies Co. (b) 1,853 22,421 
Stoke Therapeutics, Inc. (a) 4,236 121,277 
Sutro Biopharma, Inc. (a)(b) 8,979 152,912 
Syndax Pharmaceuticals, Inc. (a)(b) 9,643 140,595 
Syros Pharmaceuticals, Inc. (a) 14,802 68,385 
T2 Biosystems, Inc. (a)(b) 28,899 29,766 
Taysha Gene Therapies, Inc. 1,907 32,972 
TCR2 Therapeutics, Inc. (a) 7,559 94,034 
TG Therapeutics, Inc. (a)(b) 27,394 958,516 
Translate Bio, Inc. (a) 17,272 477,398 
Travere Therapeutics, Inc. (a) 13,620 187,275 
Trevena, Inc. (a)(b) 28,170 37,466 
Turning Point Therapeutics, Inc. (a) 10,501 670,174 
Twist Bioscience Corp. (a) 10,359 1,274,675 
Ultragenyx Pharmaceutical, Inc. (a) 15,007 1,198,009 
uniQure B.V. (a) 8,281 240,232 
United Therapeutics Corp. (a) 10,833 1,970,848 
UNITY Biotechnology, Inc. (a) 7,661 27,886 
Vanda Pharmaceuticals, Inc. (a) 13,336 217,510 
Vaxart, Inc. (a)(b) 29,459 211,810 
Vaxcyte, Inc. (a) 5,302 114,947 
VBI Vaccines, Inc. (a)(b) 62,875 187,368 
Veracyte, Inc. (a)(b) 16,010 713,406 
Verastem, Inc. (a)(b) 34,936 112,843 
Vericel Corp. (a) 10,929 578,581 
Vertex Pharmaceuticals, Inc. (a) 63,786 12,857,982 
Viking Therapeutics, Inc. (a)(b) 19,944 122,656 
Vir Biotechnology, Inc. (a) 15,954 568,760 
Voyager Therapeutics, Inc. (a)(b) 4,677 14,733 
Xbiotech, Inc. 2,697 43,691 
Xencor, Inc. (a) 13,255 407,989 
Y-mAbs Therapeutics, Inc. (a)(b) 6,438 213,098 
Zentalis Pharmaceuticals, Inc. (a) 4,151 220,875 
ZIOPHARM Oncology, Inc. (a)(b) 46,538 105,641 
  278,389,490 
Health Care Equipment & Supplies - 3.6%   
Abbott Laboratories 433,447 52,438,418 
Abiomed, Inc. (a) 11,100 3,631,254 
Accelerate Diagnostics, Inc. (a)(b) 6,787 50,631 
Accuray, Inc. (a)(b) 21,083 86,440 
Acutus Medical, Inc. (a)(b) 1,927 29,676 
Align Technology, Inc. (a) 17,683 12,303,831 
Alphatec Holdings, Inc. (a) 13,693 201,835 
Angiodynamics, Inc. (a) 8,533 227,234 
Aspira Women's Health, Inc. (a)(b) 14,536 65,121 
Atricure, Inc. (a) 11,333 957,185 
Atrion Corp. 357 224,532 
Avanos Medical, Inc. (a)(b) 11,981 454,559 
AxoGen, Inc. (a) 9,380 191,071 
Axonics Modulation Technologies, Inc. (a) 8,709 591,777 
Baxter International, Inc. 122,921 9,507,939 
Becton, Dickinson & Co. 70,968 18,150,066 
BioLife Solutions, Inc. (a) 6,678 313,198 
BioSig Technologies, Inc. (a)(b) 4,618 15,655 
Boston Scientific Corp. (a) 347,103 15,827,897 
Cardiovascular Systems, Inc. (a) 10,109 407,292 
Cerus Corp. (a) 40,681 205,032 
Co.-Diagnostics, Inc. (a)(b) 5,221 52,784 
CONMED Corp. 7,136 984,340 
Cryolife, Inc. (a)(b) 9,327 251,829 
CryoPort, Inc. (a)(b) 11,251 694,412 
Cutera, Inc. (a)(b) 3,827 198,813 
CytoSorbents Corp. (a)(b) 12,461 94,828 
Danaher Corp. 155,057 46,127,907 
Dentsply Sirona, Inc. 53,028 3,501,969 
DexCom, Inc. (a) 23,516 12,122,733 
Eargo, Inc. (a)(b) 2,367 85,212 
Edwards Lifesciences Corp. (a) 153,110 17,189,660 
Envista Holdings Corp. (a) 39,867 1,717,470 
Glaukos Corp. (a) 11,114 566,814 
Globus Medical, Inc. (a) 18,930 1,574,408 
Haemonetics Corp. (a) 12,320 748,933 
Heska Corp. (a) 2,509 603,916 
Hill-Rom Holdings, Inc. 16,058 2,223,391 
Hologic, Inc. (a) 62,771 4,710,336 
ICU Medical, Inc. (a) 4,610 937,167 
IDEXX Laboratories, Inc. (a) 20,908 14,186,705 
Inari Medical, Inc. (a) 2,163 194,216 
Inogen, Inc. (a) 4,751 378,987 
Insulet Corp. (a) 16,202 4,531,537 
Integer Holdings Corp. (a) 8,106 793,496 
Integra LifeSciences Holdings Corp. (a) 17,825 1,290,352 
Intersect ENT, Inc. (a) 7,044 164,477 
Intuitive Surgical, Inc. (a) 28,821 28,574,869 
Invacare Corp. (a) 6,817 49,287 
iRhythm Technologies, Inc. (a) 7,176 366,837 
Lantheus Holdings, Inc. (a) 16,719 437,536 
LeMaitre Vascular, Inc. 3,692 201,066 
LivaNova PLC (a) 11,939 1,030,336 
Masimo Corp. (a) 12,402 3,378,181 
Medtronic PLC 329,593 43,278,857 
Meridian Bioscience, Inc. (a) 10,922 223,901 
Merit Medical Systems, Inc. (a) 11,556 809,960 
Mesa Laboratories, Inc. 1,306 384,630 
Natus Medical, Inc. (a) 8,153 217,685 
Neogen Corp. (a) 26,486 1,153,730 
Nevro Corp. (a) 8,632 1,337,960 
Novocure Ltd. (a) 20,752 3,196,016 
NuVasive, Inc. (a) 13,194 843,756 
OraSure Technologies, Inc. (a)(b) 15,433 181,955 
Orthofix International NV (a) 5,036 200,131 
OrthoPediatrics Corp. (a)(b) 3,031 190,468 
Outset Medical, Inc. 4,463 182,804 
Penumbra, Inc. (a) 8,348 2,222,488 
Pulmonx Corp. 2,375 94,193 
Pulse Biosciences, Inc. (a)(b) 2,561 52,501 
Quidel Corp. (a)(b) 9,287 1,313,832 
Quotient Ltd. (a) 24,935 85,028 
Repro Medical Systems, Inc. (a)(b) 6,295 21,466 
ResMed, Inc. 35,497 9,648,085 
Retractable Technologies, Inc. (a)(b) 2,707 31,861 
Rockwell Medical Technologies, Inc. (a)(b) 15,382 11,229 
Seaspine Holdings Corp. (a) 5,280 103,435 
Shockwave Medical, Inc. (a) 7,614 1,385,748 
SI-BONE, Inc. (a) 6,009 182,313 
Sientra, Inc. (a)(b) 13,822 114,032 
Silk Road Medical, Inc. (a)(b) 8,202 411,576 
SmileDirectClub, Inc. (a)(b) 21,173 149,481 
Staar Surgical Co. (a) 11,276 1,442,426 
STERIS PLC 23,775 5,181,761 
Stryker Corp. 80,032 21,683,870 
Surgalign Holdings, Inc. (a) 26,747 29,154 
SurModics, Inc. (a) 3,775 208,040 
Tactile Systems Technology, Inc. (a) 4,668 228,639 
Tandem Diabetes Care, Inc. (a) 15,358 1,668,954 
Teleflex, Inc. 11,375 4,520,766 
The Cooper Companies, Inc. 12,018 5,068,832 
TransMedics Group, Inc. (a) 5,955 169,837 
Vapotherm, Inc. (a) 4,695 121,413 
Varex Imaging Corp. (a) 8,500 232,050 
ViewRay, Inc. (a)(b) 28,321 188,051 
West Pharmaceutical Services, Inc. 18,049 7,431,315 
Wright Medical Group NV (c) 326 
Zimmer Biomet Holdings, Inc. 51,053 8,343,081 
Zynex, Inc. (a)(b) 5,226 72,589 
  390,465,346 
Health Care Providers & Services - 2.5%   
1Life Healthcare, Inc. (a)(b) 18,567 502,052 
Acadia Healthcare Co., Inc. (a) 22,440 1,384,997 
Accolade, Inc. (a) 4,210 197,070 
AdaptHealth Corp. (a) 18,111 405,505 
Addus HomeCare Corp. (a) 3,743 324,855 
Amedisys, Inc. (a) 7,967 2,076,360 
AmerisourceBergen Corp. 35,849 4,379,672 
AMN Healthcare Services, Inc. (a) 11,839 1,190,530 
Anthem, Inc. 59,864 22,988,375 
Apollo Medical Holdings, Inc. (a)(b) 3,222 284,728 
Brookdale Senior Living, Inc. (a) 44,837 337,174 
Cardinal Health, Inc. 71,756 4,260,871 
Castle Biosciences, Inc. (a)(b) 4,233 295,675 
Centene Corp. (a) 142,111 9,750,263 
Chemed Corp. 3,888 1,850,766 
Cigna Corp. 86,143 19,768,957 
Community Health Systems, Inc. (a) 28,614 381,138 
Corvel Corp. (a) 2,156 303,608 
Covetrus, Inc. (a) 25,149 640,294 
Cross Country Healthcare, Inc. (a) 8,105 133,084 
CVS Health Corp. 320,842 26,424,547 
DaVita HealthCare Partners, Inc. (a) 17,667 2,124,457 
Encompass Health Corp. 24,126 2,008,490 
Fulgent Genetics, Inc. (a)(b) 4,203 387,727 
Guardant Health, Inc. (a) 20,966 2,302,067 
Hanger, Inc. (a) 8,656 212,418 
HCA Holdings, Inc. 64,874 16,101,727 
HealthEquity, Inc. (a) 20,705 1,531,756 
Henry Schein, Inc. (a) 35,422 2,839,073 
Humana, Inc. 31,541 13,432,050 
InfuSystems Holdings, Inc. (a) 3,817 69,660 
Laboratory Corp. of America Holdings (a) 23,819 7,053,997 
LHC Group, Inc. (a) 7,749 1,667,430 
Magellan Health Services, Inc. (a) 6,809 642,225 
McKesson Corp. 38,893 7,927,560 
MEDNAX, Inc. (a) 20,195 588,078 
Modivcare, Inc. (a) 3,083 524,110 
Molina Healthcare, Inc. (a) 14,130 3,857,631 
National Healthcare Corp. 3,130 243,045 
National Research Corp. Class A 3,500 184,730 
Ontrak, Inc. (a)(b) 1,526 41,217 
Option Care Health, Inc. (a) 26,050 539,756 
Owens & Minor, Inc. 18,198 841,658 
Patterson Companies, Inc. 21,779 677,980 
Pennant Group, Inc. (a) 6,042 206,757 
PetIQ, Inc. Class A (a)(b) 5,274 186,489 
Premier, Inc. 17,631 628,369 
Progyny, Inc. (a) 9,191 511,847 
Quest Diagnostics, Inc. 32,511 4,610,060 
R1 RCM, Inc. (a) 32,668 699,422 
RadNet, Inc. (a) 10,478 384,962 
Select Medical Holdings Corp. 26,195 1,033,393 
Surgery Partners, Inc. (a) 6,902 376,573 
Tenet Healthcare Corp. (a) 25,887 1,859,722 
The Ensign Group, Inc. 12,321 1,048,147 
The Joint Corp. (a)(b) 3,197 252,531 
Tivity Health, Inc. (a) 9,241 231,764 
Triple-S Management Corp. (a)(b) 5,881 143,085 
U.S. Physical Therapy, Inc. 2,979 351,999 
UnitedHealth Group, Inc. 231,145 95,282,592 
Universal Health Services, Inc. Class B 18,931 3,036,722 
  274,523,797 
Health Care Technology - 0.3%   
Allscripts Healthcare Solutions, Inc. (a) 38,482 657,273 
American Well Corp. (b) 12,851 149,714 
Cerner Corp. 75,187 6,044,283 
Change Healthcare, Inc. (a) 57,798 1,254,795 
Computer Programs & Systems, Inc. (b) 2,468 77,915 
Evolent Health, Inc. (a)(b) 19,273 442,123 
GoodRx Holdings, Inc. (b) 9,077 291,099 
Health Catalyst, Inc. (a)(b) 7,670 445,320 
HealthStream, Inc. (a) 5,139 150,110 
