Table of Contents
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM N-CSR
CERTIFIED SHAREHOLDER REPORT OF REGISTERED
MANAGEMENT INVESTMENT COMPANIES
Investment Company Act file number: 811-22311
Schwab Strategic Trust
(Exact name of registrant as specified in charter)
211 Main Street, San Francisco, California 94105
(Address of principal executive offices) (Zip code)
Marie Chandoha
Schwab Strategic Trust
211 Main Street, San Francisco, California 94105
(Name and address of agent for service)
Registrant’s telephone number, including area code: (415) 636-7000
Date of fiscal year end: August 31
Date of reporting period: August 31, 2018
Item 1: Report(s) to Shareholders.
Table of Contents
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Schwab International Equity ETF™ | SCHF |
Schwab International Small-Cap Equity ETF™ | SCHC |
Schwab Emerging Markets Equity ETF™ | SCHE |
Total Returns for the 12 Months Ended August 31, 2018 | |
Schwab International Equity ETF (Ticker Symbol: SCHF) | |
Market Price Return1 | 4.21% |
NAV Return1 | 4.70% |
FTSE Developed ex US Index (Net)* | 4.70% |
ETF Category: Morningstar Foreign Large Blend2 | 3.10% |
Performance Details | pages 7-9 |
Schwab International Small-Cap Equity ETF (Ticker Symbol: SCHC) | |
Market Price Return1 | 5.26% |
NAV Return1 | 5.93% |
FTSE Developed Small Cap ex US Liquid Index (Net)* | 5.63% |
ETF Category: Morningstar Foreign Small/Mid Blend2 | 4.14% |
Performance Details | pages 10-12 |
Schwab Emerging Markets Equity ETF (Ticker Symbol: SCHE) | |
Market Price Return1 | -1.94% |
NAV Return1 | -1.79% |
FTSE Emerging Index (Net)* | -1.66% |
ETF Category: Morningstar Diversified Emerging Markets2 | -2.79% |
Performance Details | pages 13-15 |
* | The total return cited for the index is calculated net of foreign withholding taxes; the underlying tax rate information is available from FTSE. |
1 | ETF performance must be shown based on both a market price and NAV basis. The fund’s per share NAV is the value of one share of the fund. NAV is calculated by taking the fund’s total assets (including the market value of securities owned), subtracting liabilities, and dividing by the number of shares outstanding. The NAV Return is based on the NAV of the fund, and the Market Price Return is based on the market price per share of the fund. The price used to calculate market return (Market Price) is determined using the Official Closing Price on the primary stock exchange (generally, 4:00 p.m. Eastern time) and may not represent the returns you would receive if shares were traded at other times. Market Price and NAV returns assume that dividends and capital gain distributions have been reinvested in the fund at Market Price and NAV, respectively. |
2 | Source for category information: Morningstar, Inc. The Morningstar Category return represents all passively- and actively-managed ETFs within the category as of the report date. |
![](https://capedge.com/proxy/N-CSR/0001193125-18-313653/g79190img594deb222.jpg)
CEO of Charles Schwab
Investment Management, Inc.
and the funds covered
in this report.
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1 | Gilliam, Jake, et al. Inflation Protection: The Benefits of a Diversified Asset-Class Approach. Charles Schwab Investment Management, 2018. |
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* | The net version of the index reflects reinvested dividends net of withholding taxes, but reflects no deductions for expenses or other taxes. |
![]() | Christopher Bliss, CFA, Vice President and Head of the Passive Equity Team, leads the portfolio management team for Schwab’s passive equity mutual funds and ETFs. He also has overall responsibility for all aspects of the management of the funds. Prior to joining CSIM in 2016, Mr. Bliss spent 12 years at BlackRock (formerly Barclays Global Investors) managing and leading institutional index teams, most recently as a Managing Director and Head of Americas Institutional Index team. Prior to BlackRock, he worked as an equity analyst and portfolio manager for Harris Bretall and before that, as a research analyst for JP Morgan. |
![]() | Chuck Craig, CFA, Senior Portfolio Manager, is responsible for the day-to-day co-management of the funds. Prior to joining CSIM in 2012, Mr. Craig worked at Guggenheim Funds (formerly Claymore Group), where he spent more than five years as a managing director of portfolio management and supervision, and three years as vice president of product research and development. Prior to that, he worked as an equity research analyst at First Trust Portfolios (formerly Niké Securities), and a trader and analyst at PMA Securities, Inc. |
![]() | Jane Qin, Portfolio Manager, is responsible for the day-to-day co-management of the funds. Prior to joining CSIM in 2012, Ms. Qin spent more than four years at The Bank of New York Mellon Corporation. During that time, Ms. Qin spent more than two years as an associate equity portfolio manager and nearly two years as a performance analyst. She also worked at Wells Fargo Funds Management as a mutual fund analyst and at CIGNA Reinsurance in Risk Management group as a risk analyst. |
![]() | David Rios, Portfolio Manager, is responsible for the day-to-day co-management of the funds. He joined CSIM in 2008 and became a Portfolio Manager in 2014. Prior to this role, Mr. Rios served as an Associate Portfolio Manager on the Schwab Equity Index Strategies team for four years. His first role with CSIM was as a trade operation specialist. He also previously worked as a senior fund accountant at Investors Bank & Trust (subsequently acquired by State Street Corporation). |
1 | The total return cited for the index is calculated net of foreign withholding taxes; the underlying tax rate information is available from FTSE. |
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Fund and Inception Date | 1 Year | 5 Years | Since Inception* |
Fund: Schwab International Equity ETF (11/3/09) | |||
Market Price Return2 | 4.21% | 5.81% | 5.81% |
NAV Return2 | 4.70% | 5.82% | 5.82% |
FTSE Developed ex US Index (Net)3 | 4.70% | 5.77% | 5.84% |
ETF Category: Morningstar Foreign Large Blend4 | 3.10% | 5.34% | N/A |
Fund Expense Ratio5: 0.06% |
* | Inception (11/3/09) represents the date that the shares began trading in the secondary market. |
1 | Performance does not reflect the deduction of taxes that a shareholder would pay on fund distributions or on the redemption or sale of fund shares. |
2 | ETF performance must be shown based on both a market price and NAV basis. The fund’s per share NAV is the value of one share of the fund. NAV is calculated by taking the fund’s total assets (including the market value of securities owned), subtracting liabilities, and dividing by the number of shares outstanding. The NAV Return is based on the NAV of the fund, and the Market Price Return is based on the market price per share of the fund. The price used to calculate market return (Market Price) is determined using the Official Closing Price on the primary stock exchange (generally, 4:00 p.m. Eastern time) and may not represent the returns you would receive if shares were traded at other times. NAV is used as a proxy for purposes of calculating Market Price Return on inception date. Market Price and NAV returns assume that dividends and capital gain distributions have been reinvested in the fund at Market Price and NAV, respectively. |
3 | The total return cited for the index is calculated net of foreign withholding taxes; the underlying tax rate information is available from FTSE. |
4 | Source for category information: Morningstar, Inc. The Morningstar Category return represents all passively- and actively-managed ETFs within the category as of the report date. |
5 | As stated in the prospectus. |
Number of Holdings | 1,404 |
Weighted Average Market Cap (millions) | $58,621 |
Price/Earnings Ratio (P/E) | 13.8 |
Price/Book Ratio (P/B) | 1.6 |
Portfolio Turnover Rate | 5% 2 |
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1 | Excludes derivatives. |
2 | Portfolio turnover rate excludes securities received or delivered from processing of in-kind creations or redemptions. |
3 | This list is not a recommendation of any security by the investment adviser. |
4 | The percentage may differ from the Portfolio Holdings because the above calculation is based on a percentage of total investments, excluding derivatives, whereas the calculation in the Portfolio Holdings is based on a percentage of net assets. |
1 | The total return cited for the index is calculated net of foreign withholding taxes; the underlying tax rate information is available from FTSE. |
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Fund and Inception Date | 1 Year | 5 Years | Since Inception* |
Fund: Schwab International Small-Cap Equity ETF (1/14/10) | |||
Market Price Return2 | 5.26% | 7.12% | 6.87% |
NAV Return2 | 5.93% | 7.28% | 6.90% |
FTSE Developed Small Cap ex US Liquid Index (Net)3 | 5.63% | 7.29% | 6.96% |
ETF Category: Morningstar Foreign Small/Mid Blend4 | 4.14% | 7.63% | N/A |
Fund Expense Ratio5: 0.12% |
* | Inception (1/14/10) represents the date that the shares began trading in the secondary market. |
1 | Performance does not reflect the deduction of taxes that a shareholder would pay on fund distributions or on the redemption or sale of fund shares. |
2 | ETF performance must be shown based on both a market price and NAV basis. The fund’s per share NAV is the value of one share of the fund. NAV is calculated by taking the fund’s total assets (including the market value of securities owned), subtracting liabilities, and dividing by the number of shares outstanding. The NAV Return is based on the NAV of the fund, and the Market Price Return is based on the market price per share of the fund. The price used to calculate market return (Market Price) is determined using the Official Closing Price on the primary stock exchange (generally, 4:00 p.m. Eastern time) and may not represent the returns you would receive if shares were traded at other times. NAV is used as a proxy for purposes of calculating Market Price Return on inception date. Market Price and NAV returns assume that dividends and capital gain distributions have been reinvested in the fund at Market Price and NAV, respectively. |
3 | The total return cited for the index is calculated net of foreign withholding taxes; the underlying tax rate information is available from FTSE. |
4 | Source for category information: Morningstar, Inc. The Morningstar Category return represents all passively- and actively-managed ETFs within the category as of the report date. |
5 | As stated in the prospectus. |
Number of Holdings | 2,113 |
Weighted Average Market Cap (millions) | $2,506 |
Price/Earnings Ratio (P/E) | 15.6 |
Price/Book Ratio (P/B) | 1.6 |
Portfolio Turnover Rate | 16% 2 |
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1 | Excludes derivatives. |
2 | Portfolio turnover rate excludes securities received or delivered from processing of in-kind creations or redemptions. |
3 | This list is not a recommendation of any security by the investment adviser. |
4 | The percentage may differ from the Portfolio Holdings because the above calculation is based on a percentage of total investments, excluding derivatives, whereas the calculation in the Portfolio Holdings is based on a percentage of net assets. |
1 | The total return cited for the index is calculated net of foreign withholding taxes; the underlying tax rate information is available from FTSE. |
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Fund and Inception Date | 1 Year | 5 Years | Since Inception* |
Fund: Schwab Emerging Markets Equity ETF (1/14/10) | |||
Market Price Return2 | -1.94% | 5.28% | 2.54% |
NAV Return2 | -1.79% | 5.05% | 2.55% |
FTSE Emerging Index (Net)3 | -1.66% | 5.17% | 2.80% |
ETF Category: Morningstar Diversified Emerging Markets4 | -2.79% | 4.06% | N/A |
Fund Expense Ratio5: 0.13% |
* | Inception (1/14/10) represents the date that the shares began trading in the secondary market. |
1 | Performance does not reflect the deduction of taxes that a shareholder would pay on fund distributions or on the redemption or sale of fund shares. |
2 | ETF performance must be shown based on both a market price and NAV basis. The fund’s per share NAV is the value of one share of the fund. NAV is calculated by taking the fund’s total assets (including the market value of securities owned), subtracting liabilities, and dividing by the number of shares outstanding. The NAV Return is based on the NAV of the fund, and the Market Price Return is based on the market price per share of the fund. The price used to calculate market return (Market Price) is determined using the Official Closing Price on the primary stock exchange (generally, 4:00 p.m. Eastern time) and may not represent the returns you would receive if shares were traded at other times. NAV is used as a proxy for purposes of calculating Market Price Return on inception date. Market Price and NAV returns assume that dividends and capital gain distributions have been reinvested in the fund at Market Price and NAV, respectively. |
3 | The total return cited for the index is calculated net of foreign withholding taxes; the underlying tax rate information is available from FTSE. |
4 | Source for category information: Morningstar, Inc. The Morningstar Category return represents all passively- and actively-managed ETFs within the category as of the report date. |
5 | As stated in the prospectus. |
Number of Holdings | 949 |
Weighted Average Market Cap (millions) | $86,295 |
Price/Earnings Ratio (P/E) | 13.6 |
Price/Book Ratio (P/B) | 1.8 |
Portfolio Turnover Rate | 18% 2 |
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1 | Excludes derivatives. |
2 | Portfolio turnover rate excludes securities received or delivered from processing of in-kind creations or redemptions. |
3 | This list is not a recommendation of any security by the investment adviser. |
4 | The percentage may differ from the Portfolio Holdings because the above calculation is based on a percentage of total investments, excluding derivatives, whereas the calculation in the Portfolio Holdings is based on a percentage of net assets. |
Expense Ratio (Annualized)1 | Beginning Account Value at 3/1/18 | Ending Account Value (Net of Expenses) at 8/31/18 | Expenses Paid During Period 3/1/18-8/31/182 | |
Schwab International Equity ETF | ||||
Actual Return | 0.06% | $1,000.00 | $ 978.50 | $0.30 |
Hypothetical 5% Return | 0.06% | $1,000.00 | $1,024.90 | $0.31 |
Schwab International Small-Cap Equity ETF | ||||
Actual Return | 0.12% | $1,000.00 | $ 977.10 | $0.60 |
Hypothetical 5% Return | 0.12% | $1,000.00 | $1,024.60 | $0.61 |
Schwab Emerging Markets Equity ETF | ||||
Actual Return | 0.13% | $1,000.00 | $ 890.00 | $0.62 |
Hypothetical 5% Return | 0.13% | $1,000.00 | $1,024.54 | $0.66 |
1 | Based on the most recent six-month expense ratio; may differ from the expense ratio provided in the Financial Highlights which covers a 12-month period. |
2 | Expenses for each fund are equal to its annualized expense ratio, multiplied by the average account value over the period, multiplied by 184 days of the period, and divided by 365 days of the fiscal year. |
9/1/17– 8/31/18 | 9/1/16– 8/31/17 | 9/1/15– 8/31/16 | 9/1/14– 8/31/15 | 9/1/13– 8/31/14 | ||
Per-Share Data | ||||||
Net asset value at beginning of period | $32.51 | $28.32 | $28.55 | $32.37 | $28.32 | |
Income (loss) from investment operations: | ||||||
Net investment income (loss) | 0.98 1 | 0.88 1 | 0.84 1 | 0.87 1 | 0.88 | |
Net realized and unrealized gains (losses) | 0.56 | 4.02 | (0.45) | (3.85) | 3.87 | |
Total from investment operations | 1.54 | 4.90 | 0.39 | (2.98) | 4.75 | |
Less distributions: | ||||||
Distributions from net investment income | (0.80) | (0.71) | (0.62) | (0.84) | (0.70) | |
Net asset value at end of period | $33.25 | $32.51 | $28.32 | $28.55 | $32.37 | |
Total return | 4.70% | 17.76% | 1.47% | (9.27%) | 16.90% | |
Ratios/Supplemental Data | ||||||
Ratios to average net assets: | ||||||
Total expenses | 0.06% | 0.06% 2 | 0.08% | 0.08% | 0.09% 3 | |
Net investment income (loss) | 2.91% | 2.95% | 3.06% | 2.86% | 3.44% | |
Portfolio turnover rate4 | 5% | 5% | 5% | 4% | 7% | |
Net assets, end of period (x 1,000) | $16,294,052 | $11,413,011 | $6,168,595 | $4,042,603 | $2,654,016 | |
Security | Number of Shares | % of Net Assets | Value ($) | |
Common Stock 98.9% of net assets | ||||
Australia 6.1% | ||||
Australia & New Zealand Banking Group Ltd. | 2,833,408 | 0.4 | 60,449,075 | |
BHP Billiton Ltd. | 3,015,531 | 0.5 | 72,425,450 | |
Commonwealth Bank of Australia | 1,653,469 | 0.5 | 85,188,015 | |
CSL Ltd. | 426,552 | 0.4 | 70,121,154 | |
National Australia Bank Ltd. | 2,534,620 | 0.3 | 52,003,279 | |
Westpac Banking Corp. | 3,272,015 | 0.4 | 67,534,826 | |
Other Securities | 3.6 | 590,127,163 | ||
6.1 | 997,848,962 | |||
Austria 0.2% | ||||
Other Securities | 0.2 | 33,087,078 | ||
Belgium 0.9% | ||||
Anheuser-Busch InBev S.A. | 712,439 | 0.4 | 66,852,600 | |
Other Securities | 0.5 | 84,516,139 | ||
0.9 | 151,368,739 | |||
Canada 7.5% | ||||
Canadian National Railway Co. | 695,170 | 0.4 | 61,874,635 | |
Enbridge, Inc. | 1,613,554 | 0.3 | 55,078,253 | |
Royal Bank of Canada | 1,359,662 | 0.7 | 108,088,932 | |
Suncor Energy, Inc. | 1,548,490 | 0.4 | 63,794,534 | |
The Bank of Nova Scotia | 1,146,838 | 0.4 | 66,429,445 | |
The Toronto-Dominion Bank | 1,755,411 | 0.7 | 105,880,651 | |
Other Securities | 4.6 | 760,894,438 | ||
7.5 | 1,222,040,888 | |||
Denmark 1.4% | ||||
Novo Nordisk A/S, B Shares | 1,611,601 | 0.4 | 79,164,026 | |
Other Securities | 1.0 | 154,426,849 | ||
1.4 | 233,590,875 | |||
Finland 1.0% | ||||
Other Securities | 1.0 | 159,439,706 | ||
France 9.0% | ||||
Airbus SE | 520,716 | 0.4 | 64,377,926 | |
BNP Paribas S.A. | 1,011,275 | 0.4 | 59,513,342 | |
L'Oreal S.A. | 226,344 | 0.3 | 54,434,684 | |
LVMH Moet Hennessy Louis Vuitton SE | 233,222 | 0.5 | 81,908,117 |
Security | Number of Shares | % of Net Assets | Value ($) | |
Sanofi | 1,020,774 | 0.5 | 87,519,414 | |
Total S.A. | 2,374,884 | 0.9 | 148,852,325 | |
Other Securities | 6.0 | 975,370,313 | ||
9.0 | 1,471,976,121 | |||
Germany 7.7% | ||||
Allianz SE | 413,591 | 0.5 | 88,369,950 | |
BASF SE | 860,584 | 0.5 | 79,792,733 | |
Bayer AG | 881,643 | 0.5 | 82,453,104 | |
Daimler AG | 836,520 | 0.3 | 54,212,292 | |
SAP SE | 919,466 | 0.7 | 110,852,504 | |
Siemens AG | 720,630 | 0.6 | 93,889,937 | |
Other Securities | 4.6 | 750,046,726 | ||
7.7 | 1,259,617,246 | |||
Hong Kong 3.3% | ||||
AIA Group Ltd. | 11,393,249 | 0.6 | 98,271,472 | |
Other Securities | 2.7 | 434,879,481 | ||
3.3 | 533,150,953 | |||
Ireland 0.2% | ||||
Other Securities | 0.2 | 37,351,719 | ||
Israel 0.5% | ||||
Other Securities | 0.5 | 81,856,624 | ||
Italy 2.1% | ||||
Other Securities | 2.1 | 334,983,700 | ||
Japan 22.5% | ||||
Mitsubishi UFJ Financial Group, Inc. | 12,050,829 | 0.5 | 72,901,620 | |
SoftBank Group Corp. | 802,280 | 0.5 | 74,523,010 | |
Sony Corp. | 1,197,344 | 0.4 | 68,546,149 | |
Toyota Motor Corp. | 2,427,304 | 0.9 | 151,699,659 | |
Other Securities | 20.2 | 3,298,392,600 | ||
22.5 | 3,666,063,038 | |||
Netherlands 3.1% | ||||
ASML Holding N.V. | 382,723 | 0.5 | 78,212,152 | |
Unilever N.V. CVA | 1,426,381 | 0.5 | 82,224,573 | |
Other Securities | 2.1 | 349,031,242 | ||
3.1 | 509,467,967 | |||
Security | Number of Shares | % of Net Assets | Value ($) | |
New Zealand 0.2% | ||||
Other Securities | 0.2 | 33,614,054 | ||
Norway 0.6% | ||||
Other Securities | 0.6 | 98,511,377 | ||
Portugal 0.2% | ||||
Other Securities | 0.2 | 23,179,968 | ||
Republic of Korea 4.1% | ||||
Samsung Electronics Co., Ltd. GDR | 179,937 | 1.2 | 192,172,716 | |
Other Securities | 2.9 | 475,512,131 | ||
4.1 | 667,684,847 | |||
Singapore 1.1% | ||||
Other Securities | 1.1 | 171,631,555 | ||
Spain 2.6% | ||||
Banco Santander S.A. | 14,927,286 | 0.5 | 74,473,519 | |
Other Securities | 2.1 | 338,739,373 | ||
2.6 | 413,212,892 | |||
Sweden 2.3% | ||||
Other Securities | 2.3 | 376,635,028 | ||
Switzerland 7.1% | ||||
Nestle S.A. | 2,916,616 | 1.5 | 245,428,818 | |
Novartis AG | 2,060,595 | 1.1 | 171,265,253 | |
Roche Holding AG | 657,730 | 1.0 | 163,769,397 | |
Other Securities | 3.5 | 573,007,068 | ||
7.1 | 1,153,470,536 | |||
United Kingdom 15.2% | ||||
AstraZeneca plc | 1,196,776 | 0.6 | 90,141,750 | |
BP plc | 18,471,857 | 0.8 | 131,400,095 | |
British American Tobacco plc | 2,161,160 | 0.6 | 104,535,696 | |
Diageo plc | 2,287,099 | 0.5 | 80,098,212 | |
GlaxoSmithKline plc | 4,603,383 | 0.6 | 93,362,554 | |
HSBC Holdings plc | 18,980,193 | 1.0 | 165,014,266 | |
Prudential plc | 2,484,636 | 0.4 | 56,030,168 | |
Rio Tinto plc | 1,089,978 | 0.3 | 51,836,995 | |
Royal Dutch Shell plc, A Shares | 4,396,607 | 0.9 | 142,947,915 | |
Royal Dutch Shell plc, B Shares | 3,539,977 | 0.7 | 116,890,526 | |
Unilever plc | 1,099,284 | 0.4 | 62,752,627 | |
Vodafone Group plc | 25,173,484 | 0.3 | 53,823,124 | |
Other Securities | 8.1 | 1,330,581,481 | ||
15.2 | 2,479,415,409 | |||
Total Common Stock | ||||
(Cost $14,743,021,244) | 16,109,199,282 |
Security | Number of Shares | % of Net Assets | Value ($) | |
Preferred Stock 0.7% of net assets | ||||
Germany 0.5% | ||||
Other Securities | 0.5 | 74,139,180 | ||
Republic of Korea 0.2% | ||||
Other Securities | 0.2 | 34,079,225 | ||
Spain 0.0% | ||||
Other Securities | 0.0 | 4,196,236 | ||
Total Preferred Stock | ||||
(Cost $102,487,192) | 112,414,641 | |||
Other Investment Companies 0.4% of net assets | ||||
United States 0.4% | ||||
Money Market Fund 0.2% | ||||
Other Securities | 0.2 | 30,942,489 | ||
Securities Lending Collateral 0.2% | ||||
Other Securities | 0.2 | 39,218,661 | ||
Total Other Investment Companies | ||||
(Cost $70,161,150) | 70,161,150 |
Number of Contracts | Notional Amount ($) | Current Value/ Unrealized Appreciation ($) | ||
Futures Contracts | ||||
Long | ||||
MSCI EAFE Index, e-mini, expires 09/21/18 | 541 | 52,985,540 | 257,960 |
* | Non-income producing security. |
(a) | All or a portion of this security is on loan. Securities on loan were valued at $36,953,613. |
(b) | Fair-valued by management using significant unobservable inputs in accordance with procedures approved by the fund’s Board of Trustees. |
(c) | The rate shown is the 7-day yield. |
ADR — | American Depositary Receipt |
CVA — | Dutch Certificate |
GDR — | Global Depositary Receipt |
REIT — | Real Estate Investment Trust |
RSP — | Risparmio (Convertible Savings Shares) |
Description | Quoted Prices in Active Markets for Identical Assets (Level 1) | Other Significant Observable Inputs (Level 2) | Significant Unobservable Inputs (Level 3) | Total | |
Assets | |||||
Common Stock1 | $13,887,334,552 | $— | $— | $13,887,334,552 | |
Australia | 979,057,544 | — | 18,791,418 | 997,848,962 | |
Hong Kong | 533,010,644 | — | 140,309 | 533,150,953 | |
Portugal | 23,179,968 | — | — * | 23,179,968 | |
Republic of Korea | 667,670,850 | — | 13,997 | 667,684,847 | |
Preferred Stock1 | 112,414,641 | — | — | 112,414,641 | |
Other Investment Companies1 | 70,161,150 | — | — | 70,161,150 | |
Futures Contracts2 | 257,960 | — | — | 257,960 | |
Total | $16,273,087,309 | $— | $18,945,724 | $16,292,033,033 |
* | Level 3 amount shown includes securities determined to have no value at August 31, 2018. |
1 | As categorized in the complete schedule of Portfolio Holdings. |
2 | Futures contracts are valued at unrealized appreciation or depreciation. |
Assets | ||
Investments in unaffiliated issuers, at value (cost $14,876,450,925) including securities on loan of $36,953,613 | $16,252,556,412 | |
Collateral invested for securities on loan, at value (cost $39,218,661) | 39,218,661 | |
Cash | 1,055,145 | |
Deposit with broker for futures contracts | 5,332,500 | |
Foreign currency, at value (cost $6,438,276) | 6,431,456 | |
Receivables: | ||
Investments sold | 7,836 | |
Fund shares sold | 66,968,714 | |
Dividends | 39,211,474 | |
Foreign tax reclaims | 18,384,349 | |
Income from securities on loan | + | 90,964 |
Total assets | 16,429,257,511 | |
Liabilities | ||
Collateral held for securities on loan | 39,218,661 | |
Payables: | ||
Investments bought | 94,510,257 | |
Investment adviser fees | 895,945 | |
Variation margin on futures contracts | + | 580,400 |
Total liabilities | 135,205,263 | |
Net Assets | ||
Total assets | 16,429,257,511 | |
Total liabilities | – | 135,205,263 |
Net assets | $16,294,052,248 | |
Net Assets by Source | ||
Capital received from investors | 14,939,467,417 | |
Net investment income not yet distributed | 292,309,858 | |
Net realized capital losses | (314,262,022) | |
Net unrealized capital appreciation | 1,376,536,995 |
Net Asset Value (NAV) | ||||
Net Assets | ÷ | Shares Outstanding | = | NAV |
$16,294,052,248 | 490,000,000 | $33.25 | ||
Investment Income | ||
Dividends (net of foreign withholding tax of $41,743,202) | $421,544,384 | |
Securities on loan, net | + | 2,068,163 |
Total investment income | 423,612,547 | |
Expenses | ||
Investment adviser fees | 8,624,081 | |
Total expenses | – | 8,624,081 |
Net investment income | 414,988,466 | |
Realized and Unrealized Gains (Losses) | ||
Net realized losses on investments (net of foreign capital gains tax of $194) | (58,220,173) | |
Net realized gains on futures contracts | 1,483,890 | |
Net realized losses on foreign currency transactions | + | (2,818,752) |
Net realized losses | (59,555,035) | |
Net change in unrealized appreciation (depreciation) on investments | 141,666,923 | |
Net change in unrealized appreciation (depreciation) on futures contracts | (302,407) | |
Net change in unrealized appreciation (depreciation) on foreign currency translations | + | (272,099) |
Net change in unrealized appreciation (depreciation) | + | 141,092,417 |
Net realized and unrealized gains | 81,537,382 | |
Increase in net assets resulting from operations | $496,525,848 |
Operations | ||||
9/1/17-8/31/18 | 9/1/16-8/31/17 | |||
Net investment income | $414,988,466 | $243,199,412 | ||
Net realized losses | (59,555,035) | (66,476,333) | ||
Net change in unrealized appreciation (depreciation) | + | 141,092,417 | 1,247,430,951 | |
Increase in net assets resulting from operations | 496,525,848 | 1,424,154,030 | ||
Distributions to Shareholders | ||||
Distributions from net investment income | ($308,067,760) | ($173,425,920) |
Transactions in Fund Shares | ||||||||
9/1/17-8/31/18 | 9/1/16-8/31/17 | |||||||
SHARES | VALUE | SHARES | VALUE | |||||
Shares sold | 138,900,000 | $4,692,583,434 | 133,300,000 | $3,993,688,008 | ||||
Shares redeemed | + | — | — | — | — | |||
Net transactions in fund shares | 138,900,000 | $4,692,583,434 | 133,300,000 | $3,993,688,008 | ||||
Shares Outstanding and Net Assets | ||||||||
9/1/17-8/31/18 | 9/1/16-8/31/17 | |||||||
SHARES | NET ASSETS | SHARES | NET ASSETS | |||||
Beginning of period | 351,100,000 | $11,413,010,726 | 217,800,000 | $6,168,594,608 | ||||
Total increase | + | 138,900,000 | 4,881,041,522 | 133,300,000 | 5,244,416,118 | |||
End of period | 490,000,000 | $16,294,052,248 | 351,100,000 | $11,413,010,726 | ||||
Net investment income not yet distributed | $292,309,858 | $186,589,157 |
9/1/17– 8/31/18 | 9/1/16– 8/31/17 | 9/1/15– 8/31/16 | 9/1/14– 8/31/15 | 9/1/13– 8/31/14 | ||
Per-Share Data | ||||||
Net asset value at beginning of period | $34.80 | $29.96 | $29.46 | $33.32 | $28.61 | |
Income (loss) from investment operations: | ||||||
Net investment income (loss) | 0.84 1 | 0.73 1 | 0.67 1 | 0.73 1 | 0.71 | |
Net realized and unrealized gains (losses) | 1.22 | 4.70 | 0.50 | (3.84) | 4.90 | |
Total from investment operations | 2.06 | 5.43 | 1.17 | (3.11) | 5.61 | |
Less distributions: | ||||||
Distributions from net investment income | (1.00) | (0.59) | (0.67) | (0.75) | (0.90) | |
Net asset value at end of period | $35.86 | $34.80 | $29.96 | $29.46 | $33.32 | |
Total return | 5.93% | 18.52% | 4.12% | (9.29%) | 19.84% | |
Ratios/Supplemental Data | ||||||
Ratios to average net assets: | ||||||
Total expenses | 0.12% | 0.14% 2 | 0.17% 3 | 0.18% 4 | 0.19% | |
Net investment income (loss) | 2.31% | 2.31% | 2.34% | 2.40% | 2.21% | |
Portfolio turnover rate5 | 16% | 12% | 23% | 23% | 16% | |
Net assets, end of period (x 1,000) | $2,280,998 | $1,538,038 | $787,951 | $609,773 | $403,229 | |
Security | Number of Shares | % of Net Assets | Value ($) | |
Common Stock 99.4% of net assets | ||||
Australia 6.1% | ||||
Other Securities | 6.1 | 138,987,185 | ||
Austria 1.1% | ||||
Other Securities | 1.1 | 24,920,052 | ||
Belgium 1.3% | ||||
Other Securities | 1.3 | 30,657,268 | ||
Canada 16.2% | ||||
Algonquin Power & Utilities Corp. | 462,185 | 0.2 | 4,792,163 | |
Aurora Cannabis, Inc. * | 805,060 | 0.2 | 5,433,129 | |
Bombardier, Inc., B Shares * | 2,325,477 | 0.3 | 7,686,496 | |
CAE, Inc. | 298,303 | 0.3 | 5,959,426 | |
Cameco Corp. | 428,223 | 0.2 | 4,453,165 | |
Canadian Apartment Properties REIT | 155,380 | 0.2 | 5,524,304 | |
Canopy Growth Corp. * | 194,095 | 0.4 | 8,877,507 | |
CCL Industries, Inc., Class B | 158,579 | 0.3 | 7,645,893 | |
First Quantum Minerals Ltd. | 757,115 | 0.4 | 9,504,945 | |
Gildan Activewear, Inc. | 247,208 | 0.3 | 7,291,399 | |
H&R Real Estate Investment Trust | 307,583 | 0.2 | 4,790,836 | |
Industrial Alliance Insurance & Financial Services, Inc. | 116,526 | 0.2 | 4,834,585 | |
Keyera Corp. | 228,224 | 0.3 | 6,293,903 | |
Methanex Corp. | 90,716 | 0.3 | 6,624,470 | |
Onex Corp. | 94,573 | 0.3 | 6,790,080 | |
Open Text Corp. | 279,556 | 0.5 | 10,972,565 | |
Parkland Fuel Corp. | 146,293 | 0.2 | 4,561,734 | |
PrairieSky Royalty Ltd. | 249,060 | 0.2 | 4,584,102 | |
Ritchie Bros. Auctioneers, Inc. | 117,923 | 0.2 | 4,499,152 | |
The Stars Group, Inc. * | 164,200 | 0.2 | 4,666,783 | |
Toromont Industries Ltd. | 89,228 | 0.2 | 4,464,308 | |
Vermilion Energy, Inc. | 147,661 | 0.2 | 4,692,720 | |
West Fraser Timber Co., Ltd. | 76,344 | 0.2 | 5,068,523 | |
WSP Global, Inc. | 116,527 | 0.3 | 6,278,758 | |
Other Securities | 9.9 | 222,653,951 | ||
16.2 | 368,944,897 | |||
Denmark 1.8% | ||||
Ambu A/S, Class B | 152,919 | 0.3 | 5,741,980 | |
GN Store Nord A/S | 147,559 | 0.3 | 7,670,876 | |
Royal Unibrew A/S | 57,327 | 0.2 | 4,952,009 | |
Other Securities | 1.0 | 23,868,871 | ||
1.8 | 42,233,736 | |||
Security | Number of Shares | % of Net Assets | Value ($) | |
Finland 1.4% | ||||
Other Securities | 1.4 | 31,932,096 | ||
France 2.5% | ||||
Euronext N.V. | 81,595 | 0.2 | 5,373,364 | |
Other Securities | 2.3 | 52,492,615 | ||
2.5 | 57,865,979 | |||
Germany 5.3% | ||||
Scout24 AG | 118,379 | 0.3 | 6,137,423 | |
Other Securities | 5.0 | 115,615,062 | ||
5.3 | 121,752,485 | |||
Hong Kong 1.9% | ||||
Other Securities | 1.9 | 42,948,671 | ||
Ireland 0.4% | ||||
Other Securities | 0.4 | 8,209,650 | ||
Israel 0.4% | ||||
Other Securities | 0.4 | 9,943,988 | ||
Italy 2.8% | ||||
Other Securities | 2.8 | 64,823,284 | ||
Japan 19.5% | ||||
Other Securities | 19.5 | 443,975,583 | ||
Netherlands 2.0% | ||||
Galapagos N.V. * | 51,239 | 0.2 | 5,196,179 | |
IMCD N.V. | 60,307 | 0.2 | 4,518,766 | |
Other Securities | 1.6 | 36,314,982 | ||
2.0 | 46,029,927 | |||
New Zealand 1.1% | ||||
a2 Milk Co., Ltd. * | 793,092 | 0.3 | 6,640,853 | |
Other Securities | 0.8 | 18,277,397 | ||
1.1 | 24,918,250 | |||
Security | Number of Shares | % of Net Assets | Value ($) | |
Norway 2.3% | ||||
Storebrand A.S.A. | 531,433 | 0.2 | 4,721,618 | |
TGS Nopec Geophysical Co. A.S.A. | 116,896 | 0.2 | 4,452,076 | |
Other Securities | 1.9 | 42,446,340 | ||
2.3 | 51,620,034 | |||
Portugal 0.5% | ||||
Other Securities | 0.5 | 10,459,175 | ||
Republic of Korea 5.7% | ||||
Other Securities | 5.7 | 129,910,636 | ||
Singapore 1.5% | ||||
Other Securities | 1.5 | 33,714,420 | ||
Spain 2.0% | ||||
Other Securities | 2.0 | 46,270,213 | ||
Sweden 5.0% | ||||
Castellum AB | 285,947 | 0.2 | 5,176,588 | |
Elekta AB, B Shares | 389,569 | 0.2 | 5,097,491 | |
Swedish Orphan Biovitrum AB * | 177,251 | 0.3 | 5,653,283 | |
Other Securities | 4.3 | 98,027,942 | ||
5.0 | 113,955,304 | |||
Switzerland 3.8% | ||||
Other Securities | 3.8 | 85,938,072 | ||
United Kingdom 14.8% | ||||
BBA Aviation plc | 1,126,737 | 0.2 | 4,528,159 | |
Beazley plc | 578,299 | 0.2 | 4,468,523 | |
Cineworld Group plc | 1,087,738 | 0.2 | 4,385,567 | |
Dechra Pharmaceuticals plc | 112,285 | 0.2 | 4,553,402 | |
Electrocomponents plc | 498,169 | 0.2 | 4,803,117 | |
GVC Holdings plc | 601,183 | 0.4 | 8,610,888 | |
IG Group Holdings plc | 393,936 | 0.2 | 4,628,644 | |
NEX Group plc | 347,593 | 0.2 | 4,752,766 | |
Ocado Group plc * | 622,910 | 0.4 | 8,683,249 | |
Phoenix Group Holdings | 648,817 | 0.3 | 5,987,427 | |
SSP Group plc | 495,157 | 0.2 | 4,468,377 | |
Tullow Oil plc * | 1,501,729 | 0.2 | 4,545,909 | |
Other Securities | 11.9 | 272,789,129 | ||
14.8 | 337,205,157 | |||
Total Common Stock | ||||
(Cost $2,050,705,142) | 2,267,216,062 | |||
Preferred Stock 0.3% of net assets | ||||
Germany 0.3% | ||||
Other Securities | 0.3 | 6,173,588 | ||
Sweden 0.0% | ||||
Other Securities | 0.0 | 923,691 | ||
Total Preferred Stock | ||||
(Cost $6,287,841) | 7,097,279 |
Security | Number of Shares | % of Net Assets | Value ($) | |
Rights 0.0% of net assets | ||||
Australia 0.0% | ||||
Other Securities | 0.0 | — | ||
Hong Kong 0.0% | ||||
Other Securities | 0.0 | — | ||
Total Rights | ||||
(Cost $—) | — | |||
Warrants 0.0% of net assets | ||||
Singapore 0.0% | ||||
Other Securities | 0.0 | — | ||
Total Warrants | ||||
(Cost $—) | — | |||
Other Investment Companies 3.1% of net assets | ||||
United States 3.1% | ||||
Money Market Fund 0.0% | ||||
Other Securities | 0.0 | 1,044,202 | ||
Securities Lending Collateral 3.1% | ||||
Wells Fargo Government Money Market Fund, Select Class 1.87% (c) | 3.1 | 69,904,106 | ||
Total Other Investment Companies | ||||
(Cost $70,948,308) | 70,948,308 |
Number of Contracts | Notional Amount ($) | Current Value/ Unrealized Depreciation ($) | ||
Futures Contracts | ||||
Long | ||||
MSCI EAFE Index, e-mini, expires 09/21/18 | 52 | 5,092,880 | (41,389) |
* | Non-income producing security. |
(a) | All or a portion of this security is on loan. Securities on loan were valued at $65,233,838. |
(b) | Fair-valued by management using significant unobservable inputs in accordance with procedures approved by the fund’s Board of Trustees. |
(c) | The rate shown is the 7-day yield. |
CVA — | Dutch Certificate |
REIT — | Real Estate Investment Trust |
RSP — | Risparmio (Convertible Savings Shares) |
Description | Quoted Prices in Active Markets for Identical Assets (Level 1) | Other Significant Observable Inputs (Level 2) | Significant Unobservable Inputs (Level 3) | Total | |
Assets | |||||
Common Stock1 | $1,875,384,937 | $— | $— | $1,875,384,937 | |
Australia | 135,594,062 | — | 3,393,123 * | 138,987,185 | |
Hong Kong | 42,868,714 | — | 79,957 * | 42,948,671 | |
Republic of Korea | 129,757,593 | — | 153,043 | 129,910,636 | |
Singapore | 32,984,234 | — | 730,186 * | 33,714,420 | |
Spain | 46,270,213 | — | — * | 46,270,213 | |
Preferred Stock1 | 7,097,279 | — | — | 7,097,279 | |
Rights 1 | |||||
Australia | — | — | — * | — | |
Hong Kong | — | — | — * | — | |
Warrants 1 | |||||
Singapore | — | — | — * | — | |
Other Investment Companies1 | 70,948,308 | — | — | 70,948,308 | |
Liabilities | |||||
Futures Contracts2 | (41,389) | — | — | (41,389) | |
Total | $2,340,863,951 | $— | $4,356,309 | $2,345,220,260 |
* | Level 3 amount shown includes securities determined to have no value at August 31, 2018. |
1 | As categorized in the complete schedule of Portfolio Holdings. |
2 | Futures contracts are valued at unrealized appreciation or depreciation. |
Assets | ||
Investments in unaffiliated issuers, at value (cost $2,058,037,185) including securities on loan of $65,233,838 | $2,275,357,543 | |
Collateral invested for securities on loan, at value (cost $69,904,106) | 69,904,106 | |
Deposit with broker for futures contracts | 560,000 | |
Foreign currency, at value (cost $2,750,335) | 2,746,726 | |
Receivables: | ||
Dividends | 2,669,341 | |
Foreign tax reclaims | 1,079,620 | |
Income from securities on loan | + | 226,259 |
Total assets | 2,352,543,595 | |
Liabilities | ||
Collateral held for securities on loan | 69,904,106 | |
Payables: | ||
Investments bought | 1,338,817 | |
Investment adviser fees | 241,278 | |
Variation margin on futures contracts | 36,660 | |
Foreign capital gains tax | + | 24,657 |
Total liabilities | 71,545,518 | |
Net Assets | ||
Total assets | 2,352,543,595 | |
Total liabilities | – | 71,545,518 |
Net assets | $2,280,998,077 | |
Net Assets by Source | ||
Capital received from investors | 2,120,238,131 | |
Net investment income not yet distributed | 13,971,989 | |
Net realized capital losses | (70,466,999) | |
Net unrealized capital appreciation | 217,254,956 |
Net Asset Value (NAV) | ||||
Net Assets | ÷ | Shares Outstanding | = | NAV |
$2,280,998,077 | 63,600,000 | $35.86 | ||
Investment Income | ||
Dividends (net of foreign withholding tax of $4,814,001) | $44,093,063 | |
Securities on loan, net | + | 2,120,468 |
Total investment income | 46,213,531 | |
Expenses | ||
Investment adviser fees | 2,295,376 | |
Total expenses | – | 2,295,376 |
Net investment income | 43,918,155 | |
Realized and Unrealized Gains (Losses) | ||
Net realized losses on investments (net of foreign capital gains tax of $7,283) | (1,389,670) | |
Net realized gains on in-kind redemptions | 48,390,170 | |
Net realized gains on futures contracts | 383,180 | |
Net realized losses on foreign currency transactions | + | (251,262) |
Net realized gains | 47,132,418 | |
Net change in unrealized appreciation (depreciation) on investments (net of change in foreign capital gains tax of ($953)) | 712,345 | |
Net change in unrealized appreciation (depreciation) on futures contracts | (48,686) | |
Net change in unrealized appreciation (depreciation) on foreign currency translations | + | (27,620) |
Net change in unrealized appreciation (depreciation) | + | 636,039 |
Net realized and unrealized gains | 47,768,457 | |
Increase in net assets resulting from operations | $91,686,612 |
Operations | ||||
9/1/17-8/31/18 | 9/1/16-8/31/17 | |||
Net investment income | $43,918,155 | $25,367,734 | ||
Net realized gains (losses) | 47,132,418 | (6,365,212) | ||
Net change in unrealized appreciation (depreciation) | + | 636,039 | 186,035,602 | |
Increase in net assets resulting from operations | 91,686,612 | 205,038,124 | ||
Distributions to Shareholders | ||||
Distributions from net investment income | ($47,913,600) | ($18,024,160) |
Transactions in Fund Shares | ||||||||
9/1/17-8/31/18 | 9/1/16-8/31/17 | |||||||
SHARES | VALUE | SHARES | VALUE | |||||
Shares sold | 22,700,000 | $818,810,444 | 18,700,000 | $587,036,909 | ||||
Shares redeemed | + | (3,300,000) | (119,623,285) | (800,000) | (23,964,433) | |||
Net transactions in fund shares | 19,400,000 | $699,187,159 | 17,900,000 | $563,072,476 | ||||
Shares Outstanding and Net Assets | ||||||||
9/1/17-8/31/18 | 9/1/16-8/31/17 | |||||||
SHARES | NET ASSETS | SHARES | NET ASSETS | |||||
Beginning of period | 44,200,000 | $1,538,037,906 | 26,300,000 | $787,951,466 | ||||
Total increase | + | 19,400,000 | 742,960,171 | 17,900,000 | 750,086,440 | |||
End of period | 63,600,000 | $2,280,998,077 | 44,200,000 | $1,538,037,906 | ||||
Net investment income not yet distributed | $13,971,989 | $14,960,802 |
9/1/17– 8/31/18 | 9/1/16– 8/31/17 | 9/1/15– 8/31/16 | 9/1/14– 8/31/15 | 9/1/13– 8/31/14 | ||
Per-Share Data | ||||||
Net asset value at beginning of period | $26.99 | $22.56 | $20.83 | $27.34 | $22.94 | |
Income (loss) from investment operations: | ||||||
Net investment income (loss) | 0.68 1 | 0.71 1 | 0.58 1 | 0.66 1 | 0.63 | |
Net realized and unrealized gains (losses) | (1.13) | 4.21 | 1.64 | (6.49) | 4.40 | |
Total from investment operations | (0.45) | 4.92 | 2.22 | (5.83) | 5.03 | |
Less distributions: | ||||||
Distributions from net investment income | (0.65) | (0.49) | (0.49) | (0.68) | (0.63) | |
Net asset value at end of period | $25.89 | $26.99 | $22.56 | $20.83 | $27.34 | |
Total return | (1.79%) | 22.40% | 11.02% | (21.62%) | 22.31% | |
Ratios/Supplemental Data | ||||||
Ratios to average net assets: | ||||||
Total expenses | 0.13% | 0.13% 2 | 0.14% | 0.14% | 0.14% | |
Net investment income (loss) | 2.48% | 2.96% | 2.85% | 2.66% | 2.89% | |
Portfolio turnover rate3 | 18% | 7% | 10% | 8% | 9% | |
Net assets, end of period (x 1,000) | $4,900,591 | $4,248,821 | $2,009,874 | $1,276,740 | $1,273,840 | |
Security | Number of Shares | % of Net Assets | Value ($) | |
Common Stock 97.9% of net assets | ||||
Brazil 5.4% | ||||
Ambev S.A. ADR | 4,736,995 | 0.5 | 22,027,027 | |
Itau Unibanco Holding S.A. ADR | 3,372,510 | 0.7 | 35,141,554 | |
Petroleo Brasileiro S.A. | 3,195,346 | 0.4 | 17,124,157 | |
Vale S.A. | 3,739,922 | 1.0 | 48,672,269 | |
Other Securities | 2.8 | 141,490,302 | ||
5.4 | 264,455,309 | |||
Chile 1.3% | ||||
Other Securities | 1.3 | 61,252,892 | ||
China 33.7% | ||||
Alibaba Group Holding Ltd. ADR * | 1,172,026 | 4.2 | 205,116,270 | |
Baidu, Inc. ADR * | 301,748 | 1.4 | 68,339,887 | |
Bank of China Ltd., H Shares | 82,507,829 | 0.8 | 37,107,446 | |
China Construction Bank Corp., H Shares | 96,898,112 | 1.8 | 85,800,797 | |
China Life Insurance Co., Ltd., H Shares | 8,067,082 | 0.4 | 18,233,133 | |
China Mobile Ltd. | 5,776,754 | 1.1 | 54,316,458 | |
China Petroleum & Chemical Corp., H Shares | 27,584,152 | 0.6 | 27,728,594 | |
CNOOC Ltd. | 17,386,955 | 0.6 | 30,747,103 | |
Industrial & Commercial Bank of China Ltd., H Shares | 85,040,330 | 1.3 | 62,624,458 | |
JD.com, Inc. ADR * | 861,537 | 0.6 | 26,966,108 | |
PetroChina Co., Ltd., H Shares | 23,171,539 | 0.4 | 17,240,860 | |
Ping An Insurance Group Co. of China Ltd., H Shares | 5,435,303 | 1.1 | 52,352,420 | |
Tencent Holdings Ltd. | 6,201,261 | 5.5 | 268,627,290 | |
Other Securities | 13.9 | 697,251,027 | ||
33.7 | 1,652,451,851 | |||
Colombia 0.5% | ||||
Other Securities | 0.5 | 22,028,136 | ||
Czech Republic 0.2% | ||||
Other Securities | 0.2 | 11,159,086 | ||
Egypt 0.1% | ||||
Other Securities | 0.1 | 7,032,015 | ||
Security | Number of Shares | % of Net Assets | Value ($) | |
Greece 0.4% | ||||
Other Securities | 0.4 | 18,745,765 | ||
Hungary 0.4% | ||||
Other Securities | 0.4 | 17,752,990 | ||
India 12.1% | ||||
Axis Bank Ltd. * | 1,932,963 | 0.4 | 17,694,101 | |
Hindustan Unilever Ltd. | 762,395 | 0.4 | 19,134,514 | |
Housing Development Finance Corp., Ltd. | 1,818,465 | 1.0 | 49,635,464 | |
Infosys Ltd. | 2,072,117 | 0.9 | 42,101,871 | |
Maruti Suzuki India Ltd. | 130,848 | 0.4 | 16,781,456 | |
Reliance Industries Ltd. | 3,363,735 | 1.2 | 58,886,260 | |
Tata Consultancy Services Ltd. | 1,004,087 | 0.6 | 29,423,442 | |
Other Securities | 7.2 | 360,399,229 | ||
12.1 | 594,056,337 | |||
Indonesia 2.1% | ||||
PT Bank Central Asia Tbk | 10,672,557 | 0.4 | 17,968,731 | |
Other Securities | 1.7 | 86,549,187 | ||
2.1 | 104,517,918 | |||
Malaysia 3.2% | ||||
Public Bank Berhad | 3,318,454 | 0.4 | 20,284,600 | |
Other Securities | 2.8 | 135,003,532 | ||
3.2 | 155,288,132 | |||
Mexico 3.9% | ||||
America Movil S.A.B. de C.V., Series L | 30,001,988 | 0.5 | 25,184,065 | |
Fomento Economico Mexicano S.A.B. de C.V. | 2,311,466 | 0.5 | 22,087,704 | |
Grupo Financiero Banorte S.A.B. de C.V., O Shares | 3,010,206 | 0.4 | 20,601,739 | |
Other Securities | 2.5 | 122,364,144 | ||
3.9 | 190,237,652 | |||
Peru 0.4% | ||||
Credicorp Ltd. | 74,606 | 0.3 | 16,265,600 | |
Other Securities | 0.1 | 3,421,043 | ||
0.4 | 19,686,643 | |||
Security | Number of Shares | % of Net Assets | Value ($) | |
Philippines 1.4% | ||||
Other Securities | 1.4 | 65,859,924 | ||
Poland 1.5% | ||||
Other Securities | 1.5 | 72,989,363 | ||
Qatar 1.1% | ||||
Qatar National Bank SAQ | 478,001 | 0.5 | 23,368,354 | |
Other Securities | 0.6 | 32,366,720 | ||
1.1 | 55,735,074 | |||
Russia 3.8% | ||||
Gazprom PAO ADR | 5,869,792 | 0.5 | 25,885,783 | |
LUKOIL PJSC | 511,774 | 0.7 | 35,715,809 | |
NOVATEK PJSC | 1,157,289 | 0.4 | 18,608,377 | |
Sberbank of Russia PJSC | 10,908,070 | 0.6 | 29,475,252 | |
Tatneft PJSC | 1,672,637 | 0.4 | 19,447,203 | |
Other Securities | 1.2 | 59,041,054 | ||
3.8 | 188,173,478 | |||
South Africa 7.6% | ||||
FirstRand Ltd. | 3,457,796 | 0.3 | 16,685,687 | |
Naspers Ltd., N Shares | 463,417 | 2.1 | 103,295,851 | |
Sasol Ltd. | 593,773 | 0.5 | 23,343,622 | |
Standard Bank Group Ltd. | 1,376,811 | 0.4 | 17,510,790 | |
Other Securities | 4.3 | 211,466,722 | ||
7.6 | 372,302,672 | |||
Taiwan 13.5% | ||||
Formosa Plastics Corp. | 5,210,560 | 0.4 | 19,084,747 | |
Hon Hai Precision Industry Co., Ltd. | 16,170,365 | 0.9 | 42,380,413 | |
Largan Precision Co., Ltd. | 109,756 | 0.3 | 16,812,697 | |
Nan Ya Plastics Corp. | 6,033,816 | 0.3 | 16,776,425 | |
Taiwan Semiconductor Manufacturing Co., Ltd. | 20,899,500 | 3.6 | 174,190,851 | |
Taiwan Semiconductor Manufacturing Co., Ltd. ADR | 1,001,860 | 0.9 | 43,681,096 | |
Other Securities | 7.1 | 350,561,830 | ||
13.5 | 663,488,059 | |||
Thailand 3.7% | ||||
PTT PCL NVDR | 15,325,600 | 0.5 | 24,582,768 | |
Other Securities | 3.2 | 156,416,193 | ||
3.7 | 180,998,961 | |||
Turkey 0.6% | ||||
Other Securities | 0.6 | 30,380,125 | ||
United Arab Emirates 1.0% | ||||
Other Securities | 1.0 | 48,296,188 | ||
Total Common Stock | ||||
(Cost $4,336,440,937) | 4,796,888,570 | |||
Security | Number of Shares | % of Net Assets | Value ($) | |
Preferred Stock 1.9% of net assets | ||||
Brazil 1.7% | ||||
Banco Bradesco S.A. | 3,552,632 | 0.5 | 24,471,177 | |
Petroleo Brasileiro S.A. * | 4,255,822 | 0.4 | 19,894,452 | |
Other Securities | 0.8 | 39,199,249 | ||
1.7 | 83,564,878 | |||
Chile 0.0% | ||||
Other Securities | 0.0 | 739,708 | ||
Colombia 0.1% | ||||
Other Securities | 0.1 | 2,723,020 | ||
Russia 0.1% | ||||
Other Securities | 0.1 | 9,164,675 | ||
Total Preferred Stock | ||||
(Cost $105,275,793) | 96,192,281 | |||
Rights 0.0% of net assets | ||||
China 0.0% | ||||
Other Securities | 0.0 | 86,911 | ||
Total Rights | ||||
(Cost $—) | 86,911 | |||
Warrants 0.0% of net assets | ||||
Thailand 0.0% | ||||
Other Securities | 0.0 | 5,171 | ||
Total Warrants | ||||
(Cost $—) | 5,171 | |||
Other Investment Companies 0.6% of net assets | ||||
United States 0.6% | ||||
Money Market Fund 0.1% | ||||
Other Securities | 0.1 | 3,608,502 | ||
Securities Lending Collateral 0.5% | ||||
Wells Fargo Government Money Market Fund, Select Class 1.87% (c) | 0.5 | 24,419,093 | ||
Total Other Investment Companies | ||||
(Cost $28,027,595) | 28,027,595 |
Number of Contracts | Notional Amount ($) | Current Value/ Unrealized Depreciation ($) | ||||
Futures Contracts | ||||||
Long | ||||||
MSCI Emerging Markets Index, e-mini, expires 09/21/18 | 205 | 10,812,725 | (144,169) |
* | Non-income producing security. |
(a) | All or a portion of this security is on loan. Securities on loan were valued at $23,629,907. |
(b) | Fair-valued by management using significant unobservable inputs in accordance with procedures approved by the fund’s Board of Trustees. |
(c) | The rate shown is the 7-day yield. |
ADR — | American Depositary Receipt |
GDR — | Global Depositary Receipt |
NVDR — | Non-Voting Depositary Receipt |
REIT — | Real Estate Investment Trust |
Description | Quoted Prices in Active Markets for Identical Assets (Level 1) | Other Significant Observable Inputs (Level 2) | Significant Unobservable Inputs (Level 3) | Total | |
Assets | |||||
Common Stock1 | $3,125,690,954 | $— | $— | $3,125,690,954 | |
China | 1,652,451,851 | — | — * | 1,652,451,851 | |
Greece | 17,152,927 | — | 1,592,838 | 18,745,765 | |
Preferred Stock1 | 96,192,281 | — | — | 96,192,281 | |
Rights 1 | |||||
China | — | — | 86,911 | 86,911 | |
Warrants 1 | |||||
Thailand | — | — | 5,171 | 5,171 | |
Other Investment Companies1 | 28,027,595 | — | — | 28,027,595 | |
Liabilities | |||||
Futures Contracts2 | (144,169) | — | — | (144,169) | |
Total | $4,919,371,439 | $— | $1,684,920 | $4,921,056,359 |
* | Level 3 amount shown includes securities determined to have no value at August 31, 2018. |
1 | As categorized in the complete schedule of Portfolio Holdings. |
2 | Futures contracts are valued at unrealized appreciation or depreciation. |
Assets | ||
Investments in unaffiliated issuers, at value (cost $4,445,325,232) including securities on loan of $23,629,907 | $4,896,781,435 | |
Collateral invested for securities on loan, at value (cost $24,419,093) | 24,419,093 | |
Deposit with broker for futures contracts | 1,032,200 | |
Foreign currency, at value (cost $14,354,681) | 14,335,821 | |
Receivables: | ||
Investments sold | 12,935,998 | |
Dividends | 8,896,380 | |
Income from securities on loan | 65,918 | |
Variation margin on futures contracts | 63,550 | |
Foreign tax reclaims | + | 12,416 |
Total assets | 4,958,542,811 | |
Liabilities | ||
Collateral held for securities on loan | 24,419,093 | |
Payables: | ||
Investments bought | 17,784,804 | |
Investment adviser fees | 596,511 | |
Foreign capital gains tax | 10,676,952 | |
Due to custodian | + | 4,474,917 |
Total liabilities | 57,952,277 | |
Net Assets | ||
Total assets | 4,958,542,811 | |
Total liabilities | – | 57,952,277 |
Net assets | $4,900,590,534 | |
Net Assets by Source | ||
Capital received from investors | 4,710,383,167 | |
Net investment income not yet distributed | 77,987,465 | |
Net realized capital losses | (328,157,021) | |
Net unrealized capital appreciation | 440,376,923 |
Net Asset Value (NAV) | ||||
Net Assets | ÷ | Shares Outstanding | = | NAV |
$4,900,590,534 | 189,300,000 | $25.89 | ||
Investment Income | ||
Dividends (net of foreign withholding tax of $15,052,704) | $126,696,668 | |
Securities on loan, net | + | 622,508 |
Total investment income | 127,319,176 | |
Expenses | ||
Investment adviser fees | 6,402,686 | |
Total expenses | – | 6,402,686 |
Net investment income | 120,916,490 | |
Realized and Unrealized Gains (Losses) | ||
Net realized losses on investments (net of foreign capital gains tax of $40,371) | (85,286,064) | |
Net realized gains on in-kind redemptions | 5,008,078 | |
Net realized gains on futures contracts | 324,191 | |
Net realized losses on foreign currency transactions | + | (1,537,854) |
Net realized losses | (81,491,649) | |
Net change in unrealized appreciation (depreciation) on investments (net of change in foreign capital gains tax of $5,234,257) | (193,239,437) | |
Net change in unrealized appreciation (depreciation) on futures contracts | (369,852) | |
Net change in unrealized appreciation (depreciation) on foreign currency translations | + | (284,564) |
Net change in unrealized appreciation (depreciation) | + | (193,893,853) |
Net realized and unrealized losses | (275,385,502) | |
Decrease in net assets resulting from operations | ($154,469,012) |
Operations | ||||
9/1/17-8/31/18 | 9/1/16-8/31/17 | |||
Net investment income | $120,916,490 | $84,247,434 | ||
Net realized losses | (81,491,649) | (53,849,995) | ||
Net change in unrealized appreciation (depreciation) | + | (193,893,853) | 622,233,356 | |
Increase (decrease) in net assets resulting from operations | (154,469,012) | 652,630,795 | ||
Distributions to Shareholders | ||||
Distributions from net investment income | ($107,285,800) | ($49,865,640) |
Transactions in Fund Shares | ||||||||
9/1/17-8/31/18 | 9/1/16-8/31/17 | |||||||
SHARES | VALUE | SHARES | VALUE | |||||
Shares sold | 32,900,000 | $940,429,372 | 68,300,000 | $1,636,181,893 | ||||
Shares redeemed | + | (1,000,000) | (26,904,868) | — | — | |||
Net transactions in fund shares | 31,900,000 | $913,524,504 | 68,300,000 | $1,636,181,893 | ||||
Shares Outstanding and Net Assets | ||||||||
9/1/17-8/31/18 | 9/1/16-8/31/17 | |||||||
SHARES | NET ASSETS | SHARES | NET ASSETS | |||||
Beginning of period | 157,400,000 | $4,248,820,842 | 89,100,000 | $2,009,873,794 | ||||
Total increase | + | 31,900,000 | 651,769,692 | 68,300,000 | 2,238,947,048 | |||
End of period | 189,300,000 | $4,900,590,534 | 157,400,000 | $4,248,820,842 | ||||
Net investment income not yet distributed | $77,987,465 | $65,399,874 |
SCHWAB STRATEGIC TRUST (ORGANIZED JANUARY 27, 2009) | |
Schwab International Equity ETF | Schwab U.S. REIT ETF™ |
Schwab International Small-Cap Equity ETF | Schwab U.S. TIPS ETF™ |
Schwab Emerging Markets Equity ETF | Schwab Short-Term U.S. Treasury ETF™ |
Schwab U.S. Broad Market ETF™ | Schwab Intermediate-Term U.S. Treasury ETF™ |
Schwab 1000 Index® ETF | Schwab U.S. Aggregate Bond ETF™ |
Schwab U.S. Large-Cap ETF™ | Schwab Fundamental U.S. Broad Market Index ETF |
Schwab U.S. Large-Cap Growth ETF™ | Schwab Fundamental U.S. Large Company Index ETF |
Schwab U.S. Large-Cap Value ETF™ | Schwab Fundamental U.S. Small Company Index ETF |
Schwab U.S. Mid-Cap ETF™ | Schwab Fundamental International Large Company Index ETF |
Schwab U.S. Small-Cap ETF™ | Schwab Fundamental International Small Company Index ETF |
Schwab U.S. Dividend Equity ETF™ | Schwab Fundamental Emerging Markets Large Company Index ETF |
2. Significant Accounting Policies:
3. Risk Factors:
4. Affiliates and Affiliated Transactions:
Schwab International Equity ETF | Schwab International Small-Cap Equity ETF | Schwab Emerging Markets Equity ETF |
0.06% | 0.12% | 0.13% |
Underlying Funds | |||||
Schwab International Equity ETF | Schwab International Small-Cap Equity ETF | Schwab Emerging Markets Equity ETF | |||
Schwab VIT Balanced Portfolio | 0.0%* | 0.1% | 0.1% | ||
Schwab VIT Balanced with Growth Portfolio | 0.2% | 0.2% | 0.2% | ||
Schwab VIT Growth Portfolio | 0.2% | 0.3% | 0.3% | ||
Schwab Target 2010 Index Fund | 0.0%* | -% | -% | ||
Schwab Target 2015 Index Fund | 0.0%* | -% | -% | ||
Schwab Target 2020 Index Fund | 0.1% | -% | 0.0%* | ||
Schwab Target 2025 Index Fund | 0.1% | -% | 0.1% | ||
Schwab Target 2030 Index Fund | 0.2% | -% | 0.1% | ||
Schwab Target 2035 Index Fund | 0.1% | -% | 0.1% | ||
Schwab Target 2040 Index Fund | 0.1% | -% | 0.1% | ||
Schwab Target 2045 Index Fund | 0.1% | -% | 0.1% | ||
Schwab Target 2050 Index Fund | 0.1% | -% | 0.1% | ||
Schwab Target 2055 Index Fund | 0.0%* | -% | 0.0%* | ||
Schwab Target 2060 Index Fund | 0.1% | -% | 0.1% |
* | Less than 0.05% |
Total Aggregate Transactions | Realized Gains (Losses) | |
Schwab International Equity ETF | $2,499,354 | ($1,165,191) |
Schwab International Small-Cap Equity ETF | 2,611,455 | — |
Schwab Emerging Markets Equity ETF | 62,182,623 | (13,079,523) |
5. Other Service Providers:
7. Borrowing from Banks:
8. Derivatives:
Notional Amounts | Number of Contracts | |
Schwab International Equity ETF | $61,249,822 | 612 |
Schwab International Small-Cap Equity ETF | 6,571,770 | 65 |
Schwab Emerging Markets Equity ETF | 12,475,374 | 224 |
9. Purchases and Sales of Investment Securities:
Purchases of Securities | Sales of Securities | |
Schwab International Equity ETF | $1,123,301,839 | $705,179,218 |
Schwab International Small-Cap Equity ETF | 377,063,210 | 310,774,077 |
Schwab Emerging Markets Equity ETF | 1,517,779,688 | 892,904,764 |
10. In-Kind Transactions:
In-Kind Purchases of Securities | In-Kind Sales of Securities | |
Schwab International Equity ETF | $4,359,349,898 | $— |
Schwab International Small-Cap Equity ETF | 747,654,404 | 115,678,620 |
Schwab Emerging Markets Equity ETF | 326,031,489 | 26,231,820 |
11. Federal Income Taxes
Schwab International Equity ETF | Schwab International Small-Cap Equity ETF | Schwab Emerging Markets Equity ETF | |||
Tax cost | $14,984,644,042 | $2,159,304,550 | $4,562,142,383 | ||
Gross unrealized appreciation | $1,998,638,053 | $324,962,456 | $723,897,062 | ||
Gross unrealized depreciation | (691,249,062) | (139,046,746) | (364,983,086) | ||
Net unrealized appreciation (depreciation) | $1,307,388,991 | $185,915,710 | $358,913,976 |
Schwab International Equity ETF | Schwab International Small-Cap Equity ETF | Schwab Emerging Markets Equity ETF | |||
Undistributed ordinary income | $347,266,864 | $42,604,146 | $106,489,101 | ||
Net unrealized appreciation (depreciation) on investments | 1,307,388,991 | 185,915,710 | 358,913,976 | ||
Net other unrealized appreciation (depreciation) | 173,548 | (24,013) | (10,935,111) | ||
Total | $1,654,829,403 | $228,495,843 | $454,467,966 |
Expiration Date | Schwab International Equity ETF | Schwab International Small-Cap Equity ETF | Schwab Emerging Markets Equity ETF | ||
August 31, 2019 | $2,345,874 | $215,545 | $1,091,404 | ||
No expiration | 297,898,698 | 67,520,352 | 263,169,195 | ||
Total | $300,244,572 | $67,735,897 | $264,260,599 |
Schwab International Equity ETF | Schwab International Small-Cap Equity ETF | Schwab Emerging Markets Equity ETF | |
Current period distributions | |||
Ordinary income | $308,067,760 | $47,913,600 | $107,285,800 |
Long-term capital gains | — | — | — |
Prior period distributions | |||
Ordinary income | $173,425,920 | $18,024,160 | $49,865,640 |
Long-term capital gains | — | — | — |
Schwab International Equity ETF | Schwab International Small-Cap Equity ETF | Schwab Emerging Markets Equity ETF | |
Capital shares | $— | $48,378,871 | $5,008,078 |
Undistributed net investment income | (1,200,005) | 3,006,632 | (1,043,099) |
Net realized gains and losses | 1,200,005 | (51,385,503) | (3,964,979) |
Schwab International Equity ETF | Schwab International Small-Cap Equity ETF | Schwab Emerging Markets Equity ETF | |
$— | $48,390,170 | $5,008,078 |
12. Subsequent Events:
San Francisco, California
October 17, 2018
Foreign Tax Credit | Foreign Source Income | |
Schwab International Equity ETF | $41,427,434 | $462,934,892 |
Schwab International Small-Cap Equity ETF | 4,376,728 | 48,797,122 |
Schwab Emerging Markets Equity ETF | 14,425,420 | 141,391,857 |
Schwab International Equity ETF | $308,395,202 |
Schwab International Small-Cap Equity ETF | 30,655,260 |
Schwab Emerging Markets Equity ETF | 67,821,994 |
Market Price vs. NAV as of August 31, 2018
Number of Days Market Price Above NAV | Number of Days Market Price Below NAV | |||||||
1-49 Basis Points | 50-99 Basis Points | 100-199 Basis Points | >200 Basis Points | 1-49 Basis Points | 50-99 Basis Points | 100-199 Basis Points | >200 Basis Points | |
Schwab International Equity ETF | ||||||||
Commencement of trading | ||||||||
11/3/09 through 8/31/18 | 989 | 617 | 160 | 12 | 291 | 92 | 31 | 3 |
Schwab International Small-Cap Equity ETF | ||||||||
Commencement of trading | ||||||||
1/14/10 through 8/31/18 | 855 | 742 | 208 | 3 | 228 | 77 | 31 | 6 |
Schwab Emerging Markets Equity ETF | ||||||||
Commencement of trading | ||||||||
1/14/10 through 8/31/18 | 666 | 621 | 296 | 21 | 347 | 128 | 54 | 10 |
1. | the nature, extent and quality of the services provided to the Funds under the Agreement, including the resources of CSIM and its affiliates dedicated to the Funds; |
2. | each Fund’s investment performance and how it compared to that of certain other comparable exchange-traded funds; |
3. | each Fund’s expenses and how those expenses compared to those of certain other comparable exchange-traded funds; |
4. | the profitability of CSIM and its affiliates, including Charles Schwab & Co., Inc. (Schwab), with respect to the Funds, including both direct and indirect benefits accruing to CSIM and its affiliates; and |
5. | the extent to which economies of scale would be realized as the Funds grow and whether fee levels in the Agreement reflect those economies of scale for the benefit of Fund investors. |
Independent Trustees | |||
Name, Year of Birth, and Position(s) with the trust (Terms of office, and length of Time Served1) | Principal Occupations During the Past Five Years | Number of Portfolios in Fund Complex Overseen by the Trustee | Other Directorships |
Robert W. Burns 1959 Trustee (Trustee of Schwab Strategic Trust since 2009; The Charles Schwab Family of Funds, Schwab Investments, Schwab Capital Trust, Schwab Annuity Portfolios and Laudus Trust since 2016) | Retired/Private Investor (Jan. 2009 – present). Formerly, Managing Director, Pacific Investment Management Company, LLC (PIMCO) (investment management firm) and President, PIMCO Funds. | 104 | Director, PS Business Parks, Inc. (2005 – 2012) |
John F. Cogan 1947 Trustee (Trustee of The Charles Schwab Family of Funds, Schwab Investments, Schwab Capital Trust and Schwab Annuity Portfolios since 2008; Laudus Trust since 2010; Schwab Strategic Trust since 2016) | Senior Fellow, The Hoover Institution at Stanford University (public policy think tank) (Oct. 1979 – present); Senior Fellow, Stanford Institute for Economic Policy Research (2000 – present); Professor of Public Policy, Stanford University (1994 – 2015). | 104 | Director, Gilead Sciences, Inc. (2005 – present) |
Nancy F. Heller 1956 Trustee (Trustee of The Charles Schwab Family of Funds, Schwab Investments, Schwab Capital Trust, Schwab Annuity Portfolios, Schwab Strategic Trust and Laudus Trust since 2018) | President and Chairman, TIAA Charitable (financial services) (2014 – 2016); Senior Managing Director, TIAA (financial services) (2003 – 2016). | 104 | None |
Stephen Timothy Kochis 1946 Trustee (Trustee of Schwab Strategic Trust since 2012; The Charles Schwab Family of Funds, Schwab Investments, Schwab Capital Trust, Schwab Annuity Portfolios and Laudus Trust since 2016) | CEO and Owner, Kochis Global (wealth management consulting) (May 2012 – present); Chairman and CEO, Aspiriant, LLC (wealth management) (Jan. 2008 – Apr. 2012). | 104 | None |
Independent Trustees (continued) | |||
Name, Year of Birth, and Position(s) with the trust (Terms of office, and length of Time Served1) | Principal Occupations During the Past Five Years | Number of Portfolios in Fund Complex Overseen by the Trustee | Other Directorships |
David L. Mahoney 1954 Trustee (Trustee of The Charles Schwab Family of Funds, Schwab Investments, Schwab Capital Trust, Schwab Annuity Portfolios and Laudus Trust since 2011; Schwab Strategic Trust since 2016) | Private Investor. | 104 | Director, Symantec Corporation (2003 – present) Director, Corcept Therapeutics Incorporated (2004 – present) Director, Adamas Pharmaceuticals, Inc. (2009 – present) |
Kiran M. Patel 1948 Trustee (Trustee of The Charles Schwab Family of Funds, Schwab Investments, Schwab Capital Trust, Schwab Annuity Portfolios and Laudus Trust since 2011; Schwab Strategic Trust since 2016) | Retired. Executive Vice President and General Manager of Small Business Group, Intuit, Inc. (financial software and services firm for consumers and small businesses) (Dec. 2008 – Sept. 2013). | 104 | Director, KLA-Tencor Corporation (2008 – present) |
Kimberly S. Patmore 1956 Trustee (Trustee of The Charles Schwab Family of Funds, Schwab Investments, Schwab Capital Trust, Schwab Annuity Portfolios, Schwab Strategic Trust and Laudus Trust since 2016) | Consultant, Patmore Management Consulting (management consulting) (2008 – present). | 104 | None |
Gerald B. Smith 1950 Trustee (Trustee of The Charles Schwab Family of Funds, Schwab Investments, Schwab Capital Trust and Schwab Annuity Portfolios since 2000; Laudus Trust since 2010; Schwab Strategic Trust since 2016) | Chairman, Chief Executive Officer and Founder of Smith Graham & Co. (investment advisors) (Mar. 1990 – present). | 104 | Director, Eaton (2012 – present) Director and Chairman of the Audit Committee, Oneok Partners LP (2003 – 2013) Director, Oneok, Inc. (2009 – 2013) Lead Independent Director, Board of Cooper Industries (2002 – 2012) |
Joseph H. Wender 1944 Trustee (Trustee of The Charles Schwab Family of Funds, Schwab Investments, Schwab Capital Trust and Schwab Annuity Portfolios since 2008; Laudus Trust since 2010; Schwab Strategic Trust since 2016) | Senior Consultant, Goldman Sachs & Co., Inc. (investment banking and securities firm) (Jan. 2008 – present); Co-CEO, Colgin Cellars, LLC (vineyards) (Feb. 1998 – present). | 104 | Board Member and Chairman of the Audit Committee, Ionis Pharmaceuticals (1994 – present) Lead Independent Director and Chair of Audit Committee, OUTFRONT Media Inc. (2014 – present) |
Interested Trustees | |||
Name, Year of Birth, and Position(s) with the trust (Terms of office, and length of Time Served1) | Principal Occupations During the Past Five Years | Number of Portfolios in Fund Complex Overseen by the Trustee | Other Directorships |
Walter W. Bettinger II2 1960 Chairman and Trustee (Trustee of The Charles Schwab Family of Funds, Schwab Investments, Schwab Capital Trust and Schwab Annuity Portfolios since 2008; Schwab Strategic Trust since 2009; Laudus Trust since 2010) | Director, President and Chief Executive Officer, The Charles Schwab Corporation (Oct. 2008 – present); President and Chief Executive Officer (Oct. 2008 – present), Director (May 2008 – present), Charles Schwab & Co., Inc.; Director, Charles Schwab Bank (Apr. 2006 – present); Director (May 2008 – present), President and Chief Executive Officer (Aug. 2017 – present), Schwab Holdings, Inc.; and Director, Charles Schwab Investment Management, Inc. (July 2016 – present). | 104 | Director, The Charles Schwab Corporation (2008 – present) |
Marie A. Chandoha2 1961 Trustee (Trustee of The Charles Schwab Family of Funds, Schwab Investments, Schwab Capital Trust, Schwab Annuity Portfolios, Schwab Strategic Trust and Laudus Trust since 2016) | Director and Chief Executive Officer (Dec. 2010 – present), Chief Investment Officer (Sept. 2010 – Oct. 2011), Charles Schwab Investment Management, Inc.; Trustee (Jan. 2016 – present), President, Chief Executive Officer (Dec. 2010 – present), and Chief Investment Officer (Sept. 2010 – Oct. 2011), Schwab Funds, Laudus Funds and Schwab ETFs; Director, Charles Schwab Worldwide Funds plc and Charles Schwab Asset Management (Ireland) Limited (Jan. 2011 – present); Global Head of Fixed Income Business Division, BlackRock, Inc. (formerly Barclays Global Investors) (investment management firm) (Mar. 2007 – Aug. 2010). | 104 | None |
Joseph R. Martinetto2 1962 Trustee (Trustee of The Charles Schwab Family of Funds, Schwab Investments, Schwab Capital Trust, Schwab Annuity Portfolios, Schwab Strategic Trust and Laudus Trust since 2016) | Chief Operating Officer (Feb. 2018 – present), Senior Executive Vice President (July 2015 – Feb. 2018), The Charles Schwab Corporation; Senior Executive Vice President, Charles Schwab & Co., Inc. (July 2015 – present); Chief Financial Officer (July 2015 – Aug. 2017), Executive Vice President and Chief Financial Officer (May 2007 – July 2015), The Charles Schwab Corporation and Charles Schwab & Co., Inc.; Director, Charles Schwab & Co., Inc. (May 2007 – present); Director (Apr. 2010 – present) and Chief Executive Officer (July 2013 – Apr. 2015), Charles Schwab Bank; Director (May 2007 – present), Chief Financial Officer (May 2007 – Aug. 2017), Senior Executive Vice President (Feb. 2016 – present), and Executive Vice President (May 2007 – Feb. 2016), Schwab Holdings, Inc. | 104 | None |
Officers of the Trust | |
Name, Year of Birth, and Position(s) with the trust (Terms of office, and length of Time Served3) | Principal Occupations During the Past Five Years |
Marie A. Chandoha 1961 President and Chief Executive Officer (Officer of The Charles Schwab Family of Funds, Schwab Investments, Schwab Capital Trust, Schwab Annuity Portfolios, Schwab Strategic Trust and Laudus Trust since 2010) | Director and Chief Executive Officer (Dec. 2010 – present), Chief Investment Officer (Sept. 2010 – Oct. 2011), Charles Schwab Investment Management, Inc.; Trustee (Jan. 2016 – present), President, Chief Executive Officer (Dec. 2010 – present), and Chief Investment Officer (Sept. 2010 – Oct. 2011), Schwab Funds, Laudus Funds and Schwab ETFs; Director, Charles Schwab Worldwide Funds plc and Charles Schwab Asset Management (Ireland) Limited (Jan. 2011 – present); Global Head of Fixed Income Business Division, BlackRock, Inc. (formerly Barclays Global Investors) (investment management firm) (Mar. 2007 – Aug. 2010). |
Officers of the Trust (continued) | |
Name, Year of Birth, and Position(s) with the trust (Terms of office, and length of Time Served3) | Principal Occupations During the Past Five Years |
Mark Fischer 1970 Treasurer and Chief Financial Officer (Officer of The Charles Schwab Family of Funds, Schwab Investments, Schwab Capital Trust, Schwab Annuity Portfolios, Schwab Strategic Trust and Laudus Trust since 2013) | Treasurer and Chief Financial Officer, Schwab Funds, Laudus Funds and Schwab ETFs (Jan. 2016 – present); Assistant Treasurer, Schwab Funds and Laudus Funds (Dec. 2013 – Dec. 2015), Schwab ETFs (Nov. 2013 – Dec. 2015); Vice President, Charles Schwab Investment Management, Inc. (Oct. 2013 – present); Executive Director, J.P. Morgan Investor Services (Apr. 2011 – Sept. 2013); Assistant Treasurer, Massachusetts Financial Service Investment Management (May 2005 – Mar. 2011). |
George Pereira 1964 Senior Vice President and Chief Operating Officer (Officer of The Charles Schwab Family of Funds, Schwab Investments, Schwab Capital Trust and Schwab Annuity Portfolios since 2004; Laudus Trust since 2006; Schwab Strategic Trust since 2009) | Senior Vice President and Chief Financial Officer (Nov. 2004 – present), Chief Operating Officer (Jan. 2011 – present), Charles Schwab Investment Management, Inc.; Senior Vice President and Chief Operating Officer (Jan. 2016 – present), Treasurer and Chief Financial Officer, Laudus Funds (June 2006 – Dec. 2015); Treasurer and Principal Financial Officer, Schwab Funds (Nov. 2004 – Dec. 2015) and Schwab ETFs (Oct. 2009 – Dec. 2015); Director, Charles Schwab Worldwide Funds plc and Charles Schwab Asset Management (Ireland) Limited (Apr. 2005 – present). |
Omar Aguilar 1970 Senior Vice President and Chief Investment Officer – Equities and Multi-Asset Strategies (Officer of The Charles Schwab Family of Funds, Schwab Investments, Schwab Capital Trust, Schwab Annuity Portfolios, Schwab Strategic Trust and Laudus Trust since 2011) | Senior Vice President and Chief Investment Officer – Equities and Multi-Asset Strategies, Charles Schwab Investment Management, Inc. (Apr. 2011 – present); Senior Vice President and Chief Investment Officer – Equities, Schwab Funds, Laudus Funds and Schwab ETFs (June 2011 – present); Head of the Portfolio Management Group and Vice President of Portfolio Management, Financial Engines, Inc. (investment management firm) (May 2009 – Apr. 2011); Head of Quantitative Equity, ING Investment Management (July 2004 – Jan. 2009). |
Brett Wander 1961 Senior Vice President and Chief Investment Officer – Fixed Income (Officer of The Charles Schwab Family of Funds, Schwab Investments, Schwab Capital Trust, Schwab Annuity Portfolios, Schwab Strategic Trust and Laudus Trust since 2011) | Senior Vice President and Chief Investment Officer – Fixed Income, Charles Schwab Investment Management, Inc. (Apr. 2011 – present); Senior Vice President and Chief Investment Officer – Fixed Income, Schwab Funds, Laudus Funds and Schwab ETFs (June 2011 – present); Senior Managing Director, Global Head of Active Fixed-Income Strategies, State Street Global Advisors (Jan. 2008 – Oct. 2010); Director of Alpha Strategies Loomis, Sayles & Company (investment management firm) (Apr. 2006 – Jan. 2008). |
David Lekich 1964 Chief Legal Officer and Secretary, Schwab Funds and Schwab ETFs Vice President and Assistant Clerk, Laudus Funds (Officer of The Charles Schwab Family of Funds, Schwab Investments, Schwab Capital Trust, Schwab Annuity Portfolios, Schwab Strategic Trust and Laudus Trust since 2011) | Senior Vice President (Sept. 2011 – present), Vice President (Mar. 2004 – Sept. 2011), Charles Schwab & Co., Inc.; Senior Vice President and Chief Counsel (Sept. 2011 – present), Vice President (Jan. 2011 – Sept. 2011), Charles Schwab Investment Management, Inc.; Secretary (Apr. 2011 – present) and Chief Legal Officer (Dec. 2011 – present), Schwab Funds; Vice President and Assistant Clerk, Laudus Funds (Apr. 2011 – present); Secretary (May 2011 – present) and Chief Legal Officer (Nov. 2011 – present), Schwab ETFs. |
Catherine MacGregor 1964 Vice President and Assistant Secretary, Schwab Funds and Schwab ETFs Chief Legal Officer, Vice President and Clerk, Laudus Funds (Officer of The Charles Schwab Family of Funds, Schwab Investments, Schwab Capital Trust, Schwab Annuity Portfolios and Laudus Trust since 2005; Schwab Strategic Trust since 2009) | Vice President, Charles Schwab & Co., Inc., Charles Schwab Investment Management, Inc. (July 2005 – present); Vice President (Dec. 2005 – present), Chief Legal Officer and Clerk (Mar. 2007 – present), Laudus Funds; Vice President (Nov. 2005 – present) and Assistant Secretary (June 2007 – present), Schwab Funds; Vice President and Assistant Secretary, Schwab ETFs (Oct. 2009 – present). |
1 | Each Trustee shall hold office until the election and qualification of his or her successor, or until he or she dies, resigns or is removed. The retirement policy requires that each independent trustee retire by December 31 of the year in which the Trustee turns 74 or the Trustee’s twentieth year of service as an independent trustee on any trust in the Fund Complex, whichever occurs first. |
2 | Mr. Bettinger, Ms. Chandoha and Mr. Martinetto are Interested Trustees. Mr. Bettinger is an Interested Trustee because he owns stock of The Charles Schwab Corporation (CSC), the parent company of Charles Schwab Investment Management, Inc. (CSIM), the investment adviser for the trusts in the Fund Complex, is an employee and director of Charles Schwab & Co., Inc. (CS&Co), the principal underwriter for The Charles Schwab Family of Funds, Schwab Investments, Schwab Capital Trust and Schwab Annuity Portfolios, and is a director of CSIM. Ms. Chandoha is an Interested Trustee because she owns stock of CSC and is an employee and director of CSIM. Mr. Martinetto is an Interested Trustee because he owns stock of CSC and is an employee and director of CS&Co. |
3 | The President, Treasurer and Secretary/Clerk hold office until their respective successors are chosen and qualified or until he or she sooner dies, resigns, is removed or becomes disqualified. Each of the other officers serves at the pleasure of the Board. |
THIS IS NOT PART OF THE SHAREHOLDER REPORT
INFORMATION.