iCAD, Inc. (a) 5,426 79,545 
Inovalon Holdings, Inc. Class A (a) 19,095 723,319 
Inspire Medical Systems, Inc. (a) 6,834 1,251,715 
NantHealth, Inc. (a) 8,096 16,192 
Nextgen Healthcare, Inc. (a) 12,402 201,160 
Omnicell, Inc. (a) 10,523 1,541,620 
OptimizeRx Corp. (a)(b) 2,994 165,478 
Phreesia, Inc. (a) 8,469 578,856 
Schrodinger, Inc. (a) 9,151 619,248 
Simulations Plus, Inc. (b) 4,178 197,160 
Tabula Rasa HealthCare, Inc. (a)(b) 5,019 215,616 
Teladoc Health, Inc. (a)(b) 31,574 4,687,160 
Veeva Systems, Inc. Class A (a) 33,367 11,101,535 
Vocera Communications, Inc. (a)(b) 8,092 339,540 
  31,230,776 
Life Sciences Tools & Services - 1.3%   
10X Genomics, Inc. (a) 17,916 3,282,749 
Adaptive Biotechnologies Corp. (a) 20,754 760,842 
Agilent Technologies, Inc. 74,518 11,418,393 
Avantor, Inc. (a) 125,702 4,723,881 
Bio-Rad Laboratories, Inc. Class A (a) 5,268 3,895,739 
Bio-Techne Corp. 9,446 4,555,239 
Bruker Corp. 25,044 2,059,869 
Charles River Laboratories International, Inc. (a) 12,108 4,926,987 
ChromaDex, Inc. (a)(b) 12,689 110,267 
Codexis, Inc. (a) 13,187 279,037 
Fluidigm Corp. (a)(b) 20,426 151,357 
Frontage Holdings Corp. (a)(d) 150,000 116,778 
Illumina, Inc. (a) 35,736 17,716,122 
IQVIA Holdings, Inc. (a) 46,847 11,604,002 
Medpace Holdings, Inc. (a) 6,707 1,180,030 
Mettler-Toledo International, Inc. (a) 5,727 8,439,937 
Nanostring Technologies, Inc. (a)(b) 10,716 663,749 
NeoGenomics, Inc. (a) 28,703 1,323,208 
Pacific Biosciences of California, Inc. (a) 47,698 1,533,491 
PerkinElmer, Inc. 27,503 5,011,872 
Personalis, Inc. (a)(b) 7,537 158,202 
PPD, Inc. (a) 26,856 1,238,599 
Quanterix Corp. (a) 6,667 354,351 
Syneos Health, Inc. (a) 24,570 2,203,192 
Thermo Fisher Scientific, Inc. 96,351 52,030,504 
Waters Corp. (a) 15,211 5,929,400 
  145,667,797 
Pharmaceuticals - 3.2%   
AcelRx Pharmaceuticals, Inc. (a) 18,538 21,875 
Aerie Pharmaceuticals, Inc. (a)(b) 10,898 171,970 
Agile Therapeutics, Inc. (a)(b) 14,594 17,513 
Amneal Pharmaceuticals, Inc. (a)(b) 31,218 153,905 
Amphastar Pharmaceuticals, Inc. (a) 8,102 169,737 
Ampio Pharmaceuticals, Inc. (a)(b) 42,328 59,682 
ANI Pharmaceuticals, Inc. (a)(b) 2,953 100,195 
Antares Pharma, Inc. (a)(b) 44,966 197,850 
Aquestive Therapeutics, Inc. (a)(b) 4,628 15,041 
Arvinas Holding Co. LLC (a) 8,232 832,255 
Athira Pharma, Inc. 3,853 37,027 
Axsome Therapeutics, Inc. (a)(b) 6,784 329,635 
Aytu BioScience, Inc. (a)(b) 9,771 38,791 
Biodelivery Sciences International, Inc. (a) 21,487 80,791 
Bristol-Myers Squibb Co. 548,025 37,194,457 
Cara Therapeutics, Inc. (a) 11,386 136,290 
Catalent, Inc. (a) 41,678 4,993,441 
Cerecor, Inc. (a) 30,016 79,843 
Chiasma, Inc. (a) 9,390 37,560 
Collegium Pharmaceutical, Inc. (a) 7,981 198,647 
Corcept Therapeutics, Inc. (a) 27,544 572,089 
CorMedix, Inc. (a) 6,812 39,578 
CymaBay Therapeutics, Inc. (a)(b) 13,326 52,504 
Durect Corp. (a)(b) 44,901 63,310 
Elanco Animal Health, Inc. (a) 115,105 4,197,879 
Eli Lilly & Co. 194,722 47,414,807 
Endo International PLC (a) 53,408 270,244 
Evofem Biosciences, Inc. (a)(b) 15,813 13,599 
Evolus, Inc. (a)(b) 5,386 58,277 
Fulcrum Therapeutics, Inc. (a)(b) 5,620 41,082 
Innoviva, Inc. (a)(b) 13,894 197,017 
Intra-Cellular Therapies, Inc. (a) 17,177 589,686 
Jazz Pharmaceuticals PLC (a) 14,511 2,459,905 
Johnson & Johnson 642,875 110,703,075 
Kala Pharmaceuticals, Inc. (a)(b) 8,813 30,405 
Lannett Co., Inc. (a)(b) 8,822 40,934 
Liquidia Technologies, Inc. (a) 6,361 14,630 
Marinus Pharmaceuticals, Inc. (a)(b) 8,111 119,232 
Merck & Co., Inc. 619,189 47,597,058 
Nektar Therapeutics (a) 43,288 683,518 
NGM Biopharmaceuticals, Inc. (a) 5,959 121,504 
Ocular Therapeutix, Inc. (a) 17,232 189,724 
Odonate Therapeutics, Inc. (a)(b) 4,761 15,902 
Omeros Corp. (a)(b) 15,564 225,678 
Onconova Therapeutics, Inc. (a)(b) 3,855 19,159 
OptiNose, Inc. (a)(b) 7,197 20,439 
Organon & Co. (a) 61,929 1,796,560 
Pacira Biosciences, Inc. (a) 10,426 614,613 
Paratek Pharmaceuticals, Inc. (a)(b) 11,958 62,182 
Perrigo Co. PLC 31,780 1,526,393 
Pfizer, Inc. 1,364,414 58,410,563 
Phathom Pharmaceuticals, Inc. (a) 3,356 107,728 
Phibro Animal Health Corp. Class A 4,642 109,876 
Pliant Therapeutics, Inc. (a)(b) 1,800 36,360 
Prestige Brands Holdings, Inc. (a) 11,718 615,781 
Provention Bio, Inc. (a)(b) 10,824 65,702 
Reata Pharmaceuticals, Inc. (a)(b) 6,457 809,127 
Relmada Therapeutics, Inc. (a) 2,617 68,042 
Revance Therapeutics, Inc. (a)(b) 17,628 512,622 
Royalty Pharma PLC 21,520 822,064 
SIGA Technologies, Inc. (a) 9,940 63,318 
Strongbridge Biopharma PLC (a) 8,992 21,491 
Supernus Pharmaceuticals, Inc. (a) 13,413 353,164 
Tarsus Pharmaceuticals, Inc. (a)(b) 1,353 30,537 
TherapeuticsMD, Inc. (a)(b) 85,018 85,018 
Theravance Biopharma, Inc. (a) 13,276 172,322 
Tricida, Inc. (a)(b) 5,946 21,168 
Viatris, Inc. 293,275 4,126,379 
Vyne Therapeutics, Inc. (a)(b) 13,159 35,529 
WAVE Life Sciences (a) 7,463 41,121 
Xeris Pharmaceuticals, Inc. (a)(b) 9,064 27,826 
Zoetis, Inc. Class A 116,393 23,592,861 
Zogenix, Inc.(a) 14,258 231,122 
Zynerba Pharmaceuticals, Inc. (a)(b) 6,363 28,061 
  355,005,270 
TOTAL HEALTH CARE  1,475,282,476 
INDUSTRIALS - 9.2%   
Aerospace & Defense - 1.5%   
AAR Corp. (a) 7,051 252,144 
Aerojet Rocketdyne Holdings, Inc. 18,303 863,536 
AeroVironment, Inc. (a) 5,368 542,705 
Astronics Corp. (a) 5,161 88,150 
Axon Enterprise, Inc. (a) 15,691 2,918,840 
BWX Technologies, Inc. 22,830 1,311,127 
Curtiss-Wright Corp. 10,197 1,206,305 
Ducommun, Inc.(a) 2,310 124,625 
General Dynamics Corp. 56,673 11,109,608 
HEICO Corp. 9,306 1,258,637 
HEICO Corp. Class A 18,906 2,293,109 
Hexcel Corp. (a)(b) 20,081 1,092,808 
Howmet Aerospace, Inc. 94,922 3,115,340 
Huntington Ingalls Industries, Inc. 9,791 2,008,428 
Kaman Corp. 7,176 318,256 
Kratos Defense & Security Solutions, Inc. (a) 29,561 804,059 
L3Harris Technologies, Inc. 50,319 11,409,330 
Lockheed Martin Corp. 60,306 22,413,931 
Maxar Technologies, Inc. (b) 16,967 615,393 
Mercury Systems, Inc. (a) 13,940 920,040 
Moog, Inc. Class A 7,853 611,513 
National Presto Industries, Inc. 1,402 135,265 
Northrop Grumman Corp. 37,932 13,770,075 
PAE, Inc. (a) 14,039 125,228 
Park Aerospace Corp. 4,440 66,156 
Parsons Corp. (a) 6,404 247,322 
Raytheon Technologies Corp. 371,708 32,320,011 
Spirit AeroSystems Holdings, Inc. Class A 26,717 1,154,442 
Teledyne Technologies, Inc. (a) 11,348 5,138,034 
Textron, Inc. 55,210 3,810,042 
The Boeing Co. (a) 134,355 30,428,720 
TransDigm Group, Inc. (a) 13,341 8,552,782 
Triumph Group, Inc. (a) 11,807 224,923 
Vectrus, Inc. (a) 3,093 140,082 
Virgin Galactic Holdings, Inc. (a)(b) 31,348 940,127 
  162,331,093 
Air Freight & Logistics - 0.6%   
Air Transport Services Group, Inc. (a) 13,807 334,129 
Atlas Air Worldwide Holdings, Inc. (a) 6,735 451,043 
C.H. Robinson Worldwide, Inc. 32,573 2,904,534 
Echo Global Logistics, Inc. (a) 5,965 184,497 
Expeditors International of Washington, Inc. 41,600 5,335,200 
FedEx Corp. 59,652 16,699,577 
Forward Air Corp. 7,175 634,557 
Hub Group, Inc. Class A (a) 7,903 523,811 
United Parcel Service, Inc. Class B 175,942 33,668,261 
XPO Logistics, Inc. (a) 25,159 3,489,302 
  64,224,911 
Airlines - 0.2%   
Alaska Air Group, Inc. (a) 30,317 1,759,296 
Allegiant Travel Co. (a) 3,455 656,865 
American Airlines Group, Inc. (a)(b) 154,838 3,155,598 
Delta Air Lines, Inc. (a) 157,088 6,267,811 
Hawaiian Holdings, Inc. (a) 11,123 219,457 
JetBlue Airways Corp. (a) 78,103 1,155,143 
Mesa Air Group, Inc. (a) 6,720 59,942 
SkyWest, Inc. (a) 13,504 546,777 
Southwest Airlines Co. (a) 145,164 7,333,685 
Spirit Airlines, Inc. (a)(b) 23,528 634,785 
United Airlines Holdings, Inc. (a) 77,684 3,629,396 
  25,418,755 
Building Products - 0.6%   
A.O. Smith Corp. 32,686 2,298,806 
AAON, Inc. 10,317 641,202 
Advanced Drain Systems, Inc. 12,000 1,465,080 
Allegion PLC 22,206 3,033,340 
Alpha PRO Tech Ltd. (a)(b) 2,269 27,251 
American Woodmark Corp. (a) 4,201 311,924 
Apogee Enterprises, Inc. (b) 6,684 265,154 
Armstrong World Industries, Inc. 11,576 1,252,292 
Builders FirstSource, Inc. (a) 51,123 2,274,974 
Carrier Global Corp. 199,834 11,040,829 
Cornerstone Building Brands, Inc. (a) 9,335 157,015 
CSW Industrials, Inc. 3,387 400,648 
Fortune Brands Home & Security, Inc. 33,651 3,279,963 
Gibraltar Industries, Inc. (a) 7,822 584,147 
Griffon Corp. 10,391 240,240 
Insteel Industries, Inc. 4,507 175,007 
Jeld-Wen Holding, Inc. (a)(b) 20,616 545,912 
Johnson Controls International PLC 175,946 12,566,063 
Lennox International, Inc. 8,458 2,786,319 
Masco Corp. 62,906 3,756,117 
Masonite International Corp. (a) 6,191 700,574 
Owens Corning 25,318 2,434,579 
PGT Innovations, Inc. (a) 13,430 303,249 
Quanex Building Products Corp. 8,827 219,263 
Resideo Technologies, Inc. (a) 35,062 1,034,329 
Simpson Manufacturing Co. Ltd. 10,654 1,198,362 
The AZEK Co., Inc. (a) 34,742 1,263,567 
Trane Technologies PLC 58,338 11,878,200 
Trex Co., Inc. (a) 28,557 2,772,885 
UFP Industries, Inc. 15,422 1,145,238 
  70,052,529 
Commercial Services & Supplies - 0.5%   
ABM Industries, Inc. 16,380 761,506 
ACCO Brands Corp. 21,105 188,679 
ADT, Inc. (b) 37,519 393,574 
Brady Corp. Class A 11,283 616,954 
BrightView Holdings, Inc. (a) 6,575 105,397 
Casella Waste Systems, Inc. Class A (a) 11,839 814,286 
Cimpress PLC (a) 4,817 492,538 
Cintas Corp. 21,592 8,511,135 
Clean Harbors, Inc. (a) 12,595 1,196,525 
Copart, Inc. (a) 51,053 7,504,791 
CoreCivic, Inc. (a) 29,555 303,825 
Covanta Holding Corp. 28,753 577,935 
Deluxe Corp. 9,536 418,630 
Ennis, Inc. 7,173 141,810 
Harsco Corp. (a) 19,580 393,950 
Healthcare Services Group, Inc. 18,381 479,744 
Herman Miller, Inc. 18,764 809,667 
HNI Corp. 10,342 385,757 
IAA Spinco, Inc. (a) 32,393 1,959,129 
Interface, Inc. (b) 13,576 195,766 
KAR Auction Services, Inc. (a) 31,100 512,528 
Kimball International, Inc. Class B 8,354 103,423 
Matthews International Corp. Class A 7,523 260,296 
Montrose Environmental Group, Inc. (a) 3,645 195,700 
MSA Safety, Inc. 9,127 1,501,209 
Pitney Bowes, Inc. 42,513 340,104 
R.R. Donnelley & Sons Co. (a) 16,176 98,997 
Republic Services, Inc. 51,122 6,050,800 
Rollins, Inc. 54,726 2,097,648 
SP Plus Corp. (a) 5,619 184,247 
Steelcase, Inc. Class A 20,020 275,275 
Stericycle, Inc. (a) 21,731 1,533,122 
Team, Inc. (a) 6,445 39,766 
Tetra Tech, Inc. 13,193 1,761,529 
The Brink's Co. 12,059 928,061 
U.S. Ecology, Inc. (a) 7,663 268,205 
UniFirst Corp. 3,795 826,437 
Viad Corp. (a) 4,358 199,814 
Waste Management, Inc. 94,526 14,014,425 
  57,443,184 
Construction & Engineering - 0.2%   
AECOM (a) 35,393 2,228,343 
Ameresco, Inc. Class A (a)(b) 5,414 371,021 
API Group Corp. (a)(d) 37,797 866,307 
Arcosa, Inc. 12,029 658,708 
Argan, Inc. 3,227 145,054 
Comfort Systems U.S.A., Inc. 9,126 682,169 
Construction Partners, Inc. Class A (a)(b) 8,053 270,420 
Dycom Industries, Inc. (a)(b) 7,622 528,967 
EMCOR Group, Inc. 13,952 1,699,493 
Fluor Corp. (a)(b) 29,684 494,535 
Granite Construction, Inc. 11,871 456,084 
Great Lakes Dredge & Dock Corp. (a) 17,187 264,680 
HC2 Holdings, Inc. (a) 10,732 39,494 
IES Holdings, Inc. (a) 5,371 292,236 
MasTec, Inc. (a) 14,139 1,431,291 
Matrix Service Co. (a) 6,450 70,370 
MYR Group, Inc. (a)(b) 4,192 400,881 
NV5 Global, Inc. (a) 2,633 250,135 
Primoris Services Corp. 12,594 376,561 
Quanta Services, Inc. 34,199 3,108,689 
Sterling Construction Co., Inc. (a) 5,972 131,145 
Tutor Perini Corp. (a) 9,020 126,911 
Valmont Industries, Inc. 5,438 1,288,534 
Willscot Mobile Mini Holdings (a)(b) 49,237 1,413,594 
  17,595,622 
Electrical Equipment - 0.7%   
Acuity Brands, Inc. 8,862 1,554,218 
American Superconductor Corp. (a)(b) 5,280 74,184 
AMETEK, Inc. 56,331 7,832,826 
Array Technologies, Inc. 27,802 376,439 
Atkore, Inc. (a) 11,401 856,329 
AZZ, Inc. 5,519 292,452 
Bloom Energy Corp. Class A (a)(b) 30,200 658,360 
Eaton Corp. PLC 97,370 15,389,329 
Emerson Electric Co. 147,084 14,839,305 
Encore Wire Corp. 5,358 420,228 
Energous Corp. (a)(b) 7,441 18,751 
EnerSys 10,907 1,076,085 
FuelCell Energy, Inc. (a)(b) 75,758 479,548 
Generac Holdings, Inc. (a) 15,329 6,428,369 
GrafTech International Ltd. 38,456 437,245 
Hubbell, Inc. Class B 13,139 2,633,844 
nVent Electric PLC 42,375 1,339,474 
Orion Energy Systems, Inc. (a) 4,328 21,683 
Plug Power, Inc. (a)(b) 123,597 3,371,726 
Powell Industries, Inc. 3,022 87,910 
Regal Beloit Corp. 9,875 1,453,896 
Rockwell Automation, Inc. 28,449 8,745,792 
Sensata Technologies, Inc. PLC (a) 38,771 2,272,756 
Shoals Technologies Group, Inc. (b) 22,413 651,994 
Sunrun, Inc. (a) 39,296 2,081,509 
Thermon Group Holdings, Inc. (a) 8,925 148,691 
TPI Composites, Inc. (a) 7,311 286,153 
Vertiv Holdings Co. 61,308 1,719,076 
Vicor Corp. (a) 5,595 646,838 
  76,195,010 
Industrial Conglomerates - 1.0%   
3M Co. 141,426 27,993,862 
Carlisle Companies, Inc. 13,152 2,659,860 
General Electric Co. 2,146,011 27,790,842 
Honeywell International, Inc. 170,161 39,781,940 
Raven Industries, Inc. 8,791 512,076 
Roper Technologies, Inc. 25,621 12,588,622 
  111,327,202 
Machinery - 1.9%   
AGCO Corp. 14,996 1,981,122 
Alamo Group, Inc. 2,293 336,544 
Albany International Corp. Class A 7,751 669,299 
Allison Transmission Holdings, Inc. 27,305 1,089,743 
Altra Industrial Motion Corp. 15,390 964,645 
Astec Industries, Inc. 5,700 349,467 
Barnes Group, Inc. 12,121 614,171 
Blue Bird Corp. (a) 3,234 80,850 
Caterpillar, Inc. 133,432 27,587,066 
Chart Industries, Inc. (a) 8,609 1,338,269 
CIRCOR International, Inc. (a) 4,355 134,308 
Colfax Corp. (a)(b) 28,075 1,288,081 
Columbus McKinnon Corp. (NY Shares) 7,178 333,059 
Crane Co. 12,505 1,215,861 
Cummins, Inc. 36,176 8,396,450 
Deere & Co. 76,669 27,722,744 
Donaldson Co., Inc. 31,128 2,060,362 
Douglas Dynamics, Inc. 4,973 198,423 
Dover Corp. 34,986 5,846,860 
Energy Recovery, Inc. (a) 11,033 233,348 
Enerpac Tool Group Corp. Class A 15,278 392,186 
EnPro Industries, Inc. 5,453 507,783 
ESCO Technologies, Inc. 6,572 620,200 
Evoqua Water Technologies Corp. (a)(b) 28,379 936,791 
ExOne Co. (a) 3,579 59,411 
Federal Signal Corp. 15,644 619,659 
Flowserve Corp. 31,890 1,342,250 
Fortive Corp. 82,382 5,985,876 
Franklin Electric Co., Inc. 9,760 797,978 
Gorman-Rupp Co. 4,377 156,215 
Graco, Inc. 40,911 3,194,331 
Helios Technologies, Inc. 8,247 666,770 
Hillenbrand, Inc. 19,023 861,742 
Hyster-Yale Materials Handling Class A 2,834 203,028 
IDEX Corp. 18,559 4,207,140 
Illinois Tool Works, Inc. 69,957 15,857,153 
Ingersoll Rand, Inc. (a) 91,401 4,466,767 
ITT, Inc. 21,064 2,062,376 
John Bean Technologies Corp. 7,923 1,161,353 
Kadant, Inc. 2,840 511,569 
Kennametal, Inc. 20,223 733,084 
Lincoln Electric Holdings, Inc. 14,192 1,978,791 
Lindsay Corp. 2,440 392,084 
Lydall, Inc. (a) 3,889 238,007 
Manitowoc Co., Inc. (a) 7,844 181,589 
Meritor, Inc. (a)(b) 18,769 456,650 
Middleby Corp. (a) 13,502 2,585,498 
Miller Industries, Inc. 3,392 127,234 
Mueller Industries, Inc. 14,312 621,141 
Mueller Water Products, Inc. Class A 46,232 685,158 
Nikola Corp. (a)(b) 33,357 395,948 
NN, Inc. (a) 12,576 86,020 
Nordson Corp. 13,169 2,977,906 
Omega Flex, Inc. 816 127,965 
Oshkosh Corp. 16,830 2,012,027 
Otis Worldwide Corp. 99,244 8,887,300 
PACCAR, Inc. 84,705 7,029,668 
Parker Hannifin Corp. 31,632 9,870,133 
Pentair PLC 39,921 2,940,980 
Proto Labs, Inc. (a)(b) 6,517 509,564 
RBC Bearings, Inc. (a) 6,169 1,449,715 
REV Group, Inc. 6,566 99,212 
Rexnord Corp. 28,895 1,627,655 
Snap-On, Inc. 13,173 2,871,451 
SPX Corp. (a) 11,620 774,589 
SPX Flow, Inc. 10,381 852,799 
Standex International Corp. 2,656 244,352 
Stanley Black & Decker, Inc. 39,372 7,758,253 
Tennant Co. 5,809 459,608 
Terex Corp. 17,268 827,483 
The Greenbrier Companies, Inc. 7,735 331,058 
The Shyft Group, Inc. 9,063 357,445 
Timken Co. 16,556 1,316,202 
Toro Co. 26,221 2,982,377 
TriMas Corp. (a) 10,474 342,709 
Trinity Industries, Inc. (b) 20,503 555,836 
Wabash National Corp. 11,115 162,724 
Watts Water Technologies, Inc. Class A 6,699 1,009,941 
Welbilt, Inc. (a) 31,104 730,633 
Westinghouse Air Brake Co. 43,444 3,687,092 
Woodward, Inc. 14,422 1,753,138 
Xylem, Inc. 43,956 5,531,863 
  205,614,132 
Marine - 0.0%   
Genco Shipping & Trading Ltd. 6,418 112,636 
Kirby Corp. (a) 14,374 832,398 
Matson, Inc. 10,588 710,667 
  1,655,701 
Professional Services - 0.7%   
Acacia Research Corp. (a) 13,401 75,582 
ASGN, Inc. (a) 13,095 1,324,297 
Barrett Business Services, Inc. 1,658 121,382 
Booz Allen Hamilton Holding Corp. Class A 33,328 2,859,876 
CACI International, Inc. Class A (a) 6,075 1,621,782 
CBIZ, Inc. (a) 15,440 499,330 
CoStar Group, Inc. (a) 96,258 8,552,523 
CRA International, Inc. 1,695 145,312 
Dun & Bradstreet Holdings, Inc. (a) 34,477 722,638 
Equifax, Inc. 29,794 7,764,316 
Exponent, Inc. 12,784 1,369,039 
Forrester Research, Inc. (a) 2,276 106,631 
Franklin Covey Co. (a) 1,887 69,045 
FTI Consulting, Inc. (a) 8,222 1,197,945 
Heidrick & Struggles International, Inc. 5,522 235,845 
Huron Consulting Group, Inc. (a) 5,097 250,416 
ICF International, Inc. 4,768 436,606 