Schwab ETFs™
Index ETF
Printed on recycled paper.
* | FUNDAMENTAL INDEX is a registered trademark of Research Affiliates LLC. |
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Table of Contents
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Schwab U.S. Broad Market ETF™ | SCHB |
Schwab 1000 Index® ETF | SCHK |
Schwab U.S. Large-Cap ETF™ | SCHX |
Schwab U.S. Large-Cap Growth ETF™ | SCHG |
Schwab U.S. Large-Cap Value ETF™ | SCHV |
Schwab U.S. Mid-Cap ETF™ | SCHM |
Schwab U.S. Small-Cap ETF™ | SCHA |
Schwab U.S. Dividend Equity ETF™ | SCHD |
Total Returns for the 12 Months Ended August 31, 2018 | |
Schwab U.S. Broad Market ETF (Ticker Symbol: SCHB) | |
Market Price Return1 | 20.17% |
NAV Return1 | 20.20% |
Dow Jones U.S. Broad Stock Market Index | 20.20% |
ETF Category: Morningstar Large Blend2 | 17.70% |
Performance Details | pages 7-9 |
Schwab 1000 Index ETF (Ticker Symbol: SCHK) | |
Market Price Return1 | 15.76% * |
NAV Return1 | 15.72% * |
Schwab 1000 Index® | 15.78% * |
ETF Category: Morningstar Large Blend2 | N/A |
Performance Details | pages 10-12 |
Schwab U.S. Large-Cap ETF (Ticker Symbol: SCHX) | |
Market Price Return1 | 19.75% |
NAV Return1 | 19.79% |
Dow Jones U.S. Large-Cap Total Stock Market Index | 19.81% |
ETF Category: Morningstar Large Blend2 | 17.70% |
Performance Details | pages 13-15 |
Schwab U.S. Large-Cap Growth ETF (Ticker Symbol: SCHG) | |
Market Price Return1 | 25.87% |
NAV Return1 | 25.88% |
Dow Jones U.S. Large-Cap Growth Total Stock Market Index | 25.92% |
ETF Category: Morningstar Large Growth2 | 24.40% |
Performance Details | pages 16-18 |
Total Returns for the 12 Months Ended August 31, 2018 | |
Schwab U.S. Large-Cap Value ETF (Ticker Symbol: SCHV) | |
Market Price Return1 | 14.16% |
NAV Return1 | 14.20% |
Dow Jones U.S. Large-Cap Value Total Stock Market Index | 14.24% |
ETF Category: Morningstar Large Value2 | 14.18% |
Performance Details | pages 19-21 |
Schwab U.S. Mid-Cap ETF (Ticker Symbol: SCHM) | |
Market Price Return1 | 21.38% |
NAV Return1 | 21.36% |
Dow Jones U.S. Mid-Cap Total Stock Market Index | 21.42% |
ETF Category: Morningstar Mid-Cap Blend2 | 16.69% |
Performance Details | pages 22-24 |
Schwab U.S. Small-Cap ETF (Ticker Symbol: SCHA) | |
Market Price Return1 | 23.64% |
NAV Return1 | 23.71% |
Dow Jones U.S. Small-Cap Total Stock Market Index | 23.69% |
ETF Category: Morningstar Small Blend2 | 21.89% |
Performance Details | pages 25-27 |
Schwab U.S. Dividend Equity ETF (Ticker Symbol: SCHD) | |
Market Price Return1 | 18.18% |
NAV Return1 | 18.21% |
Dow Jones U.S. Dividend 100TM Index | 18.30% |
ETF Category: Morningstar Large Value2 | 14.18% |
Performance Details | pages 28-30 |
* | Total returns shown are since the fund’s inception date of October 11, 2017. |
1 | ETF performance must be shown based on both a market price and NAV basis. The fund’s per share NAV is the value of one share of the fund. NAV is calculated by taking the fund’s total assets (including the market value of securities owned), subtracting liabilities, and dividing by the number of shares outstanding. The NAV Return is based on the NAV of the fund, and the Market Price Return is based on the market price per share of the fund. The price used to calculate market return (Market Price) is determined using the Official Closing Price on the primary stock exchange (generally, 4:00 p.m. Eastern time) and may not represent the returns you would receive if shares were traded at other times. Market Price and NAV returns assume that dividends and capital gain distributions have been reinvested in the fund at Market Price and NAV, respectively. |
2 | Source for category information: Morningstar, Inc. The Morningstar Category return represents all passively- and actively-managed ETFs within the category as of the report date. |
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CEO of Charles Schwab
Investment Management, Inc.
and the funds covered
in this report.
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1 | Gilliam, Jake, et al. Inflation Protection: The Benefits of a Diversified Asset-Class Approach. Charles Schwab Investment Management, 2018. |
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* | The net version of the index reflects reinvested dividends net of withholding taxes, but reflects no deductions for expenses or other taxes. |
1 | The Cboe Volatility Index® (or VIX®) is a key measure of market expectations of near-term volatility conveyed by S&P 500 stock index option prices. |
![]() | Christopher Bliss, CFA, Vice President and Head of the Passive Equity Team, leads the portfolio management team for Schwab’s passive equity mutual funds and ETFs. He also has overall responsibility for all aspects of the management of the funds. Prior to joining CSIM in 2016, Mr. Bliss spent 12 years at BlackRock (formerly Barclays Global Investors) managing and leading institutional index teams, most recently as a Managing Director and Head of Americas Institutional Index team. Prior to BlackRock, he worked as an equity analyst and portfolio manager for Harris Bretall and before that, as a research analyst for JP Morgan. |
![]() | Ferian Juwono, CFA, Senior Portfolio Manager, is responsible for the day-to-day co-management of the funds. Prior to joining CSIM in 2010, Mr. Juwono worked at BlackRock (formerly Barclays Global Investors), where he spent more than three years as a portfolio manager, managing equity index funds for institutional clients, and nearly two years as a senior business analyst. Prior to that, Mr. Juwono worked for more than four years as a senior financial analyst with Union Bank of California. |
![]() | Sabya Sinha, Portfolio Manager, is responsible for the day-to-day co-management of the funds. Prior to joining CSIM in 2015, Mr. Sinha spent a year at F-Squared Investments on the product development and analytics team. Prior to F-Squared, he worked at IndexIQ Advisors as a senior index portfolio manager for three years and for Bank of America’s Columbia Management subsidiary as a portfolio manager for three years. |
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Fund and Inception Date | 1 Year | 5 Years | Since Inception* |
Fund: Schwab U.S. Broad Market ETF (11/3/09) | |||
Market Price Return2 | 20.17% | 14.22% | 14.82% |
NAV Return2 | 20.20% | 14.22% | 14.82% |
Dow Jones U.S. Broad Stock Market Index | 20.20% | 14.23% | 14.84% |
ETF Category: Morningstar Large Blend3 | 17.70% | 12.62% | N/A |
Fund Expense Ratio4: 0.03% |
* | Inception (11/3/09) represents the date that the shares began trading in the secondary market. |
1 | Performance does not reflect the deduction of taxes that a shareholder would pay on fund distributions or on the redemption or sale of fund shares. |
2 | ETF performance must be shown based on both a market price and NAV basis. The fund’s per share NAV is the value of one share of the fund. NAV is calculated by taking the fund’s total assets (including the market value of securities owned), subtracting liabilities, and dividing by the number of shares outstanding. The NAV Return is based on the NAV of the fund, and the Market Price Return is based on the market price per share of the fund. The price used to calculate market return (Market Price) is determined using the Official Closing Price on the primary stock exchange (generally, 4:00 p.m. Eastern time) and may not represent the returns you would receive if shares were traded at other times. NAV is used as a proxy for purposes of calculating Market Price Return on inception date. Market Price and NAV returns assume that dividends and capital gain distributions have been reinvested in the fund at Market Price and NAV, respectively. |
3 | Source for category information: Morningstar, Inc. The Morningstar Category return represents all passively- and actively-managed ETFs within the category as of the report date. |
4 | As stated in the prospectus. |
Number of Holdings | 2,401 |
Weighted Average Market Cap (millions) | $208,471 |
Price/Earnings Ratio (P/E) | 21.0 |
Price/Book Ratio (P/B) | 3.2 |
Portfolio Turnover Rate | 4% 2 |
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1 | Excludes derivatives. |
2 | Portfolio turnover rate excludes securities received or delivered from processing of in-kind creations or redemptions. |
3 | The percentage may differ from the Portfolio Holdings because the above calculation is based on a percentage of total investments, excluding derivatives, whereas the calculation in the Portfolio Holdings is based on a percentage of net assets. |
4 | This list is not a recommendation of any security by the investment adviser. |
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Fund and Inception Date | 6 Months | Since Inception* |
Fund: Schwab 1000 Index ETF (10/11/17) | ||
Market Price Return2 | 8.22% | 15.76% |
NAV Return2 | 8.26% | 15.72% |
Schwab 1000 Index® | 8.28% | 15.78% |
Russell 1000® Index | 8.32% | 15.81% |
ETF Category: Morningstar Large Blend3 | 6.90% | N/A |
Fund Expense Ratio4: 0.05% |
* | Inception (10/11/17) represents the date that the shares began trading in the secondary market. |
1 | Performance does not reflect the deduction of taxes that a shareholder would pay on fund distributions or on the redemption or sale of fund shares. |
2 | ETF performance must be shown based on both a market price and NAV basis. The fund’s per share NAV is the value of one share of the fund. NAV is calculated by taking the fund’s total assets (including the market value of securities owned), subtracting liabilities, and dividing by the number of shares outstanding. The NAV Return is based on the NAV of the fund, and the Market Price Return is based on the market price per share of the fund. The price used to calculate market return (Market Price) is determined using the Official Closing Price on the primary stock exchange (generally, 4:00 p.m. Eastern time) and may not represent the returns you would receive if shares were traded at other times. NAV is used as a proxy for purposes of calculating Market Price Return on inception date. Market Price and NAV returns assume that dividends and capital gain distributions have been reinvested in the fund at Market Price and NAV, respectively. |
3 | Source for category information: Morningstar, Inc. The Morningstar Category return represents all passively- and actively-managed ETFs within the category as of the report date. |
4 | As stated in the prospectus. |
Number of Holdings | 986 |
Weighted Average Market Cap (millions) | $223,592 |
Price/Earnings Ratio (P/E) | 21.2 |
Price/Book Ratio (P/B) | 3.3 |
Portfolio Turnover Rate | 3% 2,3 |
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1 | Excludes derivatives. |
2 | Not annualized. |
3 | Portfolio turnover rate excludes securities received or delivered from processing of in-kind creations or redemptions. |
4 | The percentage may differ from the Portfolio Holdings because the above calculation is based on a percentage of total investments, excluding derivatives, whereas the calculation in the Portfolio Holdings is based on a percentage of net assets. |
5 | This list is not a recommendation of any security by the investment adviser. |
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Fund and Inception Date | 1 Year | 5 Years | Since Inception* |
Fund: Schwab U.S. Large-Cap ETF (11/3/09) | |||
Market Price Return2 | 19.75% | 14.37% | 14.65% |
NAV Return2 | 19.79% | 14.37% | 14.66% |
Dow Jones U.S. Large-Cap Total Stock Market Index | 19.81% | 14.41% | 14.73% |
ETF Category: Morningstar Large Blend3 | 17.70% | 12.62% | N/A |
Fund Expense Ratio4: 0.03% |
* | Inception (11/3/09) represents the date that the shares began trading in the secondary market. |
1 | Performance does not reflect the deduction of taxes that a shareholder would pay on fund distributions or on the redemption or sale of fund shares. |
2 | ETF performance must be shown based on both a market price and NAV basis. The fund’s per share NAV is the value of one share of the fund. NAV is calculated by taking the fund’s total assets (including the market value of securities owned), subtracting liabilities, and dividing by the number of shares outstanding. The NAV Return is based on the NAV of the fund, and the Market Price Return is based on the market price per share of the fund. The price used to calculate market return (Market Price) is determined using the Official Closing Price on the primary stock exchange (generally, 4:00 p.m. Eastern time) and may not represent the returns you would receive if shares were traded at other times. NAV is used as a proxy for purposes of calculating Market Price Return on inception date. Market Price and NAV returns assume that dividends and capital gain distributions have been reinvested in the fund at Market Price and NAV, respectively. |
3 | Source for category information: Morningstar, Inc. The Morningstar Category return represents all passively- and actively-managed ETFs within the category as of the report date. |
4 | As stated in the prospectus. |
Number of Holdings | 756 |
Weighted Average Market Cap (millions) | $232,954 |
Price/Earnings Ratio (P/E) | 21.3 |
Price/Book Ratio (P/B) | 3.3 |
Portfolio Turnover Rate | 3% 2 |
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1 | Excludes derivatives. |
2 | Portfolio turnover rate excludes securities received or delivered from processing of in-kind creations or redemptions. |
3 | The percentage may differ from the Portfolio Holdings because the above calculation is based on a percentage of total investments, excluding derivatives, whereas the calculation in the Portfolio Holdings is based on a percentage of net assets. |
4 | This list is not a recommendation of any security by the investment adviser. |
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Fund and Inception Date | 1 Year | 5 Years | Since Inception* |
Fund: Schwab U.S. Large-Cap Growth ETF (12/11/09) | |||
Market Price Return2 | 25.87% | 16.89% | 15.61% |
NAV Return2 | 25.88% | 16.88% | 15.61% |
Dow Jones U.S. Large-Cap Growth Total Stock Market Index | 25.92% | 16.94% | 15.71% |
ETF Category: Morningstar Large Growth3 | 24.40% | 15.05% | N/A |
Fund Expense Ratio4: 0.04% |
* | Inception (12/11/09) represents the date that the shares began trading in the secondary market. |
1 | Performance does not reflect the deduction of taxes that a shareholder would pay on fund distributions or on the redemption or sale of fund shares. |
2 | ETF performance must be shown based on both a market price and NAV basis. The fund’s per share NAV is the value of one share of the fund. NAV is calculated by taking the fund’s total assets (including the market value of securities owned), subtracting liabilities, and dividing by the number of shares outstanding. The NAV Return is based on the NAV of the fund, and the Market Price Return is based on the market price per share of the fund. The price used to calculate market return (Market Price) is determined using the Official Closing Price on the primary stock exchange (generally, 4:00 p.m. Eastern time) and may not represent the returns you would receive if shares were traded at other times. NAV is used as a proxy for purposes of calculating Market Price Return on inception date. Market Price and NAV returns assume that dividends and capital gain distributions have been reinvested in the fund at Market Price and NAV, respectively. |
3 | Source for category information: Morningstar, Inc. The Morningstar Category return represents all passively- and actively-managed ETFs within the category as of the report date. |
4 | As stated in the prospectus. |
Number of Holdings | 403 |
Weighted Average Market Cap (millions) | $289,408 |
Price/Earnings Ratio (P/E) | 25.4 |
Price/Book Ratio (P/B) | 4.7 |
Portfolio Turnover Rate | 5% 2 |
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1 | Excludes derivatives. |
2 | Portfolio turnover rate excludes securities received or delivered from processing of in-kind creations or redemptions. |
3 | The percentage may differ from the Portfolio Holdings because the above calculation is based on a percentage of total investments, excluding derivatives, whereas the calculation in the Portfolio Holdings is based on a percentage of net assets. |
4 | This list is not a recommendation of any security by the investment adviser. |
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Fund and Inception Date | 1 Year | 5 Years | Since Inception* |
Fund: Schwab U.S. Large-Cap Value ETF (12/11/09) | |||
Market Price Return2 | 14.16% | 11.93% | 12.52% |
NAV Return2 | 14.20% | 11.94% | 12.52% |
Dow Jones U.S. Large-Cap Value Total Stock Market Index | 14.24% | 12.02% | 12.65% |
ETF Category: Morningstar Large Value3 | 14.18% | 10.73% | N/A |
Fund Expense Ratio4: 0.04% |
* | Inception (12/11/09) represents the date that the shares began trading in the secondary market. |
1 | Performance does not reflect the deduction of taxes that a shareholder would pay on fund distributions or on the redemption or sale of fund shares. |
2 | ETF performance must be shown based on both a market price and NAV basis. The fund’s per share NAV is the value of one share of the fund. NAV is calculated by taking the fund’s total assets (including the market value of securities owned), subtracting liabilities, and dividing by the number of shares outstanding. The NAV Return is based on the NAV of the fund, and the Market Price Return is based on the market price per share of the fund. The price used to calculate market return (Market Price) is determined using the Official Closing Price on the primary stock exchange (generally, 4:00 p.m. Eastern time) and may not represent the returns you would receive if shares were traded at other times. NAV is used as a proxy for purposes of calculating Market Price Return on inception date. Market Price and NAV returns assume that dividends and capital gain distributions have been reinvested in the fund at Market Price and NAV, respectively. |
3 | Source for category information: Morningstar, Inc. The Morningstar Category return represents all passively- and actively-managed ETFs within the category as of the report date. |
4 | As stated in the prospectus. |
Number of Holdings | 354 |
Weighted Average Market Cap (millions) | $175,177 |
Price/Earnings Ratio (P/E) | 18.2 |
Price/Book Ratio (P/B) | 2.5 |
Portfolio Turnover Rate | 8% 2 |
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1 | Excludes derivatives. |
2 | Portfolio turnover rate excludes securities received or delivered from processing of in-kind creations or redemptions. |
3 | The percentage may differ from the Portfolio Holdings because the above calculation is based on a percentage of total investments, excluding derivatives, whereas the calculation in the Portfolio Holdings is based on a percentage of net assets. |
4 | This list is not a recommendation of any security by the investment adviser. |
![](https://capedge.com/proxy/N-CSR/0001193125-18-313653/g64505lg_2me5.jpg)
Fund and Inception Date | 1 Year | 5 Years | Since Inception* |
Fund: Schwab U.S. Mid-Cap ETF (1/13/11) | |||
Market Price Return2 | 21.38% | 13.77% | 13.25% |
NAV Return2 | 21.36% | 13.76% | 13.25% |
Dow Jones U.S. Mid-Cap Total Stock Market Index | 21.42% | 13.79% | 13.30% |
ETF Category: Morningstar Mid-Cap Blend3 | 16.69% | 11.07% | N/A |
Fund Expense Ratio4: 0.05% |
* | Inception (1/13/11) represents the date that the shares began trading in the secondary market. |
1 | Performance does not reflect the deduction of taxes that a shareholder would pay on fund distributions or on the redemption or sale of fund shares. |
2 | ETF performance must be shown based on both a market price and NAV basis. The fund’s per share NAV is the value of one share of the fund. NAV is calculated by taking the fund’s total assets (including the market value of securities owned), subtracting liabilities, and dividing by the number of shares outstanding. The NAV Return is based on the NAV of the fund, and the Market Price Return is based on the market price per share of the fund. The price used to calculate market return (Market Price) is determined using the Official Closing Price on the primary stock exchange (generally, 4:00 p.m. Eastern time) and may not represent the returns you would receive if shares were traded at other times. NAV is used as a proxy for purposes of calculating Market Price Return on inception date. Market Price and NAV returns assume that dividends and capital gain distributions have been reinvested in the fund at Market Price and NAV, respectively. |
3 | Source for category information: Morningstar, Inc. The Morningstar Category return represents all passively- and actively-managed ETFs within the category as of the report date. |
4 | As stated in the prospectus. |
Number of Holdings | 493 |
Weighted Average Market Cap (millions) | $9,518 |
Price/Earnings Ratio (P/E) | 21.2 |
Price/Book Ratio (P/B) | 2.7 |
Portfolio Turnover Rate | 13% 2 |
![](https://capedge.com/proxy/N-CSR/0001193125-18-313653/g64505imgbf3eb3c718.jpg)
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1 | Excludes derivatives. |
2 | Portfolio turnover rate excludes securities received or delivered from processing of in-kind creations or redemptions. |
3 | The percentage may differ from the Portfolio Holdings because the above calculation is based on a percentage of total investments, excluding derivatives, whereas the calculation in the Portfolio Holdings is based on a percentage of net assets. |
4 | This list is not a recommendation of any security by the investment adviser. |
![](https://capedge.com/proxy/N-CSR/0001193125-18-313653/g64505lg_2me6.jpg)
Fund and Inception Date | 1 Year | 5 Years | Since Inception* |
Fund: Schwab U.S. Small-Cap ETF (11/3/09) | |||
Market Price Return2 | 23.64% | 12.93% | 15.78% |
NAV Return2 | 23.71% | 12.91% | 15.78% |
Dow Jones U.S. Small-Cap Total Stock Market Index | 23.69% | 12.88% | 15.82% |
ETF Category: Morningstar Small Blend3 | 21.89% | 11.48% | N/A |
Fund Expense Ratio4: 0.05% |
* | Inception (11/3/09) represents the date that the shares began trading in the secondary market. |
1 | Performance does not reflect the deduction of taxes that a shareholder would pay on fund distributions or on the redemption or sale of fund shares. |
2 | ETF performance must be shown based on both a market price and NAV basis. The fund’s per share NAV is the value of one share of the fund. NAV is calculated by taking the fund’s total assets (including the market value of securities owned), subtracting liabilities, and dividing by the number of shares outstanding. The NAV Return is based on the NAV of the fund, and the Market Price Return is based on the market price per share of the fund. The price used to calculate market return (Market Price) is determined using the Official Closing Price on the primary stock exchange (generally, 4:00 p.m. Eastern time) and may not represent the returns you would receive if shares were traded at other times. NAV is used as a proxy for purposes of calculating Market Price Return on inception date. Market Price and NAV returns assume that dividends and capital gain distributions have been reinvested in the fund at Market Price and NAV, respectively. |
3 | Source for category information: Morningstar, Inc. The Morningstar Category return represents all passively- and actively-managed ETFs within the category as of the report date. |
4 | As stated in the prospectus. |
Number of Holdings | 1,726 |
Weighted Average Market Cap (millions) | $3,683 |
Price/Earnings Ratio (P/E) | 18.8 |
Price/Book Ratio (P/B) | 2.4 |
Portfolio Turnover Rate | 9% 2 |
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1 | Excludes derivatives. |
2 | Portfolio turnover rate excludes securities received or delivered from processing of in-kind creations or redemptions. |
3 | The percentage may differ from the Portfolio Holdings because the above calculation is based on a percentage of total investments, excluding derivatives, whereas the calculation in the Portfolio Holdings is based on a percentage of net assets. |
4 | This list is not a recommendation of any security by the investment adviser. |
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Fund and Inception Date | 1 Year | 5 Years | Since Inception* |
Fund: Schwab U.S. Dividend Equity ETF (10/20/11) | |||
Market Price Return2 | 18.18% | 13.00% | 14.66% |
NAV Return2 | 18.21% | 12.99% | 14.66% |
Dow Jones U.S. Dividend 100TM Index | 18.30% | 13.11% | 14.80% |
ETF Category: Morningstar Large Value3 | 14.18% | 10.73% | N/A |
Fund Expense Ratio4: 0.07% |
* | Inception (10/20/11) represents the date that the shares began trading in the secondary market. |
1 | Performance does not reflect the deduction of taxes that a shareholder would pay on fund distributions or on the redemption or sale of fund shares. |
2 | ETF performance must be shown based on both a market price and NAV basis. The fund’s per share NAV is the value of one share of the fund. NAV is calculated by taking the fund’s total assets (including the market value of securities owned), subtracting liabilities, and dividing by the number of shares outstanding. The NAV Return is based on the NAV of the fund, and the Market Price Return is based on the market price per share of the fund. The price used to calculate market return (Market Price) is determined using the Official Closing Price on the primary stock exchange (generally, 4:00 p.m. Eastern time) and may not represent the returns you would receive if shares were traded at other times. NAV is used as a proxy for purposes of calculating Market Price Return on inception date. Market Price and NAV returns assume that dividends and capital gain distributions have been reinvested in the fund at Market Price and NAV, respectively. |
3 | Source for category information: Morningstar, Inc. The Morningstar Category return represents all passively- and actively-managed ETFs within the category as of the report date. |
4 | As stated in the prospectus. |
Number of Holdings | 101 |
Weighted Average Market Cap (millions) | $128,275 |
Price/Earnings Ratio (P/E) | 16.8 |
Price/Book Ratio (P/B) | 4.3 |
Portfolio Turnover Rate | 23% 2 |
![](https://capedge.com/proxy/N-CSR/0001193125-18-313653/g64505imgf5cbe62622.jpg)
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1 | Excludes derivatives. |
2 | Portfolio turnover rate excludes securities received or delivered from processing of in-kind creations or redemptions. |
3 | The percentage may differ from the Portfolio Holdings because the above calculation is based on a percentage of total investments, excluding derivatives, whereas the calculation in the Portfolio Holdings is based on a percentage of net assets. |
4 | This list is not a recommendation of any security by the investment adviser. |
Expense Ratio (Annualized)1 | Beginning Account Value at 3/1/18 | Ending Account Value (Net of Expenses) at 8/31/18 | Expenses Paid During Period 3/1/18-8/31/182 | |
Schwab U.S. Broad Market ETF | ||||
Actual Return | 0.03% | $1,000.00 | $1,088.30 | $0.16 |
Hypothetical 5% Return | 0.03% | $1,000.00 | $1,025.05 | $0.15 |
Schwab 1000 Index ETF | ||||
Actual Return | 0.05% | $1,000.00 | $1,082.60 | $0.26 |
Hypothetical 5% Return | 0.05% | $1,000.00 | $1,024.95 | $0.26 |
Schwab U.S. Large-Cap ETF | ||||
Actual Return | 0.03% | $1,000.00 | $1,082.00 | $0.16 |
Hypothetical 5% Return | 0.03% | $1,000.00 | $1,025.05 | $0.15 |
Schwab U.S. Large-Cap Growth ETF | ||||
Actual Return | 0.04% | $1,000.00 | $1,114.00 | $0.21 |
Hypothetical 5% Return | 0.04% | $1,000.00 | $1,025.00 | $0.20 |
Schwab U.S. Large-Cap Value ETF | ||||
Actual Return | 0.04% | $1,000.00 | $1,051.00 | $0.21 |
Hypothetical 5% Return | 0.04% | $1,000.00 | $1,025.00 | $0.20 |
Schwab U.S. Mid-Cap ETF | ||||
Actual Return | 0.05% | $1,000.00 | $1,112.10 | $0.27 |
Hypothetical 5% Return | 0.05% | $1,000.00 | $1,024.95 | $0.26 |
Schwab U.S. Small-Cap ETF | ||||
Actual Return | 0.05% | $1,000.00 | $1,144.60 | $0.27 |
Hypothetical 5% Return | 0.05% | $1,000.00 | $1,024.95 | $0.26 |
Schwab U.S. Dividend Equity ETF | ||||
Actual Return | 0.07% | $1,000.00 | $1,058.20 | $0.36 |
Hypothetical 5% Return | 0.07% | $1,000.00 | $1,024.85 | $0.36 |
1 | Based on the most recent six-month expense ratio; may differ from the expense ratio provided in the Financial Highlights which covers a 12-month period. The Financial Highlights for the Schwab 1000 Index ETF covers the period from commencement of operations to the end of the period. |
2 | Expenses for each fund are equal to its annualized expense ratio, multiplied by the average account value over the period, multiplied by the 184 days of the period, and divided by the 365 days of the fiscal year. |
9/1/17– 8/31/18 | 9/1/16– 8/31/17 | 9/1/15– 8/31/16 | 9/1/14– 8/31/15 | 9/1/13– 8/31/14 | ||
Per-Share Data | ||||||
Net asset value at beginning of period | $59.72 | $52.42 | $48.02 | $48.75 | $39.79 | |
Income (loss) from investment operations: | ||||||
Net investment income (loss)1 | 1.18 | 1.12 | 1.03 | 0.99 | 0.85 | |
Net realized and unrealized gains (losses) | 10.77 | 7.20 | 4.34 | (0.79) | 8.93 | |
Total from investment operations | 11.95 | 8.32 | 5.37 | 0.20 | 9.78 | |
Less distributions: | ||||||
Distributions from net investment income | (1.12) | (1.02) | (0.97) | (0.93) | (0.82) | |
Net asset value at end of period | $70.55 | $59.72 | $52.42 | $48.02 | $48.75 | |
Total return | 20.20% | 16.03% | 11.35% | 0.33% | 24.77% | |
Ratios/Supplemental Data | ||||||
Ratios to average net assets: | ||||||
Total expenses | 0.03% | 0.03% | 0.03% 2 | 0.04% | 0.04% | |
Net investment income (loss) | 1.81% | 1.99% | 2.09% | 1.98% | 1.90% | |
Portfolio turnover rate3 | 4% | 4% | 5% | 3% | 4% | |
Net assets, end of period (x 1,000) | $13,326,391 | $10,215,289 | $6,858,980 | $4,919,185 | $3,654,037 | |
Security | Number of Shares | % of Net Assets | Value ($) | |
Common Stock 99.9% of net assets | ||||
Automobiles & Components 0.8% | ||||
Other Securities | 0.8 | 106,210,824 | ||
Banks 6.4% | ||||
Bank of America Corp. | 4,220,025 | 1.0 | 130,525,373 | |
Citigroup, Inc. | 1,139,296 | 0.6 | 81,163,447 | |
JPMorgan Chase & Co. | 1,524,401 | 1.3 | 174,665,867 | |
Wells Fargo & Co. | 1,961,391 | 0.9 | 114,702,146 | |
Other Securities | 2.6 | 357,306,993 | ||
6.4 | 858,363,826 | |||
Capital Goods 7.1% | ||||
3M Co. | 265,292 | 0.4 | 55,955,389 | |
General Electric Co. | 3,880,895 | 0.4 | 50,218,781 | |
Honeywell International, Inc. | 335,198 | 0.4 | 53,316,594 | |
The Boeing Co. | 245,434 | 0.7 | 84,132,321 | |
Other Securities | 5.2 | 709,276,147 | ||
7.1 | 952,899,232 | |||
Commercial & Professional Services 1.0% | ||||
Other Securities | 1.0 | 137,959,150 | ||
Consumer Durables & Apparel 1.4% | ||||
Other Securities | 1.4 | 181,772,607 | ||
Consumer Services 2.1% | ||||
McDonald's Corp. | 351,629 | 0.4 | 57,044,773 | |
Other Securities | 1.7 | 221,125,071 | ||
2.1 | 278,169,844 | |||
Diversified Financials 5.1% | ||||
Berkshire Hathaway, Inc., Class B * | 862,833 | 1.4 | 180,090,504 | |
The Charles Schwab Corp. (b) | 534,013 | 0.2 | 27,122,520 | |
Other Securities | 3.5 | 475,112,990 | ||
5.1 | 682,326,014 | |||
Energy 5.6% | ||||
Chevron Corp. | 854,892 | 0.8 | 101,270,506 | |
Exxon Mobil Corp. | 1,895,699 | 1.2 | 151,978,189 | |
Other Securities | 3.6 | 493,173,994 | ||
5.6 | 746,422,689 | |||
Security | Number of Shares | % of Net Assets | Value ($) | |
Food & Staples Retailing 1.3% | ||||
Walmart, Inc. | 648,377 | 0.5 | 62,153,419 | |
Other Securities | 0.8 | 111,111,147 | ||
1.3 | 173,264,566 | |||
Food, Beverage & Tobacco 3.4% | ||||
Altria Group, Inc. | 847,895 | 0.4 | 49,618,815 | |
PepsiCo, Inc. | 634,305 | 0.5 | 71,048,503 | |
Philip Morris International, Inc. | 696,095 | 0.4 | 54,218,840 | |
The Coca-Cola Co. | 1,716,260 | 0.6 | 76,493,708 | |
Other Securities | 1.5 | 197,439,906 | ||
3.4 | 448,819,772 | |||
Health Care Equipment & Services 6.3% | ||||
Abbott Laboratories | 782,936 | 0.4 | 52,331,442 | |
Medtronic plc | 606,566 | 0.5 | 58,479,028 | |
UnitedHealth Group, Inc. | 430,681 | 0.9 | 115,620,621 | |
Other Securities | 4.5 | 611,489,318 | ||
6.3 | 837,920,409 | |||
Household & Personal Products 1.4% | ||||
The Procter & Gamble Co. | 1,127,164 | 0.7 | 93,498,254 | |
Other Securities | 0.7 | 90,010,199 | ||
1.4 | 183,508,453 | |||
Insurance 2.6% | ||||
Other Securities | 2.6 | 344,874,661 | ||
Materials 2.9% | ||||
DowDuPont, Inc. | 1,038,746 | 0.6 | 72,847,257 | |
Other Securities | 2.3 | 316,479,593 | ||
2.9 | 389,326,850 | |||
Media 2.3% | ||||
Comcast Corp., Class A | 2,052,713 | 0.6 | 75,929,854 | |
The Walt Disney Co. | 664,353 | 0.6 | 74,420,823 | |
Other Securities | 1.1 | 155,671,990 | ||
2.3 | 306,022,667 | |||
Pharmaceuticals, Biotechnology & Life Sciences 7.9% | ||||
AbbVie, Inc. | 677,685 | 0.5 | 65,044,206 | |
Amgen, Inc. | 298,275 | 0.5 | 59,598,328 | |
Johnson & Johnson | 1,200,943 | 1.2 | 161,755,013 | |
Merck & Co., Inc. | 1,203,692 | 0.6 | 82,561,234 |
Security | Number of Shares | % of Net Assets | Value ($) | |
Pfizer, Inc. | 2,619,784 | 0.8 | 108,773,432 | |
Other Securities | 4.3 | 570,063,489 | ||
7.9 | 1,047,795,702 | |||
Real Estate 3.7% | ||||
Other Securities | 3.7 | 488,897,708 | ||
Retailing 6.6% | ||||
Amazon.com, Inc. * | 180,432 | 2.7 | 363,157,291 | |
Netflix, Inc. * | 194,585 | 0.6 | 71,545,013 | |
The Home Depot, Inc. | 515,834 | 0.8 | 103,563,992 | |
Other Securities | 2.5 | 337,752,933 | ||
6.6 | 876,019,229 | |||
Semiconductors & Semiconductor Equipment 3.7% | ||||
Intel Corp. | 2,085,492 | 0.8 | 101,000,378 | |
NVIDIA Corp. | 272,034 | 0.6 | 76,354,503 | |
Texas Instruments, Inc. | 438,878 | 0.4 | 49,329,887 | |
Other Securities | 1.9 | 269,437,132 | ||
3.7 | 496,121,900 | |||
Software & Services 15.4% | ||||
Accenture plc, Class A | 287,203 | 0.4 | 48,557,411 | |
Adobe Systems, Inc. * | 220,262 | 0.4 | 58,041,240 | |
Alphabet, Inc., Class A * | 133,884 | 1.2 | 164,918,311 | |
Alphabet, Inc., Class C * | 135,982 | 1.3 | 165,651,913 | |
Facebook, Inc., Class A * | 1,074,562 | 1.4 | 188,832,780 | |
International Business Machines Corp. | 382,065 | 0.4 | 55,964,881 | |
Mastercard, Inc., Class A | 410,752 | 0.7 | 88,541,701 | |
Microsoft Corp. | 3,442,301 | 2.9 | 386,673,671 | |
Oracle Corp. | 1,337,743 | 0.5 | 64,987,555 | |
Visa, Inc., Class A | 801,548 | 0.9 | 117,739,386 | |
Other Securities | 5.3 | 707,723,035 | ||
15.4 | 2,047,631,884 | |||
Technology Hardware & Equipment 6.2% | ||||
Apple, Inc. | 2,201,774 | 3.8 | 501,189,816 | |
Cisco Systems, Inc. | 2,105,056 | 0.8 | 100,558,525 | |
Other Securities | 1.6 | 231,930,951 | ||
6.2 | 833,679,292 | |||
Telecommunication Services 1.8% | ||||
AT&T, Inc. | 3,252,582 | 0.8 | 103,887,469 | |
Verizon Communications, Inc. | 1,847,641 | 0.8 | 100,456,241 | |
Other Securities | 0.2 | 31,151,073 | ||
1.8 | 235,494,783 | |||
Transportation 2.1% | ||||
Union Pacific Corp. | 347,113 | 0.4 | 52,282,160 | |
Other Securities | 1.7 | 229,070,731 | ||
2.1 | 281,352,891 | |||
Security | Number of Shares | % of Net Assets | Value ($) | |
Utilities 2.8% | ||||
Other Securities | 2.8 | 371,025,882 | ||
Total Common Stock | ||||
(Cost $9,464,271,629) | 13,305,880,835 | |||
Rights 0.0% of net assets | ||||
Materials 0.0% | ||||
Other Securities | 0.0 | 30,912 | ||
Media 0.0% | ||||
Other Securities | 0.0 | 3,586 | ||
Pharmaceuticals, Biotechnology & Life Sciences 0.0% | ||||
Other Securities | 0.0 | 142,452 | ||
Total Rights | ||||
(Cost $69,051) | 176,950 | |||
Other Investment Companies 0.4% of net assets | ||||
Money Market Fund 0.1% | ||||
Other Securities | 0.1 | 16,783,876 | ||
Securities Lending Collateral 0.3% | ||||
Other Securities | 0.3 | 40,466,415 | ||
Total Other Investment Companies | ||||
(Cost $57,250,291) | 57,250,291 |
Number of Contracts | Notional Amount ($) | Current Value/ Unrealized Appreciation ($) | ||
Futures Contracts | ||||
Long | ||||
S&P 500 Index, e-mini, expires 09/21/18 | 135 | 19,589,175 | 199,159 |
* | Non-income producing security. |
(a) | All or a portion of this security is on loan. Securities on loan were valued at $39,334,938. |
(b) | Issuer is affiliated with the fund’s investment adviser. |
(c) | Fair-valued by management using significant unobservable inputs in accordance with procedures approved by the fund’s Board of Trustees. |
(d) | The rate shown is the 7-day yield. |
CVR — | Contingent Value Rights |
REIT — | Real Estate Investment Trust |
Balance of Shares Held at 8/31/17 | Gross Purchases | Gross Sales | Balance of Shares Held at 8/31/18 | Net change in unrealized appreciation (depreciation) | Realized Gains(Losses) | Dividends Received | |
The Charles Schwab Corp. | 480,215 | 83,295 | (29,497) | 534,013 | $4,499,767 | $612,864 | $206,839 |
Description | Quoted Prices in Active Markets for Identical Assets (Level 1) | Other Significant Observable Inputs (Level 2) | Significant Unobservable Inputs (Level 3) | Total | |
Assets | |||||
Common Stock1 | $13,305,880,835 | $— | $— | $13,305,880,835 | |
Rights 1 | |||||
Materials | — | — | 30,912 | 30,912 | |
Media | — | — | 3,586 | 3,586 | |
Pharmaceuticals, Biotechnology & Life Sciences | — | — | 142,452 | 142,452 | |
Other Investment Companies1 | 57,250,291 | — | — | 57,250,291 | |
Futures Contracts2 | 199,159 | — | — | 199,159 | |
Total | $13,363,330,285 | $— | $176,950 | $13,363,507,235 |
1 | As categorized in the complete schedule of Portfolio Holdings. |
2 | Futures contracts are valued at unrealized appreciation or depreciation. |
Assets | ||
Investments in affiliated issuers, at value (cost $17,573,528) | $27,122,520 | |
Investments in unaffiliated issuers, at value (cost $9,463,551,028) including securities on loan of $39,334,938 | 13,295,719,141 | |
Collateral invested for securities on loan, at value (cost $40,466,415) | 40,466,415 | |
Deposit with broker for futures contracts | 1,932,000 | |
Receivables: | ||
Investments sold | 12,156 | |
Dividends | 22,024,927 | |
Income from securities on loan | 81,607 | |
Variation margin on futures contracts | + | 281 |
Total assets | 13,387,359,047 | |
Liabilities | ||
Collateral held for securities on loan | 40,466,415 | |
Payables: | ||
Investments bought | 20,137,177 | |
Investment adviser fees | + | 364,744 |
Total liabilities | 60,968,336 | |
Net Assets | ||
Total assets | 13,387,359,047 | |
Total liabilities | – | 60,968,336 |
Net assets | $13,326,390,711 | |
Net Assets by Source | ||
Capital received from investors | 9,490,581,866 | |
Net investment income not yet distributed | 44,482,540 | |
Net realized capital losses | (50,589,959) | |
Net unrealized capital appreciation | 3,841,916,264 |
Net Asset Value (NAV) | ||||
Net Assets | ÷ | Shares Outstanding | = | NAV |
$13,326,390,711 | 188,900,000 | $70.55 | ||
Investment Income | ||
Dividends received from affiliated issuer | $206,839 | |
Dividends received from unaffiliated issuers (net of foreign withholding tax of $11,986) | 212,984,839 | |
Securities on loan, net | + | 1,421,835 |
Total investment income | 214,613,513 | |
Expenses | ||
Investment adviser fees | 3,536,110 | |
Total expenses | – | 3,536,110 |
Net investment income | 211,077,403 | |
Realized and Unrealized Gains (Losses) | ||
Net realized gains on affiliated issuer | 88,150 | |
Net realized gains on unaffiliated investments | 421,520 | |
Net realized gains on in-kind redemptions on affiliated issuer | 524,714 | |
Net realized gains on in-kind redemptions on unaffiliated investments | 185,259,927 | |
Net realized gains on futures contracts | + | 5,884,184 |
Net realized gains | 192,178,495 | |
Net change in unrealized appreciation (depreciation) on affiliated issuer | 4,499,767 | |
Net change in unrealized appreciation (depreciation) on unaffiliated investments | 1,740,211,343 | |
Net change in unrealized appreciation (depreciation) on futures contracts | + | (19,117) |
Net change in unrealized appreciation (depreciation) | + | 1,744,691,993 |
Net realized and unrealized gains | 1,936,870,488 | |
Increase in net assets resulting from operations | $2,147,947,891 |
Operations | ||||
9/1/17-8/31/18 | 9/1/16-8/31/17 | |||
Net investment income | $211,077,403 | $164,126,586 | ||
Net realized gains | 192,178,495 | 43,535,124 | ||
Net change in unrealized appreciation (depreciation) | + | 1,744,691,993 | 1,013,429,396 | |
Increase in net assets resulting from operations | 2,147,947,891 | 1,221,091,106 | ||
Distributions to Shareholders | ||||
Distributions from net investment income | ($199,698,380) | ($148,352,855) |
Transactions in Fund Shares | ||||||||
9/1/17-8/31/18 | 9/1/16-8/31/17 | |||||||
SHARES | VALUE | SHARES | VALUE | |||||
Shares sold | 23,600,000 | $1,536,444,895 | 42,450,000 | $2,407,830,577 | ||||
Shares redeemed | + | (5,750,000) | (373,592,989) | (2,250,000) | (124,259,166) | |||
Net transactions in fund shares | 17,850,000 | $1,162,851,906 | 40,200,000 | $2,283,571,411 | ||||
Shares Outstanding and Net Assets | ||||||||
9/1/17-8/31/18 | 9/1/16-8/31/17 | |||||||
SHARES | NET ASSETS | SHARES | NET ASSETS | |||||
Beginning of period | 171,050,000 | $10,215,289,294 | 130,850,000 | $6,858,979,632 | ||||
Total increase | + | 17,850,000 | 3,111,101,417 | 40,200,000 | 3,356,309,662 | |||
End of period | 188,900,000 | $13,326,390,711 | 171,050,000 | $10,215,289,294 | ||||
Net investment income not yet distributed | $44,482,540 | $35,791,135 |
10/11/17 1– 8/31/18 | ||||||
Per-Share Data | ||||||
Net asset value at beginning of period | $25.00 | |||||
Income (loss) from investment operations: | ||||||
Net investment income (loss)2 | 0.44 | |||||
Net realized and unrealized gains (losses) | 3.47 | |||||
Total from investment operations | 3.91 | |||||
Less distributions: | ||||||
Distributions from net investment income | (0.29) | |||||
Net asset value at end of period | $28.62 | |||||
Total return | 15.72% 3 | |||||
Ratios/Supplemental Data | ||||||
Ratios to average net assets: | ||||||
Total expenses | 0.05% 4 | |||||
Net investment income (loss) | 1.87% 4 | |||||
Portfolio turnover rate5 | 3% 3 | |||||
Net assets, end of period (x 1,000) | $486,487 | |||||
Security | Number of Shares | % of Net Assets | Value ($) | |
Common Stock 99.7% of net assets | ||||
Automobiles & Components 0.8% | ||||
Other Securities | 0.8 | 3,775,955 | ||
Banks 6.2% | ||||
Bank of America Corp. | 165,341 | 1.1 | 5,113,997 | |
Citigroup, Inc. | 44,701 | 0.7 | 3,184,499 | |
JPMorgan Chase & Co. | 59,695 | 1.4 | 6,839,853 | |
Wells Fargo & Co. | 76,908 | 0.9 | 4,497,580 | |
Other Securities | 2.1 | 10,742,059 | ||
6.2 | 30,377,988 | |||
Capital Goods 7.0% | ||||
3M Co. | 10,403 | 0.5 | 2,194,201 | |
General Electric Co. | 152,232 | 0.4 | 1,969,882 | |
Honeywell International, Inc. | 13,162 | 0.4 | 2,093,548 | |
The Boeing Co. | 9,608 | 0.7 | 3,293,526 | |
Other Securities | 5.0 | 24,302,758 | ||
7.0 | 33,853,915 | |||
Commercial & Professional Services 0.8% | ||||
Other Securities | 0.8 | 3,940,738 | ||
Consumer Durables & Apparel 1.2% | ||||
Other Securities | 1.2 | 5,904,947 | ||
Consumer Services 2.0% | ||||
McDonald's Corp. | 13,746 | 0.5 | 2,230,014 | |
Other Securities | 1.5 | 7,451,341 | ||
2.0 | 9,681,355 | |||
Diversified Financials 5.2% | ||||
Berkshire Hathaway, Inc., Class B * | 33,762 | 1.5 | 7,046,805 | |
The Charles Schwab Corp. (a) | 20,848 | 0.2 | 1,058,870 | |
Other Securities | 3.5 | 17,267,821 | ||
5.2 | 25,373,496 | |||
Energy 5.6% | ||||
Chevron Corp. | 33,530 | 0.8 | 3,971,964 | |
Exxon Mobil Corp. | 74,263 | 1.2 | 5,953,665 | |
Other Securities | 3.6 | 17,459,872 | ||
5.6 | 27,385,501 | |||
Security | Number of Shares | % of Net Assets | Value ($) | |
Food & Staples Retailing 1.3% | ||||
Walmart, Inc. | 25,332 | 0.5 | 2,428,326 | |
Other Securities | 0.8 | 4,054,353 | ||
1.3 | 6,482,679 | |||
Food, Beverage & Tobacco 3.5% | ||||
Altria Group, Inc. | 33,100 | 0.4 | 1,937,012 | |
PepsiCo, Inc. | 24,841 | 0.6 | 2,782,440 | |
Philip Morris International, Inc. | 27,215 | 0.4 | 2,119,776 | |
The Coca-Cola Co. | 67,098 | 0.6 | 2,990,558 | |
Other Securities | 1.5 | 7,108,286 | ||
3.5 | 16,938,072 | |||
Health Care Equipment & Services 6.3% | ||||
Abbott Laboratories | 30,762 | 0.4 | 2,056,132 | |
Medtronic plc | 23,719 | 0.5 | 2,286,749 | |
UnitedHealth Group, Inc. | 16,843 | 0.9 | 4,521,672 | |
Other Securities | 4.5 | 21,547,340 | ||
6.3 | 30,411,893 | |||
Household & Personal Products 1.4% | ||||
The Procter & Gamble Co. | 44,079 | 0.8 | 3,656,353 | |
Other Securities | 0.6 | 3,291,924 | ||
1.4 | 6,948,277 | |||
Insurance 2.6% | ||||
Other Securities | 2.6 | 12,489,614 | ||
Materials 2.8% | ||||
DowDuPont, Inc. | 40,767 | 0.6 | 2,858,990 | |
Other Securities | 2.2 | 10,684,725 | ||
2.8 | 13,543,715 | |||
Media 2.3% | ||||
Comcast Corp., Class A | 80,597 | 0.6 | 2,981,283 | |
The Walt Disney Co. | 26,092 | 0.6 | 2,922,826 | |
Other Securities | 1.1 | 5,313,725 | ||
2.3 | 11,217,834 | |||
Pharmaceuticals, Biotechnology & Life Sciences 7.8% | ||||
AbbVie, Inc. | 26,580 | 0.5 | 2,551,148 | |
Amgen, Inc. | 11,653 | 0.5 | 2,328,386 | |
Johnson & Johnson | 47,062 | 1.3 | 6,338,781 | |
Merck & Co., Inc. | 47,145 | 0.7 | 3,233,676 |
Security | Number of Shares | % of Net Assets | Value ($) | |
Pfizer, Inc. | 102,553 | 0.9 | 4,258,001 | |
Other Securities | 3.9 | 19,283,356 | ||
7.8 | 37,993,348 | |||
Real Estate 3.4% | ||||
Other Securities | 3.4 | 16,399,686 | ||
Retailing 6.7% | ||||
Amazon.com, Inc. * | 7,064 | 2.9 | 14,217,783 | |
Netflix, Inc. * | 7,632 | 0.6 | 2,806,134 | |
The Home Depot, Inc. | 20,261 | 0.8 | 4,067,801 | |
Other Securities | 2.4 | 11,710,919 | ||
6.7 | 32,802,637 | |||
Semiconductors & Semiconductor Equipment 3.8% | ||||
Intel Corp. | 81,613 | 0.8 | 3,952,518 | |
NVIDIA Corp. | 10,627 | 0.6 | 2,982,786 | |
Texas Instruments, Inc. | 17,143 | 0.4 | 1,926,873 | |
Other Securities | 2.0 | 9,766,209 | ||
3.8 | 18,628,386 | |||
Software & Services 15.8% | ||||
Accenture plc, Class A | 11,323 | 0.4 | 1,914,380 | |
Adobe Systems, Inc. * | 8,621 | 0.5 | 2,271,720 | |
Alphabet, Inc., Class A * | 5,246 | 1.3 | 6,462,023 | |
Alphabet, Inc., Class C * | 5,320 | 1.3 | 6,480,771 | |
Facebook, Inc., Class A * | 42,061 | 1.5 | 7,391,380 | |
International Business Machines Corp. | 14,960 | 0.5 | 2,191,341 | |
Mastercard, Inc., Class A | 16,066 | 0.7 | 3,463,187 | |
Microsoft Corp. | 134,849 | 3.1 | 15,147,588 | |
Oracle Corp. | 52,248 | 0.5 | 2,538,208 | |
Visa, Inc., Class A | 31,355 | 1.0 | 4,605,736 | |
Other Securities | 5.0 | 24,642,607 | ||
15.8 | 77,108,941 | |||
Technology Hardware & Equipment 6.4% | ||||
Apple, Inc. | 86,224 | 4.0 | 19,627,169 | |
Cisco Systems, Inc. | 82,389 | 0.8 | 3,935,722 | |
Other Securities | 1.6 | 7,521,084 | ||
6.4 | 31,083,975 | |||
Security | Number of Shares | % of Net Assets | Value ($) | |
Telecommunication Services 1.8% | ||||
AT&T, Inc. | 127,249 | 0.8 | 4,064,333 | |
Verizon Communications, Inc. | 72,453 | 0.8 | 3,939,270 | |
Other Securities | 0.2 | 900,335 | ||
1.8 | 8,903,938 | |||
Transportation 2.2% | ||||
Union Pacific Corp. | 13,666 | 0.4 | 2,058,373 | |
Other Securities | 1.8 | 8,422,882 | ||
2.2 | 10,481,255 | |||
Utilities 2.8% | ||||
Other Securities | 2.8 | 13,714,630 | ||
Total Common Stock | ||||
(Cost $447,090,271) | 485,442,775 | |||
Other Investment Company 0.1% of net assets | ||||
Money Market Fund 0.1% | ||||
Other Securities | 0.1 | 274,801 | ||
Total Other Investment Company | ||||
(Cost $274,801) | 274,801 |
Number of Contracts | Notional Amount ($) | Current Value/ Unrealized Appreciation ($) | ||
Futures Contracts | ||||
Long | ||||
S&P 500 Index, e-mini, expires 09/21/18 | 7 | 1,015,735 | 14,768 |
* | Non-income producing security. |
(a) | Issuer is affiliated with the fund's investment adviser. |
(b) | The rate shown is the 7-day yield. |
REIT — | Real Estate Investment Trust |
Balance of Shares Held at 10/11/17 (a) | Gross Purchases | Gross Sales | Balance of Shares Held at 8/31/18 | Net change in unrealized appreciation (depreciation) | Realized Gains(Losses) | Dividends Received | |
The Charles Schwab Corp. | — | 21,226 | (378) | 20,848 | $15,417 | ($250) | $5,964 |
(a) | Commencement of operations. |
Description | Quoted Prices in Active Markets for Identical Assets (Level 1) | Other Significant Observable Inputs (Level 2) | Significant Unobservable Inputs (Level 3) | Total | |
Assets | |||||
Common Stock1 | $485,442,775 | $— | $— | $485,442,775 | |
Other Investment Company1 | 274,801 | — | — | 274,801 | |
Futures Contracts2 | 14,768 | — | — | 14,768 | |
Total | $485,732,344 | $— | $— | $485,732,344 |
1 | As categorized in the complete schedule of Portfolio Holdings. |
2 | Futures contracts are valued at unrealized appreciation or depreciation. |
Assets | ||
Investments in affiliated issuers, at value (cost $1,043,453) | $1,058,870 | |
Investments in unaffiliated issuers, at value (cost $446,321,619) | 484,658,706 | |
Deposit with broker for futures contracts | 40,600 | |
Receivables: | ||
Dividends | + | 804,258 |
Total assets | 486,562,434 | |
Liabilities | ||
Payables: | ||
Investments bought | 53,733 | |
Investment adviser fees | + | 21,206 |
Total liabilities | 74,939 | |
Net Assets | ||
Total assets | 486,562,434 | |
Total liabilities | – | 74,939 |
Net assets | $486,487,495 | |
Net Assets by Source | ||
Capital received from investors | 447,172,095 | |
Net investment income not yet distributed | 1,521,163 | |
Net realized capital losses | (573,035) | |
Net unrealized capital appreciation | 38,367,272 |
Net Asset Value (NAV) | ||||
Net Assets | ÷ | Shares Outstanding | = | NAV |
$486,487,495 | 17,000,000 | $28.62 | ||
Investment Income | ||
Dividends received from affiliated issuer | $5,964 | |
Dividends received from unaffiliated issuers (net of foreign withholding tax of $291) | + | 5,276,324 |
Total investment income | 5,282,288 | |
Expenses | ||
Investment adviser fees | 138,920 | |
Total expenses | – | 138,920 |
Net investment income | 5,143,368 | |
Realized and Unrealized Gains (Losses) | ||
Net realized losses on affiliated issuer | (1,190) | |
Net realized losses on unaffiliated investments | (626,879) | |
Net realized gains on in-kind redemptions on affiliated issuer | 940 | |
Net realized gains on in-kind redemptions on unaffiliated investments | 213,085 | |
Net realized gains on futures contracts | + | 48,548 |
Net realized losses | (365,496) | |
Net change in unrealized appreciation (depreciation) on affiliated issuer | 15,417 | |
Net change in unrealized appreciation (depreciation) on unaffiliated investments | 38,337,087 | |
Net change in unrealized appreciation (depreciation) on futures contracts | + | 14,768 |
Net change in unrealized appreciation (depreciation) | + | 38,367,272 |
Net realized and unrealized gains | 38,001,776 | |
Increase in net assets resulting from operations | $43,145,144 |
* | Commencement of operations. |
Operations | ||
10/11/17*-8/31/18 | ||
Net investment income | $5,143,368 | |
Net realized losses | (365,496) | |
Net change in unrealized appreciation (depreciation) | + | 38,367,272 |
Increase in net assets resulting from operations | 43,145,144 | |
Distributions to Shareholders | ||
Distributions from net investment income | ($3,615,715) |
Transactions in Fund Shares | ||||
10/11/17*-8/31/18 | ||||
SHARES | VALUE | |||
Shares sold | 17,100,001 | $449,565,045 | ||
Shares redeemed | + | (100,001) | (2,606,979) | |
Net transactions in fund shares | 17,000,000 | $446,958,066 | ||
Shares Outstanding and Net Assets | ||||
10/11/17*-8/31/18 | ||||
SHARES | NET ASSETS | |||
Beginning of period | — | $— | ||
Total increase | + | 17,000,000 | 486,487,495 | |
End of period | 17,000,000 | $486,487,495 | ||
Net investment income not yet distributed | $1,521,163 |
* | Commencement of operations. |
9/1/17– 8/31/18 | 9/1/16– 8/31/17 | 9/1/15– 8/31/16 | 9/1/14– 8/31/15 | 9/1/13– 8/31/14 | ||
Per-Share Data | ||||||
Net asset value at beginning of period | $59.10 | $51.75 | $47.30 | $47.99 | $39.06 | |
Income (loss) from investment operations: | ||||||
Net investment income (loss) | 1.19 1 | 1.15 1 | 1.03 1 | 1.01 1 | 0.83 | |
Net realized and unrealized gains (losses) | 10.39 | 7.24 | 4.41 | (0.77) | 8.92 | |
Total from investment operations | 11.58 | 8.39 | 5.44 | 0.24 | 9.75 | |
Less distributions: | ||||||
Distributions from net investment income | (1.15) | (1.04) | (0.99) | (0.93) | (0.82) | |
Net asset value at end of period | $69.53 | $59.10 | $51.75 | $47.30 | $47.99 | |
Total return | 19.79% | 16.39% | 11.66% | 0.43% | 25.16% | |
Ratios/Supplemental Data | ||||||
Ratios to average net assets: | ||||||
Total expenses | 0.03% | 0.03% | 0.03% 2 | 0.04% | 0.04% | |
Net investment income (loss) | 1.86% | 2.07% | 2.13% | 2.04% | 1.95% | |
Portfolio turnover rate3 | 3% | 4% | 4% | 4% | 5% | |
Net assets, end of period (x 1,000) | $14,989,877 | $9,824,643 | $6,218,346 | $4,329,918 | $3,191,644 | |
Security | Number of Shares | % of Net Assets | Value ($) | |
Common Stock 99.8% of net assets | ||||
Automobiles & Components 0.7% | ||||
Other Securities | 0.7 | 109,885,274 | ||
Banks 5.9% | ||||
Bank of America Corp. | 5,311,943 | 1.1 | 164,298,397 | |
Citigroup, Inc. | 1,440,880 | 0.7 | 102,648,291 | |
JPMorgan Chase & Co. | 1,919,170 | 1.5 | 219,898,499 | |
Wells Fargo & Co. | 2,470,067 | 1.0 | 144,449,518 | |
Other Securities | 1.6 | 258,124,252 | ||
5.9 | 889,418,957 | |||
Capital Goods 6.8% | ||||
3M Co. | 335,933 | 0.5 | 70,854,988 | |
General Electric Co. | 4,898,568 | 0.4 | 63,387,470 | |
Honeywell International, Inc. | 422,473 | 0.5 | 67,198,555 | |
The Boeing Co. | 308,280 | 0.7 | 105,675,301 | |
Other Securities | 4.7 | 718,128,589 | ||
6.8 | 1,025,244,903 | |||
Commercial & Professional Services 0.8% | ||||
Other Securities | 0.8 | 121,921,652 | ||
Consumer Durables & Apparel 1.2% | ||||
Other Securities | 1.2 | 187,093,831 | ||
Consumer Services 1.9% | ||||
McDonald's Corp. | 442,055 | 0.5 | 71,714,583 | |
Other Securities | 1.4 | 206,825,401 | ||
1.9 | 278,539,984 | |||
Diversified Financials 5.3% | ||||
Berkshire Hathaway, Inc., Class B * | 1,084,680 | 1.5 | 226,394,410 | |
The Charles Schwab Corp. (b) | 669,366 | 0.2 | 33,997,099 | |
Other Securities | 3.6 | 527,724,286 | ||
5.3 | 788,115,795 | |||
Energy 5.7% | ||||
Chevron Corp. | 1,075,770 | 0.9 | 127,435,714 | |
Exxon Mobil Corp. | 2,384,615 | 1.3 | 191,174,585 | |
Other Securities | 3.5 | 537,139,251 | ||
5.7 | 855,749,550 | |||
Security | Number of Shares | % of Net Assets | Value ($) | |
Food & Staples Retailing 1.4% | ||||
Walmart, Inc. | 815,697 | 0.5 | 78,192,714 | |
Other Securities | 0.9 | 130,367,000 | ||
1.4 | 208,559,714 | |||
Food, Beverage & Tobacco 3.6% | ||||
Altria Group, Inc. | 1,067,690 | 0.4 | 62,481,219 | |
PepsiCo, Inc. | 798,786 | 0.6 | 89,472,020 | |
Philip Morris International, Inc. | 876,065 | 0.5 | 68,236,703 | |
The Coca-Cola Co. | 2,158,654 | 0.6 | 96,211,209 | |
Other Securities | 1.5 | 227,765,358 | ||
3.6 | 544,166,509 | |||
Health Care Equipment & Services 6.3% | ||||
Abbott Laboratories | 986,707 | 0.4 | 65,951,496 | |
Medtronic plc | 762,363 | 0.5 | 73,499,417 | |
UnitedHealth Group, Inc. | 541,042 | 1.0 | 145,248,135 | |
Other Securities | 4.4 | 653,562,125 | ||
6.3 | 938,261,173 | |||
Household & Personal Products 1.5% | ||||
The Procter & Gamble Co. | 1,420,027 | 0.8 | 117,791,240 | |
Other Securities | 0.7 | 100,015,367 | ||
1.5 | 217,806,607 | |||
Insurance 2.6% | ||||
Other Securities | 2.6 | 383,740,439 | ||
Materials 2.7% | ||||
DowDuPont, Inc. | 1,307,854 | 0.6 | 91,719,801 | |
Other Securities | 2.1 | 315,800,784 | ||
2.7 | 407,520,585 | |||
Media 2.4% | ||||
Comcast Corp., Class A | 2,587,435 | 0.7 | 95,709,221 | |
The Walt Disney Co. | 837,525 | 0.6 | 93,819,550 | |
Other Securities | 1.1 | 164,223,186 | ||
2.4 | 353,751,957 | |||
Pharmaceuticals, Biotechnology & Life Sciences 7.8% | ||||
AbbVie, Inc. | 853,921 | 0.5 | 81,959,338 | |
Amgen, Inc. | 374,377 | 0.5 | 74,804,268 | |
Johnson & Johnson | 1,510,642 | 1.4 | 203,468,371 | |
Merck & Co., Inc. | 1,515,145 | 0.7 | 103,923,796 |
Security | Number of Shares | % of Net Assets | Value ($) | |
Pfizer, Inc. | 3,295,098 | 0.9 | 136,812,469 | |
Other Securities | 3.8 | 565,326,612 | ||
7.8 | 1,166,294,854 | |||
Real Estate 3.1% | ||||
Other Securities | 3.1 | 471,636,470 | ||
Retailing 7.0% | ||||
Amazon.com, Inc. * | 227,074 | 3.1 | 457,034,111 | |
Netflix, Inc. * | 244,546 | 0.6 | 89,914,673 | |
The Home Depot, Inc. | 650,412 | 0.9 | 130,583,217 | |
Other Securities | 2.4 | 365,335,488 | ||
7.0 | 1,042,867,489 | |||
Semiconductors & Semiconductor Equipment 3.8% | ||||
Intel Corp. | 2,623,786 | 0.9 | 127,069,956 | |
NVIDIA Corp. | 341,974 | 0.6 | 95,985,262 | |
Texas Instruments, Inc. | 552,451 | 0.4 | 62,095,492 | |
Other Securities | 1.9 | 290,643,532 | ||
3.8 | 575,794,242 | |||
Software & Services 15.9% | ||||
Accenture plc, Class A | 361,511 | 0.4 | 61,120,665 | |
Adobe Systems, Inc. * | 277,600 | 0.5 | 73,150,376 | |
Alphabet, Inc., Class A * | 168,450 | 1.4 | 207,496,710 | |
Alphabet, Inc., Class C * | 171,259 | 1.4 | 208,626,001 | |
Facebook, Inc., Class A * | 1,350,955 | 1.6 | 237,403,322 | |
International Business Machines Corp. | 479,960 | 0.5 | 70,304,541 | |
Mastercard, Inc., Class A | 516,075 | 0.7 | 111,245,127 | |
Microsoft Corp. | 4,332,400 | 3.2 | 486,658,492 | |
Oracle Corp. | 1,679,106 | 0.5 | 81,570,970 | |
Visa, Inc., Class A | 1,005,532 | 1.0 | 147,702,596 | |
Other Securities | 4.7 | 697,057,662 | ||
15.9 | 2,382,336,462 | |||
Technology Hardware & Equipment 6.5% | ||||
Apple, Inc. | 2,771,539 | 4.2 | 630,885,423 | |
Cisco Systems, Inc. | 2,649,458 | 0.9 | 126,564,609 | |
Other Securities | 1.4 | 218,707,829 | ||
6.5 | 976,157,861 | |||
Telecommunication Services 1.9% | ||||
AT&T, Inc. | 4,092,835 | 0.9 | 130,725,150 | |
Verizon Communications, Inc. | 2,329,148 | 0.8 | 126,635,777 | |
Other Securities | 0.2 | 28,541,032 | ||
1.9 | 285,901,959 | |||
Security | Number of Shares | % of Net Assets | Value ($) | |
Transportation 2.2% | ||||
Union Pacific Corp. | 436,546 | 0.4 | 65,752,559 | |
Other Securities | 1.8 | 261,062,527 | ||
2.2 | 326,815,086 | |||
Utilities 2.8% | ||||
Other Securities | 2.8 | 419,930,342 | ||
Total Common Stock | ||||
(Cost $11,268,497,783) | 14,957,511,695 | |||
Other Investment Companies 0.2% of net assets | ||||
Money Market Fund 0.0% | ||||
Other Securities | 0.0 | 6,495,243 | ||
Securities Lending Collateral 0.2% | ||||
Other Securities | 0.2 | 25,468,985 | ||
Total Other Investment Companies | ||||
(Cost $31,964,228) | 31,964,228 |
Number of Contracts | Notional Amount ($) | Current Value/ Unrealized Appreciation ($) | ||
Futures Contracts | ||||
Long | ||||
S&P 500 Index, e-mini, expires 09/21/18 | 210 | 30,472,050 | 579,691 |
* | Non-income producing security. |
(a) | All or a portion of this security is on loan. Securities on loan were valued at $24,811,422. |
(b) | Issuer is affiliated with the fund’s investment adviser. |
(c) | The rate shown is the 7-day yield. |
Balance of Shares Held at 8/31/17 | Gross Purchases | Gross Sales | Balance of Shares Held at 8/31/18 | Net change in unrealized appreciation (depreciation) | Realized Gains(Losses) | Dividends Received | |
The Charles Schwab Corp. | 520,057 | 184,984 | (35,675) | 669,366 | $4,865,933 | $523,373 | $241,318 |
Description | Quoted Prices in Active Markets for Identical Assets (Level 1) | Other Significant Observable Inputs (Level 2) | Significant Unobservable Inputs (Level 3) | Total | |
Assets | |||||
Common Stock1 | $14,957,511,695 | $— | $— | $14,957,511,695 | |
Other Investment Companies1 | 31,964,228 | — | — | 31,964,228 | |
Futures Contracts2 | 579,691 | — | — | 579,691 | |
Total | $14,990,055,614 | $— | $— | $14,990,055,614 |
1 | As categorized in the complete schedule of Portfolio Holdings. |
2 | Futures contracts are valued at unrealized appreciation or depreciation. |
Assets | ||
Investments in affiliated issuers, at value (cost $24,149,289) | $33,997,099 | |
Investments in unaffiliated issuers, at value (cost $11,250,843,737) including securities on loan of $24,811,422 | 14,930,009,839 | |
Collateral invested for securities on loan, at value (cost $25,468,985) | 25,468,985 | |
Cash | 159,407 | |
Deposit with broker for futures contracts | 1,438,400 | |
Receivables: | ||
Dividends | 26,269,608 | |
Fund shares sold | 6,950,136 | |
Income from securities on loan | 29,459 | |
Variation margin on futures contracts | + | 853 |
Total assets | 15,024,323,786 | |
Liabilities | ||
Collateral held for securities on loan | 25,468,985 | |
Payables: | ||
Investments bought | 8,569,023 | |
Investment adviser fees | + | 408,367 |
Total liabilities | 34,446,375 | |
Net Assets | ||
Total assets | 15,024,323,786 | |
Total liabilities | – | 34,446,375 |
Net assets | $14,989,877,411 | |
Net Assets by Source | ||
Capital received from investors | 11,320,394,855 | |
Net investment income not yet distributed | 50,766,094 | |
Net realized capital losses | (70,877,141) | |
Net unrealized capital appreciation | 3,689,593,603 |
Net Asset Value (NAV) | ||||
Net Assets | ÷ | Shares Outstanding | = | NAV |
$14,989,877,411 | 215,600,000 | $69.53 | ||
Investment Income | ||
Dividends received from affiliated issuer | $241,318 | |
Dividends received from unaffiliated issuers (net of foreign withholding tax of $9,720) | 225,945,698 | |
Securities on loan, net | + | 482,436 |
Total investment income | 226,669,452 | |
Expenses | ||
Investment adviser fees | 3,631,627 | |
Total expenses | – | 3,631,627 |
Net investment income | 223,037,825 | |
Realized and Unrealized Gains (Losses) | ||
Net realized losses on affiliated issuer | (56,416) | |
Net realized losses on unaffiliated investments | (28,870,449) | |
Net realized gains on in-kind redemptions on affiliated issuer | 579,789 | |
Net realized gains on in-kind redemptions on unaffiliated investments | 183,795,724 | |
Net realized gains on futures contracts | + | 3,529,287 |
Net realized gains | 158,977,935 | |
Net change in unrealized appreciation (depreciation) on affiliated issuer | 4,865,933 | |
Net change in unrealized appreciation (depreciation) on unaffiliated investments | 1,782,207,687 | |
Net change in unrealized appreciation (depreciation) on futures contracts | + | 335,081 |
Net change in unrealized appreciation (depreciation) | + | 1,787,408,701 |
Net realized and unrealized gains | 1,946,386,636 | |
Increase in net assets resulting from operations | $2,169,424,461 |
Operations | ||||
9/1/17-8/31/18 | 9/1/16-8/31/17 | |||
Net investment income | $223,037,825 | $162,835,061 | ||
Net realized gains | 158,977,935 | 14,120,513 | ||
Net change in unrealized appreciation (depreciation) | + | 1,787,408,701 | 1,017,321,006 | |
Increase in net assets resulting from operations | 2,169,424,461 | 1,194,276,580 | ||
Distributions to Shareholders | ||||
Distributions from net investment income | ($208,413,000) | ($144,692,485) |
Transactions in Fund Shares | ||||||||
9/1/17-8/31/18 | 9/1/16-8/31/17 | |||||||
SHARES | VALUE | SHARES | VALUE | |||||
Shares sold | 56,450,000 | $3,665,022,620 | 48,300,000 | $2,678,471,964 | ||||
Shares redeemed | + | (7,100,000) | (460,799,703) | (2,200,000) | (121,758,832) | |||
Net transactions in fund shares | 49,350,000 | $3,204,222,917 | 46,100,000 | $2,556,713,132 | ||||
Shares Outstanding and Net Assets | ||||||||
9/1/17-8/31/18 | 9/1/16-8/31/17 | |||||||
SHARES | NET ASSETS | SHARES | NET ASSETS | |||||
Beginning of period | 166,250,000 | $9,824,643,033 | 120,150,000 | $6,218,345,806 | ||||
Total increase | + | 49,350,000 | 5,165,234,378 | 46,100,000 | 3,606,297,227 | |||
End of period | 215,600,000 | $14,989,877,411 | 166,250,000 | $9,824,643,033 | ||||
Net investment income not yet distributed | $50,766,094 | $38,513,594 |
9/1/17– 8/31/18 | 9/1/16– 8/31/17 | 9/1/15– 8/31/16 | 9/1/14– 8/31/15 | 9/1/13– 8/31/14 | ||
Per-Share Data | ||||||
Net asset value at beginning of period | $65.55 | $55.25 | $51.93 | $50.11 | $39.60 | |
Income (loss) from investment operations: | ||||||
Net investment income (loss) | 0.68 1 | 0.75 1 | 0.59 1 | 0.66 1 | 0.56 | |
Net realized and unrealized gains (losses) | 16.17 | 10.17 | 3.30 | 1.79 | 10.50 | |
Total from investment operations | 16.85 | 10.92 | 3.89 | 2.45 | 11.06 | |
Less distributions: | ||||||
Distributions from net investment income | (0.71) | (0.62) | (0.57) | (0.63) | (0.55) | |
Net asset value at end of period | $81.69 | $65.55 | $55.25 | $51.93 | $50.11 | |
Total return | 25.88% | 19.89% | 7.56% | 4.87% | 28.11% | |
Ratios/Supplemental Data | ||||||
Ratios to average net assets: | ||||||
Total expenses | 0.04% | 0.05% 2 | 0.07% 3 | 0.07% | 0.07% | |
Net investment income (loss) | 0.93% | 1.25% | 1.14% | 1.25% | 1.29% | |
Portfolio turnover rate4 | 5% | 5% | 7% | 10% | 7% | |
Net assets, end of period (x 1,000) | $6,886,721 | $4,470,809 | $2,980,475 | $2,246,101 | $1,485,805 | |
Security | Number of Shares | % of Net Assets | Value ($) | |
Common Stock 99.9% of net assets | ||||
Automobiles & Components 0.4% | ||||
Other Securities | 0.4 | 26,259,738 | ||
Banks 0.5% | ||||
Other Securities | 0.5 | 33,843,738 | ||
Capital Goods 6.7% | ||||
3M Co. | 304,525 | 0.9 | 64,230,413 | |
Lockheed Martin Corp. | 127,417 | 0.6 | 40,825,681 | |
The Boeing Co. | 280,829 | 1.4 | 96,265,373 | |
Other Securities | 3.8 | 259,226,289 | ||
6.7 | 460,547,756 | |||
Commercial & Professional Services 1.1% | ||||
Other Securities | 1.1 | 73,391,532 | ||
Consumer Durables & Apparel 1.9% | ||||
NIKE, Inc., Class B | 658,316 | 0.8 | 54,113,575 | |
Other Securities | 1.1 | 74,380,953 | ||
1.9 | 128,494,528 | |||
Consumer Services 1.8% | ||||
Starbucks Corp. | 709,158 | 0.5 | 37,904,495 | |
Other Securities | 1.3 | 89,390,924 | ||
1.8 | 127,295,419 | |||
Diversified Financials 6.5% | ||||
Berkshire Hathaway, Inc., Class B * | 987,478 | 3.0 | 206,106,408 | |
BlackRock, Inc. | 63,319 | 0.4 | 30,333,600 | |
Morgan Stanley | 698,728 | 0.5 | 34,118,888 | |
The Charles Schwab Corp. (b) | 612,730 | 0.4 | 31,120,557 | |
Other Securities | 2.2 | 147,660,037 | ||
6.5 | 449,339,490 | |||
Energy 2.8% | ||||
EOG Resources, Inc. | 296,963 | 0.5 | 35,109,935 | |
Schlumberger Ltd. | 710,874 | 0.7 | 44,898,802 | |
Other Securities | 1.6 | 112,610,822 | ||
2.8 | 192,619,559 | |||
Security | Number of Shares | % of Net Assets | Value ($) | |
Food & Staples Retailing 1.2% | ||||
Costco Wholesale Corp. | 224,633 | 0.8 | 52,368,691 | |
Walgreens Boots Alliance, Inc. | 436,308 | 0.4 | 29,913,277 | |
Other Securities | 0.0 | 4,617,723 | ||
1.2 | 86,899,691 | |||
Food, Beverage & Tobacco 1.1% | ||||
Other Securities | 1.1 | 75,059,080 | ||
Health Care Equipment & Services 9.8% | ||||
Aetna, Inc. | 167,295 | 0.5 | 33,504,170 | |
Becton Dickinson & Co. | 136,963 | 0.5 | 35,866,501 | |
Danaher Corp. | 315,189 | 0.5 | 32,634,669 | |
Intuitive Surgical, Inc. * | 58,128 | 0.5 | 32,551,680 | |
Medtronic plc | 694,486 | 1.0 | 66,955,395 | |
UnitedHealth Group, Inc. | 492,637 | 1.9 | 132,253,329 | |
Other Securities | 4.9 | 338,556,823 | ||
9.8 | 672,322,567 | |||
Household & Personal Products 0.6% | ||||
Other Securities | 0.6 | 39,183,112 | ||
Insurance 1.0% | ||||
Other Securities | 1.0 | 71,418,143 | ||
Materials 1.8% | ||||
Other Securities | 1.8 | 121,892,204 | ||
Media 3.5% | ||||
Charter Communications, Inc., Class A * | 95,259 | 0.4 | 29,568,394 | |
Comcast Corp., Class A | 2,355,367 | 1.3 | 87,125,025 | |
The Walt Disney Co. | 762,404 | 1.2 | 85,404,496 | |
Other Securities | 0.6 | 42,375,701 | ||
3.5 | 244,473,616 | |||
Pharmaceuticals, Biotechnology & Life Sciences 6.1% | ||||
Allergan plc | 174,012 | 0.5 | 33,359,841 | |
Amgen, Inc. | 341,399 | 1.0 | 68,214,934 | |
Biogen, Inc. * | 108,225 | 0.6 | 38,256,455 | |
Celgene Corp. * | 363,105 | 0.5 | 34,295,267 | |
Thermo Fisher Scientific, Inc. | 206,428 | 0.7 | 49,356,935 | |
Other Securities | 2.8 | 194,639,343 | ||
6.1 | 418,122,775 | |||
Security | Number of Shares | % of Net Assets | Value ($) | |
Real Estate 4.1% | ||||
American Tower Corp. | 226,711 | 0.5 | 33,807,144 | |
Simon Property Group, Inc. | 158,497 | 0.4 | 29,009,706 | |
Other Securities | 3.2 | 218,760,521 | ||
4.1 | 281,577,371 | |||
Retailing 12.7% | ||||
Amazon.com, Inc. * | 206,517 | 6.0 | 415,658,831 | |
Booking Holdings, Inc. * | 24,744 | 0.7 | 48,289,153 | |
Lowe's Cos., Inc. | 420,711 | 0.7 | 45,752,321 | |
Netflix, Inc. * | 222,972 | 1.2 | 81,982,345 | |
The Home Depot, Inc. | 591,414 | 1.7 | 118,738,189 | |
The TJX Cos., Inc. | 322,894 | 0.5 | 35,508,653 | |
Other Securities | 1.9 | 129,532,717 | ||
12.7 | 875,462,209 | |||
Semiconductors & Semiconductor Equipment 2.4% | ||||
Broadcom, Inc. | 205,775 | 0.6 | 45,070,898 | |
NVIDIA Corp. | 311,385 | 1.3 | 87,399,542 | |
Other Securities | 0.5 | 32,921,992 | ||
2.4 | 165,392,432 | |||
Software & Services 22.2% | ||||
Accenture plc, Class A | 329,858 | 0.8 | 55,769,092 | |
Activision Blizzard, Inc. | 390,585 | 0.4 | 28,161,179 | |
Adobe Systems, Inc. * | 252,441 | 1.0 | 66,520,728 | |
Alphabet, Inc., Class A * | 153,167 | 2.7 | 188,671,111 | |
Alphabet, Inc., Class C * | 155,757 | 2.8 | 189,741,620 | |
Automatic Data Processing, Inc. | 225,458 | 0.5 | 33,085,961 | |
Facebook, Inc., Class A * | 1,230,111 | 3.1 | 216,167,406 | |
Mastercard, Inc., Class A | 470,332 | 1.5 | 101,384,766 | |
PayPal Holdings, Inc. * | 572,899 | 0.8 | 52,895,765 | |
salesforce.com, Inc. * | 361,653 | 0.8 | 55,217,180 | |
Visa, Inc., Class A | 916,447 | 2.0 | 134,616,900 | |
Other Securities | 5.8 | 405,802,330 | ||
22.2 | 1,528,034,038 | |||
Technology Hardware & Equipment 9.3% | ||||
Apple, Inc. | 2,520,909 | 8.3 | 573,834,516 | |
Other Securities | 1.0 | 67,421,351 | ||
9.3 | 641,255,867 | |||
Security | Number of Shares | % of Net Assets | Value ($) | |
Telecommunication Services 0.2% | ||||
Other Securities | 0.2 | 15,490,582 | ||
Transportation 2.2% | ||||
FedEx Corp. | 125,893 | 0.4 | 30,711,597 | |
Union Pacific Corp. | 397,045 | 0.9 | 59,802,918 | |
Other Securities | 0.9 | 61,338,207 | ||
2.2 | 151,852,722 | |||
Total Common Stock | ||||
(Cost $4,767,871,452) | 6,880,228,169 | |||
Other Investment Companies 0.3% of net assets | ||||
Money Market Fund 0.0% | ||||
Other Securities | 0.0 | 2,596,761 | ||
Securities Lending Collateral 0.3% | ||||
Other Securities | 0.3 | 17,637,623 | ||
Total Other Investment Companies | ||||
(Cost $20,234,384) | 20,234,384 |
Number of Contracts | Notional Amount ($) | Current Value/ Unrealized Appreciation ($) | ||
Futures Contracts | ||||
Long | ||||
Russell 1000 Index,e-mini expires 09/21/18 | 77 | 6,015,240 | 162,546 |
* | Non-income producing security. |
(a) | All or a portion of this security is on loan. Securities on loan were valued at $17,186,881. |
(b) | Issuer is affiliated with the fund’s investment adviser. |
(c) | The rate shown is the 7-day yield. |
Balance of Shares Held at 8/31/17 | Gross Purchases | Gross Sales | Balance of Shares Held at 8/31/18 | Net change in unrealized appreciation (depreciation) | Realized Gains(Losses) | Dividends Received | |
The Charles Schwab Corp. | 477,198 | 164,346 | (28,814) | 612,730 | $4,713,490 | $392,021 | $226,692 |
Description | Quoted Prices in Active Markets for Identical Assets (Level 1) | Other Significant Observable Inputs (Level 2) | Significant Unobservable Inputs (Level 3) | Total | |
Assets | |||||
Common Stock1 | $6,880,228,169 | $— | $— | $6,880,228,169 | |
Other Investment Companies1 | 20,234,384 | — | — | 20,234,384 | |
Futures Contracts2 | 162,546 | — | — | 162,546 | |
Total | $6,900,625,099 | $— | $— | $6,900,625,099 |
1 | As categorized in the complete schedule of Portfolio Holdings. |
2 | Futures contracts are valued at unrealized appreciation or depreciation. |
Assets | ||
Investments in affiliated issuers, at value (cost $22,309,557) | $31,120,557 | |
Investments in unaffiliated issuers, at value (cost $4,748,158,656) including securities on loan of $17,186,881 | 6,851,704,373 | |
Collateral invested for securities on loan, at value (cost $17,637,623) | 17,637,623 | |
Deposit with broker for futures contracts | 321,900 | |
Receivables: | ||
Dividends | 5,216,880 | |
Income from securities on loan | 28,715 | |
Variation margin on futures contracts | + | 11,094 |
Total assets | 6,906,041,142 | |
Liabilities | ||
Collateral held for securities on loan | 17,637,623 | |
Payables: | ||
Investments bought | 1,433,890 | |
Investment adviser fees | + | 248,534 |
Total liabilities | 19,320,047 | |
Net Assets | ||
Total assets | 6,906,041,142 | |
Total liabilities | – | 19,320,047 |
Net assets | $6,886,721,095 | |
Net Assets by Source | ||
Capital received from investors | 4,842,390,570 | |
Net investment income not yet distributed | 10,314,360 | |
Net realized capital losses | (78,503,098) | |
Net unrealized capital appreciation | 2,112,519,263 |
Net Asset Value (NAV) | ||||
Net Assets | ÷ | Shares Outstanding | = | NAV |
$6,886,721,095 | 84,300,000 | $81.69 | ||
Investment Income | ||
Dividends received from affiliated issuer | $226,692 | |
Dividends received from unaffiliated issuers (net of foreign withholding tax of $9,167) | 53,200,721 | |
Securities on loan, net | + | 308,284 |
Total investment income | 53,735,697 | |
Expenses | ||
Investment adviser fees | 2,223,700 | |
Total expenses | – | 2,223,700 |
Net investment income | 51,511,997 | |
Realized and Unrealized Gains (Losses) | ||
Net realized losses on affiliated issuer | (41,934) | |
Net realized losses on unaffiliated investments | (28,273,718) | |
Net realized gains on in-kind redemptions on affiliated issuer | 433,955 | |
Net realized gains on in-kind redemptions on unaffiliated investments | 96,812,485 | |
Net realized gains on futures contracts | + | 1,650,157 |
Net realized gains | 70,580,945 | |
Net change in unrealized appreciation (depreciation) on affiliated issuer | 4,713,490 | |
Net change in unrealized appreciation (depreciation) on unaffiliated investments | 1,156,441,536 | |
Net change in unrealized appreciation (depreciation) on futures contracts | + | 30,179 |
Net change in unrealized appreciation (depreciation) | + | 1,161,185,205 |
Net realized and unrealized gains | 1,231,766,150 | |
Increase in net assets resulting from operations | $1,283,278,147 |
Operations | ||||
9/1/17-8/31/18 | 9/1/16-8/31/17 | |||
Net investment income | $51,511,997 | $46,555,614 | ||
Net realized gains | 70,580,945 | 113,854,993 | ||
Net change in unrealized appreciation (depreciation) | + | 1,161,185,205 | 533,322,311 | |
Increase in net assets resulting from operations | 1,283,278,147 | 693,732,918 | ||
Distributions to Shareholders | ||||
Distributions from net investment income | ($52,664,675) | ($38,432,115) |
Transactions in Fund Shares | ||||||||
9/1/17-8/31/18 | 9/1/16-8/31/17 | |||||||
SHARES | VALUE | SHARES | VALUE | |||||
Shares sold | 21,550,000 | $1,561,031,674 | 20,600,000 | $1,223,925,178 | ||||
Shares redeemed | + | (5,450,000) | (375,733,139) | (6,350,000) | (388,891,891) | |||
Net transactions in fund shares | 16,100,000 | $1,185,298,535 | 14,250,000 | $835,033,287 | ||||
Shares Outstanding and Net Assets | ||||||||
9/1/17-8/31/18 | 9/1/16-8/31/17 | |||||||
SHARES | NET ASSETS | SHARES | NET ASSETS | |||||
Beginning of period | 68,200,000 | $4,470,809,088 | 53,950,000 | $2,980,474,998 | ||||
Total increase | + | 16,100,000 | 2,415,912,007 | 14,250,000 | 1,490,334,090 | |||
End of period | 84,300,000 | $6,886,721,095 | 68,200,000 | $4,470,809,088 | ||||
Net investment income not yet distributed | $10,314,360 | $12,867,546 |
9/1/17– 8/31/18 | 9/1/16– 8/31/17 | 9/1/15– 8/31/16 | 9/1/14– 8/31/15 | 9/1/13– 8/31/14 | ||
Per-Share Data | ||||||
Net asset value at beginning of period | $50.65 | $46.01 | $40.89 | $43.54 | $36.49 | |
Income (loss) from investment operations: | ||||||
Net investment income (loss) | 1.47 1 | 1.36 1 | 1.29 1 | 1.20 1 | 1.00 | |
Net realized and unrealized gains (losses) | 5.63 | 4.56 | 5.01 | (2.75) | 7.03 | |
Total from investment operations | 7.10 | 5.92 | 6.30 | (1.55) | 8.03 | |
Less distributions: | ||||||
Distributions from net investment income | (1.38) | (1.28) | (1.18) | (1.10) | (0.98) | |
Net asset value at end of period | $56.37 | $50.65 | $46.01 | $40.89 | $43.54 | |
Total return | 14.20% | 13.01% | 15.70% | (3.71%) | 22.25% | |
Ratios/Supplemental Data | ||||||
Ratios to average net assets: | ||||||
Total expenses | 0.04% | 0.05% 2 | 0.07% 3 | 0.07% | 0.07% | |
Net investment income (loss) | 2.72% | 2.79% | 3.00% | 2.75% | 2.54% | |
Portfolio turnover rate4 | 8% | 7% | 6% | 15% | 9% | |
Net assets, end of period (x 1,000) | $4,692,419 | $3,532,689 | $2,491,664 | $1,435,194 | $1,162,576 | |
Security | Number of Shares | % of Net Assets | Value ($) | |
Common Stock 99.8% of net assets | ||||
Automobiles & Components 1.1% | ||||
Other Securities | 1.1 | 51,163,546 | ||
Banks 11.5% | ||||
Bank of America Corp. | 3,364,337 | 2.2 | 104,058,943 | |
Citigroup, Inc. | 910,370 | 1.4 | 64,854,759 | |
JPMorgan Chase & Co. | 1,214,389 | 3.0 | 139,144,692 | |
The PNC Financial Services Group, Inc. | 167,314 | 0.5 | 24,016,252 | |
U.S. Bancorp | 556,503 | 0.6 | 30,112,377 | |
Wells Fargo & Co. | 1,564,572 | 2.0 | 91,496,171 | |
Other Securities | 1.8 | 85,830,900 | ||
11.5 | 539,514,094 | |||
Capital Goods 7.0% | ||||
Caterpillar, Inc. | 213,275 | 0.6 | 29,613,234 | |
General Electric Co. | 3,097,050 | 0.9 | 40,075,827 | |
Honeywell International, Inc. | 266,726 | 0.9 | 42,425,438 | |
United Technologies Corp. | 265,475 | 0.7 | 34,963,057 | |
Other Securities | 3.9 | 181,380,309 | ||
7.0 | 328,457,865 | |||
Commercial & Professional Services 0.6% | ||||
Other Securities | 0.6 | 25,994,930 | ||
Consumer Durables & Apparel 0.6% | ||||
Other Securities | 0.6 | 28,959,178 | ||
Consumer Services 1.9% | ||||
McDonald's Corp. | 280,129 | 1.0 | 45,445,328 | |
Other Securities | 0.9 | 42,432,842 | ||
1.9 | 87,878,170 | |||
Diversified Financials 4.0% | ||||
American Express Co. | 254,177 | 0.6 | 26,937,678 | |
CME Group, Inc. | 121,205 | 0.5 | 21,178,150 | |
The Goldman Sachs Group, Inc. | 125,135 | 0.6 | 29,758,354 | |
Other Securities | 2.3 | 108,430,094 | ||
4.0 | 186,304,276 | |||
Energy 8.7% | ||||
Chevron Corp. | 681,389 | 1.7 | 80,717,341 | |
ConocoPhillips | 417,782 | 0.6 | 30,677,732 |
Security | Number of Shares | % of Net Assets | Value ($) | |
Exxon Mobil Corp. | 1,510,123 | 2.6 | 121,066,561 | |
Occidental Petroleum Corp. | 272,591 | 0.5 | 21,771,843 | |
Other Securities | 3.3 | 153,676,040 | ||
8.7 | 407,909,517 | |||
Food & Staples Retailing 1.5% | ||||
Walmart, Inc. | 516,128 | 1.0 | 49,476,030 | |
Other Securities | 0.5 | 21,949,926 | ||
1.5 | 71,425,956 | |||
Food, Beverage & Tobacco 6.2% | ||||
Altria Group, Inc. | 675,024 | 0.8 | 39,502,405 | |
Mondelez International, Inc., Class A | 524,986 | 0.5 | 22,427,402 | |
PepsiCo, Inc. | 505,944 | 1.2 | 56,670,787 | |
Philip Morris International, Inc. | 553,770 | 0.9 | 43,133,145 | |
The Coca-Cola Co. | 1,367,437 | 1.3 | 60,946,667 | |
Other Securities | 1.5 | 69,674,001 | ||
6.2 | 292,354,407 | |||
Health Care Equipment & Services 2.7% | ||||
Abbott Laboratories | 625,651 | 0.9 | 41,818,513 | |
Anthem, Inc. | 90,822 | 0.5 | 24,043,308 | |
CVS Health Corp. | 361,730 | 0.6 | 27,216,565 | |
Other Securities | 0.7 | 33,189,942 | ||
2.7 | 126,268,328 | |||
Household & Personal Products 2.4% | ||||
The Procter & Gamble Co. | 896,920 | 1.6 | 74,399,514 | |
Other Securities | 0.8 | 36,244,349 | ||
2.4 | 110,643,863 | |||
Insurance 4.1% | ||||
Chubb Ltd. | 165,786 | 0.5 | 22,420,899 | |
Other Securities | 3.6 | 170,731,390 | ||
4.1 | 193,152,289 | |||
Materials 3.7% | ||||
DowDuPont, Inc. | 828,161 | 1.2 | 58,078,931 | |
Other Securities | 2.5 | 115,223,392 | ||
3.7 | 173,302,323 | |||
Media 1.1% | ||||
Other Securities | 1.1 | 53,801,556 | ||
Security | Number of Shares | % of Net Assets | Value ($) | |
Pharmaceuticals, Biotechnology & Life Sciences 9.5% | ||||
AbbVie, Inc. | 540,587 | 1.1 | 51,885,540 | |
Bristol-Myers Squibb Co. | 583,024 | 0.8 | 35,302,103 | |
Eli Lilly & Co. | 340,758 | 0.8 | 36,001,083 | |
Gilead Sciences, Inc. | 463,851 | 0.7 | 35,127,436 | |
Johnson & Johnson | 956,798 | 2.7 | 128,871,123 | |
Merck & Co., Inc. | 959,565 | 1.4 | 65,816,563 | |
Pfizer, Inc. | 2,086,847 | 1.8 | 86,645,887 | |
Other Securities | 0.2 | 7,758,793 | ||
9.5 | 447,408,528 | |||
Real Estate 2.2% | ||||
Other Securities | 2.2 | 102,651,948 | ||
Retailing 1.1% | ||||
Other Securities | 1.1 | 51,115,954 | ||
Semiconductors & Semiconductor Equipment 5.3% | ||||
Intel Corp. | 1,661,271 | 1.7 | 80,455,354 | |
Micron Technology, Inc. * | 412,587 | 0.5 | 21,669,069 | |
QUALCOMM, Inc. | 528,842 | 0.8 | 36,336,734 | |
Texas Instruments, Inc. | 348,942 | 0.8 | 39,221,081 | |
Other Securities | 1.5 | 71,425,026 | ||
5.3 | 249,107,264 | |||
Software & Services 9.5% | ||||
International Business Machines Corp. | 304,578 | 0.9 | 44,614,585 | |
Microsoft Corp. | 2,741,301 | 6.6 | 307,930,341 | |
Oracle Corp. | 1,062,371 | 1.1 | 51,609,983 | |
Other Securities | 0.9 | 41,174,192 | ||
9.5 | 445,329,101 | |||
Technology Hardware & Equipment 3.7% | ||||
Cisco Systems, Inc. | 1,676,872 | 1.7 | 80,104,176 | |
Other Securities | 2.0 | 91,602,998 | ||
3.7 | 171,707,174 | |||
Telecommunication Services 3.6% | ||||
AT&T, Inc. | 2,588,433 | 1.8 | 82,674,550 | |
Verizon Communications, Inc. | 1,473,105 | 1.7 | 80,092,719 | |
Other Securities | 0.1 | 7,531,664 | ||
3.6 | 170,298,933 | |||
Security | Number of Shares | % of Net Assets | Value ($) | |
Transportation 2.1% | ||||
CSX Corp. | 312,645 | 0.5 | 23,185,753 | |
United Parcel Service, Inc., Class B | 245,452 | 0.6 | 30,161,142 | |
Other Securities | 1.0 | 47,702,956 | ||
2.1 | 101,049,851 | |||
Utilities 5.7% | ||||
NextEra Energy, Inc. | 168,231 | 0.6 | 28,616,093 | |
Other Securities | 5.1 | 237,233,968 | ||
5.7 | 265,850,061 | |||
Total Common Stock | ||||
(Cost $3,828,204,675) | 4,681,649,112 | |||
Other Investment Company 0.0% of net assets | ||||
Money Market Fund 0.0% | ||||
Other Securities | 0.0 | 2,009,483 | ||
Total Other Investment Company | ||||
(Cost $2,009,483) | 2,009,483 |
Number of Contracts | Notional Amount ($) | Current Value/ Unrealized Appreciation ($) | ||
Futures Contracts | ||||
Long | ||||
Russell 1000 Index, e-mini, expires 09/21/18 | 162 | 10,104,750 | 97,190 |
* | Non-income producing security. |
(a) | The rate shown is the 7-day yield. |
Description | Quoted Prices in Active Markets for Identical Assets (Level 1) | Other Significant Observable Inputs (Level 2) | Significant Unobservable Inputs (Level 3) | Total | |
Assets | |||||
Common Stock1 | $4,681,649,112 | $— | $— | $4,681,649,112 | |
Other Investment Company1 | 2,009,483 | — | — | 2,009,483 | |
Futures Contracts2 | 97,190 | — | — | 97,190 | |
Total | $4,683,755,785 | $— | $— | $4,683,755,785 |
1 | As categorized in the complete schedule of Portfolio Holdings. |
2 | Futures contracts are valued at unrealized appreciation or depreciation. |
Assets | ||
Investments in unaffiliated issuers, at value (cost $3,830,214,158) | $4,683,658,595 | |
Deposit with broker for futures contracts | 542,400 | |
Receivables: | ||
Dividends | 13,059,331 | |
Fund shares sold | 5,638,259 | |
Income from securities on loan | + | 261 |
Total assets | 4,702,898,846 | |
Liabilities | ||
Payables: | ||
Investments bought | 10,303,059 | |
Investment adviser fees | 172,713 | |
Variation margin on futures contracts | + | 3,638 |
Total liabilities | 10,479,410 | |
Net Assets | ||
Total assets | 4,702,898,846 | |
Total liabilities | – | 10,479,410 |
Net assets | $4,692,419,436 | |
Net Assets by Source | ||
Capital received from investors | 3,851,242,229 | |
Net investment income not yet distributed | 25,500,760 | |
Net realized capital losses | (37,865,180) | |
Net unrealized capital appreciation | 853,541,627 |
Net Asset Value (NAV) | ||||
Net Assets | ÷ | Shares Outstanding | = | NAV |
$4,692,419,436 | 83,250,000 | $56.37 | ||
Investment Income | ||
Dividends | $114,091,999 | |
Securities on loan, net | + | 95,654 |
Total investment income | 114,187,653 | |
Expenses | ||
Investment adviser fees | 1,668,972 | |
Total expenses | – | 1,668,972 |
Net investment income | 112,518,681 | |
Realized and Unrealized Gains (Losses) | ||
Net realized losses on investments | (21,490,199) | |
Net realized gains on in-kind redemptions | 52,733,407 | |
Net realized gains on futures contracts | + | 1,241,487 |
Net realized gains | 32,484,695 | |
Net change in unrealized appreciation (depreciation) on investments | 395,438,486 | |
Net change in unrealized appreciation (depreciation) on futures contracts | + | 31,146 |
Net change in unrealized appreciation (depreciation) | + | 395,469,632 |
Net realized and unrealized gains | 427,954,327 | |
Increase in net assets resulting from operations | $540,473,008 |
Operations | ||||
9/1/17-8/31/18 | 9/1/16-8/31/17 | |||
Net investment income | $112,518,681 | $85,677,435 | ||
Net realized gains | 32,484,695 | 93,237,714 | ||
Net change in unrealized appreciation (depreciation) | + | 395,469,632 | 184,530,727 | |
Increase in net assets resulting from operations | 540,473,008 | 363,445,876 | ||
Distributions to Shareholders | ||||
Distributions from net investment income | ($104,891,835) | ($79,019,055) |
Transactions in Fund Shares | ||||||||
9/1/17-8/31/18 | 9/1/16-8/31/17 | |||||||
SHARES | VALUE | SHARES | VALUE | |||||
Shares sold | 17,450,000 | $937,684,002 | 22,500,000 | $1,090,648,948 | ||||
Shares redeemed | + | (3,950,000) | (213,534,949) | (6,900,000) | (334,050,154) | |||
Net transactions in fund shares | 13,500,000 | $724,149,053 | 15,600,000 | $756,598,794 | ||||
Shares Outstanding and Net Assets | ||||||||
9/1/17-8/31/18 | 9/1/16-8/31/17 | |||||||
SHARES | NET ASSETS | SHARES | NET ASSETS | |||||
Beginning of period | 69,750,000 | $3,532,689,210 | 54,150,000 | $2,491,663,595 | ||||
Total increase | + | 13,500,000 | 1,159,730,226 | 15,600,000 | 1,041,025,615 | |||
End of period | 83,250,000 | $4,692,419,436 | 69,750,000 | $3,532,689,210 | ||||
Net investment income not yet distributed | $25,500,760 | $18,519,604 |
9/1/17– 8/31/18 | 9/1/16– 8/31/17 | 9/1/15– 8/31/16 | 9/1/14– 8/31/15 | 9/1/13– 8/31/14 | ||
Per-Share Data | ||||||
Net asset value at beginning of period | $48.77 | $43.67 | $40.70 | $40.56 | $32.94 | |
Income (loss) from investment operations: | ||||||
Net investment income (loss) | 0.76 1 | 0.71 1 | 0.74 1 | 0.59 1 | 0.56 | |
Net realized and unrealized gains (losses) | 9.59 | 5.09 | 2.84 | 0.12 | 7.62 | |
Total from investment operations | 10.35 | 5.80 | 3.58 | 0.71 | 8.18 | |
Less distributions: | ||||||
Distributions from net investment income | (0.68) | (0.70) | (0.61) | (0.57) | (0.56) | |
Net asset value at end of period | $58.44 | $48.77 | $43.67 | $40.70 | $40.56 | |
Total return | 21.36% | 13.38% | 8.94% | 1.71% | 24.97% | |
Ratios/Supplemental Data | ||||||
Ratios to average net assets: | ||||||
Total expenses | 0.05% | 0.06% 2 | 0.07% | 0.07% | 0.07% | |
Net investment income (loss) | 1.42% | 1.54% | 1.83% | 1.42% | 1.53% | |
Portfolio turnover rate3 | 13% | 17% | 21% | 12% | 9% | |
Net assets, end of period (x 1,000) | $5,358,783 | $3,555,096 | $2,532,590 | $1,841,785 | $1,190,517 | |
Security | Number of Shares | % of Net Assets | Value ($) | |
Common Stock 99.9% of net assets | ||||
Automobiles & Components 1.5% | ||||
Other Securities | 1.5 | 81,245,597 | ||
Banks 4.4% | ||||
SVB Financial Group * | 85,781 | 0.5 | 27,685,818 | |
Other Securities | 3.9 | 206,896,931 | ||
4.4 | 234,582,749 | |||
Capital Goods 10.4% | ||||
United Rentals, Inc. * | 135,492 | 0.4 | 21,119,138 | |
Xylem, Inc. | 291,859 | 0.4 | 22,155,017 | |
Other Securities | 9.6 | 511,639,525 | ||
10.4 | 554,913,680 | |||
Commercial & Professional Services 2.6% | ||||
Copart, Inc. * | 326,776 | 0.4 | 21,014,964 | |
CoStar Group, Inc. * | 59,004 | 0.5 | 26,089,209 | |
Other Securities | 1.7 | 91,406,034 | ||
2.6 | 138,510,207 | |||
Consumer Durables & Apparel 3.4% | ||||
Lululemon Athletica, Inc. * | 154,879 | 0.4 | 23,995,403 | |
Other Securities | 3.0 | 159,567,267 | ||
3.4 | 183,562,670 | |||
Consumer Services 3.2% | ||||
Darden Restaurants, Inc. | 200,673 | 0.4 | 23,286,095 | |
Domino's Pizza, Inc. | 68,424 | 0.4 | 20,428,669 | |
Vail Resorts, Inc. | 65,507 | 0.4 | 19,524,361 | |
Other Securities | 2.0 | 109,086,241 | ||
3.2 | 172,325,366 | |||
Diversified Financials 5.6% | ||||
E*TRADE Financial Corp. * | 427,737 | 0.5 | 25,176,600 | |
MSCI, Inc. | 144,162 | 0.5 | 25,986,642 | |
Raymond James Financial, Inc. | 210,501 | 0.4 | 19,585,013 | |
Other Securities | 4.2 | 228,984,536 | ||
5.6 | 299,732,791 | |||
Energy 3.3% | ||||
Diamondback Energy, Inc. | 159,910 | 0.4 | 19,361,903 | |
HollyFrontier Corp. | 285,823 | 0.4 | 21,299,530 |
Security | Number of Shares | % of Net Assets | Value ($) | |
Targa Resources Corp. | 355,307 | 0.4 | 19,566,757 | |
Other Securities | 2.1 | 115,930,033 | ||
3.3 | 176,158,223 | |||
Food & Staples Retailing 0.4% | ||||
Other Securities | 0.4 | 19,493,726 | ||
Food, Beverage & Tobacco 1.4% | ||||
Other Securities | 1.4 | 77,083,729 | ||
Health Care Equipment & Services 5.0% | ||||
ABIOMED, Inc. * | 68,446 | 0.5 | 27,828,775 | |
DexCom, Inc. * | 142,836 | 0.4 | 20,622,662 | |
ResMed, Inc. | 230,573 | 0.5 | 25,688,138 | |
Veeva Systems, Inc., Class A * | 193,007 | 0.4 | 20,142,210 | |
WellCare Health Plans, Inc. * | 79,793 | 0.4 | 24,142,968 | |
Other Securities | 2.8 | 150,339,350 | ||
5.0 | 268,764,103 | |||
Household & Personal Products 0.4% | ||||
Other Securities | 0.4 | 22,670,686 | ||
Insurance 4.2% | ||||
Arthur J. Gallagher & Co. | 295,162 | 0.4 | 21,292,987 | |
Other Securities | 3.8 | 206,139,895 | ||
4.2 | 227,432,882 | |||
Materials 6.1% | ||||
CF Industries Holdings, Inc. | 378,432 | 0.4 | 19,659,542 | |
Other Securities | 5.7 | 307,975,288 | ||
6.1 | 327,634,830 | |||
Media 2.4% | ||||
Other Securities | 2.4 | 128,132,645 | ||
Pharmaceuticals, Biotechnology & Life Sciences 4.1% | ||||
Other Securities | 4.1 | 221,084,913 | ||
Real Estate 10.1% | ||||
Alexandria Real Estate Equities, Inc. | 167,055 | 0.4 | 21,441,509 | |
Other Securities | 9.7 | 519,725,658 | ||
10.1 | 541,167,167 | |||
Security | Number of Shares | % of Net Assets | Value ($) | |
Retailing 3.6% | ||||
Advance Auto Parts, Inc. | 120,068 | 0.4 | 19,694,754 | |
Kohl's Corp. | 272,377 | 0.4 | 21,547,745 | |
Other Securities | 2.8 | 149,497,740 | ||
3.6 | 190,740,239 | |||
Semiconductors & Semiconductor Equipment 2.6% | ||||
Advanced Micro Devices, Inc. * | 1,334,013 | 0.6 | 33,577,107 | |
Marvell Technology Group Ltd. | 943,657 | 0.4 | 19,514,827 | |
Other Securities | 1.6 | 86,728,246 | ||
2.6 | 139,820,180 | |||
Software & Services 13.9% | ||||
Akamai Technologies, Inc. * | 275,671 | 0.4 | 20,713,919 | |
ANSYS, Inc. * | 136,153 | 0.5 | 25,321,735 | |
Broadridge Financial Solutions, Inc. | 190,906 | 0.5 | 25,799,037 | |
Cadence Design Systems, Inc. * | 455,894 | 0.4 | 21,445,254 | |
First Data Corp., Class A * | 897,266 | 0.4 | 23,077,682 | |
Fortinet, Inc. * | 233,840 | 0.4 | 19,586,438 | |
Gartner, Inc. * | 147,290 | 0.4 | 22,058,150 | |
GoDaddy, Inc., Class A * | 267,826 | 0.4 | 21,817,106 | |
GrubHub, Inc. * | 146,021 | 0.4 | 21,043,086 | |
IAC/InterActiveCorp * | 125,771 | 0.5 | 24,802,041 | |
Jack Henry & Associates, Inc. | 125,130 | 0.4 | 19,825,597 | |
Splunk, Inc. * | 234,999 | 0.6 | 30,115,122 | |
Square, Inc., Class A * | 469,782 | 0.8 | 41,641,476 | |
SS&C Technologies Holdings, Inc. | 323,568 | 0.4 | 19,200,525 | |
Synopsys, Inc. * | 241,439 | 0.5 | 24,660,579 | |
Take-Two Interactive Software, Inc. * | 185,416 | 0.5 | 24,764,161 | |
Total System Services, Inc. | 268,896 | 0.5 | 26,120,557 | |
VeriSign, Inc. * | 155,388 | 0.5 | 24,646,091 | |
Worldpay, Inc., Class A * | 481,709 | 0.9 | 46,913,640 | |
Other Securities | 4.5 | 262,689,796 | ||
13.9 | 746,241,992 | |||
Technology Hardware & Equipment 4.3% | ||||
CDW Corp. | 245,688 | 0.4 | 21,512,441 | |
Keysight Technologies, Inc. * | 302,411 | 0.4 | 19,623,450 | |
Other Securities | 3.5 | 187,167,028 | ||
4.3 | 228,302,919 | |||
Telecommunication Services 0.3% | ||||
Other Securities | 0.3 | 14,995,447 | ||
Security | Number of Shares | % of Net Assets | Value ($) | |
Transportation 2.6% | ||||
Expeditors International of Washington, Inc. | 283,381 | 0.4 | 20,766,160 | |
Other Securities | 2.2 | 119,273,243 | ||
2.6 | 140,039,403 | |||
Utilities 4.1% | ||||
Evergy, Inc. | 439,150 | 0.5 | 25,053,507 | |
Other Securities | 3.6 | 194,659,908 | ||
4.1 | 219,713,415 | |||
Total Common Stock | ||||
(Cost $4,189,974,230) | 5,354,349,559 | |||
Other Investment Companies 0.4% of net assets | ||||
Money Market Fund 0.1% | ||||
Other Securities | 0.1 | 2,657,001 | ||
Securities Lending Collateral 0.3% | ||||
Other Securities | 0.3 | 17,910,580 | ||
Total Other Investment Companies | ||||
(Cost $20,567,581) | 20,567,581 |
Number of Contracts | Notional Amount ($) | Current Value/ Unrealized Appreciation ($) | ||
Futures Contracts | ||||
Long | ||||
S&P 400 Mid-Cap Index, e-mini, expires 09/21/18 | 18 | 3,682,080 | 57,548 |
* | Non-income producing security. |
(a) | All or a portion of this security is on loan. Securities on loan were valued at $17,408,601. |
(b) | The rate shown is the 7-day yield. |
Description | Quoted Prices in Active Markets for Identical Assets (Level 1) | Other Significant Observable Inputs (Level 2) | Significant Unobservable Inputs (Level 3) | Total | |
Assets | |||||
Common Stock1 | $5,354,349,559 | $— | $— | $5,354,349,559 | |
Other Investment Companies1 | 20,567,581 | — | — | 20,567,581 | |
Futures Contracts2 | 57,548 | — | — | 57,548 | |
Total | $5,374,974,688 | $— | $— | $5,374,974,688 |
1 | As categorized in the complete schedule of Portfolio Holdings. |
2 | Futures contracts are valued at unrealized appreciation or depreciation. |
Assets | ||
Investments in unaffiliated issuers, at value (cost $4,192,631,231) including securities on loan of $17,408,601 | $5,357,006,560 | |
Collateral invested for securities on loan, at value (cost $17,910,580) | 17,910,580 | |
Deposit with broker for futures contracts | 195,000 | |
Receivables: | ||
Investments sold | 3,068,780 | |
Fund shares sold | 17,486,936 | |
Dividends | 4,164,356 | |
Income from securities on loan | 40,594 | |
Variation margin on futures contracts | + | 12,385 |
Total assets | 5,399,885,191 | |
Liabilities | ||
Collateral held for securities on loan | 17,910,580 | |
Payables: | ||
Investments bought | 22,950,182 | |
Investment adviser fees | + | 241,534 |
Total liabilities | 41,102,296 | |
Net Assets | ||
Total assets | 5,399,885,191 | |
Total liabilities | – | 41,102,296 |
Net assets | $5,358,782,895 | |
Net Assets by Source | ||
Capital received from investors | 4,308,162,505 | |
Net investment income not yet distributed | 13,616,626 | |
Net realized capital losses | (127,429,113) | |
Net unrealized capital appreciation | 1,164,432,877 |
Net Asset Value (NAV) | ||||
Net Assets | ÷ | Shares Outstanding | = | NAV |
$5,358,782,895 | 91,700,000 | $58.44 | ||
Investment Income | ||
Dividends (net of foreign withholding tax of $41,690) | $63,270,666 | |
Securities on loan, net | + | 923,314 |
Total investment income | 64,193,980 | |
Expenses | ||
Investment adviser fees | 2,201,652 | |
Total expenses | – | 2,201,652 |
Net investment income | 61,992,328 | |
Realized and Unrealized Gains (Losses) | ||
Net realized gains on investments | 6,808,109 | |
Net realized gains on in-kind redemptions | 106,540,273 | |
Net realized gains on futures contracts | + | 1,459,498 |
Net realized gains | 114,807,880 | |
Net change in unrealized appreciation (depreciation) on investments | 660,789,805 | |
Net change in unrealized appreciation (depreciation) on futures contracts | + | 1,734 |
Net change in unrealized appreciation (depreciation) | + | 660,791,539 |
Net realized and unrealized gains | 775,599,419 | |
Increase in net assets resulting from operations | $837,591,747 |
Operations | ||||
9/1/17-8/31/18 | 9/1/16-8/31/17 | |||
Net investment income | $61,992,328 | $47,019,116 | ||
Net realized gains | 114,807,880 | 40,739,659 | ||
Net change in unrealized appreciation (depreciation) | + | 660,791,539 | 287,801,975 | |
Increase in net assets resulting from operations | 837,591,747 | 375,560,750 | ||
Distributions to Shareholders | ||||
Distributions from net investment income | ($53,918,230) | ($44,982,425) |
Transactions in Fund Shares | ||||||||
9/1/17-8/31/18 | 9/1/16-8/31/17 | |||||||
SHARES | VALUE | SHARES | VALUE | |||||
Shares sold | 24,750,000 | $1,321,549,843 | 24,400,000 | $1,110,097,269 | ||||
Shares redeemed | + | (5,950,000) | (301,536,961) | (9,500,000) | (418,169,350) | |||
Net transactions in fund shares | 18,800,000 | $1,020,012,882 | 14,900,000 | $691,927,919 | ||||
Shares Outstanding and Net Assets | ||||||||
9/1/17-8/31/18 | 9/1/16-8/31/17 | |||||||
SHARES | NET ASSETS | SHARES | NET ASSETS | |||||
Beginning of period | 72,900,000 | $3,555,096,496 | 58,000,000 | $2,532,590,252 | ||||
Total increase | + | 18,800,000 | 1,803,686,399 | 14,900,000 | 1,022,506,244 | |||
End of period | 91,700,000 | $5,358,782,895 | 72,900,000 | $3,555,096,496 | ||||
Net investment income not yet distributed | $13,616,626 | $6,960,975 |
9/1/17– 8/31/18 | 9/1/16– 8/31/17 | 9/1/15– 8/31/16 | 9/1/14– 8/31/15 | 9/1/13– 8/31/14 | ||
Per-Share Data | ||||||
Net asset value at beginning of period | $64.03 | $57.42 | $53.54 | $54.53 | $45.71 | |
Income (loss) from investment operations: | ||||||
Net investment income (loss) | 0.98 1 | 0.90 1 | 0.93 1 | 0.80 1 | 0.73 | |
Net realized and unrealized gains (losses) | 14.10 | 6.64 | 3.75 | (1.07) | 8.84 | |
Total from investment operations | 15.08 | 7.54 | 4.68 | (0.27) | 9.57 | |
Less distributions: | ||||||
Distributions from net investment income | (0.87) | (0.93) | (0.80) | (0.72) | (0.75) | |
Net asset value at end of period | $78.24 | $64.03 | $57.42 | $53.54 | $54.53 | |
Total return | 23.71% | 13.21% | 8.89% | (0.54%) | 21.01% | |
Ratios/Supplemental Data | ||||||
Ratios to average net assets: | ||||||
Total expenses | 0.05% | 0.06% 2 | 0.08% 3 | 0.08% | 0.08% | |
Net investment income (loss) | 1.38% | 1.46% | 1.76% | 1.44% | 1.41% | |
Portfolio turnover rate4 | 9% | 11% | 11% | 9% | 13% | |
Net assets, end of period (x 1,000) | $8,853,388 | $5,490,843 | $3,772,207 | $2,893,741 | $2,104,717 | |
Security | Number of Shares | % of Net Assets | Value ($) | |
Common Stock 99.9% of net assets | ||||
Automobiles & Components 1.4% | ||||
Gentex Corp. | 761,388 | 0.2 | 17,801,251 | |
Other Securities | 1.2 | 100,964,905 | ||
1.4 | 118,766,156 | |||
Banks 10.6% | ||||
Commerce Bancshares, Inc. | 261,680 | 0.2 | 18,594,981 | |
First Horizon National Corp. | 915,236 | 0.2 | 16,858,647 | |
PacWest Bancorp | 349,090 | 0.2 | 17,625,554 | |
Synovus Financial Corp. | 331,700 | 0.2 | 16,604,902 | |
Webster Financial Corp. | 256,318 | 0.2 | 16,758,071 | |
Other Securities | 9.6 | 852,397,059 | ||
10.6 | 938,839,214 | |||
Capital Goods 9.7% | ||||
BWX Technologies, Inc. | 276,967 | 0.2 | 16,983,616 | |
Teledyne Technologies, Inc. * | 99,184 | 0.3 | 23,532,396 | |
Other Securities | 9.2 | 821,545,840 | ||
9.7 | 862,061,852 | |||
Commercial & Professional Services 2.9% | ||||
Other Securities | 2.9 | 256,153,260 | ||
Consumer Durables & Apparel 2.3% | ||||
Other Securities | 2.3 | 206,998,303 | ||
Consumer Services 4.0% | ||||
Bright Horizons Family Solutions, Inc. * | 162,814 | 0.2 | 19,444,876 | |
Other Securities | 3.8 | 333,651,611 | ||
4.0 | 353,096,487 | |||
Diversified Financials 4.0% | ||||
New Residential Investment Corp. | 935,507 | 0.2 | 17,372,365 | |
Other Securities | 3.8 | 333,412,464 | ||
4.0 | 350,784,829 | |||
Energy 4.7% | ||||
PBF Energy, Inc., Class A | 329,154 | 0.2 | 17,089,676 | |
WPX Energy, Inc. * | 1,099,335 | 0.2 | 20,964,318 | |
Other Securities | 4.3 | 376,127,367 | ||
4.7 | 414,181,361 | |||
Security | Number of Shares | % of Net Assets | Value ($) | |
Food & Staples Retailing 0.5% | ||||
Other Securities | 0.5 | 46,864,475 | ||
Food, Beverage & Tobacco 1.1% | ||||
Other Securities | 1.1 | 100,421,053 | ||
Health Care Equipment & Services 6.5% | ||||
athenahealth, Inc. * | 112,412 | 0.2 | 17,300,207 | |
Encompass Health Corp. | 275,324 | 0.3 | 22,463,685 | |
Hill-Rom Holdings, Inc. | 184,800 | 0.2 | 17,975,496 | |
Insulet Corp. * | 163,489 | 0.2 | 17,046,998 | |
Molina Healthcare, Inc. * | 132,399 | 0.2 | 18,271,062 | |
Other Securities | 5.4 | 480,282,392 | ||
6.5 | 573,339,840 | |||
Household & Personal Products 0.7% | ||||
Other Securities | 0.7 | 64,803,749 | ||
Insurance 2.8% | ||||
First American Financial Corp. | 310,084 | 0.2 | 17,631,376 | |
Other Securities | 2.6 | 232,637,847 | ||
2.8 | 250,269,223 | |||
Materials 4.6% | ||||
AptarGroup, Inc. | 173,697 | 0.2 | 18,187,813 | |
Other Securities | 4.4 | 388,254,284 | ||
4.6 | 406,442,097 | |||
Media 1.8% | ||||
Other Securities | 1.8 | 155,727,618 | ||
Pharmaceuticals, Biotechnology & Life Sciences 8.5% | ||||
Bio-Rad Laboratories, Inc., Class A * | 56,403 | 0.2 | 18,347,896 | |
Bio-Techne Corp. | 104,608 | 0.2 | 20,102,519 | |
Bluebird Bio, Inc. * | 148,859 | 0.3 | 25,052,970 | |
Catalent, Inc. * | 399,116 | 0.2 | 16,683,049 | |
Exact Sciences Corp. * | 339,314 | 0.3 | 25,411,225 | |
Nektar Therapeutics * | 449,141 | 0.3 | 29,863,385 | |
Neurocrine Biosciences, Inc. * | 250,387 | 0.4 | 30,785,082 | |
PRA Health Sciences, Inc. * | 160,345 | 0.2 | 16,932,432 | |
Sage Therapeutics, Inc. * | 129,141 | 0.2 | 21,212,701 |
Security | Number of Shares | % of Net Assets | Value ($) | |
Sarepta Therapeutics, Inc. * | 171,037 | 0.3 | 23,609,947 | |
Other Securities | 5.9 | 527,565,959 | ||
8.5 | 755,567,165 | |||
Real Estate 8.0% | ||||
CyrusOne, Inc. | 275,464 | 0.2 | 18,445,069 | |
Other Securities | 7.8 | 690,092,929 | ||
8.0 | 708,537,998 | |||
Retailing 3.3% | ||||
Five Below, Inc. * | 153,992 | 0.2 | 17,935,448 | |
Pool Corp. | 112,765 | 0.2 | 18,522,779 | |
Other Securities | 2.9 | 259,220,103 | ||
3.3 | 295,678,330 | |||
Semiconductors & Semiconductor Equipment 2.8% | ||||
Cypress Semiconductor Corp. | 1,000,389 | 0.2 | 17,216,695 | |
Other Securities | 2.6 | 225,916,430 | ||
2.8 | 243,133,125 | |||
Software & Services 10.8% | ||||
Aspen Technology, Inc. * | 198,644 | 0.3 | 22,915,572 | |
Black Knight, Inc. * | 392,226 | 0.2 | 20,944,868 | |
Booz Allen Hamilton Holding Corp. | 403,186 | 0.2 | 20,626,996 | |
EPAM Systems, Inc. * | 140,976 | 0.2 | 20,149,700 | |
Fair Isaac Corp. * | 83,297 | 0.2 | 19,239,941 | |
GoDaddy, Inc., Class A * | 460,443 | 0.4 | 37,507,687 | |
GrubHub, Inc. * | 250,744 | 0.4 | 36,134,718 | |
Guidewire Software, Inc. * | 221,254 | 0.3 | 22,251,515 | |
Paycom Software, Inc. * | 134,281 | 0.2 | 20,829,669 | |
Proofpoint, Inc. * | 141,333 | 0.2 | 16,769,160 | |
RingCentral, Inc., Class A * | 186,839 | 0.2 | 17,404,053 | |
Tableau Software, Inc., Class A * | 188,742 | 0.2 | 21,112,680 | |
Twilio, Inc., Class A * | 213,730 | 0.2 | 17,239,462 | |
WEX, Inc. * | 111,439 | 0.2 | 21,197,927 | |
Zendesk, Inc. * | 291,755 | 0.2 | 20,099,002 | |
Other Securities | 7.2 | 623,580,028 | ||
10.8 | 958,002,978 | |||
Technology Hardware & Equipment 4.1% | ||||
Zebra Technologies Corp., Class A * | 148,838 | 0.3 | 25,561,438 | |
Other Securities | 3.8 | 337,352,935 | ||
4.1 | 362,914,373 | |||
Telecommunication Services 0.6% | ||||
Other Securities | 0.6 | 50,455,497 | ||
Transportation 1.6% | ||||
Other Securities | 1.6 | 137,185,552 | ||
Utilities 2.6% | ||||
Other Securities | 2.6 | 231,506,640 | ||
Total Common Stock | ||||
(Cost $7,003,282,643) | 8,841,731,175 |
Security | Number of Shares | % of Net Assets | Value ($) | |
Rights 0.0% of net assets | ||||
Materials 0.0% | ||||
Other Securities | 0.0 | 164,426 | ||
Media 0.0% | ||||
Other Securities | 0.0 | 15,131 | ||
Pharmaceuticals, Biotechnology & Life Sciences 0.0% | ||||
Other Securities | 0.0 | 775,764 | ||
Total Rights | ||||
(Cost $372,302) | 955,321 | |||
Other Investment Companies 1.6% of net assets | ||||
Money Market Fund 0.1% | ||||
Other Securities | 0.1 | 9,275,066 | ||
Securities Lending Collateral 1.5% | ||||
Wells Fargo Government Money Market Fund, Select Class 1.87% (c) | 1.5 | 133,732,226 | ||
Total Other Investment Companies | ||||
(Cost $143,007,292) | 143,007,292 |
Number of Contracts | Notional Amount ($) | Current Value/ Unrealized Appreciation ($) | ||
Futures Contracts | ||||
Long | ||||
Russell 2000 Index, e-mini, expires 09/21/18 | 100 | 8,703,000 | 87,042 |
* | Non-income producing security. |
(a) | All or a portion of this security is on loan. Securities on loan were valued at $130,335,126. |
(b) | Fair-valued by management using significant unobservable inputs in accordance with procedures approved by the fund’s Board of Trustees. |
(c) | The rate shown is the 7-day yield. |
CVR — | Contingent Value Rights |
REIT — | Real Estate Investment Trust |
Description | Quoted Prices in Active Markets for Identical Assets (Level 1) | Other Significant Observable Inputs (Level 2) | Significant Unobservable Inputs (Level 3) | Total | |
Assets | |||||
Common Stock1 | $8,841,731,175 | $— | $— | $8,841,731,175 | |
Rights 1 | |||||
Materials | — | — | 164,426 | 164,426 | |
Media | — | — | 15,131 | 15,131 | |
Pharmaceuticals, Biotechnology & Life Sciences | — | — | 775,764 | 775,764 | |
Other Investment Companies1 | 143,007,292 | — | — | 143,007,292 | |
Futures Contracts2 | 87,042 | — | — | 87,042 | |
Total | $8,984,825,509 | $— | $955,321 | $8,985,780,830 |
1 | As categorized in the complete schedule of Portfolio Holdings. |
2 | Futures contracts are valued at unrealized appreciation or depreciation. |
Assets | ||
Investments in unaffiliated issuers, at value (cost $7,012,930,011) including securities on loan of $130,335,126 | $8,851,961,562 | |
Collateral invested for securities on loan, at value (cost $133,732,226) | 133,732,226 | |
Deposit with broker for futures contracts | 1,669,500 | |
Receivables: | ||
Investments sold | 145,345 | |
Fund shares sold | 23,473,391 | |
Dividends | 6,412,108 | |
Income from securities on loan | 349,103 | |
Variation margin on futures contracts | + | 45,350 |
Total assets | 9,017,788,585 | |
Liabilities | ||
Collateral held for securities on loan | 133,732,226 | |
Payables: | ||
Investments bought | 30,269,848 | |
Investment adviser fees | + | 398,806 |
Total liabilities | 164,400,880 | |
Net Assets | ||
Total assets | 9,017,788,585 | |
Total liabilities | – | 164,400,880 |
Net assets | $8,853,387,705 | |
Net Assets by Source | ||
Capital received from investors | 7,038,287,185 | |
Net investment income not yet distributed | 17,859,200 | |
Net realized capital losses | (41,877,273) | |
Net unrealized capital appreciation | 1,839,118,593 |
Net Asset Value (NAV) | ||||
Net Assets | ÷ | Shares Outstanding | = | NAV |
$8,853,387,705 | 113,150,000 | $78.24 | ||
Investment Income | ||
Dividends (net of foreign withholding tax of $26,861) | $95,248,755 | |
Securities on loan, net | + | 6,285,568 |
Total investment income | 101,534,323 | |
Expenses | ||
Investment adviser fees | 3,575,888 | |
Total expenses | – | 3,575,888 |
Net investment income | 97,958,435 | |
Realized and Unrealized Gains (Losses) | ||
Net realized losses on investments | (814,541) | |
Net realized gains on in-kind redemptions | 198,212,320 | |
Net realized gains on futures contracts | + | 3,906,322 |
Net realized gains | 201,304,101 | |
Net change in unrealized appreciation (depreciation) on investments | 1,205,769,878 | |
Net change in unrealized appreciation (depreciation) on futures contracts | + | (43,722) |
Net change in unrealized appreciation (depreciation) | + | 1,205,726,156 |
Net realized and unrealized gains | 1,407,030,257 | |
Increase in net assets resulting from operations | $1,504,988,692 |
Operations | ||||
9/1/17-8/31/18 | 9/1/16-8/31/17 | |||
Net investment income | $97,958,435 | $70,706,582 | ||
Net realized gains | 201,304,101 | 256,251,199 | ||
Net change in unrealized appreciation (depreciation) | + | 1,205,726,156 | 227,352,193 | |
Increase in net assets resulting from operations | 1,504,988,692 | 554,309,974 | ||
Distributions to Shareholders | ||||
Distributions from net investment income | ($84,332,535) | ($70,593,475) |
Transactions in Fund Shares | ||||||||
9/1/17-8/31/18 | 9/1/16-8/31/17 | |||||||
SHARES | VALUE | SHARES | VALUE | |||||
Shares sold | 34,350,000 | $2,409,489,819 | 29,050,000 | $1,780,107,287 | ||||
Shares redeemed | + | (6,950,000) | (467,601,727) | (9,000,000) | (545,187,393) | |||
Net transactions in fund shares | 27,400,000 | $1,941,888,092 | 20,050,000 | $1,234,919,894 | ||||
Shares Outstanding and Net Assets | ||||||||
9/1/17-8/31/18 | 9/1/16-8/31/17 | |||||||
SHARES | NET ASSETS | SHARES | NET ASSETS | |||||
Beginning of period | 85,750,000 | $5,490,843,456 | 65,700,000 | $3,772,207,063 | ||||
Total increase | + | 27,400,000 | 3,362,544,249 | 20,050,000 | 1,718,636,393 | |||
End of period | 113,150,000 | $8,853,387,705 | 85,750,000 | $5,490,843,456 | ||||
Net investment income not yet distributed | $17,859,200 | $7,333,519 |
9/1/17– 8/31/18 | 9/1/16– 8/31/17 | 9/1/15– 8/31/16 | 9/1/14– 8/31/15 | 9/1/13– 8/31/14 | ||
Per-Share Data | ||||||
Net asset value at beginning of period | $45.83 | $42.47 | $36.52 | $38.90 | $33.00 | |
Income (loss) from investment operations: | ||||||
Net investment income (loss) | 1.49 1 | 1.40 1 | 1.29 1 | 1.19 1 | 1.04 | |
Net realized and unrealized gains (losses) | 6.75 | 3.26 | 5.85 | (2.46) | 5.86 | |
Total from investment operations | 8.24 | 4.66 | 7.14 | (1.27) | 6.90 | |
Less distributions: | ||||||
Distributions from net investment income | (1.36) | (1.30) | (1.19) | (1.11) | (1.00) | |
Net asset value at end of period | $52.71 | $45.83 | $42.47 | $36.52 | $38.90 | |
Total return | 18.21% | 11.12% | 19.89% | (3.47%) | 21.15% | |
Ratios/Supplemental Data | ||||||
Ratios to average net assets: | ||||||
Total expenses | 0.07% | 0.07% | 0.07% | 0.07% | 0.07% | |
Net investment income (loss) | 2.99% | 3.17% | 3.27% | 3.03% | 3.01% | |
Portfolio turnover rate2 | 23% | 15% | 22% | 19% | 26% | |
Net assets, end of period (x 1,000) | $8,092,908 | $6,040,705 | $4,300,443 | $2,497,808 | $2,075,331 | |
Security | Number of Shares | % of Net Assets | Value ($) | |
Common Stock 99.7% of net assets | ||||
Automobiles & Components 0.2% | ||||
Other Securities | 0.2 | 18,979,581 | ||
Banks 0.5% | ||||
Other Securities | 0.5 | 37,423,968 | ||
Capital Goods 11.4% | ||||
3M Co. | 1,572,605 | 4.1 | 331,693,847 | |
Cummins, Inc. | 411,199 | 0.7 | 58,308,018 | |
Eaton Corp. plc | 1,162,372 | 1.2 | 96,639,608 | |
Emerson Electric Co. | 1,676,376 | 1.6 | 128,628,331 | |
Fastenal Co. | 759,790 | 0.6 | 44,341,344 | |
Lockheed Martin Corp. | 656,083 | 2.6 | 210,215,554 | |
Other Securities | 0.6 | 51,507,087 | ||
11.4 | 921,333,789 | |||
Commercial & Professional Services 0.3% | ||||
Other Securities | 0.3 | 29,009,643 | ||
Consumer Durables & Apparel 2.4% | ||||
Hasbro, Inc. | 297,973 | 0.4 | 29,591,699 | |
VF Corp. | 869,434 | 1.0 | 80,100,954 | |
Other Securities | 1.0 | 86,341,045 | ||
2.4 | 196,033,698 | |||
Consumer Services 0.6% | ||||
Darden Restaurants, Inc. | 326,408 | 0.5 | 37,876,384 | |
Other Securities | 0.1 | 9,404,597 | ||
0.6 | 47,280,981 | |||
Diversified Financials 1.6% | ||||
T. Rowe Price Group, Inc. | 645,553 | 0.9 | 74,813,137 | |
Other Securities | 0.7 | 59,211,672 | ||
1.6 | 134,024,809 | |||
Energy 7.0% | ||||
Exxon Mobil Corp. | 4,233,420 | 4.2 | 339,393,281 | |
ONEOK, Inc. | 1,084,462 | 0.9 | 71,476,891 | |
Valero Energy Corp. | 1,143,988 | 1.7 | 134,853,306 | |
Other Securities | 0.2 | 18,833,474 | ||
7.0 | 564,556,952 | |||
Security | Number of Shares | % of Net Assets | Value ($) | |
Food & Staples Retailing 4.5% | ||||
Walmart, Inc. | 3,833,503 | 4.5 | 367,479,598 | |
Food, Beverage & Tobacco 11.2% | ||||
Altria Group, Inc. | 5,018,820 | 3.6 | 293,701,346 | |
General Mills, Inc. | 1,502,625 | 0.9 | 69,135,776 | |
Hormel Foods Corp. | 714,465 | 0.3 | 27,971,305 | |
Kellogg Co. | 657,324 | 0.6 | 47,189,290 | |
PepsiCo, Inc. | 3,445,269 | 4.8 | 385,904,581 | |
The Hershey Co. | 372,155 | 0.5 | 37,409,021 | |
Other Securities | 0.5 | 43,540,194 | ||
11.2 | 904,851,513 | |||
Health Care Equipment & Services 3.1% | ||||
Cardinal Health, Inc. | 830,834 | 0.6 | 43,361,226 | |
CVS Health Corp. | 2,679,313 | 2.5 | 201,591,510 | |
Other Securities | 0.0 | 3,902,290 | ||
3.1 | 248,855,026 | |||
Household & Personal Products 6.9% | ||||
Kimberly-Clark Corp. | 926,193 | 1.3 | 107,012,339 | |
The Clorox Co. | 341,516 | 0.6 | 49,512,990 | |
The Procter & Gamble Co. | 4,672,418 | 4.8 | 387,577,073 | |
Other Securities | 0.2 | 11,710,991 | ||
6.9 | 555,813,393 | |||
Insurance 2.7% | ||||
Fidelity National Financial, Inc. | 719,410 | 0.4 | 28,848,341 | |
Principal Financial Group, Inc. | 711,419 | 0.5 | 39,263,215 | |
Prudential Financial, Inc. | 1,114,473 | 1.4 | 109,496,972 | |
Other Securities | 0.4 | 39,767,066 | ||
2.7 | 217,375,594 | |||
Materials 1.7% | ||||
Eastman Chemical Co. | 377,601 | 0.5 | 36,638,625 | |
International Paper Co. | 1,090,823 | 0.7 | 55,784,688 | |
Other Securities | 0.5 | 45,435,699 | ||
1.7 | 137,859,012 | |||
Media 0.6% | ||||
Omnicom Group, Inc. | 608,119 | 0.5 | 42,154,809 | |
Other Securities | 0.1 | 5,358,171 | ||
0.6 | 47,512,980 | |||
Security | Number of Shares | % of Net Assets | Value ($) | |
Pharmaceuticals, Biotechnology & Life Sciences 4.9% | ||||
Pfizer, Inc. | 9,549,058 | 4.9 | 396,476,888 | |
Retailing 7.8% | ||||
Genuine Parts Co. | 387,611 | 0.5 | 38,702,958 | |
Macy's, Inc. | 805,143 | 0.4 | 29,427,977 | |
Target Corp. | 1,435,353 | 1.6 | 125,593,387 | |
The Home Depot, Inc. | 1,794,392 | 4.4 | 360,260,082 | |
Other Securities | 0.9 | 80,604,274 | ||
7.8 | 634,588,678 | |||
Semiconductors & Semiconductor Equipment 12.4% | ||||
Intel Corp. | 6,091,435 | 3.6 | 295,008,197 | |
KLA-Tencor Corp. | 413,615 | 0.6 | 48,066,199 | |
Maxim Integrated Products, Inc. | 742,260 | 0.6 | 44,884,462 | |
QUALCOMM, Inc. | 3,909,551 | 3.3 | 268,625,250 | |
Texas Instruments, Inc. | 2,598,125 | 3.6 | 292,029,250 | |
Xilinx, Inc. | 672,640 | 0.7 | 52,351,571 | |
12.4 | 1,000,964,929 | |||
Software & Services 7.3% | ||||
Automatic Data Processing, Inc. | 1,170,539 | 2.1 | 171,776,598 | |
International Business Machines Corp. | 2,262,341 | 4.1 | 331,387,710 | |
Paychex, Inc. | 844,214 | 0.8 | 61,838,676 | |
Other Securities | 0.3 | 22,998,887 | ||
7.3 | 588,001,871 | |||
Technology Hardware & Equipment 0.0% | ||||
Other Securities | 0.0 | 2,524,760 | ||
Telecommunication Services 4.8% | ||||
Verizon Communications, Inc. | 7,176,089 | 4.8 | 390,163,959 | |
Security | Number of Shares | % of Net Assets | Value ($) | |
Transportation 7.1% | ||||
C.H. Robinson Worldwide, Inc. | 368,612 | 0.4 | 35,416,241 | |
Union Pacific Corp. | 2,078,864 | 3.9 | 313,118,495 | |
United Parcel Service, Inc., Class B | 1,817,626 | 2.8 | 223,349,883 | |
7.1 | 571,884,619 | |||
Utilities 0.7% | ||||
WEC Energy Group, Inc. | 833,334 | 0.7 | 56,316,712 | |
Total Common Stock | ||||
(Cost $7,257,955,804) | 8,069,312,953 | |||
Other Investment Company 0.1% of net assets | ||||
Money Market Fund 0.1% | ||||
Other Securities | 0.1 | 4,643,464 | ||
Total Other Investment Company | ||||
(Cost $4,643,464) | 4,643,464 |
Number of Contracts | Notional Amount ($) | Current Value/ Unrealized Appreciation ($) | ||
Futures Contracts | ||||
Long | ||||
S&P 500 Index, e-mini, expires 09/21/18 | 150 | 21,765,750 | 372,009 |
(a) | The rate shown is the 7-day yield. |
Description | Quoted Prices in Active Markets for Identical Assets (Level 1) | Other Significant Observable Inputs (Level 2) | Significant Unobservable Inputs (Level 3) | Total | |
Assets | |||||
Common Stock1 | $8,069,312,953 | $— | $— | $8,069,312,953 | |
Other Investment Company1 | 4,643,464 | — | — | 4,643,464 | |
Futures Contracts2 | 372,009 | — | — | 372,009 | |
Total | $8,074,328,426 | $— | $— | $8,074,328,426 |
1 | As categorized in the complete schedule of Portfolio Holdings. |
2 | Futures contracts are valued at unrealized appreciation or depreciation. |
Assets | ||
Investments in unaffiliated issuers, at value (cost $7,262,599,268) | $8,073,956,417 | |
Deposit with broker for futures contracts | 1,148,400 | |
Receivables: | ||
Dividends | 29,688,672 | |
Fund shares sold | 15,811,610 | |
Variation margin on futures contracts | + | 159 |
Total assets | 8,120,605,258 | |
Liabilities | ||
Payables: | ||
Investments bought | 27,179,550 | |
Investment adviser fees | + | 517,647 |
Total liabilities | 27,697,197 | |
Net Assets | ||
Total assets | 8,120,605,258 | |
Total liabilities | – | 27,697,197 |
Net assets | $8,092,908,061 | |
Net Assets by Source | ||
Capital received from investors | 7,341,394,383 | |
Net investment income not yet distributed | 42,044,359 | |
Net realized capital losses | (102,259,839) | |
Net unrealized capital appreciation | 811,729,158 |
Net Asset Value (NAV) | ||||
Net Assets | ÷ | Shares Outstanding | = | NAV |
$8,092,908,061 | 153,550,000 | $52.71 | ||
Investment Income | ||
Dividends | $219,186,508 | |
Expenses | ||
Investment adviser fees | 5,057,742 | |
Total expenses | – | 5,057,742 |
Net investment income | 214,128,766 | |
Realized and Unrealized Gains (Losses) | ||
Net realized losses on investments | (82,967,892) | |
Net realized gains on in-kind redemptions | 745,443,637 | |
Net realized gains on futures contracts | + | 2,013,095 |
Net realized gains | 664,488,840 | |
Net change in unrealized appreciation (depreciation) on investments | 247,802,341 | |
Net change in unrealized appreciation (depreciation) on futures contracts | + | 211,079 |
Net change in unrealized appreciation (depreciation) | + | 248,013,420 |
Net realized and unrealized gains | 912,502,260 | |
Increase in net assets resulting from operations | $1,126,631,026 |
Operations | ||||
9/1/17-8/31/18 | 9/1/16-8/31/17 | |||
Net investment income | $214,128,766 | $161,635,384 | ||
Net realized gains | 664,488,840 | 118,213,765 | ||
Net change in unrealized appreciation (depreciation) | + | 248,013,420 | 261,559,504 | |
Increase in net assets resulting from operations | 1,126,631,026 | 541,408,653 | ||
Distributions to Shareholders | ||||
Distributions from net investment income | ($202,365,750) | ($149,368,750) |
Transactions in Fund Shares | ||||||||
9/1/17-8/31/18 | 9/1/16-8/31/17 | |||||||
SHARES | VALUE | SHARES | VALUE | |||||
Shares sold | 85,900,000 | $4,318,218,272 | 45,900,000 | $2,020,915,221 | ||||
Shares redeemed | + | (64,150,000) | (3,190,280,837) | (15,350,001) | (672,692,389) | |||
Net transactions in fund shares | 21,750,000 | $1,127,937,435 | 30,549,999 | $1,348,222,832 | ||||
Shares Outstanding and Net Assets | ||||||||
9/1/17-8/31/18 | 9/1/16-8/31/17 | |||||||
SHARES | NET ASSETS | SHARES | NET ASSETS | |||||
Beginning of period | 131,800,000 | $6,040,705,350 | 101,250,001 | $4,300,442,615 | ||||
Total increase | + | 21,750,000 | 2,052,202,711 | 30,549,999 | 1,740,262,735 | |||
End of period | 153,550,000 | $8,092,908,061 | 131,800,000 | $6,040,705,350 | ||||
Net investment income not yet distributed | $42,044,359 | $35,978,064 |
SCHWAB STRATEGIC TRUST (ORGANIZED JANUARY 27, 2009) | |
Schwab U.S. Broad Market ETF | Schwab Emerging Markets Equity ETF™ |
Schwab 1000 Index ETF | Schwab U.S. TIPS ETF™ |
Schwab U.S. Large-Cap ETF | Schwab Short-Term U.S. Treasury ETF™ |
Schwab U.S. Large-Cap Growth ETF | Schwab Intermediate-Term U.S. Treasury ETF™ |
Schwab U.S. Large-Cap Value ETF | Schwab U.S. Aggregate Bond ETF™ |
Schwab U.S. Mid-Cap ETF | Schwab Fundamental U.S. Broad Market Index ETF |
Schwab U.S. Small-Cap ETF | Schwab Fundamental U.S. Large Company Index ETF |
Schwab U.S. Dividend Equity ETF | Schwab Fundamental U.S. Small Company Index ETF |
Schwab U.S. REIT ETF™ | Schwab Fundamental International Large Company Index ETF |
Schwab International Equity ETF™ | Schwab Fundamental International Small Company Index ETF |
Schwab International Small-Cap Equity ETF™ | Schwab Fundamental Emerging Markets Large Company Index ETF |
2. Significant Accounting Policies:
3. Risk Factors:
4. Affiliates and Affiliated Transactions:
Schwab U.S. Broad Market ETF | Schwab 1000 Index ETF | Schwab U.S. Large-Cap ETF | Schwab U.S. Large-Cap Growth ETF | Schwab U.S. Large-Cap Value ETF | Schwab U.S. Mid-Cap ETF | Schwab U.S. Small-Cap ETF | Schwab U.S. Dividend Equity ETF |
0.03% | 0.05% | 0.03% | 0.04% | 0.04% | 0.05% | 0.05% | 0.07% |
Underlying Funds | |||
Schwab U.S. Large-Cap ETF | Schwab U.S. Small-Cap ETF | ||
Schwab VIT Balanced Portfolio | 0.1% | 0.0%* | |
Schwab VIT Balanced with Growth Portfolio | 0.2% | 0.1% | |
Schwab VIT Growth Portfolio | 0.3% | 0.1% | |
Schwab Target 2010 Index Fund | 0.0%* | 0.0%* | |
Schwab Target 2015 Index Fund | 0.0%* | 0.0%* | |
Schwab Target 2020 Index Fund | 0.2% | 0.0%* | |
Schwab Target 2025 Index Fund | 0.3% | 0.0%* | |
Schwab Target 2030 Index Fund | 0.4% | 0.1% | |
Schwab Target 2035 Index Fund | 0.2% | 0.0%* | |
Schwab Target 2040 Index Fund | 0.3% | 0.1% | |
Schwab Target 2045 Index Fund | 0.2% | 0.0%* | |
Schwab Target 2050 Index Fund | 0.2% | 0.0%* | |
Schwab Target 2055 Index Fund | 0.1% | 0.0%* | |
Schwab Target 2060 Index Fund | 0.1% | 0.0%* |
* | Less than 0.05% |
Total Aggregate Transactions | Realized Gains (Losses) | |
Schwab U.S. Broad Market ETF | $115,871,781 | ($10,238,469) |
Schwab 1000 Index ETF* | 890,833 | (63,050) |
Schwab U.S. Large-Cap ETF | 133,152,133 | (18,092,641) |
Schwab U.S. Large-Cap Growth ETF | 145,204,741 | (22,914,521) |
Schwab U.S. Large-Cap Value ETF | 166,834,173 | (12,032,339) |
Schwab U.S. Mid-Cap ETF | 168,541,010 | (27,883,752) |
Schwab U.S. Small-Cap ETF | 226,925,485 | (23,083,093) |
Schwab U.S. Dividend Equity ETF | 109,322,665 | (8,970,733) |
5. Other Service Providers:
6. Board of Trustees:
7. Borrowing from Banks:
8. Derivatives:
Notional Amounts | Number of Contracts | |
Schwab U.S. Broad Market ETF | $23,154,981 | 175 |
Schwab 1000 Index ETF* | 437,210 | 3 |
Schwab U.S. Large-Cap ETF | 26,285,040 | 197 |
Schwab U.S. Large-Cap Growth ETF | 6,390,542 | 70 |
Schwab U.S. Large-Cap Value ETF | 9,847,832 | 121 |
Schwab U.S. Mid-Cap ETF | 7,567,067 | 47 |
Schwab U.S. Small-Cap ETF | 13,341,358 | 171 |
Schwab U.S. Dividend Equity ETF | 15,940,984 | 120 |
9. Purchases and Sales of Investment Securities:
Purchases of Securities | Sales of Securities | |
Schwab U.S. Broad Market ETF | $629,048,197 | $440,881,913 |
Schwab 1000 Index ETF* | 22,232,952 | 11,270,932 |
Schwab U.S. Large-Cap ETF | 547,620,393 | 388,799,736 |
Schwab U.S. Large-Cap Growth ETF | 358,179,919 | 279,219,792 |
Schwab U.S. Large-Cap Value ETF | 372,706,118 | 332,291,908 |
Schwab U.S. Mid-Cap ETF | 756,882,011 | 575,343,829 |
Schwab U.S. Small-Cap ETF | 977,074,134 | 639,307,527 |
Schwab U.S. Dividend Equity ETF | 1,659,978,413 | 1,668,736,796 |
10. In-Kind Transactions:
In-Kind Purchases of Securities | In-Kind Sales of Securities | |
Schwab U.S. Broad Market ETF | $1,479,213,594 | $338,153,394 |
Schwab 1000 Index ETF* | 442,203,843 | 2,566,522 |
Schwab U.S. Large-Cap ETF | 3,518,923,210 | 355,343,301 |
Schwab U.S. Large-Cap Growth ETF | 1,503,949,477 | 333,191,691 |
Schwab U.S. Large-Cap Value ETF | 891,964,884 | 169,368,530 |
Schwab U.S. Mid-Cap ETF | 1,272,706,112 | 271,093,001 |
Schwab U.S. Small-Cap ETF | 2,361,344,575 | 455,797,848 |
Schwab U.S. Dividend Equity ETF | 4,255,536,242 | 3,087,087,644 |
11. Federal Income Taxes
Schwab U.S. Broad Market ETF | Schwab 1000 Index ETF | Schwab U.S. Large-Cap ETF | Schwab U.S. Large-Cap Growth ETF | Schwab U.S. Large-Cap Value ETF | |||||
Tax cost | $9,521,139,368 | $447,587,848 | $11,306,826,849 | $4,790,512,891 | $3,834,642,380 | ||||
Gross unrealized appreciation | $4,079,383,730 | $48,857,006 | $3,927,295,424 | $2,189,669,452 | $969,701,292 | ||||
Gross unrealized depreciation | (237,015,863) | (10,712,510) | (244,066,659) | (79,557,244) | (120,587,887) | ||||
Net unrealized appreciation (depreciation) | $3,842,367,867 | $38,144,496 | $3,683,228,765 | $2,110,112,208 | $849,113,405 |
Schwab U.S. Mid-Cap ETF | Schwab U.S. Small-Cap ETF | Schwab U.S. Dividend Equity ETF | |||
Tax cost | $4,217,531,055 | $7,162,265,981 | $7,264,789,192 | ||
Gross unrealized appreciation | $1,289,991,054 | $2,155,677,113 | $932,300,887 | ||
Gross unrealized depreciation | (132,547,421) | (332,162,264) | (122,761,653) | ||
Net unrealized appreciation (depreciation) | $1,157,443,633 | $1,823,514,849 | $809,539,234 |
Schwab U.S. Broad Market ETF | Schwab 1000 Index ETF | Schwab U.S. Large-Cap ETF | Schwab U.S. Large-Cap Growth ETF | Schwab U.S. Large-Cap Value ETF | Schwab U.S. Mid-Cap ETF | Schwab U.S. Small-Cap ETF | Schwab U.S. Dividend Equity ETF | ||||||||
Undistributed ordinary income | $44,544,649 | $1,521,163 | $50,766,094 | $10,314,360 | $25,500,760 | $13,616,626 | $18,077,481 | $42,044,359 | |||||||
Net unrealized appreciation (depreciation) on investments | 3,842,367,867 | 38,144,496 | 3,683,228,765 | 2,110,112,208 | 849,113,405 | 1,157,443,633 | 1,823,514,849 | 809,539,234 | |||||||
Net other unrealized appreciation (depreciation) | — | — | — | — | — | — | — | — | |||||||
Total | $3,886,912,516 | $39,665,659 | $3,733,994,859 | $2,120,426,568 | $874,614,165 | $1,171,060,259 | $1,841,592,330 | $851,583,593 |
Expiration Date | Schwab U.S. Broad Market ETF | Schwab 1000 Index ETF | Schwab U.S. Large-Cap ETF | Schwab U.S. Large-Cap Growth ETF | Schwab U.S. Large-Cap Value ETF | Schwab U.S. Mid-Cap ETF | Schwab U.S. Small-Cap ETF | Schwab U.S. Dividend Equity ETF | |||||||
August 31, 2019 | $— | $— | $721,062 | $631,601 | $295,384 | $218,695 | $927,631 | $— | |||||||
No expiration | 51,103,671 | 350,259 | 63,791,241 | 75,464,442 | 33,141,574 | 120,221,174 | 25,564,179 | 100,069,915 | |||||||
Total | $51,103,671 | $350,259 | $64,512,303 | $76,096,043 | $33,436,958 | $120,439,869 | $26,491,810 | $100,069,915 |
Schwab U.S. Broad Market ETF | Schwab 1000 Index ETF | Schwab U.S. Large-Cap ETF | Schwab U.S. Large-Cap Growth ETF | Schwab U.S. Large-Cap Value ETF | Schwab U.S. Mid-Cap ETF | Schwab U.S. Small-Cap ETF | Schwab U.S. Dividend Equity ETF | |
Capital loss carryforwards utilized | $9,125,350 | $— | $— | $— | $— | $13,147,382 | $15,796,719 | $— |
Schwab U.S. Broad Market ETF | Schwab 1000 Index ETF | Schwab U.S. Large-Cap ETF | Schwab U.S. Large-Cap Growth ETF | Schwab U.S. Large-Cap Value ETF | Schwab U.S. Mid-Cap ETF | Schwab U.S. Small-Cap ETF | Schwab U.S. Dividend Equity ETF | |
Current period distributions | ||||||||
Ordinary income | $199,698,380 | $3,615,715 | $208,413,000 | $52,664,675 | $104,891,835 | $53,918,230 | $84,332,535 | $202,365,750 |
Long-term capital gains | — | — | — | — | — | — | — | — |
Prior period distributions | ||||||||
Ordinary income | $148,352,855 | $— | $144,692,485 | $38,432,115 | $79,019,055 | $44,982,425 | $70,593,475 | $149,368,750 |
Long-term capital gains | — | — | — | — | — | — | — | — |
Schwab U.S. Broad Market ETF | Schwab 1000 Index ETF | Schwab U.S. Large-Cap ETF | Schwab U.S. Large-Cap Growth ETF | Schwab U.S. Large-Cap Value ETF | Schwab U.S. Mid-Cap ETF | Schwab U.S. Small-Cap ETF | Schwab U.S. Dividend Equity ETF | |
Capital shares | $185,960,465 | $214,029 | $184,109,835 | $96,991,414 | $52,858,397 | $106,468,136 | $197,833,322 | $745,059,024 |
Undistributed net investment income | (2,687,618) | (6,490) | (2,372,325) | (1,400,508) | (645,690) | (1,418,447) | (3,100,219) | (5,696,721) |
Net realized gains and losses | (183,272,847) | (207,539) | (181,737,510) | (95,590,906) | (52,212,707) | (105,049,689) | (194,733,103) | (739,362,303) |
Schwab U.S. Broad Market ETF | Schwab 1000 Index ETF | Schwab U.S. Large-Cap ETF | Schwab U.S. Large-Cap Growth ETF | Schwab U.S. Large-Cap Value ETF | Schwab U.S. Mid-Cap ETF | Schwab U.S. Small-Cap ETF | Schwab U.S. Dividend Equity ETF | |
$185,784,641 | $214,025 | $184,375,513 | $97,246,440 | $52,733,407 | $106,540,273 | $198,212,320 | $745,443,637 |
12. Subsequent Events:
Schwab U.S. Broad Market ETF, Schwab U.S. Large-Cap ETF, Schwab U.S. Large-Cap Growth ETF, Schwab U.S. Large-Cap Value ETF, Schwab U.S. Mid-Cap ETF, Schwab U.S. Small-Cap ETF and Schwab U.S. Dividend Equity ETF: statements of operations for the year ended August 31, 2018 and statements of changes in net assets for each of the two years in the period ended August 31, 2018. |
Schwab 1000 Index ETF: statements of operations and changes in net assets for the period October 11, 2017 (commencement of operations) through August 31, 2018. |
San Francisco, California
October 17, 2018
Schwab U.S. Broad Market ETF | 89.94% |
Schwab 1000 Index ETF | 92.44% |
Schwab U.S. Large-Cap ETF | 91.73% |
Schwab U.S. Large-Cap Growth ETF | 83.56% |
Schwab U.S. Large-Cap Value ETF | 95.01% |
Schwab U.S. Mid-Cap ETF | 68.68% |
Schwab U.S. Small-Cap ETF | 66.48% |
Schwab U.S. Dividend Equity ETF | 100.00% |
Schwab U.S. Broad Market ETF | $188,627,547 |
Schwab 1000 Index ETF | 3,488,948 |
Schwab U.S. Large-Cap ETF | 201,032,337 |
Schwab U.S. Large-Cap Growth ETF | 49,206,217 |
Schwab U.S. Large-Cap Value ETF | 102,868,786 |
Schwab U.S. Mid-Cap ETF | 39,231,878 |
Schwab U.S. Small-Cap ETF | 57,870,897 |
Schwab U.S. Dividend Equity ETF | 202,365,750 |
Market Price vs. NAV as of August 31, 2018
Number of Days Market Price Above NAV | Number of Days Market Price Below NAV | |||||||
1-49 Basis Points | 50-99 Basis Points | 100-199 Basis Points | >200 Basis Points | 1-49 Basis Points | 50-99 Basis Points | 100-199 Basis Points | >200 Basis Points | |
Schwab U.S. Broad Market ETF | ||||||||
Commencement of trading | ||||||||
11/3/09 through 8/31/18 | 1,451 | 1 | — | — | 363 | — | — | — |
Schwab 1000 Index ETF | ||||||||
Commencement of trading | ||||||||
10/11/17 through 8/31/18 | 202 | — | — | — | 2 | — | — | — |
Schwab U.S. Large-Cap ETF | ||||||||
Commencement of trading | ||||||||
11/3/09 through 8/31/18 | 1,435 | — | — | — | 390 | — | — | — |
Schwab U.S. Large-Cap Growth ETF | ||||||||
Commencement of trading | ||||||||
12/11/09 through 8/31/18 | 1,264 | — | 1 | — | 424 | — | — | — |
Schwab U.S. Large-Cap Value ETF | ||||||||
Commencement of trading | ||||||||
12/11/09 through 8/31/18 | 1,409 | — | — | — | 338 | — | — | — |
Schwab U.S. Mid-Cap ETF | ||||||||
Commencement of trading | ||||||||
1/13/11 through 8/31/18 | 1,338 | — | — | — | 267 | — | — | — |
Schwab U.S. Small-Cap ETF | ||||||||
Commencement of trading | ||||||||
11/3/09 through 8/31/18 | 1,370 | 1 | — | — | 592 | — | — | — |
Schwab U.S. Dividend Equity ETF | ||||||||
Commencement of trading | ||||||||
10/20/11 through 8/31/18 | 845 | — | — | — | 374 | — | — | — |
1. | the nature, extent and quality of the services provided to the Funds under the Agreement, including the resources of CSIM and its affiliates dedicated to the Funds; |
2. | each Fund’s investment performance and how it compared to that of certain other comparable exchange-traded funds; |
3. | each Fund’s expenses and how those expenses compared to those of certain other comparable exchange-traded funds; |
4. | the profitability of CSIM and its affiliates, including Charles Schwab & Co., Inc. (Schwab), with respect to the Funds, including both direct and indirect benefits accruing to CSIM and its affiliates; and |
5. | the extent to which economies of scale would be realized as the Funds grow and whether fee levels in the Agreement reflect those economies of scale for the benefit of Fund investors. |
Independent Trustees | |||
Name, Year of Birth, and Position(s) with the trust (Terms of office, and length of Time Served1) | Principal Occupations During the Past Five Years | Number of Portfolios in Fund Complex Overseen by the Trustee | Other Directorships |
Robert W. Burns 1959 Trustee (Trustee of Schwab Strategic Trust since 2009; The Charles Schwab Family of Funds, Schwab Investments, Schwab Capital Trust, Schwab Annuity Portfolios and Laudus Trust since 2016) | Retired/Private Investor (Jan. 2009 – present). Formerly, Managing Director, Pacific Investment Management Company, LLC (PIMCO) (investment management firm) and President, PIMCO Funds. | 104 | Director, PS Business Parks, Inc. (2005 – 2012) |
John F. Cogan 1947 Trustee (Trustee of The Charles Schwab Family of Funds, Schwab Investments, Schwab Capital Trust and Schwab Annuity Portfolios since 2008; Laudus Trust since 2010; Schwab Strategic Trust since 2016) | Senior Fellow, The Hoover Institution at Stanford University (public policy think tank) (Oct. 1979 – present); Senior Fellow, Stanford Institute for Economic Policy Research (2000 – present); Professor of Public Policy, Stanford University (1994 – 2015). | 104 | Director, Gilead Sciences, Inc. (2005 – present) |
Nancy F. Heller 1956 Trustee (Trustee of The Charles Schwab Family of Funds, Schwab Investments, Schwab Capital Trust, Schwab Annuity Portfolios, Schwab Strategic Trust and Laudus Trust since 2018) | President and Chairman, TIAA Charitable (financial services) (2014 – 2016); Senior Managing Director, TIAA (financial services) (2003 – 2016). | 104 | None |
Stephen Timothy Kochis 1946 Trustee (Trustee of Schwab Strategic Trust since 2012; The Charles Schwab Family of Funds, Schwab Investments, Schwab Capital Trust, Schwab Annuity Portfolios and Laudus Trust since 2016) | CEO and Owner, Kochis Global (wealth management consulting) (May 2012 – present); Chairman and CEO, Aspiriant, LLC (wealth management) (Jan. 2008 – Apr. 2012). | 104 | None |
Independent Trustees (continued) | |||
Name, Year of Birth, and Position(s) with the trust (Terms of office, and length of Time Served1) | Principal Occupations During the Past Five Years | Number of Portfolios in Fund Complex Overseen by the Trustee | Other Directorships |
David L. Mahoney 1954 Trustee (Trustee of The Charles Schwab Family of Funds, Schwab Investments, Schwab Capital Trust, Schwab Annuity Portfolios and Laudus Trust since 2011; Schwab Strategic Trust since 2016) | Private Investor. | 104 | Director, Symantec Corporation (2003 – present) Director, Corcept Therapeutics Incorporated (2004 – present) Director, Adamas Pharmaceuticals, Inc. (2009 – present) |
Kiran M. Patel 1948 Trustee (Trustee of The Charles Schwab Family of Funds, Schwab Investments, Schwab Capital Trust, Schwab Annuity Portfolios and Laudus Trust since 2011; Schwab Strategic Trust since 2016) | Retired. Executive Vice President and General Manager of Small Business Group, Intuit, Inc. (financial software and services firm for consumers and small businesses) (Dec. 2008 – Sept. 2013). | 104 | Director, KLA-Tencor Corporation (2008 – present) |
Kimberly S. Patmore 1956 Trustee (Trustee of The Charles Schwab Family of Funds, Schwab Investments, Schwab Capital Trust, Schwab Annuity Portfolios, Schwab Strategic Trust and Laudus Trust since 2016) | Consultant, Patmore Management Consulting (management consulting) (2008 – present). | 104 | None |
Gerald B. Smith 1950 Trustee (Trustee of The Charles Schwab Family of Funds, Schwab Investments, Schwab Capital Trust and Schwab Annuity Portfolios since 2000; Laudus Trust since 2010; Schwab Strategic Trust since 2016) | Chairman, Chief Executive Officer and Founder of Smith Graham & Co. (investment advisors) (Mar. 1990 – present). | 104 | Director, Eaton (2012 – present) Director and Chairman of the Audit Committee, Oneok Partners LP (2003 – 2013) Director, Oneok, Inc. (2009 – 2013) Lead Independent Director, Board of Cooper Industries (2002 – 2012) |
Joseph H. Wender 1944 Trustee (Trustee of The Charles Schwab Family of Funds, Schwab Investments, Schwab Capital Trust and Schwab Annuity Portfolios since 2008; Laudus Trust since 2010; Schwab Strategic Trust since 2016) | Senior Consultant, Goldman Sachs & Co., Inc. (investment banking and securities firm) (Jan. 2008 – present); Co-CEO, Colgin Cellars, LLC (vineyards) (Feb. 1998 – present). | 104 | Board Member and Chairman of the Audit Committee, Ionis Pharmaceuticals (1994 – present) Lead Independent Director and Chair of Audit Committee, OUTFRONT Media Inc. (2014 – present) |
Interested Trustees | |||
Name, Year of Birth, and Position(s) with the trust (Terms of office, and length of Time Served1) | Principal Occupations During the Past Five Years | Number of Portfolios in Fund Complex Overseen by the Trustee | Other Directorships |
Walter W. Bettinger II2 1960 Chairman and Trustee (Trustee of The Charles Schwab Family of Funds, Schwab Investments, Schwab Capital Trust and Schwab Annuity Portfolios since 2008; Schwab Strategic Trust since 2009; Laudus Trust since 2010) | Director, President and Chief Executive Officer, The Charles Schwab Corporation (Oct. 2008 – present); President and Chief Executive Officer (Oct. 2008 – present), Director (May 2008 – present), Charles Schwab & Co., Inc.; Director, Charles Schwab Bank (Apr. 2006 – present); Director (May 2008 – present), President and Chief Executive Officer (Aug. 2017 – present), Schwab Holdings, Inc.; and Director, Charles Schwab Investment Management, Inc. (July 2016 – present). | 104 | Director, The Charles Schwab Corporation (2008 – present) |
Marie A. Chandoha2 1961 Trustee (Trustee of The Charles Schwab Family of Funds, Schwab Investments, Schwab Capital Trust, Schwab Annuity Portfolios, Schwab Strategic Trust and Laudus Trust since 2016) | Director and Chief Executive Officer (Dec. 2010 – present), Chief Investment Officer (Sept. 2010 – Oct. 2011), Charles Schwab Investment Management, Inc.; Trustee (Jan. 2016 – present), President, Chief Executive Officer (Dec. 2010 – present), and Chief Investment Officer (Sept. 2010 – Oct. 2011), Schwab Funds, Laudus Funds and Schwab ETFs; Director, Charles Schwab Worldwide Funds plc and Charles Schwab Asset Management (Ireland) Limited (Jan. 2011 – present); Global Head of Fixed Income Business Division, BlackRock, Inc. (formerly Barclays Global Investors) (investment management firm) (Mar. 2007 – Aug. 2010). | 104 | None |
Joseph R. Martinetto2 1962 Trustee (Trustee of The Charles Schwab Family of Funds, Schwab Investments, Schwab Capital Trust, Schwab Annuity Portfolios, Schwab Strategic Trust and Laudus Trust since 2016) | Chief Operating Officer (Feb. 2018 – present), Senior Executive Vice President (July 2015 – Feb. 2018), The Charles Schwab Corporation; Senior Executive Vice President, Charles Schwab & Co., Inc. (July 2015 – present); Chief Financial Officer (July 2015 – Aug. 2017), Executive Vice President and Chief Financial Officer (May 2007 – July 2015), The Charles Schwab Corporation and Charles Schwab & Co., Inc.; Director, Charles Schwab & Co., Inc. (May 2007 – present); Director (Apr. 2010 – present) and Chief Executive Officer (July 2013 – Apr. 2015), Charles Schwab Bank; Director (May 2007 – present), Chief Financial Officer (May 2007 – Aug. 2017), Senior Executive Vice President (Feb. 2016 – present), and Executive Vice President (May 2007 – Feb. 2016), Schwab Holdings, Inc. | 104 | None |
Officers of the Trust | |
Name, Year of Birth, and Position(s) with the trust (Terms of office, and length of Time Served3) | Principal Occupations During the Past Five Years |
Marie A. Chandoha 1961 President and Chief Executive Officer (Officer of The Charles Schwab Family of Funds, Schwab Investments, Schwab Capital Trust, Schwab Annuity Portfolios, Schwab Strategic Trust and Laudus Trust since 2010) | Director and Chief Executive Officer (Dec. 2010 – present), Chief Investment Officer (Sept. 2010 – Oct. 2011), Charles Schwab Investment Management, Inc.; Trustee (Jan. 2016 – present), President, Chief Executive Officer (Dec. 2010 – present), and Chief Investment Officer (Sept. 2010 – Oct. 2011), Schwab Funds, Laudus Funds and Schwab ETFs; Director, Charles Schwab Worldwide Funds plc and Charles Schwab Asset Management (Ireland) Limited (Jan. 2011 – present); Global Head of Fixed Income Business Division, BlackRock, Inc. (formerly Barclays Global Investors) (investment management firm) (Mar. 2007 – Aug. 2010). |
Officers of the Trust (continued) | |
Name, Year of Birth, and Position(s) with the trust (Terms of office, and length of Time Served3) | Principal Occupations During the Past Five Years |
Mark Fischer 1970 Treasurer and Chief Financial Officer (Officer of The Charles Schwab Family of Funds, Schwab Investments, Schwab Capital Trust, Schwab Annuity Portfolios, Schwab Strategic Trust and Laudus Trust since 2013) | Treasurer and Chief Financial Officer, Schwab Funds, Laudus Funds and Schwab ETFs (Jan. 2016 – present); Assistant Treasurer, Schwab Funds and Laudus Funds (Dec. 2013 – Dec. 2015), Schwab ETFs (Nov. 2013 – Dec. 2015); Vice President, Charles Schwab Investment Management, Inc. (Oct. 2013 – present); Executive Director, J.P. Morgan Investor Services (Apr. 2011 – Sept. 2013); Assistant Treasurer, Massachusetts Financial Service Investment Management (May 2005 – Mar. 2011). |
George Pereira 1964 Senior Vice President and Chief Operating Officer (Officer of The Charles Schwab Family of Funds, Schwab Investments, Schwab Capital Trust and Schwab Annuity Portfolios since 2004; Laudus Trust since 2006; Schwab Strategic Trust since 2009) | Senior Vice President and Chief Financial Officer (Nov. 2004 – present), Chief Operating Officer (Jan. 2011 – present), Charles Schwab Investment Management, Inc.; Senior Vice President and Chief Operating Officer (Jan. 2016 – present), Treasurer and Chief Financial Officer, Laudus Funds (June 2006 – Dec. 2015); Treasurer and Principal Financial Officer, Schwab Funds (Nov. 2004 – Dec. 2015) and Schwab ETFs (Oct. 2009 – Dec. 2015); Director, Charles Schwab Worldwide Funds plc and Charles Schwab Asset Management (Ireland) Limited (Apr. 2005 – present). |
Omar Aguilar 1970 Senior Vice President and Chief Investment Officer – Equities and Multi-Asset Strategies (Officer of The Charles Schwab Family of Funds, Schwab Investments, Schwab Capital Trust, Schwab Annuity Portfolios, Schwab Strategic Trust and Laudus Trust since 2011) | Senior Vice President and Chief Investment Officer – Equities and Multi-Asset Strategies, Charles Schwab Investment Management, Inc. (Apr. 2011 – present); Senior Vice President and Chief Investment Officer – Equities, Schwab Funds, Laudus Funds and Schwab ETFs (June 2011 – present); Head of the Portfolio Management Group and Vice President of Portfolio Management, Financial Engines, Inc. (investment management firm) (May 2009 – Apr. 2011); Head of Quantitative Equity, ING Investment Management (July 2004 – Jan. 2009). |
Brett Wander 1961 Senior Vice President and Chief Investment Officer – Fixed Income (Officer of The Charles Schwab Family of Funds, Schwab Investments, Schwab Capital Trust, Schwab Annuity Portfolios, Schwab Strategic Trust and Laudus Trust since 2011) | Senior Vice President and Chief Investment Officer – Fixed Income, Charles Schwab Investment Management, Inc. (Apr. 2011 – present); Senior Vice President and Chief Investment Officer – Fixed Income, Schwab Funds, Laudus Funds and Schwab ETFs (June 2011 – present); Senior Managing Director, Global Head of Active Fixed-Income Strategies, State Street Global Advisors (Jan. 2008 – Oct. 2010); Director of Alpha Strategies Loomis, Sayles & Company (investment management firm) (Apr. 2006 – Jan. 2008). |
David Lekich 1964 Chief Legal Officer and Secretary, Schwab Funds and Schwab ETFs Vice President and Assistant Clerk, Laudus Funds (Officer of The Charles Schwab Family of Funds, Schwab Investments, Schwab Capital Trust, Schwab Annuity Portfolios, Schwab Strategic Trust and Laudus Trust since 2011) | Senior Vice President (Sept. 2011 – present), Vice President (Mar. 2004 – Sept. 2011), Charles Schwab & Co., Inc.; Senior Vice President and Chief Counsel (Sept. 2011 – present), Vice President (Jan. 2011 – Sept. 2011), Charles Schwab Investment Management, Inc.; Secretary (Apr. 2011 – present) and Chief Legal Officer (Dec. 2011 – present), Schwab Funds; Vice President and Assistant Clerk, Laudus Funds (Apr. 2011 – present); Secretary (May 2011 – present) and Chief Legal Officer (Nov. 2011 – present), Schwab ETFs. |
Catherine MacGregor 1964 Vice President and Assistant Secretary, Schwab Funds and Schwab ETFs Chief Legal Officer, Vice President and Clerk, Laudus Funds (Officer of The Charles Schwab Family of Funds, Schwab Investments, Schwab Capital Trust, Schwab Annuity Portfolios and Laudus Trust since 2005; Schwab Strategic Trust since 2009) | Vice President, Charles Schwab & Co., Inc., Charles Schwab Investment Management, Inc. (July 2005 – present); Vice President (Dec. 2005 – present), Chief Legal Officer and Clerk (Mar. 2007 – present), Laudus Funds; Vice President (Nov. 2005 – present) and Assistant Secretary (June 2007 – present), Schwab Funds; Vice President and Assistant Secretary, Schwab ETFs (Oct. 2009 – present). |
1 | Each Trustee shall hold office until the election and qualification of his or her successor, or until he or she dies, resigns or is removed. The retirement policy requires that each independent trustee retire by December 31 of the year in which the Trustee turns 74 or the Trustee’s twentieth year of service as an independent trustee on any trust in the Fund Complex, whichever occurs first. |
2 | Mr. Bettinger, Ms. Chandoha and Mr. Martinetto are Interested Trustees. Mr. Bettinger is an Interested Trustee because he owns stock of The Charles Schwab Corporation (CSC), the parent company of Charles Schwab Investment Management, Inc. (CSIM), the investment adviser for the trusts in the Fund Complex, is an employee and director of Charles Schwab & Co., Inc. (CS&Co), the principal underwriter for The Charles Schwab Family of Funds, Schwab Investments, Schwab Capital Trust and Schwab Annuity Portfolios, and is a director of CSIM. Ms. Chandoha is an Interested Trustee because she owns stock of CSC and is an employee and director of CSIM. Mr. Martinetto is an Interested Trustee because he owns stock of CSC and is an employee and director of CS&Co. |
3 | The President, Treasurer and Secretary/Clerk hold office until their respective successors are chosen and qualified or until he or she sooner dies, resigns, is removed or becomes disqualified. Each of the other officers serves at the pleasure of the Board. |
THIS IS NOT PART OF THE SHAREHOLDER REPORT
INFORMATION.