IHS Markit Ltd. 91,146 10,649,499 
Insperity, Inc. (b) 9,010 892,441 
Jacobs Engineering Group, Inc. 31,790 4,299,598 
KBR, Inc. 34,094 1,319,438 
Kelly Services, Inc. Class A (non-vtg.) (a) 8,563 187,701 
Kforce, Inc. 5,520 344,614 
Korn Ferry 13,160 904,618 
Leidos Holdings, Inc. 32,503 3,458,969 
Manpower, Inc. 13,168 1,561,461 
ManTech International Corp. Class A 6,877 601,462 
Nielsen Holdings PLC 86,179 2,041,581 
Resources Connection, Inc. 8,286 128,350 
Robert Half International, Inc. 27,490 2,699,793 
Science Applications Internati 14,326 1,250,660 
TransUnion Holding Co., Inc. 46,684 5,604,881 
TriNet Group, Inc. (a) 9,893 820,921 
TrueBlue, Inc. (a) 8,667 235,656 
Upwork, Inc. (a) 22,421 1,161,184 
Verisk Analytics, Inc. 39,866 7,572,148 
Willdan Group, Inc. (a)(b) 2,461 101,516 
  73,189,056 
Road & Rail - 1.0%   
AMERCO 2,185 1,284,693 
ArcBest Corp. 6,036 356,788 
Avis Budget Group, Inc. (a) 12,305 1,018,485 
Covenant Transport Group, Inc. Class A (a) 1,961 41,201 
CSX Corp. 559,521 18,083,719 
Daseke, Inc. (a) 15,364 106,165 
Heartland Express, Inc. 11,794 200,852 
J.B. Hunt Transport Services, Inc. 20,515 3,455,752 
Kansas City Southern 22,215 5,949,177 
Knight-Swift Transportation Holdings, Inc. Class A 29,591 1,470,377 
Landstar System, Inc. 9,627 1,511,439 
Lyft, Inc. (a) 62,275 3,445,053 
Marten Transport Ltd. 15,872 251,095 
Norfolk Southern Corp. 61,688 15,905,017 
Old Dominion Freight Lines, Inc. 23,426 6,305,108 
Ryder System, Inc. 13,411 1,021,248 
Saia, Inc. (a) 6,419 1,450,694 
Schneider National, Inc. Class B 7,759 174,112 
U.S. Xpress Enterprises, Inc. (a)(b) 5,641 49,246 
Uber Technologies, Inc. (a) 359,699 15,632,519 
Union Pacific Corp. 163,738 35,819,325 
Werner Enterprises, Inc. 14,422 659,230 
Yellow Corp. (a) 9,861 51,277 
  114,242,572 
Trading Companies & Distributors - 0.3%   
Air Lease Corp. Class A 26,236 1,111,357 
Applied Industrial Technologies, Inc. 9,124 818,423 
Beacon Roofing Supply, Inc. (a) 13,297 711,124 
BlueLinx Corp. (a) 2,071 88,970 
Boise Cascade Co. 8,985 459,583 
CAI International, Inc. 3,961 221,063 
DXP Enterprises, Inc. (a) 3,500 114,275 
Fastenal Co. 139,771 7,655,258 
GATX Corp. (b) 8,530 786,893 
Global Industrial Co. 4,086 161,479 
GMS, Inc. (a) 10,883 534,682 
H&E Equipment Services, Inc. 8,754 297,899 
Herc Holdings, Inc. (a) 6,095 756,024 
McGrath RentCorp. 6,073 476,245 
MRC Global, Inc. (a) 12,790 117,284 
MSC Industrial Direct Co., Inc. Class A 11,729 1,045,875 
NOW, Inc. (a) 28,567 281,956 
Rush Enterprises, Inc. Class A 10,601 498,141 
SiteOne Landscape Supply, Inc. (a) 10,877 1,901,082 
Textainer Group Holdings Ltd. (a) 10,514 339,392 
Titan Machinery, Inc. (a) 4,747 135,432 
Triton International Ltd. 16,549 873,622 
United Rentals, Inc. (a) 17,751 5,849,842 
Univar, Inc. (a) 40,004 981,698 
Veritiv Corp. (a) 2,688 164,721 
W.W. Grainger, Inc. 10,731 4,770,788 
Watsco, Inc. 7,987 2,255,848 
WESCO International, Inc. (a) 10,648 1,133,480 
  34,542,436 
Transportation Infrastructure - 0.0%   
Macquarie Infrastructure Co. LLC (a) 19,888 785,576 
TOTAL INDUSTRIALS  1,014,617,779 
INFORMATION TECHNOLOGY - 26.9%   
Communications Equipment - 0.8%   
ADTRAN, Inc. 10,927 244,874 
Applied Optoelectronics, Inc. (a)(b) 4,366 33,749 
Arista Networks, Inc. (a) 13,366 5,084,293 
CalAmp Corp. (a) 8,247 100,036 
Calix, Inc. (a) 13,242 619,461 
Casa Systems, Inc. (a) 6,632 49,806 
Ciena Corp. (a) 37,850 2,200,599 
Cisco Systems, Inc. 1,032,548 57,172,183 
Clearfield, Inc. (a) 2,420 105,318 
CommScope Holding Co., Inc. (a) 50,099 1,060,095 
Comtech Telecommunications Corp. (b) 6,797 169,721 
Digi International, Inc. (a) 8,521 176,214 
EchoStar Holding Corp. Class A (a) 12,367 275,784 
Extreme Networks, Inc. (a) 29,816 328,274 
F5 Networks, Inc. (a) 14,938 3,084,846 
Harmonic, Inc. (a) 29,651 262,411 
Infinera Corp. (a)(b) 50,686 502,298 
Inseego Corp. (a)(b) 13,454 116,915 
Juniper Networks, Inc. 80,553 2,266,761 
Lumentum Holdings, Inc. (a) 18,285 1,535,757 
Motorola Solutions, Inc. 41,092 9,201,321 
NETGEAR, Inc. (a)(b) 7,910 270,918 
NetScout Systems, Inc. (a) 17,951 516,271 
Plantronics, Inc. (a)(b) 8,806 274,659 
Resonant, Inc. (a)(b) 7,916 24,144 
Ribbon Communications, Inc. (a) 28,375 196,071 
ViaSat, Inc. (a)(b) 16,666 827,300 
Viavi Solutions, Inc. (a) 60,752 1,013,951 
  87,714,030 
Electronic Equipment & Components - 0.8%   
Advanced Energy Industries, Inc. 9,261 960,829 
Airgain, Inc. (a)(b) 2,184 39,858 
Akoustis Technologies, Inc. (a) 10,519 101,824 
Amphenol Corp. Class A 145,854 10,572,956 
Arlo Technologies, Inc. (a) 19,981 122,084 
Arrow Electronics, Inc. (a) 17,974 2,131,177 
Avnet, Inc. 23,777 982,466 
Badger Meter, Inc. 7,289 736,408 
Belden, Inc. 10,983 538,167 
Benchmark Electronics, Inc. 8,085 213,444 
CDW Corp. 34,424 6,311,640 
Cognex Corp. 42,881 3,876,871 
Coherent, Inc. (a) 6,056 1,489,413 
Corning, Inc. 188,276 7,881,233 
CTS Corp. 7,904 276,561 
ePlus, Inc. (a) 3,249 300,403 
Fabrinet (a)(b) 9,137 863,629 
FARO Technologies, Inc. (a) 4,054 295,496 
II-VI, Inc. (a) 25,564 1,784,623 
Insight Enterprises, Inc. (a)(b) 8,824 885,753 
Intellicheck, Inc. (a) 2,646 23,814 
IPG Photonics Corp. (a) 8,785 1,916,536 
Itron, Inc. (a)(b) 10,688 1,054,051 
Jabil, Inc. 33,414 1,989,470 
Keysight Technologies, Inc. (a) 45,341 7,460,862 
Kimball Electronics, Inc. (a) 5,774 117,732 
Knowles Corp. (a)(b) 25,783 516,691 
Littelfuse, Inc. 6,172 1,641,690 
Luna Innovations, Inc. (a) 7,230 89,146 
Methode Electronics, Inc. Class A 8,896 425,496 
MicroVision, Inc. (a)(b) 34,801 479,210 
Napco Security Technolgies, Inc. (a) 2,609 92,228 
National Instruments Corp. 32,004 1,411,696 
nLIGHT, Inc. (a)(b) 8,515 295,385 
Novanta, Inc. (a) 8,630 1,211,738 
OSI Systems, Inc. (a) 4,297 429,915 
Par Technology Corp. (a)(b) 4,966 303,174 
PC Connection, Inc. 3,190 151,716 
Plexus Corp. (a) 7,199 650,214 
Rogers Corp. (a) 4,451 848,361 
Sanmina Corp. (a) 14,978 575,455 
ScanSource, Inc. (a) 5,599 154,476 
SYNNEX Corp. 9,991 1,194,324 
TE Connectivity Ltd. 80,957 11,938,729 
Trimble, Inc. (a) 61,593 5,266,202 
TTM Technologies, Inc. (a)(b) 31,386 439,090 
Vishay Intertechnology, Inc. (b) 30,900 683,817 
Vishay Precision Group, Inc. (a) 3,213 116,728 
Vontier Corp. 40,563 1,312,213 
Wrap Technologies, Inc. (a)(b) 4,906 33,950 
Zebra Technologies Corp. Class A (a) 13,099 7,236,936 
  90,425,880 
IT Services - 5.1%   
Accenture PLC Class A 154,886 49,204,184 
Affirm Holdings, Inc. (b) 7,750 436,480 
Akamai Technologies, Inc. (a) 39,751 4,766,940 
Alliance Data Systems Corp. 12,020 1,120,865 
Amdocs Ltd. 31,845 2,455,568 
Automatic Data Processing, Inc. 104,471 21,900,256 
BigCommerce Holdings, Inc. (a) 2,781 180,098 
BM Technologies, Inc. 997 10,000 
Brightcove, Inc. (a) 10,680 122,500 
Broadridge Financial Solutions, Inc. 28,231 4,897,796 
Cass Information Systems, Inc. 2,737 120,674 
Cognizant Technology Solutions Corp. Class A 129,674 9,534,929 
Concentrix Corp. (a) 10,014 1,639,592 
Conduent, Inc. (a) 38,168 256,107 
CSG Systems International, Inc. 8,534 387,102 
DXC Technology Co. (a) 61,848 2,472,683 
EPAM Systems, Inc. (a) 13,732 7,687,174 
Euronet Worldwide, Inc. (a) 12,815 1,830,238 
EVERTEC, Inc. 14,220 621,414 
EVO Payments, Inc. Class A (a) 11,479 335,187 
ExlService Holdings, Inc. (a) 8,144 922,064 
Fastly, Inc. Class A (a)(b) 20,933 1,006,249 
Fidelity National Information Services, Inc. 151,975 22,651,874 
Fiserv, Inc. (a) 145,696 16,771,067 
FleetCor Technologies, Inc. (a) 20,526 5,300,224 
Gartner, Inc. (a) 21,677 5,738,552 
Genpact Ltd. 42,292 2,106,565 
Global Payments, Inc. 72,247 13,973,292 
GoDaddy, Inc. (a) 41,167 3,451,853 
GreenSky, Inc. Class A (a) 13,860 91,060 
Grid Dynamics Holdings, Inc. (a) 6,214 130,805 
Hackett Group, Inc. 6,273 112,412 
i3 Verticals, Inc. Class A (a)(b) 5,749 183,508 
IBM Corp. 218,397 30,785,241 
International Money Express, Inc. (a) 5,781 93,594 
Jack Henry & Associates, Inc. 18,598 3,237,726 
Limelight Networks, Inc. (a)(b) 32,118 90,252 
Liveramp Holdings, Inc. (a) 16,510 660,565 
MasterCard, Inc. Class A 214,481 82,776,797 
Maximus, Inc. 15,615 1,389,735 
MoneyGram International, Inc. (a) 15,510 160,373 
MongoDB, Inc. Class A (a) 12,730 4,569,052 
Okta, Inc. (a) 29,999 7,433,452 
Paychex, Inc. 78,275 8,909,261 
PayPal Holdings, Inc. (a) 286,519 78,944,580 
Paysign, Inc. (a) 4,632 12,321 
Perficient, Inc. (a)(b) 8,071 761,015 
Rackspace Technology, Inc. (a)(b) 8,085 143,509 
Repay Holdings Corp. (a)(b) 19,070 475,034 
Sabre Corp. (a)(b) 78,094 920,728 