Schwab ETFs™
Index ETF
Printed on recycled paper.
* | FUNDAMENTAL INDEX is a registered trademark of Research Affiliates LLC. |
![](https://capedge.com/proxy/N-CSR/0001193125-18-313653/g64505img525046f81.jpg)
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Item 2: Code of Ethics.
(a) | Registrant has adopted a code of ethics that applies to its principal executive officer, principal financial officer, and any other persons who perform a similar function, regardless of whether these individuals are employed by Registrant or a third party. |
(c) | During the period covered by the report, no amendments were made to the provisions of this code of ethics. |
(d) | During the period covered by the report, Registrant did not grant any waivers, including implicit waivers, from the provisions of this code of ethics. |
(f)(1) | Registrant has filed this code of ethics as an exhibit pursuant to Item 12(a)(1) of Form N-CSR. |
Item 3: Audit Committee Financial Expert.
Registrant’s Board of Trustees has determined that Kiran M. Patel and Kimberly S. Patmore, each currently serving on its audit, compliance and valuation committee, are each an “audit committee financial expert,” as such term is defined in Item 3 of Form N-CSR. Each member of Registrant’s audit, compliance and valuation committee is “independent” under the standards set forth in Item 3 of Form N-CSR.
The designation of each of Mr. Patel and Ms. Patmore as an “audit committee financial expert” pursuant to Item 3 of Form N-CSR does not (i) impose upon such individual any duties, obligations, or liability that are greater than the duties, obligations and liability imposed upon such individual as a member of Registrant’s audit, compliance and valuation committee or Board of Trustees in the absence of such designation; and (ii) affect the duties, obligations or liability of any other member of Registrant’s audit, compliance and valuation committee or Board of Trustees.
Item 4: Principal Accountant Fees and Services.
Registrant is composed of twenty-two series. Eleven series have a fiscal year-end of August 31, whose annual financial statements are reported in Item 1, seven series have a fiscal year-end of February 28 and four series have a fiscal year-end of December 31. Principal accountant fees disclosed in Items 4(a)-(d) and 4(g) include fees billed for services rendered to each of the twenty-two series, based on their respective 2018 and 2017 fiscal years, as applicable.
The following table presents fees billed by the principal accountant in each of the last two fiscal years for the services rendered to the Funds:
(a) Audit Fees | (b)Audit-Related Fees1 | (c) Tax Fees2 | (d) All Other Fees3 | |||||||||||||||||||||||||||
Fiscal Year 2018 | Fiscal Year 2017 | Fiscal Year 2018 | Fiscal Year 2017 | Fiscal Year 2018 | Fiscal Year 2017 | Fiscal Year 2018 | Fiscal Year 2017 | |||||||||||||||||||||||
$ | 504,395 | $ | 488,203 | $ | 0 | $ | 0 | $ | 91,339 | $ | 86,763 | None | None |
1 | The nature of the services includes assurance and related services reasonably related to the performance of the audit of financial statements not included in Audit Fees. |
2 | The nature of the services includes tax compliance. |
3 | The nature of the services include agreed upon procedures relating to Charles Schwab Investment Management., Inc.’s, (“CSIM”) expenses for purposes of Section 15(c) of the Investment Company Act of 1940. |
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(e)(1) Registrant’s audit, compliance and valuation committee does not have pre-approval policies and procedures as described in paragraph (c)(7) of Rule 2-01 of Regulation S-X.
(2) There were no services described in each of paragraphs (b) through (d) above (including services required to be approved by Registrant’s audit, compliance and valuation committee pursuant to paragraph (c)(7)(ii) of Rule 2-01 of Regulation S-X) that were approved by Registrant’s audit, compliance and valuation committee pursuant to paragraph (c)(7)(i)(C) of Rule 2-01 of Regulation S-X.
(f) Not applicable.
(g) Below are the aggregate non-audit fees billed in each of the last two fiscal years by Registrant’s principal accountant for services rendered to Registrant, to Registrant’s investment adviser, and to any entity controlling, controlled by, or under common control with Registrant’s investment adviser that provides ongoing services to Registrant.
2018: $91,339 | 2017: $86,763 |
(h) During the past fiscal year, all non-audit services provided by Registrant’s principal accountant to either Registrant’s investment adviser or to any entity controlling, controlled by, or under common control with Registrant’s investment adviser that provides ongoing services to Registrant were pre-approved. Included in the audit, compliance and valuation committee’s pre-approval was the review and consideration as to whether the provision of these non-audit services is compatible with maintaining the principal accountant’s independence.
Item 5: Audit Committee of Listed Registrants.
The Registrant is a listed issuer as defined in Rule 10A-3 under the Exchange Act and has separately-designated standing audit, compliance and valuation committee established in accordance with Section 3(a)58)(A) of the Exchange Act. The Registrant’s audit, compliance and valuation committee members are Kiran M. Patel, Nancy F. Heller, John F. Cogan and Kimberly S. Patmore.
Item 6: Schedule of Investments.
The condensed schedules of investments are included as part of the report to shareholders filed under Item 1 of this Form. The complete schedules of investments for the Schwab International Equity ETF, Schwab International Small-Cap Equity ETF, Schwab Emerging Markets Equity ETF, Schwab 1000 Index ETF, Schwab U.S. Broad Market ETF, Schwab U.S. Large-Cap ETF, Schwab U.S. Large-Cap Growth ETF, Schwab U.S. Large-Cap Value ETF, Schwab U.S. Mid-Cap ETF, Schwab U.S. Small-Cap ETF, and Schwab U.S. Dividend Equity ETF are filed under this Item.
Table of Contents
Security | Number of Shares | Value ($) |
Common Stock 98.9% of net assets | ||
Australia 6.1% | ||
Adelaide Brighton Ltd. | 553,700 | 2,578,807 |
AGL Energy Ltd. | 646,978 | 9,722,850 |
ALS Ltd. | 496,111 | 3,182,446 |
Alumina Ltd. | 2,345,572 | 4,885,396 |
Amcor Ltd. | 1,186,989 | 12,275,559 |
AMP Ltd. | 2,793,045 | 6,746,568 |
Ansell Ltd. | 144,079 | 2,615,369 |
APA Group | 1,120,274 | 8,101,824 |
Aristocrat Leisure Ltd. | 613,878 | 14,024,592 |
ASX Ltd. | 206,519 | 10,102,344 |
Atlas Arteria Ltd. | 700,995 | 3,487,883 |
Aurizon Holdings Ltd. | 1,764,384 | 5,359,212 |
AusNet Services | 2,255,338 | 2,683,095 |
Australia & New Zealand Banking Group Ltd. | 2,833,408 | 60,449,075 |
Bank of Queensland Ltd. | 401,256 | 3,334,265 |
Bendigo & Adelaide Bank Ltd. | 460,600 | 3,860,699 |
BHP Billiton Ltd. | 3,015,531 | 72,425,450 |
BlueScope Steel Ltd. | 592,900 | 7,422,275 |
Boral Ltd. | 1,058,789 | 5,360,015 |
Brambles Ltd. | 1,431,078 | 11,353,466 |
Caltex Australia Ltd. | 260,902 | 5,700,155 |
Challenger Ltd. | 580,440 | 4,546,156 |
CIMIC Group Ltd. | 122,732 | 4,374,083 |
Coca-Cola Amatil Ltd. | 588,000 | 3,993,020 |
Cochlear Ltd. | 50,143 | 7,826,010 |
Commonwealth Bank of Australia | 1,653,469 | 85,188,015 |
Computershare Ltd. | 534,449 | 7,428,792 |
Crown Resorts Ltd. | 348,295 | 3,576,796 |
CSL Ltd. | 426,552 | 70,121,154 |
CSR Ltd. | 396,966 | 1,237,340 |
Dexus | 841,427 | 6,523,336 |
Domino's Pizza Enterprises Ltd. | 52,032 | 2,035,759 |
Downer EDI Ltd. | 701,654 | 3,917,408 |
DuluxGroup Ltd. | 172,240 | 979,073 |
Fairfax Media Ltd. | 2,470,292 | 1,572,134 |
Flight Centre Travel Group Ltd. | 68,600 | 2,898,306 |
Fortescue Metals Group Ltd. | 1,375,470 | 3,819,802 |
Goodman Group | 1,814,074 | 14,037,744 |
Harvey Norman Holdings Ltd. (a) | 661,500 | 1,722,229 |
Healthscope Ltd. | 1,471,678 | 2,330,856 |
Iluka Resources Ltd. | 436,143 | 2,927,086 |
Incitec Pivot Ltd. | 1,578,378 | 4,474,614 |
Insurance Australia Group Ltd. | 2,216,993 | 12,377,706 |
IOOF Holdings Ltd. | 416,500 | 2,530,188 |
James Hardie Industries plc | 372,934 | 5,709,675 |
LendLease Group | 598,201 | 8,864,365 |
Macquarie Group Ltd. | 280,372 | 26,237,802 |
Magellan Financial Group Ltd. | 104,008 | 2,107,625 |
Medibank Pvt Ltd. | 3,038,615 | 6,680,482 |
Metcash Ltd. | 1,128,766 | 2,253,054 |
Mirvac Group | 3,170,300 | 5,571,411 |
National Australia Bank Ltd. | 2,534,620 | 52,003,279 |
Newcrest Mining Ltd. | 721,828 | 10,122,087 |
Nufarm Ltd. | 189,650 | 939,511 |
Security | Number of Shares | Value ($) |
Oil Search Ltd. | 1,122,140 | 7,271,325 |
Orica Ltd. | 338,100 | 4,301,001 |
Origin Energy Ltd. * | 1,735,001 | 9,975,287 |
Orora Ltd. | 1,363,116 | 3,479,894 |
OZ Minerals Ltd. | 281,793 | 1,848,400 |
Perpetual Ltd. | 11,523 | 365,755 |
Platinum Asset Management Ltd. | 268,979 | 1,052,384 |
Qantas Airways Ltd. | 676,221 | 3,144,547 |
QBE Insurance Group Ltd. | 1,288,963 | 10,263,283 |
Ramsay Health Care Ltd. | 129,241 | 5,206,118 |
REA Group Ltd. | 41,804 | 2,755,102 |
Rio Tinto Ltd. | 393,011 | 20,674,572 |
Santos Ltd. | 1,806,523 | 8,857,919 |
Scentre Group | 4,738,724 | 14,085,159 |
SEEK Ltd. | 279,300 | 4,524,572 |
Sims Metal Management Ltd. | 186,200 | 1,691,328 |
Sonic Healthcare Ltd. | 453,236 | 8,584,568 |
South32 Ltd. | 5,027,860 | 12,653,800 |
Stockland | 1,975,101 | 5,899,265 |
Suncorp Group Ltd. | 1,244,741 | 13,944,050 |
Sydney Airport | 886,088 | 4,620,305 |
Tabcorp Holdings Ltd. | 1,885,774 | 6,546,202 |
Telstra Corp., Ltd. | 3,734,762 | 8,373,040 |
The GPT Group | 1,858,496 | 6,948,814 |
The Star Entertainment Grp Ltd. | 793,800 | 3,094,271 |
TPG Telecom Ltd. | 340,558 | 2,127,960 |
Transurban Group (b) | 2,192,773 | 18,791,418 |
Treasury Wine Estates Ltd. | 656,806 | 9,248,293 |
Vicinity Centres | 2,504,433 | 5,017,042 |
Vocus Group Ltd. * | 695,167 | 1,432,823 |
Wesfarmers Ltd. | 1,066,539 | 39,684,476 |
Westpac Banking Corp. | 3,272,015 | 67,534,826 |
Whitehaven Coal Ltd. | 657,762 | 2,392,739 |
Woodside Petroleum Ltd. | 858,037 | 22,879,034 |
Woolworths Group Ltd. | 1,240,937 | 25,397,718 |
WorleyParsons Ltd. | 252,643 | 3,752,894 |
Xero Ltd. * | 76,638 | 2,830,535 |
997,848,962 | ||
Austria 0.2% | ||
ANDRITZ AG | 90,968 | 5,397,903 |
Erste Group Bank AG * | 265,262 | 10,576,827 |
OMV AG | 130,509 | 6,928,786 |
Raiffeisen Bank International AG | 123,396 | 3,517,494 |
Telekom Austria AG * | 147,494 | 1,276,773 |
voestalpine AG | 119,875 | 5,389,295 |
33,087,078 | ||
Belgium 0.9% | ||
Ackermans & van Haaren N.V. | 25,298 | 4,521,095 |
Ageas | 196,154 | 10,174,275 |
Anheuser-Busch InBev S.A. | 712,439 | 66,852,600 |
bpost S.A. | 55,420 | 841,479 |
Colruyt S.A. | 59,208 | 3,527,091 |
Groupe Bruxelles Lambert S.A. | 70,349 | 7,399,334 |
KBC Groep N.V. | 269,896 | 19,218,262 |
Proximus | 162,538 | 3,752,946 |
Security | Number of Shares | Value ($) |
Sofina S.A. | 10,247 | 2,033,958 |
Solvay S.A. | 63,776 | 8,507,414 |
Telenet Group Holding N.V. * | 51,911 | 2,844,766 |
UCB S.A. | 118,749 | 10,881,829 |
Umicore S.A. | 193,466 | 10,813,690 |
151,368,739 | ||
Canada 7.5% | ||
Agnico Eagle Mines Ltd. | 222,946 | 7,690,564 |
Alimentation Couche-Tard, Inc., B Shares | 402,499 | 19,286,121 |
ARC Resources Ltd. | 368,539 | 3,914,464 |
Bank of Montreal | 611,854 | 50,193,660 |
Barrick Gold Corp. | 1,103,580 | 11,298,587 |
Bausch Health Cos., Inc. * | 329,538 | 7,617,068 |
BCE, Inc. | 291,222 | 11,888,299 |
BlackBerry Ltd. * | 511,778 | 5,451,587 |
Brookfield Asset Management, Inc., Class A | 788,980 | 33,738,659 |
Canadian Imperial Bank of Commerce | 418,268 | 39,230,167 |
Canadian National Railway Co. | 695,170 | 61,874,635 |
Canadian Natural Resources Ltd. | 1,137,456 | 38,870,386 |
Canadian Pacific Railway Ltd. | 138,317 | 29,116,633 |
Canadian Tire Corp., Ltd., Class A | 66,435 | 8,318,450 |
Canadian Utilities Ltd., Class A | 108,832 | 2,649,961 |
Cenovus Energy, Inc. | 980,269 | 9,096,403 |
CGI Group, Inc., Class A * | 251,547 | 16,530,590 |
CI Financial Corp. | 226,182 | 3,642,641 |
Constellation Software, Inc. | 19,003 | 14,501,856 |
Crescent Point Energy Corp. | 506,224 | 3,109,670 |
Dollarama, Inc. | 294,768 | 11,155,950 |
Enbridge, Inc. | 1,613,554 | 55,078,253 |
Encana Corp. | 937,297 | 12,421,099 |
Fairfax Financial Holdings Ltd. | 26,814 | 14,733,048 |
Fortis, Inc. | 387,936 | 12,709,556 |
Franco-Nevada Corp. | 170,525 | 10,909,311 |
George Weston Ltd. | 45,610 | 3,555,198 |
Goldcorp, Inc. | 825,642 | 8,927,913 |
Great-West Lifeco, Inc. | 285,148 | 6,962,776 |
Husky Energy, Inc. | 348,433 | 5,766,467 |
Hydro One Ltd. | 222,559 | 3,290,722 |
IGM Financial, Inc. | 75,627 | 2,111,721 |
Imperial Oil Ltd. | 209,301 | 6,528,066 |
Intact Financial Corp. | 147,010 | 11,668,802 |
Inter Pipeline Ltd. | 383,110 | 7,045,499 |
Loblaw Cos. Ltd. | 185,053 | 9,579,414 |
Magna International, Inc. | 319,181 | 17,296,161 |
Manulife Financial Corp. | 1,852,471 | 33,925,386 |
Metro, Inc. | 237,338 | 7,437,119 |
National Bank of Canada | 341,967 | 17,127,854 |
Nutrien Ltd. | 614,324 | 34,552,339 |
Pembina Pipeline Corp. | 473,397 | 16,159,286 |
Power Corp. of Canada | 338,128 | 7,584,834 |
Power Financial Corp. | 233,370 | 5,446,105 |
Restaurant Brands International, Inc. | 217,149 | 12,464,897 |
RioCan Real Estate Investment Trust | 289,913 | 5,616,168 |
Rogers Communications, Inc., B Shares | 324,377 | 16,821,483 |
Royal Bank of Canada | 1,359,662 | 108,088,932 |
Saputo, Inc. | 204,404 | 6,264,031 |
Shaw Communications, Inc., B Shares | 471,797 | 9,523,139 |
SNC-Lavalin Group, Inc. | 156,169 | 6,291,313 |
Sun Life Financial, Inc. | 580,064 | 23,074,443 |
Suncor Energy, Inc. | 1,548,490 | 63,794,534 |
Teck Resources Ltd., Class B | 508,382 | 11,466,325 |
TELUS Corp. | 163,739 | 6,076,406 |
The Bank of Nova Scotia | 1,146,838 | 66,429,445 |
The Toronto-Dominion Bank | 1,755,411 | 105,880,651 |
Security | Number of Shares | Value ($) |
Thomson Reuters Corp. | 260,838 | 11,610,137 |
Tourmaline Oil Corp. | 227,840 | 3,714,773 |
TransCanada Corp. | 844,269 | 35,986,404 |
Turquoise Hill Resources Ltd. * | 966,678 | 2,246,278 |
Waste Connections, Inc. | 246,742 | 19,598,197 |
Wheaton Precious Metals Corp. | 414,048 | 7,100,052 |
1,222,040,888 | ||
Denmark 1.4% | ||
AP Moller - Maersk A/S, A Shares | 3,929 | 5,668,832 |
AP Moller - Maersk A/S, B Shares | 6,291 | 9,731,630 |
Carlsberg A/S, B Shares | 104,942 | 12,840,147 |
Chr Hansen Holding A/S | 88,200 | 8,974,718 |
Coloplast A/S, B Shares | 115,861 | 12,429,436 |
Danske Bank A/S | 617,988 | 18,223,490 |
DSV A/S | 186,856 | 17,549,463 |
Genmab A/S * | 51,903 | 8,999,350 |
H. Lundbeck A/S | 50,535 | 2,971,719 |
ISS A/S | 173,738 | 6,079,040 |
Jyske Bank A/S | 65,325 | 3,321,506 |
Novo Nordisk A/S, B Shares | 1,611,601 | 79,164,026 |
Novozymes A/S, B Shares | 207,300 | 11,387,977 |
Orsted A/S | 152,701 | 9,675,480 |
Pandora A/S | 103,156 | 6,177,189 |
Rockwool International A/S, B Shares | 4,013 | 1,742,332 |
Tryg A/S | 99,135 | 2,441,398 |
Vestas Wind Systems A/S | 175,726 | 12,272,518 |
William Demant Holding A/S * | 96,669 | 3,940,624 |
233,590,875 | ||
Finland 1.0% | ||
Elisa Oyj | 133,083 | 5,705,928 |
Fortum Oyj | 367,585 | 9,323,533 |
Huhtamaki Oyj | 96,330 | 3,457,665 |
Kesko Oyj, B Shares | 58,800 | 3,434,372 |
Kone Oyj, B Shares | 353,570 | 19,133,217 |
Metso Oyj | 94,632 | 3,330,655 |
Neste Oyj | 143,803 | 12,515,142 |
Nokia Oyj | 5,358,935 | 29,916,100 |
Nokian Renkaat Oyj | 136,726 | 5,655,317 |
Orion Oyj, Class B | 102,978 | 3,794,537 |
Sampo Oyj, A Shares | 468,452 | 24,020,077 |
Stora Enso Oyj, R Shares | 572,353 | 10,678,228 |
UPM-Kymmene Oyj | 472,778 | 18,262,557 |
Wartsila Oyj Abp | 482,534 | 10,212,378 |
159,439,706 | ||
France 9.0% | ||
Accor S.A. | 179,009 | 8,976,735 |
Aeroports de Paris | 25,763 | 5,674,313 |
Air France-KLM * | 199,228 | 1,917,927 |
Air Liquide S.A. | 396,134 | 50,007,841 |
Airbus SE | 520,716 | 64,377,926 |
ALD S.A. | 74,850 | 1,397,762 |
Alstom S.A. | 168,364 | 7,443,875 |
Amundi S.A. | 49,533 | 3,578,924 |
Arkema S.A. | 65,233 | 8,189,456 |
Atos SE | 84,802 | 10,182,444 |
AXA S.A. | 1,795,471 | 45,425,954 |
BioMerieux | 37,779 | 3,327,458 |
BNP Paribas S.A. | 1,011,275 | 59,513,342 |
Bollore S.A. | 980,000 | 4,702,307 |
Bouygues S.A. | 219,808 | 9,726,040 |
Bureau Veritas S.A. | 231,330 | 5,959,033 |
Capgemini SE | 140,493 | 18,103,588 |
Security | Number of Shares | Value ($) |
Carrefour S.A. | 498,265 | 8,910,468 |
Casino Guichard Perrachon S.A. (a) | 63,970 | 2,032,658 |
Cie Generale des Etablissements Michelin S.C.A. | 168,862 | 20,030,205 |
CNP Assurances | 221,834 | 5,128,522 |
Compagnie de Saint-Gobain | 450,800 | 19,440,801 |
Covivio | 34,300 | 3,593,719 |
Credit Agricole S.A. | 1,087,915 | 14,926,180 |
Danone S.A. | 545,009 | 43,005,867 |
Dassault Aviation S.A. | 1,748 | 3,260,177 |
Dassault Systemes S.A. | 127,950 | 20,782,221 |
Edenred | 214,944 | 8,210,365 |
Eiffage S.A. | 65,748 | 7,417,224 |
Electricite de France S.A. | 441,182 | 7,242,876 |
Elior Group S.A. | 145,477 | 2,283,350 |
Elis S.A. | 162,655 | 3,775,518 |
Engie S.A. | 1,569,353 | 23,061,643 |
Essilor International S.A. | 191,699 | 27,724,085 |
Eurazeo S.A. | 65,931 | 5,016,879 |
Eurofins Scientific SE | 11,081 | 6,271,028 |
Eutelsat Communications S.A. | 209,015 | 4,961,053 |
Faurecia S.A. | 75,165 | 4,615,846 |
Gecina S.A. | 46,802 | 8,053,763 |
Getlink | 481,121 | 6,073,657 |
Hermes International | 27,773 | 18,102,233 |
ICADE | 30,003 | 2,934,058 |
Iliad S.A. | 22,600 | 2,926,644 |
Imerys S.A. | 34,300 | 2,470,307 |
Ingenico Group S.A. | 59,385 | 4,182,976 |
Ipsen S.A. | 35,705 | 6,362,273 |
JCDecaux S.A. | 70,251 | 2,319,696 |
Kering S.A. | 70,092 | 38,166,343 |
Klepierre S.A. | 197,995 | 7,118,344 |
L'Oreal S.A. | 226,344 | 54,434,684 |
Lagardere S.C.A. | 132,931 | 3,928,495 |
Legrand S.A. | 246,182 | 18,589,480 |
LVMH Moet Hennessy Louis Vuitton SE | 233,222 | 81,908,117 |
Natixis S.A. | 762,632 | 5,102,102 |
Orange S.A. | 1,848,558 | 30,003,612 |
Orpea | 34,574 | 4,686,426 |
Pernod-Ricard S.A. | 204,395 | 32,342,637 |
Peugeot S.A. | 499,534 | 13,774,621 |
Plastic Omnium S.A. | 39,558 | 1,570,398 |
Publicis Groupe S.A. | 208,690 | 13,427,434 |
Remy Cointreau S.A. | 20,916 | 2,937,326 |
Renault S.A. | 176,816 | 15,264,821 |
Rexel S.A. | 304,184 | 4,795,588 |
Rubis SCA | 72,033 | 4,274,329 |
Safran S.A. | 299,786 | 39,170,341 |
Sanofi | 1,020,774 | 87,519,414 |
Sartorius Stedim Biotech | 31,125 | 3,954,561 |
Schneider Electric SE | 495,061 | 40,458,471 |
SCOR SE | 158,121 | 6,422,523 |
SEB S.A. | 25,264 | 4,720,781 |
SES S.A. | 358,442 | 7,206,574 |
Societe BIC S.A. | 30,403 | 2,821,067 |
Societe Generale S.A. | 674,821 | 27,668,826 |
Sodexo S.A. | 84,309 | 8,800,948 |
STMicroelectronics N.V. | 612,842 | 12,624,399 |
Suez | 372,400 | 5,396,593 |
TechnipFMC plc | 431,920 | 13,251,947 |
Teleperformance | 50,714 | 9,765,447 |
Thales S.A. | 99,740 | 14,082,358 |
Total S.A. | 2,374,884 | 148,852,325 |
UBISOFT Entertainment S.A. * | 80,294 | 8,656,486 |
Valeo S.A. | 227,897 | 10,370,332 |
Veolia Environnement S.A. | 497,279 | 10,507,084 |
Vinci S.A. | 436,100 | 41,891,124 |
Security | Number of Shares | Value ($) |
Vivendi S.A. | 924,529 | 24,041,652 |
Wendel S.A. | 34,300 | 5,092,266 |
Worldline S.A. * | 45,182 | 2,754,628 |
1,471,976,121 | ||
Germany 7.7% | ||
1&1 Drillisch AG | 40,362 | 2,047,507 |
adidas AG | 190,220 | 47,561,861 |
Allianz SE | 413,591 | 88,369,950 |
Axel Springer SE | 54,746 | 3,987,429 |
BASF SE | 860,584 | 79,792,733 |
Bayer AG | 881,643 | 82,453,104 |
Bayerische Motoren Werke AG | 302,248 | 29,332,414 |
Beiersdorf AG | 94,421 | 11,018,837 |
Brenntag AG | 143,657 | 8,681,504 |
Carl Zeiss Meditec AG | 31,900 | 2,831,923 |
CECONOMY AG | 177,564 | 1,352,788 |
Commerzbank AG * | 1,001,071 | 9,486,854 |
Continental AG | 102,900 | 18,922,396 |
Covestro AG | 169,800 | 14,497,117 |
Daimler AG | 836,520 | 54,212,292 |
Delivery Hero SE * | 116,488 | 6,432,431 |
Deutsche Bank AG | 1,825,878 | 20,611,010 |
Deutsche Boerse AG | 183,197 | 25,364,807 |
Deutsche Lufthansa AG | 220,500 | 5,769,847 |
Deutsche Post AG | 902,482 | 32,981,677 |
Deutsche Telekom AG * | 3,001,313 | 48,574,089 |
Deutsche Wohnen SE | 330,877 | 16,761,823 |
E.ON SE | 1,967,593 | 21,015,716 |
Evonik Industries AG | 167,073 | 6,241,843 |
Fielmann AG | 29,400 | 1,989,131 |
Fraport AG Frankfurt Airport Services Worldwide | 44,100 | 3,973,472 |
Fresenius Medical Care AG & Co. KGaA | 191,502 | 19,442,619 |
Fresenius SE & Co. KGaA | 380,794 | 29,144,071 |
FUCHS PETROLUB SE | 35,560 | 1,913,550 |
GEA Group AG | 177,332 | 6,753,041 |
Hannover Rueck SE | 63,700 | 8,767,796 |
Hapag-Lloyd AG | 29,062 | 1,228,111 |
HeidelbergCement AG | 144,243 | 11,509,553 |
Hella GmbH & Co. KGaA | 24,742 | 1,496,940 |
Henkel AG & Co. KGaA | 100,920 | 11,289,970 |
HOCHTIEF AG | 20,457 | 3,327,479 |
HUGO BOSS AG | 59,602 | 4,772,454 |
Infineon Technologies AG | 1,068,520 | 27,251,440 |
Innogy SE | 122,800 | 5,345,057 |
K+S AG | 218,340 | 4,977,885 |
KION Group AG | 64,625 | 4,422,744 |
LANXESS AG | 88,867 | 6,997,890 |
LEG Immobilien AG | 59,147 | 7,236,161 |
Linde AG | 174,506 | 39,835,990 |
MAN SE | 30,243 | 3,295,330 |
Merck KGaA | 127,400 | 13,411,837 |
METRO AG | 155,174 | 2,429,232 |
MTU Aero Engines AG | 54,357 | 11,946,858 |
Muenchener Rueckversicherungs-Gesellschaft AG | 133,673 | 28,897,193 |
OSRAM Licht AG | 96,382 | 4,337,591 |
ProSiebenSat.1 Media SE | 238,740 | 6,302,690 |
Puma SE | 8,471 | 4,652,035 |
QIAGEN N.V. * | 221,160 | 8,581,608 |
Rational AG | 2,476 | 1,979,127 |
Rheinmetall AG | 36,766 | 4,017,637 |
RTL Group S.A. | 34,300 | 2,578,059 |
RWE AG | 520,018 | 13,220,140 |
SAP SE | 919,466 | 110,852,504 |
Siemens AG | 720,630 | 93,889,937 |
Security | Number of Shares | Value ($) |
Siemens Healthineers AG * | 122,825 | 5,595,517 |
STADA Arzneimittel AG | 10,036 | 947,696 |
Suedzucker AG | 71,572 | 985,964 |
Symrise AG | 113,732 | 10,647,042 |
Talanx AG * | 27,215 | 1,029,734 |
Telefonica Deutschland Holding AG | 1,019,270 | 4,249,152 |
ThyssenKrupp AG | 449,247 | 10,406,931 |
Uniper SE | 191,456 | 5,863,016 |
United Internet AG | 108,986 | 5,746,810 |
Volkswagen AG | 34,556 | 5,576,557 |
Vonovia SE | 471,318 | 24,232,838 |
Wacker Chemie AG | 19,600 | 2,833,471 |
Wirecard AG | 108,462 | 24,141,198 |
Zalando SE * | 132,605 | 6,992,236 |
1,259,617,246 | ||
Hong Kong 3.3% | ||
AAC Technologies Holdings, Inc. | 678,916 | 7,525,346 |
AIA Group Ltd. | 11,393,249 | 98,271,472 |
ASM Pacific Technology Ltd. | 284,577 | 3,002,074 |
BOC Hong Kong Holdings Ltd. | 3,585,249 | 17,494,813 |
Brightoil Petroleum Holdings Ltd. *(b) | 2,936,732 | 140,309 |
Cathay Pacific Airways Ltd. | 903,288 | 1,346,491 |
China Mengniu Dairy Co., Ltd. * | 2,687,703 | 7,756,052 |
Chow Tai Fook Jewellery Group Ltd. | 951,616 | 883,854 |
CK Asset Holdings Ltd. | 2,650,351 | 18,892,729 |
CK Hutchison Holdings Ltd. | 2,597,137 | 29,929,167 |
CK Infrastructure Holdings Ltd. | 589,004 | 4,307,461 |
CLP Holdings Ltd. | 1,678,417 | 19,726,837 |
Dairy Farm International Holdings Ltd. | 202,083 | 1,873,309 |
Galaxy Entertainment Group Ltd. | 2,092,802 | 15,491,572 |
Haitong International Securities Group Ltd. | 2,343,854 | 883,921 |
Hang Lung Group Ltd. | 712,860 | 1,998,104 |
Hang Lung Properties Ltd. | 2,377,624 | 4,695,330 |
Hang Seng Bank Ltd. | 725,715 | 19,675,643 |
Henderson Land Development Co., Ltd. | 1,235,069 | 6,530,261 |
Hong Kong & China Gas Co., Ltd. | 8,584,216 | 17,673,933 |
Hong Kong Exchanges & Clearing Ltd. | 1,192,521 | 33,942,233 |
Hongkong Land Holdings Ltd. | 1,137,960 | 7,874,683 |
Hopewell Holdings Ltd. | 827,308 | 2,909,159 |
Hysan Development Co., Ltd. | 510,560 | 2,618,206 |
Jardine Matheson Holdings Ltd. | 203,218 | 12,827,120 |
Jardine Strategic Holdings Ltd. | 198,448 | 7,203,662 |
Johnson Electric Holdings Ltd. | 376,564 | 1,103,463 |
Kerry Properties Ltd. | 755,228 | 2,862,571 |
Li & Fung Ltd. | 7,518,188 | 2,136,039 |
Lifestyle International Holdings Ltd. | 536,276 | 1,045,372 |
Link REIT | 2,167,380 | 21,593,996 |
Melco International Development Ltd. | 736,150 | 1,960,215 |
MGM China Holdings Ltd. | 578,578 | 1,090,975 |
Minth Group Ltd. | 633,978 | 2,596,847 |
MTR Corp. Ltd. | 1,360,027 | 7,009,019 |
New World Development Co., Ltd. | 5,715,525 | 7,631,477 |
Nexteer Automotive Group Ltd. | 787,884 | 1,327,043 |
NWS Holdings Ltd. | 1,615,106 | 2,876,732 |
PCCW Ltd. | 4,900,000 | 2,603,295 |
Power Assets Holdings Ltd. | 1,353,966 | 9,496,341 |
PRADA S.p.A. | 480,796 | 2,168,479 |
Samsonite International S.A. * | 1,174,525 | 4,743,651 |
Sands China Ltd. | 2,437,914 | 11,896,203 |
Semiconductor Manufacturing International Corp. *(a) | 2,966,806 | 3,500,188 |
Shangri-La Asia Ltd. | 947,349 | 1,460,450 |
Shougang Fushan Resources Group Ltd. | 4,663,064 | 1,039,682 |
Shui On Land Ltd. | 5,766,104 | 1,373,774 |
Sino Land Co., Ltd. | 3,852,421 | 6,527,946 |
Security | Number of Shares | Value ($) |
SJM Holdings Ltd. | 1,494,875 | 1,691,255 |
Sun Art Retail Group Ltd. | 2,079,992 | 2,398,289 |
Sun Hung Kai Properties Ltd. | 1,339,715 | 19,885,181 |
Swire Pacific Ltd., Class A | 598,558 | 6,768,085 |
Swire Properties Ltd. | 1,000,020 | 3,930,566 |
Techtronic Industries Co., Ltd. | 1,269,342 | 7,762,669 |
The Bank of East Asia Ltd. | 1,477,800 | 5,469,568 |
The Wharf Holdings Ltd. | 1,216,319 | 3,471,257 |
Tingyi Cayman Islands Holding Corp. | 1,775,763 | 3,171,935 |
Uni-President China Holdings Ltd. | 1,111,664 | 1,094,824 |
VTech Holdings Ltd. | 123,031 | 1,361,368 |
Want Want China Holdings Ltd. | 5,441,818 | 4,444,196 |
WH Group Ltd. | 7,848,375 | 5,919,604 |
Wharf Real Estate Investment Co., Ltd. | 1,126,911 | 7,473,113 |
Wheelock & Co., Ltd. | 785,314 | 4,927,660 |
Wynn Macau Ltd. | 1,319,778 | 3,674,037 |
Xinyi Glass Holdings Ltd. | 2,210,390 | 2,759,855 |
Xinyi Solar Holdings Ltd. | 3,836,994 | 1,143,927 |
Yue Yuen Industrial Holdings Ltd. | 824,970 | 2,286,065 |
533,150,953 | ||
Ireland 0.2% | ||
AIB Group plc | 795,161 | 4,481,521 |
Bank of Ireland Group plc | 969,130 | 7,938,180 |
Glanbia plc | 192,035 | 3,246,476 |
Kerry Group plc, A Shares | 130,751 | 14,946,649 |
Kingspan Group plc | 138,364 | 6,738,893 |
37,351,719 | ||
Israel 0.5% | ||
Azrieli Group Ltd. | 39,200 | 2,039,829 |
Bank Hapoalim B.M. | 1,117,200 | 8,386,604 |
Bank Leumi Le-Israel | 1,455,417 | 9,797,398 |
Bezeq The Israeli Telecommunication Corp., Ltd. | 1,873,594 | 2,243,482 |
Elbit Systems Ltd. | 27,084 | 3,500,438 |
First International Bank of Israel Ltd. | 103,117 | 2,393,000 |
Frutarom Industries Ltd. | 35,516 | 3,631,130 |
Gazit-Globe Ltd. | 143,566 | 1,320,230 |
Harel Insurance Investments & Financial Services Ltd. | 107,219 | 876,959 |
Israel Chemicals Ltd. | 667,565 | 3,907,761 |
Israel Discount Bank Ltd., A Shares | 1,343,777 | 4,704,002 |
Mazor Robotics Ltd. * | 69,002 | 1,661,500 |
Mizrahi Tefahot Bank Ltd. | 181,897 | 3,289,347 |
NICE Ltd. * | 59,591 | 6,873,974 |
Paz Oil Co., Ltd. | 10,268 | 1,592,946 |
SodaStream International Ltd. * | 23,831 | 3,407,077 |
Teva Pharmaceutical Industries Ltd. | 863,530 | 20,238,760 |
Tower Semiconductor Ltd. * | 91,172 | 1,992,187 |
81,856,624 | ||
Italy 2.1% | ||
A2A S.p.A. | 1,066,601 | 1,837,906 |
Assicurazioni Generali S.p.A. | 1,294,596 | 21,607,328 |
Atlantia S.p.A. | 515,525 | 10,766,646 |
Banca Mediolanum S.p.A. | 231,414 | 1,567,036 |
Banco BPM S.p.A. * | 1,418,691 | 3,200,933 |
Buzzi Unicem S.p.A. | 90,945 | 1,832,707 |
CNH Industrial N.V. | 939,703 | 11,261,444 |
Davide Campari-Milano S.p.A. | 639,144 | 5,670,284 |
Enel S.p.A. | 7,235,569 | 35,863,158 |
Eni S.p.A. | 2,319,059 | 43,117,624 |
EXOR N.V. | 113,182 | 7,371,850 |
Ferrari N.V. | 122,569 | 16,072,033 |
Security | Number of Shares | Value ($) |
Fiat Chrysler Automobiles N.V. * | 1,043,703 | 17,680,907 |
FinecoBank Banca Fineco S.p.A. | 348,804 | 4,165,879 |
Intesa Sanpaolo S.p.A. | 13,429,945 | 33,243,753 |
Italgas S.p.A. | 442,930 | 2,398,434 |
Leonardo S.p.A. | 398,029 | 4,468,979 |
Luxottica Group S.p.A. | 149,290 | 9,921,679 |
Mediobanca S.p.A. | 573,300 | 5,346,947 |
Moncler S.p.A. | 139,681 | 6,331,732 |
Parmalat S.p.A. | 470,937 | 1,539,697 |
Pirelli & C S.p.A. * | 335,544 | 2,708,632 |
Poste Italiane S.p.A. | 368,959 | 2,847,009 |
Prysmian S.p.A. | 228,193 | 5,899,465 |
Recordati S.p.A. | 108,869 | 3,821,605 |
Saipem S.p.A. * | 615,369 | 3,295,663 |
Snam S.p.A. | 2,224,905 | 9,153,559 |
Telecom Italia S.p.A. * | 11,826,690 | 7,554,432 |
Telecom Italia S.p.A. - RSP | 5,037,270 | 2,806,767 |
Tenaris S.A. | 450,800 | 7,579,106 |
Terna Rete Elettrica Nazionale S.p.A. | 1,533,700 | 8,076,463 |
UniCredit S.p.A. | 2,099,629 | 30,375,237 |
Unione di Banche Italiane S.p.A. | 924,237 | 3,412,084 |
UnipolSai Assicurazioni S.p.A. (a) | 976,330 | 2,186,722 |
334,983,700 | ||
Japan 22.5% | ||
ABC-Mart, Inc. | 39,803 | 2,175,282 |
Acom Co., Ltd. | 545,044 | 2,231,591 |
Advantest Corp. | 213,266 | 5,123,692 |
Aeon Co., Ltd. | 711,785 | 15,447,631 |
AEON Financial Service Co., Ltd. | 158,930 | 3,260,727 |
Aeon Mall Co., Ltd. | 128,026 | 2,146,371 |
AGC, Inc. | 191,719 | 7,694,003 |
Aica Kogyo Co., Ltd. | 17,387 | 670,329 |
Ain Holdings, Inc. | 24,665 | 1,890,720 |
Air Water, Inc. | 202,217 | 3,632,739 |
Aisin Seiki Co., Ltd. | 169,600 | 7,861,695 |
Ajinomoto Co., Inc. | 510,560 | 8,683,917 |
Alfresa Holdings Corp. | 196,864 | 4,948,009 |
Alps Electric Co., Ltd. | 164,368 | 4,950,977 |
Amada Holdings Co., Ltd. | 394,803 | 4,229,841 |
ANA Holdings, Inc. | 120,174 | 4,171,436 |
Aoyama Trading Co., Ltd. | 68,804 | 2,094,183 |
Aozora Bank Ltd. | 120,864 | 4,278,227 |
Ariake Japan Co., Ltd. | 14,028 | 1,265,094 |
Asahi Group Holdings Ltd. | 361,688 | 16,371,124 |
Asahi Intecc Co., Ltd. | 114,764 | 4,383,150 |
Asahi Kasei Corp. | 1,241,188 | 18,245,357 |
Asics Corp. | 176,890 | 2,651,316 |
Astellas Pharma, Inc. | 1,890,095 | 32,079,711 |
Azbil Corp. | 68,780 | 3,005,268 |
Bandai Namco Holdings, Inc. | 187,205 | 7,276,490 |
Benesse Holdings, Inc. | 89,690 | 2,810,775 |
Bic Camera, Inc. | 116,347 | 1,563,395 |
Bridgestone Corp. | 576,100 | 21,265,070 |
Brother Industries Ltd. | 242,579 | 4,992,247 |
Calbee, Inc. | 68,776 | 2,192,570 |
Canon, Inc. | 941,247 | 30,244,515 |
Capcom Co., Ltd. | 65,551 | 1,531,701 |
Casio Computer Co., Ltd. | 225,940 | 3,637,128 |
Central Japan Railway Co. | 168,261 | 33,861,606 |
Chiyoda Corp. | 147,920 | 1,087,206 |
Chubu Electric Power Co., Inc. | 692,577 | 10,090,257 |
Chugai Pharmaceutical Co., Ltd. | 208,202 | 12,091,995 |
Ci:z Holdings Co., Ltd. | 21,456 | 924,919 |
Citizen Watch Co., Ltd. | 372,828 | 2,562,068 |
Coca-Cola Bottlers Japan Holdings, Inc. | 134,260 | 3,814,033 |
COMSYS Holdings Corp. | 89,052 | 2,421,353 |
Security | Number of Shares | Value ($) |
Concordia Financial Group Ltd. | 1,362,202 | 6,547,808 |
Cosmo Energy Holdings Co., Ltd. | 54,707 | 2,020,338 |
Cosmos Pharmaceutical Corp. | 7,764 | 1,629,330 |
Credit Saison Co., Ltd. | 150,816 | 2,502,606 |
CyberAgent, Inc. | 98,600 | 5,619,804 |
Dai Nippon Printing Co., Ltd. | 254,202 | 5,715,161 |
Dai-ichi Life Holdings, Inc. | 1,079,657 | 20,612,652 |
Daicel Corp. | 370,495 | 4,199,957 |
Daido Steel Co., Ltd. | 26,019 | 1,189,668 |
Daifuku Co., Ltd. | 85,256 | 4,436,372 |
Daiichi Sankyo Co., Ltd. | 603,449 | 23,607,898 |
Daiichikosho Co., Ltd. | 33,788 | 1,566,220 |
Daikin Industries Ltd. | 257,618 | 32,921,018 |
Daito Trust Construction Co., Ltd. | 69,451 | 10,428,454 |
Daiwa House Industry Co., Ltd. | 638,031 | 19,500,267 |
Daiwa Securities Group, Inc. | 1,598,140 | 9,604,550 |
DeNA Co., Ltd. | 148,608 | 2,575,863 |
Denka Co., Ltd. | 88,996 | 3,053,883 |
Denso Corp. | 450,810 | 21,771,092 |
Dentsu, Inc. | 202,995 | 9,501,231 |
DIC Corp. | 84,549 | 3,008,034 |
Disco Corp. | 25,859 | 4,636,127 |
DMG Mori Co., Ltd. | 94,264 | 1,562,495 |
Don Quijote Holdings Co., Ltd. | 103,549 | 5,042,743 |
Dowa Holdings Co., Ltd. | 44,346 | 1,329,760 |
East Japan Railway Co. | 339,825 | 30,815,172 |
Ebara Corp. | 89,377 | 3,062,926 |
Eisai Co., Ltd. | 248,510 | 22,545,976 |
Electric Power Development Co., Ltd. | 171,136 | 4,539,036 |
Ezaki Glico Co., Ltd. | 59,410 | 2,995,012 |
FamilyMart UNY Holdings Co., Ltd. | 81,077 | 7,085,143 |
FANUC Corp. | 184,330 | 36,197,734 |
Fast Retailing Co., Ltd. | 49,454 | 23,106,928 |
FP Corp. | 21,156 | 1,194,360 |
Fuji Electric Co., Ltd. | 564,459 | 4,555,989 |
Fuji Oil Holdings, Inc. | 33,684 | 1,026,757 |
FUJIFILM Holdings Corp. | 354,004 | 15,001,712 |
Fujikura Ltd. | 205,852 | 1,273,522 |
Fujitsu Ltd. | 1,828,524 | 13,408,242 |
Fukuoka Financial Group, Inc. | 741,617 | 4,166,726 |
Fukuyama Transporting Co., Ltd. | 24,056 | 1,132,455 |
Furukawa Electric Co., Ltd. | 73,583 | 2,538,260 |
Glory Ltd. | 38,616 | 1,032,221 |
GMO Payment Gateway, Inc. | 12,228 | 1,457,854 |
GS Yuasa Corp. | 148,870 | 735,724 |
GungHo Online Entertainment, Inc. (a) | 452,588 | 967,339 |
H2O Retailing Corp. | 73,760 | 1,161,428 |
Hakuhodo DY Holdings, Inc. | 260,662 | 4,407,641 |
Hamamatsu Photonics K.K. | 139,004 | 5,603,534 |
Hankyu Hanshin Holdings, Inc. | 239,313 | 8,557,299 |
Haseko Corp. | 323,466 | 4,200,668 |
Heiwa Corp. | 54,204 | 1,300,779 |
Hikari Tsushin, Inc. | 19,610 | 3,715,616 |
Hino Motors Ltd. | 290,785 | 3,068,210 |
Hirose Electric Co., Ltd. | 26,977 | 3,216,269 |
Hisamitsu Pharmaceutical Co., Inc. | 63,882 | 4,678,016 |
Hitachi Chemical Co., Ltd. | 103,690 | 2,180,683 |
Hitachi Construction Machinery Co., Ltd. | 118,971 | 3,562,102 |
Hitachi High-Technologies Corp. | 55,713 | 2,193,148 |
Hitachi Ltd. | 4,371,104 | 28,599,323 |
Hitachi Metals Ltd. | 240,610 | 2,786,159 |
Hokuhoku Financial Group, Inc. | 92,360 | 1,296,047 |
Hokuriku Electric Power Co. *(a) | 146,183 | 1,439,616 |
Honda Motor Co., Ltd. | 1,637,369 | 48,610,892 |
Horiba Ltd. | 41,386 | 2,567,847 |
Hoshizaki Corp. | 51,051 | 4,852,573 |
House Foods Group, Inc. | 55,869 | 1,660,174 |
Hoya Corp. | 358,506 | 21,005,668 |
Security | Number of Shares | Value ($) |
Hulic Co., Ltd. | 348,950 | 3,310,596 |
Ibiden Co., Ltd. | 123,063 | 1,791,258 |
Ichigo, Inc. | 258,928 | 1,060,137 |
Idemitsu Kosan Co., Ltd. | 142,191 | 7,193,863 |
IHI Corp. | 133,754 | 4,680,214 |
Iida Group Holdings Co., Ltd. | 128,201 | 2,372,444 |
Inpex Corp. | 981,632 | 10,756,034 |
Isetan Mitsukoshi Holdings Ltd. | 318,822 | 3,611,313 |
Isuzu Motors Ltd. | 530,148 | 7,683,166 |
Ito En Ltd. | 43,464 | 1,912,831 |
ITOCHU Corp. | 1,381,824 | 24,219,461 |
Itochu Techno-Solutions Corp. | 77,757 | 1,725,050 |
Itoham Yonekyu Holdings, Inc. | 163,482 | 1,216,329 |
Izumi Co., Ltd. | 32,088 | 1,924,383 |
J Front Retailing Co., Ltd. | 287,632 | 4,098,467 |
Jafco Co., Ltd. | 28,620 | 1,067,265 |
Japan Airlines Co., Ltd. | 110,712 | 3,998,751 |
Japan Airport Terminal Co., Ltd. | 50,820 | 2,280,106 |
Japan Exchange Group, Inc. | 525,816 | 9,284,824 |
Japan Post Bank Co., Ltd. | 397,892 | 4,657,653 |
Japan Post Holdings Co., Ltd. | 1,242,486 | 14,790,833 |
Japan Tobacco, Inc. | 1,127,316 | 29,706,609 |
JFE Holdings, Inc. | 504,770 | 11,068,659 |
JGC Corp. | 230,830 | 4,658,859 |
JSR Corp. | 165,062 | 3,210,883 |
JTEKT Corp. | 240,710 | 3,379,947 |
JXTG Holdings, Inc. | 3,065,318 | 21,628,758 |
K's Holdings Corp. | 139,934 | 1,697,355 |
Kagome Co., Ltd. | 101,140 | 2,873,166 |
Kajima Corp. | 843,080 | 6,082,554 |
Kakaku.com, Inc. | 119,379 | 2,211,340 |
Kaken Pharmaceutical Co., Ltd. | 39,296 | 2,023,539 |
Kamigumi Co., Ltd. | 42,732 | 869,400 |
Kaneka Corp. | 255,746 | 2,341,004 |
Kansai Paint Co., Ltd. | 211,270 | 4,185,960 |
Kao Corp. | 466,267 | 36,267,781 |
Kawasaki Heavy Industries Ltd. | 145,315 | 3,983,926 |
Kawasaki Kisen Kaisha Ltd. *(a) | 79,221 | 1,468,895 |
KDDI Corp. | 1,682,990 | 44,637,900 |
Keihan Holdings Co., Ltd. | 100,385 | 3,693,654 |
Keikyu Corp. | 241,891 | 4,192,763 |
Keio Corp. | 111,573 | 5,544,187 |
Keisei Electric Railway Co., Ltd. | 135,491 | 4,557,708 |
Kewpie Corp. | 124,722 | 3,012,179 |
Keyence Corp. | 85,127 | 48,280,985 |
Kikkoman Corp. | 149,609 | 7,515,193 |
Kinden Corp. | 50,090 | 791,881 |
Kintetsu Group Holdings Co., Ltd. | 159,729 | 6,280,547 |
Kirin Holdings Co., Ltd. | 800,374 | 19,831,605 |
Kobayashi Pharmaceutical Co., Ltd. | 50,870 | 3,660,933 |
Kobe Steel Ltd. | 245,059 | 2,055,326 |
Koito Manufacturing Co., Ltd. | 108,299 | 6,709,782 |
Kokuyo Co., Ltd. | 17,487 | 304,211 |
Komatsu Ltd. | 848,344 | 24,183,752 |
Konami Holdings Corp. | 93,920 | 3,942,802 |
Konica Minolta, Inc. | 476,214 | 4,857,267 |
Kose Corp. | 28,635 | 5,293,931 |
Kubota Corp. | 1,091,809 | 17,098,132 |
Kuraray Co., Ltd. | 346,094 | 5,031,371 |
Kurita Water Industries Ltd. | 117,911 | 3,509,098 |
Kyocera Corp. | 289,298 | 18,289,029 |
Kyowa Exeo Corp. | 68,672 | 1,926,049 |
Kyowa Hakko Kirin Co., Ltd. | 241,654 | 4,293,262 |
Kyudenko Corp. | 26,989 | 1,029,566 |
Kyushu Electric Power Co., Inc. | 490,000 | 5,506,065 |
Kyushu Financial Group, Inc. | 441,496 | 2,150,046 |
Kyushu Railway Co. | 184,060 | 5,544,126 |
Lawson, Inc. | 57,291 | 3,368,691 |
Security | Number of Shares | Value ($) |
Leopalace21 Corp. | 173,513 | 923,233 |
LINE Corp. * | 55,867 | 2,579,601 |
Lion Corp. | 230,830 | 4,873,274 |
LIXIL Group Corp. | 279,930 | 5,500,902 |
M3, Inc. | 181,662 | 8,019,439 |
Mabuchi Motor Co., Ltd. | 55,097 | 2,288,152 |
Maeda Corp. | 109,808 | 1,314,111 |
Makita Corp. | 235,856 | 10,720,244 |
Marubeni Corp. | 1,509,230 | 12,407,576 |
Marui Group Co., Ltd. | 242,265 | 5,363,760 |
Maruichi Steel Tube Ltd. | 83,381 | 2,560,421 |
Matsumotokiyoshi Holdings Co., Ltd. | 81,522 | 3,087,815 |
Mazda Motor Corp. | 544,290 | 6,324,730 |
Mebuki Financial Group, Inc. | 1,025,478 | 3,643,760 |
Medipal Holdings Corp. | 133,736 | 2,702,822 |
Megmilk Snow Brand Co., Ltd. | 59,468 | 1,503,795 |
MEIJI Holdings Co., Ltd. | 132,439 | 8,814,536 |
MINEBEA MITSUMI, Inc. | 433,783 | 8,160,449 |
Miraca Holdings, Inc. | 50,380 | 1,394,838 |
MISUMI Group, Inc. | 252,405 | 6,519,258 |
Mitsubishi Chemical Holdings Corp. | 1,323,491 | 11,887,965 |
Mitsubishi Corp. | 1,198,507 | 34,273,939 |
Mitsubishi Electric Corp. | 1,907,750 | 25,807,143 |
Mitsubishi Estate Co., Ltd. | 1,070,660 | 17,809,734 |
Mitsubishi Gas Chemical Co., Inc. | 217,023 | 4,525,023 |
Mitsubishi Heavy Industries Ltd. | 294,760 | 10,967,938 |
Mitsubishi Logistics Corp. | 88,276 | 2,026,085 |
Mitsubishi Materials Corp. | 153,942 | 4,171,851 |
Mitsubishi Motors Corp. | 643,149 | 4,593,714 |
Mitsubishi Tanabe Pharma Corp. | 246,572 | 4,120,466 |
Mitsubishi UFJ Financial Group, Inc. | 12,050,829 | 72,901,620 |
Mitsubishi UFJ Lease & Finance Co., Ltd. | 501,802 | 2,828,392 |
Mitsui & Co., Ltd. | 1,643,677 | 27,460,086 |
Mitsui Chemicals, Inc. | 196,833 | 5,101,664 |
Mitsui Fudosan Co., Ltd. | 892,563 | 20,481,819 |
Mitsui Mining & Smelting Co., Ltd. | 51,669 | 1,484,112 |
Mitsui OSK Lines Ltd. | 122,991 | 3,314,218 |
Miura Co., Ltd. | 86,290 | 2,424,073 |
Mizuho Financial Group, Inc. | 23,799,112 | 41,874,074 |
MonotaRO Co., Ltd. | 64,431 | 3,666,498 |
Morinaga & Co., Ltd. | 30,536 | 1,189,661 |
Morinaga Milk Industry Co., Ltd. | 29,484 | 801,680 |
MS&AD Insurance Group Holdings, Inc. | 490,000 | 15,090,860 |
Murata Manufacturing Co., Ltd. | 178,661 | 30,911,406 |
Nabtesco Corp. | 122,844 | 3,209,443 |
Nagase & Co., Ltd. | 87,143 | 1,456,247 |
Nagoya Railroad Co., Ltd. | 149,946 | 3,427,994 |
Nankai Electric Railway Co., Ltd. | 147,019 | 3,835,739 |
NEC Corp. | 236,400 | 6,545,051 |
Nexon Co., Ltd. * | 404,010 | 5,079,045 |
NGK Insulators Ltd. | 250,856 | 4,094,777 |
NGK Spark Plug Co., Ltd. | 211,270 | 6,020,771 |
NH Foods Ltd. | 108,110 | 3,953,520 |
NHK Spring Co., Ltd. | 303,469 | 3,215,729 |
Nichirei Corp. | 104,202 | 2,623,727 |
Nidec Corp. | 219,182 | 31,834,117 |
Nifco, Inc. | 46,129 | 1,268,823 |
Nihon Kohden Corp. | 71,821 | 2,105,048 |
Nihon M&A Center, Inc. | 129,168 | 3,388,643 |
Nikon Corp. | 350,420 | 6,721,769 |
Nintendo Co., Ltd. | 100,708 | 36,474,124 |
Nippon Electric Glass Co., Ltd. | 73,726 | 2,373,647 |
Nippon Express Co., Ltd. | 83,711 | 5,254,350 |
Nippon Kayaku Co., Ltd. | 157,093 | 1,848,820 |
Nippon Paint Holdings Co., Ltd. | 148,154 | 5,865,501 |
Nippon Paper Industries Co., Ltd. | 73,555 | 1,341,947 |
Nippon Shinyaku Co., Ltd. | 54,790 | 3,226,574 |
Nippon Shokubai Co., Ltd. | 30,302 | 2,238,115 |
Security | Number of Shares | Value ($) |
Nippon Steel & Sumitomo Metal Corp. | 736,621 | 14,850,667 |
Nippon Telegraph & Telephone Corp. | 622,542 | 27,790,800 |
Nippon Yusen K.K. | 154,127 | 2,913,380 |
Nipro Corp. | 138,662 | 1,855,746 |
Nishi-Nippon Financial Holdings, Inc. | 50,190 | 584,347 |
Nishi-Nippon Railroad Co., Ltd. | 54,689 | 1,464,325 |
Nissan Chemical Corp. | 137,879 | 6,590,239 |
Nissan Motor Co., Ltd. | 1,853,863 | 17,387,541 |
Nisshin Seifun Group, Inc. | 229,599 | 4,602,954 |
Nisshinbo Holdings, Inc. | 45,261 | 509,000 |
Nissin Foods Holdings Co., Ltd. | 79,240 | 5,066,615 |
Nitori Holdings Co., Ltd. | 69,366 | 10,553,316 |
Nitto Denko Corp. | 152,690 | 11,880,861 |
NOF Corp. | 51,278 | 1,706,415 |
NOK Corp. | 160,955 | 3,080,187 |
Nomura Holdings, Inc. | 3,034,375 | 13,915,134 |
Nomura Real Estate Holdings, Inc. | 103,645 | 2,251,709 |
Nomura Research Institute Ltd. | 98,760 | 4,925,308 |
NSK Ltd. | 418,302 | 4,756,990 |
NTN Corp. | 442,195 | 1,818,469 |
NTT Data Corp. | 638,700 | 8,225,311 |
NTT DOCOMO, Inc. | 1,212,374 | 31,543,482 |
Obayashi Corp. | 656,998 | 6,167,966 |
Obic Co., Ltd. | 69,745 | 6,566,603 |
Odakyu Electric Railway Co., Ltd. | 300,151 | 6,504,603 |
Oji Holdings Corp. | 839,710 | 5,762,901 |
OKUMA Corp. | 22,230 | 1,287,069 |
Olympus Corp. | 266,709 | 10,883,873 |
Omron Corp. | 177,512 | 7,964,307 |
Ono Pharmaceutical Co., Ltd. | 428,099 | 11,273,383 |
Open House Co., Ltd. | 21,560 | 1,261,888 |
Oracle Corp. Japan | 30,416 | 2,559,240 |
Oriental Land Co., Ltd. | 185,106 | 19,873,625 |
ORIX Corp. | 1,233,742 | 19,882,734 |
Osaka Gas Co., Ltd. | 419,387 | 7,849,914 |
OSG Corp. | 57,185 | 1,315,588 |
Otsuka Corp. | 119,604 | 4,341,490 |
Otsuka Holdings Co., Ltd. | 388,990 | 18,280,443 |
PALTAC Corp. | 23,256 | 1,266,774 |
Panasonic Corp. | 2,024,722 | 24,221,434 |
Park24 Co., Ltd. | 100,144 | 2,944,216 |
Penta-Ocean Construction Co., Ltd. | 207,494 | 1,220,058 |
PeptiDream, Inc. * | 86,621 | 3,390,316 |
Persol Holdings Co., Ltd. | 162,991 | 3,652,727 |
Pigeon Corp. | 112,759 | 5,460,755 |
Pilot Corp. | 21,856 | 1,247,675 |
Pola Orbis Holdings, Inc. | 86,400 | 3,054,408 |
Rakuten, Inc. | 722,768 | 5,539,798 |
Recruit Holdings Co., Ltd. | 1,161,336 | 35,473,193 |
Relo Group, Inc. | 83,681 | 2,297,954 |
Renesas Electronics Corp. * | 653,730 | 4,952,277 |
Rengo Co., Ltd. | 162,217 | 1,395,635 |
Resona Holdings, Inc. | 2,118,476 | 12,034,342 |
Resorttrust, Inc. | 103,690 | 1,681,333 |
Ricoh Co., Ltd. | 613,250 | 6,443,038 |
Rinnai Corp. | 41,026 | 3,059,792 |
Rohm Co., Ltd. | 79,561 | 7,196,617 |
Rohto Pharmaceutical Co., Ltd. | 93,910 | 3,006,543 |
Ryohin Keikaku Co., Ltd. | 21,467 | 6,388,700 |
Sankyo Co., Ltd. | 45,206 | 1,734,694 |
Sankyu, Inc. | 38,017 | 2,022,819 |
Sanrio Co., Ltd. (a) | 93,310 | 2,001,093 |
Santen Pharmaceutical Co., Ltd. | 365,643 | 5,645,316 |
Sanwa Holdings Corp. | 97,251 | 1,117,354 |
Sapporo Holdings Ltd. | 17,187 | 360,371 |
Sawai Pharmaceutical Co., Ltd. | 55,300 | 2,957,379 |
SBI Holdings, Inc. | 223,654 | 6,182,076 |
SCREEN Holdings Co., Ltd. | 34,778 | 2,637,715 |
Security | Number of Shares | Value ($) |
SCSK Corp. | 28,285 | 1,346,844 |
Secom Co., Ltd. | 201,362 | 16,606,894 |
Sega Sammy Holdings, Inc. | 181,630 | 2,935,302 |
Seibu Holdings, Inc. | 257,058 | 4,643,434 |
Seiko Epson Corp. | 269,550 | 4,621,135 |
Seino Holdings Co., Ltd. | 117,618 | 1,804,286 |
Sekisui Chemical Co., Ltd. | 358,597 | 6,247,999 |
Sekisui House Ltd. | 541,788 | 8,860,825 |
Seven & i Holdings Co., Ltd. | 757,101 | 30,895,811 |
Seven Bank Ltd. | 958,415 | 2,990,590 |
SG Holdings Co., Ltd. | 57,504 | 1,363,377 |
Sharp Corp. (a) | 133,760 | 3,176,174 |
Shikoku Electric Power Co., Inc. | 173,570 | 2,311,971 |
Shima Seiki Manufacturing Ltd. | 22,360 | 1,046,565 |
Shimachu Co., Ltd. | 39,712 | 1,300,037 |
Shimadzu Corp. | 245,314 | 7,289,621 |
Shimamura Co., Ltd. | 17,196 | 1,592,667 |
Shimano, Inc. | 74,060 | 11,447,792 |
Shimizu Corp. | 490,910 | 4,303,238 |
Shin-Etsu Chemical Co., Ltd. | 378,657 | 35,599,939 |
Shinsei Bank Ltd. | 169,153 | 2,602,471 |
Shionogi & Co., Ltd. | 272,933 | 15,890,837 |
Shiseido Co., Ltd. | 367,702 | 25,944,902 |
Shochiku Co., Ltd. | 12,316 | 1,511,663 |
Showa Denko K.K. | 124,776 | 5,952,699 |
Showa Shell Sekiyu K.K. | 246,844 | 4,988,749 |
Skylark Holdings Co., Ltd. | 93,251 | 1,334,620 |
SMC Corp. | 55,217 | 18,409,816 |
SoftBank Group Corp. | 802,280 | 74,523,010 |
Sohgo Security Services Co., Ltd. | 64,631 | 2,850,210 |
Sojitz Corp. | 1,149,685 | 4,012,518 |
Sompo Holdings, Inc. | 348,157 | 14,895,223 |
Sony Corp. | 1,197,344 | 68,546,149 |
Sony Financial Holdings, Inc. | 148,000 | 2,956,396 |
Sotetsu Holdings, Inc. | 69,390 | 2,168,340 |
Square Enix Holdings Co., Ltd. | 86,474 | 3,953,855 |
Stanley Electric Co., Ltd. | 166,960 | 5,789,432 |
Start Today Co., Ltd. | 178,960 | 6,181,330 |
Subaru Corp. | 578,478 | 17,221,048 |
Sugi Holdings Co., Ltd. | 44,710 | 2,213,626 |
Sumco Corp. | 250,912 | 4,489,421 |
Sumitomo Chemical Co., Ltd. | 1,417,711 | 8,067,598 |
Sumitomo Corp. | 1,034,279 | 16,822,133 |
Sumitomo Dainippon Pharma Co., Ltd. | 219,270 | 4,676,679 |
Sumitomo Electric Industries Ltd. | 738,226 | 11,704,029 |
Sumitomo Forestry Co., Ltd. | 178,247 | 2,887,060 |
Sumitomo Heavy Industries Ltd. | 127,468 | 4,155,628 |
Sumitomo Metal Mining Co., Ltd. | 221,321 | 7,165,463 |
Sumitomo Mitsui Financial Group, Inc. | 1,250,120 | 49,391,493 |
Sumitomo Mitsui Trust Holdings, Inc. | 358,133 | 14,408,002 |
Sumitomo Osaka Cement Co., Ltd. | 406,984 | 1,747,075 |
Sumitomo Realty & Development Co., Ltd. | 379,854 | 13,188,780 |
Sumitomo Rubber Industries Ltd. | 206,094 | 3,063,019 |
Sundrug Co., Ltd. | 79,840 | 2,872,901 |
Suntory Beverage & Food Ltd. | 127,508 | 5,237,849 |
Suruga Bank Ltd. | 191,710 | 1,042,532 |
Suzuken Co., Ltd. | 88,220 | 4,017,775 |
Suzuki Motor Corp. | 393,385 | 25,649,759 |
Sysmex Corp. | 171,884 | 14,943,065 |
T&D Holdings, Inc. | 555,824 | 8,468,816 |
Tadano Ltd. | 84,769 | 933,426 |
Taiheiyo Cement Corp. | 124,031 | 3,758,346 |
Taisei Corp. | 198,228 | 8,884,819 |
Taisho Pharmaceutical Holdings Co., Ltd. | 39,770 | 4,318,265 |
Taiyo Nippon Sanso Corp. | 50,990 | 752,308 |
Taiyo Yuden Co., Ltd. | 94,891 | 2,802,616 |
Takara Holdings, Inc. | 134,495 | 1,336,641 |
Security | Number of Shares | Value ($) |
Takashimaya Co., Ltd. | 156,980 | 2,539,768 |
Takeda Pharmaceutical Co., Ltd. | 711,888 | 29,872,524 |
TDK Corp. | 113,149 | 12,745,015 |
Teijin Ltd. | 186,452 | 3,700,959 |
Terumo Corp. | 281,977 | 15,588,393 |
The 77 Bank Ltd. | 48,149 | 1,122,036 |
The Bank of Kyoto Ltd. | 79,864 | 4,040,556 |
The Chiba Bank Ltd. | 627,920 | 4,133,847 |
The Chugoku Bank Ltd. | 225,931 | 2,473,556 |
The Chugoku Electric Power Co., Inc. | 338,978 | 4,243,148 |
The Gunma Bank Ltd. | 505,945 | 2,587,102 |
The Hachijuni Bank Ltd. | 496,806 | 2,222,264 |
The Hiroshima Bank Ltd. | 320,890 | 2,248,560 |
The Iyo Bank Ltd. | 383,696 | 2,508,722 |
The Japan Steel Works Ltd. | 42,225 | 1,083,376 |
The Kansai Electric Power Co., Inc. | 726,545 | 10,434,440 |
The San-In Godo Bank Ltd. | 168,022 | 1,418,304 |
The Shiga Bank Ltd. | 279,730 | 1,397,578 |
The Shizuoka Bank Ltd. | 523,272 | 4,634,108 |
The Yokohama Rubber Co., Ltd. | 113,509 | 2,390,256 |
THK Co., Ltd. | 97,712 | 2,622,455 |
TIS, Inc. | 73,651 | 3,560,169 |
Tobu Railway Co., Ltd. | 221,362 | 6,188,594 |
Toda Corp. | 196,740 | 1,369,737 |
Toho Co., Ltd. | 127,540 | 3,922,184 |
Toho Gas Co., Ltd. | 105,137 | 3,531,905 |
Tohoku Electric Power Co., Inc. | 490,000 | 6,160,076 |
Tokai Carbon Co., Ltd. (a) | 160,097 | 2,867,409 |
Tokai Tokyo Financial Holdings, Inc. | 50,590 | 294,274 |
Tokio Marine Holdings, Inc. | 672,381 | 31,755,957 |
Tokuyama Corp. | 64,657 | 1,988,370 |
Tokyo Century Corp. | 44,936 | 2,488,227 |
Tokyo Electric Power Co. Holdings, Inc. * | 1,526,292 | 7,075,024 |
Tokyo Electron Ltd. | 143,318 | 24,395,791 |
Tokyo Gas Co., Ltd. | 402,462 | 9,556,590 |
Tokyo Tatemono Co., Ltd. | 202,649 | 2,489,137 |
Tokyu Corp. | 465,550 | 7,691,641 |
Tokyu Fudosan Holdings Corp. | 490,000 | 3,345,177 |
Topcon Corp. | 99,760 | 1,745,361 |
Toppan Printing Co., Ltd. | 603,470 | 4,718,479 |
Toray Industries, Inc. | 1,490,494 | 11,206,429 |
Toshiba Corp. * | 5,406,201 | 16,186,668 |
Tosoh Corp. | 304,268 | 4,791,017 |
TOTO Ltd. | 131,190 | 5,560,653 |
Toyo Seikan Group Holdings Ltd. | 129,407 | 2,455,448 |
Toyo Suisan Kaisha Ltd. | 103,890 | 3,836,674 |
Toyo Tire & Rubber Co., Ltd. | 117,000 | 1,923,533 |
Toyobo Co., Ltd. | 70,556 | 1,290,414 |
Toyoda Gosei Co., Ltd. | 51,156 | 1,278,842 |
Toyota Industries Corp. | 147,851 | 8,386,912 |
Toyota Motor Corp. | 2,427,304 | 151,699,659 |
Toyota Tsusho Corp. | 212,461 | 7,261,823 |
Trend Micro, Inc. | 118,692 | 7,492,844 |
TS Tech Co., Ltd. | 18,187 | 688,050 |
Tsumura & Co. | 69,490 | 2,378,271 |
Tsuruha Holdings, Inc. | 39,920 | 4,568,560 |
Ube Industries Ltd. | 96,134 | 2,450,925 |
Ulvac, Inc. | 45,164 | 1,875,639 |
Unicharm Corp. | 377,584 | 12,367,634 |
Ushio, Inc. | 108,638 | 1,436,293 |
USS Co., Ltd. | 252,393 | 4,768,574 |
Wacoal Holdings Corp. | 49,400 | 1,465,717 |
Welcia Holdings Co., Ltd. | 61,326 | 2,837,195 |
West Japan Railway Co. | 177,245 | 11,918,102 |
Yahoo Japan Corp. (a) | 1,171,384 | 4,035,430 |
Yakult Honsha Co., Ltd. | 114,937 | 8,188,685 |
Yamada Denki Co., Ltd. (a) | 647,580 | 3,217,898 |
Yamaguchi Financial Group, Inc. | 249,995 | 2,755,052 |
Security | Number of Shares | Value ($) |
Yamaha Corp. | 153,700 | 7,360,301 |
Yamaha Motor Co., Ltd. | 284,774 | 7,234,598 |
Yamato Holdings Co., Ltd. | 357,780 | 10,660,640 |
Yamazaki Baking Co., Ltd. | 122,784 | 2,394,003 |
Yaskawa Electric Corp. | 217,639 | 7,321,040 |
Yokogawa Electric Corp. | 237,268 | 4,876,528 |
Zenkoku Hosho Co., Ltd. | 49,382 | 2,004,049 |
Zensho Holdings Co., Ltd. | 79,514 | 1,604,120 |
Zeon Corp. | 114,543 | 1,230,290 |
3,666,063,038 | ||
Netherlands 3.1% | ||
Aalberts Industries N.V. | 98,134 | 4,217,768 |
ABN AMRO Group N.V. | 389,723 | 10,578,815 |
Aegon N.V. | 1,821,684 | 10,949,485 |
Akzo Nobel N.V. | 246,151 | 23,060,654 |
Altice Europe N.V. * | 726,925 | 2,192,254 |
ArcelorMittal | 555,475 | 16,764,891 |
ASML Holding N.V. | 382,723 | 78,212,152 |
ASR Nederland N.V. | 134,126 | 6,413,883 |
Boskalis Westminster (a) | 74,770 | 2,146,163 |
Gemalto N.V. * | 79,757 | 4,641,718 |
Heineken Holding N.V. | 107,800 | 10,297,414 |
Heineken N.V. | 223,374 | 22,127,508 |
ING Groep N.V. | 3,641,536 | 49,529,662 |
Koninklijke Ahold Delhaize N.V. | 1,145,623 | 27,938,253 |
Koninklijke DSM N.V. | 171,449 | 18,029,079 |
Koninklijke KPN N.V. | 2,955,043 | 7,567,459 |
Koninklijke Philips N.V. | 887,829 | 39,759,735 |
Koninklijke Vopak N.V. | 63,923 | 3,302,223 |
NN Group N.V. | 329,205 | 14,145,294 |
OCI N.V. * | 96,521 | 3,116,385 |
Randstad N.V. | 108,770 | 6,828,846 |
RELX N.V. | 805,672 | 17,885,574 |
Signify N.V. | 107,088 | 3,020,228 |
Unibail-Rodamco-Westfield | 127,695 | 26,891,728 |
Unilever N.V. CVA | 1,426,381 | 82,224,573 |
Wolters Kluwer N.V. | 277,460 | 17,626,223 |
509,467,967 | ||
New Zealand 0.2% | ||
Auckland International Airport Ltd. | 1,001,310 | 4,746,918 |
Contact Energy Ltd. | 848,566 | 3,124,781 |
Fisher & Paykel Healthcare Corp., Ltd. | 547,161 | 5,950,247 |
Fletcher Building Ltd. | 954,669 | 4,028,570 |
Kiwi Property Group Ltd. | 2,656,357 | 2,423,428 |
Mercury NZ Ltd. | 152,839 | 333,127 |
Meridian Energy Ltd. | 590,477 | 1,269,372 |
Ryman Healthcare Ltd. | 436,267 | 4,078,536 |
SKYCITY Entertainment Group Ltd. | 926,637 | 2,496,184 |
Spark New Zealand Ltd. | 1,950,200 | 5,162,891 |
33,614,054 | ||
Norway 0.6% | ||
Aker BP A.S.A. | 78,796 | 2,798,428 |
DNB A.S.A. | 996,175 | 20,345,904 |
Equinor A.S.A. | 952,255 | 24,493,292 |
Gjensidige Forsikring A.S.A. | 215,600 | 3,617,095 |
Marine Harvest A.S.A. | 375,387 | 8,131,507 |
Norsk Hydro A.S.A. | 1,355,302 | 7,505,236 |
Orkla A.S.A. | 789,279 | 6,512,281 |
Schibsted A.S.A., B Shares | 88,200 | 2,879,285 |
Schibsted A.S.A., Class A | 88,200 | 3,167,214 |
Security | Number of Shares | Value ($) |
Telenor A.S.A. | 632,100 | 11,950,089 |
Yara International A.S.A. | 154,061 | 7,111,046 |
98,511,377 | ||
Portugal 0.2% | ||
Banco Espirito Santo S.A. (b) | 505,213 | — |
EDP - Energias de Portugal S.A. | 2,211,000 | 8,656,455 |
Galp Energia, SGPS, S.A. | 544,038 | 11,058,300 |
Jeronimo Martins, SGPS, S.A. | 230,784 | 3,465,213 |
23,179,968 | ||
Republic of Korea 4.1% | ||
Amorepacific Corp. | 30,038 | 7,096,972 |
AMOREPACIFIC Group | 25,885 | 2,241,669 |
BGF retail Co., Ltd. | 6,742 | 1,038,722 |
BNK Financial Group, Inc. | 344,418 | 2,580,466 |
Celltrion Healthcare Co., Ltd. * | 47,351 | 3,845,421 |
Celltrion, Inc. * | 73,189 | 17,752,351 |
Cheil Worldwide, Inc. | 46,165 | 800,417 |
CJ CheilJedang Corp. | 7,382 | 2,271,334 |
CJ Corp. | 10,791 | 1,279,623 |
CJ Logistics Corp. * | 8,000 | 1,106,769 |
Coway Co., Ltd. | 50,246 | 4,125,665 |
Daelim Industrial Co., Ltd. | 29,302 | 2,155,894 |
Daewoo Engineering & Construction Co., Ltd. * | 133,372 | 627,830 |
DB Insurance Co., Ltd. | 45,886 | 2,638,193 |
DGB Financial Group, Inc. | 132,268 | 1,217,937 |
Doosan Corp. | 7,509 | 789,249 |
Doosan Heavy Industries & Construction Co., Ltd. * | 67,786 | 861,674 |
Doosan Infracore Co., Ltd. * | 121,559 | 1,039,610 |
E-MART, Inc. | 19,521 | 3,761,627 |
GS Engineering & Construction Corp. | 45,359 | 1,951,845 |
GS Holdings Corp. | 36,954 | 1,762,797 |
Hana Financial Group, Inc. | 279,041 | 10,703,904 |
Hankook Tire Co., Ltd. | 70,716 | 2,963,573 |
Hanmi Pharm Co., Ltd. | 7,187 | 3,212,085 |
Hanmi Science Co., Ltd. | 16,876 | 1,317,454 |
Hanon Systems | 227,875 | 2,456,542 |
Hanssem Co., Ltd. | 11,193 | 829,558 |
Hanwha Chemical Corp. | 55,831 | 1,015,656 |
Hanwha Corp. | 66,215 | 1,894,576 |
Hanwha Life Insurance Co., Ltd. | 395,091 | 1,721,413 |
HDC Holdings Co., Ltd. | 22,332 | 491,519 |
HDC Hyundai Development Co-Engineering & Construction * | 31,204 | 1,566,998 |
Hotel Shilla Co., Ltd. | 26,539 | 2,574,866 |
Hyosung Advanced Materials Corp. * | 2,197 | 315,789 |
Hyosung Chemical Corp. * | 1,565 | 265,719 |
Hyosung Corp. | 6,766 | 278,992 |
Hyosung Heavy Industries Corp. * | 4,573 | 243,203 |
Hyosung TNC Co., Ltd. * | 2,123 | 362,368 |