Sezzle, Inc. unit (a) 19,989 105,763 
Shift4 Payments, Inc. (a) 8,579 765,161 
Snowflake Computing, Inc. 14,557 3,868,086 
SolarWinds, Inc. (a)(b) 16,899 189,945 
Square, Inc. (a) 95,465 23,604,676 
Switch, Inc. Class A 21,752 449,396 
Sykes Enterprises, Inc. (a) 9,646 517,604 
The Western Union Co. 101,215 2,349,200 
Ttec Holdings, Inc. 4,516 471,922 
Tucows, Inc. (a)(b) 2,115 164,462 
Twilio, Inc. Class A (a) 39,209 14,648,090 
Unisys Corp. (a) 14,167 316,632 
VeriSign, Inc. (a) 24,255 5,248,054 
Verra Mobility Corp. (a) 34,559 529,098 
Visa, Inc. Class A 414,725 102,184,093 
WEX, Inc. (a) 10,842 2,057,053 
  561,251,782 
Semiconductors & Semiconductor Equipment - 5.1%   
ACM Research, Inc. (a)(b) 2,338 217,107 
Advanced Micro Devices, Inc. (a) 296,533 31,488,839 
Allegro MicroSystems LLC (a) 10,947 300,057 
Alpha & Omega Semiconductor Ltd. (a) 4,385 113,966 
Ambarella, Inc. (a) 8,351 822,490 
Amkor Technology, Inc. 26,689 657,617 
Analog Devices, Inc. 90,248 15,109,320 
Applied Materials, Inc. 224,650 31,435,275 
Atomera, Inc. (a)(b) 4,668 82,390 
Axcelis Technologies, Inc. (a)(b) 7,591 292,633 
AXT, Inc. (a) 8,398 85,660 
Broadcom, Inc. 99,817 48,451,172 
Brooks Automation, Inc. 18,136 1,614,285 
CEVA, Inc. (a) 5,792 287,515 
Cirrus Logic, Inc. (a) 13,817 1,141,146 
CMC Materials, Inc. 7,227 1,045,313 
Cohu, Inc. (a) 11,974 423,999 
Cree, Inc. (a) 28,188 2,614,719 
CyberOptics Corp. (a) 1,782 83,487 
Diodes, Inc. (a) 10,321 846,322 
DSP Group, Inc. (a) 4,142 66,479 
Enphase Energy, Inc. (a) 31,465 5,965,764 
Entegris, Inc. 33,032 3,984,980 
First Solar, Inc. (a) 20,878 1,796,343 
FormFactor, Inc. (a) 18,459 687,782 
Ichor Holdings Ltd. (a) 6,602 340,465 
Impinj, Inc. (a) 5,754 264,684 
Intel Corp. 993,749 53,384,196 
KLA Corp. 37,779 13,153,137 
Kopin Corp. (a) 15,917 107,281 
Kulicke & Soffa Industries, Inc. 15,531 844,265 
Lam Research Corp. 34,995 22,306,163 
Lattice Semiconductor Corp. (a) 33,053 1,875,758 
MACOM Technology Solutions Holdings, Inc. (a) 11,372 701,880 
Marvell Technology, Inc. 194,757 11,784,746 
Maxim Integrated Products, Inc. 65,724 6,566,485 
MaxLinear, Inc. Class A (a) 17,289 833,848 
Microchip Technology, Inc. 65,799 9,417,153 
Micron Technology, Inc. 273,862 21,246,214 
MKS Instruments, Inc. 13,457 2,105,213 
Monolithic Power Systems, Inc. 10,513 4,723,070 
NeoPhotonics Corp. (a) 13,328 129,282 
NVE Corp. 999 74,995 
NVIDIA Corp. 606,653 118,291,268 
NXP Semiconductors NV 67,742 13,981,271 
ON Semiconductor Corp. (a) 100,140 3,911,468 
Onto Innovation, Inc. (a) 12,203 855,186 
PDF Solutions, Inc. (a) 7,788 145,713 
Photronics, Inc. (a) 13,865 185,375 
Pixelworks, Inc. (a) 8,123 24,450 
Power Integrations, Inc. 14,824 1,437,780 
Qorvo, Inc. (a) 27,605 5,233,632 
Qualcomm, Inc. 277,829 41,618,784 
Rambus, Inc. (a)(b) 27,720 655,855 
Semtech Corp. (a) 15,657 969,325 
Silicon Laboratories, Inc. (a) 10,687 1,592,256 
SiTime Corp. (a) 3,099 420,348 
Skyworks Solutions, Inc. 40,343 7,443,687 
SMART Global Holdings, Inc. (a)(b) 4,450 208,438 
SolarEdge Technologies, Inc. (a) 12,708 3,297,472 
SunPower Corp. (a)(b) 19,346 479,200 
Synaptics, Inc. (a) 8,697 1,321,248 
Teradyne, Inc. 40,806 5,182,362 
Texas Instruments, Inc. 225,053 42,899,603 
Ultra Clean Holdings, Inc. (a) 10,852 586,117 
Universal Display Corp. 10,513 2,465,193 
Veeco Instruments, Inc. (a) 11,777 273,226 
Xilinx, Inc. 60,069 9,000,739 
  561,953,491 
Software - 9.6%   
8x8, Inc. (a) 26,091 666,886 
A10 Networks, Inc. (a) 13,064 166,827 
ACI Worldwide, Inc. (a) 29,039 996,038 
Adobe, Inc. (a) 117,095 72,789,765 
Agilysys, Inc. (a) 5,056 280,911 
Alarm.com Holdings, Inc. (a) 10,809 899,525 
Altair Engineering, Inc. Class A (a) 11,119 775,661 
Alteryx, Inc. Class A (a) 14,361 1,111,541 
American Software, Inc. Class A 8,470 186,340 
Anaplan, Inc. (a) 34,893 1,995,880 
ANSYS, Inc. (a) 21,221 7,819,090 
AppFolio, Inc. (a)(b) 4,158 588,773 
Appian Corp. Class A (a)(b) 9,391 1,093,394 
Asana, Inc. (a)(b) 4,260 302,716 
Aspen Technology, Inc. (a) 16,652 2,435,522 
Autodesk, Inc. (a) 53,655 17,230,230 
Avalara, Inc. (a) 20,644 3,451,057 
Avaya Holdings Corp. (a) 18,578 449,959 
Benefitfocus, Inc. (a) 8,004 105,333 
Bill.Com Holdings, Inc. (a) 14,996 3,101,473 
Black Knight, Inc. (a) 38,898 3,221,143 
Blackbaud, Inc. (a) 11,808 842,265 
BlackLine, Inc. (a)(b) 12,856 1,470,598 
Bottomline Technologies, Inc. (a) 9,843 397,263 
Box, Inc. Class A (a) 34,534 826,053 
Cadence Design Systems, Inc. (a) 68,070 10,050,536 
CDK Global, Inc. 30,780 1,477,132 
Cerence, Inc. (a)(b) 9,437 1,014,572 
Ceridian HCM Holding, Inc. (a) 32,094 3,158,050 
ChannelAdvisor Corp. (a) 6,789 158,116 
Citrix Systems, Inc. 30,146 3,037,210 
Cloudera, Inc. (a) 54,717 868,359 
Cloudflare, Inc. (a) 45,548 5,403,359 
CommVault Systems, Inc. (a) 11,655 881,001 
Cornerstone OnDemand, Inc. (a) 15,359 736,310 
Coupa Software, Inc. (a)(b) 17,536 3,805,312 
Crowdstrike Holdings, Inc. (a) 45,963 11,656,676 
Datadog, Inc. Class A (a) 49,992 5,534,114 
Digimarc Corp. (a)(b) 3,439 98,699 
Digital Turbine, Inc. (a) 18,086 1,138,514 
DocuSign, Inc. (a) 45,643 13,603,440 
Dolby Laboratories, Inc. Class A 16,240 1,576,904 
Domo, Inc. Class B (a) 6,569 580,240 
Dropbox, Inc. Class A (a) 73,965 2,329,158 
Duck Creek Technologies, Inc. (a) 8,768 385,178 
Dynatrace, Inc. (a) 44,988 2,873,384 
Ebix, Inc. 5,721 172,889 
eGain Communications Corp. (a) 3,833 44,731 
Elastic NV (a) 15,190 2,249,031 
Envestnet, Inc. (a) 13,140 988,522 
Everbridge, Inc. (a)(b) 8,994 1,270,133 
Fair Isaac Corp. (a) 7,226 3,785,774 
FireEye, Inc. (a) 59,604 1,204,001 
Five9, Inc. (a) 16,455 3,312,227 
Fortinet, Inc. (a) 33,067 9,002,160 
Guidewire Software, Inc. (a) 20,850 2,401,920 
HubSpot, Inc. (a) 10,655 6,350,593 
Intelligent Systems Corp. (a) 1,650 55,754 
InterDigital, Inc. 7,565 498,458 
Intuit, Inc. 66,768 35,385,037 
j2 Global, Inc. (a)(b) 10,820 1,528,541 
Jamf Holding Corp. (a)(b) 9,647 316,518 
LivePerson, Inc. (a) 15,424 982,355 
Manhattan Associates, Inc. (a) 15,535 2,479,852 
McAfee Corp. 8,200 221,974 
Medallia, Inc. (a) 19,703 667,341 
Microsoft Corp. 1,844,046 525,387,146 
MicroStrategy, Inc. Class A (a)(b) 1,830 1,145,598 
Mimecast Ltd. (a) 14,698 816,474 
Mitek Systems, Inc. (a) 12,054 266,514 
Model N, Inc. (a)(b) 8,000 258,960 
Momentive Global, Inc. (a) 30,337 637,077 
N-able, Inc. (a)(b) 8,449 116,596 
nCino, Inc. (a) 3,933 250,021 
New Relic, Inc. (a) 13,028 899,974 
NortonLifeLock, Inc. 142,251 3,530,670 
Nuance Communications, Inc. (a) 70,582 3,874,952 
Nutanix, Inc. Class A (a) 48,096 1,732,418 
Onespan, Inc. (a) 7,327 180,757 
Oracle Corp. 453,317 39,502,043 
Pagerduty, Inc. (a)(b) 14,327 581,533 
Palantir Technologies, Inc. (a) 106,353 2,308,924 
Palo Alto Networks, Inc. (a) 23,866 9,523,727 
Paycom Software, Inc. (a) 11,900 4,760,000 
Paylocity Holding Corp. (a) 9,318 1,933,112 
Pegasystems, Inc. 9,929 1,267,338 
Ping Identity Holding Corp. (a) 9,545 210,658 
Progress Software Corp. 12,051 549,405 
Proofpoint, Inc. (a) 14,196 2,479,473 
PROS Holdings, Inc. (a)(b) 9,954 432,203 
PTC, Inc. (a) 25,793 3,493,662 
Q2 Holdings, Inc. (a) 13,214 1,365,138 
QAD, Inc. Class A 3,122 270,834 
Qualtrics International, Inc. 13,821 576,750 
Qualys, Inc. (a) 8,171 829,847 
Rapid7, Inc. (a) 13,322 1,515,378 
RingCentral, Inc. (a) 19,580 5,233,147 
SailPoint Technologies Holding, Inc. (a)(b) 22,129 1,106,229 
Salesforce.com, Inc. (a) 233,929 56,594,443 
SecureWorks Corp. (a) 3,430 68,806 
ServiceNow, Inc. (a) 47,924 28,174,040 
ShotSpotter, Inc. (a)(b) 1,573 71,886 
Smartsheet, Inc. (a) 28,086 2,037,639 
Smith Micro Software, Inc. (a) 9,703 54,919 
Splunk, Inc. (a) 39,669 5,632,205 
Sprout Social, Inc. (a) 7,176 637,516 
SPS Commerce, Inc. (a) 9,196 1,001,904 
SS&C Technologies Holdings, Inc. 55,269 4,332,537 
Synchronoss Technologies, Inc. (a)(b) 6,287 17,855 
Synopsys, Inc. (a) 37,298 10,741,451 
Tenable Holdings, Inc. (a) 17,232 737,530 
Teradata Corp. (a) 26,202 1,301,191 
The Trade Desk, Inc. (a) 104,359 8,548,046 
Tyler Technologies, Inc. (a) 9,944 4,898,812 
Upland Software, Inc. (a) 7,309 263,124 
Varonis Systems, Inc. (a) 25,772 1,577,246 
Verint Systems, Inc. (a) 16,877 720,142 
Veritone, Inc. (a)(b) 5,331 110,245 
Vertex, Inc. Class A (a)(b) 5,259 99,395 
VirnetX Holding Corp. (a)(b) 13,724 56,268 
VMware, Inc. Class A (a)(b) 19,728 3,032,983 
Vobile Group Ltd. (a) 200,000 180,154 
Vonage Holdings Corp. (a) 59,004 841,397 
Workday, Inc. Class A (a) 44,957 10,537,921 
Workiva, Inc. (a)(b) 10,310 1,337,929 
Xperi Holding Corp. 26,308 546,417 