Hyundai Construction Equipment Co., Ltd. * | 9,087 | 963,272 |
Hyundai Department Store Co., Ltd. | 15,600 | 1,395,823 |
Hyundai Engineering & Construction Co., Ltd. | 64,360 | 3,469,074 |
Hyundai Glovis Co., Ltd. | 17,714 | 1,925,521 |
Hyundai Heavy Industries Co., Ltd. * | 40,194 | 4,260,784 |
Hyundai Heavy Industries Holdings Co., Ltd. * | 10,520 | 3,567,623 |
Hyundai Marine & Fire Insurance Co., Ltd. | 51,234 | 1,712,173 |
Hyundai Mipo Dockyard Co., Ltd. * | 15,744 | 1,383,249 |
Security | Number of Shares | Value ($) |
Hyundai Mobis Co., Ltd. | 61,409 | 12,357,379 |
Hyundai Motor Co. | 128,856 | 14,469,748 |
Hyundai Steel Co. | 83,500 | 3,998,158 |
Industrial Bank of Korea | 225,048 | 3,012,366 |
Kakao Corp. | 49,453 | 5,553,272 |
Kangwon Land, Inc. | 98,795 | 2,569,389 |
KB Financial Group, Inc. ADR | 396,088 | 18,144,791 |
KCC Corp. | 6,092 | 1,775,910 |
Kia Motors Corp. | 231,885 | 6,676,472 |
Korea Aerospace Industries Ltd. * | 67,992 | 2,550,120 |
Korea Electric Power Corp. ADR (a) | 490,000 | 6,673,800 |
Korea Gas Corp. * | 19,784 | 934,859 |
Korea Investment Holdings Co., Ltd. | 34,638 | 2,218,649 |
Korea Zinc Co., Ltd. | 7,524 | 2,740,854 |
Korean Air Lines Co., Ltd. | 36,273 | 914,035 |
KT&G Corp. | 99,558 | 9,033,246 |
Kumho Petrochemical Co., Ltd. | 18,076 | 1,656,337 |
LG Chem Ltd. | 43,699 | 14,368,085 |
LG Corp. | 81,206 | 5,216,035 |
LG Display Co., Ltd. ADR (a) | 507,226 | 4,803,430 |
LG Electronics, Inc. | 106,773 | 7,366,632 |
LG Household & Health Care Ltd. | 8,742 | 9,934,537 |
LG Uplus Corp. | 253,497 | 3,575,352 |
Lotte Chemical Corp. | 13,601 | 3,861,039 |
Lotte Chilsung Beverage Co., Ltd. | 626 | 759,197 |
Lotte Corp. * | 52,865 | 2,289,083 |
LOTTE Fine Chemical Co., Ltd. | 11,495 | 627,854 |
Lotte Shopping Co., Ltd. | 9,853 | 1,593,262 |
LS Corp. | 33,376 | 2,014,883 |
Mando Corp. | 39,605 | 1,271,957 |
Mirae Asset Daewoo Co., Ltd. | 466,537 | 3,445,119 |
NAVER Corp. | 25,320 | 17,105,188 |
NCSoft Corp. | 16,364 | 5,696,492 |
Neoplux Co., Ltd. *(b) | 1,950 | 13,997 |
Netmarble Corp. | 15,279 | 1,599,069 |
NH Investment & Securities Co., Ltd. | 109,578 | 1,324,012 |
OCI Co., Ltd. | 16,879 | 1,751,358 |
Orion Corp. | 17,922 | 1,722,727 |
Paradise Co., Ltd. | 36,508 | 664,140 |
POSCO ADR | 255,128 | 18,499,331 |
Posco Daewoo Corp. | 53,682 | 880,112 |
S-1 Corp. | 20,961 | 1,613,761 |
S-Oil Corp. | 41,597 | 4,465,563 |
Samsung Biologics Co., Ltd. * | 12,890 | 5,361,425 |
Samsung C&T Corp. | 68,136 | 7,528,840 |
Samsung Card Co., Ltd. | 32,702 | 1,035,571 |
Samsung Electro-Mechanics Co., Ltd. | 53,129 | 7,684,291 |
Samsung Electronics Co., Ltd. GDR | 179,937 | 192,172,716 |
Samsung Engineering Co., Ltd. * | 162,172 | 2,454,834 |
Samsung Fire & Marine Insurance Co., Ltd. | 30,693 | 7,306,872 |
Samsung Heavy Industries Co., Ltd. * | 426,816 | 2,714,690 |
Samsung Life Insurance Co., Ltd. | 52,741 | 4,382,646 |
Samsung SDI Co., Ltd. | 50,095 | 10,620,689 |
Samsung SDS Co., Ltd. | 30,877 | 6,726,562 |
Samsung Securities Co., Ltd. | 80,959 | 2,352,804 |
Shinhan Financial Group Co., Ltd. ADR | 452,411 | 17,834,042 |
Shinsegae, Inc. | 6,069 | 1,769,205 |
SillaJen, Inc. * | 54,282 | 3,725,594 |
SK Holdings Co., Ltd. | 29,531 | 6,977,185 |
SK Hynix, Inc. | 503,493 | 37,542,038 |
SK Innovation Co., Ltd. | 51,357 | 8,904,371 |
SK Telecom Co., Ltd. ADR | 238,604 | 6,206,090 |
SKC Co., Ltd. | 30,274 | 1,279,605 |
Woori Bank | 474,360 | 6,946,115 |
Yuhan Corp. | 12,013 | 2,579,263 |
667,684,847 | ||
Security | Number of Shares | Value ($) |
Singapore 1.1% | ||
Ascendas Real Estate Investment Trust | 1,661,753 | 3,323,385 |
CapitaLand Commercial Trust | 3,066,432 | 3,961,596 |
CapitaLand Ltd. | 2,526,309 | 6,324,762 |
CapitaLand Mall Trust | 2,901,784 | 4,532,548 |
City Developments Ltd. | 552,267 | 3,740,767 |
ComfortDelGro Corp., Ltd. | 1,870,416 | 3,126,348 |
DBS Group Holdings Ltd. | 1,701,139 | 30,979,466 |
Genting Singapore Ltd. | 6,200,176 | 4,842,297 |
Golden Agri-Resources Ltd. | 7,590,752 | 1,579,040 |
Hutchison Port Holdings Trust | 3,926,813 | 962,069 |
Jardine Cycle & Carriage Ltd. | 89,764 | 2,125,429 |
Keppel Corp., Ltd. | 1,402,572 | 6,685,008 |
Oversea-Chinese Banking Corp., Ltd. | 3,171,427 | 26,157,531 |
SATS Ltd. | 297,940 | 1,102,555 |
Sembcorp Industries Ltd. | 1,345,766 | 2,681,611 |
Sembcorp Marine Ltd. (a) | 797,268 | 977,636 |
Singapore Airlines Ltd. | 495,517 | 3,544,445 |
Singapore Exchange Ltd. | 661,862 | 3,579,721 |
Singapore Post Ltd. | 1,285,282 | 1,078,847 |
Singapore Press Holdings Ltd. | 1,308,630 | 2,674,475 |
Singapore Technologies Engineering Ltd. | 1,663,446 | 4,055,261 |
Singapore Telecommunications Ltd. | 6,634,724 | 15,641,881 |
StarHub Ltd. | 891,848 | 1,054,556 |
Suntec Real Estate Investment Trust | 1,586,978 | 2,166,088 |
United Overseas Bank Ltd. | 1,157,100 | 22,854,002 |
UOL Group Ltd. | 400,263 | 2,018,771 |
Venture Corp., Ltd. | 242,161 | 3,201,004 |
Wilmar International Ltd. | 2,195,215 | 5,127,322 |
Wing Tai Holdings Ltd. | 1,039,837 | 1,533,134 |
171,631,555 | ||
Spain 2.6% | ||
Acciona S.A. (a) | 24,857 | 2,193,377 |
Acerinox S.A. | 183,632 | 2,474,134 |
ACS, Actividades de Construccion y Servicios S.A. | 232,731 | 9,715,674 |
Aena SME S.A. | 66,111 | 11,730,319 |
Amadeus IT Group S.A. | 394,978 | 36,727,776 |
Banco Bilbao Vizcaya Argentaria S.A. | 6,268,293 | 39,164,250 |
Banco de Sabadell S.A. | 5,674,717 | 8,728,546 |
Banco Santander S.A. | 14,927,286 | 74,473,519 |
Bankia S.A. | 1,066,782 | 4,017,766 |
Bankinter S.A. | 666,503 | 5,943,248 |
CaixaBank S.A. | 3,402,053 | 15,282,948 |
Cellnex Telecom SAU | 162,828 | 4,190,641 |
Corporacion Financiera Alba S.A. | 34,306 | 1,935,878 |
Distribuidora Internacional de Alimentacion S.A. (a) | 415,234 | 987,507 |
Enagas S.A. | 220,500 | 6,144,412 |
Endesa S.A. | 314,288 | 7,053,851 |
Ferrovial S.A. | 506,352 | 10,972,739 |
Grifols S.A. | 349,702 | 10,306,223 |
Grupo Catalana Occidente S.A. | 14,755 | 618,886 |
Iberdrola S.A. | 5,732,623 | 42,834,128 |
Industria de Diseno Textil S.A. | 1,002,730 | 30,391,909 |
Mapfre S.A. | 1,020,624 | 3,015,051 |
Mediaset Espana Comunicacion S.A. | 132,300 | 969,457 |
Merlin Properties Socimi S.A. | 296,973 | 4,154,974 |
Naturgy Energy Group S.A. | 314,282 | 8,457,877 |
Red Electrica Corp. S.A. | 423,632 | 8,921,412 |
Repsol S.A. | 1,210,777 | 23,335,755 |
Siemens Gamesa Renewable Energy S.A. * | 240,581 | 3,598,319 |
Security | Number of Shares | Value ($) |
Telefonica S.A. | 4,230,864 | 34,394,267 |
Zardoya Otis S.A. | 51,199 | 478,049 |
413,212,892 | ||
Sweden 2.3% | ||
Alfa Laval AB | 280,210 | 7,517,085 |
Assa Abloy AB, B Shares | 853,590 | 17,414,770 |
Atlas Copco AB, A Shares | 556,227 | 15,871,414 |
Atlas Copco AB, B Shares | 382,940 | 10,134,669 |
Boliden AB | 250,777 | 6,571,044 |
Electrolux AB, Series B | 214,422 | 4,787,646 |
Epiroc AB, A Shares * | 556,227 | 5,783,599 |
Epiroc AB, B Shares * | 382,940 | 3,665,749 |
Essity AB, B Shares | 532,464 | 13,812,145 |
Fastighets AB Balder, B Shares * | 103,257 | 2,938,430 |
Hennes & Mauritz AB, B Shares (a) | 805,049 | 10,857,405 |
Hexagon AB, B Shares | 240,100 | 14,274,945 |
Husqvarna AB, B Shares | 354,876 | 2,823,798 |
ICA Gruppen AB | 69,128 | 2,107,180 |
Industrivarden AB, A Shares | 240,648 | 5,288,938 |
Industrivarden AB, C Shares | 192,310 | 4,111,855 |
Investor AB, B Shares | 408,172 | 18,437,422 |
Kinnevik AB, B Shares | 196,331 | 6,455,224 |
L E Lundbergfortagen AB, B Shares | 44,263 | 1,488,280 |
Lundin Petroleum AB | 196,025 | 6,816,339 |
Nordea Bank AB | 2,930,882 | 31,694,054 |
Saab AB, Class B | 63,301 | 2,930,021 |
Sandvik AB | 1,021,958 | 17,902,400 |
Securitas AB, B Shares | 324,571 | 5,779,893 |
Skandinaviska Enskilda Banken AB, A Shares | 1,303,806 | 13,927,889 |
Skanska AB, B Shares | 416,158 | 7,820,798 |
SKF AB, B Shares | 403,134 | 7,754,741 |
Svenska Cellulosa AB SCA, B Shares | 609,943 | 7,106,527 |
Svenska Handelsbanken AB, A Shares | 1,396,795 | 16,946,924 |
Swedbank AB, A Shares | 981,475 | 22,859,850 |
Swedish Match AB | 188,501 | 10,086,865 |
Tele2 AB, B Shares | 348,023 | 4,296,745 |
Telefonaktiebolaget LM Ericsson, B Shares | 2,944,080 | 24,857,174 |
Telia Co. AB | 2,658,961 | 11,804,088 |
Trelleborg AB, B Shares | 261,157 | 5,107,975 |
Volvo AB, B Shares | 1,427,093 | 24,601,147 |
376,635,028 | ||
Switzerland 7.1% | ||
ABB Ltd. | 1,721,117 | 40,665,416 |
Adecco Group AG | 152,868 | 9,386,105 |
ams AG * | 72,628 | 5,766,082 |
Aryzta AG *(a) | 76,846 | 721,817 |
Baloise Holding AG | 44,100 | 6,794,437 |
Banque Cantonale Vaudoise | 3,596 | 2,703,228 |
Barry Callebaut AG | 2,104 | 3,759,396 |
Chocoladefabriken Lindt & Sprungli AG | 982 | 15,087,261 |
Cie Financiere Richemont S.A. | 481,407 | 42,660,097 |
Clariant AG * | 228,703 | 5,727,625 |
Credit Suisse Group AG * | 2,345,120 | 35,197,412 |
DKSH Holding AG | 39,200 | 2,861,669 |
Dufry AG * | 30,707 | 3,807,020 |
EMS-Chemie Holding AG | 5,327 | 3,371,031 |
Flughafen Zuerich AG | 15,453 | 3,202,131 |
Geberit AG | 36,278 | 16,535,356 |
Georg Fischer AG | 3,280 | 4,303,919 |
Givaudan S.A. | 8,349 | 20,356,677 |
Helvetia Holding AG | 6,951 | 4,183,106 |
Julius Baer Group Ltd. * | 219,567 | 11,696,920 |
Security | Number of Shares | Value ($) |
Kuehne & Nagel International AG | 49,000 | 7,929,376 |
LafargeHolcim Ltd. * | 469,337 | 22,906,324 |
Logitech International S.A. | 155,838 | 7,708,913 |
Lonza Group AG * | 69,771 | 22,501,887 |
Nestle S.A. | 2,916,616 | 245,428,818 |
Novartis AG | 2,060,595 | 171,265,253 |
OC Oerlikon Corp. AG * | 184,027 | 2,686,859 |
Pargesa Holding S.A. | 24,500 | 1,995,011 |
Partners Group Holding AG | 16,471 | 12,960,843 |
PSP Swiss Property AG | 39,621 | 3,945,303 |
Roche Holding AG | 657,730 | 163,769,397 |
Roche Holding AG, Bearer Shares | 25,015 | 6,290,609 |
Schindler Holding AG | 56,587 | 13,375,736 |
SGS S.A. | 4,900 | 12,935,270 |
Sika AG | 114,132 | 16,958,710 |
Sonova Holding AG | 53,900 | 10,249,416 |
Straumann Holding AG | 10,109 | 8,074,866 |
Sulzer AG | 14,187 | 1,777,959 |
Swiss Life Holding AG * | 29,639 | 10,763,330 |
Swiss Prime Site AG * | 73,500 | 6,790,637 |
Swiss Re AG | 294,906 | 26,578,438 |
Swisscom AG | 21,704 | 9,715,295 |
Temenos AG * | 55,799 | 10,097,017 |
The Swatch Group AG | 84,932 | 15,784,760 |
UBS Group AG * | 3,282,133 | 51,364,991 |
Vifor Pharma AG | 42,150 | 7,786,266 |
Zurich Insurance Group AG | 141,011 | 43,042,547 |
1,153,470,536 | ||
United Kingdom 15.2% | ||
3i Group plc | 1,010,430 | 11,772,474 |
Admiral Group plc | 177,060 | 4,786,780 |
Anglo American plc | 929,887 | 18,632,089 |
Antofagasta plc | 387,957 | 4,062,213 |
Ashmore Group plc | 506,787 | 2,342,324 |
Ashtead Group plc | 462,946 | 14,212,481 |
Associated British Foods plc | 325,239 | 9,676,272 |
AstraZeneca plc | 1,196,776 | 90,141,750 |
Auto Trader Group plc | 832,103 | 4,857,131 |
Aviva plc | 3,823,964 | 24,105,448 |
B&M European Value Retail S.A. | 743,532 | 3,986,422 |
Babcock International Group plc | 260,453 | 2,415,028 |
BAE Systems plc | 2,995,156 | 23,591,293 |
Barclays plc | 16,827,722 | 38,428,795 |
Barratt Developments plc | 972,308 | 6,849,562 |
Bellway plc | 111,076 | 4,212,745 |
Berkeley Group Holdings plc | 123,834 | 5,863,524 |
BHP Billiton plc | 1,957,606 | 41,824,806 |
BP plc | 18,471,857 | 131,400,095 |
British American Tobacco plc | 2,161,160 | 104,535,696 |
BT Group plc | 7,855,784 | 22,192,634 |
Bunzl plc | 349,108 | 10,880,996 |
Burberry Group plc | 405,562 | 11,786,605 |
Capita plc | 1,572,030 | 3,034,219 |
Capital & Counties Properties plc | 757,648 | 2,545,586 |
Carnival plc | 172,972 | 10,411,427 |
Centrica plc | 5,254,667 | 9,787,033 |
Cobham plc * | 2,239,902 | 3,621,672 |
Coca-Cola HBC AG * | 208,953 | 7,164,454 |
Compass Group plc | 1,461,183 | 31,497,766 |
ConvaTec Group plc | 1,382,767 | 3,833,536 |
CRH plc | 774,775 | 25,709,053 |
Croda International plc | 129,827 | 8,605,872 |
CYBG plc | 941,376 | 4,062,196 |
DCC plc | 78,945 | 7,136,437 |
Derwent London plc | 84,875 | 3,355,820 |
Diageo plc | 2,287,099 | 80,098,212 |
Security | Number of Shares | Value ($) |
Direct Line Insurance Group plc | 1,313,976 | 5,651,242 |
Dixons Carphone plc | 960,868 | 2,064,411 |
DS Smith plc | 1,110,811 | 7,132,254 |
easyJet plc | 207,367 | 4,110,259 |
Evraz plc | 443,836 | 2,869,956 |
Experian plc | 826,125 | 20,616,107 |
Ferguson plc | 242,418 | 19,475,261 |
Fresnillo plc | 153,269 | 1,787,324 |
G4S plc | 1,759,486 | 5,703,506 |
GlaxoSmithKline plc | 4,603,383 | 93,362,554 |
Glencore plc * | 10,982,476 | 44,757,595 |
Halma plc | 433,727 | 8,072,706 |
Hammerson plc | 889,052 | 5,443,772 |
Hargreaves Lansdown plc | 225,400 | 6,445,198 |
Hikma Pharmaceuticals plc | 152,225 | 3,901,688 |
Hiscox Ltd. | 243,989 | 5,343,549 |
Howden Joinery Group plc | 570,446 | 3,653,060 |
HSBC Holdings plc | 18,980,193 | 165,014,266 |
IMI plc | 318,951 | 5,007,841 |
Imperial Brands plc | 890,679 | 31,766,180 |
Inchcape plc | 481,073 | 4,326,899 |
Informa plc | 1,097,264 | 10,873,108 |
Inmarsat plc | 471,733 | 3,337,906 |
InterContinental Hotels Group plc | 169,558 | 10,479,208 |
International Consolidated Airlines Group S.A. | 932,209 | 8,369,997 |
Intertek Group plc | 150,075 | 10,014,376 |
Intu Properties plc (a) | 1,058,400 | 2,173,535 |
Investec plc | 604,188 | 3,976,724 |
ITV plc | 3,465,664 | 7,236,472 |
J Sainsbury plc | 1,548,780 | 6,526,231 |
John Wood Group plc | 590,145 | 5,511,954 |
Johnson Matthey plc | 177,886 | 8,083,005 |
Just Eat plc * | 539,541 | 5,375,922 |
KAZ Minerals plc * | 201,680 | 1,221,542 |
Kingfisher plc | 2,245,952 | 7,983,944 |
Land Securities Group plc | 720,975 | 8,588,402 |
Legal & General Group plc | 5,714,531 | 18,888,028 |
Lloyds Banking Group plc | 66,685,403 | 51,397,873 |
London Stock Exchange Group plc | 296,440 | 17,816,168 |
Marks & Spencer Group plc | 1,597,400 | 6,261,879 |
Mediclinic International plc | 363,351 | 2,328,740 |
Meggitt plc | 746,141 | 5,219,444 |
Melrose Industries plc | 4,048,369 | 11,728,699 |
Merlin Entertainments plc | 608,641 | 2,942,030 |
Micro Focus International plc | 416,887 | 7,071,125 |
Mondi plc | 328,553 | 9,159,935 |
National Grid plc | 3,132,312 | 32,976,891 |
Next plc | 142,205 | 10,165,699 |
NMC Health plc | 86,974 | 4,435,863 |
Paddy Power Betfair plc | 79,264 | 7,227,088 |
Pearson plc | 742,444 | 8,852,830 |
Pennon Group plc | 398,197 | 3,977,938 |
Persimmon plc | 294,559 | 9,314,812 |
Polymetal International plc | 231,753 | 1,936,850 |
Prudential plc | 2,484,636 | 56,030,168 |
Quilter plc | 1,647,304 | 3,015,501 |
Randgold Resources Ltd. | 88,642 | 5,785,967 |
Reckitt Benckiser Group plc | 594,968 | 50,721,362 |
RELX plc | 974,647 | 21,662,228 |
Rentokil Initial plc | 1,657,312 | 7,000,794 |
Rightmove plc | 836,390 | 5,349,063 |
Rio Tinto plc | 1,089,978 | 51,836,995 |
Rolls-Royce Holdings plc * | 1,603,032 | 20,939,578 |
Royal Bank of Scotland Group plc | 4,260,298 | 13,361,554 |
Royal Dutch Shell plc, A Shares | 4,396,607 | 142,947,915 |
Royal Dutch Shell plc, B Shares | 3,539,977 | 116,890,526 |
Royal Mail plc | 941,505 | 5,482,269 |
Security | Number of Shares | Value ($) |
RPC Group plc | 348,703 | 3,236,944 |
RSA Insurance Group plc | 918,189 | 7,537,614 |
Schroders plc | 114,776 | 4,587,287 |
Segro plc | 965,300 | 8,258,095 |
Severn Trent plc | 231,168 | 6,012,215 |
Shire plc | 850,661 | 49,737,496 |
Sky plc | 968,581 | 19,393,550 |
Smith & Nephew plc | 833,000 | 14,697,535 |
Smiths Group plc | 422,370 | 8,846,736 |
Smurfit Kappa Group plc | 239,347 | 9,737,153 |
Spirax-Sarco Engineering plc | 58,860 | 5,454,682 |
SSE plc | 982,762 | 16,005,126 |
St. James's Place plc | 452,261 | 6,651,251 |
Standard Chartered plc | 2,529,559 | 20,617,751 |
Standard Life Aberdeen plc | 2,574,291 | 10,603,263 |
Tate & Lyle plc | 442,160 | 3,852,770 |
Taylor Wimpey plc | 3,010,181 | 6,547,538 |
Tesco plc | 9,056,780 | 29,016,860 |
The British Land Co. plc | 1,024,518 | 8,463,756 |
The Sage Group plc | 1,090,174 | 8,436,539 |
The Weir Group plc | 213,386 | 5,198,895 |
Travis Perkins plc | 240,100 | 3,590,364 |
TUI AG | 418,270 | 7,730,649 |
Unilever plc | 1,099,284 | 62,752,627 |
United Utilities Group plc | 671,857 | 6,475,991 |
Vodafone Group plc | 25,173,484 | 53,823,124 |
Whitbread plc | 181,918 | 10,867,143 |
William Hill plc | 888,289 | 2,974,129 |
Wm Morrison Supermarkets plc | 1,893,100 | 6,477,413 |
WPP plc | 1,169,065 | 19,426,701 |
2,479,415,409 | ||
Total Common Stock | ||
(Cost $14,743,021,244) | 16,109,199,282 | |
Preferred Stock 0.7% of net assets | ||
Germany 0.5% | ||
Bayerische Motoren Werke AG | 45,583 | 3,831,836 |
Fuchs Petrolub SE | 64,291 | 3,773,789 |
Henkel AG & Co. KGaA | 178,322 | 22,812,160 |
Porsche Automobil Holding SE | 156,800 | 9,946,451 |
Sartorius AG | 29,902 | 5,441,307 |
Volkswagen AG | 172,906 | 28,333,637 |
74,139,180 | ||
Republic of Korea 0.2% | ||
Amorepacific Corp. | 8,000 | 1,038,494 |
Hyundai Motor Co., Ltd. | 19,187 | 1,349,631 |
Hyundai Motor Co., Ltd. 2nd | 43,884 | 3,374,631 |
LG Chem Ltd. | 5,801 | 1,042,268 |
LG Household & Health Care Ltd. | 708 | 476,389 |
Samsung Electronics Co., Ltd. | 751,385 | 26,797,812 |
34,079,225 | ||
Spain 0.0% | ||
Grifols S.A., B Shares | 197,080 | 4,196,236 |
Total Preferred Stock | ||
(Cost $102,487,192) | 112,414,641 | |
Security | Number of Shares | Value ($) |
Other Investment Companies 0.4% of net assets | ||
United States 0.4% | ||
Money Market Fund 0.2% | ||
State Street Institutional U.S. Government Money Market Fund, Premier Class 1.87% (c) | 30,942,489 | 30,942,489 |
Securities Lending Collateral 0.2% | ||
Wells Fargo Government Money Market Fund, Select Class 1.87% (c) | 39,218,661 | 39,218,661 |
Total Other Investment Companies | ||
(Cost $70,161,150) | 70,161,150 |
Number of Contracts | Notional Amount ($) | Current Value/ Unrealized Appreciation ($) | ||
Futures Contracts | ||||
Long | ||||
MSCI EAFE Index, e-mini, expires 09/21/18 | 541 | 52,985,540 | 257,960 |
* | Non-income producing security. |
(a) | All or a portion of this security is on loan. Securities on loan were valued at $36,953,613. |
(b) | Fair-valued by management using significant unobservable inputs in accordance with procedures approved by the fund’s Board of Trustees. |
(c) | The rate shown is the 7-day yield. |
ADR — | American Depositary Receipt |
CVA — | Dutch Certificate |
GDR — | Global Depositary Receipt |
REIT — | Real Estate Investment Trust |
RSP — | Risparmio (Convertible Savings Shares) |
Security | Number of Shares | Value ($) |
Common Stock 99.4% of net assets | ||
Australia 6.1% | ||
Abacus Property Group | 401,036 | 1,009,302 |
Accent Group Ltd. | 282,637 | 336,243 |
Afterpay Touch Group Ltd. *(a) | 164,440 | 2,156,075 |
Altium Ltd. | 124,665 | 2,527,122 |
APN Outdoor Group Ltd. | 181,542 | 878,338 |
Appen Ltd. | 101,820 | 1,128,844 |
ARB Corp., Ltd. | 78,585 | 1,127,561 |
Ardent Leisure Group | 542,968 | 722,521 |
Arena REIT | 309,496 | 514,803 |
Asaleo Care Ltd. | 487,308 | 281,937 |
Ausdrill Ltd. | 500,345 | 584,387 |
Australian Agricultural Co., Ltd. *(a) | 588,542 | 563,965 |
Australian Pharmaceutical Industries Ltd. | 482,465 | 643,755 |
Automotive Holdings Group Ltd. | 297,188 | 507,226 |
Aventus Retail Property Fund Ltd. | 411,729 | 646,145 |
Aveo Group | 504,445 | 857,315 |
Bapcor Ltd. | 287,979 | 1,549,503 |
Beach Energy Ltd. | 2,015,960 | 2,828,409 |
Bega Cheese Ltd. | 159,807 | 904,932 |
Bellamy's Australia Ltd. * | 77,220 | 612,067 |
Bingo Industries Ltd. (a) | 407,408 | 942,840 |
Blackmores Ltd. (a) | 15,077 | 1,792,130 |
Breville Group Ltd. | 161,238 | 1,582,362 |
Brickworks Ltd. | 76,036 | 961,212 |
BWP Trust | 584,489 | 1,365,329 |
BWX Ltd. (a) | 106,563 | 331,385 |
Cabcharge Australia Ltd. | 69,716 | 115,459 |
Cardno Ltd. * | 259,016 | 221,038 |
carsales.com Ltd. | 249,082 | 2,792,110 |
Cedar Woods Properties Ltd. | 26,438 | 114,720 |
Centuria Industrial REIT | 240,688 | 478,680 |
Charter Hall Group | 561,870 | 2,893,173 |
Charter Hall Long Wale REIT | 207,475 | 642,197 |
Charter Hall Retail REIT | 403,027 | 1,238,744 |
Clean TeQ Holdings Ltd. *(a) | 545,860 | 203,305 |
Cleanaway Waste Management Ltd. | 1,511,341 | 2,104,029 |
Collins Foods Ltd. | 84,653 | 346,511 |
Corporate Travel Management Ltd. | 90,021 | 2,127,573 |
Costa Group Holdings Ltd. | 308,763 | 1,614,441 |
Credit Corp. Group Ltd. (a) | 55,455 | 925,625 |
Cromwell Property Group | 1,657,256 | 1,324,373 |
Dacian Gold Ltd. * | 154,057 | 259,595 |
Eclipx Group Ltd. | 347,008 | 667,544 |
Elders Ltd. | 123,388 | 593,408 |
Emeco Holdings Ltd. * | 3,012,531 | 795,212 |
ERM Power Ltd. | 114,049 | 124,545 |
Estia Health Ltd. | 315,914 | 696,831 |
Evolution Mining Ltd. | 1,170,697 | 2,243,618 |
FlexiGroup Ltd. | 337,982 | 545,076 |
Folkestone Education Trust | 301,133 | 601,071 |
G.U.D. Holdings Ltd. | 109,452 | 1,157,256 |
G8 Education Ltd. (a) | 452,934 | 674,778 |
Galaxy Resources Ltd. *(a) | 445,853 | 880,264 |
Gateway Lifestyle | 407,501 | 660,139 |
GDI Property Group | 294,034 | 270,060 |
Security | Number of Shares | Value ($) |
Genworth Mortgage Insurance Australia Ltd. | 313,340 | 598,244 |
Gold Road Resources Ltd. * | 964,350 | 435,886 |
GrainCorp Ltd., Class A | 254,867 | 1,439,538 |
Greencross Ltd. (a) | 115,438 | 328,095 |
Growthpoint Properties Australia Ltd. | 192,861 | 521,644 |
GWA Group Ltd. | 298,092 | 646,741 |
Highfield Resources Ltd. *(a) | 352,014 | 193,478 |
Hotel Property Investments | 74,194 | 169,020 |
HT&E Ltd. (a) | 281,468 | 600,495 |
IDP Education Ltd. | 136,603 | 1,073,862 |
Independence Group NL | 555,232 | 1,718,608 |
Infigen Energy * | 712,806 | 322,188 |
Ingenia Communities Group | 233,630 | 508,573 |
Inghams Group Ltd. (a) | 244,730 | 647,779 |
Investa Office Fund | 595,463 | 2,295,306 |
InvoCare Ltd. (a) | 136,586 | 1,272,274 |
IPH Ltd. | 120,294 | 494,141 |
IRESS Ltd. | 163,304 | 1,587,284 |
Jacana Minerals Ltd. *(b) | 8,715 | — |
Japara Healthcare Ltd. | 270,705 | 347,499 |
JB Hi-Fi Ltd. | 127,680 | 2,437,729 |
Karoon Gas Australia Ltd. * | 284,327 | 235,441 |
Kidman Resources Ltd. *(a) | 332,728 | 264,692 |
Link Administration Holdings Ltd. (a) | 567,869 | 3,199,220 |
Liquefied Natural Gas Ltd. *(a) | 482,355 | 259,885 |
Lynas Corp., Ltd. * | 688,820 | 1,090,959 |
MACA Ltd. | 217,590 | 202,209 |
Mayne Pharma Group Ltd. * | 1,574,391 | 1,349,241 |
McMillan Shakespeare Ltd. | 78,057 | 1,009,341 |
Mesoblast Ltd. *(a) | 416,215 | 493,651 |
Mineral Resources Ltd. | 147,983 | 1,624,584 |
Monadelphous Group Ltd. | 98,849 | 1,025,847 |
Mount Gibson Iron Ltd. | 750,771 | 266,049 |
Myer Holdings Ltd. (a) | 1,052,629 | 338,761 |
MYOB Group Ltd. | 493,983 | 1,057,456 |
Nanosonics Ltd. * | 377,013 | 959,749 |
National Storage *(b) | 74,389 | 91,188 |
Navitas Ltd. | 357,066 | 1,151,707 |
Netwealth Group Ltd. *(a) | 77,040 | 474,138 |
New South Resources Ltd. * | 562,487 | 689,510 |
NEXTDC Ltd. * | 322,074 | 1,651,431 |
nib Holdings Ltd. | 569,891 | 2,687,187 |
Nine Entertainment Co. Holdings Ltd. (a) | 721,924 | 1,258,250 |
Northern Star Resources Ltd. (b) | 656,996 | 3,301,935 |
NRW Holdings Ltd. * | 317,708 | 482,510 |
OFX Group Ltd. | 172,735 | 247,346 |
oOh!media Ltd. | 221,747 | 841,929 |
Orocobre Ltd. *(a) | 303,747 | 933,597 |
Pact Group Holdings Ltd. | 219,093 | 652,806 |
Pendal Group Ltd. | 257,453 | 1,744,601 |
Perseus Mining Ltd. * | 781,455 | 203,453 |
Pilbara Minerals Ltd. *(a) | 1,521,020 | 885,502 |
Premier Investments Ltd. | 104,558 | 1,485,862 |
Primary Health Care Ltd. | 624,126 | 1,254,803 |
Qube Holdings Ltd. (a) | 1,358,636 | 2,711,882 |
Quintis Ltd. *(a)(b) | 227,692 | — |
RCR Tomlinson Ltd. | 127,796 | 103,513 |
Regis Healthcare Ltd. | 95,907 | 242,760 |
Security | Number of Shares | Value ($) |
Regis Resources Ltd. | 510,972 | 1,548,352 |
Reliance Worldwide Corp., Ltd. | 761,172 | 2,923,047 |
Resolute Mining Ltd. | 641,333 | 586,722 |
Rural Funds Group | 339,372 | 530,137 |
Sandfire Resources NL | 183,278 | 941,081 |
Saracen Mineral Holdings Ltd. * | 940,259 | 1,285,191 |
SeaLink Travel Group Ltd. | 36,108 | 111,765 |
Select Harvests Ltd. | 105,446 | 431,623 |
Senex Energy Ltd. * | 1,244,734 | 418,589 |
Seven Group Holdings Ltd. (a) | 114,575 | 1,727,645 |
Seven West Media Ltd. | 841,561 | 611,660 |
SG Fleet Group Ltd. | 150,344 | 439,264 |
Sigma Healthcare Ltd. | 1,250,802 | 515,611 |
Sirtex Medical Ltd. | 51,249 | 1,186,396 |
SmartGroup Corp., Ltd. | 94,785 | 877,421 |
Southern Cross Media Group Ltd. | 1,002,345 | 1,000,357 |
SpeedCast International Ltd. | 240,632 | 737,866 |
St. Barbara Ltd. | 564,293 | 1,607,901 |
Starpharma Holdings Ltd. * | 384,255 | 361,261 |
Steadfast Group Ltd. | 863,561 | 1,848,601 |
Super Retail Group Ltd. | 174,970 | 1,183,133 |
Superloop Ltd. | 200,026 | 328,376 |
Syrah Resources Ltd. * | 298,781 | 548,839 |
Tassal Group Ltd. | 219,047 | 704,946 |
Technology One Ltd. | 192,548 | 770,057 |
Village Roadshow Ltd. * | 135,343 | 220,230 |
Virgin Australia International Holdings Ltd. *(b) | 424,000 | — |
Virtus Health Ltd. | 28,453 | 119,759 |
Viva Energy REIT | 445,235 | 695,507 |
Washington H Soul Pattinson & Co., Ltd. | 113,025 | 1,942,135 |
Webjet Ltd. (a) | 125,368 | 1,540,418 |
Western Areas Ltd. | 269,096 | 511,825 |
Westgold Resources Ltd. * | 324,508 | 325,038 |
WiseTech Global Ltd. | 90,992 | 1,405,604 |
WPP AUNZ Ltd. | 357,529 | 222,366 |
138,987,185 | ||
Austria 1.1% | ||
Agrana Beteiligungs AG | 5,748 | 141,447 |
BAWAG Group AG | 33,909 | 1,589,171 |
CA Immobilien Anlagen AG | 78,020 | 2,868,529 |
DO & Co. AG (a) | 8,710 | 625,273 |
EVN AG | 35,256 | 659,607 |
Flughafen Wien AG | 7,122 | 271,795 |
IMMOFINANZ AG * | 103,887 | 2,775,232 |
Kapsch TrafficCom AG | 4,858 | 215,352 |
Lenzing AG | 15,494 | 1,883,849 |
Mayr Melnhof Karton AG | 9,344 | 1,204,589 |
Oesterreichische Post AG | 37,806 | 1,673,276 |
Palfinger AG | 14,178 | 509,729 |
Porr AG (a) | 9,852 | 302,618 |
S IMMO AG | 58,319 | 1,228,160 |
Schoeller-Bleckmann Oilfield Equipment AG | 12,736 | 1,380,327 |
Semperit AG Holding *(a) | 13,795 | 260,018 |
Strabag SE | 16,851 | 663,668 |
UNIQA Insurance Group AG | 118,972 | 1,164,837 |
Verbund AG | 40,953 | 1,665,802 |
Wienerberger AG | 129,959 | 3,562,443 |
Zumtobel Group AG *(a) | 34,171 | 274,330 |
24,920,052 | ||
Belgium 1.3% | ||
Aedifica S.A. | 21,022 | 2,003,199 |
AGFA-Gevaert N.V. * | 204,005 | 897,695 |
Security | Number of Shares | Value ($) |
Barco N.V. | 12,197 | 1,680,239 |
Befimmo S.A. | 22,007 | 1,277,696 |
Bekaert S.A. | 40,275 | 1,028,107 |
Cie d'Entreprises CFE | 8,094 | 914,426 |
Cofinimmo S.A. | 23,708 | 3,092,194 |
D'Ieteren S.A. N.V. | 25,868 | 1,149,721 |
Econocom Group S.A. N.V. | 144,050 | 510,851 |
Elia System Operator S.A. N.V. | 32,026 | 2,004,708 |
Euronav N.V. | 184,154 | 1,600,545 |
EVS Broadcast Equipment S.A. | 18,574 | 448,425 |
Gimv N.V. | 19,815 | 1,119,308 |
Greenyard N.V. | 6,805 | 63,816 |
Ion Beam Applications *(a) | 24,576 | 614,775 |
KBC Ancora | 35,801 | 1,812,802 |
Kinepolis Group N.V. | 14,242 | 921,323 |
Melexis N.V. | 19,810 | 1,779,377 |
Nyrstar N.V. *(a) | 93,013 | 480,716 |
Ontex Group N.V. | 86,032 | 2,474,428 |
Orange Belgium S.A. | 36,266 | 549,385 |
Tessenderlo Group S.A. * | 34,020 | 1,290,382 |
Van de Velde N.V. | 7,763 | 262,838 |
Warehouses De Pauw SCA | 18,234 | 2,575,532 |
Wereldhave Belgium N.V. | 981 | 104,780 |
30,657,268 | ||
Canada 16.2% | ||
Advantage Oil & Gas Ltd. * | 215,224 | 640,415 |
Aecon Group, Inc. | 70,162 | 933,556 |
Air Canada * | 78,399 | 1,612,532 |
Alacer Gold Corp. * | 364,468 | 659,645 |
Alamos Gold, Inc., Class A | 407,179 | 1,792,406 |
Algonquin Power & Utilities Corp. | 462,185 | 4,792,163 |
Allied Properties Real Estate Investment Trust | 100,250 | 3,351,277 |
AltaGas Ltd. | 183,261 | 3,408,167 |
Aphria, Inc. *(a) | 199,579 | 2,598,912 |
Artis Real Estate Investment Trust | 174,755 | 1,656,484 |
Atco Ltd., Class I | 79,337 | 2,373,509 |
ATS Automation Tooling Systems, Inc. * | 92,551 | 1,570,020 |
Aurora Cannabis, Inc. * | 805,060 | 5,433,129 |
B2Gold Corp. * | 1,022,493 | 2,399,500 |
Baytex Energy Corp. * | 608,197 | 1,823,728 |
Birchcliff Energy Ltd. | 258,984 | 943,421 |
Boardwalk Real Estate Investment Trust (a) | 39,591 | 1,504,759 |
Bombardier, Inc., B Shares * | 2,325,477 | 7,686,496 |
CAE, Inc. | 298,303 | 5,959,426 |
Cameco Corp. | 428,223 | 4,453,165 |
Canadian Apartment Properties REIT | 155,380 | 5,524,304 |
Canadian Western Bank | 94,868 | 2,582,779 |
Canfor Corp. * | 77,838 | 1,796,193 |
Canopy Growth Corp. * | 194,095 | 8,877,507 |
Capital Power Corp. | 120,259 | 2,523,322 |
Cascades, Inc. | 80,208 | 816,258 |
CCL Industries, Inc., Class B | 158,579 | 7,645,893 |
Celestica, Inc. * | 147,687 | 1,817,843 |
Centerra Gold, Inc. * | 235,518 | 1,007,853 |
CES Energy Solutions Corp. | 296,475 | 1,089,087 |
Chartwell Retirement Residences | 217,775 | 2,521,878 |
China Gold International Resources Corp., Ltd. * | 292,149 | 410,010 |
Choice Properties Real Estate Investment Trust | 279,912 | 2,676,869 |
Cineplex, Inc. (a) | 73,534 | 1,855,902 |
Cogeco Communications, Inc. | 13,755 | 683,240 |
Colliers International Group, Inc. | 39,132 | 3,194,002 |
Cominar Real Estate Investment Trust | 204,624 | 1,900,377 |
Security | Number of Shares | Value ($) |
Corus Entertainment, Inc., B Shares (a) | 122,329 | 347,112 |
Cott Corp. | 154,943 | 2,416,918 |
Detour Gold Corp. * | 199,287 | 1,629,203 |
Dorel Industries, Inc., Class B | 28,701 | 557,314 |
Dream Global Real Estate Investment Trust | 194,801 | 2,187,114 |
Dream Office Real Estate Investment Trust | 61,593 | 1,145,938 |
ECN Capital Corp. | 408,790 | 1,153,685 |
Eldorado Gold Corp. * | 781,991 | 755,634 |
Element Fleet Management Corp. | 429,004 | 2,312,894 |
Emera, Inc. (a) | 71,877 | 2,276,009 |
Empire Co., Ltd., A Shares | 191,052 | 3,645,365 |
Enbridge Income Fund Holdings, Inc. | 142,270 | 3,587,436 |
Endeavour Mining Corp. * | 75,116 | 1,141,185 |
Enercare, Inc. | 128,260 | 2,847,599 |
Enerflex Ltd. | 102,726 | 1,243,158 |
Enerplus Corp. | 264,668 | 3,276,001 |
Enghouse Systems Ltd. | 21,095 | 1,301,340 |
Ensign Energy Services, Inc. | 203,818 | 1,045,701 |
Extendicare, Inc. | 123,590 | 789,528 |
Finning International, Inc. | 185,253 | 4,309,002 |
First Capital Realty, Inc. | 151,412 | 2,373,451 |
First Majestic Silver Corp. *(a) | 189,095 | 1,052,824 |
First National Financial Corp. (a) | 13,556 | 302,942 |
First Quantum Minerals Ltd. | 757,115 | 9,504,945 |
FirstService Corp. | 33,479 | 2,866,621 |
Genworth MI Canada, Inc. | 39,440 | 1,327,824 |
Gibson Energy, Inc. | 163,026 | 2,422,979 |
Gildan Activewear, Inc. | 247,208 | 7,291,399 |
Gran Tierra Energy, Inc. * | 423,923 | 1,466,232 |
Granite Real Estate Investment Trust | 49,694 | 2,090,353 |
Great Canadian Gaming Corp. * | 63,617 | 2,245,220 |
H&R Real Estate Investment Trust | 307,583 | 4,790,836 |
Home Capital Group, Inc. *(a) | 88,675 | 996,952 |
Hudbay Minerals, Inc. | 267,937 | 1,253,434 |
Hudson's Bay Co. (a) | 107,348 | 848,773 |
IAMGOLD Corp. * | 524,943 | 2,141,721 |
Industrial Alliance Insurance & Financial Services, Inc. | 116,526 | 4,834,585 |
Innergex Renewable Energy, Inc. | 136,775 | 1,404,515 |
Ivanhoe Mines Ltd., Class A * | 705,437 | 1,255,120 |
Just Energy Group, Inc. | 121,954 | 364,754 |
Kelt Exploration Ltd. * | 165,788 | 1,164,629 |
Keyera Corp. | 228,224 | 6,293,903 |
Kinaxis, Inc. * | 31,058 | 2,345,398 |
Kinross Gold Corp. * | 1,349,196 | 4,035,327 |
Kirkland Lake Gold Ltd. | 207,175 | 3,875,147 |
Laurentian Bank of Canada | 41,217 | 1,470,467 |
Linamar Corp. | 49,782 | 2,190,645 |
Lundin Mining Corp. | 691,610 | 3,299,064 |
Maple Leaf Foods, Inc. | 92,017 | 2,229,945 |
Martinrea International, Inc. | 101,483 | 1,098,922 |
Maxar Technologies Ltd. | 62,733 | 1,946,048 |
MEG Energy Corp. * | 283,290 | 1,790,183 |
Methanex Corp. | 90,716 | 6,624,470 |
Morguard Real Estate Investment Trust | 41,707 | 398,854 |
Mullen Group Ltd. | 106,263 | 1,309,595 |
Nevsun Resources Ltd. | 332,245 | 1,258,706 |
New Gold, Inc. * | 599,572 | 588,560 |
NFI Group, Inc. | 64,690 | 2,544,538 |
Norbord, Inc. (a) | 54,095 | 2,060,169 |
Northland Power, Inc. | 126,843 | 2,123,534 |
Northview Apartment Real Estate Investment Trust | 56,949 | 1,107,578 |
NOVAGOLD RESOURCES, Inc. * | 270,604 | 996,127 |
NuVista Energy Ltd. * | 192,190 | 1,112,799 |
Obsidian Energy Ltd. *(a) | 794,175 | 779,588 |
OceanaGold Corp. | 661,660 | 1,958,670 |
Security | Number of Shares | Value ($) |
Onex Corp. | 94,573 | 6,790,080 |
Open Text Corp. | 279,556 | 10,972,565 |
Osisko Gold Royalties Ltd. | 175,859 | 1,395,867 |
Pan American Silver Corp. | 160,588 | 2,511,131 |
Paramount Resources Ltd., A Shares * | 80,615 | 890,261 |
Parex Resources, Inc. * | 166,409 | 2,392,859 |
Parkland Fuel Corp. | 146,293 | 4,561,734 |
Pason Systems, Inc. | 88,563 | 1,446,675 |
Peyto Exploration & Development Corp. (a) | 182,129 | 1,511,282 |
PrairieSky Royalty Ltd. | 249,060 | 4,584,102 |
Precision Drilling Corp. * | 289,829 | 1,133,577 |
Premium Brands Holdings Corp. | 33,982 | 2,547,445 |
Pretium Resources, Inc. * | 170,683 | 1,420,231 |
ProMetic Life Sciences, Inc. *(a) | 746,067 | 343,296 |
Quebecor, Inc., Class B | 142,787 | 2,877,750 |
Ritchie Bros. Auctioneers, Inc. | 117,923 | 4,499,152 |
Russel Metals, Inc. | 72,115 | 1,577,853 |
Secure Energy Services, Inc. | 184,734 | 1,151,798 |
SEMAFO, Inc. * | 374,917 | 940,204 |
Seven Generations Energy Ltd., A Shares * | 308,074 | 3,628,986 |
ShawCor Ltd. | 79,210 | 1,666,876 |
Sierra Wireless, Inc. *(a) | 48,519 | 915,720 |
SmartCentres Real Estate Investment Trust | 122,883 | 2,916,698 |
SSR Mining, Inc. * | 137,505 | 1,197,942 |
Stantec, Inc. | 123,864 | 3,128,066 |
Stella-Jones, Inc. | 61,865 | 2,119,337 |
Superior Plus Corp. | 161,651 | 1,604,175 |
Tahoe Resources, Inc. * | 320,339 | 1,103,050 |
TFI International, Inc. | 94,783 | 3,521,062 |
The Descartes Systems Group, Inc. * | 87,884 | 3,070,666 |
The North West Co., Inc. | 62,792 | 1,390,241 |
The Stars Group, Inc. * | 164,200 | 4,666,783 |
TMX Group Ltd. | 58,763 | 3,943,221 |
TORC Oil & Gas Ltd. | 157,879 | 848,753 |
Torex Gold Resources, Inc. * | 93,746 | 633,385 |
Toromont Industries Ltd. | 89,228 | 4,464,308 |
TransAlta Corp. | 315,619 | 1,856,511 |
TransAlta Renewables, Inc. | 85,684 | 794,447 |
Transcontinental, Inc., Class A | 76,759 | 1,871,367 |
Vermilion Energy, Inc. | 147,661 | 4,692,720 |
West Fraser Timber Co., Ltd. | 76,344 | 5,068,523 |
Westshore Terminals Investment Corp. | 62,842 | 1,294,479 |
Whitecap Resources, Inc. | 429,449 | 2,657,812 |
Winpak Ltd. | 34,671 | 1,309,253 |
WSP Global, Inc. | 116,527 | 6,278,758 |
Yamana Gold, Inc. | 1,019,886 | 2,831,387 |
368,944,897 | ||
Denmark 1.8% | ||
ALK-Abello A/S * | 7,634 | 1,389,170 |
Alm Brand A/S | 73,625 | 631,964 |
Ambu A/S, Class B | 152,919 | 5,741,980 |
Bang & Olufsen A/S * | 37,082 | 868,079 |
Bavarian Nordic A/S *(a) | 38,976 | 1,120,447 |
D/S Norden A/S * | 25,697 | 389,810 |
Dfds A/S | 30,621 | 1,619,076 |
FLSmidth & Co. A/S | 54,205 | 3,375,335 |
GN Store Nord A/S | 147,559 | 7,670,876 |
Matas A/S | 42,016 | 411,793 |
Nilfisk Holding A/S * | 29,752 | 1,448,690 |
NKT A/S *(a) | 29,752 | 761,955 |
Royal Unibrew A/S | 57,327 | 4,952,009 |
Scandinavian Tobacco Group A/S, Class A | 70,957 | 1,168,294 |
Schouw & Co. A/S | 14,161 | 1,120,486 |
SimCorp A/S | 42,186 | 3,999,625 |
Security | Number of Shares | Value ($) |
Solar A/S, B Shares | 6,860 | 437,877 |
Spar Nord Bank A/S | 93,590 | 915,802 |
Sydbank A/S | 73,541 | 2,157,705 |
Topdanmark A/S | 47,726 | 2,052,763 |
42,233,736 | ||
Finland 1.4% | ||
Amer Sports Oyj * | 127,333 | 4,288,998 |
Cargotec Oyj, B Shares | 44,593 | 2,164,598 |
Caverion Oyj *(a) | 117,448 | 952,455 |
Citycon Oyj | 467,602 | 1,002,149 |
Cramo Oyj | 37,803 | 800,505 |
DNA Oyj | 58,409 | 1,245,686 |
F-Secure Oyj | 121,984 | 472,621 |
Finnair Oyj | 62,463 | 545,794 |
Kemira Oyj | 89,183 | 1,184,989 |
Konecranes Oyj | 79,736 | 3,158,914 |
Metsa Board Oyj | 201,344 | 2,032,237 |
Oriola Oyj, B Shares | 131,157 | 432,624 |
Outokumpu Oyj | 328,819 | 1,935,094 |
Outotec Oyj * | 172,791 | 1,302,754 |
Raisio Oyj, V Shares | 126,620 | 449,333 |
Ramirent Oyj | 79,024 | 654,184 |
Sanoma Oyj | 94,408 | 981,453 |
Tieto Oyj | 85,588 | 2,784,302 |
Uponor Oyj | 64,568 | 996,156 |
Valmet Oyj | 159,967 | 3,515,836 |
YIT Oyj | 155,522 | 1,031,414 |
31,932,096 | ||
France 2.5% | ||
AKWEL | 6,068 | 147,556 |
Albioma S.A. | 21,792 | 486,816 |
Alten S.A. | 30,946 | 3,202,703 |
Altran Technologies S.A. | 265,431 | 2,927,698 |
Beneteau S.A. | 37,941 | 607,426 |
Boiron S.A. | 4,850 | 378,644 |
Bonduelle S.C.A. | 18,637 | 622,335 |
Bourbon Corp. *(a) | 33,877 | 196,291 |
Carmila S.A. | 25,299 | 669,655 |
Coface S.A. | 112,950 | 1,060,537 |
DBV Technologies S.A. * | 25,247 | 1,121,533 |
Derichebourg S.A. | 90,344 | 506,025 |
Direct Energie | 8,339 | 410,218 |
Eramet | 9,695 | 831,345 |
Etablissements Maurel et Prom * | 76,416 | 520,123 |
Euronext N.V. | 81,595 | 5,373,364 |
Europcar Mobility Group | 123,450 | 1,188,572 |
FFP | 7,257 | 955,806 |
Fnac Darty S.A. * | 19,934 | 1,686,146 |
Gaztransport Et Technigaz S.A. | 24,805 | 1,699,890 |
Genfit *(a) | 36,670 | 1,004,347 |
GL Events | 11,672 | 325,929 |
Groupe Crit | 1,788 | 147,704 |
Guerbet | 6,371 | 413,626 |
Haulotte Group S.A. | 14,846 | 203,825 |
Interparfums S.A. | 7,513 | 348,781 |
IPSOS | 38,569 | 1,225,088 |
Jacquet Metal Service S.A. | 14,846 | 434,424 |
Korian S.A. | 52,988 | 1,797,758 |
LISI | 17,029 | 701,389 |
Maisons du Monde S.A. | 47,095 | 1,381,930 |
Manitou BF S.A. | 11,672 | 423,707 |
Mercialys S.A. | 52,419 | 895,936 |
Mersen S.A. | 14,937 | 584,810 |
Metropole Television S.A. | 74,272 | 1,471,655 |
Security | Number of Shares | Value ($) |
Neopost S.A. | 41,666 | 1,118,881 |
Nexans S.A. | 31,206 | 998,475 |
Nexity S.A. | 50,038 | 3,059,419 |
Rallye S.A. (a) | 32,900 | 341,450 |
SMCP S.A. * | 23,839 | 663,738 |
SOITEC * | 20,555 | 1,596,375 |
Sopra Steria Group | 14,764 | 2,635,091 |
SPIE S.A. | 127,097 | 2,413,358 |
Synergie S.A. | 4,939 | 216,357 |
Tarkett S.A. | 35,140 | 1,028,676 |
Technicolor S.A. *(a) | 433,851 | 596,152 |
Television Francaise 1 S.A. | 121,007 | 1,203,768 |
Trigano S.A. | 8,939 | 1,311,506 |
Vallourec S.A. *(a) | 335,047 | 1,921,847 |
Vicat S.A. | 17,398 | 1,052,613 |
Vilmorin & Cie S.A. | 6,399 | 444,480 |
Virbac S.A. * | 4,921 | 759,212 |
X-Fab Silicon Foundries SE *(a) | 56,714 | 550,989 |
57,865,979 | ||
Germany 5.3% | ||
Aareal Bank AG | 67,224 | 2,739,875 |
ADO Properties S.A. | 32,917 | 2,119,845 |
AIXTRON SE * | 117,063 | 1,465,542 |
alstria Office REIT-AG | 162,353 | 2,459,447 |
Aurubis AG | 42,861 | 3,160,682 |
BayWa AG | 21,070 | 703,579 |
Bechtle AG | 31,373 | 3,272,447 |
Befesa S.A. * | 16,689 | 733,016 |
Bertrandt AG | 5,501 | 528,994 |
Bilfinger SE | 33,466 | 1,617,471 |
CANCOM SE | 33,318 | 1,483,167 |
comdirect bank AG | 27,128 | 357,929 |
CompuGroup Medical SE | 25,574 | 1,493,718 |
CTS Eventim AG & Co., KGaA | 57,975 | 2,576,739 |
Deutsche Beteiligungs AG | 16,251 | 711,887 |
Deutsche Euroshop AG | 58,870 | 2,015,129 |
Deutsche Pfandbriefbank AG | 137,442 | 2,014,913 |
Deutz AG | 125,606 | 1,100,453 |
Dialog Semiconductor plc * | 86,943 | 2,041,371 |
DIC Asset AG | 53,472 | 617,169 |
Diebold Nixdorf AG | 9,665 | 642,102 |
DMG Mori AG | 22,402 | 1,182,035 |
Duerr AG | 53,762 | 2,483,317 |
ElringKlinger AG | 34,708 | 422,807 |
Evotec AG * | 140,654 | 3,610,138 |
Freenet AG | 138,934 | 3,703,394 |
Gerresheimer AG | 33,546 | 2,810,215 |
Grand City Properties S.A. | 125,840 | 3,440,748 |
GRENKE AG | 27,522 | 3,327,069 |
Hamburger Hafen und Logistik AG | 24,851 | 600,836 |
Heidelberger Druckmaschinen AG * | 283,389 | 804,524 |
HelloFresh SE * | 79,586 | 1,134,329 |
Hornbach Baumarkt AG | 3,570 | 107,373 |
Hornbach Holding AG & Co. KGaA | 9,117 | 596,149 |
Indus Holding AG | 22,038 | 1,423,087 |
Jenoptik AG | 57,919 | 2,281,783 |
Kloeckner & Co. SE | 94,555 | 1,004,434 |
Koenig & Bauer AG | 14,699 | 1,021,861 |
Krones AG | 16,820 | 2,048,986 |
KWS Saat SE | 2,455 | 961,176 |
Leoni AG | 35,987 | 1,554,665 |
MorphoSys AG * | 35,140 | 4,158,043 |
Nemetschek SE | 21,253 | 3,496,519 |
Nordex SE * | 74,723 | 775,159 |
Norma Group SE | 37,249 | 2,474,668 |
PATRIZIA Immobilien AG | 48,132 | 1,004,108 |
Security | Number of Shares | Value ($) |
Pfeiffer Vacuum Technology AG | 7,753 | 1,220,489 |
Rhoen-Klinikum AG | 26,712 | 703,016 |
RIB Software SE | 44,770 | 1,026,171 |
Rocket Internet SE * | 79,858 | 2,767,001 |
S&T AG * | 50,373 | 1,486,323 |
Salzgitter AG | 45,576 | 2,069,669 |
Scout24 AG | 118,379 | 6,137,423 |
SGL Carbon SE * | 62,084 | 776,523 |
Siltronic AG | 22,062 | 3,203,507 |
Sixt SE | 13,162 | 1,695,258 |
SMA Solar Technology AG | 9,871 | 358,788 |
Software AG | 55,776 | 2,758,053 |
Stabilus S.A. | 27,404 | 2,413,660 |
Stroeer SE & CO. KGaA | 26,845 | 1,596,065 |
TAG Immobilien AG | 149,348 | 3,683,846 |
Takkt AG | 38,298 | 669,287 |
Tele Columbus AG * | 90,479 | 346,346 |
TLG Immobilien AG | 92,032 | 2,490,662 |
Vossloh AG | 10,998 | 622,534 |
VTG AG | 14,251 | 883,769 |
Wacker Neuson SE | 31,902 | 884,150 |
Washtec AG | 9,851 | 958,193 |
Wuestenrot & Wuerttembergische AG | 13,705 | 317,321 |
XING SE | 3,333 | 1,244,820 |
zooplus AG * | 7,016 | 1,156,713 |
121,752,485 | ||
Hong Kong 1.9% | ||
Anton Oilfield Services Group * | 1,425,787 | 196,187 |
Beijing Enterprises Medical & Health Group Ltd. * | 6,861,567 | 301,602 |
C.P. Pokphand Co., Ltd. | 6,561,825 | 601,933 |
Canvest Environmental Protection Group Co., Ltd. | 886,227 | 467,451 |
CGN Meiya Power Holdings Co., Ltd. * | 696,505 | 121,573 |
China Animal Healthcare Ltd. *(b) | 192,752 | — |
China Financial International Investments Ltd. * | 4,821,060 | 121,004 |
China Goldjoy Group Ltd. | 15,108,305 | 885,452 |
China Harmony New Energy Auto Holding Ltd. (a) | 989,222 | 391,963 |
China LNG Group Ltd. *(a) | 880,000 | 131,178 |
China Silver Group Ltd. * | 1,669,271 | 219,056 |
China Strategic Holdings Ltd. * | 15,713,542 | 164,164 |
Chinese Estates Holdings Ltd. | 383,521 | 502,312 |
Chong Hing Bank Ltd. (a) | 246,860 | 448,499 |
Chow Sang Sang Holdings International Ltd. | 330,369 | 661,672 |
CITIC Telecom International Holdings Ltd. | 1,816,859 | 555,551 |
COFCO Meat Holdings Ltd. * | 752,457 | 115,041 |
Crystal International Group Ltd. | 384,216 | 239,863 |
Digital Domain Holdings Ltd. *(a) | 16,797,190 | 256,808 |
Dynam Japan Holdings Co., Ltd. | 312,533 | 402,965 |
Emperor Capital Group Ltd. | 4,212,441 | 217,360 |
Emperor Watch & Jewellery Ltd. | 2,443,518 | 87,170 |
Far East Consortium International Ltd. | 1,376,034 | 710,028 |
Fortune Real Estate Investment Trust | 1,617,556 | 1,937,217 |
Future World Financial Holdings Ltd. *(a) | 14,286,138 | 185,655 |
G-Resources Group Ltd. * | 17,877,611 | 182,218 |
GCL New Energy Holdings Ltd. *(a) | 7,744,968 | 291,094 |
Gemdale Properties & Investment Corp., Ltd. | 6,562,139 | 627,044 |
Giordano International Ltd. | 1,408,951 | 791,636 |
Global Brands Group Holding Ltd. * | 4,693,553 | 227,236 |
Goodbaby International Holdings Ltd. | 955,452 | 391,973 |
HC Group, Inc. | 815,431 | 572,440 |
Security | Number of Shares | Value ($) |
HKBN Ltd. | 909,843 | 1,351,625 |
HKR International Ltd. | 1,047,357 | 572,457 |
Hong Kong Television Network Ltd. * | 410,630 | 146,487 |
Honghua Group Ltd. * | 1,689,085 | 124,816 |
IGG, Inc. | 976,633 | 1,179,590 |
IMAX China Holding, Inc. | 133,241 | 341,213 |
K Wah International Holdings Ltd. | 1,426,372 | 785,069 |
KuangChi Science Ltd. * | 2,007,108 | 181,560 |
Lai Sun Development Co., Ltd. | 351,522 | 537,434 |
Lee's Pharmaceutical Holdings Ltd. | 280,491 | 251,227 |
Lifestyle China Group Ltd. * | 338,528 | 151,389 |
Liu Chong Hing Investment Ltd. | 73,006 | 110,501 |
Luk Fook Holdings International Ltd. | 434,698 | 1,511,964 |
Man Wah Holdings Ltd. (a) | 1,778,353 | 1,164,588 |
Mandarin Oriental International Ltd. | 265,419 | 560,034 |
Microport Scientific Corp. | 329,035 | 415,439 |
MMG Ltd. * | 2,575,290 | 1,289,466 |
NagaCorp Ltd. | 1,746,257 | 1,831,046 |
Nan Hai Corp., Ltd. | 11,917,546 | 294,564 |
New Sports Group Ltd. * | 1,358,744 | 109,061 |
NewOcean Energy Holdings Ltd. * | 1,284,963 | 342,159 |
Pacific Basin Shipping Ltd. | 4,301,026 | 1,030,199 |
Pacific Textiles Holdings Ltd. | 654,029 | 495,798 |
Panda Green Energy Group Ltd. * | 4,253,249 | 214,047 |
Pou Sheng International Holdings Ltd. | 2,501,098 | 487,543 |
Prosperity REIT | 1,386,015 | 554,484 |
Razer, Inc. * | 2,092,910 | 458,638 |
Regina Miracle International Holdings Ltd. | 361,442 | 270,774 |
Road King Infrastructure Ltd. | 341,355 | 579,298 |
Singamas Container Holdings Ltd. | 1,903,054 | 242,461 |
SITC International Holdings Co., Ltd. | 1,378,469 | 1,029,167 |
SmarTone Telecommunications Holdings Ltd. | 501,001 | 506,816 |
Spring Real Estate Investment Trust | 964,919 | 415,527 |
Stella International Holdings Ltd. | 479,700 | 482,212 |
Sun Hung Kai & Co., Ltd. | 896,370 | 492,216 |
Sunlight Real Estate Investment Trust | 1,335,866 | 941,194 |
Superb Summit International Group Ltd. *(b) | 1,120,000 | — |
Texwinca Holdings Ltd. | 326,998 | 151,232 |
The Hongkong & Shanghai Hotels Ltd. | 708,566 | 1,027,339 |
The United Laboratories International Holdings Ltd. (a) | 560,528 | 507,045 |
Town Health International Medical Group Ltd. *(b) | 3,638,120 | 79,957 |
Truly International Holdings Ltd. * | 1,526,626 | 245,072 |
United Energy Group Ltd. | 7,362,632 | 1,210,080 |
Value Partners Group Ltd. | 976,760 | 665,783 |
Vitasoy International Holdings Ltd. | 897,294 | 2,880,889 |
We Solutions Ltd. * | 2,899,813 | 387,927 |
Xiabuxiabu Catering Management China Holdings Co., Ltd. | 251,872 | 396,634 |
Yuexiu Real Estate Investment Trust | 1,383,211 | 939,305 |
42,948,671 | ||
Ireland 0.4% | ||
C&C Group plc | 367,390 | 1,457,632 |
Dalata Hotel Group plc * | 189,709 | 1,575,986 |
Green REIT plc | 776,851 | 1,382,915 |
Hibernia REIT plc (a) | 809,099 | 1,412,080 |
Irish Continental Group plc | 190,871 | 1,212,548 |
Origin Enterprises plc | 157,567 | 1,026,643 |
Permanent TSB Group Holdings plc * | 56,704 | 141,846 |
8,209,650 | ||
Security | Number of Shares | Value ($) |
Israel 0.4% | ||
Africa Israel Properties Ltd. * | 23,858 | 628,829 |
Allot Communications Ltd. * | 31,891 | 198,023 |
Bayside Land Corp. | 227 | 101,915 |
Big Shopping Centers Ltd. | 1,677 | 116,478 |
Brack Capital Properties N.V. * | 3,584 | 413,150 |
Cellcom Israel Ltd. * | 70,778 | 416,873 |
Clal Insurance Enterprises Holdings Ltd. * | 23,192 | 402,706 |
Delek Automotive Systems Ltd. | 18,330 | 109,693 |
Delta Galil Industries Ltd. | 12,488 | 368,457 |
Electra Ltd. | 2,307 | 582,102 |
Formula Systems 1985 Ltd. | 9,583 | 397,761 |
Gilat Satellite Networks Ltd. * | 13,847 | 125,028 |
IDI Insurance Co., Ltd. | 9,342 | 569,438 |
Jerusalem Economy Ltd. * | 176,852 | 484,901 |
Jerusalem Oil Exploration * | 11,365 | 637,493 |
Kenon Holdings Ltd. | 16,268 | 262,817 |
Matrix IT Ltd. | 32,717 | 389,852 |
Menora Mivtachim Holdings Ltd. | 32,838 | 389,560 |
Naphtha Israel Petroleum Corp., Ltd. | 44,546 | 282,172 |
Nova Measuring Instruments Ltd. * | 30,829 | 916,459 |
Partner Communications Co., Ltd. * | 121,627 | 544,709 |
Rami Levy Chain Stores Hashikma Marketing 2006 Ltd. | 10,501 | 536,516 |
Reit 1 Ltd. | 222,729 | 904,678 |
Sella Capital Real Estate Ltd. | 91,292 | 164,378 |
9,943,988 | ||
Italy 2.8% | ||
ACEA S.p.A. | 53,065 | 758,181 |
Amplifon S.p.A. | 138,070 | 2,978,347 |
Anima Holding S.p.A. | 322,920 | 1,502,118 |
Arnoldo Mondadori Editore S.p.A. * | 144,644 | 221,474 |
ASTM S.p.A. | 45,514 | 930,958 |
Autogrill S.p.A. | 154,202 | 1,622,799 |
Azimut Holding S.p.A. | 129,546 | 2,063,449 |
Banca Farmafactoring S.p.A. | 62,562 | 374,873 |
Banca Generali S.p.A. | 62,366 | 1,535,429 |
Banca IFIS S.p.A. | 21,860 | 515,295 |
Banca Popolare di Sondrio Scarl | 518,225 | 2,022,310 |
Beni Stabili S.p.A. | 1,185,119 | 1,043,816 |
Biesse S.p.A. | 13,996 | 498,627 |
BPER Banca | 444,195 | 1,963,402 |
Brembo S.p.A. | 176,080 | 2,360,091 |
Brunello Cucinelli S.p.A. | 32,160 | 1,420,019 |
C.I.R. - Compagnie Industriali Riunite S.p.A. | 399,632 | 451,952 |
Cairo Communication S.p.A. | 30,225 | 110,600 |
Cementir Holding S.p.A. | 55,822 | 394,889 |
Cerved Group S.p.A. | 217,244 | 2,269,815 |
Credito Emiliano S.p.A. | 83,619 | 528,288 |
Danieli & C Officine Meccaniche S.p.A. | 14,846 | 364,467 |
Danieli & C Officine Meccaniche S.p.A. - RSP | 46,024 | 818,227 |
Datalogic S.p.A. | 23,838 | 890,310 |
De'Longhi S.p.A. | 70,231 | 2,301,059 |
DiaSorin S.p.A. | 25,795 | 2,815,170 |
doBank S.p.A. | 29,343 | 333,041 |
Ei Towers S.p.A. | 19,953 | 1,316,308 |
Enav S.p.A. | 242,393 | 1,200,859 |
ERG S.p.A. | 57,710 | 1,197,877 |
Fincantieri S.p.A. * | 517,826 | 768,778 |
Geox S.p.A. (a) | 50,955 | 131,259 |
Gima TT S.p.A. | 28,030 | 406,357 |
Hera S.p.A. | 890,646 | 2,799,991 |
Security | Number of Shares | Value ($) |
IMA Industria Macchine Automatiche S.p.A. | 18,626 | 1,523,495 |
Immobiliare Grande Distribuzione SIIQ S.p.A. | 59,541 | 454,034 |
Infrastrutture Wireless Italiane S.p.A. | 262,828 | 2,006,050 |
Interpump Group S.p.A. | 93,005 | 2,934,690 |
Iren S.p.A. | 561,407 | 1,319,458 |
Italmobiliare S.p.A. | 19,276 | 444,964 |
Juventus Football Club S.p.A. *(a) | 374,474 | 534,169 |
Maire Tecnimont S.p.A. | 124,907 | 581,026 |
MARR S.p.A. | 42,205 | 1,188,353 |
OVS S.p.A. * | 154,596 | 464,071 |
Piaggio & C S.p.A. | 219,177 | 475,598 |
RAI Way S.p.A. | 141,078 | 764,912 |
Reply S.p.A. | 19,442 | 1,289,383 |
Safilo Group S.p.A. *(a) | 44,957 | 185,691 |
Salini Impregilo S.p.A (a) | 186,755 | 455,873 |
Saras S.p.A. | 616,291 | 1,561,744 |
Societa Cattolica di Assicurazioni SC | 173,742 | 1,413,020 |
Societa Iniziative Autostradali e Servizi S.p.A. | 80,367 | 1,122,084 |
Technogym S.p.A. | 132,719 | 1,324,911 |
Tod's S.p.A. (a) | 15,577 | 1,082,899 |
Unipol Gruppo S.p.A. | 610,105 | 2,523,541 |
Zignago Vetro S.p.A. | 28,492 | 262,883 |
64,823,284 | ||
Japan 19.5% | ||
Achilles Corp. | 5,532 | 113,998 |
Adastria Co., Ltd. | 15,768 | 189,981 |
ADEKA Corp. | 113,610 | 1,884,193 |
Advan Co., Ltd. | 200 | 1,833 |
Aeon Delight Co., Ltd. | 21,482 | 774,929 |
Aeon Fantasy Co., Ltd. | 5,600 | 196,456 |
Ai Holdings Corp. | 44,205 | 999,431 |
Aichi Steel Corp. | 17,859 | 648,261 |
Aida Engineering Ltd. | 71,764 | 645,899 |
Aisan Industry Co., Ltd. | 15,768 | 133,954 |
Akatsuki, Inc. | 3,535 | 122,419 |
Akebono Brake Industry Co., Ltd. * | 114,500 | 262,281 |
Alconix Corp. | 16,882 | 247,555 |
Alpen Co., Ltd. | 7,884 | 142,201 |
Alpine Electronics, Inc. | 50,429 | 1,123,323 |
Amano Corp. | 84,930 | 1,779,252 |
Amuse, Inc. | 4,949 | 144,384 |
Anest Iwata Corp. | 16,375 | 162,443 |
Anicom Holdings, Inc. | 18,373 | 622,182 |
Anritsu Corp. | 175,717 | 2,758,924 |
AOKI Holdings, Inc. | 45,963 | 620,937 |
Arakawa Chemical Industries Ltd. | 19,210 | 292,953 |
Arata Corp. | 13,644 | 647,224 |
Arcland Sakamoto Co., Ltd. | 38,301 | 497,739 |
Arcland Service Holdings Co., Ltd. | 5,232 | 94,510 |
Arcs Co., Ltd. | 39,821 | 978,961 |
Aruhi Corp. | 11,043 | 275,465 |
AS One Corp. | 15,780 | 1,139,900 |
Asahi Diamond Industrial Co., Ltd. | 65,351 | 484,453 |
Asahi Holdings, Inc. | 39,241 | 746,352 |
ASAHI YUKIZAI Corp. | 9,605 | 216,640 |
ASKA Pharmaceutical Co., Ltd. | 45,405 | 557,709 |
Ateam, Inc. | 4,953 | 94,428 |
Atom Corp. | 100,638 | 960,229 |
Atsugi Co., Ltd. | 36,299 | 381,698 |
Avex, Inc. | 39,566 | 531,662 |
Axial Retailing, Inc. | 16,641 | 585,290 |
Bando Chemical Industries Ltd. | 31,922 | 356,976 |
Bank of Saga Ltd. | 5,632 | 116,769 |
Security | Number of Shares | Value ($) |
Bank of the Ryukyus Ltd. | 47,541 | 565,939 |
Belc Co., Ltd. | 12,166 | 642,943 |
Bell System24 Holdings, Inc. | 40,236 | 692,704 |
Belluna Co., Ltd. | 56,187 | 620,218 |
Benefit One, Inc. | 35,900 | 1,027,934 |
BML, Inc. | 22,958 | 644,940 |
Broadleaf Co., Ltd. | 74,228 | 485,325 |
BRONCO BILLY Co., Ltd. | 10,915 | 335,664 |
Bunka Shutter Co., Ltd. | 68,216 | 507,537 |
Canon Electronics, Inc. | 21,994 | 462,948 |
Cawachi Ltd. | 17,224 | 329,615 |
Central Glass Co., Ltd. | 49,033 | 1,161,651 |
CHIMNEY Co., Ltd. | 16,196 | 424,892 |
Chiyoda Co., Ltd. | 32,059 | 635,773 |
Chiyoda Integre Co., Ltd. | 5,532 | 113,948 |
Chofu Seisakusho Co., Ltd. | 25,256 | 549,147 |
Chubu Shiryo Co., Ltd. | 31,343 | 423,993 |
Chudenko Corp. | 35,056 | 827,674 |
Chugai Ro Co., Ltd. | 4,553 | 118,008 |
Chugoku Marine Paints Ltd. | 69,123 | 685,090 |
Chukyo Bank Ltd. | 5,532 | 115,195 |
CI Takiron Corp. | 19,370 | 107,606 |
CKD Corp. | 65,290 | 966,234 |
Clarion Co., Ltd. | 117,043 | 336,716 |
CMIC Holdings Co., Ltd. | 6,470 | 139,220 |
CMK Corp. | 44,896 | 316,217 |
Cocokara fine, Inc. | 21,101 | 1,259,761 |
Colowide Co., Ltd. | 66,528 | 1,850,917 |
Computer Engineering & Consulting Ltd. | 22,510 | 493,095 |
CONEXIO Corp. | 8,391 | 161,638 |
COOKPAD, Inc. | 27,397 | 116,867 |
Cosel Co., Ltd. | 13,747 | 165,507 |
Create Restaurants Holdings, Inc. (a) | 53,657 | 642,616 |
Create SD Holdings Co., Ltd. | 25,248 | 587,682 |
DA Consortium Holdings, Inc. | 25,876 | 858,761 |
Dai Nippon Toryo Co., Ltd. | 32,722 | 370,054 |
Dai-Dan Co., Ltd. | 5,632 | 143,892 |
Daibiru Corp. | 60,170 | 628,370 |
Daido Metal Co., Ltd. | 40,141 | 344,991 |
Daihen Corp. | 125,564 | 687,355 |
Daiho Corp. | 96,450 | 513,194 |
Daiichi Jitsugyo Co., Ltd. | 3,395 | 109,304 |
Daiken Corp. | 17,873 | 361,054 |
Daikokutenbussan Co., Ltd. | 2,337 | 90,416 |
Daikyonishikawa Corp. | 65,312 | 813,418 |
Dainichiseika Color & Chemicals Manufacturing Co., Ltd. | 17,580 | 543,801 |
Daio Paper Corp. (a) | 84,695 | 1,202,236 |
Daiseki Co., Ltd. | 44,272 | 1,169,434 |
Daito Pharmaceutical Co., Ltd. | 15,780 | 453,256 |
Daiwa Industries Ltd. | 30,185 | 323,668 |
Daiwabo Holdings Co., Ltd. | 21,446 | 1,282,292 |
DCM Holdings Co., Ltd. | 112,230 | 1,027,312 |
Denki Kogyo Co., Ltd. | 15,574 | 478,238 |
Denyo Co., Ltd. | 6,690 | 99,790 |
Descente Ltd. | 54,226 | 1,068,040 |
Dexerials Corp. | 78,527 | 865,401 |
Digital Arts, Inc. | 8,411 | 384,577 |
Digital Garage, Inc. | 34,588 | 1,185,322 |
Dip Corp. | 24,573 | 587,704 |
Doshisha Co., Ltd. | 30,010 | 613,543 |
Doutor Nichires Holdings Co., Ltd. | 32,323 | 569,883 |
DTS Corp. | 23,818 | 978,410 |
Duskin Co., Ltd. | 51,053 | 1,231,147 |
DyDo Group Holdings, Inc. | 11,672 | 566,311 |
Eagle Industry Co., Ltd. | 30,629 | 434,775 |
Earth Corp. | 16,696 | 758,875 |
EDION Corp. | 84,059 | 964,270 |
Security | Number of Shares | Value ($) |
Eiken Chemical Co., Ltd. | 38,338 | 795,561 |
Eizo Corp. | 21,719 | 960,740 |