Yext, Inc. (a) 24,742 322,388 
Zendesk, Inc. (a) 29,053 3,792,288 
Zix Corp. (a)(b) 12,365 91,625 
Zoom Video Communications, Inc. Class A (a) 50,094 18,940,541 
Zscaler, Inc. (a) 18,376 4,335,082 
Zuora, Inc. (a)(b) 24,527 424,072 
  1,055,584,873 
Technology Hardware, Storage & Peripherals - 5.5%   
3D Systems Corp. (a) 29,931 824,300 
Apple, Inc. 3,859,744 562,982,264 
Avid Technology, Inc. (a) 10,090 377,265 
Corsair Gaming, Inc. (b) 4,855 141,717 
Dell Technologies, Inc. (a) 57,903 5,594,588 
Diebold Nixdorf, Inc. (a)(b) 19,642 204,473 
Eastman Kodak Co. (a)(b) 12,488 92,161 
Hewlett Packard Enterprise Co. 314,888 4,565,876 
HP, Inc. 307,417 8,875,129 
Immersion Corp. (a)(b) 3,990 30,164 
NCR Corp. (a) 32,157 1,427,771 
NetApp, Inc. 54,140 4,309,003 
Pure Storage, Inc. Class A (a) 60,598 1,182,873 
Razer, Inc. (a)(d) 1,077,000 260,548 
Seagate Technology Holdings PLC 49,377 4,340,238 
Super Micro Computer, Inc. (a) 10,699 406,990 
Turtle Beach Corp. (a)(b) 4,485 138,587 
Western Digital Corp. (a) 75,210 4,883,385 
Xerox Holdings Corp. 40,063 966,720 
  601,604,052 
TOTAL INFORMATION TECHNOLOGY  2,958,534,108 
MATERIALS - 2.8%   
Chemicals - 1.8%   
AdvanSix, Inc. (a) 6,438 215,351 
Air Products & Chemicals, Inc. 54,107 15,746,760 
Albemarle Corp. U.S. 28,498 5,871,728 
American Vanguard Corp. 5,948 98,201 
Amyris, Inc. (a)(b) 41,769 608,992 
Ashland Global Holdings, Inc. 13,122 1,116,289 
Avient Corp. 21,513 1,043,811 
Axalta Coating Systems Ltd. (a) 51,021 1,535,732 
Balchem Corp. 7,909 1,066,845 
Cabot Corp. 15,572 857,394 
Celanese Corp. Class A 28,202 4,393,026 
CF Industries Holdings, Inc. 51,678 2,441,786 
Chase Corp. 2,015 234,808 
Corteva, Inc. 181,839 7,779,072 
Dow, Inc. 181,907 11,307,339 
DuPont de Nemours, Inc. 131,280 9,852,564 
Eastman Chemical Co. 32,908 3,709,390 
Ecolab, Inc. 60,736 13,412,331 
Element Solutions, Inc. 53,821 1,258,873 
Ferro Corp. (a) 20,050 417,040 
FMC Corp. 31,485 3,367,321 
FutureFuel Corp. 5,729 48,697 
GCP Applied Technologies, Inc. (a) 12,225 284,231 
H.B. Fuller Co. 13,157 850,205 
Hawkins, Inc. 4,798 174,215 
Huntsman Corp. 47,186 1,246,182 
Ingevity Corp. (a) 9,916 842,265 
Innospec, Inc. 6,615 585,097 
International Flavors & Fragrances, Inc. 60,839 9,164,787 
Intrepid Potash, Inc. (a) 2,219 67,236 
Koppers Holdings, Inc. (a) 4,957 152,229 
Kraton Performance Polymers, Inc. (a) 8,107 309,606 
Kronos Worldwide, Inc. 6,969 96,939 
Linde PLC 127,923 39,322,251 
Livent Corp. (a)(b) 40,724 794,525 
Loop Industries, Inc. (a)(b) 4,156 43,555 
LyondellBasell Industries NV Class A 63,421 6,299,608 
Minerals Technologies, Inc. 8,092 649,140 
NewMarket Corp. 1,784 563,583 
Olin Corp. 34,374 1,616,609 
Orion Engineered Carbons SA (a) 15,448 279,300 
PPG Industries, Inc. 57,984 9,481,544 
PQ Group Holdings, Inc. 14,597 227,129 
Quaker Chemical Corp. (b) 3,282 826,211 
Rayonier Advanced Materials, Inc. (a) 14,854 103,532 
RPM International, Inc. 31,515 2,728,884 
Sensient Technologies Corp. 10,456 911,554 
Sherwin-Williams Co. 59,017 17,175,718 
Stepan Co. 5,018 591,873 
The Chemours Co. LLC 39,927 1,327,573 
The Mosaic Co. 85,554 2,671,851 
The Scotts Miracle-Gro Co. Class A 9,997 1,769,069 
Tredegar Corp. 6,860 89,660 
Trinseo SA 8,969 487,555 
Tronox Holdings PLC 26,349 485,612 
Valvoline, Inc. 43,771 1,342,894 
W.R. Grace & Co. 16,457 1,145,407 
Westlake Chemical Corp. 8,921 739,729 
  191,830,708 
Construction Materials - 0.1%   
Eagle Materials, Inc. 10,338 1,460,966 
Forterra, Inc. (a) 5,150 121,489 
Martin Marietta Materials, Inc. 15,299 5,558,127 
Summit Materials, Inc. (a)(b) 28,280 950,208 
U.S. Concrete, Inc. (a) 3,894 283,522 
Vulcan Materials Co. 32,217 5,798,738 
  14,173,050 
Containers & Packaging - 0.4%   
Amcor PLC 381,714 4,412,614 
Aptargroup, Inc. 15,983 2,060,528 
Avery Dennison Corp. 20,324 4,281,860 
Ball Corp. 80,173 6,484,392 
Berry Global Group, Inc. (a) 32,414 2,083,896 
Crown Holdings, Inc. 33,343 3,326,298 
Graphic Packaging Holding Co. 67,407 1,292,192 
Greif, Inc. Class A 6,167 373,844 
International Paper Co. 96,064 5,548,657 
Myers Industries, Inc. 8,909 188,693 
O-I Glass, Inc. (a) 39,442 583,347 
Packaging Corp. of America 23,146 3,275,159 
Pactiv Evergreen, Inc. 11,892 172,077 
Ranpak Holdings Corp. (A Shares) (a) 8,331 213,440 
Sealed Air Corp. 37,436 2,124,493 
Silgan Holdings, Inc. 18,816 762,424 
Sonoco Products Co. 24,440 1,559,028 
WestRock Co. 65,036 3,200,422 
  41,943,364 
Metals & Mining - 0.5%   
Alcoa Corp. (a) 45,800 1,838,870 
Allegheny Technologies, Inc. (a)(b) 31,480 646,284 
Arconic Corp. (a) 23,838 856,738 
Carpenter Technology Corp. 12,512 477,333 
Century Aluminum Co. (a) 11,108 161,732 
Cleveland-Cliffs, Inc. (a)(b) 111,471 2,786,775 
Coeur d'Alene Mines Corp. (a)(b) 58,336 439,853 
Commercial Metals Co. 30,050 985,640 
Compass Minerals International, Inc. 8,419 577,207 
Coronado Global Resources, Inc. unit (a)(d) 199,998 145,301 
Freeport-McMoRan, Inc. 357,347 13,614,921 
Gatos Silver, Inc. 5,164 70,437 
Gold Resource Corp. 13,060 27,557 
Haynes International, Inc. 2,872 108,361 
Hecla Mining Co. 129,080 863,545 
Kaiser Aluminum Corp. 3,679 447,661 
Materion Corp. 4,774 340,673 
McEwen Mining, Inc. (a)(b) 55,461 66,553 
Newmont Corp. 195,405 12,275,342 
Nucor Corp. 73,299 7,624,562 
Reliance Steel & Aluminum Co. 15,328 2,408,795 
Royal Gold, Inc. 16,091 1,955,378 
Ryerson Holding Corp. 4,736 74,497 
Schnitzer Steel Industries, Inc. Class A 6,331 331,871 
Steel Dynamics, Inc. 49,006 3,158,437 
SunCoke Energy, Inc. 17,888 138,274 
TimkenSteel Corp. (a) 8,927 118,997 
United States Steel Corp. 64,638 1,711,614 
Warrior Metropolitan Coal, Inc. 11,427 213,342 
Worthington Industries, Inc. 8,606 550,526 
  55,017,076 
Paper & Forest Products - 0.0%   
Clearwater Paper Corp. (a) 3,921 115,630 
Domtar Corp. (a) 13,183 723,879 
Glatfelter Corp. (b) 10,212 155,529 
Louisiana-Pacific Corp. 25,776 1,429,021 
Mercer International, Inc. (SBI) 8,843 102,844 
Neenah, Inc. 3,842 193,137 
Resolute Forest Products (b) 19,654 234,669 
Schweitzer-Mauduit International, Inc. 7,424 291,986 
Verso Corp. 7,373 140,234 
  3,386,929 
TOTAL MATERIALS  306,351,127 
REAL ESTATE - 3.4%   
Equity Real Estate Investment Trusts (REITs) - 3.2%   
Acadia Realty Trust (SBI) 20,047 429,006 
Agree Realty Corp. 17,051 1,281,383 
Alexander & Baldwin, Inc. 16,769 335,715 
Alexanders, Inc. 466 129,939 
Alexandria Real Estate Equities, Inc. 31,166 6,274,962 
American Assets Trust, Inc. 11,379 420,226 
American Campus Communities, Inc. 34,230 1,722,111 
American Finance Trust, Inc. 25,645 217,213 
American Homes 4 Rent Class A 65,021 2,730,882 
American Tower Corp. 110,917 31,367,328 
Americold Realty Trust 62,373 2,423,191 
Apartment Income (REIT) Corp. 35,897 1,889,618 
Apartment Investment & Management Co. Class A 43,473 302,572 
Apple Hospitality (REIT), Inc. 52,798 789,330 
Armada Hoffler Properties, Inc. 13,096 170,248 
AvalonBay Communities, Inc. 34,081 7,764,674 
Bluerock Residential Growth (REIT), Inc. 5,687 72,623 
Boston Properties, Inc. 34,675 4,070,152 
Brandywine Realty Trust (SBI) 49,167 686,371 
Brixmor Property Group, Inc. 76,799 1,767,913 
Broadstone Net Lease, Inc. (b) 12,048 313,489 
Camden Property Trust (SBI) 23,659 3,534,418 
CareTrust (REIT), Inc. 22,160 534,499 
CatchMark Timber Trust, Inc. 10,705 125,141 
Centerspace 2,890 260,100 
Chatham Lodging Trust (a) 10,453 128,363 
City Office REIT, Inc. 9,520 122,522 
Columbia Property Trust, Inc. 27,806 463,526 
Community Healthcare Trust, Inc. 5,104 254,332 
CorEnergy Infrastructure Trust, Inc. 2,534 13,836 
CoreSite Realty Corp. 10,447 1,443,880 
Corporate Office Properties Trust (SBI) 28,324 833,859 
Cousins Properties, Inc. 37,622 1,494,346 
Crown Castle International Corp. 105,516 20,374,084 
CTO Realty Growth, Inc. 1,691 95,017 
CubeSmart 47,997 2,383,531 
CyrusOne, Inc. 29,662 2,114,011 
DiamondRock Hospitality Co. (a) 53,872 463,838 
Digital Realty Trust, Inc. 68,834 10,611,449 
Digitalbridge Group, Inc. (a) 116,517 810,958 
Diversified Healthcare Trust (SBI) 60,579 236,258 
Douglas Emmett, Inc. 40,733 1,360,482 
Duke Realty Corp. 91,337 4,647,227 
Easterly Government Properties, Inc. 20,254 459,766 
EastGroup Properties, Inc. 9,774 1,722,374 
Empire State Realty Trust, Inc. 36,661 419,035 
EPR Properties 18,288 919,886 
Equinix, Inc. 21,851 17,926,779 
Equity Commonwealth 31,952 840,018 
Equity Lifestyle Properties, Inc. 41,014 3,436,973 
Equity Residential (SBI) 83,796 7,049,757 
Essential Properties Realty Trust, Inc. 27,476 818,785 
Essex Property Trust, Inc. 15,907 5,219,087 
Extra Space Storage, Inc. 32,093 5,588,675 
Farmland Partners, Inc. 6,178 77,843 
Federal Realty Investment Trust (SBI) 17,209 2,022,574 
First Industrial Realty Trust, Inc. 31,607 1,731,431 
Four Corners Property Trust, Inc. 18,082 519,134 
Franklin Street Properties Corp. 22,117 115,451 
Gaming & Leisure Properties 52,963 2,507,268 
Getty Realty Corp. 8,929 282,067 
Gladstone Commercial Corp. 8,480 196,566 
Gladstone Land Corp. 5,257 122,593 
Global Medical REIT, Inc. 12,691 197,472 
Global Net Lease, Inc. 24,115 445,404 
Healthcare Realty Trust, Inc. 34,707 1,106,459 
Healthcare Trust of America, Inc. 53,526 1,530,308 
Healthpeak Properties, Inc. 132,256 4,889,504 
Hersha Hospitality Trust (a) 8,269 77,811 
Highwoods Properties, Inc. (SBI) 25,000 1,192,250 
Host Hotels & Resorts, Inc. (a) 172,177 2,742,780 
Hudson Pacific Properties, Inc. 37,729 1,028,493 
Independence Realty Trust, Inc. 25,398 489,673 
Industrial Logistics Properties Trust 14,524 393,600 
Invitation Homes, Inc. 138,751 5,644,391 
Iron Mountain, Inc. 69,998 3,063,112 
iStar Financial, Inc. (b) 19,479 471,976 
JBG SMITH Properties 31,173 1,017,175 
Kilroy Realty Corp. 25,586 1,772,342 
Kimco Realty Corp. 106,377 2,269,021 
Kite Realty Group Trust 19,420 391,507 
Lamar Advertising Co. Class A 21,424 2,283,798 
Lexington Corporate Properties Trust 69,926 919,527 
Life Storage, Inc. 18,447 2,164,940 
LTC Properties, Inc. 9,785 370,362 
Mack-Cali Realty Corp. 19,763 355,734 
Medical Properties Trust, Inc. 141,808 2,982,222 
Mid-America Apartment Communities, Inc. 27,854 5,378,607 
Monmouth Real Estate Investment Corp. Class A 23,385 445,250 
National Health Investors, Inc. 11,150 760,765 
National Retail Properties, Inc. 43,048 2,103,756 
National Storage Affiliates Trust 17,595 953,121 
NETSTREIT Corp. 6,873 178,354 
New Senior Investment Group, Inc. 17,958 165,573 
NexPoint Residential Trust, Inc. 5,999 353,641 
Office Properties Income Trust 11,863 343,790 
Omega Healthcare Investors, Inc. 55,847 2,026,129 
One Liberty Properties, Inc. 3,805 116,395 
Outfront Media, Inc. (a) 34,773 830,727 
Paramount Group, Inc. 43,757 427,068 
Park Hotels & Resorts, Inc. (a) 57,941 1,071,909 
Pebblebrook Hotel Trust 31,718 713,338 
Physicians Realty Trust 53,037 1,005,051 
Piedmont Office Realty Trust, Inc. Class A 29,115 553,767 
Plymouth Industrial REIT, Inc. 6,437 148,566 
Potlatch Corp. 16,747 869,839 
Preferred Apartment Communities, Inc. Class A 11,663 122,928 
Prologis (REIT), Inc. 181,026 23,178,569 
PS Business Parks, Inc. 4,703 722,710 
Public Storage 37,038 11,573,634 
QTS Realty Trust, Inc. Class A 16,119 1,252,607 
Rayonier, Inc. 33,746 1,272,562 
Realty Income Corp. 91,939 6,462,392 
Regency Centers Corp. 39,188 2,563,287 
Retail Opportunity Investments Corp. 26,917 475,623 
Retail Properties America, Inc. 51,957 655,178 
Retail Value, Inc. 3,848 94,045 
Rexford Industrial Realty, Inc. 32,568 2,003,583 
RLJ Lodging Trust 42,782 613,922 
RPT Realty 18,827 239,856 
Ryman Hospitality Properties, Inc. (a) 13,560 1,040,052 
Sabra Health Care REIT, Inc. 52,695 979,600 
Safehold, Inc. 3,776 341,048 
Saul Centers, Inc. 3,025 137,940 
SBA Communications Corp. Class A 26,608 9,073,062 
Seritage Growth Properties (a) 8,307 131,832 
Service Properties Trust 41,677 463,865 
Simon Property Group, Inc. 80,576 10,194,476 
SITE Centers Corp. 43,357 687,642 
SL Green Realty Corp. 16,504 1,228,888 
Spirit Realty Capital, Inc. 29,832 1,498,163 
Stag Industrial, Inc. 39,067 1,614,248 
Store Capital Corp. 60,321 2,183,017 
Summit Hotel Properties, Inc. (a) 28,466 256,479 
Sun Communities, Inc. 27,379 5,369,296 
Sunstone Hotel Investors, Inc. (a) 54,506 628,999 
Tanger Factory Outlet Centers, Inc. 23,019 395,236 
Terreno Realty Corp. 16,273 1,112,422 
The GEO Group, Inc. (b) 30,588 211,669 
The Macerich Co. 27,448 447,402 
UDR, Inc. 72,122 3,965,989 
UMH Properties, Inc. 10,699 249,073 
Uniti Group, Inc. 58,938 690,164 
Universal Health Realty Income Trust (SBI) 2,962 176,980 
Urban Edge Properties 25,424 483,056 
Urstadt Biddle Properties, Inc. Class A 6,692 127,616 
Ventas, Inc. 91,547 5,472,680 
VEREIT, Inc. 55,847 2,734,828 
VICI Properties, Inc. (b) 132,668 4,137,915 
Vornado Realty Trust 38,057 1,655,480 
Washington REIT (SBI) 21,624 525,247 
Weingarten Realty Investors (SBI) 30,800 991,452 
Welltower, Inc. 102,375 8,892,293 
Weyerhaeuser Co. 182,935 6,170,398 
Whitestone REIT Class B 11,307 100,067 
WP Carey, Inc. 42,850 3,457,567 
Xenia Hotels & Resorts, Inc. (a) 28,681 507,080 
  355,250,309 
Real Estate Management & Development - 0.2%   
CBRE Group, Inc. (a) 82,247 7,933,546 
Cushman & Wakefield PLC (a) 27,188 507,600 
eXp World Holdings, Inc. (b) 13,621 489,266 
Forestar Group, Inc. (a) 3,560 72,873 
Howard Hughes Corp. (a) 10,654 987,732 
Jones Lang LaSalle, Inc. (a) 12,471 2,775,670 
Kennedy-Wilson Holdings, Inc. 30,588 617,572 
Marcus & Millichap, Inc. (a) 6,561 261,062 
Newmark Group, Inc. 39,500 508,760 
RE/MAX Holdings, Inc. 4,003 137,303 
Realogy Holdings Corp. (a) 28,071 497,418 
Redfin Corp. (a) 24,914 1,459,213 
Tejon Ranch Co. (a) 3,548 64,680 
The RMR Group, Inc. 3,342 131,140 
The St. Joe Co. 8,594 389,050 
  16,832,885 
TOTAL REAL ESTATE  372,083,194 
UTILITIES - 2.4%   
Electric Utilities - 1.4%   
Allete, Inc. 12,679 891,587 
Alliant Energy Corp. 60,442 3,537,670 
American Electric Power Co., Inc. 121,055 10,667,367 
Avangrid, Inc. (b) 14,025 731,264 
Duke Energy Corp. 187,670 19,725,994 
Edison International 93,185 5,078,583 
Entergy Corp. 49,299 5,073,853 
Evergy, Inc. 55,243 3,602,948 
Eversource Energy 83,803 7,229,685 
Exelon Corp. 238,870 11,179,116 
FirstEnergy Corp. 131,670 5,045,594 
Hawaiian Electric Industries, Inc. 27,571 1,194,927 
IDACORP, Inc. 12,014 1,266,876 
MGE Energy, Inc. 8,639 674,879 
NextEra Energy, Inc. 479,402 37,345,416 
NRG Energy, Inc. 59,801 2,466,193 
OGE Energy Corp. 48,681 1,642,984 
Otter Tail Corp. 9,784 496,929 
PG&E Corp. (a) 361,208 3,175,018 
Pinnacle West Capital Corp. 27,264 2,277,907 
PNM Resources, Inc. 22,937 1,108,545 
Portland General Electric Co. 21,330 1,043,037 
PPL Corp. 187,286 5,313,304 
Southern Co. 257,322 16,435,156 
Spark Energy, Inc. Class A, 2,744 30,541 
Xcel Energy, Inc. 131,461 8,972,213 
  156,207,586 
Gas Utilities - 0.1%   
Atmos Energy Corp. 30,913 3,047,713 
Chesapeake Utilities Corp. 4,393 547,324 
National Fuel Gas Co. 21,806 1,121,483 
New Jersey Resources Corp. 22,406 863,079 
Northwest Natural Holding Co. 7,576 396,149 
ONE Gas, Inc. 12,884 950,582 
South Jersey Industries, Inc. (b) 24,851 625,500 
Southwest Gas Corp. 13,892 971,468 
Spire, Inc. (b) 12,223 867,222 
UGI Corp. 50,172 2,307,410 
  11,697,930 
Independent Power and Renewable Electricity Producers - 0.1%   
Clearway Energy, Inc.:   
Class A 8,156 219,804 
Class C 18,057 517,875 
Ormat Technologies, Inc. 11,107 774,602 
Sunnova Energy International, Inc. (a) 15,269 581,749 
The AES Corp. 162,533 3,852,032 
Vistra Corp. 117,518 2,250,470 
  8,196,532 
Multi-Utilities - 0.7%   
Ameren Corp. 61,738 5,181,053 
Avista Corp. 16,722 716,203 
Black Hills Corp. 15,565 1,052,972 
CenterPoint Energy, Inc. 135,872 3,459,301 
CMS Energy Corp. 71,281 4,404,453 
Consolidated Edison, Inc. 83,261 6,142,164 
Dominion Energy, Inc. 197,427 14,781,359 
DTE Energy Co. 47,179 5,535,040 
MDU Resources Group, Inc. 48,667 1,543,717 
NiSource, Inc. 96,204 2,382,973 
NorthWestern Energy Corp. (b) 13,364 828,434 
Public Service Enterprise Group, Inc. 123,506 7,685,778 
Sempra Energy 77,361 10,107,215 
Unitil Corp. 3,927 207,817 
WEC Energy Group, Inc. 76,958 7,244,826 
  71,273,305 
Water Utilities - 0.1%   
American States Water Co. 10,048 887,439 
American Water Works Co., Inc. 44,482 7,566,833 
Cadiz, Inc. (a)(b) 6,446 87,343 
California Water Service Group 11,828 741,379 
Essential Utilities, Inc. 55,933 2,747,429 
Middlesex Water Co. 4,450 452,743 
SJW Corp. 6,749 465,209 
York Water Co. 2,714 130,978 
  13,079,353 
TOTAL UTILITIES  260,454,706 
TOTAL COMMON STOCKS   
(Cost $7,921,388,347)  10,936,862,441 
Money Market Funds - 1.7%   
Fidelity Cash Central Fund 0.06% (e) 21,057,655 21,061,867 
Fidelity Securities Lending Cash Central Fund 0.06% (e)(f) 160,890,954 160,907,043 
TOTAL MONEY MARKET FUNDS   
(Cost $181,968,910)  181,968,910 
TOTAL INVESTMENT IN SECURITIES - 101.2%   
(Cost $8,103,357,257)  11,118,831,351 
NET OTHER ASSETS (LIABILITIES) - (1.2)%(g)  (129,128,648) 
NET ASSETS - 100%  $10,989,702,703 