Elecom Co., Ltd. | 23,838 | 632,040 |
Enplas Corp. | 12,481 | 357,372 |
EPS Holdings, Inc. | 36,305 | 740,932 |
eRex Co., Ltd. | 27,401 | 284,179 |
ESPEC Corp. | 26,207 | 538,864 |
euglena Co., Ltd. *(a) | 72,344 | 548,036 |
F@N Communications, Inc. | 65,977 | 405,793 |
Fancl Corp. | 41,050 | 2,113,861 |
FCC Co., Ltd. | 38,685 | 1,201,874 |
Feed One Co., Ltd. | 79,875 | 147,670 |
FIDEA Holdings Co., Ltd. | 288,938 | 445,582 |
Financial Products Group Co., Ltd. | 74,695 | 823,844 |
Foster Electric Co., Ltd. | 22,552 | 316,869 |
Fudo Tetra Corp. | 67,874 | 128,543 |
Fuji Co., Ltd. | 28,766 | 545,305 |
Fuji Corp. | 88,155 | 1,481,904 |
Fuji Kyuko Co., Ltd. | 29,709 | 852,005 |
Fuji Oil Co., Ltd. | 76,792 | 315,104 |
Fuji Pharma Co., Ltd. | 12,167 | 195,423 |
Fuji Seal International, Inc. | 49,650 | 1,755,224 |
Fuji Soft, Inc. | 26,326 | 1,298,672 |
Fujibo Holdings, Inc. | 15,934 | 448,339 |
Fujicco Co., Ltd. | 29,318 | 640,906 |
Fujimi, Inc. | 21,645 | 585,216 |
Fujimori Kogyo Co., Ltd. | 16,190 | 508,835 |
Fujita Kanko, Inc. | 3,395 | 104,405 |
Fujitec Co., Ltd. | 91,722 | 1,215,129 |
Fujiya Co., Ltd. | 4,553 | 100,968 |
Fukuda Corp. | 2,237 | 112,369 |
Fukushima Industries Corp. | 15,287 | 736,191 |
FULLCAST Holdings Co., Ltd. | 22,669 | 552,389 |
Funai Soken Holdings, Inc. | 37,996 | 819,646 |
Furukawa Co., Ltd. | 45,017 | 727,109 |
Furuno Electric Co., Ltd. | 16,500 | 205,050 |
Fuso Chemical Co., Ltd. | 24,598 | 614,479 |
Futaba Corp. | 45,469 | 843,484 |
Futaba Industrial Co., Ltd. | 65,292 | 437,498 |
Future Corp. | 8,906 | 143,447 |
Fuyo General Lease Co., Ltd. | 20,611 | 1,239,801 |
G-Tekt Corp. | 23,844 | 398,027 |
Gakken Holdings Co., Ltd. | 4,042 | 159,114 |
Genky DrugStores Co., Ltd. | 4,853 | 176,377 |
Geo Holdings Corp. | 34,527 | 503,185 |
Giken Ltd. (a) | 17,267 | 391,013 |
GMO internet, Inc. | 69,086 | 1,198,733 |
Godo Steel Ltd. | 16,682 | 350,084 |
Goldcrest Co., Ltd. | 19,478 | 324,970 |
Goldwin, Inc. | 19,844 | 1,377,993 |
Gun-Ei Chemical Industry Co., Ltd. | 6,670 | 192,788 |
Gunze Ltd. | 19,356 | 1,014,189 |
Gurunavi, Inc. | 33,985 | 280,437 |
Hamakyorex Co., Ltd. | 15,523 | 523,570 |
Hanwa Co., Ltd. | 41,390 | 1,399,761 |
Hazama Ando Corp. | 199,547 | 1,500,854 |
Heiwa Real Estate Co., Ltd. | 43,331 | 753,022 |
Heiwado Co., Ltd. | 35,900 | 941,491 |
Hibiya Engineering Ltd. | 22,510 | 386,112 |
Hiday Hidaka Corp. | 30,796 | 624,891 |
Hioki EE Corp. | 5,865 | 214,480 |
Hirata Corp. (a) | 9,795 | 760,562 |
Hitachi Zosen Corp. | 197,971 | 853,408 |
Hito Communications, Inc. | 12,515 | 203,495 |
Hochiki Corp. | 5,811 | 86,312 |
Hodogaya Chemical Co., Ltd. | 6,670 | 202,413 |
Hogy Medical Co., Ltd. | 28,330 | 981,081 |
Hokuetsu Corp. | 164,743 | 916,683 |
Security | Number of Shares | Value ($) |
Hokuto Corp. | 27,181 | 467,459 |
Hosiden Corp. | 71,583 | 695,269 |
Hosokawa Micron Corp. | 7,950 | 481,796 |
IBJ Leasing Co., Ltd. | 34,197 | 894,053 |
Ichibanya Co., Ltd. | 20,465 | 831,445 |
Ichikoh Industries Ltd. | 57,680 | 650,743 |
Ichiyoshi Securities Co., Ltd. | 52,470 | 526,191 |
Icom, Inc. | 4,753 | 104,803 |
Idec Corp. | 33,258 | 697,343 |
IDOM, Inc. | 70,050 | 237,533 |
Iino Kaiun Kaisha Ltd. | 129,510 | 687,932 |
Inaba Denki Sangyo Co., Ltd. | 31,620 | 1,341,679 |
Inabata & Co., Ltd. | 55,416 | 836,100 |
Inageya Co., Ltd. | 17,681 | 263,417 |
Ines Corp. | 11,522 | 127,185 |
Infomart Corp. | 108,122 | 1,278,333 |
Information Services International-Dentsu Ltd. | 22,908 | 810,875 |
Intage Holdings, Inc. | 16,175 | 148,643 |
Internet Initiative Japan, Inc. | 32,698 | 699,755 |
Iriso Electronics Co., Ltd. | 23,122 | 1,307,435 |
Iseki & Co., Ltd. | 6,790 | 121,673 |
Ishihara Sangyo Kaisha Ltd. * | 43,011 | 643,119 |
Istyle, Inc. (a) | 53,609 | 652,194 |
Itochu Enex Co., Ltd. | 59,985 | 576,670 |
Itochu-Shokuhin Co., Ltd. | 2,137 | 112,550 |
Itoki Corp. | 55,058 | 303,381 |
Iwatani Corp. | 48,651 | 1,711,132 |
J Trust Co., Ltd. (a) | 91,125 | 626,210 |
J-Oil Mills, Inc. | 14,254 | 489,766 |
JAC Recruitment Co., Ltd. | 7,684 | 167,422 |
Jaccs Co., Ltd. | 31,873 | 697,334 |
Japan Lifeline Co., Ltd. | 71,450 | 1,371,845 |
Japan Material Co., Ltd. | 65,142 | 947,595 |
Japan Pulp & Paper Co., Ltd. | 7,065 | 279,070 |
Japan Securities Finance Co., Ltd. | 110,875 | 617,944 |
Japan Transcity Corp. | 25,081 | 117,166 |
JCR Pharmaceuticals Co., Ltd. | 17,033 | 923,194 |
JCU Corp. | 23,952 | 587,757 |
Jeol Ltd. | 82,436 | 858,670 |
Jimoto Holdings, Inc. | 267,846 | 422,718 |
JINS, Inc. | 16,420 | 845,544 |
Joshin Denki Co., Ltd. | 21,938 | 593,534 |
Joyful Honda Co., Ltd. | 67,203 | 1,000,000 |
JSP Corp. | 10,704 | 271,063 |
Juki Corp. | 36,558 | 430,579 |
Justsystems Corp. | 41,110 | 743,343 |
JVC Kenwood Corp. | 153,165 | 436,490 |
K&O Energy Group, Inc. | 7,169 | 115,663 |
kabu.com Securities Co., Ltd. | 210,925 | 707,617 |
Kadokawa Dwango * | 48,055 | 526,120 |
Kaga Electronics Co., Ltd. | 23,559 | 457,859 |
Kameda Seika Co., Ltd. | 16,241 | 721,350 |
Kamei Corp. | 25,128 | 313,406 |
Kanaden Corp. | 8,906 | 94,614 |
Kanamoto Co., Ltd. | 30,203 | 942,439 |
Kanematsu Corp. | 102,108 | 1,518,475 |
Kanematsu Electronics Ltd. | 8,028 | 274,031 |
Kansai Mirai Financial Group, Inc. * | 171,340 | 1,557,566 |
Kanto Denka Kogyo Co., Ltd. | 47,783 | 506,767 |
Kappa Create Co., Ltd. | 8,906 | 108,348 |
Kasai Kogyo Co., Ltd. | 12,940 | 142,721 |
Katakura Industries Co., Ltd. | 29,975 | 359,262 |
Katitas Co., Ltd. | 29,299 | 943,296 |
Kato Sangyo Co., Ltd. | 28,315 | 921,830 |
Kato Works Co., Ltd. | 12,190 | 362,781 |
KAWADA TECHNOLOGIES, Inc. | 1,758 | 95,443 |
Keihanshin Building Co., Ltd. | 58,907 | 446,245 |
Security | Number of Shares | Value ($) |
Keihin Corp. | 54,381 | 1,146,128 |
Kenedix, Inc. | 262,407 | 1,692,032 |
Kenko Mayonnaise Co., Ltd. | 13,569 | 360,013 |
Key Coffee, Inc. | 27,260 | 519,952 |
KFC Holdings Japan Ltd. | 6,590 | 118,624 |
KH Neochem Co., Ltd. | 42,237 | 1,580,769 |
Kintetsu Department Store Co., Ltd. * | 3,395 | 110,682 |
Kintetsu World Express, Inc. | 40,318 | 798,833 |
Kisoji Co., Ltd. | 28,659 | 674,314 |
Kitanotatsujin Corp. (a) | 57,630 | 299,363 |
Kitz Corp. | 100,369 | 883,439 |
KLab, Inc. (a) | 34,061 | 304,102 |
Koa Corp. | 36,539 | 734,504 |
Koatsu Gas Kogyo Co., Ltd. | 13,180 | 99,606 |
Kobe Bussan Co., Ltd. | 4,895 | 240,589 |
Kohnan Shoji Co., Ltd. | 31,531 | 728,809 |
Komatsu Seiren Co., Ltd. | 22,745 | 180,303 |
KOMEDA Holdings Co., Ltd. | 38,280 | 740,848 |
Komori Corp. | 52,952 | 639,426 |
Konishi Co., Ltd. | 17,833 | 282,247 |
Konoike Transport Co., Ltd. | 40,326 | 665,160 |
Koshidaka Holdings Co., Ltd. | 40,337 | 425,979 |
Kotobuki Spirits Co., Ltd. | 21,206 | 937,092 |
Krosaki Harima Corp. | 2,036 | 152,399 |
Kumagai Gumi Co., Ltd. | 41,525 | 1,125,334 |
Kumiai Chemical Industry Co., Ltd. | 106,597 | 910,379 |
Kura Corp. | 12,151 | 721,050 |
Kurabo Industries Ltd. | 251,876 | 699,624 |
Kureha Corp. | 21,742 | 1,535,283 |
KYB Corp. | 22,684 | 931,827 |
Kyoei Steel Ltd. | 16,223 | 297,730 |
Kyokuto Kaihatsu Kogyo Co., Ltd. | 39,259 | 595,161 |
Kyokuto Securities Co., Ltd. | 37,588 | 481,693 |
Kyokuyo Co., Ltd. | 15,368 | 435,878 |
Kyoritsu Maintenance Co., Ltd. | 27,471 | 1,303,129 |
Kyosan Electric Manufacturing Co., Ltd. | 33,420 | 196,207 |
Lasertec Corp. | 40,763 | 1,520,088 |
LEC, Inc. | 16,175 | 796,460 |
Life Corp. | 23,155 | 565,067 |
LIFULL Co., Ltd. | 67,416 | 415,251 |
Linical Co., Ltd. | 9,785 | 151,516 |
Link And Motivation, Inc. | 43,540 | 502,604 |
LIXIL VIVA Corp. | 15,560 | 251,744 |
M&A Capital Partners Co., Ltd. * | 5,500 | 335,302 |
Macnica Fuji Electronics Holdings, Inc. | 46,065 | 828,784 |
Macromill, Inc. | 31,343 | 759,513 |
Maeda Kosen Co., Ltd. | 10,312 | 185,437 |
Makino Milling Machine Co., Ltd. | 112,985 | 1,044,412 |
Mandom Corp. | 43,482 | 1,309,734 |
Mani, Inc. | 23,594 | 1,033,042 |
Mars Engineering Corp. | 13,075 | 272,501 |
Marudai Food Co., Ltd. | 154,360 | 606,944 |
Maruha Nichiro Corp. | 39,199 | 1,362,783 |
Marusan Securities Co., Ltd. | 77,448 | 663,531 |
Maruwa Co., Ltd. | 9,392 | 703,013 |
Maruwa Unyu Kikan Co., Ltd. | 10,065 | 341,294 |
Maruzen Showa Unyu Co., Ltd. | 82,240 | 413,851 |
Marvelous, Inc. (a) | 39,239 | 306,099 |
Matsuya Co., Ltd. | 52,165 | 553,711 |
Matsuya Foods Co., Ltd. | 10,886 | 356,862 |
Max Co., Ltd. | 54,455 | 781,331 |
Maxell Holdings Ltd. | 46,062 | 744,403 |
MCJ Co., Ltd. | 71,424 | 647,992 |
Medical Data Vision Co., Ltd. *(a) | 10,997 | 188,135 |
Megachips Corp. (a) | 22,520 | 430,964 |
Meidensha Corp. | 237,404 | 815,718 |
Meiko Network Japan Co., Ltd. | 200 | 1,926 |
Meisei Industrial Co., Ltd. | 24,666 | 187,967 |
Security | Number of Shares | Value ($) |
Meitec Corp. | 28,918 | 1,397,849 |
Melco Holdings, Inc. | 3,016 | 113,965 |
Menicon Co., Ltd. | 23,194 | 532,342 |
METAWATER Co., Ltd. | 14,846 | 400,990 |
Micronics Japan Co., Ltd. | 27,174 | 214,432 |
Mie Kotsu Group Holdings, Inc. | 26,439 | 128,756 |
Milbon Co., Ltd. | 26,091 | 1,188,254 |
Mimasu Semiconductor Industry Co., Ltd. | 7,069 | 114,943 |
Ministop Co., Ltd. | 18,503 | 335,569 |
Mirait Holdings Corp. | 72,043 | 1,131,144 |
Miroku Jyoho Service Co., Ltd. | 17,858 | 408,261 |
Mito Securities Co., Ltd. | 32,150 | 109,597 |
Mitsuba Corp. | 46,851 | 386,182 |
Mitsubishi Logisnext Co., Ltd. | 19,917 | 237,635 |
Mitsubishi Pencil Co., Ltd. | 53,648 | 972,955 |
Mitsubishi Research Institute, Inc. | 3,295 | 125,548 |
Mitsubishi Steel Manufacturing Co., Ltd. | 5,632 | 108,236 |
Mitsuboshi Belting Ltd. | 35,531 | 434,825 |
Mitsui High-Tec, Inc. | 28,508 | 414,180 |
Mitsui Sugar Co., Ltd. | 18,457 | 504,349 |
Mitsui-Soko Holdings Co., Ltd. * | 123,188 | 416,607 |
Mitsuuroko Group Holdings Co., Ltd. | 24,059 | 169,456 |
Mizuno Corp. | 22,081 | 589,636 |
Modec, Inc. | 20,685 | 627,723 |
Monex Group, Inc. (a) | 207,110 | 988,061 |
Monogatari Corp. | 3,942 | 369,724 |
Morita Holdings Corp. | 51,084 | 1,102,900 |
MOS Food Services, Inc. | 31,521 | 834,325 |
MTI Ltd. | 45,593 | 261,095 |
Musashi Seimitsu Industry Co., Ltd. | 24,874 | 840,088 |
Nachi-Fujikoshi Corp. | 22,423 | 1,089,958 |
Nagaileben Co., Ltd. | 30,238 | 706,830 |
Nagatanien Holdings Co., Ltd. | 9,106 | 122,935 |
Namura Shipbuilding Co., Ltd. | 72,647 | 326,923 |
NDS Co., Ltd. | 5,280 | 294,272 |
NEC Networks & System Integration Corp. | 30,629 | 719,837 |
NET One Systems Co., Ltd. | 90,202 | 2,093,881 |
Neturen Co., Ltd. | 17,289 | 158,413 |
Nextage Co., Ltd. (a) | 27,601 | 202,119 |
Nichi-iko Pharmaceutical Co., Ltd. | 54,361 | 792,239 |
Nichias Corp. | 133,457 | 1,739,147 |
Nichiban Co., Ltd. | 8,998 | 219,746 |
Nichicon Corp. | 84,788 | 972,632 |
Nichiden Corp. | 6,011 | 106,901 |
Nichiha Corp. | 31,255 | 879,430 |
NichiiGakkan Co., Ltd. | 48,497 | 408,934 |
Nihon Nohyaku Co., Ltd. | 79,544 | 567,428 |
Nihon Parkerizing Co., Ltd. | 112,196 | 1,492,439 |
Nihon Tokushu Toryo Co., Ltd. | 10,998 | 237,942 |
Nihon Trim Co., Ltd. | 5,903 | 299,183 |
Nihon Unisys Ltd. | 74,670 | 1,828,282 |
Nikkiso Co., Ltd. | 69,183 | 826,690 |
Nippon Beet Sugar Manufacturing Co., Ltd. | 5,632 | 99,551 |
Nippon Carbon Co., Ltd. | 11,089 | 685,031 |
Nippon Ceramic Co., Ltd. | 27,511 | 740,094 |
Nippon Chemi-Con Corp. | 18,098 | 595,732 |
Nippon Denko Co., Ltd. | 126,246 | 325,620 |
Nippon Densetsu Kogyo Co., Ltd. | 42,367 | 824,912 |
Nippon Flour Mills Co., Ltd. | 61,397 | 1,028,774 |
Nippon Gas Co., Ltd. | 42,492 | 2,011,841 |
Nippon Holdings Co., Ltd. | 58,080 | 1,475,505 |
Nippon Kanzai Co., Ltd. | 26,387 | 506,870 |
Nippon Koei Co., Ltd. | 17,050 | 432,843 |
Nippon Light Metal Holdings Co., Ltd. | 685,032 | 1,513,576 |
Nippon Parking Development Co., Ltd. | 267,846 | 417,887 |
Nippon Seiki Co., Ltd. | 56,279 | 1,048,078 |
Nippon Sheet Glass Co., Ltd. | 102,906 | 1,088,594 |
Security | Number of Shares | Value ($) |
Nippon Signal Co., Ltd. | 77,499 | 798,159 |
Nippon Soda Co., Ltd. | 170,014 | 972,078 |
Nippon Steel & Sumikin Bussan Corp. | 16,846 | 853,808 |
Nippon Suisan Kaisha Ltd. | 283,887 | 1,561,718 |
Nippon Thompson Co., Ltd. | 84,776 | 622,335 |
Nippon Valqua Industries Ltd. | 17,489 | 511,808 |
Nippon Yakin Kogyo Co., Ltd. | 138,467 | 464,533 |
Nishimatsu Construction Co., Ltd. | 60,486 | 1,451,533 |
Nishimatsuya Chain Co., Ltd. | 63,414 | 686,840 |
Nishio Rent All Co., Ltd. | 14,420 | 451,905 |
Nissei ASB Machine Co., Ltd. (a) | 7,325 | 329,967 |
Nissei Build Kogyo Co., Ltd. | 14,354 | 137,346 |
Nissha Co., Ltd. (a) | 45,613 | 951,051 |
Nissin Corp. | 16,672 | 350,024 |
Nissin Electric Co., Ltd. | 60,000 | 532,444 |
Nissin Kogyo Co., Ltd. | 44,761 | 750,423 |
Nitta Corp. | 25,256 | 915,625 |
Nittetsu Mining Co., Ltd. | 7,477 | 345,243 |
Nitto Boseki Co., Ltd. | 34,014 | 784,360 |
Nitto Kogyo Corp. | 34,228 | 582,171 |
Nitto Kohki Co., Ltd. | 4,653 | 101,843 |
Nohmi Bosai Ltd. | 25,597 | 542,711 |
Nojima Corp. | 37,994 | 841,189 |
Nomura Co., Ltd. | 48,816 | 977,773 |
Noritake Co., Ltd. | 17,289 | 1,041,534 |
Noritsu Koki Co., Ltd. | 19,957 | 521,400 |
Noritz Corp. | 46,827 | 711,157 |
NSD Co., Ltd. | 46,866 | 980,980 |
Obara Group, Inc. | 14,069 | 701,642 |
Ohara, Inc. (a) | 6,670 | 168,848 |
Ohsho Food Service Corp. | 12,867 | 841,284 |
Oiles Corp. | 35,680 | 770,651 |
Okabe Co., Ltd. | 68,751 | 631,181 |
Okamoto Industries, Inc. | 88,600 | 976,410 |
Okamura Corp. | 100,101 | 1,367,660 |
Okasan Securities Group, Inc. | 175,768 | 844,878 |
Oki Electric Industry Co., Ltd. | 104,578 | 1,321,313 |
Okumura Corp. | 43,373 | 1,320,141 |
Okuwa Co., Ltd. | 11,343 | 106,694 |
Onoken Co., Ltd. | 6,490 | 103,889 |
Onward Holdings Co., Ltd. | 134,711 | 894,145 |
Open Door, Inc. * | 10,312 | 311,076 |
Optex Group Co., Ltd. | 35,666 | 796,402 |
Optorun Co., Ltd. (a) | 8,727 | 259,327 |
Osaka Soda Co., Ltd. | 19,514 | 556,110 |
Osaka Steel Co., Ltd. | 5,911 | 107,361 |
OSAKA Titanium Technologies Co., Ltd. | 18,706 | 277,844 |
Osaki Electric Co., Ltd. | 46,291 | 341,072 |
OSJB Holdings Corp. | 44,730 | 115,773 |
Outsourcing, Inc. | 93,889 | 1,769,653 |
Oyo Corp. | 8,906 | 112,766 |
Pacific Industrial Co., Ltd. | 50,655 | 822,741 |
Pacific Metals Co., Ltd. * | 16,275 | 547,466 |
Pack Corp. | 9,981 | 283,538 |
PAL GROUP Holdings Co., Ltd. | 15,927 | 356,503 |
Paramount Bed Holdings Co., Ltd. | 23,407 | 1,078,683 |
Pasona Group, Inc. | 15,061 | 249,511 |
Pepper Food Service Co., Ltd. (a) | 15,943 | 549,238 |
PIA Corp. | 7,000 | 327,005 |
Piolax, Inc. | 33,369 | 732,472 |
Pioneer Corp. *(a) | 336,871 | 394,943 |
Plenus Co., Ltd. (a) | 30,629 | 512,394 |
Press Kogyo Co., Ltd. | 121,560 | 638,030 |
Pressance Corp. | 40,848 | 626,617 |
Prestige International, Inc. | 52,645 | 606,758 |
Prima Meat Packers Ltd. | 179,358 | 892,868 |
Qol Co., Ltd. | 15,109 | 301,676 |
Raito Kogyo Co., Ltd. | 62,573 | 790,028 |
Security | Number of Shares | Value ($) |
Relia, Inc. | 51,084 | 666,163 |
Retail Partners Co., Ltd. | 30,588 | 441,365 |
Rheon Automatic Machinery Co., Ltd. | 39,859 | 713,174 |
Ricoh Leasing Co., Ltd. | 15,547 | 515,266 |
Riken Corp. | 5,472 | 288,195 |
Riken Keiki Co., Ltd. | 27,501 | 611,354 |
Riken Technos Corp. | 79,083 | 405,810 |
Riken Vitamin Co., Ltd. | 11,319 | 399,128 |
Ringer Hut Co., Ltd. (a) | 28,398 | 604,660 |
Riso Kagaku Corp. | 33,525 | 816,923 |
Rock Field Co., Ltd. | 8,791 | 145,400 |
Rokko Butter Co., Ltd. | 5,332 | 127,572 |
Roland DG Corp. | 5,232 | 123,150 |
Rorze Corp. | 5,132 | 106,449 |
Round One Corp. | 74,463 | 981,782 |
Royal Holdings Co., Ltd. | 35,637 | 885,421 |
RS Technologies Co., Ltd. | 6,179 | 331,003 |
Ryobi Ltd. | 29,778 | 1,094,335 |
Ryosan Co., Ltd. | 32,625 | 1,231,326 |
Ryoyo Electro Corp. | 10,005 | 160,607 |
S Foods, Inc. | 21,923 | 861,024 |
Sagami Chain Co., Ltd. | 9,206 | 115,817 |
Saibu Gas Co., Ltd. | 33,992 | 783,546 |
Saizeriya Co., Ltd. (a) | 27,526 | 553,573 |
Sakai Chemical Industry Co., Ltd. | 16,834 | 442,085 |
Sakai Moving Service Co., Ltd. | 11,027 | 601,644 |
Sakata INX Corp. | 53,433 | 712,215 |
Sakata Seed Corp. | 35,776 | 1,240,553 |
San ju San Financial Group, Inc. * | 14,962 | 295,907 |
San-A Co., Ltd. | 21,486 | 1,003,720 |
San-Ai Oil Co., Ltd. | 67,750 | 845,615 |
Sanden Holdings Corp. * | 27,698 | 364,444 |
Sangetsu Corp. | 75,056 | 1,436,342 |
Sanken Electric Co., Ltd. | 126,000 | 723,831 |
Sanki Engineering Co., Ltd. | 57,072 | 619,179 |
Sankyo Tateyama, Inc. | 34,698 | 431,202 |
Sanshin Electronics Co., Ltd. | 21,938 | 377,290 |
Sanyo Chemical Industries Ltd. | 14,319 | 697,322 |
Sanyo Denki Co., Ltd. | 10,204 | 546,618 |
Sanyo Electric Railway Co., Ltd. | 11,895 | 274,620 |
Sanyo Shokai Ltd. | 17,289 | 314,019 |
Sanyo Special Steel Co., Ltd. | 26,377 | 609,679 |
Sato Holdings Corp. | 25,905 | 838,697 |
Seika Corp. | 7,177 | 131,326 |
Seikagaku Corp. | 39,844 | 562,706 |
Seiko Holdings Corp. | 34,471 | 966,811 |
Seiren Co., Ltd. | 58,928 | 1,006,004 |
Sekisui Jushi Corp. | 27,797 | 551,252 |
Sekisui Plastics Co., Ltd. | 32,653 | 298,304 |
Senko Group Holdings Co., Ltd. | 118,781 | 981,227 |
Senshu Ikeda Holdings, Inc. | 236,948 | 839,794 |
Shibuya Corp. | 21,195 | 788,469 |
Shikoku Chemicals Corp. | 35,671 | 470,316 |
Shin-Etsu Polymer Co., Ltd. | 27,597 | 232,702 |
Shindengen Electric Manufacturing Co., Ltd. | 9,664 | 487,187 |
Shinko Electric Industries Co., Ltd. | 82,551 | 779,464 |
Shinko Plantech Co., Ltd. | 48,976 | 459,792 |
Shinko Shoji Co., Ltd. | 7,369 | 109,321 |
Shinmaywa Industries Ltd. | 93,254 | 1,127,778 |
Shinnihon Corp. | 33,124 | 354,287 |
Shinwa Co., Ltd. | 4,953 | 98,850 |
Ship Healthcare Holdings, Inc. | 45,521 | 1,754,992 |
Shizuoka Gas Co., Ltd. | 79,684 | 656,817 |
SHO-BOND Holdings Co., Ltd. | 26,556 | 1,865,638 |
Shoei Co., Ltd. | 8,591 | 366,465 |
Shoei Foods Corp. | 15,268 | 548,703 |
Showa Corp. | 53,661 | 857,531 |
Security | Number of Shares | Value ($) |
Showa Sangyo Co., Ltd. | 30,753 | 811,501 |
Siix Corp. | 41,004 | 825,368 |
Sinanen Holdings Co., Ltd. | 4,653 | 113,131 |
Sinfonia Technology Co., Ltd. | 174,309 | 625,648 |
Sinko Industries Ltd. | 10,312 | 156,793 |
Sintokogio Ltd. | 72,005 | 668,198 |
SMK Corp. | 42,062 | 125,938 |
SMS Co., Ltd. | 61,230 | 1,164,024 |
Sodick Co., Ltd. | 54,166 | 527,567 |
Sogo Medical Co., Ltd. | 18,464 | 379,820 |
Solasto Corp. | 35,265 | 406,127 |
ST Corp. | 4,553 | 84,010 |
St Marc Holdings Co., Ltd. | 19,820 | 465,806 |
Star Micronics Co., Ltd. | 39,810 | 719,836 |
Starts Corp., Inc. | 34,536 | 786,742 |
Starzen Co., Ltd. | 5,372 | 225,034 |
Stella Chemifa Corp. | 11,319 | 407,294 |
Studio Alice Co., Ltd. | 19,210 | 429,295 |
Sumida Corp. | 30,329 | 400,430 |
Sumitomo Bakelite Co., Ltd. | 181,110 | 1,790,112 |
Sumitomo Densetsu Co., Ltd. | 6,390 | 107,590 |
Sumitomo Mitsui Construction Co., Ltd. | 177,064 | 1,172,070 |
Sumitomo Riko Co., Ltd. | 44,896 | 438,089 |
Sumitomo Seika Chemicals Co., Ltd. | 8,980 | 462,423 |
Sun Frontier Fudousan Co., Ltd. | 23,384 | 289,124 |
Sushiro Global Holdings Ltd. * | 21,838 | 1,244,678 |
SWCC Showa Holdings Co., Ltd. | 29,322 | 210,227 |
Systena Corp. | 78,461 | 1,017,513 |
T Hasegawa Co., Ltd. | 14,130 | 278,433 |
T-Gaia Corp. | 23,093 | 609,163 |
Tachi-S Co., Ltd. | 35,904 | 572,793 |
Tachibana Eletech Co., Ltd. | 8,391 | 144,006 |
Taihei Dengyo Kaisha Ltd. | 19,370 | 480,210 |
Taiho Kogyo Co., Ltd. | 27,801 | 292,088 |
Taikisha Ltd. | 37,708 | 1,219,130 |
Taiyo Holdings Co., Ltd. | 18,783 | 741,936 |
Takamatsu Construction Group Co., Ltd. | 10,316 | 268,587 |
Takaoka Toko Co., Ltd. | 15,911 | 242,930 |
Takara Bio, Inc. | 58,274 | 1,452,580 |
Takara Leben Co., Ltd. | 110,150 | 366,554 |
Takara Standard Co., Ltd. | 56,389 | 917,399 |
Takasago International Corp. | 19,247 | 683,022 |
Takasago Thermal Engineering Co., Ltd. | 78,653 | 1,394,524 |
Takeuchi Manufacturing Co., Ltd. | 40,848 | 1,047,309 |
Takuma Co., Ltd. | 93,800 | 1,158,912 |
Tamron Co., Ltd. | 19,427 | 386,140 |
Tamura Corp. | 102,733 | 745,818 |
Tanseisha Co., Ltd. | 37,568 | 427,229 |
Tateru, Inc. (a) | 32,449 | 469,974 |
Tayca Corp. | 14,154 | 354,217 |
TechnoPro Holdings, Inc. | 40,245 | 2,515,199 |
Teikoku Electric Manufacturing Co., Ltd. | 11,019 | 166,550 |
Teikoku Sen-I Co., Ltd. | 25,761 | 595,208 |
Tekken Corp. | 16,168 | 407,098 |
Tenma Corp. | 6,590 | 109,947 |
The Aichi Bank Ltd. | 12,815 | 571,495 |
The Akita Bank Ltd. | 22,268 | 574,146 |
The Aomori Bank Ltd. | 26,123 | 771,546 |
The Bank of Iwate Ltd. | 21,841 | 975,001 |
The Bank of Nagoya Ltd. | 23,068 | 797,816 |
The Bank of Okinawa Ltd. | 26,286 | 1,025,269 |
The Chiba Kogyo Bank Ltd. | 90,398 | 400,283 |
The Ehime Bank Ltd. | 39,534 | 437,108 |
The Eighteenth Bank Ltd. | 209,308 | 677,653 |
The Fukui Bank Ltd. | 28,702 | 589,389 |
The Hokkoku Bank Ltd. | 27,407 | 1,076,408 |
The Hokuetsu Bank Ltd. | 17,193 | 347,008 |
The Hyakugo Bank Ltd. | 226,810 | 938,863 |
Security | Number of Shares | Value ($) |
The Hyakujushi Bank Ltd. | 296,584 | 877,301 |
The Japan Wool Textile Co., Ltd. | 82,107 | 680,492 |
The Juroku Bank Ltd. | 38,467 | 1,000,139 |
The Kiyo Bank Ltd. | 76,725 | 1,175,594 |
The Michinoku Bank Ltd. | 6,790 | 111,814 |
The Miyazaki Bank Ltd. | 19,455 | 571,096 |
The Musashino Bank Ltd. | 35,319 | 1,025,632 |
The Nanto Bank Ltd. | 40,367 | 1,043,350 |
The Nippon Road Co., Ltd. | 2,137 | 118,331 |
The Nisshin Oillio Group Ltd. | 30,753 | 833,411 |
The Ogaki Kyoritsu Bank Ltd. | 49,762 | 1,259,252 |
The Oita Bank Ltd. | 18,932 | 664,161 |
The Okinawa Electric Power Co., Inc. | 56,215 | 1,133,071 |
The Shikoku Bank Ltd. | 29,393 | 346,720 |
The Sumitomo Warehouse Co., Ltd. | 139,290 | 869,267 |
The Tochigi Bank Ltd. | 150,949 | 505,046 |
The Toho Bank Ltd. | 226,299 | 840,828 |
The Towa Bank Ltd. | 47,930 | 443,488 |
The Yamagata Bank Ltd. | 37,763 | 839,140 |
The Yamanashi Chuo Bank Ltd. | 205,909 | 740,927 |
TKC Corp. | 17,645 | 688,232 |
Toa Corp. | 41,897 | 789,967 |
Toagosei Co., Ltd. | 154,305 | 1,757,562 |
TOC Co., Ltd. | 66,376 | 483,671 |
Tocalo Co., Ltd. | 43,269 | 501,426 |
Toei Co., Ltd. | 7,915 | 915,095 |
Toho Co., Ltd. | 10,856 | 221,457 |
Toho Holdings Co., Ltd. | 53,919 | 1,423,285 |
Toho Titanium Co., Ltd. | 43,550 | 458,338 |
Toho Zinc Co., Ltd. | 18,596 | 619,671 |
Tokai Corp. | 23,020 | 521,497 |
TOKAI Holdings Corp. | 139,507 | 1,352,483 |
Token Corp. | 8,093 | 574,396 |
Tokushu Tokai Paper Co., Ltd. | 4,549 | 184,610 |
Tokyo Dome Corp. | 113,043 | 955,236 |
Tokyo Energy & Systems, Inc. | 10,264 | 100,340 |
Tokyo Individualized Educational Institute, Inc. | 15,468 | 232,958 |
Tokyo Kiraboshi Financial Group, Inc. | 32,926 | 742,940 |
Tokyo Ohka Kogyo Co., Ltd. | 42,270 | 1,358,999 |
Tokyo Rope Manufacturing Co., Ltd. | 18,867 | 256,585 |
Tokyo Seimitsu Co., Ltd. | 44,307 | 1,378,538 |
Tokyo Steel Manufacturing Co., Ltd. | 108,788 | 872,188 |
Tokyotokeiba Co., Ltd. | 18,636 | 728,566 |
Tokyu Construction Co., Ltd. | 77,889 | 717,884 |
TOMONY Holdings, Inc. | 193,153 | 808,252 |
Tomy Co., Ltd. | 104,984 | 1,035,780 |
Tonami Holdings Co., Ltd. | 5,851 | 341,926 |
Topre Corp. | 47,492 | 1,158,122 |
Topy Industries Ltd. | 22,385 | 608,656 |
Toridoll Holdings corp. (a) | 23,161 | 525,527 |
Torii Pharmaceutical Co., Ltd. | 17,833 | 380,832 |
Tosei Corp. | 30,149 | 290,927 |
Toshiba Machine Co., Ltd. | 133,372 | 626,657 |
Toshiba Plant Systems & Services Corp. | 43,536 | 943,080 |
Toshiba TEC Corp. | 163,207 | 980,258 |
Tosho Co., Ltd. | 16,958 | 659,907 |
Totetsu Kogyo Co., Ltd. | 33,574 | 903,199 |
Towa Corp. | 15,668 | 153,875 |
Towa Pharmaceutical Co., Ltd. | 10,512 | 733,759 |
Toyo Construction Co., Ltd. | 148,260 | 545,521 |
Toyo Corp. | 45,648 | 369,268 |
Toyo Ink SC Holdings Co., Ltd. | 46,699 | 1,198,587 |
Toyo Kanetsu KK | 12,605 | 373,995 |
Toyo Tanso Co., Ltd. | 13,407 | 393,559 |
TPR Co., Ltd. | 34,483 | 811,035 |
Trancom Co., Ltd. | 8,052 | 548,249 |
Transcosmos, Inc. | 31,884 | 772,048 |
Security | Number of Shares | Value ($) |
Trusco Nakayama Corp. | 43,776 | 1,171,729 |
Trust Tech, Inc. | 3,495 | 153,656 |
TSI Holdings Co., Ltd. | 112,173 | 745,561 |
Tsubaki Nakashima Co., Ltd. | 45,042 | 921,678 |
Tsubakimoto Chain Co. | 207,730 | 1,862,142 |
Tsugami Corp. | 62,071 | 661,658 |
Tsukishima Kikai Co., Ltd. | 43,618 | 592,797 |
Tsukuba Bank Ltd. | 88,128 | 212,998 |
Tsukui Corp. | 36,783 | 349,635 |
Tsurumi Manufacturing Co., Ltd. | 9,098 | 154,088 |
UACJ Corp. | 35,965 | 820,593 |
Uchida Yoko Co., Ltd. | 3,974 | 113,430 |
UKC Holdings Corp. | 17,833 | 393,859 |
Union Tool Co. | 11,551 | 411,996 |
Unipres Corp. | 48,784 | 951,175 |
United Arrows Ltd. | 29,341 | 1,079,598 |
United Super Markets Holdings, Inc. | 66,060 | 756,605 |
Unitika Ltd. * | 45,948 | 281,775 |
Unizo Holdings Co., Ltd. | 30,903 | 592,782 |
V Technology Co., Ltd. | 4,895 | 842,283 |
Valor Holdings Co., Ltd. | 43,310 | 920,608 |
Vector, Inc. | 23,909 | 547,459 |
Vital KSK Holdings, Inc. | 49,738 | 566,076 |
VT Holdings Co., Ltd. | 107,702 | 488,561 |
W-Scope Corp. (a) | 29,363 | 245,475 |
Wacom Co., Ltd. | 174,743 | 786,371 |
Wakita & Co., Ltd. | 51,084 | 602,126 |
Warabeya Nichiyo Holdings Co., Ltd. | 20,851 | 411,435 |
WATAMI Co., Ltd. | 8,906 | 98,790 |
WDB Holdings Co., Ltd. | 5,863 | 208,590 |
Wellnet Corp. | 35,497 | 329,408 |
World Holdings Co., Ltd. | 7,277 | 224,115 |
Wowow, Inc. | 5,556 | 166,853 |
Xebio Holdings Co., Ltd. | 33,593 | 489,270 |
YA-MAN Ltd. | 29,027 | 497,374 |
Yahagi Construction Co., Ltd. | 49,646 | 371,164 |
Yakuodo Co., Ltd. | 11,059 | 372,008 |
YAMABIKO Corp. | 39,766 | 469,080 |
Yamashin-Filter Corp. (a) | 42,306 | 389,161 |
Yamazen Corp. | 86,933 | 970,583 |
Yaoko Co., Ltd. | 24,846 | 1,382,512 |
Yellow Hat Ltd. | 18,615 | 519,578 |
Yodogawa Steel Works Ltd. | 35,496 | 837,102 |
Yokogawa Bridge Holdings Corp. | 35,637 | 716,050 |
Yokohama Reito Co., Ltd. | 61,324 | 500,503 |
Yomiuri Land Co., Ltd. | 9,198 | 372,864 |
Yondoshi Holdings, Inc. | 23,227 | 493,091 |
Yonex Co., Ltd. | 40,848 | 247,552 |
Yorozu Corp. | 21,228 | 317,602 |
Yoshinoya Holdings Co., Ltd. (a) | 72,942 | 1,231,433 |
Yuasa Trading Co., Ltd. | 12,778 | 447,118 |
Yurtec Corp. | 13,659 | 108,893 |
Yushin Precision Equipment Co., Ltd. | 21,064 | 232,134 |
Zenrin Co., Ltd. | 37,709 | 1,163,050 |
ZERIA Pharmaceutical Co., Ltd. | 50,321 | 1,080,981 |
Zojirushi Corp. | 52,410 | 704,251 |
Zuken, Inc. | 7,169 | 109,909 |
443,975,583 | ||
Netherlands 2.0% | ||
Accell Group N.V. | 30,736 | 633,691 |
AMG Advanced Metallurgical Group N.V. | 32,718 | 1,622,432 |
APERAM S.A. | 56,168 | 2,530,408 |
Arcadis N.V. | 80,779 | 1,436,111 |
ASM International N.V. | 49,967 | 2,698,700 |
Basic-Fit N.V * | 23,604 | 839,002 |
BE Semiconductor Industries N.V. | 79,567 | 1,731,174 |
Security | Number of Shares | Value ($) |
Brunel International N.V. | 23,898 | 358,410 |
Corbion N.V. | 65,567 | 2,064,331 |
Eurocommercial Properties N.V. | 52,157 | 2,015,944 |
Flow Traders | 30,402 | 889,978 |
ForFarmers N.V. | 44,969 | 503,332 |
Fugro N.V. CVA *(a) | 83,506 | 1,074,095 |
Galapagos N.V. * | 51,239 | 5,196,179 |
IMCD N.V. | 60,307 | 4,518,766 |
Intertrust N.V. | 84,020 | 1,539,676 |
Koninklijke BAM Groep N.V. | 275,576 | 1,130,230 |
Koninklijke Volkerwessels N.V. | 19,221 | 413,951 |
NSI N.V. | 22,945 | 942,386 |
PostNL N.V. | 494,010 | 1,659,966 |
SBM Offshore N.V. | 189,685 | 3,073,226 |
Takeaway.com N.V. * | 21,494 | 1,703,063 |
TKH Group N.V. | 48,195 | 2,828,977 |
TomTom N.V. * | 129,554 | 1,315,624 |
Vastned Retail N.V. | 23,070 | 952,889 |
Wereldhave N.V. | 42,707 | 1,566,215 |
Wessanen | 59,388 | 791,171 |
46,029,927 | ||
New Zealand 1.1% | ||
a2 Milk Co., Ltd. * | 793,092 | 6,640,853 |
Argosy Property Ltd. | 909,482 | 654,734 |
Chorus Ltd. | 523,873 | 1,605,865 |
EBOS Group Ltd. | 101,218 | 1,419,723 |
Freightways Ltd. | 172,829 | 872,654 |
Genesis Energy Ltd. | 671,630 | 1,091,785 |
Goodman Property Trust | 1,246,757 | 1,232,563 |
Heartland Bank Ltd. | 270,997 | 312,863 |
Infratil Ltd. | 482,152 | 1,089,286 |
Kathmandu Holdings Ltd. | 202,553 | 439,468 |
Mainfreight Ltd. | 86,575 | 1,619,879 |
Metlifecare Ltd. | 203,707 | 858,264 |
New Zealand Refining Co., Ltd. | 66,869 | 114,468 |
Precinct Properties New Zealand Ltd. | 1,015,104 | 969,871 |
Summerset Group Holdings Ltd. | 265,305 | 1,351,909 |
Tourism Holdings Ltd. | 108,817 | 404,321 |
TOWER Ltd. * | 289,664 | 143,183 |
Trade Me Group Ltd. | 452,349 | 1,611,717 |
Vital Healthcare Property Trust | 482,546 | 664,351 |
Z Energy Ltd. | 380,551 | 1,820,493 |
24,918,250 | ||
Norway 2.3% | ||
Akastor A.S.A. * | 115,231 | 233,143 |
Aker A.S.A., A Shares | 28,470 | 2,236,693 |
Aker Solutions A.S.A. * | 158,505 | 1,084,916 |
Atea A.S.A. * | 100,257 | 1,488,983 |
Austevoll Seafood A.S.A. | 93,957 | 1,240,371 |
Bakkafrost P/F | 45,643 | 2,613,255 |
Borr Drilling Ltd. * | 394,001 | 1,639,570 |
Borregaard A.S.A. | 115,567 | 1,101,402 |
BW LPG Ltd. *(a) | 72,186 | 282,867 |
DNO A.S.A. * | 756,432 | 1,471,219 |
Entra A.S.A. | 116,618 | 1,692,925 |
Evry A/S | 168,007 | 651,922 |
Grieg Seafood A.S.A. | 57,680 | 665,244 |
Hoegh LNG Holdings Ltd. | 43,538 | 221,785 |
Kongsberg Gruppen A.S.A. | 58,576 | 1,109,503 |
Leroy Seafood Group A.S.A. | 280,883 | 2,145,576 |
Nordic Semiconductor A.S.A. * | 162,307 | 995,653 |
Norway Royal Salmon A.S.A. | 14,412 | 348,982 |
Norwegian Air Shuttle A.S.A. *(a) | 14,375 | 450,191 |
Norwegian Finans Holding A.S.A. * | 178,315 | 2,304,980 |
Security | Number of Shares | Value ($) |
Ocean Yield A.S.A. | 51,031 | 389,932 |
Otello Corp. A.S.A. * | 139,299 | 328,147 |
Petroleum Geo-Services A.S.A. * | 343,027 | 1,336,799 |
REC Silicon A.S.A. *(a) | 2,574,352 | 219,026 |
Salmar A.S.A. | 63,287 | 3,058,893 |
SpareBank 1 Oestlandet | 14,159 | 151,364 |
SpareBank 1 SMN | 151,008 | 1,628,771 |
SpareBank 1 SR-Bank A.S.A. | 187,441 | 2,120,358 |
Stolt-Nielsen Ltd. | 13,146 | 211,903 |
Storebrand A.S.A. | 531,433 | 4,721,618 |
Subsea 7 S.A. | 282,615 | 3,854,286 |
TGS Nopec Geophysical Co. A.S.A. | 116,896 | 4,452,076 |
Tomra Systems A.S.A. | 128,346 | 2,839,276 |
Veidekke A.S.A. | 105,143 | 1,010,857 |
Wallenius Wilhelmsen Logistics *(a) | 171,982 | 705,392 |
XXL A.S.A. | 109,738 | 612,156 |
51,620,034 | ||
Portugal 0.5% | ||
Altri, SGPS, S.A. | 58,656 | 543,240 |
Banco Comercial Portugues S.A. * | 8,812,868 | 2,571,645 |
Corticeira Amorim SGPS S.A. | 38,976 | 521,508 |
CTT-Correios de Portugal S.A. | 170,720 | 665,419 |
Mota-Engil, SGPS, S.A. * | 114,956 | 357,785 |
NOS, SGPS S.A. | 244,114 | 1,396,275 |
REN - Redes Energeticas Nacionais, SGPS, S.A. | 369,023 | 1,047,634 |
Semapa-Sociedade de Investimento e Gestao | 30,734 | 636,510 |
Sonae, SGPS, S.A. | 1,186,216 | 1,265,608 |
The Navigator Co. S.A. | 290,263 | 1,453,551 |
10,459,175 | ||
Republic of Korea 5.7% | ||
Able C&C Co., Ltd. * | 16,443 | 199,417 |
Advanced Process Systems Corp. * | 23,901 | 559,333 |
Ahnlab, Inc. | 4,075 | 213,058 |
AK Holdings, Inc. | 3,329 | 200,969 |
Amicogen, Inc. * | 19,604 | 765,210 |
Ananti, Inc. * | 67,591 | 451,153 |
Aprogen pharmaceuticals, Inc. * | 134,508 | 485,759 |
Asiana Airlines, Inc. * | 83,700 | 317,310 |
ATGen Co., Ltd. * | 18,024 | 261,499 |
BH Co., Ltd. * | 31,488 | 717,083 |
Binex Co., Ltd. * | 29,655 | 318,355 |
Binggrae Co., Ltd. | 4,669 | 294,028 |
Bukwang Pharmaceutical Co., Ltd. | 26,730 | 619,534 |
Byucksan Corp. | 29,270 | 83,354 |
Cafe24 Corp. * | 6,990 | 1,016,019 |
Caregen Co., Ltd. | 6,141 | 462,306 |
Cell Biotech Co., Ltd. | 3,183 | 105,800 |
Celltrion Pharm, Inc. * | 21,696 | 1,561,200 |
Cellumed Co., Ltd. * | 33,058 | 380,131 |
Chong Kun Dang Pharmaceutical Corp. | 5,811 | 566,405 |
CJ CGV Co., Ltd. | 12,547 | 597,396 |
CJ ENM Co., Ltd. | 11,167 | 2,528,037 |
CJ Hello Co., Ltd. | 18,088 | 139,095 |
CMG Pharmaceutical Co., Ltd. * | 76,697 | 352,083 |
Com2uSCorp | 10,382 | 1,454,030 |
Coreana Cosmetics Co., Ltd. | 20,536 | 115,857 |
Cosmax BTI, Inc. | 2,931 | 79,124 |
Cosmax, Inc. | 6,307 | 861,217 |
COSON Co., Ltd. * | 31,768 | 396,690 |
CrystalGenomics, Inc. * | 30,568 | 546,470 |
Cuckoo Holdings Co., Ltd. | 840 | 132,812 |
Cuckoo Homesys Co., Ltd. * | 802 | 164,989 |
Security | Number of Shares | Value ($) |
CUROCOM Co., Ltd. * | 233,112 | 484,799 |
Dae Hwa Pharmaceutical Co., Ltd. | 11,978 | 337,878 |
Daeduck Electronics Co. | 35,000 | 262,229 |
Daeduck GDS Co., Ltd. | 30,652 | 349,711 |
Daesang Corp. | 20,535 | 490,707 |
Daewoong Co., Ltd. | 24,823 | 413,661 |
Daewoong Pharmaceutical Co., Ltd. | 4,046 | 745,120 |
Daishin Securities Co., Ltd. | 55,832 | 611,912 |
Daou Technology, Inc. | 25,207 | 514,036 |
Dawonsys Co., Ltd. | 20,291 | 286,187 |
DB HiTek Co., Ltd. | 28,653 | 472,338 |
Dentium Co., Ltd. | 5,106 | 429,342 |
DIO Corp. * | 9,246 | 279,502 |
Dong-A Socio Holdings Co., Ltd. | 3,700 | 349,010 |
Dong-A ST Co., Ltd. | 6,541 | 605,240 |
Dongjin Semichem Co., Ltd. | 29,169 | 292,175 |
DongKook Pharmaceutical Co., Ltd. | 5,314 | 330,827 |
Dongkuk Steel Mill Co., Ltd. | 52,179 | 438,751 |
Dongwon F&B Co., Ltd. | 701 | 181,366 |
Dongwon Industries Co., Ltd. | 1,447 | 391,924 |
Doosan Bobcat, Inc. | 31,827 | 1,017,869 |
DoubleUGames Co., Ltd. | 10,247 | 641,617 |
Duk San Neolux Co., Ltd. * | 23,577 | 366,422 |
Duzone Bizon Co., Ltd. | 18,457 | 945,110 |
Ecopro Co., Ltd. * | 19,521 | 690,070 |
Eo Technics Co., Ltd. | 8,769 | 471,083 |
Eugene Investment & Securities Co., Ltd. * | 59,348 | 149,283 |
Fila Korea Ltd. | 54,300 | 2,036,585 |
Foosung Co., Ltd. * | 43,999 | 458,508 |
G-treeBNT Co., Ltd. * | 19,005 | 565,976 |
Gamevil, Inc. * | 4,692 | 232,672 |
GemVax & Kael Co., Ltd. * | 41,376 | 548,260 |
Genexine Co., Ltd. * | 14,988 | 1,345,103 |
GNCO Co., Ltd. * | 151,581 | 315,241 |
Grand Korea Leisure Co., Ltd. | 18,871 | 409,410 |
Green Cross Cell Corp. | 9,797 | 473,502 |
Green Cross Corp. | 6,617 | 1,165,101 |
Green Cross Holdings Corp. | 33,873 | 932,675 |
GS Home Shopping, Inc. | 5,057 | 942,665 |
Halla Holdings Corp. | 10,194 | 384,170 |
Hana Tour Service, Inc. | 8,883 | 560,998 |
Hanall Biopharma Co., Ltd. * | 35,709 | 1,016,912 |
Hancom, Inc. | 26,882 | 420,201 |
Handsome Co., Ltd. | 16,525 | 577,481 |
Hanil Cement Co., Ltd. * | 2,112 | 287,444 |
Hanil Holdings Co., Ltd. | 4,001 | 285,747 |
Hanjin Kal Corp. | 44,631 | 725,707 |
Hanjin Transportation Co., Ltd. | 15,819 | 421,357 |
Hankook Shell Oil Co., Ltd. | 1,050 | 319,768 |
Hankook Tire Worldwide Co., Ltd. | 25,093 | 410,270 |
Hansae Co., Ltd. | 26,676 | 446,937 |
Hansol Chemical Co., Ltd. | 8,339 | 623,281 |
Hansol Holdings Co., Ltd. | 54,990 | 254,906 |
Hansol Paper Co., Ltd. | 21,601 | 401,690 |
Hansol Technics Co., Ltd. * | 16,471 | 144,268 |
Hanwha General Insurance Co., Ltd. | 119,147 | 746,040 |
Hanwha Investment & Securities Co., Ltd. * | 37,604 | 87,325 |
HLB, Inc. * | 35,360 | 3,303,634 |
Homecast Co., Ltd. * | 32,089 | 253,391 |
HS Industries Co., Ltd. | 54,220 | 435,942 |
Huchems Fine Chemical Corp. | 26,167 | 595,907 |
Hugel, Inc. * | 2,011 | 774,302 |
Humedix Co., Ltd. | 3,668 | 111,706 |
Huons Co., Ltd. | 4,525 | 404,065 |
Huons Global Co., Ltd. | 6,127 | 324,748 |
Hyundai Corp. | 6,665 | 171,842 |
Hyundai Elevator Co., Ltd. | 11,310 | 927,640 |
Security | Number of Shares | Value ($) |
Hyundai Greenfood Co., Ltd. | 61,000 | 715,133 |
Hyundai Home Shopping Network Corp. | 6,798 | 693,144 |
Hyundai Livart Furniture Co., Ltd. | 6,289 | 131,639 |
Hyundai Merchant Marine Co., Ltd. * | 336,958 | 1,377,316 |
Hyundai Rotem Co., Ltd. * | 53,104 | 1,299,990 |
i-SENS, Inc. | 8,000 | 159,547 |
Iljin Materials Co., Ltd. | 15,149 | 753,946 |
Ilyang Pharmaceutical Co., Ltd. * | 15,839 | 480,940 |
iMarketKorea, Inc. | 70,754 | 444,934 |
InBody Co., Ltd. | 11,059 | 291,588 |
ING Life Insurance Korea Ltd. | 33,911 | 1,060,147 |
Innocean Worldwide, Inc. | 16,908 | 887,057 |
Innox Advanced Materials Co., Ltd. * | 5,482 | 281,204 |
Insun ENT Co., Ltd. * | 14,391 | 97,091 |
Interflex Co., Ltd. * | 10,624 | 154,137 |
iNtRON Biotechnology, Inc. * | 17,947 | 644,909 |
IS Dongseo Co., Ltd. | 18,104 | 592,001 |
It's Hanbul Co., Ltd. | 8,245 | 328,126 |
JB Financial Group Co., Ltd. | 131,294 | 732,458 |
Jeil Pharmaceutical Co., Ltd. | 7,047 | 262,407 |
Jenax, Inc. * | 29,567 | 409,048 |
Jusung Engineering Co., Ltd. | 52,100 | 424,513 |
JW Holdings Corp. | 55,828 | 412,761 |
JW Pharmaceutical Corp. | 13,578 | 561,709 |
KC Co., Ltd. | 6,636 | 129,960 |
KC Tech Co., Ltd. | 10,124 | 156,432 |
KEPCO Engineering & Construction Co., Inc. | 22,043 | 413,869 |
KH Vatec Co., Ltd. * | 31,705 | 309,032 |
KISCO Corp. | 44,794 | 259,955 |
KIWOOM Securities Co., Ltd. | 13,978 | 1,157,770 |
Koh Young Technology, Inc. | 13,276 | 1,267,789 |
Kolon Corp. | 5,772 | 207,152 |
Kolon Industries, Inc. | 20,388 | 1,241,797 |
Kolon Life Science, Inc. * | 7,787 | 560,337 |
Komipharm International Co., Ltd. * | 28,993 | 668,077 |
Korea Asset In Trust Co., Ltd. | 61,458 | 298,691 |
Korea Electric Terminal Co., Ltd. | 7,992 | 313,391 |
Korea Kolmar Co., Ltd. | 12,997 | 867,517 |
Korea Kolmar Holdings Co., Ltd. | 7,400 | 265,247 |
Korea Line Corp. * | 9,681 | 204,813 |
Korea PetroChemical Ind Co., Ltd. | 2,739 | 530,256 |
Korea Real Estate Investment & Trust Co., Ltd. | 225,926 | 584,528 |
Korean Reinsurance Co. | 101,000 | 943,628 |
KT Skylife Co., Ltd. | 25,990 | 310,530 |
KTB Investment & Securities Co., Ltd. * | 33,168 | 116,802 |
Kumho Industrial Co., Ltd. | 22,615 | 217,384 |
Kumho Tire Co., Inc. * | 149,732 | 733,090 |
Kwang Dong Pharmaceutical Co., Ltd. | 18,271 | 123,432 |
Kwangju Bank Co., Ltd. | 9,761 | 99,088 |
Kyobo Securities Co., Ltd. | 36,889 | 324,765 |
L&F Co., Ltd. | 13,576 | 589,678 |
Leader Cosmetics Co., Ltd. * | 15,985 | 234,070 |
LEENO Industrial, Inc. | 9,539 | 526,160 |
LF Corp. | 17,858 | 425,935 |
LG Innotek Co., Ltd. | 15,182 | 1,957,164 |
LG International Corp. | 26,003 | 497,564 |
LIG Nex1 Co., Ltd. | 12,817 | 383,422 |
Lock&Lock Co., Ltd. | 26,884 | 423,855 |
Lotte Confectionery Co., Ltd. | 586 | 87,388 |
Lotte Food Co., Ltd. | 661 | 486,924 |
LOTTE Himart Co., Ltd. | 14,587 | 938,265 |
LS Industrial Systems Co., Ltd. | 18,555 | 1,193,494 |
Lutronic Corp. | 19,436 | 215,635 |
Maeil Dairies Co., Ltd. | 5,107 | 392,264 |
Medipost Co., Ltd. * | 6,594 | 607,182 |
Medy-Tox, Inc. | 3,938 | 2,369,557 |
Security | Number of Shares | Value ($) |
Meritz Financial Group, Inc. | 33,370 | 368,729 |
Meritz Fire & Marine Insurance Co., Ltd. | 60,975 | 999,680 |
Meritz Securities Co., Ltd. | 329,282 | 1,171,411 |
Mirae Asset Life Insurance Co., Ltd. | 86,447 | 403,054 |
Modetour Network, Inc. | 15,235 | 308,628 |
Muhak Co., Ltd. | 15,714 | 204,692 |
Namhae Chemical Corp. | 22,589 | 275,983 |
Namyang Dairy Products Co., Ltd. | 167 | 94,816 |
Naturecell Co., Ltd. * | 34,820 | 181,427 |
Neowiz * | 22,327 | 319,917 |
Nexen Tire Corp. | 32,444 | 288,255 |
NICE Holdings Co., Ltd. | 23,278 | 414,054 |
NICE Information Service Co., Ltd. | 69,333 | 638,425 |
NS Shopping Co., Ltd. | 18,871 | 210,215 |
NUTRIBIOTECH Co., Ltd. * | 20,044 | 348,427 |
Orion Holdings Corp. | 29,269 | 523,248 |
Osstem Implant Co., Ltd. * | 10,291 | 460,398 |
Pan Ocean Co., Ltd. * | 223,322 | 1,035,208 |
Partron Co., Ltd. | 35,200 | 253,292 |
Pearl Abyss Corp. * | 7,312 | 1,675,030 |
Peptron, Inc. * | 21,967 | 547,621 |
Pharmicell Co., Ltd. * | 67,829 | 1,102,911 |
Poongsan Corp. | 17,980 | 543,527 |
POSCO Chemtech Co., Ltd. | 23,218 | 1,261,904 |
Posco ICT Co., Ltd. | 40,000 | 239,680 |
S&T Motiv Co., Ltd. | 7,906 | 228,696 |
Samchully Co., Ltd. | 4,429 | 419,763 |
Samyang Corp. | 3,391 | 222,685 |
Samyang Holdings Corp. | 6,210 | 569,034 |
Seah Besteel Corp. | 12,000 | 223,690 |
SeAH Steel Corp. (b) | 2,487 | 153,043 |
Sebang Global Battery Co., Ltd. | 9,699 | 306,266 |
Seegene, Inc. * | 15,877 | 365,849 |
Seobu T&D * | 28,769 | 263,616 |
Seoul Semiconductor Co., Ltd. | 39,172 | 621,107 |
SFA Engineering Corp. | 19,662 | 674,741 |
SFA Semicon Co., Ltd. * | 85,298 | 154,788 |
Shinyoung Securities Co., Ltd. | 1,925 | 102,203 |
Silicon Works Co., Ltd. | 13,233 | 550,409 |
SK Chemicals Co., Ltd. * | 12,151 | 945,314 |
SK Discovery Co., Ltd. | 7,908 | 228,754 |
SK Gas Ltd. | 4,622 | 353,766 |
SK Materials Co., Ltd. | 5,051 | 819,032 |
SK Securities Co., Ltd. * | 300,000 | 277,591 |
SKCKOLONPI, Inc. | 15,970 | 760,374 |
SL Corp. | 8,625 | 155,740 |
SM Entertainment Co., Ltd. * | 17,084 | 745,118 |
Songwon Industrial Co., Ltd. | 25,988 | 642,025 |
Soulbrain Co., Ltd. | 13,687 | 812,748 |
SPC SAMLIP Co., Ltd. | 2,628 | 295,108 |
Ssangyong Cement Industrial Co., Ltd. | 101,260 | 554,899 |
Ssangyong Motor Co. * | 41,209 | 167,331 |
ST Pharm Co., Ltd. | 7,409 | 231,625 |
Studio Dragon Corp. * | 6,938 | 688,720 |
Sung Kwang Bend Co., Ltd. | 30,822 | 322,577 |
Sungwoo Hitech Co., Ltd. | 97,983 | 395,224 |
Taekwang Industrial Co., Ltd. | 591 | 854,790 |
Taeyoung Engineering & Construction Co., Ltd. | 44,604 | 540,946 |
Taihan Electric Wire Co., Ltd. * | 212,808 | 227,500 |
Telcon RF Pharmaceutical, Inc. * | 70,108 | 550,459 |
TES Co., Ltd. | 23,392 | 436,045 |
TK Corp. | 24,764 | 285,871 |
Tongyang Life Insurance Co., Ltd. | 15,655 | 92,398 |
Tongyang, Inc. | 227,188 | 381,657 |
Toptec Co., Ltd. * | 18,969 | 320,368 |
Vidente Co., Ltd. * | 36,699 | 403,865 |
Vieworks Co., Ltd. | 6,757 | 234,005 |
Security | Number of Shares | Value ($) |
ViroMed Co., Ltd. * | 14,588 | 3,107,232 |
Webzen, Inc. * | 16,000 | 285,316 |
WeMade Entertainment Co., Ltd. | 11,006 | 312,932 |
WONIK IPS Co., Ltd. | 25,623 | 614,593 |
YG Entertainment, Inc. | 13,064 | 503,477 |
Youlchon Chemical Co., Ltd. | 9,330 | 110,218 |
Young Poong Corp. | 466 | 303,927 |
Youngone Corp. | 27,504 | 856,141 |
Youngone Holdings Co., Ltd. | 2,048 | 96,591 |
Yuanta Securities Korea Co., Ltd. * | 91,845 | 290,845 |
Yungjin Pharmaceutical Co., Ltd. * | 112,870 | 812,189 |
129,910,636 | ||
Singapore 1.5% | ||
Accordia Golf Trust | 961,327 | 396,445 |
Ascendas Hospitality Trust | 932,724 | 544,636 |
Ascott Residence Trust | 1,267,381 | 1,008,317 |
Asian Pay Television Trust | 1,795,939 | 478,463 |
Cache Logistics Trust | 1,282,330 | 692,620 |
CapitaLand Retail China Trust | 620,369 | 652,043 |
CDL Hospitality Trusts | 882,466 | 1,004,815 |
China Hongxing Sports Ltd. *(b) | 884,000 | — |
ESR-REIT (b) | 1,905,506 | 730,186 |
Far East Hospitality Trust | 1,099,228 | 517,501 |
First Real Estate Investment Trust | 620,369 | 584,122 |
First Resources Ltd. | 598,584 | 694,682 |
Frasers Centrepoint Trust | 632,313 | 1,061,509 |
Frasers Commercial Trust | 748,067 | 775,340 |
Frasers Hospitality Trust | 785,859 | 404,387 |
Frasers Logistics & Industrial Trust | 1,317,255 | 1,057,611 |
GuocoLand Ltd. | 212,115 | 298,808 |
Keppel DC REIT | 838,026 | 825,762 |
Keppel Infrastructure Trust | 2,174,214 | 825,219 |
Keppel REIT | 2,222,552 | 1,930,467 |
Lippo Malls Indonesia Retail Trust | 2,477,404 | 497,271 |
Manulife US Real Estate Investment Trust | 1,155,141 | 958,767 |
Mapletree Commercial Trust | 2,153,206 | 2,561,750 |
Mapletree Industrial Trust | 1,478,581 | 2,147,641 |
Mapletree Logistics Trust | 2,175,833 | 2,032,821 |
Mapletree North Asia Commercial Trust | 2,091,968 | 1,771,237 |
NetLink NBN Trust | 2,913,639 | 1,680,066 |
OUE Hospitality Trust | 1,167,244 | 647,499 |
OUE Ltd. | 332,929 | 381,518 |
Parkway Life Real Estate Investment Trust | 446,173 | 872,774 |
Raffles Medical Group Ltd. | 1,116,457 | 871,946 |
RHT Health Trust | 825,644 | 461,018 |
Sabana Shari'ah Compliant Industrial Real Estate Investment Trust | 1,172,325 | 363,664 |
Sheng Siong Group Ltd. | 382,908 | 326,997 |
Silverlake Axis Ltd. | 959,978 | 308,303 |
Soilbuild Business Space REIT | 1,170,758 | 538,358 |
SPH REIT | 757,762 | 553,091 |
Starhill Global REIT | 1,754,243 | 889,894 |
United Engineers Ltd. | 557,155 | 1,037,002 |
Yoma Strategic Holdings Ltd. | 1,506,460 | 329,870 |
33,714,420 | ||
Spain 2.0% | ||
Aedas Homes SAU * | 17,238 | 569,602 |
Almirall S.A. | 72,819 | 1,347,125 |
Applus Services S.A. | 162,413 | 2,224,147 |
Atresmedia Corp de Medios de Comunicaion S.A. | 89,216 | 638,387 |
Bolsas y Mercados Espanoles SHMSF S.A. | 87,942 | 2,887,484 |
Cia de Distribucion Integral Logista Holdings S.A. | 69,752 | 1,842,251 |
Security | Number of Shares | Value ($) |
Cie Automotive S.A. | 57,714 | 1,775,452 |
Codere S.A. * | 55,482 | 488,023 |
Construcciones y Auxiliar de Ferrocarriles S.A. | 22,301 | 993,778 |
Ebro Foods S.A. | 81,146 | 1,749,479 |
Ence Energia y Celulosa S.A. | 151,722 | 1,427,233 |
Euskaltel S.A. | 112,197 | 957,519 |
Faes Farma S.A. | 327,122 | 1,431,080 |
Fluidra S.A. | 54,905 | 839,409 |
Fomento de Construcciones y Contratas S.A. * | 83,041 | 1,163,283 |
Gestamp Automocion S.A. | 151,107 | 1,164,761 |
Indra Sistemas S.A. * | 149,039 | 1,838,112 |
Inmobiliaria Colonial Socimi S.A. | 336,308 | 3,648,819 |
Let's GOWEX S.A. *(b) | 5,361 | — |
Liberbank S.A. * | 1,228,997 | 660,917 |
Masmovil Ibercom S.A. * | 13,890 | 1,572,466 |
Melia Hotels International S.A. | 104,686 | 1,315,463 |
Metrovacesa S.A. * | 36,962 | 548,747 |
Neinor Homes S.A. * | 72,358 | 1,333,546 |
NH Hotel Group S.A. | 231,586 | 1,696,189 |
Obrascon Huarte Lain S.A. (a) | 171,332 | 564,744 |
Papeles y Cartones de Europa S.A. | 67,613 | 1,313,750 |
Pharma Mar S.A. * | 182,834 | 353,340 |
Prosegur Cash S.A. | 426,390 | 986,256 |
Prosegur Cia de Seguridad S.A. | 305,608 | 1,847,211 |
Sacyr S.A. | 335,073 | 985,169 |
Tecnicas Reunidas S.A. (a) | 32,731 | 1,110,105 |
Unicaja Banco S.A. | 1,018,519 | 1,599,813 |
Viscofan S.A. | 46,522 | 3,396,553 |
46,270,213 | ||
Sweden 5.0% | ||
AAK AB | 188,095 | 3,088,509 |
AF AB, B Shares | 79,296 | 1,787,891 |
Ahlsell AB | 373,505 | 2,148,284 |
Arjo AB, B Shares | 194,682 | 647,772 |
Atrium Ljungberg AB, B Shares | 46,132 | 810,906 |
Attendo AB | 113,672 | 1,053,803 |
Avanza Bank Holding AB (a) | 25,912 | 1,176,987 |
Axfood AB | 122,819 | 2,348,448 |
Betsson AB * | 135,966 | 1,046,631 |
Bilia AB, A Shares | 94,575 | 742,713 |
BillerudKorsnas AB | 190,376 | 2,250,394 |
Bonava AB, B Shares | 92,542 | 1,231,672 |
Bravida Holding AB | 228,344 | 1,749,485 |
Bure Equity AB | 52,440 | 640,545 |
Castellum AB | 285,947 | 5,176,588 |
Clas Ohlson AB, B Shares (a) | 40,397 | 361,017 |
Cloetta AB, B Shares | 247,125 | 742,204 |
Collector AB * | 46,258 | 345,298 |
Com Hem Holding AB | 194,262 | 3,280,774 |
Concentric AB | 47,706 | 753,985 |
Dometic Group AB | 324,441 | 3,082,322 |
Elekta AB, B Shares | 389,569 | 5,097,491 |
Evolution Gaming Group AB | 25,040 | 1,919,840 |
Fabege AB | 285,364 | 3,816,118 |
Getinge AB, B Shares | 225,599 | 2,691,449 |
Haldex AB | 43,507 | 417,620 |
Hemfosa Fastigheter AB | 177,731 | 2,419,948 |
Hexpol AB | 274,584 | 2,934,742 |
Holmen AB, B Shares | 110,728 | 2,852,293 |
Hufvudstaden AB, A Shares | 126,838 | 1,979,664 |
Indutrade AB | 113,665 | 2,871,343 |
Intrum AB (a) | 79,649 | 2,028,613 |
Investment AB Oresund * | 49,243 | 791,212 |
JM AB | 80,564 | 1,659,082 |
Security | Number of Shares | Value ($) |
Klovern AB, B Shares | 529,374 | 725,999 |
Kungsleden AB | 232,258 | 1,817,604 |
Lifco AB, B Shares | 50,891 | 2,133,351 |
Lindab International AB | 85,610 | 644,667 |
Loomis AB, B Shares | 88,116 | 2,837,396 |
Mekonomen AB (a) | 27,781 | 464,007 |
Modern Times Group MTG AB, B Shares | 71,316 | 2,557,133 |
Munters Group AB | 39,088 | 173,269 |
Mycronic AB (a) | 82,230 | 856,820 |
NCC AB, B Shares (a) | 103,434 | 1,769,477 |
NetEnt AB * | 226,290 | 901,301 |
Nibe Industrier AB, B Shares | 342,031 | 3,940,126 |
Nobia AB | 136,562 | 1,016,392 |
Nolato AB, B Shares | 17,423 | 1,231,907 |
Oriflame Holding AG | 25,321 | 737,199 |
Pandox AB | 76,017 | 1,351,199 |
Peab AB | 218,223 | 1,968,114 |
Radisson Hospitality AB * | 67,227 | 268,571 |
Ratos AB, B Shares | 228,392 | 795,433 |
Resurs Holding AB | 117,275 | 857,441 |
Sagax AB, Class D | 30,182 | 112,648 |
SAS AB * | 217,019 | 480,763 |
Scandic Hotels Group AB | 83,220 | 893,551 |
SkiStar AB | 24,007 | 530,777 |
SSAB AB, A Shares | 277,717 | 1,211,608 |
SSAB AB, B Shares | 648,287 | 2,267,048 |
Sweco AB, B Shares | 78,901 | 2,012,153 |
Swedish Orphan Biovitrum AB * | 177,251 | 5,653,283 |
Thule Group AB | 117,080 | 2,775,644 |
Vitrolife AB | 80,025 | 1,134,624 |
Wallenstam AB, B Shares | 197,883 | 1,970,935 |
Wihlborgs Fastigheter AB | 159,032 | 1,919,221 |
113,955,304 | ||
Switzerland 3.8% | ||
Allreal Holding AG * | 16,540 | 2,741,559 |
Alpiq Holding AG * | 3,527 | 299,053 |
ALSO Holding AG * | 1,288 | 153,692 |
APG SGA S.A. | 1,429 | 526,769 |
Arbonia AG * | 52,196 | 806,337 |
Ascom Holding AG | 47,758 | 943,209 |
Autoneum Holding AG | 3,867 | 921,266 |
Bachem Holding AG, Class B | 4,915 | 652,555 |
Basilea Pharmaceutica AG * | 12,926 | 809,963 |
BB Biotech AG (a) | 54,837 | 3,818,914 |
Belimo Holding AG | 488 | 2,490,208 |
Bell Food Group AG | 2,174 | 676,635 |
BKW AG | 16,320 | 1,161,013 |
Bobst Group AG | 6,570 | 563,521 |
Bossard Holding AG, Class A | 2,622 | 541,426 |
Bucher Industries AG | 7,167 | 2,518,195 |
Burckhardt Compression Holding AG | 3,523 | 1,271,355 |
Cembra Money Bank AG | 33,445 | 3,136,658 |
Comet Holding AG * | 6,706 | 666,717 |
Conzzeta AG | 1,291 | 1,615,252 |
COSMO Pharmaceuticals N.V. *(a) | 7,920 | 1,138,331 |
Daetwyler Holding AG | 7,663 | 1,437,357 |
dormakaba Holding AG * | 3,326 | 2,340,340 |
EFG International AG * | 87,652 | 664,346 |
Emmi AG | 2,140 | 1,637,473 |
Forbo Holding AG | 1,277 | 2,112,708 |
Galenica AG * | 53,822 | 3,200,047 |
GAM Holding AG * | 174,751 | 1,352,509 |
Huber & Suhner AG | 17,833 | 1,371,911 |
Idorsia Ltd. * | 86,872 | 2,200,769 |
Implenia AG | 17,845 | 1,139,416 |
Inficon Holding AG * | 2,164 | 1,104,936 |
Security | Number of Shares | Value ($) |
Interroll Holding AG | 483 | 1,001,360 |
Intershop Holding AG | 1,613 | 840,608 |
Komax Holding AG | 3,659 | 1,231,143 |
Kudelski S.A. *(a) | 44,836 | 414,006 |
Landis & Gyr Group AG *(a) | 28,472 | 2,016,681 |
LEM Holding S.A. | 482 | 614,025 |
Leonteq AG *(a) | 11,040 | 603,884 |
Meyer Burger Technology AG *(a) | 663,154 | 423,086 |
Mobimo Holding AG | 7,266 | 1,814,434 |
Panalpina Welttransport Holding AG | 14,498 | 2,176,724 |
Rieter Holding AG *(a) | 4,339 | 695,424 |
Schmolz & Bickenbach AG * | 632,274 | 507,336 |
Schweiter Technologies AG | 906 | 1,107,323 |
SFS Group AG * | 19,355 | 2,363,588 |
Siegfried Holding AG * | 4,676 | 2,221,716 |
St. Galler Kantonalbank AG | 2,685 | 1,393,724 |
Sunrise Communications Group AG * | 37,629 | 3,439,565 |
Swissquote Group Holding S.A. | 10,286 | 762,596 |
Tecan Group AG | 12,847 | 3,076,585 |
u-blox Holding AG * | 7,518 | 1,134,968 |
Valiant Holding AG | 18,740 | 2,154,780 |
Valora Holding AG * | 3,514 | 1,021,026 |
VAT Group AG * | 28,714 | 3,720,261 |
Vetropack Holding AG | 174 | 381,429 |
Vontobel Holding AG | 32,982 | 2,361,704 |
VZ Holding AG | 3,369 | 1,045,083 |
Ypsomed Holding AG *(a) | 5,168 | 790,884 |
Zehnder Group AG | 12,832 | 609,689 |
85,938,072 | ||
United Kingdom 14.8% | ||
888 Holdings plc | 352,217 | 1,066,660 |
AA plc | 727,064 | 1,053,676 |
Acacia Mining plc * | 180,048 | 257,419 |
Aggreko plc | 242,487 | 2,643,035 |
Alfa Financial Software Holdings plc * | 98,353 | 213,483 |
Allied Minds plc * | 176,559 | 176,702 |
AO World plc * | 264,402 | 492,116 |
Ascential plc | 433,592 | 2,427,821 |
Assura plc | 2,563,828 | 1,826,119 |
AVEVA Group plc | 73,308 | 2,706,010 |
Bakkavor Group plc *(a) | 70,935 | 173,332 |
Balfour Beatty plc | 760,957 | 2,865,288 |
Bank of Georgia Group plc | 40,944 | 879,676 |
BBA Aviation plc | 1,126,737 | 4,528,159 |
BCA Marketplace plc | 950,289 | 2,914,925 |
Beazley plc | 578,299 | 4,468,523 |
Big Yellow Group plc | 167,449 | 2,050,185 |
Bodycote plc | 207,559 | 2,560,162 |
Bovis Homes Group plc | 156,528 | 2,288,781 |
Brewin Dolphin Holdings plc | 316,762 | 1,492,865 |
Britvic plc | 299,850 | 3,176,299 |
BTG plc * | 426,877 | 3,018,293 |
Cairn Energy plc * | 652,889 | 2,028,135 |
Cairn Homes plc * | 955,200 | 1,744,859 |
Card Factory plc | 335,545 | 829,945 |
Centamin plc | 1,273,700 | 1,690,256 |
Chemring Group plc | 333,525 | 848,791 |
Chesnara plc | 171,129 | 840,766 |
Cineworld Group plc | 1,087,738 | 4,385,567 |
Close Brothers Group plc | 163,690 | 3,395,586 |
CMC Markets plc | 49,674 | 110,275 |
Coats Group plc | 1,562,784 | 1,694,044 |
Computacenter plc | 84,597 | 1,490,989 |
Countryside Properties plc | 455,442 | 1,991,355 |
Countrywide plc *(a) | 431,133 | 65,226 |
Cranswick plc | 57,053 | 2,395,194 |
Security | Number of Shares | Value ($) |
Crest Nicholson Holdings plc | 263,130 | 1,308,504 |
Daejan Holdings plc | 3,563 | 269,525 |
Daily Mail & General Trust plc, A Shares | 278,263 | 2,727,008 |
Dairy Crest Group plc | 161,729 | 998,905 |
De La Rue plc | 133,389 | 819,184 |
Debenhams plc (a) | 1,328,192 | 226,320 |
Dechra Pharmaceuticals plc | 112,285 | 4,553,402 |
Devro plc | 151,643 | 380,399 |
Dignity plc | 54,233 | 717,581 |
Diploma plc | 126,288 | 2,389,919 |
Domino's Pizza Group plc | 527,663 | 1,995,765 |
Drax Group plc | 513,736 | 2,552,057 |
Dunelm Group plc | 115,784 | 782,549 |
EI Group plc * | 593,267 | 1,202,914 |
Electrocomponents plc | 498,169 | 4,803,117 |
Elementis plc | 538,556 | 1,786,369 |
Entertainment One Ltd. | 409,878 | 1,948,758 |
Equiniti Group plc | 342,611 | 986,358 |
Essentra plc | 288,000 | 1,665,759 |
esure Group plc | 322,610 | 1,172,397 |
F&C Commercial Property Trust Ltd. | 426,400 | 822,452 |
Ferrexpo plc | 326,286 | 657,552 |
Firstgroup plc * | 1,402,088 | 1,615,525 |
Galliford Try plc | 112,669 | 1,420,482 |
Genus plc | 68,716 | 2,545,437 |
Georgia Capital plc * | 40,944 | 546,432 |
Gocompare.Com Group plc | 322,610 | 429,376 |
Grafton Group plc | 249,991 | 2,495,429 |
Grainger plc | 496,794 | 1,982,323 |
Great Portland Estates plc | 301,876 | 2,830,900 |
Greencore Group plc | 745,891 | 1,686,880 |
Greene King plc | 345,209 | 2,183,751 |
Greggs plc | 115,523 | 1,596,105 |
GVC Holdings plc | 601,183 | 8,610,888 |
Halfords Group plc | 248,854 | 1,064,790 |
Hansteen Holdings plc | 504,741 | 655,381 |
Hastings Group Holdings plc | 380,501 | 1,335,301 |
Hays plc | 1,488,488 | 3,935,102 |
Helical plc | 103,878 | 459,052 |
Hill & Smith Holdings plc | 93,069 | 1,283,453 |
Hochschild Mining plc | 257,921 | 578,276 |
HomeServe plc | 309,882 | 4,184,770 |
Hunting plc * | 153,058 | 1,659,135 |
Ibstock plc | 451,569 | 1,441,492 |
IG Group Holdings plc | 393,936 | 4,628,644 |
Indivior plc * | 790,649 | 2,779,782 |
Intermediate Capital Group plc | 303,773 | 4,141,754 |
International Personal Finance plc | 276,242 | 789,182 |
ITE Group plc | 898,805 | 977,801 |
IWG plc | 748,213 | 2,333,975 |
J.D. Wetherspoon plc | 81,029 | 1,311,202 |
Jardine Lloyd Thompson Group plc | 127,330 | 2,389,778 |
JD Sports Fashion plc | 403,241 | 2,662,490 |
John Laing Group plc | 575,653 | 2,358,341 |
JRP Group plc | 1,033,801 | 1,221,407 |
Jupiter Fund Management plc | 441,663 | 2,406,423 |
KCOM Group plc | 564,593 | 717,685 |
Keller Group plc | 86,890 | 1,174,526 |
Kier Group plc | 98,868 | 1,219,500 |
Lamprell plc * | 251,338 | 218,873 |
Lancashire Holdings Ltd. | 217,381 | 1,716,436 |
LondonMetric Property plc | 673,106 | 1,614,134 |
Lookers plc | 352,580 | 483,929 |
Man Group plc | 1,722,801 | 3,846,962 |
Marshalls plc | 219,021 | 1,284,442 |
Marston's plc | 779,333 | 938,487 |
McCarthy & Stone plc | 567,423 | 821,584 |
Metro Bank plc * | 100,162 | 3,624,365 |
Security | Number of Shares | Value ($) |
Mitchells & Butlers plc | 242,816 | 804,780 |
Mitie Group plc | 464,123 | 895,214 |
Moneysupermarket.com Group plc | 567,023 | 2,093,046 |
Morgan Advanced Materials plc | 326,511 | 1,442,901 |
N Brown Group plc | 159,864 | 314,376 |
National Express Group plc | 455,189 | 2,340,495 |
NCC Group plc | 289,044 | 826,507 |
NewRiver REIT plc (a) | 317,566 | 1,095,868 |
NEX Group plc | 347,593 | 4,752,766 |
Northgate plc | 152,142 | 809,574 |
Nostrum Oil & Gas plc * | 90,344 | 298,846 |
Ocado Group plc * | 622,910 | 8,683,249 |
OneSavings Bank plc | 234,876 | 1,268,133 |
Ophir Energy plc * | 855,532 | 455,911 |
Pagegroup plc | 349,493 | 2,768,674 |
Paragon Banking Group plc | 299,873 | 1,813,942 |
Petra Diamonds Ltd. * | 1,031,680 | 461,010 |
Petrofac Ltd. | 294,033 | 2,507,030 |
Pets at Home Group plc | 512,700 | 775,668 |
Phoenix Group Holdings | 648,817 | 5,987,427 |
Picton Property Income Ltd. | 364,361 | 436,639 |
Playtech plc | 325,072 | 2,247,765 |
Polypipe Group plc | 219,026 | 1,053,312 |
Premier Foods plc * | 784,044 | 430,044 |
Premier Oil plc * | 783,642 | 1,262,988 |
Provident Financial plc * | 262,820 | 2,333,129 |
PZ Cussons plc | 218,358 | 681,146 |
QinetiQ Group plc | 654,198 | 2,304,296 |
Rank Group plc | 248,892 | 559,003 |
Rathbone Brothers plc | 58,958 | 2,018,451 |
RDI REIT plc | 1,309,621 | 575,337 |
Redrow plc | 248,841 | 1,770,785 |
Renewi plc | 806,072 | 660,046 |
Renishaw plc | 38,868 | 2,758,319 |
Rhi Magnesita N.V. | 28,488 | 1,825,444 |
Rotork plc | 951,628 | 4,180,648 |
RPS Group plc | 265,312 | 810,372 |
Safestore Holdings plc | 240,009 | 1,659,582 |
Saga plc | 1,276,951 | 2,102,861 |
Sanne Group plc | 123,075 | 983,795 |
Savills plc | 173,930 | 1,808,523 |
Schroder Real Estate Investment Trust Ltd. | 589,196 | 503,901 |
Senior plc | 485,041 | 2,006,034 |
Serco Group plc * | 1,257,519 | 1,596,050 |
Shaftesbury plc | 259,238 | 3,111,682 |
SIG plc | 700,593 | 1,183,774 |
Sirius Minerals plc *(a) | 5,007,489 | 2,343,053 |
Soco International plc | 279,991 | 324,251 |
Softcat plc | 100,734 | 1,112,896 |
Sophos Group plc | 354,673 | 2,417,872 |
Spectris plc | 131,042 | 4,009,375 |
Spire Healthcare Group plc | 308,053 | 689,875 |
Sports Direct International plc * | 245,548 | 1,218,199 |
SSP Group plc | 495,157 | 4,468,377 |
ST Modwen Properties plc | 172,737 | 884,139 |
Stagecoach Group plc | 481,546 | 1,017,696 |
Stobart Group Ltd. | 348,921 | 1,079,354 |
Superdry plc | 54,741 | 848,103 |
Synthomer plc | 317,732 | 2,341,551 |
TalkTalk Telecom Group plc (a) | 622,909 | 1,037,131 |
TBC Bank Group plc | 29,655 | 616,705 |
Ted Baker plc | 29,926 | 858,830 |
Telecom Plus plc | 67,883 | 905,249 |
The Go-Ahead Group plc | 51,790 | 1,130,203 |
The Restaurant Group plc | 244,657 | 930,447 |
The Unite Group plc | 289,913 | 3,340,459 |
Thomas Cook Group plc | 1,567,352 | 1,702,051 |
Security | Number of Shares | Value ($) |
TP ICAP plc | 600,578 | 2,224,713 |
Tritax Big Box REIT plc | 1,643,222 | 3,222,888 |
Tullow Oil plc * | 1,501,729 | 4,545,909 |
UDG Healthcare plc | 269,516 | 2,578,232 |
UK Commercial Property REIT Ltd. | 476,715 | 555,790 |
Ultra Electronics Holdings plc | 82,299 | 1,716,838 |
Vectura Group plc * | 784,204 | 814,905 |
Vedanta Resources plc | 90,189 | 978,813 |
Vesuvius plc | 242,766 | 1,956,317 |
Victrex plc | 93,898 | 3,866,350 |
Virgin Money Holdings UK plc | 314,644 | 1,560,994 |
WH Smith plc | 124,240 | 3,332,965 |
Wizz Air Holdings plc * | 39,929 | 1,645,676 |
Workspace Group plc | 138,135 | 1,910,315 |
337,205,157 | ||
Total Common Stock | ||
(Cost $2,050,705,142) | 2,267,216,062 | |
Preferred Stock 0.3% of net assets | ||
Germany 0.3% | ||
Biotest AG | 22,683 | 641,317 |
Draegerwerk AG & Co. KGaA | 10,829 | 875,668 |
Jungheinrich AG | 53,651 | 1,938,856 |
Schaeffler AG | 80,912 | 1,101,451 |
Sixt SE | 19,294 | 1,616,296 |
6,173,588 | ||
Sweden 0.0% | ||
Hemfosa Fastigheter AB (a) | 5,469 | 113,733 |
Klovern AB | 22,123 | 809,958 |
923,691 | ||
Total Preferred Stock | ||
(Cost $6,287,841) | 7,097,279 | |
Rights 0.0% of net assets | ||
Australia 0.0% | ||
Ausdrill Ltd. expires 09/05/18 *(b) | 156,818 | — |
Bingo Industries Ltd. expires 09/07/18 *(b) | 101,406 | — |
RCR Tomlinson Ltd. expires 09/19/18 *(b) | 77,452 | — |
— | ||
Hong Kong 0.0% | ||
Chong Hing Bank Ltd. expires 09/14/18 *(b) | 121,102 | — |
Total Rights | ||
(Cost $—) | — | |
Warrants 0.0% of net assets | ||
Singapore 0.0% | ||
Ezion Holdings Ltd. expires 04/16/23 *(b) | 802,298 | — |
Total Warrants | ||
(Cost $—) | — |
Security | Number of Shares | Value ($) |
Other Investment Companies 3.1% of net assets | ||
United States 3.1% | ||
Money Market Fund 0.0% | ||
State Street Institutional U.S. Government Money Market Fund, Premier Class 1.87% (c) | 1,044,202 | 1,044,202 |
Securities Lending Collateral 3.1% | ||
Wells Fargo Government Money Market Fund, Select Class 1.87% (c) | 69,904,106 | 69,904,106 |
Total Other Investment Companies | ||
(Cost $70,948,308) | 70,948,308 |
Number of Contracts | Notional Amount ($) | Current Value/ Unrealized Depreciation ($) | ||
Futures Contracts | ||||
Long | ||||
MSCI EAFE Index, e-mini, expires 09/21/18 | 52 | 5,092,880 | (41,389) |
* | Non-income producing security. |
(a) | All or a portion of this security is on loan. Securities on loan were valued at $65,233,838. |
(b) | Fair-valued by management using significant unobservable inputs in accordance with procedures approved by the fund’s Board of Trustees. |
(c) | The rate shown is the 7-day yield. |
CVA — | Dutch Certificate |
REIT — | Real Estate Investment Trust |
RSP — | Risparmio (Convertible Savings Shares) |
Security | Number of Shares | Value ($) |
Common Stock 97.9% of net assets | ||
Brazil 5.4% | ||
Ambev S.A. ADR | 4,736,995 | 22,027,027 |
Atacadao Distribuicao Comercio e Industria Ltda | 371,955 | 1,312,644 |
B2W Cia Digital * | 181,096 | 1,161,272 |
B3 S.A. - Brasil Bolsa Balcao | 2,153,919 | 11,375,762 |
Banco Bradesco S.A. | 964,305 | 5,876,969 |
Banco BTG Pactual S.A. | 250,855 | 1,248,156 |
Banco do Brasil S.A. | 1,136,127 | 8,300,144 |
Banco Santander Brasil S.A. | 438,433 | 3,681,896 |
BB Seguridade Participacoes S.A. | 696,362 | 4,137,507 |
BR Malls Participacoes S.A. * | 856,878 | 1,902,972 |
BRF S.A. ADR *(a) | 611,201 | 3,049,893 |
CCR S.A. | 1,207,280 | 2,742,686 |
Centrais Eletricas Brasileiras S.A. * | 382,040 | 1,466,924 |
Cielo S.A. | 1,272,923 | 4,665,211 |
Companhia de Saneamento Basico do Estado de Sao Paulo | 390,730 | 2,313,976 |
Companhia Siderurgica Nacional S.A. * | 663,705 | 1,414,366 |
Cosan S.A. | 198,093 | 1,673,172 |
EDP - Energias do Brasil S.A. | 392,317 | 1,276,904 |
Embraer S.A. | 853,974 | 4,062,496 |
Energisa S.A. | 141,994 | 1,040,805 |
Engie Brasil Energia S.A. | 176,244 | 1,578,458 |
Equatorial Energia S.A. | 170,661 | 2,361,029 |
Estacio Participacoes S.A. | 282,243 | 1,544,078 |
Fibria Celulose S.A. | 249,228 | 4,789,659 |
Fleury S.A. | 229,250 | 1,429,996 |
Grendene S.A. | 400,000 | 695,129 |
Hypera S.A. | 435,637 | 2,897,127 |
IRB Brasil Resseguros S/A | 123,179 | 1,777,083 |
Itau Unibanco Holding S.A. ADR | 3,372,510 | 35,141,554 |
JBS S.A. | 1,074,373 | 2,451,180 |
Klabin S.A. | 805,553 | 4,174,306 |
Kroton Educacional S.A. | 1,620,959 | 4,020,825 |
Localiza Rent a Car S.A. | 551,082 | 2,879,735 |
Lojas Americanas S.A. | 253,543 | 697,842 |
Lojas Renner S.A. | 822,929 | 5,648,511 |
M Dias Branco S.A. | 95,543 | 981,147 |
Magazine Luiza S.A. | 71,884 | 2,272,491 |
Multiplan Empreendimentos Imobiliarios S.A. | 294,315 | 1,330,814 |
Natura Cosmeticos S.A. | 205,693 | 1,447,804 |
Odontoprev S.A. | 261,574 | 831,684 |
Petrobras Distribuidora S.A. | 342,065 | 1,642,204 |
Petroleo Brasileiro S.A. | 3,195,346 | 17,124,157 |
Porto Seguro S.A. | 117,023 | 1,558,754 |
Qualicorp Consultoria e Corretora de Seguros S.A. | 242,193 | 926,425 |
Raia Drogasil S.A. | 250,957 | 4,690,102 |
Rumo S.A. * | 1,236,363 | 4,270,150 |
Sao Martinho S.A. | 139,393 | 641,125 |
Smiles Fidelidade S.A. | 73,000 | 919,742 |
Sul America S.A. | 286,187 | 1,595,523 |
Suzano Papel e Celulose S.A. | 507,802 | 5,830,954 |
Tim Participacoes S.A. | 890,527 | 2,656,386 |
Security | Number of Shares | Value ($) |
Transmissora Alianca de Energia Eletrica S.A. | 286,980 | 1,400,038 |
Ultrapar Participacoes S.A. ADR (a) | 475,945 | 4,864,158 |
Vale S.A. | 3,739,922 | 48,672,269 |
Via Varejo S.A. | 152,384 | 625,055 |
WEG S.A. | 722,639 | 3,357,033 |
264,455,309 | ||
Chile 1.3% | ||
AES Gener S.A. | 2,596,478 | 657,097 |
Aguas Andinas S.A., A Shares | 3,309,403 | 1,781,605 |
Banco de Chile ADR (a) | 49,944 | 4,363,108 |
Banco de Credito e Inversiones S.A. | 46,756 | 2,993,528 |
Banco Santander Chile ADR | 167,930 | 5,138,658 |
Cencosud S.A. | 1,496,651 | 3,560,980 |
Cia Cervecerias Unidas S.A. | 149,775 | 1,980,791 |
Colbun S.A. | 8,192,475 | 1,732,532 |
Empresa Nacional de Telecomunicaciones S.A. | 156,516 | 1,287,136 |
Empresas CMPC S.A. | 1,137,523 | 4,499,608 |
Empresas COPEC S.A. | 543,681 | 8,331,272 |
Enel Americas S.A. ADR | 608,417 | 4,514,454 |
Enel Chile S.A. | 10,709,170 | 1,050,666 |
Enel Chile S.A. ADR | 238,461 | 1,161,305 |
Engie Energia Chile S.A. | 486,622 | 893,997 |
Itau CorpBanca | 181,164,400 | 1,718,087 |
Latam Airlines Group S.A. ADR (a) | 334,488 | 3,104,049 |
Parque Arauco S.A. | 670,356 | 1,682,747 |
S.A.C.I. Falabella | 679,433 | 5,422,441 |
Sociedad Quimica y Minera de Chile S.A. ADR (a) | 109,566 | 4,668,607 |
SONDA S.A. | 538,642 | 710,224 |
61,252,892 | ||
China 33.7% | ||
3SBio, Inc. | 1,075,670 | 2,052,967 |
58.com, Inc. ADR * | 103,855 | 7,901,288 |
Agile Property Holdings Ltd. | 1,575,741 | 2,573,736 |
Agricultural Bank of China Ltd., H Shares | 33,333,434 | 16,138,191 |
Air China Ltd., H Shares | 1,969,835 | 1,847,136 |
Alibaba Group Holding Ltd. ADR * | 1,172,026 | 205,116,270 |
Alibaba Health Information Technology Ltd. * | 3,453,562 | 3,493,647 |
Alibaba Pictures Group Ltd. * | 14,339,128 | 1,735,552 |
Aluminum Corp. of China Ltd., H Shares * | 4,142,575 | 1,752,265 |
Angang Steel Co., Ltd., H Shares | 1,501,735 | 1,477,072 |
Anhui Conch Cement Co., Ltd., H Shares | 1,284,219 | 7,820,926 |
ANTA Sports Products Ltd. | 1,328,235 | 7,234,395 |
Autohome, Inc. ADR | 60,210 | 4,973,948 |
AviChina Industry & Technology Co., Ltd., H Shares | 2,657,317 | 1,540,444 |
BAIC Motor Corp., Ltd., H Shares | 1,699,611 | 1,429,173 |
Baidu, Inc. ADR * | 301,748 | 68,339,887 |
Bank of China Ltd., H Shares | 82,507,829 | 37,107,446 |
Bank of Communications Co., Ltd., H Shares | 8,399,328 | 6,067,626 |
Security | Number of Shares | Value ($) |
BBMG Corp., H Shares | 2,635,236 | 980,378 |
Beijing Capital International Airport Co., Ltd., H Shares | 1,905,115 | 2,029,171 |
Beijing Enterprises Holdings Ltd. | 570,641 | 2,737,280 |
Beijing Enterprises Water Group Ltd. * | 5,088,754 | 2,774,894 |
Beijing Jingneng Clean Energy Co., Ltd., H Shares | 2,769,052 | 589,168 |
Bosideng International Holdings Ltd. | 3,067,356 | 386,893 |
Brilliance China Automotive Holdings Ltd. | 3,117,924 | 4,941,708 |
Byd Co., Ltd., H Shares (a) | 751,397 | 4,465,934 |
BYD Electronic International Co., Ltd. | 876,340 | 921,123 |
CAR, Inc. * | 734,675 | 589,694 |
CGN Power Co., Ltd., H Shares | 12,299,770 | 2,914,749 |
China Agri-Industries Holdings Ltd. | 2,932,736 | 1,165,786 |
China BlueChemical Ltd., H Shares | 1,843,250 | 643,467 |
China Cinda Asset Management Co., Ltd., H Shares | 11,304,543 | 2,923,750 |
China CITIC Bank Corp., Ltd., H Shares | 8,973,045 | 5,601,794 |
China Coal Energy Co., Ltd., H Shares | 2,628,977 | 1,118,728 |
China Communications Construction Co., Ltd., H Shares | 4,748,151 | 4,712,520 |
China Communications Services Corp., Ltd., H Shares | 2,739,937 | 2,269,056 |
China Conch Venture Holdings Ltd. | 1,728,578 | 5,946,261 |
China Construction Bank Corp., H Shares | 96,898,112 | 85,800,797 |
China Dongxiang Group Co., Ltd. | 3,621,845 | 599,880 |
China Eastern Airlines Corp., Ltd., H Shares | 1,727,928 | 1,105,148 |
China Everbright Bank Co., Ltd., H Shares | 3,360,786 | 1,404,449 |
China Everbright International Ltd. | 3,019,366 | 2,542,778 |
China Everbright Ltd. | 1,041,463 | 1,823,147 |
China Evergrande Group * | 3,214,440 | 11,528,556 |
China Foods Ltd. | 800,000 | 397,508 |
China Galaxy Securities Co., Ltd., H Shares | 4,301,396 | 2,104,417 |
China Gas Holdings Ltd. | 1,679,525 | 5,338,856 |
China Huarong Asset Management Co., Ltd., H Shares | 10,653,232 | 2,212,382 |
China Huishan Dairy Holdings Co., Ltd. *(b) | 3,872,695 | — |
China International Capital Corp., Ltd., H Shares | 940,926 | 1,721,477 |
China International Marine Containers Group Co., Ltd., H Shares | 568,387 | 604,675 |
China Jinmao Holdings Group Ltd. | 5,939,152 | 2,799,738 |
China Life Insurance Co., Ltd., H Shares | 8,067,082 | 18,233,133 |
China Literature Ltd. * | 203,458 | 1,430,886 |
China Longyuan Power Group Corp., Ltd., H Shares | 3,625,095 | 3,052,896 |
China Machinery Engineering Corp. | 1,030,000 | 501,293 |
China Medical System Holdings Ltd. | 1,356,452 | 2,246,668 |
China Merchants Bank Co., Ltd., H Shares | 4,067,926 | 15,600,221 |
China Merchants Port Holdings Co., Ltd. | 1,609,762 | 3,285,605 |
China Merchants Securities Co., Ltd., H Shares | 969,289 | 1,122,557 |
China Minsheng Banking Corp., Ltd., H Shares | 6,924,246 | 4,957,926 |
China Mobile Ltd. | 5,776,754 | 54,316,458 |
China Molybdenum Co., Ltd., H Shares | 4,621,920 | 1,896,136 |
China National Building Material Co., Ltd., H Shares | 4,529,571 | 4,235,887 |
China Oilfield Services Ltd., H Shares | 2,249,772 | 1,994,982 |
China Overseas Land & Investment Ltd. | 4,195,972 | 13,284,652 |
Security | Number of Shares | Value ($) |
China Pacific Insurance (Group) Co., Ltd., H Shares | 2,795,073 | 10,416,222 |
China Petroleum & Chemical Corp., H Shares | 27,584,152 | 27,728,594 |
China Power International Development Ltd. (a) | 5,019,454 | 1,093,563 |
China Railway Construction Corp., Ltd., H Shares | 2,285,658 | 2,763,559 |
China Railway Group Ltd., H Shares | 5,123,142 | 4,425,448 |
China Railway Signal & Communication Corp., Ltd., H shares | 1,689,417 | 1,194,596 |
China Reinsurance Group Corp., H shares | 7,848,664 | 1,549,953 |
China Resources Beer Holdings Co., Ltd. | 1,793,262 | 7,630,999 |
China Resources Cement Holdings Ltd. | 2,444,797 | 2,853,182 |
China Resources Gas Group Ltd. | 855,089 | 3,894,741 |
China Resources Land Ltd. | 2,923,857 | 10,188,369 |
China Resources Pharmaceutical Group Ltd. | 1,947,051 | 3,115,718 |
China Resources Power Holdings Co., Ltd. | 2,091,829 | 3,768,485 |
China Shenhua Energy Co., Ltd., H Shares | 3,675,342 | 8,194,586 |
China South City Holdings Ltd. | 3,410,906 | 599,708 |
China Southern Airlines Co., Ltd., H Shares | 2,640,814 | 1,746,210 |
China State Construction International Holdings Ltd. | 1,939,672 | 2,019,024 |
China Taiping Insurance Holdings Co., Ltd. | 1,571,935 | 4,986,837 |
China Telecom Corp., Ltd., H Shares | 15,054,456 | 7,077,545 |
China Tower Corp., Ltd. * | 37,304,000 | 5,703,321 |
China Traditional Chinese Medicine Holdings Co., Ltd. | 2,632,243 | 1,918,285 |
China Unicom (Hong Kong) Ltd. | 6,530,520 | 7,596,434 |
China Vanke Co., Ltd., H Shares | 1,408,317 | 4,880,457 |
China Zhongwang Holdings Ltd. | 1,551,826 | 727,582 |
Chongqing Rural Commercial Bank Co., Ltd., H Shares | 3,492,143 | 1,882,017 |
CIFI Holdings Group Co., Ltd. | 3,692,600 | 2,140,597 |
CIMC Enric Holdings Ltd. | 1,008,000 | 934,939 |
CITIC Ltd. | 5,312,045 | 7,552,959 |
CITIC Securities Co., Ltd., H Shares | 2,454,626 | 4,397,055 |
CNOOC Ltd. | 17,386,955 | 30,747,103 |
COSCO Shipping Development Co., Ltd., H Shares * | 4,525,420 | 657,287 |
COSCO Shipping Energy Transportation Co., Ltd., H Shares | 1,665,882 | 727,997 |
COSCO SHIPPING Holdings Co., Ltd., H Shares *(a) | 2,543,509 | 1,059,674 |
COSCO SHIPPING Ports Ltd. | 2,303,412 | 2,438,731 |
Country Garden Holdings Co., Ltd. | 7,915,621 | 11,779,288 |
Country Garden Services Holdings Co., Ltd. * | 937,647 | 1,605,572 |
CRRC Corp., Ltd., H Shares | 4,158,557 | 3,443,874 |
CSPC Pharmaceutical Group Ltd. | 4,716,834 | 11,898,905 |
Ctrip.com International Ltd. ADR * | 411,075 | 16,093,586 |
Dali Foods Group Co., Ltd. | 2,788,113 | 2,024,773 |
Datang International Power Generation Co., Ltd., H Shares | 3,111,058 | 796,701 |
Dongfeng Motor Group Co., Ltd., H Shares | 3,100,103 | 3,463,913 |
ENN Energy Holdings Ltd. | 793,427 | 7,227,768 |
Far East Horizon Ltd. | 2,315,443 | 2,191,867 |
Fosun International Ltd. | 2,295,835 | 4,153,557 |
Fullshare Holdings Ltd. *(a) | 8,438,320 | 3,375,801 |
Security | Number of Shares | Value ($) |
Fuyao Glass Industry Group Co., Ltd., Class H | 609,236 | 2,247,115 |
GCL-Poly Energy Holdings Ltd. * | 12,976,449 | 876,240 |
Geely Automobile Holdings Ltd. | 5,379,150 | 11,431,439 |
Genscript Biotech Corp. * | 921,505 | 1,984,155 |
GF Securities Co., Ltd., H Shares | 1,839,816 | 2,308,882 |
GOME Retail Holdings Ltd. *(a) | 14,341,000 | 1,388,623 |
Great Wall Motor Co., Ltd., H Shares | 3,347,802 | 2,060,146 |
Greentown China Holdings Ltd. | 867,625 | 873,274 |
Guangdong Investment Ltd. | 3,170,060 | 5,622,092 |
Guangshen Railway Co., Ltd., H shares | 1,931,725 | 844,171 |
Guangzhou Automobile Group Co., Ltd., H Shares | 3,683,108 | 3,998,023 |
Guangzhou Baiyunshan Pharmaceutical Holdings Co., Ltd., H Shares | 232,000 | 854,234 |
Guangzhou R&F Properties Co., Ltd., H Shares | 1,115,474 | 2,251,157 |
Guotai Junan Securities Co., Ltd., H Shares | 991,453 | 2,046,343 |
Haier Electronics Group Co., Ltd. * | 1,381,609 | 3,599,728 |
Haitian International Holdings Ltd. | 710,033 | 1,425,693 |
Haitong Securities Co., Ltd., H Shares | 3,834,281 | 3,390,273 |
Health & Happiness H&H International Holdings Ltd. * | 181,007 | 1,147,307 |
Hengan International Group Co., Ltd. | 772,628 | 6,954,627 |
HengTen Networks Group Ltd. * | 23,483,472 | 987,342 |
Hopson Development Holdings Ltd. | 670,000 | 620,584 |
Huadian Fuxin Energy Corp., Ltd., H Shares | 2,743,615 | 566,278 |
Huadian Power International Corp., Ltd., H Shares | 2,051,682 | 763,280 |
Huaneng Power International, Inc., H Shares | 4,491,898 | 2,884,374 |
Huaneng Renewables Corp., Ltd., H Shares | 5,254,515 | 1,680,342 |
Huatai Securities Co., Ltd., H Shares * | 1,914,739 | 2,868,852 |
Huazhu Group Ltd. ADR | 113,167 | 3,895,208 |
Industrial & Commercial Bank of China Ltd., H Shares | 85,040,330 | 62,624,458 |
Inner Mongolia Yitai Coal Co., Ltd., B Shares | 266,485 | 320,581 |
JD.com, Inc. ADR * | 861,537 | 26,966,108 |
Jiangsu Expressway Co., Ltd., H Shares | 1,510,469 | 1,909,039 |
Jiangxi Copper Co., Ltd., H Shares | 1,418,324 | 1,680,543 |
Kingboard Holdings Ltd. | 837,905 | 2,978,449 |
Kingboard Laminates Holdings Ltd. | 1,296,466 | 1,223,969 |
Kingsoft Corp., Ltd. | 939,922 | 1,707,664 |
Kunlun Energy Co., Ltd. | 3,362,663 | 3,513,083 |
KWG Group Holdings Ltd. | 1,532,083 | 1,637,704 |
Landing International Development Ltd. * | 1,732,812 | 699,845 |
Lee & Man Paper Manufacturing Ltd. | 1,892,949 | 1,813,627 |
Legend Holdings Corp., H Shares | 496,648 | 1,537,610 |
Lenovo Group Ltd. | 8,078,400 | 5,269,708 |
Li Ning Co., Ltd. * | 2,013,540 | 2,124,133 |
Livzon Pharmaceutical Group, Inc., H Shares | 136,500 | 551,294 |
Logan Property Holdings Co., Ltd. | 1,087,859 | 1,358,282 |
Longfor Group Holdings Ltd. | 1,627,088 | 4,519,171 |
Luye Pharma Group Ltd. | 1,777,108 | 1,673,206 |
Maanshan Iron & Steel Co., Ltd., H Shares | 1,909,987 | 1,000,146 |
Meitu, Inc. * | 2,243,630 | 1,214,874 |
Metallurgical Corp. of China Ltd., H Shares | 3,232,000 | 885,322 |
Momo, Inc. ADR * | 107,324 | 4,968,028 |
NetEase, Inc. ADR | 79,216 | 15,661,795 |
Security | Number of Shares | Value ($) |
New China Life Insurance Co., Ltd., H Shares | 948,984 | 4,298,230 |
New Oriental Education & Technology Group, Inc. ADR | 151,171 | 11,882,041 |
Nine Dragons Paper Holdings Ltd. | 1,903,000 | 2,157,844 |
Orient Securities Co., Ltd. | 1,043,892 | 703,562 |
PetroChina Co., Ltd., H Shares | 23,171,539 | 17,240,860 |
PICC Property & Casualty Co., Ltd., H Shares | 7,294,369 | 8,215,447 |
Pinduoduo, Inc. ADR *(a) | 99,231 | 1,920,120 |
Ping An Insurance Group Co. of China Ltd., H Shares | 5,435,303 | 52,352,420 |
Poly Property Group Co., Ltd. | 2,838,567 | 1,081,338 |
Postal Savings Bank of China Co., Ltd., Class H | 6,305,245 | 3,711,378 |
Red Star Macalline Group Corp., Ltd., H Shares | 687,617 | 706,111 |
Shandong Chenming Paper Holdings Ltd., H Shares | 1,408,670 | 978,131 |
Shandong Weigao Group Medical Polymer Co., Ltd., H Shares | 1,761,309 | 1,667,307 |
Shanghai Electric Group Co., Ltd., H Shares | 4,088,496 | 1,281,415 |
Shanghai Fosun Pharmaceutical Group Co., Ltd., H Shares | 571,041 | 2,306,310 |
Shanghai Industrial Holdings Ltd. | 580,658 | 1,383,417 |
Shanghai Pharmaceuticals Holding Co., Ltd., H Shares | 951,500 | 2,497,280 |
Shenzhen Expressway Co., Ltd., H shares | 898,904 | 871,544 |
Shenzhen International Holdings Ltd. | 1,082,476 | 2,030,099 |
Shenzhen Investment Ltd. | 4,691,545 | 1,536,173 |
Shenzhou International Group Holdings Ltd. | 792,191 | 10,395,810 |
Shimao Property Holdings Ltd. | 1,377,888 | 4,107,911 |
Sihuan Pharmaceutical Holdings Group Ltd. | 4,688,327 | 1,039,342 |
SINA Corp. * | 67,045 | 4,757,513 |
Sino Biopharmaceutical Ltd. | 6,886,331 | 8,720,984 |
Sino-Ocean Group Holding Ltd. | 3,316,115 | 1,685,752 |
Sinofert Holdings Ltd. * | 2,000,000 | 229,331 |
Sinopec Engineering Group Co., Ltd., H shares | 1,903,000 | 1,983,277 |
Sinopec Oilfield Service Corp., H Shares * | 3,134,000 | 403,285 |
Sinopec Shanghai Petrochemical Co., Ltd., H Shares | 3,721,137 | 2,185,585 |
Sinopharm Group Co., Ltd., H Shares | 1,200,703 | 5,973,761 |
Sinotrans Ltd., H Shares | 2,261,148 | 947,799 |
Sinotruk Hong Kong Ltd. (a) | 876,340 | 1,308,553 |
SOHO China Ltd. | 2,409,104 | 966,846 |
Sunac China Holdings Ltd. | 2,392,819 | 7,834,913 |
Sunny Optical Technology Group Co., Ltd. | 725,664 | 9,222,309 |
TAL Education Group ADR * | 310,372 | 9,187,011 |
Tencent Holdings Ltd. | 6,201,261 | 268,627,290 |
The People's Insurance Co. Group of China Ltd., H Shares | 10,712,852 | 4,640,612 |
TravelSky Technology Ltd., H Shares | 1,097,475 | 2,810,489 |
Tsingtao Brewery Co., Ltd., H Shares | 489,204 | 2,324,824 |
Vipshop Holdings Ltd. ADR * | 496,272 | 3,463,979 |
Weibo Corp. ADR * | 40,503 | 3,108,200 |
Weichai Power Co., Ltd., H Shares | 2,343,073 | 2,483,707 |
Wuxi Biologics Cayman, Inc. * | 516,542 | 5,100,333 |
Xiaomi Corp., Class B *(a) | 2,090,000 | 4,473,493 |
Xinjiang Goldwind Science & Technology Co., Ltd. H Shares | 533,200 | 570,638 |
Yangzijiang Shipbuilding Holdings Ltd. | 2,599,614 | 2,030,281 |
Security | Number of Shares | Value ($) |
Yanlord Land Group Ltd. | 959,616 | 1,064,645 |
Yanzhou Coal Mining Co., Ltd., H Shares | 2,119,394 | 2,449,121 |
Yuexiu Property Co., Ltd. | 7,567,881 | 1,369,159 |
YY, Inc. ADR * | 47,138 | 3,602,757 |
Zhaojin Mining Industry Co., Ltd., H Shares | 1,361,726 | 1,061,775 |
Zhejiang Expressway Co., Ltd., H Shares | 1,714,006 | 1,360,478 |
ZhongAn Online P&C Insurance Co., Ltd., H Shares *(a) | 147,257 | 631,324 |
Zhongsheng Group Holdings Ltd. | 758,797 | 1,664,754 |
Zhuzhou CRRC Times Electric Co., Ltd., H Shares | 609,344 | 3,287,813 |
Zijin Mining Group Co., Ltd., H Shares | 6,261,941 | 2,337,587 |
Zoomlion Heavy Industry Science & Technology Co., Ltd., H Shares | 1,421,719 | 521,672 |
ZTE Corp., H Shares * | 668,985 | 1,298,950 |
ZTO Express Cayman, Inc. ADR | 317,645 | 5,863,727 |
1,652,451,851 | ||
Colombia 0.5% | ||
Almacenes Exito S.A. | 204,278 | 1,060,592 |
Bancolombia S.A. | 289,489 | 3,108,347 |
Bancolombia S.A. ADR | 121,803 | 5,281,378 |
Cemex Latam Holdings S.A. * | 217,644 | 448,860 |
Corp. Financiera Colombiana S.A. * | 84,212 | 666,583 |
Ecopetrol S.A. ADR | 257,981 | 5,830,371 |
Grupo de Inversiones Suramericana S.A. | 297,376 | 3,504,548 |
Interconexion Electrica S.A. ESP | 480,685 | 2,127,457 |
22,028,136 | ||
Czech Republic 0.2% | ||
CEZ A/S | 170,681 | 4,345,129 |
Komercni Banka A/S | 88,709 | 3,708,376 |
Moneta Money Bank A/S | 594,652 | 2,089,263 |
O2 Czech Republic A/S | 51,566 | 612,071 |
Philip Morris CR | 600 | 404,247 |
11,159,086 | ||
Egypt 0.1% | ||
Commercial International Bank Egypt SAE GDR | 1,486,684 | 7,032,015 |
Greece 0.4% | ||
Alpha Bank AE * | 1,566,855 | 2,884,042 |
Eurobank Ergasias S.A. * | 2,033,465 | 1,738,963 |
FF Group *(b) | 50,437 | 95,771 |
Hellenic Petroleum S.A. | 62,000 | 526,600 |
Hellenic Telecommunications Organization S.A. | 257,041 | 3,286,747 |
JUMBO S.A. | 108,553 | 1,626,762 |
Motor Oil Hellas Corinth Refineries S.A. | 61,018 | 1,441,187 |
Mytilineos Holdings S.A. | 118,596 | 1,190,822 |
National Bank of Greece S.A. *(b) | 533,580 | 1,497,067 |
OPAP S.A. | 235,000 | 2,530,524 |
Piraeus Bank S.A. * | 340,000 | 949,416 |
Titan Cement Co. S.A. | 42,447 | 977,864 |
18,745,765 | ||
Hungary 0.4% | ||
Magyar Telekom Telecommunications plc | 423,180 | 622,871 |
MOL Hungarian Oil & Gas plc | 459,151 | 4,702,040 |
Security | Number of Shares | Value ($) |
OTP Bank plc | 251,839 | 9,309,613 |
Richter Gedeon Nyrt | 158,040 | 3,118,466 |
17,752,990 | ||
India 12.1% | ||
ABB India Ltd. | 64,497 | 1,189,798 |
ACC Ltd. | 55,663 | 1,286,093 |
Adani Ports & Special Economic Zone Ltd. | 731,063 | 3,949,268 |
Adani Power Ltd. * | 1,000,000 | 499,110 |
Ambuja Cements Ltd. | 841,552 | 2,863,659 |
Ashok Leyland Ltd. | 1,414,804 | 2,574,230 |
Asian Paints Ltd. | 298,861 | 5,783,074 |
Aurobindo Pharma Ltd. | 288,975 | 2,903,959 |
Avenue Supermarts Ltd. * | 73,014 | 1,651,729 |
Axis Bank Ltd. * | 1,932,963 | 17,694,101 |
Bajaj Auto Ltd. | 90,205 | 3,490,939 |
Bajaj Finance Ltd. | 191,063 | 7,695,184 |
Bajaj Finserv Ltd. | 41,418 | 3,940,436 |
Bajaj Holdings & Investment Ltd. | 27,584 | 1,212,333 |
Bank of Baroda * | 568,178 | 1,225,256 |
Berger Paints India Ltd. | 225,898 | 1,066,010 |
Bharat Electronics Ltd. | 606,238 | 970,135 |
Bharat Forge Ltd. | 228,920 | 2,191,687 |
Bharat Heavy Electricals Ltd. | 1,318,866 | 1,498,748 |
Bharat Petroleum Corp., Ltd. | 1,083,102 | 5,529,564 |
Bharti Airtel Ltd. | 1,405,468 | 7,606,336 |
Bharti Infratel Ltd. | 1,015,053 | 4,105,937 |
Biocon Ltd. | 189,629 | 1,668,331 |
Bosch Ltd. | 7,970 | 2,471,061 |
Britannia Industries Ltd. | 31,214 | 2,964,783 |
Cadila Healthcare Ltd. | 243,226 | 1,381,143 |
Canara Bank * | 158,000 | 631,989 |
Castrol India Ltd. | 286,168 | 640,715 |
CG Power & Industrial Solutions Ltd. * | 470,079 | 391,035 |
Cipla Ltd. | 349,373 | 3,261,660 |
Coal India Ltd. | 1,376,965 | 5,551,445 |
Colgate-Palmolive (India) Ltd. | 82,357 | 1,357,401 |
Container Corp. Of India Ltd. | 181,778 | 1,670,637 |
Cummins India Ltd. | 80,341 | 870,114 |
Dabur India Ltd. | 549,263 | 3,707,508 |
Dalmia Bharat Ltd. | 23,333 | 863,067 |
Divi's Laboratories Ltd. | 93,317 | 1,718,160 |
DLF Ltd. | 509,608 | 1,586,457 |
Dr. Reddy's Laboratories Ltd. | 88,216 | 3,099,477 |
Eicher Motors Ltd. | 14,819 | 5,862,673 |
Emami Ltd. | 115,410 | 918,789 |
Exide Industries Ltd. | 230,210 | 925,368 |
Future Retail Ltd. * | 220,413 | 1,730,332 |
GAIL India Ltd. | 625,582 | 3,282,869 |
GlaxoSmithKline Consumer Healthcare Ltd. | 11,183 | 1,214,925 |
Glenmark Pharmaceuticals Ltd. | 170,135 | 1,596,734 |
Godrej Consumer Products Ltd. | 266,077 | 5,447,683 |
Godrej Industries Ltd. | 75,000 | 683,791 |
Grasim Industries Ltd. | 375,282 | 5,648,311 |
Havells India Ltd. | 266,526 | 2,725,338 |
HCL Technologies Ltd. | 597,257 | 8,811,964 |
HDFC Standard Life Insurance Co., Ltd. | 355,505 | 2,314,438 |
Hero MotoCorp Ltd. | 106,093 | 4,867,104 |
Hindalco Industries Ltd. | 933,110 | 3,130,484 |
Hindustan Petroleum Corp., Ltd. | 692,300 | 2,477,302 |
Hindustan Unilever Ltd. | 762,395 | 19,134,514 |
Hindustan Zinc Ltd. | 337,038 | 1,423,447 |
Housing Development Finance Corp., Ltd. | 1,818,465 | 49,635,464 |
Security | Number of Shares | Value ($) |
ICICI Lombard General Insurance Co., Ltd. | 91,280 | 1,024,236 |
ICICI Prudential Life Insurance Co., Ltd. | 323,620 | 1,712,635 |
IDBI Bank Ltd. * | 679,071 | 600,310 |
Idea Cellular Ltd. * | 2,845,900 | 1,980,158 |
IDFC Bank Ltd. | 1,724,422 | 1,157,293 |
Indiabulls Housing Finance Ltd. | 370,137 | 6,571,545 |
Indian Oil Corp., Ltd. | 2,494,438 | 5,470,610 |
Infosys Ltd. | 2,072,117 | 42,101,871 |
InterGlobe Aviation Ltd. | 110,172 | 1,442,812 |
ITC Ltd. | 3,179,572 | 14,338,642 |
Jindal Steel & Power Ltd. * | 482,606 | 1,502,057 |
JSW Energy Ltd. * | 415,000 | 426,549 |
JSW Steel Ltd. | 1,223,324 | 6,836,178 |
Kansai Nerolac Paints Ltd. | 140,000 | 1,017,338 |
L&T Finance Holdings Ltd. | 525,936 | 1,345,127 |
Larsen & Toubro Ltd. | 365,839 | 7,064,166 |
LIC Housing Finance Ltd. | 303,559 | 2,229,413 |
Lupin Ltd. | 267,964 | 3,519,079 |
Mahindra & Mahindra Financial Services Ltd. | 299,682 | 2,066,787 |
Mahindra & Mahindra Ltd. | 648,620 | 8,827,661 |
Marico Ltd. | 553,867 | 2,885,055 |
Maruti Suzuki India Ltd. | 130,848 | 16,781,456 |
Motherson Sumi Systems Ltd. | 684,720 | 2,935,773 |
Mphasis Ltd. | 90,600 | 1,609,503 |
MRF Ltd. | 1,000 | 1,043,714 |
Nestle India Ltd. | 24,360 | 3,977,986 |
NHPC Ltd. | 3,290,128 | 1,175,936 |
NMDC Ltd. | 778,898 | 1,224,471 |
NTPC Ltd. | 2,068,728 | 5,002,194 |
Oil & Natural Gas Corp., Ltd. | 3,369,497 | 8,553,645 |
Oil India Ltd. | 303,783 | 914,866 |
Oracle Financial Services Software Ltd. | 26,642 | 1,562,694 |
Page Industries Ltd. | 4,422 | 2,145,762 |
Petronet LNG Ltd. | 374,505 | 1,309,754 |
Pidilite Industries Ltd. | 125,007 | 2,059,737 |
Piramal Enterprises Ltd. | 89,352 | 4,031,005 |
Power Finance Corp., Ltd. | 793,638 | 944,404 |
Power Grid Corp. of India Ltd. | 868,986 | 2,468,771 |
Punjab National Bank * | 537,427 | 667,936 |
Rajesh Exports Ltd. | 181,589 | 1,698,471 |
Reliance Capital Ltd. | 160,230 | 1,066,750 |
Reliance Industries Ltd. | 3,363,735 | 58,886,260 |
Reliance Infrastructure Ltd. | 166,730 | 1,123,542 |
Rural Electrification Corp., Ltd. | 713,652 | 1,205,414 |
SBI Life Insurance Co., Ltd. | 113,424 | 1,075,290 |
Shree Cement Ltd. | 10,265 | 2,739,089 |
Shriram Transport Finance Co., Ltd. | 187,662 | 3,534,360 |
Siemens Ltd. | 116,083 | 1,668,996 |
State Bank of India * | 1,987,492 | 8,675,596 |
Steel Authority of India Ltd. * | 1,291,395 | 1,453,875 |
Sun Pharmaceutical Industries Ltd. | 1,171,144 | 10,779,949 |
Sun TV Network Ltd. | 92,677 | 1,001,168 |
Tata Consultancy Services Ltd. | 1,004,087 | 29,423,442 |
Tata Motors Ltd. * | 1,506,377 | 4,949,779 |
Tata Power Co., Ltd. | 1,273,605 | 1,377,283 |
Tata Steel Ltd. | 314,619 | 2,663,735 |
Tech Mahindra Ltd. | 515,556 | 5,566,526 |
Titan Co., Ltd. | 364,664 | 4,585,662 |
Torrent Pharmaceuticals Ltd. | 47,875 | 1,223,634 |
Torrent Power Ltd. | 135,000 | 501,732 |
UltraTech Cement Ltd. | 111,359 | 7,026,837 |
United Breweries Ltd. | 71,431 | 1,414,092 |
United Spirits Ltd. * | 366,590 | 3,257,515 |
UPL Ltd. | 388,161 | 3,914,652 |
Vakrangee Ltd. | 511,216 | 279,659 |
Vedanta Ltd. | 1,745,884 | 5,604,946 |
Security | Number of Shares | Value ($) |
Wipro Ltd. | 1,186,988 | 5,041,577 |
Yes Bank Ltd. | 1,886,476 | 9,136,314 |
Zee Entertainment Enterprises Ltd. | 575,548 | 4,056,964 |
594,056,337 | ||
Indonesia 2.1% | ||
PT Adaro Energy Tbk | 15,292,560 | 1,936,227 |
PT Astra International Tbk | 21,978,187 | 10,817,505 |
PT Bank Central Asia Tbk | 10,672,557 | 17,968,731 |
PT Bank Danamon Indonesia Tbk | 2,954,972 | 1,364,142 |
PT Bank Mandiri (Persero) Tbk | 20,403,557 | 9,557,674 |
PT Bank Negara Indonesia (Persero) Tbk | 8,436,556 | 4,467,423 |
PT Bank Rakyat Indonesia (Persero) Tbk | 57,785,376 | 12,475,051 |
PT Bukit Asam Persero Tbk | 4,235,423 | 1,164,526 |
PT Bumi Serpong Damai Tbk * | 9,433,170 | 768,486 |
PT Charoen Pokphand Indonesia Tbk | 8,857,565 | 2,994,615 |
PT Gudang Garam Tbk | 474,240 | 2,350,273 |
PT Hanjaya Mandala Sampoerna Tbk | 8,600,078 | 2,236,137 |
PT Indocement Tunggal Prakarsa Tbk | 1,563,272 | 1,881,127 |
PT Indofood CBP Sukses Makmur Tbk | 2,881,810 | 1,697,196 |
PT Indofood Sukses Makmur Tbk | 5,425,918 | 2,348,284 |
PT Jasa Marga Persero Tbk | 2,656,286 | 816,903 |
PT Kalbe Farma Tbk | 19,863,327 | 1,813,725 |
PT Matahari Department Store Tbk | 2,733,904 | 1,392,008 |
PT Media Nusantara Citra Tbk | 1,687,996 | 103,709 |
PT Perusahaan Gas Negara (Persero) Tbk | 11,313,172 | 1,643,597 |
PT Semen Indonesia (Persero) Tbk | 3,717,943 | 2,385,238 |
PT Surya Citra Media Tbk | 7,133,518 | 1,016,999 |
PT Telekomunikasi Indonesia (Persero) Tbk | 50,611,920 | 11,991,555 |
PT Tower Bersama Infrastructure Tbk | 2,551,944 | 961,527 |
PT Unilever Indonesia Tbk | 1,193,928 | 3,554,226 |
PT United Tractors Tbk | 1,627,466 | 3,800,735 |
PT XL Axiata Tbk * | 4,679,781 | 1,010,299 |
104,517,918 | ||
Malaysia 3.2% | ||
AirAsia Berhad | 1,645,300 | 1,377,256 |
Alliance Bank Malaysia Berhad | 1,357,780 | 1,364,553 |
AMMB Holdings Berhad | 2,135,072 | 2,130,136 |
Astro Malaysia Holdings Berhad | 1,631,600 | 690,834 |
Axiata Group Berhad | 4,814,787 | 5,623,793 |
British American Tobacco Malaysia Berhad | 150,300 | 1,238,389 |
Bumi Armada Berhad * | 3,463,700 | 467,783 |
CIMB Group Holdings Berhad | 7,213,749 | 10,690,286 |
DiGi.com Berhad | 3,967,000 | 4,546,677 |
FGV Holdings Bhd | 2,289,900 | 841,404 |
Gamuda Berhad | 2,587,016 | 2,329,227 |
Genting Berhad | 2,457,300 | 5,154,380 |
Genting Malaysia Berhad | 3,133,420 | 3,980,156 |
HAP Seng Consolidated Berhad | 795,134 | 1,901,975 |
Hong Leong Bank Berhad | 772,207 | 3,863,384 |
Hong Leong Financial Group Bhd | 115,000 | 549,045 |
IHH Healthcare Berhad | 2,990,900 | 4,061,132 |
IJM Corp. Berhad | 3,823,136 | 1,739,692 |
IOI Corp. Berhad | 3,679,192 | 4,046,708 |
IOI Properties Group Berhad | 2,357,450 | 1,003,903 |
KLCCP Stapled Group | 576,444 | 1,082,893 |
Kuala Lumpur Kepong Berhad | 509,748 | 3,058,860 |
Malayan Banking Berhad | 4,917,400 | 11,918,069 |
Malaysia Airports Holdings Berhad | 993,700 | 2,260,882 |
Maxis Berhad | 2,961,624 | 4,165,516 |
MISC Berhad | 1,598,600 | 2,306,777 |
MMC Corp. Bhd | 923,200 | 312,264 |
Security | Number of Shares | Value ($) |
Nestle Malaysia Bhd | 70,671 | 2,527,956 |
Petronas Chemicals Group Berhad | 3,199,000 | 7,364,044 |
Petronas Dagangan Berhad | 332,300 | 2,199,431 |
Petronas Gas Berhad | 803,336 | 3,655,526 |
PPB Group Berhad | 762,777 | 3,118,300 |
Press Metal Aluminium Holdings Bhd | 1,951,232 | 2,364,554 |
Public Bank Berhad | 3,318,454 | 20,284,600 |
RHB Capital Berhad | 1,250,400 | 1,643,061 |
Sapura Energy Berhad * | 5,756,780 | 476,288 |
Sime Darby Berhad | 3,467,400 | 2,151,568 |
Sime Darby Plantation Berhad | 3,756,300 | 4,899,323 |
Sime Darby Property Berhad | 4,044,900 | 1,240,193 |
Telekom Malaysia Berhad | 1,363,900 | 1,098,554 |
Tenaga Nasional Berhad | 4,204,574 | 16,042,760 |
Westports Holdings Berhad | 881,600 | 798,042 |
YTL Corp. Berhad | 5,036,364 | 1,629,971 |
YTL Power International Berhad | 3,922,003 | 1,087,987 |
155,288,132 | ||
Mexico 3.9% | ||
Alfa S.A.B. de C.V., A Shares | 3,481,679 | 4,575,957 |
Alpek S.A.B. de C.V. | 200,000 | 294,867 |
Alsea S.A.B. de C.V. | 561,411 | 1,998,360 |
America Movil S.A.B. de C.V., Series L | 30,001,988 | 25,184,065 |
Arca Continental S.A.B. de C.V. | 354,411 | 2,179,052 |
Banco del Bajio S.A. | 745,000 | 1,733,872 |
Banco Santander Mexico S.A. Institucion de Banca Multiple Grupo Financiero Santand, B Shares | 1,985,578 | 3,140,288 |
Becle S.A.B. de C.V. | 522,222 | 738,794 |
Cemex S.A.B. de C.V., Series CPO * | 16,702,670 | 11,819,101 |
Coca-Cola Femsa S.A.B. de C.V., Series L | 630,471 | 3,789,652 |
Concentradora Fibra Danhos S.A. de C.V. | 150,000 | 247,901 |
El Puerto de Liverpool S.A.B. de C.V., Series C1 | 201,037 | 1,414,267 |
Fibra Uno Administracion S.A. de C.V. | 3,405,788 | 4,463,746 |
Fomento Economico Mexicano S.A.B. de C.V. | 2,311,466 | 22,087,704 |
Gruma S.A.B. de C.V., B Shares | 219,135 | 2,774,071 |
Grupo Aeroportuario del Centro Norte S.A.B. de C.V. | 382,948 | 2,523,946 |
Grupo Aeroportuario del Pacifico S.A.B. de C.V., B Shares | 419,748 | 4,329,965 |
Grupo Aeroportuario del Sureste S.A.B. de C.V., B Shares | 239,861 | 4,490,000 |
Grupo Bimbo S.A.B. de C.V., Series A | 2,809,184 | 5,840,070 |
Grupo Carso S.A.B. de C.V., Series A1 | 451,722 | 1,670,288 |
Grupo Comercial Chedraui S.A. de C.V. | 325,000 | 770,665 |
Grupo Elektra S.A.B. de C.V. | 68,802 | 3,230,587 |
Grupo Financiero Banorte S.A.B. de C.V., O Shares | 3,010,206 | 20,601,739 |
Grupo Financiero Inbursa S.A.B. de C.V., O Shares | 2,693,275 | 4,276,448 |
Grupo Lala S.A.B. de C.V. | 594,597 | 631,587 |
Grupo Mexico S.A.B. de C.V., Series B | 3,850,534 | 11,281,447 |
Grupo Televisa S.A.B., Series CPO | 2,439,637 | 8,796,244 |
Industrias Bachoco S.A.B. de C.V., Series B | 114,740 | 554,542 |
Industrias CH S.A.B. de C.V., Series B * | 181,380 | 708,900 |
Industrias Penoles S.A.B. de C.V. | 153,145 | 2,600,994 |
Infraestructura Energetica Nova S.A.B. de C.V. | 558,836 | 2,596,532 |
Kimberly-Clark de Mexico S.A.B. de C.V., A Shares | 905,647 | 1,589,577 |
Security | Number of Shares | Value ($) |
Megacable Holdings S.A.B. de C.V., Series CPO | 335,069 | 1,574,888 |
Mexichem S.A.B. de C.V. | 1,221,407 | 4,132,362 |
Nemak S.A.B. de C.V. | 645,000 | 538,386 |
Organizacion Soriana S.A.B. de C.V., B Shares * | 526,216 | 963,512 |
Promotora y Operadora de Infraestructura S.A.B. de C.V. | 232,451 | 2,461,096 |
Regional S.A.B. de C.V. | 254,320 | 1,560,329 |
Telesites S.A.B. de C.V. * | 1,312,978 | 1,022,475 |
Wal-Mart de Mexico S.A.B. de C.V. | 5,440,567 | 15,049,376 |
190,237,652 | ||
Peru 0.4% | ||
Companhia de Minas Buenaventura S.A. ADR | 271,727 | 3,421,043 |
Credicorp Ltd. | 74,606 | 16,265,600 |
19,686,643 | ||
Philippines 1.4% | ||
Aboitiz Equity Ventures, Inc. | 2,398,590 | 2,397,783 |
Aboitiz Power Corp. | 1,812,549 | 1,254,289 |
Alliance Global Group, Inc. * | 5,899,300 | 1,522,599 |
Ayala Corp. | 275,237 | 5,147,696 |
Ayala Land, Inc. | 7,648,211 | 6,365,403 |
Bank of the Philippine Islands | 1,945,864 | 3,411,849 |
BDO Unibank, Inc. | 2,162,639 | 5,262,200 |
Bloomberry Resorts Corp. | 3,958,280 | 706,994 |
DMCI Holdings, Inc. | 5,184,500 | 1,241,146 |
Globe Telecom, Inc. | 33,049 | 1,307,917 |
GT Capital Holdings, Inc. | 103,318 | 1,692,724 |
International Container Terminal Services, Inc. | 1,204,787 | 2,110,202 |
Jollibee Foods Corp. | 442,680 | 2,384,451 |
LT Group, Inc. | 2,852,084 | 917,480 |
Manila Electric Co. | 295,694 | 2,065,014 |
Megaworld Corp. | 14,512,666 | 1,245,851 |
Metro Pacific Investments Corp. | 14,550,996 | 1,483,185 |
Metropolitan Bank & Trust Co. | 1,632,029 | 2,235,844 |
Petron Corp. | 1,379,790 | 233,802 |
PLDT, Inc. | 128,147 | 3,338,610 |
Semirara Mining & Power Corp. | 1,581,054 | 857,533 |
SM Investments Corp. | 501,357 | 9,057,957 |
SM Prime Holdings, Inc. | 9,701,861 | 7,076,617 |
Universal Robina Corp. | 974,604 | 2,542,778 |
65,859,924 | ||
Poland 1.5% | ||
Alior Bank S.A. * | 95,811 | 1,771,506 |
AmRest Holdings SE * | 10,195 | 1,124,637 |
Asseco Poland S.A. | 87,651 | 1,093,122 |
Bank Handlowy w Warszawie S.A. | 42,361 | 782,662 |
Bank Millennium S.A. * | 649,678 | 1,585,162 |
Bank Pekao S.A. | 175,533 | 5,572,968 |
Bank Zachodni WBK S.A. | 29,789 | 3,043,287 |
CCC S.A. | 25,802 | 1,511,476 |
CD Projekt S.A. * | 64,721 | 3,622,526 |
Cyfrowy Polsat S.A. * | 194,655 | 1,188,943 |
Dino Polska S.A. * | 44,277 | 1,098,368 |
Enea S.A. * | 239,928 | 556,721 |
Eurocash S.A. | 120,173 | 664,789 |
Grupa Azoty S.A. | 59,916 | 618,622 |
Grupa Lotos S.A. | 103,950 | 1,974,244 |
Jastrzebska Spolka Weglowa S.A. * | 61,232 | 1,281,056 |
Security | Number of Shares | Value ($) |
Kernel Holding S.A. | 55,416 | 744,561 |
KGHM Polska Miedz S.A. * | 159,448 | 3,933,725 |
KRUK S.A. | 18,698 | 1,051,634 |
LPP S.A. | 1,640 | 4,101,727 |
mBank S.A. | 10,966 | 1,220,414 |
Orange Polska S.A. * | 757,439 | 1,000,191 |
PGE S.A. * | 838,190 | 2,049,671 |
PLAY Communications S.A. | 134,150 | 790,951 |
Polski Koncern Naftowy Orlen S.A. | 327,706 | 8,747,256 |
Polskie Gornictwo Naftowe i Gazownictwo S.A. * | 2,049,689 | 3,241,231 |
Powszechna Kasa Oszczednosci Bank Polski S.A. | 928,964 | 10,651,491 |
Powszechny Zaklad Ubezpieczen S.A. | 612,110 | 7,427,579 |
Tauron Polska Energia S.A. * | 991,593 | 538,843 |
72,989,363 | ||
Qatar 1.1% | ||
Barwa Real Estate Co. | 118,068 | 1,167,709 |
Commercial Bank QSC | 247,984 | 2,683,485 |
Doha Bank QPSC | 146,306 | 1,032,701 |
Ezdan Holding Group QSC * | 188,874 | 536,898 |
Gulf International Services QSC * | 17,310 | 82,533 |
Industries Qatar QSC | 221,615 | 7,547,449 |
Masraf Al Rayan QSC | 392,100 | 4,059,920 |
Ooredoo QSC | 104,824 | 2,107,420 |
Qatar Electricity & Water Co. QSC | 54,695 | 2,875,206 |
Qatar Gas Transport Co., Ltd. | 371,710 | 1,785,556 |
Qatar International Islamic Bank QSC | 44,698 | 687,718 |
Qatar Islamic Bank SAQ | 127,962 | 4,920,264 |
Qatar National Bank SAQ | 478,001 | 23,368,354 |
Qatar Navigation QSC | 63,505 | 1,139,985 |
United Development Co. QSC | 211,328 | 806,773 |
Vodafone Qatar QSC * | 371,710 | 933,103 |
55,735,074 | ||
Russia 3.8% | ||
Aeroflot-Russian Airlines PJSC | 643,933 | 1,104,234 |
ALROSA PAO | 2,717,680 | 4,091,022 |
E.ON Russia JSC | 21,887,564 | 867,010 |
Federal Grid Co. Unified Energy System PJSC | 353,155,565 | 854,636 |
Gazprom PAO ADR | 5,869,792 | 25,885,783 |
Gazprom PJSC | 1 | 2 |
Inter RAO PJSC | 31,192,861 | 1,871,010 |
LSR Group PJSC GDR | 281,711 | 574,690 |
LUKOIL PJSC | 511,774 | 35,715,809 |
Magnit PJSC * | 80,976 | 4,877,526 |
Magnitogorsk Iron & Steel Works OJSC | 2,388,445 | 1,717,918 |
MMC Norilsk Nickel PJSC | 49,657 | 8,272,020 |
Mobile TeleSystems PJSC | 1,025,777 | 3,989,418 |
Moscow Exchange MICEX-RTS PJSC | 1,956,370 | 2,847,688 |
NOVATEK PJSC | 1,157,289 | 18,608,377 |
Novolipetsk Steel AO | 1,026,352 | 2,524,365 |
Novorossiysk Commercial Sea Port PJSC * | 3,197,440 | 295,277 |
PhosAgro OAO GDR | 135,294 | 1,792,646 |
Polyus PJSC GDR | 44,701 | 1,450,547 |
Rosneft Oil Co. PJSC | 1,148,038 | 7,426,464 |
Rostelecom PJSC | 947,127 | 950,590 |
RusHydro PJSC | 142,398,692 | 1,346,522 |
RussNeft PJSC * | 70,000 | 642,073 |
Sberbank of Russia PJSC | 10,908,070 | 29,475,252 |
Severstal PJSC | 228,059 | 3,677,522 |
Sistema PJSC | 5,321,845 | 655,018 |
Surgutneftegas PJSC | 8,670,661 | 3,699,788 |
Security | Number of Shares | Value ($) |
Tatneft PJSC | 1,672,637 | 19,447,203 |
TMK PJSC | 729,568 | 764,731 |
Uralkali PJSC * | 200,000 | 240,076 |
VTB Bank PJSC GDR | 1,990,683 | 2,508,261 |
188,173,478 | ||
South Africa 7.6% | ||
Absa Group Ltd. | 761,481 | 8,448,340 |
AECI Ltd. | 114,680 | 814,589 |
African Rainbow Minerals Ltd. | 109,740 | 943,234 |
Anglo American Platinum Ltd. | 64,642 | 1,897,180 |
AngloGold Ashanti Ltd. | 439,285 | 3,534,968 |
Aspen Pharmacare Holdings Ltd. | 402,371 | 8,003,341 |
Assore Ltd. | 42,254 | 885,384 |
Attacq Ltd. * | 326,540 | 359,721 |
AVI Ltd. | 399,348 | 3,162,076 |
Barloworld Ltd. | 233,507 | 1,992,211 |
Bid Corp., Ltd. | 359,511 | 7,694,842 |
Brait SE * | 387,435 | 986,883 |
Capitec Bank Holdings Ltd. | 59,388 | 4,064,590 |
Clicks Group Ltd. | 289,943 | 4,017,297 |
Coronation Fund Managers Ltd. | 337,018 | 1,323,804 |
Curro Holdings Ltd. * | 110,000 | 240,253 |
Discovery Ltd. | 365,400 | 4,369,711 |
EOH Holdings Ltd. | 213,198 | 582,061 |
Exxaro Resources Ltd. | 271,959 | 2,762,979 |
Famous Brands Ltd. * | 60,000 | 416,811 |
FirstRand Ltd. | 3,457,796 | 16,685,687 |
Fortress REIT Ltd., Class A | 620,256 | 698,099 |
Fortress REIT Ltd., Class B | 1,065,071 | 1,148,579 |
Gold Fields Ltd. | 870,208 | 2,138,213 |
Growthpoint Properties Ltd. | 3,207,103 | 5,568,719 |
Harmony Gold Mining Co., Ltd. | 366,000 | 597,541 |
Hyprop Investments Ltd. | 343,301 | 2,390,015 |
Impala Platinum Holdings Ltd. * | 744,073 | 909,063 |
Imperial Holdings Ltd. | 175,322 | 2,467,222 |
Investec Ltd. | 326,173 | 2,140,982 |
JSE Ltd. | 109,032 | 1,205,278 |
KAP Industrial Holdings Ltd. | 2,042,943 | 1,038,814 |
Kumba Iron Ore Ltd. | 57,779 | 1,045,415 |
Liberty Holdings Ltd. | 139,753 | 1,110,393 |
Life Healthcare Group Holdings Ltd. | 1,532,726 | 2,789,009 |
MAS Real Estate, Inc. | 250,000 | 366,692 |
Massmart Holdings Ltd. | 150,397 | 1,136,966 |
MMI Holdings Ltd. | 1,305,204 | 1,527,805 |
Mondi Ltd. | 127,694 | 3,575,127 |
Mr Price Group Ltd. | 262,815 | 4,042,162 |
MTN Group Ltd. | 1,930,277 | 11,724,279 |
Nampak Ltd. * | 693,395 | 745,868 |
Naspers Ltd., N Shares | 463,417 | 103,295,851 |
Nedbank Group Ltd. | 235,536 | 4,468,854 |
NEPI Rockcastle plc | 384,732 | 3,676,306 |
Netcare Ltd. | 1,576,522 | 3,158,155 |
Northam Platinum Ltd. * | 436,472 | 1,160,648 |
Old Mutual Ltd. * | 5,213,572 | 10,817,684 |
Omnia Holdings Ltd. | 72,352 | 641,977 |
Pepkor Holdings Ltd. * | 696,293 | 855,441 |
Pick n Pay Stores Ltd. | 397,733 | 1,968,135 |
Pioneer Foods Group Ltd. | 175,426 | 1,263,199 |
PSG Group Ltd. | 143,987 | 2,211,609 |
Rand Merchant Investment Holdings Ltd. | 807,824 | 2,251,790 |
Redefine Properties Ltd. | 6,126,450 | 4,327,874 |
Remgro Ltd. | 545,723 | 7,986,245 |
Resilient REIT Ltd. | 302,341 | 1,176,037 |
Reunert Ltd. | 221,316 | 1,148,630 |
RMB Holdings Ltd. | 719,578 | 4,140,290 |
Sanlam Ltd. | 1,830,463 | 9,912,392 |
Security | Number of Shares | Value ($) |
Santam Ltd. | 31,312 | 647,921 |
Sappi Ltd. | 604,909 | 4,144,821 |
Sasol Ltd. | 593,773 | 23,343,622 |
Shoprite Holdings Ltd. | 469,929 | 6,543,163 |
Sibanye Gold Ltd. * | 2,123,649 | 1,239,293 |
Standard Bank Group Ltd. | 1,376,811 | 17,510,790 |
Steinhoff International Holdings N.V. * | 2,534,459 | 484,360 |
Super Group Ltd. * | 366,164 | 984,685 |
Telkom S.A. SOC Ltd. | 418,660 | 1,437,039 |
The Bidvest Group Ltd. | 373,239 | 5,502,576 |
The Foschini Group Ltd. | 236,688 | 2,820,466 |
The SPAR Group Ltd. | 208,681 | 2,919,860 |
Tiger Brands Ltd. | 186,922 | 3,652,259 |
Tongaat Hulett Ltd. | 123,770 | 668,048 |
Truworths International Ltd. | 519,925 | 3,053,279 |
Tsogo Sun Holdings Ltd. | 864,477 | 1,240,256 |
Vodacom Group Ltd. | 629,076 | 5,426,767 |
Vukile Property Fund Ltd. | 556,562 | 763,546 |
Woolworths Holdings Ltd. | 1,055,636 | 3,906,601 |
372,302,672 | ||
Taiwan 13.5% | ||
Acer, Inc. * | 3,205,086 | 2,681,775 |
Advantech Co., Ltd. | 373,256 | 2,539,818 |
ASE Technology Holding Co.,Ltd. * | 3,776,120 | 9,257,426 |
Asia Cement Corp. | 2,601,286 | 3,544,321 |
Asustek Computer, Inc. | 734,426 | 6,252,723 |
AU Optronics Corp. ADR (a) | 947,284 | 4,177,522 |
Capital Securities Corp. | 2,504,644 | 843,987 |
Catcher Technology Co., Ltd. | 800,224 | 9,809,029 |
Cathay Financial Holding Co., Ltd. | 8,595,189 | 14,719,419 |
Chang Hwa Commercial Bank Ltd. | 6,893,269 | 4,286,552 |
Cheng Shin Rubber Industry Co., Ltd. | 2,205,277 | 3,367,328 |
Chicony Electronics Co., Ltd. | 637,951 | 1,341,743 |
China Airlines Ltd. | 3,457,872 | 1,059,371 |
China Development Financial Holding Corp. | 15,343,308 | 5,544,871 |
China Life Insurance Co., Ltd. | 2,818,497 | 2,803,356 |
China Motor Corp. | 858,000 | 720,703 |
China Steel Corp. | 13,363,956 | 10,942,650 |
Chunghwa Telecom Co., Ltd. ADR | 409,829 | 14,421,883 |
Compal Electronics, Inc. | 4,606,638 | 2,887,116 |
CTBC Financial Holding Co., Ltd. | 19,214,792 | 13,512,600 |
Delta Electronics, Inc. | 2,418,148 | 9,683,614 |
E.Sun Financial Holding Co., Ltd. | 10,998,422 | 8,092,604 |
Eclat Textile Co., Ltd. | 210,510 | 2,556,413 |
Epistar Corp. | 1,080,828 | 1,245,688 |
Eternal Materials Co., Ltd. | 1,603,213 | 1,404,084 |
Eva Airways Corp. | 3,124,456 | 1,586,896 |
Evergreen Marine Corp., Ltd. | 2,725,226 | 1,157,877 |
Far Eastern International Bank | 4,146,487 | 1,518,736 |
Far Eastern New Century Corp. | 4,493,799 | 5,230,451 |
Far EasTone Telecommunications Co., Ltd. | 1,748,280 | 4,166,502 |
Feng Hsin Steel Co., Ltd. | 500,000 | 944,164 |
Feng TAY Enterprise Co., Ltd. | 319,200 | 1,932,971 |
First Financial Holding Co., Ltd. | 10,951,632 | 7,327,236 |
Formosa Chemicals & Fibre Corp. | 3,668,008 | 14,688,751 |
Formosa Petrochemical Corp. | 1,557,660 | 6,389,880 |
Formosa Plastics Corp. | 5,210,560 | 19,084,747 |
Formosa Taffeta Co., Ltd. | 1,252,000 | 1,457,236 |
Foxconn Technology Co., Ltd. | 1,133,315 | 2,878,026 |
Fubon Financial Holding Co., Ltd. | 7,812,114 | 12,946,007 |
Giant Manufacturing Co., Ltd. | 345,752 | 1,491,523 |
Globalwafers Co., Ltd. | 220,451 | 2,813,505 |
Hon Hai Precision Industry Co., Ltd. | 16,170,365 | 42,380,413 |
HTC Corp. * | 853,778 | 1,239,736 |
Security | Number of Shares | Value ($) |
Hua Nan Financial Holdings Co., Ltd. | 9,316,521 | 5,459,788 |
Innolux Corp. | 9,162,029 | 3,415,440 |
Inventec Corp. | 3,289,145 | 2,950,218 |
Largan Precision Co., Ltd. | 109,756 | 16,812,697 |
Lite-On Technology Corp. | 2,534,107 | 3,048,519 |
MediaTek, Inc. | 1,594,713 | 13,057,800 |
Mega Financial Holding Co., Ltd. | 11,629,901 | 9,768,890 |
Nan Ya Plastics Corp. | 6,033,816 | 16,776,425 |
Nanya Technology Corp. | 825,000 | 1,872,131 |
Novatek Microelectronics Corp. | 648,608 | 3,178,105 |
OBI Pharma, Inc. * | 199,666 | 932,836 |
Oriental Union Chemical Corp. | 764,000 | 809,644 |
Pegatron Corp. | 2,170,657 | 4,678,414 |
Pou Chen Corp. | 2,896,792 | 3,192,460 |
President Chain Store Corp. | 604,400 | 6,592,023 |
Quanta Computer, Inc. | 2,889,000 | 4,966,277 |
Realtek Semiconductor Corp. | 577,336 | 2,800,686 |
Shin Kong Financial Holding Co., Ltd. | 8,371,308 | 3,311,457 |
SinoPac Financial Holdings Co., Ltd. | 11,159,699 | 4,087,469 |
Synnex Technology International Corp. | 1,702,956 | 2,278,740 |
Taishin Financial Holding Co., Ltd. | 10,791,607 | 5,076,957 |
Taiwan Business Bank | 4,447,670 | 1,607,330 |
Taiwan Cement Corp. | 4,394,770 | 6,059,532 |
Taiwan Cooperative Financial Holding Co., Ltd. | 9,986,652 | 5,933,791 |
Taiwan Fertilizer Co., Ltd. | 1,074,508 | 1,481,537 |
Taiwan Glass Industry Corp. | 1,960,311 | 1,043,499 |
Taiwan High Speed Rail Corp. | 2,461,000 | 2,075,204 |
Taiwan Mobile Co., Ltd. | 1,739,524 | 6,059,875 |
Taiwan Secom Co., Ltd. | 295,000 | 842,308 |
Taiwan Semiconductor Manufacturing Co., Ltd. | 20,899,500 | 174,190,851 |
Taiwan Semiconductor Manufacturing Co., Ltd. ADR | 1,001,860 | 43,681,096 |
Teco Electric & Machinery Co., Ltd. | 2,113,000 | 1,547,859 |
TPK Holding Co., Ltd. | 271,000 | 507,325 |
Transcend Information, Inc. | 302,000 | 730,542 |
Uni-President Enterprises Corp. | 5,142,676 | 12,992,729 |
Unimicron Technology Corp. | 1,626,348 | 931,914 |
United Microelectronics Corp. ADR | 2,694,242 | 7,516,935 |
Vanguard International Semiconductor Corp. | 1,082,000 | 2,624,418 |
Walsin Lihwa Corp. | 3,087,000 | 2,180,951 |
Wistron Corp. | 3,368,080 | 2,385,015 |
Yuanta Financial Holding Co., Ltd. | 12,274,700 | 6,214,279 |
Yulon Motor Co., Ltd. | 1,288,192 | 882,840 |
663,488,059 | ||
Thailand 3.7% | ||
Advanced Info Service PCL NVDR | 1,241,800 | 7,664,027 |
Airports of Thailand PCL NVDR | 4,644,200 | 9,471,444 |
Bangkok Bank PCL NVDR | 486,900 | 3,049,633 |
Bangkok Dusit Medical Services PCL NVDR | 9,717,100 | 7,793,274 |
Bangkok Expressway & Metro PCL NVDR | 8,391,182 | 2,153,557 |
Bangkok Life Assurance PCL NVDR | 569,000 | 569,348 |
Banpu PCL NVDR | 5,031,300 | 3,120,544 |
BEC World PCL NVDR * | 950,000 | 220,593 |
Berli Jucker PCL NVDR | 1,161,050 | 2,057,467 |
BTS Group Holdings PCL NVDR | 9,519,500 | 2,690,357 |
Bumrungrad Hospital PCL NVDR | 354,000 | 1,963,061 |
Central Pattana PCL NVDR | 2,583,100 | 6,511,022 |
Charoen Pokphand Foods PCL NVDR | 3,585,200 | 2,820,620 |
CP ALL PCL NVDR | 5,640,400 | 11,632,356 |
Delta Electronics Thailand PCL NVDR | 622,500 | 1,326,593 |
Electricity Generating PCL NVDR | 257,600 | 1,778,723 |
Security | Number of Shares | Value ($) |
Energy Absolute PCL NVDR | 2,094,997 | 2,480,328 |
Glow Energy PCL NVDR | 575,400 | 1,652,539 |
Gulf Energy Development PCL NVDR | 504,032 | 1,051,029 |
Home Product Center PCL NVDR | 6,079,919 | 2,712,093 |
Indorama Ventures PCL NVDR | 2,007,800 | 3,680,660 |
Intouch Holdings PCL NVDR | 2,053,700 | 3,482,443 |
IRPC PCL NVDR | 12,212,600 | 2,593,265 |
Kasikornbank PCL NVDR | 2,213,200 | 14,267,803 |
Krung Thai Bank PCL NVDR | 7,310,000 | 4,332,844 |
Land & Houses PCL NVDR | 7,843,200 | 2,707,857 |
Minor International PCL NVDR | 3,739,980 | 4,513,572 |
PTT Exploration & Production PCL NVDR | 1,441,704 | 6,276,896 |
PTT Global Chemical PCL NVDR | 2,223,114 | 5,552,691 |
PTT PCL NVDR | 15,325,600 | 24,582,768 |
Ratchaburi Electricity Generating Holding PCL NVDR | 977,400 | 1,560,316 |
Siam City Cement PCL NVDR | 93,100 | 671,298 |
Thai Oil PCL NVDR | 1,161,200 | 2,989,035 |
Thai Union Group PCL NVDR | 3,620,100 | 1,935,587 |
The Siam Cement PCL NVDR | 913,200 | 12,611,256 |
The Siam Commercial Bank PCL NVDR | 2,553,700 | 11,547,437 |
TMB Bank PCL NVDR | 23,241,400 | 1,562,208 |
Total Access Communication PCL NVDR | 801,400 | 1,120,197 |
True Corp. PCL NVDR | 11,197,666 | 2,292,220 |
180,998,961 | ||
Turkey 0.6% | ||
Akbank T.A.S. | 2,223,623 | 1,934,096 |
Anadolu Efes Biracilik Ve Malt Sanayii A/S | 247,960 | 782,568 |
Arcelik A/S | 221,047 | 442,945 |
Aselsan Elektronik Sanayi Ve Ticaret A/S | 176,295 | 687,370 |
BIM Birlesik Magazalar A/S | 248,232 | 2,736,371 |
Coca-Cola Icecek A/S | 62,159 | 268,075 |
Emlak Konut Gayrimenkul Yatirim Ortakligi A/S | 1,890,137 | 525,177 |
Enerjisa Enerji A/S | 390,786 | 306,267 |
Enka Insaat ve Sanayi A/S | 581,960 | 450,822 |
Eregli Demir ve Celik Fabrikalari T.A.S. | 1,539,890 | 2,753,188 |
Ford Otomotiv Sanayi A/S | 85,690 | 866,314 |
Haci Omer Sabanci Holding A/S | 1,128,525 | 1,213,349 |
KOC Holding A/S | 857,829 | 1,940,470 |
Petkim Petrokimya Holding A/S | 749,519 | 623,632 |
TAV Havalimanlari Holding A/S | 238,239 | 1,185,754 |
Tekfen Holding A/S | 126,771 | 391,670 |
Tofas Turk Otomobil Fabrikasi A/S | 168,120 | 581,366 |
Tupras-Turkiye Petrol Rafinerileri A/S | 146,597 | 2,612,171 |