Futures Contracts      
 Number of contracts Expiration Date Notional Amount Value Unrealized Appreciation/(Depreciation) 
Purchased      
Equity Index Contracts      
CME E-mini Russell 2000 Index Contracts (United States) 39 Sept. 2021 $4,332,120 $66,192 $66,192 
CME E-mini S&P 500 Index Contracts (United States) 205 Sept. 2021 44,992,375 979,346 979,346 
CME E-mini S&P MidCap 400 Index Contracts (United States) Sept. 2021 2,158,960 53,870 53,870 
TOTAL FUTURES CONTRACTS     $1,099,408 

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

Legend

 (a) Non-income producing

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

 (c) Level 3 security

 (d) 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 $2,033,900 or 0.0% of net assets.

 (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.

 (g) Includes $2,259,400 of cash collateral to cover margin requirements for futures contracts.

Affiliated Central Funds

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

Fund Income earned 
Fidelity Cash Central Fund $21,754 
Fidelity Securities Lending Cash Central Fund 348,022 
Total $369,776 

Amounts in the income column in the above table include any capital gain distributions from underlying funds. Amount for Fidelity Securities Lending Cash Central Fund represents the income earned on investing cash collateral, less rebates paid to borrowers and any lending agent fees associated with the loan, plus any premium payments received for lending certain types of securities.

Fiscal year to date information regarding the Fund's investments in Fidelity Central Funds, including the ownership percentage, is presented below.

Fund Value, beginning of period Purchases Sales Proceeds Realized Gain/Loss Change in Unrealized appreciation (depreciation) Value, end of period % ownership, end of period 
Fidelity Cash Central Fund 0.06% $28,643,735 $1,661,832,942 $1,669,413,994 $(816) $-- $21,061,867 0.0% 
Fidelity Securities Lending Cash Central Fund 0.06% 94,535,966 660,912,813 594,541,736 -- -- 160,907,043 0.5% 
Total $123,179,701 $2,322,745,755 $2,263,955,730 $(816) $-- $181,968,910  

Investment Valuation

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

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

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

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

Derivative Instruments

Risk Exposures and the Use of Derivative Instruments: The Fund's investment objectives allow the Fund to enter into various types of derivative contracts. Derivatives are investments whose value is primarily derived from underlying assets, indices or reference rates and may be transacted on an exchange or over-the-counter (OTC). Derivatives may involve a future commitment to buy or sell a specified asset based on specified terms, to exchange future cash flows at periodic intervals based on a notional principal amount, or for one party to make one or more payments upon the occurrence of specified events in exchange for periodic payments from the other party.

The Fund used derivatives to increase returns, to gain exposure to certain types of assets and/or to manage exposure to certain risks as defined below. The success of any strategy involving derivatives depends on analysis of numerous economic factors, and if the strategies for investment do not work as intended, the Fund may not achieve its objectives.

The Fund's use of derivatives increased or decreased its exposure to the following risk(s):

Equity Risk - Equity risk relates to the fluctuations in the value of financial instruments as a result of changes in market prices (other than those arising from interest rate risk or foreign exchange risk), whether caused by factors specific to an individual investment, its issuer, or all factors affecting all instruments traded in a market or market segment.

Investing in derivatives may involve greater risks than investing in the underlying assets directly and, to varying degrees, may involve risk of loss in excess of any initial investment and collateral received. In addition, there may be the risk that the change in value of the derivative contract does not correspond to the change in value of the underlying instrument.

Futures Contracts: A futures contract is an agreement between two parties to buy or sell a specified underlying instrument for a specified price at a specified future date. The Fund used futures contracts to manage its exposure to the stock market. Open futures contracts at period end are presented in the Schedule of Investments under the caption "Futures Contracts." The underlying face amount at value reflects each contract’s exposure to the underlying instrument or index at period end. Any securities and/or cash deposited to meet initial margin requirements are identified in the Schedule of Investments.

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





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

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