Turk Hava Yollari Anonim Ortakligi * | 698,844 | 1,718,023 |
Turk Telekomunikasyon A/S * | 459,703 | 254,070 |
Turkcell Iletisim Hizmetleri A/S | 1,164,816 | 1,864,480 |
Turkiye Garanti Bankasi A/S | 2,366,566 | 2,126,327 |
Turkiye Halk Bankasi A/S | 865,181 | 802,176 |
Turkiye Is Bankasi A/S, C Shares | 1,566,862 | 944,057 |
Turkiye Sise ve Cam Fabrikalari A/S | 924,101 | 859,596 |
Turkiye Vakiflar Bankasi T.A.O., Class D | 1,332,179 | 696,038 |
Ulker Biskuvi Sanayi A/S * | 168,120 | 376,491 |
Yapi ve Kredi Bankasi A/S * | 1,723,605 | 437,262 |
30,380,125 | ||
United Arab Emirates 1.0% | ||
Abu Dhabi Commercial Bank PJSC | 2,284,050 | 4,414,945 |
Abu Dhabi National Oil Co. for Distribution PJSC | 1,092,415 | 728,643 |
Air Arabia PJSC | 2,056,115 | 565,367 |
Al Waha Capital PJSC | 525,000 | 264,419 |
Aldar Properties PJSC | 4,050,171 | 2,128,100 |
Security | Number of Shares | Value ($) |
Arabtec Holding PJSC | 800,000 | 413,814 |
DAMAC Properties Dubai Co. PJSC | 1,590,719 | 909,440 |
Dana Gas PJSC | 4,720,363 | 1,426,460 |
Deyaar Development PJSC * | 2,803,263 | 305,271 |
DP World Ltd. | 172,378 | 3,688,889 |
Dubai Financial Market PJSC | 2,198,605 | 568,633 |
Dubai Investments PJSC | 2,366,652 | 1,282,179 |
Dubai Islamic Bank PJSC | 2,088,602 | 2,911,300 |
DXB Entertainments PJSC * | 509,999 | 48,040 |
Emaar Development PJSC * | 846,901 | 1,219,691 |
Emaar Malls PJSC | 2,755,988 | 1,500,613 |
Emaar Properties PJSC | 3,803,055 | 5,187,184 |
Emirates Telecommunications Group Co. PJSC | 1,862,976 | 8,596,829 |
First Abu Dhabi Bank PJSC | 3,012,075 | 12,136,371 |
48,296,188 | ||
Total Common Stock | ||
(Cost $4,336,440,937) | 4,796,888,570 | |
Preferred Stock 1.9% of net assets | ||
Brazil 1.7% | ||
Alpargatas S.A. | 175,336 | 514,931 |
Azul S.A. * | 168,853 | 942,603 |
Banco Bradesco S.A. | 3,552,632 | 24,471,177 |
Banco do Estado do Rio Grande do Sul S.A., Class B | 207,353 | 737,293 |
Bradespar S.A. | 271,718 | 2,049,047 |
Braskem S.A., A Shares | 223,200 | 3,207,609 |
Centrais Eletricas Brasileiras S.A., B Shares * | 266,529 | 1,170,888 |
Cia Brasileira de Distribuicao | 190,300 | 3,772,190 |
Cia de Transmissao de Energia Electrica Paulista | 47,725 | 663,153 |
Companhia Energetica de Minas Gerais | 1,198,075 | 2,169,277 |
Companhia Paranaense de Energia - Copel, B Shares | 125,658 | 621,870 |
Gerdau S.A. | 1,056,411 | 4,112,724 |
Itausa - Investimentos Itau S.A. | 4,670,916 | 10,872,087 |
Lojas Americanas S.A. | 831,070 | 3,146,694 |
Petroleo Brasileiro S.A. * | 4,255,822 | 19,894,452 |
Telefonica Brasil S.A. | 451,065 | 4,381,355 |
Usinas Siderurgicas de Minas Gerais S.A., A Shares | 427,596 | 837,528 |
83,564,878 | ||
Chile 0.0% | ||
Embotelladora Andina S.A., B Shares | 191,287 | 739,708 |
Colombia 0.1% | ||
Grupo Aval Acciones y Valores S.A. | 4,721,342 | 1,854,686 |
Grupo de Inversiones Suramericana S.A. | 75,058 | 868,334 |
2,723,020 | ||
Russia 0.1% | ||
Surgutneftegas PJSC | 9,124,140 | 5,069,135 |
Tatneft PJSC * | 195,000 | 1,522,855 |
Transneft PJSC | 1,216 | 2,572,685 |
9,164,675 | ||
Total Preferred Stock | ||
(Cost $105,275,793) | 96,192,281 | |
Security | Number of Shares | Value ($) |
Rights 0.0% of net assets | ||
China 0.0% | ||
China Everbright International Ltd. expires 09/13/18 *(b) | 1,118,283 | 86,911 |
Total Rights | ||
(Cost $—) | 86,911 | |
Warrants 0.0% of net assets | ||
Thailand 0.0% | ||
BTS Group Holdings PCL NVDR expires 08/01/19 *(b) | 1,057,722 | 5,171 |
Total Warrants | ||
(Cost $—) | 5,171 | |
Other Investment Companies 0.6% of net assets | ||
United States 0.6% | ||
Money Market Fund 0.1% | ||
State Street Institutional U.S. Government Money Market Fund, Premier Class 1.87% (c) | 3,608,502 | 3,608,502 |
Securities Lending Collateral 0.5% | ||
Wells Fargo Government Money Market Fund, Select Class 1.87% (c) | 24,419,093 | 24,419,093 |
Total Other Investment Companies | ||
(Cost $28,027,595) | 28,027,595 |
Number of Contracts | Notional Amount ($) | Current Value/ Unrealized Depreciation ($) | ||
Futures Contracts | ||||
Long | ||||
MSCI Emerging Markets Index, e-mini, expires 09/21/18 | 205 | 10,812,725 | (144,169) |
* | Non-income producing security. |
(a) | All or a portion of this security is on loan. Securities on loan were valued at $23,629,907. |
(b) | Fair-valued by management using significant unobservable inputs in accordance with procedures approved by the fund’s Board of Trustees. |
(c) | The rate shown is the 7-day yield. |
ADR — | American Depositary Receipt |
GDR — | Global Depositary Receipt |
NVDR — | Non-Voting Depositary Receipt |
REIT — | Real Estate Investment Trust |
Table of Contents
Security | Number of Shares | Value ($) |
Common Stock 99.9% of net assets | ||
Automobiles & Components 0.8% | ||
Adient plc | 44,029 | 1,906,015 |
American Axle & Manufacturing Holdings, Inc. * | 44,458 | 787,351 |
Aptiv plc | 118,441 | 10,423,992 |
Autoliv, Inc. | 38,310 | 3,413,038 |
BorgWarner, Inc. | 85,750 | 3,753,278 |
Cooper Tire & Rubber Co. | 23,310 | 672,494 |
Cooper-Standard Holding, Inc. * | 7,927 | 1,097,335 |
Dana, Inc. | 64,948 | 1,271,032 |
Delphi Technologies plc | 39,384 | 1,387,498 |
Dorman Products, Inc. * | 13,272 | 1,074,767 |
Ford Motor Co. | 1,746,965 | 16,561,228 |
Fox Factory Holding Corp. * | 16,540 | 1,092,467 |
General Motors Co. | 569,700 | 20,537,685 |
Gentex Corp. | 122,934 | 2,874,197 |
Gentherm, Inc. * | 18,468 | 908,626 |
Harley-Davidson, Inc. | 75,846 | 3,232,557 |
LCI Industries | 11,168 | 1,038,066 |
Lear Corp. | 30,228 | 4,902,982 |
Modine Manufacturing Co. * | 17,345 | 292,263 |
Motorcar Parts of America, Inc. * | 5,671 | 150,508 |
Standard Motor Products, Inc. | 8,542 | 433,677 |
Stoneridge, Inc. * | 11,395 | 341,052 |
Superior Industries International, Inc. | 8,042 | 174,511 |
Tenneco, Inc. | 23,222 | 993,669 |
Tesla, Inc. *(a) | 59,890 | 18,066,417 |
The Goodyear Tire & Rubber Co. | 108,991 | 2,473,006 |
Thor Industries, Inc. | 21,935 | 2,093,476 |
Tower International, Inc. | 9,284 | 313,799 |
Veoneer, Inc. * | 38,200 | 1,907,708 |
Visteon Corp. * | 13,897 | 1,534,090 |
Winnebago Industries, Inc. | 13,587 | 502,040 |
106,210,824 | ||
Banks 6.4% | ||
1st Source Corp. | 12,902 | 722,383 |
Access National Corp. | 4,271 | 115,915 |
Ameris Bancorp | 21,656 | 1,075,220 |
Arrow Financial Corp. | 5,265 | 207,178 |
Associated Banc-Corp. | 79,847 | 2,175,831 |
Banc of California, Inc. | 14,584 | 293,868 |
BancFirst Corp. | 8,676 | 553,529 |
BancorpSouth Bank | 38,140 | 1,327,272 |
Bank of America Corp. | 4,220,025 | 130,525,373 |
Bank of Hawaii Corp. | 18,935 | 1,574,067 |
Bank OZK | 54,952 | 2,223,358 |
BankUnited, Inc. | 50,480 | 1,958,119 |
Banner Corp. | 16,004 | 1,029,537 |
BB&T Corp. | 347,390 | 17,946,167 |
Beneficial Bancorp, Inc. | 35,981 | 633,266 |
Berkshire Hills Bancorp, Inc. | 15,584 | 658,424 |
Bofl Holding, Inc. * | 23,586 | 878,343 |
BOK Financial Corp. | 12,786 | 1,311,204 |
Boston Private Financial Holdings, Inc. | 46,138 | 666,694 |
Security | Number of Shares | Value ($) |
Bridge Bancorp, Inc. | 8,133 | 284,655 |
Brookline Bancorp, Inc. | 34,113 | 619,151 |
Bryn Mawr Bank Corp. | 10,750 | 524,600 |
Byline Bancorp, Inc. * | 7,005 | 159,924 |
Cadence BanCorp | 17,184 | 485,448 |
Camden National Corp. | 6,865 | 314,005 |
Capitol Federal Financial, Inc. | 64,991 | 858,531 |
Carolina Financial Corp. | 3,500 | 144,025 |
Cathay General Bancorp | 30,384 | 1,285,243 |
CenterState Banks Corp. | 30,868 | 945,178 |
Central Pacific Financial Corp. | 15,692 | 444,554 |
Chemical Financial Corp. | 35,705 | 2,039,470 |
CIT Group, Inc. | 55,920 | 3,033,101 |
Citigroup, Inc. | 1,139,296 | 81,163,447 |
Citizens Financial Group, Inc. | 213,641 | 8,793,464 |
City Holding Co. | 7,574 | 614,100 |
CoBiz Financial, Inc. | 25,476 | 587,222 |
Columbia Banking System, Inc. | 29,328 | 1,239,108 |
Columbia Financial, Inc. * | 12,953 | 219,294 |
Comerica, Inc. | 79,721 | 7,771,203 |
Commerce Bancshares, Inc. | 43,636 | 3,100,774 |
Community Bank System, Inc. | 18,955 | 1,253,494 |
Community Trust Bancorp, Inc. | 9,392 | 463,965 |
ConnectOne Bancorp, Inc. | 11,628 | 286,630 |
Cullen/Frost Bankers, Inc. | 27,906 | 3,094,496 |
Customers Bancorp, Inc. * | 16,484 | 407,155 |
CVB Financial Corp. | 38,084 | 915,920 |
Dime Community Bancshares, Inc. | 6,671 | 121,079 |
Eagle Bancorp, Inc. * | 11,876 | 639,523 |
East West Bancorp, Inc. | 64,379 | 4,080,985 |
Enterprise Financial Services Corp. | 13,009 | 732,407 |
Essent Group Ltd. * | 34,296 | 1,487,075 |
F.N.B. Corp. | 126,757 | 1,704,882 |
FB Financial Corp. | 5,940 | 261,241 |
FCB Financial Holdings, Inc., Class A * | 19,041 | 986,324 |
Federal Agricultural Mortgage Corp., Class C | 3,859 | 297,413 |
Fidelity Southern Corp. | 5,171 | 125,655 |
Fifth Third Bancorp | 310,403 | 9,135,160 |
Financial Institutions, Inc. | 3,871 | 125,033 |
First Bancorp (North Carolina) | 8,520 | 355,454 |
First BanCorp (Puerto Rico) * | 76,473 | 669,139 |
First Busey Corp. | 22,870 | 732,983 |
First Citizens BancShares, Inc., Class A | 4,295 | 2,040,168 |
First Commonwealth Financial Corp. | 49,406 | 827,550 |
First Community Bancshares, Inc. | 5,765 | 193,531 |
First Financial Bancorp | 48,101 | 1,510,371 |
First Financial Bankshares, Inc. | 28,602 | 1,727,561 |
First Financial Corp. | 4,472 | 230,084 |
First Foundation, Inc. * | 6,871 | 111,173 |
First Hawaiian, Inc. | 40,225 | 1,166,123 |
First Horizon National Corp. | 144,743 | 2,666,166 |
First Interstate BancSystem, Inc., Class A | 15,492 | 719,603 |
First Merchants Corp. | 19,460 | 936,415 |
First Midwest Bancorp, Inc. | 37,870 | 1,029,307 |
First Republic Bank | 70,941 | 7,206,896 |
Flagstar Bancorp, Inc. * | 7,858 | 259,707 |
Flushing Financial Corp. | 17,284 | 448,001 |
Fulton Financial Corp. | 91,208 | 1,659,986 |
Security | Number of Shares | Value ($) |
German American Bancorp, Inc. | 8,491 | 319,177 |
Glacier Bancorp, Inc. | 33,484 | 1,529,549 |
Great Southern Bancorp, Inc. | 3,996 | 236,963 |
Great Western Bancorp, Inc. | 27,878 | 1,213,808 |
Green Bancorp, Inc. | 10,755 | 258,120 |
Guaranty Bancorp | 5,371 | 167,844 |
Hancock Whitney Corp. | 34,083 | 1,756,979 |
Hanmi Financial Corp. | 16,004 | 417,704 |
HarborOne Bancorp, Inc. * | 12,495 | 246,276 |
Heartland Financial USA, Inc. | 11,863 | 721,270 |
Heritage Commerce Corp. | 7,942 | 125,801 |
Heritage Financial Corp. | 9,952 | 361,258 |
Hilltop Holdings, Inc. | 27,369 | 567,907 |
Home BancShares, Inc. | 79,033 | 1,850,163 |
HomeStreet, Inc. * | 10,428 | 307,105 |
HomeTrust Bancshares, Inc. * | 4,471 | 128,765 |
Hope Bancorp, Inc. | 57,318 | 1,003,638 |
Horizon Bancorp, Inc. | 7,937 | 162,153 |
Huntington Bancshares, Inc. | 488,137 | 7,912,701 |
IBERIABANK Corp. | 25,362 | 2,197,617 |
Independent Bank Corp. | 15,364 | 1,399,660 |
Independent Bank Group, Inc. | 10,243 | 709,328 |
International Bancshares Corp. | 31,780 | 1,488,893 |
Investors Bancorp, Inc. | 120,632 | 1,544,090 |
JPMorgan Chase & Co. | 1,524,401 | 174,665,867 |
Kearny Financial Corp. | 35,218 | 482,487 |
KeyCorp | 462,981 | 9,755,010 |
Lakeland Bancorp, Inc. | 15,839 | 305,693 |
Lakeland Financial Corp. | 12,507 | 616,220 |
LegacyTexas Financial Group, Inc. | 19,740 | 913,370 |
LendingTree, Inc. * | 3,508 | 888,752 |
Live Oak Bancshares, Inc. | 13,858 | 419,204 |
M&T Bank Corp. | 66,544 | 11,788,270 |
MB Financial, Inc. | 34,400 | 1,667,024 |
Mercantile Bank Corp. | 7,830 | 277,260 |
Merchants Bancorp | 4,536 | 118,435 |
Meridian Bancorp, Inc. | 32,168 | 575,807 |
Meta Financial Group, Inc. | 4,569 | 395,675 |
MGIC Investment Corp. * | 162,027 | 2,060,983 |
Midland States Bancorp, Inc. | 5,665 | 195,046 |
National Bank Holdings Corp., Class A | 8,732 | 350,590 |
National Commerce Corp. * | 2,700 | 118,800 |
NBT Bancorp, Inc. | 25,196 | 1,019,934 |
New York Community Bancorp, Inc. | 205,789 | 2,216,348 |
Nicolet Bankshares, Inc. * | 2,200 | 121,792 |
NMI Holdings, Inc., Class A * | 28,811 | 622,318 |
Northfield Bancorp, Inc. | 23,013 | 374,652 |
Northwest Bancshares, Inc. | 56,805 | 1,034,987 |
OceanFirst Financial Corp. | 20,817 | 607,856 |
Ocwen Financial Corp. * | 60,065 | 251,072 |
OFG Bancorp | 19,106 | 309,517 |
Old National Bancorp | 57,160 | 1,160,348 |
Opus Bank | 4,271 | 121,083 |
Origin Bancorp, Inc. | 3,236 | 131,123 |
Oritani Financial Corp. | 16,766 | 271,609 |
Pacific Premier Bancorp, Inc. * | 13,406 | 530,207 |
PacWest Bancorp | 55,090 | 2,781,494 |
Park National Corp. | 7,744 | 853,002 |
Peapack Gladstone Financial Corp. | 3,500 | 116,935 |
People's United Financial, Inc. | 168,973 | 3,127,690 |
Peoples Bancorp, Inc. | 7,204 | 258,335 |
Peoples Financial Services Corp. | 2,567 | 118,031 |
PHH Corp. * | 11,913 | 129,256 |
Pinnacle Financial Partners, Inc. | 31,331 | 2,022,416 |
Popular, Inc. | 44,441 | 2,237,160 |
Preferred Bank | 7,743 | 473,949 |
Prosperity Bancshares, Inc. | 30,746 | 2,301,031 |
Provident Financial Services, Inc. | 30,296 | 764,368 |
Security | Number of Shares | Value ($) |
QCR Holdings, Inc. | 2,700 | 117,450 |
Radian Group, Inc. | 90,898 | 1,847,956 |
Regions Financial Corp. | 509,511 | 9,915,084 |
Renasant Corp. | 16,876 | 787,940 |
Republic Bancorp, Inc., Class A | 2,695 | 131,004 |
S&T Bancorp, Inc. | 20,350 | 949,531 |
Sandy Spring Bancorp, Inc. | 14,020 | 546,780 |
Seacoast Banking Corp. of Florida * | 27,200 | 860,064 |
ServisFirst Bancshares, Inc. | 19,850 | 855,535 |
Signature Bank | 23,797 | 2,754,265 |
Simmons First National Corp., Class A | 40,828 | 1,290,165 |
South State Corp. | 16,222 | 1,337,504 |
Southside Bancshares, Inc. | 16,803 | 598,187 |
State Bank Financial Corp. | 24,435 | 796,092 |
Sterling Bancorp | 95,717 | 2,187,133 |
Sterling Bancorp, Inc. | 9,166 | 112,284 |
Stock Yards Bancorp, Inc. | 8,427 | 326,125 |
SunTrust Banks, Inc. | 209,993 | 15,447,085 |
SVB Financial Group * | 23,304 | 7,521,366 |
Synovus Financial Corp. | 57,306 | 2,868,738 |
TCF Financial Corp. | 75,988 | 1,926,296 |
Texas Capital Bancshares, Inc. * | 21,365 | 1,899,348 |
TFS Financial Corp. | 27,289 | 421,342 |
The Bancorp, Inc. * | 29,073 | 291,602 |
The First of Long Island Corp. | 14,792 | 322,466 |
The PNC Financial Services Group, Inc. | 209,724 | 30,103,783 |
Tompkins Financial Corp. | 6,549 | 575,461 |
Towne Bank | 37,074 | 1,208,612 |
TriCo Bancshares | 13,014 | 505,984 |
TriState Capital Holdings, Inc. * | 10,282 | 305,889 |
Triumph Bancorp, Inc. * | 9,060 | 384,597 |
TrustCo Bank Corp. | 38,000 | 351,500 |
Trustmark Corp. | 30,296 | 1,074,902 |
U.S. Bancorp | 698,577 | 37,800,001 |
UMB Financial Corp. | 18,448 | 1,388,028 |
Umpqua Holdings Corp. | 106,510 | 2,279,314 |
Union Bankshares Corp. | 22,812 | 948,979 |
United Bankshares, Inc. | 53,571 | 2,110,697 |
United Community Banks, Inc. | 30,652 | 929,982 |
United Financial Bancorp, Inc. | 23,014 | 408,959 |
Univest Corp. of Pennsylvania | 16,352 | 466,032 |
Valley National Bancorp | 98,619 | 1,188,359 |
Veritex Holdings, Inc. * | 8,582 | 262,781 |
Walker & Dunlop, Inc. | 14,282 | 778,369 |
Washington Federal, Inc. | 45,444 | 1,549,640 |
Washington Trust Bancorp, Inc. | 9,292 | 557,520 |
Waterstone Financial, Inc. | 7,071 | 119,500 |
Webster Financial Corp. | 38,209 | 2,498,104 |
Wells Fargo & Co. | 1,961,391 | 114,702,146 |
WesBanco, Inc. | 20,741 | 1,023,568 |
Westamerica Bancorp | 15,770 | 1,009,753 |
Western Alliance Bancorp * | 42,524 | 2,451,509 |
Wintrust Financial Corp. | 24,375 | 2,158,406 |
WMIH Corp. * | 353,564 | 533,882 |
WSFS Financial Corp. | 12,507 | 610,342 |
Zions Bancorp | 87,769 | 4,677,210 |
858,363,826 | ||
Capital Goods 7.1% | ||
3M Co. | 265,292 | 55,955,389 |
A.O. Smith Corp. | 62,522 | 3,631,278 |
AAON, Inc. | 16,569 | 669,388 |
AAR Corp. | 15,148 | 706,957 |
Actuant Corp., Class A | 29,036 | 855,110 |
Acuity Brands, Inc. | 18,935 | 2,894,025 |
Advanced Drainage Systems, Inc. | 19,945 | 625,276 |
AECOM * | 69,780 | 2,347,399 |
Security | Number of Shares | Value ($) |
Aegion Corp. * | 17,340 | 432,806 |
Aerojet Rocketdyne Holdings, Inc. * | 32,876 | 1,154,276 |
Aerovironment, Inc. * | 9,642 | 848,110 |
AGCO Corp. | 28,235 | 1,684,500 |
Air Lease Corp. | 40,803 | 1,885,507 |
Aircastle Ltd. | 26,786 | 560,363 |
Alamo Group, Inc. | 4,907 | 467,637 |
Albany International Corp., Class A | 11,659 | 899,492 |
Allegion plc | 41,564 | 3,625,212 |
Allison Transmission Holdings, Inc. | 60,098 | 2,984,467 |
Altra Industrial Motion Corp. | 11,957 | 466,921 |
Ameresco, Inc., Class A * | 10,767 | 154,506 |
American Railcar Industries, Inc. | 3,122 | 143,050 |
American Woodmark Corp. * | 6,429 | 546,144 |
AMETEK, Inc. | 102,249 | 7,869,083 |
Apogee Enterprises, Inc. | 13,749 | 676,726 |
Applied Industrial Technologies, Inc. | 17,341 | 1,336,124 |
Arconic, Inc. | 189,818 | 4,248,127 |
Argan, Inc. | 6,398 | 254,640 |
Armstrong Flooring, Inc. * | 8,854 | 155,034 |
Armstrong World Industries, Inc. * | 21,818 | 1,522,896 |
Astec Industries, Inc. | 7,710 | 375,092 |
Astronics Corp. * | 9,538 | 414,998 |
Atkore International Group, Inc. * | 16,135 | 441,776 |
Axon Enterprise, Inc. * | 25,715 | 1,755,306 |
AZZ, Inc. | 12,971 | 697,191 |
Babcock & Wilcox Enterprises, Inc. * | 178,029 | 249,241 |
Barnes Group, Inc. | 21,214 | 1,443,825 |
Beacon Roofing Supply, Inc. * | 30,890 | 1,145,401 |
BMC Stock Holdings, Inc. * | 29,728 | 668,880 |
Briggs & Stratton Corp. | 19,176 | 386,588 |
Builders FirstSource, Inc. * | 49,471 | 772,737 |
BWX Technologies, Inc. | 46,860 | 2,873,455 |
CAI International, Inc. * | 5,871 | 158,458 |
Carlisle Cos., Inc. | 26,509 | 3,361,606 |
Caterpillar, Inc. | 267,241 | 37,106,413 |
Chart Industries, Inc. * | 16,453 | 1,243,024 |
CIRCOR International, Inc. | 9,038 | 409,964 |
Colfax Corp. * | 43,584 | 1,521,953 |
Columbus McKinnon Corp. | 10,111 | 430,021 |
Comfort Systems USA, Inc. | 15,460 | 887,404 |
Continental Building Products, Inc. * | 13,301 | 496,127 |
Crane Co. | 22,722 | 2,074,064 |
CSW Industrials, Inc. * | 8,630 | 483,280 |
Cubic Corp. | 10,792 | 816,954 |
Cummins, Inc. | 68,597 | 9,727,055 |
Curtiss-Wright Corp. | 18,935 | 2,536,343 |
Deere & Co. | 144,319 | 20,753,072 |
Donaldson Co., Inc. | 58,868 | 2,978,721 |
Douglas Dynamics, Inc. | 11,109 | 508,792 |
Dover Corp. | 68,894 | 5,915,928 |
DXP Enterprises, Inc. * | 7,015 | 321,918 |
Dycom Industries, Inc. * | 13,594 | 1,140,673 |
Eaton Corp. plc | 196,961 | 16,375,338 |
EMCOR Group, Inc. | 26,509 | 2,123,371 |
Emerson Electric Co. | 280,088 | 21,491,152 |
Encore Wire Corp. | 8,045 | 404,261 |
Energy Recovery, Inc. *(a) | 14,660 | 142,055 |
EnerSys | 19,129 | 1,587,516 |
Engility Holdings, Inc. * | 7,592 | 263,518 |
EnPro Industries, Inc. | 7,726 | 579,991 |
ESCO Technologies, Inc. | 12,946 | 875,797 |
Esterline Technologies Corp. * | 11,730 | 1,008,194 |
Evoqua Water Technologies Corp. * | 26,592 | 515,353 |
Fastenal Co. | 126,500 | 7,382,540 |
Federal Signal Corp. | 26,555 | 691,227 |
Flowserve Corp. | 60,675 | 3,162,381 |
Fluor Corp. | 65,213 | 3,743,878 |
Security | Number of Shares | Value ($) |
Fortive Corp. | 137,374 | 11,536,669 |
Fortune Brands Home & Security, Inc. | 64,879 | 3,437,289 |
Foundation Building Materials, Inc. * | 8,161 | 112,703 |
Franklin Electric Co., Inc. | 16,392 | 801,569 |
Gardner Denver Holdings, Inc. * | 31,711 | 886,640 |
Gates Industrial Corp. plc * | 16,821 | 306,647 |
GATX Corp. | 18,117 | 1,529,981 |
Generac Holdings, Inc. * | 26,803 | 1,487,298 |
General Dynamics Corp. | 123,695 | 23,922,613 |
General Electric Co. | 3,880,895 | 50,218,781 |
Gibraltar Industries, Inc. * | 16,076 | 729,850 |
Global Brass & Copper Holdings, Inc. | 7,768 | 299,456 |
GMS, Inc. * | 16,640 | 413,504 |
Graco, Inc. | 79,527 | 3,738,564 |
GrafTech International Ltd. | 16,248 | 300,263 |
Graham Corp. | 4,928 | 137,048 |
Granite Construction, Inc. | 18,317 | 836,721 |
Great Lakes Dredge & Dock Corp. * | 24,412 | 133,656 |
Griffon Corp. | 13,379 | 244,167 |
H&E Equipment Services, Inc. | 13,521 | 470,666 |
Harris Corp. | 53,410 | 8,679,659 |
Harsco Corp. * | 36,805 | 1,039,741 |
HD Supply Holdings, Inc. * | 85,738 | 3,908,795 |
HEICO Corp. | 18,043 | 1,636,139 |
HEICO Corp., Class A | 31,887 | 2,375,582 |
Herc Holdings, Inc. * | 12,095 | 635,955 |
Hexcel Corp. | 38,326 | 2,534,115 |
Hillenbrand, Inc. | 30,296 | 1,549,640 |
Honeywell International, Inc. | 335,198 | 53,316,594 |
Hubbell, Inc. | 23,683 | 2,992,584 |
Huntington Ingalls Industries, Inc. | 19,632 | 4,799,435 |
Hyster-Yale Materials Handling, Inc. | 4,445 | 274,257 |
IDEX Corp. | 34,083 | 5,221,856 |
Illinois Tool Works, Inc. | 136,687 | 18,983,091 |
Ingersoll-Rand plc | 112,592 | 11,404,444 |
Insteel Industries, Inc. | 8,156 | 312,783 |
ITT, Inc. | 37,870 | 2,238,496 |
Jacobs Engineering Group, Inc. | 53,018 | 3,853,878 |
JELD-WEN Holding, Inc. * | 28,347 | 689,399 |
John Bean Technologies Corp. | 13,745 | 1,626,034 |
Johnson Controls International plc | 416,678 | 15,737,928 |
Kadant, Inc. | 6,260 | 632,573 |
Kaman Corp. | 11,915 | 776,977 |
KBR, Inc. | 59,315 | 1,244,429 |
Kennametal, Inc. | 35,796 | 1,461,909 |
KLX, Inc. * | 22,148 | 1,635,408 |
Kratos Defense & Security Solutions, Inc. * | 39,024 | 521,361 |
L.B. Foster Co., Class A * | 5,284 | 120,211 |
L3 Technologies, Inc. | 35,127 | 7,507,342 |
Lennox International, Inc. | 15,775 | 3,514,828 |
Lincoln Electric Holdings, Inc. | 26,264 | 2,473,018 |
Lindsay Corp. | 4,008 | 383,846 |
Lockheed Martin Corp. | 111,481 | 35,719,627 |
Lydall, Inc. * | 9,720 | 416,016 |
Masco Corp. | 142,229 | 5,400,435 |
Masonite International Corp. * | 13,562 | 907,976 |
MasTec, Inc. * | 28,436 | 1,245,497 |
Mercury Systems, Inc. * | 21,370 | 1,164,879 |
Meritor, Inc. * | 42,181 | 913,640 |
Milacron Holdings Corp. * | 22,172 | 470,046 |
Moog, Inc., Class A | 15,432 | 1,217,739 |
MRC Global, Inc. * | 42,355 | 872,937 |
MSC Industrial Direct Co., Inc., Class A | 20,274 | 1,733,022 |
Mueller Industries, Inc. | 27,604 | 882,500 |
Mueller Water Products, Inc., Class A | 76,214 | 881,796 |
MYR Group, Inc. * | 7,291 | 253,508 |
National Presto Industries, Inc. | 3,300 | 437,580 |
Security | Number of Shares | Value ($) |
Navistar International Corp. * | 28,022 | 1,220,919 |
NCI Building Systems, Inc. * | 17,357 | 293,333 |
Nexeo Solutions, Inc. * | 25,445 | 254,704 |
NN, Inc. | 12,348 | 246,960 |
Nordson Corp. | 22,722 | 3,158,812 |
Northrop Grumman Corp. | 77,903 | 23,253,266 |
NOW, Inc. * | 45,651 | 784,741 |
nVent Electric plc | 74,119 | 2,082,003 |
Omega Flex, Inc. | 3,600 | 319,500 |
Oshkosh Corp. | 34,146 | 2,399,098 |
Owens Corning | 47,648 | 2,697,830 |
PACCAR, Inc. | 155,415 | 10,633,494 |
Park-Ohio Holdings Corp. | 2,800 | 116,060 |
Parker-Hannifin Corp. | 58,489 | 10,270,668 |
Patrick Industries, Inc. * | 11,019 | 705,216 |
Pentair plc | 76,395 | 3,321,655 |
PGT Innovations, Inc. * | 24,674 | 599,578 |
Plug Power, Inc. *(a) | 106,122 | 209,060 |
Powell Industries, Inc. | 3,456 | 135,302 |
Preformed Line Products Co. | 1,628 | 133,008 |
Primoris Services Corp. | 19,333 | 484,485 |
Proto Labs, Inc. * | 11,689 | 1,817,055 |
Quanex Building Products Corp. | 15,192 | 249,149 |
Quanta Services, Inc. * | 64,684 | 2,237,420 |
Raven Industries, Inc. | 18,184 | 880,106 |
Raytheon Co. | 129,345 | 25,796,567 |
RBC Bearings, Inc. * | 11,361 | 1,701,991 |
Regal Beloit Corp. | 21,118 | 1,767,577 |
REV Group, Inc. (a) | 15,960 | 271,480 |
Rexnord Corp. * | 49,951 | 1,450,078 |
Rockwell Automation, Inc. | 55,874 | 10,110,959 |
Rockwell Collins, Inc. | 73,020 | 9,927,069 |
Roper Technologies, Inc. | 45,997 | 13,724,125 |
Rush Enterprises, Inc., Class A | 11,750 | 504,780 |
Rush Enterprises, Inc., Class B | 3,444 | 152,569 |
Sensata Technologies Holding plc * | 73,869 | 3,911,364 |
Simpson Manufacturing Co., Inc. | 20,302 | 1,558,585 |
SiteOne Landscape Supply, Inc. * | 17,208 | 1,555,087 |
Snap-on, Inc. | 25,022 | 4,423,389 |
Spirit AeroSystems Holdings, Inc., Class A | 51,983 | 4,444,547 |
SPX Corp. * | 16,082 | 546,627 |
SPX FLOW, Inc. * | 19,620 | 940,583 |
Standex International Corp. | 6,789 | 732,533 |
Stanley Black & Decker, Inc. | 68,136 | 9,575,152 |
Sun Hydraulics Corp. | 12,218 | 615,054 |
Sunrun, Inc. * | 29,349 | 385,059 |
Systemax, Inc. | 4,371 | 159,542 |
Teledyne Technologies, Inc. * | 15,195 | 3,605,166 |
Tennant Co. | 8,615 | 659,478 |
Terex Corp. | 33,901 | 1,313,664 |
Textron, Inc. | 117,397 | 8,103,915 |
The Boeing Co. | 245,434 | 84,132,321 |
The Gorman-Rupp Co. | 6,324 | 231,838 |
The Greenbrier Cos., Inc. | 14,621 | 848,018 |
The KeyW Holding Corp. * | 16,184 | 137,726 |
The Manitowoc Co., Inc. * | 16,018 | 371,457 |
The Middleby Corp. * | 25,452 | 3,093,436 |
The Timken Co. | 31,445 | 1,529,799 |
The Toro Co. | 46,032 | 2,798,285 |
Thermon Group Holdings, Inc. * | 17,174 | 460,263 |
Titan International, Inc. | 26,579 | 198,811 |
Titan Machinery, Inc. * | 6,071 | 109,642 |
TPI Composites, Inc. * | 5,371 | 150,549 |
TransDigm Group, Inc. * | 21,431 | 7,500,850 |
Trex Co., Inc. * | 26,512 | 2,245,566 |
TriMas Corp. * | 20,011 | 614,338 |
Trinity Industries, Inc. | 66,448 | 2,381,496 |
Security | Number of Shares | Value ($) |
Triton International Ltd. | 23,376 | 883,145 |
Triumph Group, Inc. | 23,564 | 490,131 |
Tutor Perini Corp. * | 15,756 | 320,635 |
United Rentals, Inc. * | 36,889 | 5,749,888 |
United Technologies Corp. | 332,657 | 43,810,927 |
Univar, Inc. * | 50,326 | 1,400,069 |
Universal Forest Products, Inc. | 30,038 | 1,125,224 |
USG Corp. * | 38,361 | 1,653,359 |
Valmont Industries, Inc. | 9,680 | 1,359,072 |
Veritiv Corp. * | 3,200 | 152,800 |
W.W. Grainger, Inc. | 22,945 | 8,124,136 |
Wabash National Corp. | 26,780 | 488,467 |
WABCO Holdings, Inc. * | 21,683 | 2,668,744 |
Wabtec Corp. | 38,070 | 4,123,742 |
Watsco, Inc. | 15,116 | 2,645,149 |
Watts Water Technologies, Inc., Class A | 11,455 | 944,465 |
Welbilt, Inc. * | 64,379 | 1,424,707 |
Wesco Aircraft Holdings, Inc. * | 25,344 | 307,930 |
WESCO International, Inc. * | 23,275 | 1,423,266 |
Willscot Corp. * | 9,642 | 168,253 |
Woodward, Inc. | 24,304 | 1,957,930 |
Xylem, Inc. | 82,276 | 6,245,571 |
952,899,232 | ||
Commercial & Professional Services 1.0% | ||
ABM Industries, Inc. | 27,915 | 885,464 |
Acacia Research Corp. * | 30,997 | 120,888 |
ACCO Brands Corp. | 46,652 | 578,485 |
ADT, Inc. (a) | 50,260 | 449,827 |
Advanced Disposal Services, Inc. * | 23,060 | 615,241 |
ASGN, Inc. * | 21,604 | 2,000,314 |
Barrett Business Services, Inc. | 2,938 | 220,438 |
Brady Corp., Class A | 24,321 | 983,784 |
Casella Waste Systems, Inc., Class A * | 18,926 | 537,120 |
CBIZ, Inc. * | 24,199 | 578,356 |
Cintas Corp. | 38,637 | 8,243,977 |
Clean Harbors, Inc. * | 22,722 | 1,558,502 |
Copart, Inc. * | 91,768 | 5,901,600 |
CoStar Group, Inc. * | 16,401 | 7,251,866 |
Covanta Holding Corp. | 61,602 | 1,087,275 |
Deluxe Corp. | 22,722 | 1,345,597 |
Ennis, Inc. | 6,071 | 132,348 |
Equifax, Inc. | 54,518 | 7,303,776 |
Essendant, Inc. | 16,820 | 242,713 |
Exponent, Inc. | 25,986 | 1,360,367 |
Forrester Research, Inc. | 2,800 | 137,760 |
Franklin Covey Co. * | 4,471 | 114,458 |
FTI Consulting, Inc. * | 15,620 | 1,190,556 |
Healthcare Services Group, Inc. | 30,296 | 1,248,498 |
Heidrick & Struggles International, Inc. | 8,233 | 363,899 |
Heritage-Crystal Clean, Inc. * | 5,171 | 120,484 |
Herman Miller, Inc. | 26,660 | 1,021,078 |
HNI Corp. | 22,722 | 1,002,040 |
Huron Consulting Group, Inc. * | 11,607 | 574,547 |
ICF International, Inc. | 7,780 | 635,237 |
IHS Markit Ltd. * | 159,123 | 8,751,765 |
InnerWorkings, Inc. * | 13,013 | 101,762 |
Insperity, Inc. | 17,101 | 2,049,555 |
Interface, Inc. | 29,692 | 699,247 |
KAR Auction Services, Inc. | 62,323 | 3,907,029 |
Kelly Services, Inc., Class A | 11,820 | 297,982 |
Kforce, Inc. | 11,496 | 483,407 |
Kimball International, Inc., Class B | 21,301 | 372,128 |
Knoll, Inc. | 19,154 | 450,885 |
Korn/Ferry International | 24,471 | 1,642,738 |
LSC Communications, Inc. | 17,169 | 209,977 |
ManpowerGroup, Inc. | 28,279 | 2,650,591 |
Security | Number of Shares | Value ($) |
Matthews International Corp., Class A | 15,148 | 786,181 |
McGrath RentCorp | 9,844 | 570,952 |
Mistras Group, Inc. * | 6,171 | 140,761 |
Mobile Mini, Inc. | 20,592 | 883,397 |
MSA Safety, Inc. | 14,754 | 1,491,482 |
Multi-Color Corp. | 5,421 | 334,747 |
Navigant Consulting, Inc. * | 15,544 | 371,346 |
Nielsen Holdings plc | 152,056 | 3,953,456 |
PICO Holdings, Inc. * | 11,555 | 138,082 |
Pitney Bowes, Inc. | 82,273 | 597,302 |
Quad/Graphics, Inc. | 13,188 | 300,291 |
R.R. Donnelley & Sons Co. | 27,899 | 141,169 |
Republic Services, Inc. | 99,275 | 7,282,814 |
Resources Connection, Inc. | 15,648 | 258,974 |
Robert Half International, Inc. | 53,395 | 4,174,421 |
Rollins, Inc. | 45,678 | 2,744,334 |
SP Plus Corp. * | 11,892 | 462,599 |
Steelcase, Inc., Class A | 38,260 | 558,596 |
Stericycle, Inc. * | 37,870 | 2,336,200 |
Team, Inc. * | 12,785 | 297,891 |
Tetra Tech, Inc. | 26,544 | 1,852,771 |
The Brink's Co. | 22,722 | 1,706,422 |
The Dun & Bradstreet Corp. | 15,648 | 2,236,412 |
TransUnion | 67,341 | 5,070,777 |
TriNet Group, Inc. * | 18,031 | 1,065,091 |
TrueBlue, Inc. * | 20,855 | 611,052 |
UniFirst Corp. | 7,574 | 1,402,705 |
US Ecology, Inc. | 8,736 | 635,544 |
Verisk Analytics, Inc. * | 69,201 | 8,241,147 |
Viad Corp. | 10,762 | 662,939 |
VSE Corp. | 2,400 | 92,592 |
WageWorks, Inc. * | 18,371 | 982,848 |
Waste Management, Inc. | 177,671 | 16,150,294 |
137,959,150 | ||
Consumer Durables & Apparel 1.4% | ||
Acushnet Holdings Corp. | 20,845 | 563,857 |
American Outdoor Brands Corp. * | 21,081 | 295,766 |
Beazer Homes USA, Inc. * | 12,976 | 166,223 |
Brunswick Corp. | 37,870 | 2,515,325 |
Callaway Golf Co. | 44,765 | 1,021,090 |
Carter's, Inc. | 21,365 | 2,263,194 |
Cavco Industries, Inc. * | 3,931 | 964,667 |
Century Communities, Inc. * | 9,476 | 277,173 |
Columbia Sportswear Co. | 13,729 | 1,245,220 |
Crocs, Inc. * | 45,636 | 942,840 |
D.R. Horton, Inc. | 149,770 | 6,666,263 |
Deckers Outdoor Corp. * | 13,165 | 1,604,024 |
Ethan Allen Interiors, Inc. | 8,146 | 181,248 |
Fossil Group, Inc. * | 22,911 | 519,392 |
G-III Apparel Group Ltd. * | 18,287 | 831,693 |
Garmin Ltd. | 49,231 | 3,354,600 |
GoPro, Inc., Class A * | 48,658 | 311,898 |
Hanesbrands, Inc. | 160,279 | 2,811,294 |
Hasbro, Inc. | 50,615 | 5,026,576 |
Helen of Troy Ltd. * | 12,456 | 1,481,641 |
Hovnanian Enterprises, Inc., Class A * | 65,185 | 101,689 |
Installed Building Products, Inc. * | 9,806 | 456,469 |
iRobot Corp. *(a) | 13,182 | 1,496,157 |
Johnson Outdoors, Inc., Class A | 1,800 | 182,304 |
KB Home | 39,780 | 988,533 |
La-Z-Boy, Inc. | 23,256 | 773,262 |
Leggett & Platt, Inc. | 57,146 | 2,596,714 |
Lennar Corp., B Shares | 11,723 | 494,476 |
Lennar Corp., Class A | 120,562 | 6,229,439 |
LGI Homes, Inc. * | 8,453 | 486,893 |
Libbey, Inc. | 17,355 | 170,600 |
Security | Number of Shares | Value ($) |
Lululemon Athletica, Inc. * | 42,953 | 6,654,708 |
M.D.C Holdings, Inc. | 19,230 | 609,591 |
M/I Homes, Inc. * | 11,620 | 301,074 |
Malibu Boats, Inc., Class A * | 8,530 | 411,231 |
Mattel, Inc. * | 154,064 | 2,377,208 |
Meritage Homes Corp. * | 19,010 | 820,281 |
Michael Kors Holdings Ltd. * | 66,400 | 4,821,968 |
Mohawk Industries, Inc. * | 27,957 | 5,356,282 |
Movado Group, Inc. | 6,367 | 271,234 |
Nautilus, Inc. * | 9,842 | 144,185 |
Newell Brands, Inc. | 216,009 | 4,691,715 |
NIKE, Inc., Class B | 573,315 | 47,126,493 |
NVR, Inc. * | 1,448 | 3,863,916 |
Oxford Industries, Inc. | 7,576 | 705,250 |
Perry Ellis International, Inc. * | 4,571 | 125,840 |
Polaris Industries, Inc. | 26,587 | 2,883,360 |
PulteGroup, Inc. | 121,094 | 3,384,577 |
PVH Corp. | 34,466 | 4,934,153 |
Ralph Lauren Corp. | 24,210 | 3,215,330 |
Roku, Inc. * | 19,788 | 1,177,188 |
Skechers U.S.A., Inc., Class A * | 61,260 | 1,805,945 |
Steven Madden Ltd. | 24,301 | 1,413,103 |
Sturm Ruger & Co., Inc. | 9,109 | 596,184 |
Tapestry, Inc. | 128,708 | 6,524,209 |
Taylor Morrison Home Corp., Class A * | 46,611 | 907,050 |
Tempur Sealy International, Inc. * | 21,322 | 1,181,026 |
Toll Brothers, Inc. | 66,051 | 2,393,028 |
TopBuild Corp. * | 16,488 | 1,026,873 |
TRI Pointe Group, Inc. * | 64,227 | 930,649 |
Tupperware Brands Corp. | 22,524 | 732,480 |
Under Armour, Inc., Class A * | 86,517 | 1,769,273 |
Under Armour, Inc., Class C * | 79,868 | 1,515,096 |
Unifi, Inc. * | 8,741 | 278,051 |
Universal Electronics, Inc. * | 7,580 | 327,456 |
Vera Bradley, Inc. * | 8,608 | 126,193 |
VF Corp. | 145,160 | 13,373,591 |
Vista Outdoor, Inc. * | 25,018 | 462,082 |
Whirlpool Corp. | 29,151 | 3,643,292 |
William Lyon Homes, Class A * | 11,820 | 231,317 |
Wolverine World Wide, Inc. | 41,848 | 1,639,605 |
181,772,607 | ||
Consumer Services 2.1% | ||
Adtalem Global Education, Inc. * | 28,608 | 1,368,893 |
American Public Education, Inc. * | 6,506 | 226,084 |
Aramark | 106,356 | 4,369,104 |
BBX Capital Corp. | 33,475 | 248,719 |
Belmond Ltd., Class A * | 37,870 | 634,323 |
Biglari Holdings, Inc., Class A * | 30 | 28,744 |
Biglari Holdings, Inc., Class B * | 300 | 59,265 |
BJ's Restaurants, Inc. | 7,567 | 572,822 |
Bloomin' Brands, Inc. | 44,707 | 862,845 |
Bojangles', Inc. * | 8,545 | 124,757 |
Boyd Gaming Corp. | 35,142 | 1,279,872 |
Bridgepoint Education, Inc. * | 17,473 | 205,482 |
Bright Horizons Family Solutions, Inc. * | 27,194 | 3,247,779 |
Brinker International, Inc. | 20,122 | 891,002 |
Caesars Entertainment Corp. * | 58,849 | 600,260 |
Career Education Corp. * | 32,752 | 522,394 |
Carnival Corp. | 183,339 | 11,273,515 |
Carriage Services, Inc. | 5,424 | 123,504 |
Carrols Restaurant Group, Inc. * | 9,842 | 155,504 |
Chegg, Inc. * | 39,780 | 1,288,076 |
Chipotle Mexican Grill, Inc. * | 10,680 | 5,074,922 |
Choice Hotels International, Inc. | 16,267 | 1,269,639 |
Churchill Downs, Inc. | 4,914 | 1,388,696 |
Chuy's Holdings, Inc. * | 8,614 | 249,375 |
Security | Number of Shares | Value ($) |
Cracker Barrel Old Country Store, Inc. (a) | 11,361 | 1,693,811 |
Darden Restaurants, Inc. | 54,693 | 6,346,576 |
Dave & Buster's Entertainment, Inc. * | 17,091 | 994,183 |
Del Frisco's Restaurant Group, Inc. * | 8,142 | 76,942 |
Denny's Corp. * | 30,049 | 452,838 |
Dine Brands Global, Inc. | 7,245 | 604,378 |
Domino's Pizza, Inc. | 19,060 | 5,690,554 |
Drive Shack, Inc. * | 20,091 | 124,564 |
Dunkin' Brands Group, Inc. | 38,243 | 2,787,532 |
El Pollo Loco Holdings, Inc. * | 11,659 | 138,742 |
Eldorado Resorts, Inc. * | 28,906 | 1,388,933 |
Extended Stay America, Inc. | 82,970 | 1,674,335 |
Fiesta Restaurant Group, Inc. * | 11,442 | 328,958 |
Graham Holdings Co., Class B | 1,912 | 1,075,787 |
Grand Canyon Education, Inc. * | 21,620 | 2,575,807 |
H&R Block, Inc. | 91,922 | 2,487,409 |
Hilton Grand Vacations, Inc. * | 41,364 | 1,350,948 |
Hilton Worldwide Holdings, Inc. | 124,928 | 9,696,911 |
Houghton Mifflin Harcourt Co. * | 49,829 | 321,397 |
Hyatt Hotels Corp., Class A | 21,872 | 1,692,018 |
ILG, Inc. | 47,330 | 1,615,373 |
International Speedway Corp., Class A | 11,503 | 507,857 |
Jack in the Box, Inc. | 13,238 | 1,199,892 |
K12, Inc. * | 19,578 | 324,212 |
Las Vegas Sands Corp. | 163,714 | 10,710,170 |
Laureate Education, Inc., Class A * | 17,239 | 275,307 |
Marriott International, Inc., Class A | 132,025 | 16,697,202 |
Marriott Vacations Worldwide Corp. | 11,563 | 1,375,997 |
McDonald's Corp. | 351,629 | 57,044,773 |
MGM Resorts International | 224,873 | 6,519,068 |
Monarch Casino & Resort, Inc. * | 2,700 | 127,035 |
Noodles & Co. * | 28,129 | 345,987 |
Norwegian Cruise Line Holdings Ltd. * | 91,134 | 4,885,694 |
Papa John's International, Inc. | 11,038 | 509,073 |
Penn National Gaming, Inc. * | 38,830 | 1,338,082 |
Pinnacle Entertainment, Inc. * | 23,321 | 798,511 |
Planet Fitness, Inc., Class A * | 39,320 | 2,019,868 |
Playa Hotels & Resorts N.V. * | 23,478 | 242,528 |
PlayAGS, Inc. * | 10,780 | 345,391 |
Potbelly Corp. * | 9,542 | 129,294 |
Red Robin Gourmet Burgers, Inc. * | 6,176 | 255,069 |
Red Rock Resorts, Inc., Class A | 28,888 | 942,904 |
Regis Corp. * | 15,712 | 336,080 |
Royal Caribbean Cruises Ltd. | 75,700 | 9,279,306 |
Ruth's Hospitality Group, Inc. | 14,821 | 456,487 |
Scientific Games Corp., Class A * | 24,132 | 731,200 |
SeaWorld Entertainment, Inc. * | 32,752 | 960,289 |
Service Corp. International | 84,063 | 3,527,283 |
ServiceMaster Global Holdings, Inc. * | 60,968 | 3,674,541 |
Shake Shack, Inc., Class A * | 8,797 | 531,779 |
Six Flags Entertainment Corp. | 35,715 | 2,412,548 |
Sonic Corp. | 15,239 | 546,471 |
Sotheby's * | 16,002 | 768,416 |
Speedway Motorsports, Inc. | 7,278 | 130,203 |
Starbucks Corp. | 617,576 | 33,009,437 |
Strategic Education, Inc. | 9,647 | 1,338,714 |
Texas Roadhouse, Inc. | 28,467 | 1,962,800 |
The Cheesecake Factory, Inc. | 19,377 | 1,030,275 |
The Habit Restaurants, Inc., Class A * | 12,882 | 213,197 |
The Wendy's Co. | 77,886 | 1,374,688 |
Vail Resorts, Inc. | 17,802 | 5,305,886 |
Weight Watchers International, Inc. * | 16,322 | 1,222,518 |
Wingstop, Inc. | 13,405 | 897,465 |
Wyndham Destinations, Inc. | 43,706 | 1,931,805 |
Wyndham Hotels & Resorts, Inc. | 43,706 | 2,480,316 |
Security | Number of Shares | Value ($) |
Wynn Resorts Ltd. | 37,593 | 5,576,546 |
Yum! Brands, Inc. | 146,094 | 12,694,108 |
278,169,844 | ||
Diversified Financials 5.1% | ||
Affiliated Managers Group, Inc. | 25,722 | 3,757,727 |
AG Mortgage Investment Trust, Inc. | 19,705 | 370,454 |
AGNC Investment Corp. | 211,585 | 4,024,347 |
Ally Financial, Inc. | 197,342 | 5,304,553 |
American Express Co. | 318,234 | 33,726,439 |
Ameriprise Financial, Inc. | 66,037 | 9,374,613 |
Annaly Capital Management, Inc. | 527,073 | 5,597,515 |
Anworth Mortgage Asset Corp. | 61,328 | 299,281 |
Apollo Commercial Real Estate Finance, Inc. | 42,942 | 834,363 |
Arbor Realty Trust, Inc. | 14,313 | 175,477 |
Arlington Asset Investment Corp., Class A (a) | 10,742 | 109,246 |
ARMOUR Residential REIT, Inc. | 24,918 | 586,071 |
Artisan Partners Asset Management, Inc., Class A | 24,566 | 814,363 |
AXA Equitable Holdings, Inc. | 52,616 | 1,207,537 |
Berkshire Hathaway, Inc., Class B * | 862,833 | 180,090,504 |
BGC Partners, Inc., Class A | 115,668 | 1,436,597 |
BlackRock, Inc. | 55,055 | 26,374,648 |
Blackstone Mortgage Trust, Inc., Class A | 43,621 | 1,485,731 |
Blucora, Inc. * | 21,885 | 792,237 |
Cannae Holdings, Inc. * | 31,698 | 616,209 |
Capital One Financial Corp. | 215,623 | 21,366,083 |
Capstead Mortgage Corp. | 31,888 | 267,859 |
Cboe Global Markets, Inc. | 49,864 | 5,026,291 |
Chimera Investment Corp. | 80,718 | 1,503,776 |
CME Group, Inc. | 152,683 | 26,678,301 |
Cohen & Steers, Inc. | 11,361 | 472,277 |
Cowen, Inc., Class A * | 8,742 | 132,878 |
Credit Acceptance Corp. * | 5,787 | 2,642,981 |
Diamond Hill Investment Group, Inc. | 1,300 | 242,567 |
Discover Financial Services | 159,987 | 12,498,184 |
Donnelley Financial Solutions, Inc. * | 17,525 | 366,097 |
Dynex Capital, Inc. | 19,755 | 126,630 |
E*TRADE Financial Corp. * | 117,845 | 6,936,357 |
Eaton Vance Corp. | 49,231 | 2,595,951 |
Encore Capital Group, Inc. * | 12,837 | 497,434 |
Enova International, Inc. * | 14,367 | 476,984 |
Evercore, Inc., Class A | 19,087 | 2,026,085 |
Exantas Capital Corp. | 12,805 | 151,739 |
EZCORP, Inc., Class A * | 21,133 | 234,576 |
FactSet Research Systems, Inc. | 18,172 | 4,168,475 |
Federated Investors, Inc., Class B | 43,784 | 1,014,037 |
FGL Holdings * | 62,892 | 547,789 |
FirstCash, Inc. | 19,425 | 1,579,252 |
Franklin Resources, Inc. | 147,723 | 4,688,728 |
Granite Point Mortgage Trust, Inc. | 13,503 | 258,447 |
Green Dot Corp., Class A * | 21,553 | 1,846,446 |
Greenhill & Co., Inc. | 12,173 | 334,758 |
Hamilton Lane, Inc., Class A | 6,791 | 331,265 |
Hannon Armstrong Sustainable Infrastructure Capital, Inc. | 32,252 | 695,353 |
Houlihan Lokey, Inc. | 16,352 | 769,035 |
Interactive Brokers Group, Inc., Class A | 33,291 | 2,069,369 |
Intercontinental Exchange, Inc. | 259,702 | 19,797,083 |
INTL FCStone, Inc. * | 4,775 | 266,254 |
Invesco Ltd. | 179,057 | 4,315,274 |
Invesco Mortgage Capital, Inc. | 60,776 | 986,394 |
Investment Technology Group, Inc. | 15,692 | 343,341 |
Janus Henderson Group plc | 77,534 | 2,190,335 |
Jefferies Financial Group, Inc. | 140,999 | 3,273,997 |
Security | Number of Shares | Value ($) |
KKR Real Estate Finance Trust, Inc. | 6,219 | 131,843 |
Ladder Capital Corp., Class A | 42,100 | 731,277 |
Ladenburg Thalmann Financial Services, Inc. | 40,760 | 140,622 |
Lazard Ltd., Class A | 56,869 | 2,737,674 |
Legg Mason, Inc. | 42,650 | 1,330,680 |
LendingClub Corp. * | 155,032 | 559,666 |
LPL Financial Holdings, Inc. | 39,600 | 2,623,104 |
MarketAxess Holdings, Inc. | 16,608 | 3,152,531 |
MFA Financial, Inc. | 200,642 | 1,536,918 |
Moelis & Co., Class A | 18,972 | 1,101,325 |
Moody's Corp. | 73,720 | 13,123,634 |
Morgan Stanley | 608,840 | 29,729,657 |
Morningstar, Inc. | 7,888 | 1,122,620 |
MSCI, Inc. | 40,598 | 7,318,195 |
MTGE Investment Corp. | 29,418 | 576,593 |
Nasdaq, Inc. | 50,824 | 4,850,643 |
Navient Corp. | 121,033 | 1,650,890 |
Nelnet, Inc., Class A | 9,346 | 538,797 |
New Residential Investment Corp. | 144,234 | 2,678,425 |
New York Mortgage Trust, Inc. | 24,526 | 156,966 |
Northern Trust Corp. | 95,754 | 10,289,725 |
On Deck Capital, Inc. * | 17,411 | 143,118 |
OneMain Holdings, Inc. * | 33,565 | 1,231,835 |
PennyMac Mortgage Investment Trust | 32,152 | 642,397 |
Piper Jaffray Cos. | 6,927 | 533,379 |
PJT Partners, Inc., Class A | 7,609 | 440,713 |
PRA Group, Inc. * | 19,645 | 718,025 |
Raymond James Financial, Inc. | 56,799 | 5,284,579 |
Redwood Trust, Inc. | 41,657 | 707,336 |
S&P Global, Inc. | 113,171 | 23,432,056 |
Safeguard Scientifics, Inc. * | 9,598 | 98,859 |
Santander Consumer USA Holdings, Inc. | 54,449 | 1,175,009 |
SEI Investments Co. | 56,670 | 3,574,744 |
SLM Corp. * | 182,600 | 2,140,072 |
Starwood Property Trust, Inc. | 108,905 | 2,399,177 |
State Street Corp. | 164,587 | 14,304,256 |
Stifel Financial Corp. | 30,572 | 1,708,058 |
Synchrony Financial | 320,662 | 10,155,366 |
T. Rowe Price Group, Inc. | 107,113 | 12,413,326 |
TD Ameritrade Holding Corp. | 119,629 | 7,006,671 |
The Bank of New York Mellon Corp. | 454,462 | 23,700,193 |
The Charles Schwab Corp. (b) | 534,013 | 27,122,520 |
The Goldman Sachs Group, Inc. | 158,096 | 37,596,810 |
TPG RE Finance Trust, Inc. | 20,164 | 416,387 |
Two Harbors Investment Corp. | 114,257 | 1,784,694 |
Virtu Financial, Inc., Class A | 25,914 | 564,925 |
Virtus Investment Partners, Inc. | 2,734 | 352,686 |
Voya Financial, Inc. | 77,841 | 3,897,499 |
Waddell & Reed Financial, Inc., Class A | 42,384 | 848,528 |
Western Asset Mortgage Capital Corp. | 13,113 | 145,948 |
Westwood Holdings Group, Inc. | 5,839 | 335,918 |
WisdomTree Investments, Inc. | 52,960 | 435,331 |
World Acceptance Corp. * | 2,000 | 237,220 |
682,326,014 | ||
Energy 5.6% | ||
Alta Mesa Resources, Inc. * | 46,019 | 218,130 |
Anadarko Petroleum Corp. | 229,172 | 14,758,677 |
Andeavor | 62,513 | 9,551,361 |
Antero Resources Corp. * | 95,399 | 1,765,836 |
Apache Corp. | 168,695 | 7,393,902 |
Apergy Corp. * | 34,123 | 1,543,042 |
Arch Coal, Inc., Class A | 9,638 | 854,601 |
Archrock, Inc. | 55,909 | 707,249 |
Baker Hughes a GE Co. | 188,338 | 6,209,504 |
Bonanza Creek Energy, Inc. * | 8,594 | 266,414 |
Security | Number of Shares | Value ($) |
Bristow Group, Inc. * | 13,964 | 153,045 |
C&J Energy Services, Inc. * | 32,880 | 688,836 |
Cabot Oil & Gas Corp. | 206,144 | 4,912,412 |
Cactus, Inc., Class A * | 16,307 | 557,373 |
California Resources Corp. * | 19,046 | 791,171 |
Callon Petroleum Co. * | 103,613 | 1,170,827 |
CARBO Ceramics, Inc. *(a) | 13,883 | 120,088 |
Carrizo Oil & Gas, Inc. * | 33,618 | 814,228 |
Centennial Resource Development, Inc., Class A * | 76,200 | 1,468,374 |
Cheniere Energy, Inc. * | 93,222 | 6,239,348 |
Chesapeake Energy Corp. * | 417,684 | 1,850,340 |
Chevron Corp. | 854,892 | 101,270,506 |
Cimarex Energy Co. | 41,786 | 3,530,081 |
Clean Energy Fuels Corp. * | 56,102 | 154,281 |
Cloud Peak Energy, Inc. * | 34,266 | 80,868 |
CNX Resources Corp. * | 86,499 | 1,378,794 |
Concho Resources, Inc. * | 83,920 | 11,509,628 |
ConocoPhillips | 521,871 | 38,320,988 |
CONSOL Energy, Inc. * | 12,400 | 531,960 |
Continental Resources, Inc. * | 38,148 | 2,515,861 |
Core Laboratories N.V. | 18,955 | 2,171,295 |
Covia Holdings Corp. * | 17,095 | 193,686 |
CVR Energy, Inc. | 11,820 | 449,751 |
Delek US Holdings, Inc. | 33,362 | 1,818,229 |
Denbury Resources, Inc. * | 181,244 | 1,009,529 |
Devon Energy Corp. | 235,161 | 10,095,462 |
Diamond Offshore Drilling, Inc. *(a) | 30,251 | 526,972 |
Diamondback Energy, Inc. | 44,429 | 5,379,463 |
Dril-Quip, Inc. * | 16,620 | 875,043 |
Eclipse Resources Corp. * | 79,461 | 113,629 |
Energen Corp. * | 43,109 | 3,343,103 |
Energy XXI Gulf Coast, Inc. * | 16,343 | 147,904 |
Ensco plc, Class A | 197,264 | 1,349,286 |
EOG Resources, Inc. | 259,401 | 30,668,980 |
EQT Corp. | 112,252 | 5,727,097 |
Era Group, Inc. * | 9,856 | 117,681 |
Evolution Petroleum Corp. | 13,290 | 133,565 |
Exterran Corp. * | 15,237 | 417,341 |
Extraction Oil & Gas, Inc. * | 59,550 | 687,803 |
Exxon Mobil Corp. | 1,895,699 | 151,978,189 |
Forum Energy Technologies, Inc. * | 31,352 | 374,656 |
Frank's International N.V. * | 28,455 | 251,258 |
FTS International, Inc. * | 6,271 | 69,169 |
Geospace Technologies Corp. * | 10,104 | 142,770 |
Green Plains, Inc. | 19,048 | 338,102 |
Gulfport Energy Corp. * | 71,954 | 846,179 |
Halcon Resources Corp. * | 73,781 | 337,917 |
Halliburton Co. | 391,557 | 15,619,209 |
Helix Energy Solutions Group, Inc. * | 73,099 | 684,207 |
Helmerich & Payne, Inc. | 49,795 | 3,265,058 |
Hess Corp. | 118,088 | 7,952,046 |
HighPoint Resources Corp. * | 39,469 | 217,474 |
HollyFrontier Corp. | 79,254 | 5,906,008 |
International Seaways, Inc. * | 12,807 | 262,800 |
Jagged Peak Energy, Inc. *(a) | 16,076 | 212,364 |
Keane Group, Inc. * | 25,443 | 312,440 |
Kinder Morgan, Inc. | 855,177 | 15,136,633 |
Kosmos Energy Ltd. * | 102,617 | 927,658 |
Laredo Petroleum, Inc. * | 58,820 | 487,618 |
Mammoth Energy Services, Inc. | 3,871 | 106,375 |
Marathon Oil Corp. | 379,143 | 8,155,366 |
Marathon Petroleum Corp. | 207,155 | 17,046,785 |
Matador Resources Co. * | 45,641 | 1,494,286 |
Matrix Service Co. * | 10,538 | 220,244 |
McDermott International, Inc. * | 78,645 | 1,520,994 |
Murphy Oil Corp. | 72,470 | 2,234,250 |
Nabors Industries Ltd. | 154,822 | 955,252 |
Security | Number of Shares | Value ($) |
NACCO Industries, Inc., Class A | 3,787 | 133,113 |
National Oilwell Varco, Inc. | 172,935 | 8,140,050 |
Natural Gas Services Group, Inc. * | 9,178 | 202,834 |
Newfield Exploration Co. * | 87,274 | 2,380,835 |
Newpark Resources, Inc. * | 40,309 | 423,245 |
Nine Energy Service, Inc. * | 4,284 | 128,434 |
Noble Corp. plc * | 106,873 | 651,925 |
Noble Energy, Inc. | 213,352 | 6,340,821 |
Oasis Petroleum, Inc. * | 123,140 | 1,657,464 |
Occidental Petroleum Corp. | 343,190 | 27,410,585 |
Oceaneering International, Inc. * | 45,828 | 1,295,558 |
Oil States International, Inc. * | 28,137 | 952,437 |
ONEOK, Inc. | 185,125 | 12,201,589 |
Par Pacific Holdings, Inc. * | 14,242 | 289,255 |
Parsley Energy, Inc., Class A * | 114,714 | 3,185,608 |
Patterson-UTI Energy, Inc. | 94,469 | 1,618,254 |
PBF Energy, Inc., Class A | 52,544 | 2,728,085 |
PDC Energy, Inc. * | 29,661 | 1,562,838 |
Peabody Energy Corp. | 47,520 | 1,963,051 |
Penn Virginia Corp. * | 6,269 | 557,565 |
Phillips 66 | 188,664 | 22,358,571 |
Pioneer Energy Services Corp. * | 33,640 | 107,648 |
Pioneer Natural Resources Co. | 75,931 | 13,265,146 |
ProPetro Holding Corp. * | 31,338 | 476,964 |
QEP Resources, Inc. * | 110,822 | 1,104,895 |
Range Resources Corp. | 100,350 | 1,647,747 |
Resolute Energy Corp. *(a) | 9,761 | 321,723 |
REX American Resources Corp. * | 2,500 | 201,450 |
RigNet, Inc. * | 10,010 | 163,163 |
Ring Energy, Inc. * | 31,352 | 369,954 |
Rowan Cos. plc, Class A * | 52,434 | 736,173 |
RPC, Inc. | 25,810 | 353,081 |
SandRidge Energy, Inc. * | 16,308 | 258,645 |
Schlumberger Ltd. | 620,134 | 39,167,663 |
SEACOR Holdings, Inc. * | 6,256 | 321,871 |
SEACOR Marine Holdings, Inc. * | 6,671 | 136,622 |
SemGroup Corp., Class A | 28,706 | 694,685 |
SM Energy Co. | 49,693 | 1,495,262 |
Southwestern Energy Co. * | 223,762 | 1,257,542 |
SRC Energy, Inc. * | 101,611 | 945,998 |
Superior Energy Services, Inc. * | 69,469 | 625,221 |
Talos Energy, Inc. * | 8,665 | 299,116 |
Targa Resources Corp. | 98,485 | 5,423,569 |
TechnipFMC plc | 197,414 | 6,046,791 |
Tellurian, Inc. *(a) | 30,725 | 297,111 |
TETRA Technologies, Inc. * | 53,766 | 246,786 |
The Williams Cos., Inc. | 529,947 | 15,681,132 |
Tidewater, Inc. * | 10,433 | 333,856 |
Transocean Ltd. * | 193,370 | 2,341,711 |
Ultra Petroleum Corp. * | 83,630 | 109,555 |
Unit Corp. * | 25,244 | 663,665 |
US Silica Holdings, Inc. | 34,628 | 733,767 |
Valero Energy Corp. | 193,024 | 22,753,669 |
W&T Offshore, Inc. * | 61,414 | 415,773 |
Weatherford International plc * | 450,894 | 1,091,164 |
Whiting Petroleum Corp. * | 40,608 | 2,067,353 |
WildHorse Resource Development Corp. * | 10,538 | 229,096 |
World Fuel Services Corp. | 28,672 | 803,676 |
WPX Energy, Inc. * | 180,518 | 3,442,478 |
746,422,689 | ||
Food & Staples Retailing 1.3% | ||
Casey's General Stores, Inc. | 17,360 | 1,981,991 |
Costco Wholesale Corp. | 195,034 | 45,468,277 |
Ingles Markets, Inc., Class A | 6,305 | 226,665 |
Performance Food Group Co. * | 41,282 | 1,366,434 |
Security | Number of Shares | Value ($) |
PriceSmart, Inc. | 10,548 | 916,094 |
Rite Aid Corp. *(a) | 485,368 | 664,954 |
Smart & Final Stores, Inc. * | 11,792 | 82,544 |
SpartanNash Co. | 15,516 | 331,267 |
Sprouts Farmers Market, Inc. * | 57,190 | 1,513,819 |
SUPERVALU, Inc. * | 21,245 | 686,001 |
Sysco Corp. | 213,281 | 15,957,684 |
The Andersons, Inc. | 12,048 | 492,161 |
The Chefs' Warehouse, Inc. * | 10,382 | 305,231 |
The Kroger Co. | 366,184 | 11,534,796 |
United Natural Foods, Inc. * | 21,637 | 768,330 |
US Foods Holding Corp. * | 65,005 | 2,118,513 |
Village Super Market, Inc., Class A | 4,385 | 127,954 |
Walgreens Boots Alliance, Inc. | 382,340 | 26,213,230 |
Walmart, Inc. | 648,377 | 62,153,419 |
Weis Markets, Inc. | 7,624 | 355,202 |
173,264,566 | ||
Food, Beverage & Tobacco 3.4% | ||
Alico, Inc. | 2,500 | 80,750 |
Altria Group, Inc. | 847,895 | 49,618,815 |
Archer-Daniels-Midland Co. | 249,450 | 12,572,280 |
B&G Foods, Inc. (a) | 32,032 | 1,023,422 |
Brown-Forman Corp., Class A | 23,006 | 1,211,036 |
Brown-Forman Corp., Class B | 123,926 | 6,471,416 |
Bunge Ltd. | 63,310 | 4,113,884 |
Cal-Maine Foods, Inc. | 14,617 | 722,811 |
Calavo Growers, Inc. | 7,110 | 752,593 |
Campbell Soup Co. | 85,656 | 3,379,129 |
Coca-Cola Bottling Co. Consolidated | 2,521 | 427,461 |
Conagra Brands, Inc. | 175,660 | 6,455,505 |
Constellation Brands, Inc., Class A | 74,541 | 15,519,436 |
Darling Ingredients, Inc. * | 74,656 | 1,476,696 |
Dean Foods Co. | 37,021 | 282,100 |
Farmer Brothers Co. * | 3,871 | 112,259 |
Flowers Foods, Inc. | 86,057 | 1,734,049 |
Fresh Del Monte Produce, Inc. | 15,997 | 598,928 |
Freshpet, Inc. * | 13,373 | 496,807 |
General Mills, Inc. | 262,173 | 12,062,580 |
Hormel Foods Corp. | 121,184 | 4,744,354 |
Hostess Brands, Inc. * | 37,189 | 437,343 |
Ingredion, Inc. | 32,275 | 3,262,034 |
J&J Snack Foods Corp. | 7,417 | 1,079,173 |
John B Sanfilippo & Son, Inc. | 2,100 | 153,447 |
Kellogg Co. | 112,547 | 8,079,749 |
Keurig Dr Pepper, Inc. | 78,310 | 1,785,468 |
Lamb Weston Holdings, Inc. | 67,306 | 4,549,886 |
Lancaster Colony Corp. | 9,686 | 1,513,631 |
Landec Corp. * | 12,495 | 168,058 |
Limoneira Co. | 5,052 | 155,854 |
McCormick & Co., Inc. Non-Voting Shares | 53,489 | 6,679,706 |
MGP Ingredients, Inc. | 5,909 | 455,643 |
Molson Coors Brewing Co., Class B | 84,798 | 5,659,418 |
Mondelez International, Inc., Class A | 659,487 | 28,173,285 |
Monster Beverage Corp. * | 181,902 | 11,076,013 |
National Beverage Corp. * | 5,452 | 642,464 |
PepsiCo, Inc. | 634,305 | 71,048,503 |
Philip Morris International, Inc. | 696,095 | 54,218,840 |
Pilgrim's Pride Corp. * | 22,687 | 419,483 |
Pinnacle Foods, Inc. | 53,053 | 3,523,780 |
Post Holdings, Inc. * | 31,805 | 3,093,354 |
Sanderson Farms, Inc. | 8,242 | 871,674 |
Seaboard Corp. | 109 | 401,641 |
Seneca Foods Corp., Class A * | 4,685 | 151,325 |
The Boston Beer Co., Inc., Class A * | 4,238 | 1,284,750 |
The Coca-Cola Co. | 1,716,260 | 76,493,708 |
Security | Number of Shares | Value ($) |
The Hain Celestial Group, Inc. * | 47,013 | 1,342,691 |
The Hershey Co. | 60,238 | 6,055,124 |
The J.M. Smucker Co. | 51,173 | 5,290,265 |
The Kraft Heinz Co. | 267,783 | 15,603,715 |
Tootsie Roll Industries, Inc. (a) | 12,660 | 364,608 |
TreeHouse Foods, Inc. * | 26,586 | 1,385,131 |
Tyson Foods, Inc., Class A | 131,051 | 8,231,313 |
Universal Corp. | 11,029 | 659,534 |
Vector Group Ltd. | 42,038 | 652,850 |
448,819,772 | ||
Health Care Equipment & Services 6.3% | ||
Abbott Laboratories | 782,936 | 52,331,442 |
ABIOMED, Inc. * | 19,116 | 7,772,183 |
Acadia Healthcare Co., Inc. * | 37,127 | 1,541,884 |
Accuray, Inc. * | 38,000 | 152,000 |
Aetna, Inc. | 146,562 | 29,351,972 |
Align Technology, Inc. * | 32,197 | 12,443,818 |
Allscripts Healthcare Solutions, Inc. * | 76,299 | 1,114,728 |
Amedisys, Inc. * | 12,485 | 1,560,750 |
American Renal Associates Holdings, Inc. * | 8,229 | 180,627 |
AmerisourceBergen Corp. | 73,598 | 6,621,612 |
AMN Healthcare Services, Inc. * | 22,009 | 1,283,125 |
AngioDynamics, Inc. * | 19,492 | 437,011 |
Anika Therapeutics, Inc. * | 8,938 | 369,944 |
Antares Pharma, Inc. * | 94,718 | 335,302 |
Anthem, Inc. | 113,853 | 30,140,305 |
athenahealth, Inc. * | 18,256 | 2,809,598 |
AtriCure, Inc. * | 16,412 | 567,035 |
Atrion Corp. | 764 | 500,458 |
Avanos Medical, Inc. * | 19,234 | 1,386,771 |
AxoGen, Inc. * | 15,976 | 700,548 |
Baxter International, Inc. | 219,975 | 16,359,541 |
Becton Dickinson & Co. | 119,529 | 31,301,059 |
BioScrip, Inc. * | 47,052 | 136,451 |
BioTelemetry, Inc. * | 13,511 | 834,980 |
Boston Scientific Corp. * | 614,489 | 21,851,229 |
Brookdale Senior Living, Inc. * | 82,740 | 820,781 |
Cantel Medical Corp. | 15,701 | 1,522,997 |
Capital Senior Living Corp. * | 9,842 | 87,299 |
Cardinal Health, Inc. | 140,027 | 7,308,009 |
Cardiovascular Systems, Inc. * | 16,301 | 628,078 |
Castlight Health, Inc., Class B * | 33,844 | 101,532 |
Centene Corp. * | 91,515 | 13,405,117 |
Cerner Corp. * | 140,505 | 9,148,281 |
Cerus Corp. * | 53,274 | 414,472 |
Chemed Corp. | 7,621 | 2,465,698 |
Cigna Corp. | 109,287 | 20,583,114 |
Civitas Solutions, Inc. * | 7,703 | 123,248 |
Community Health Systems, Inc. * | 68,352 | 265,206 |
Computer Programs & Systems, Inc. | 4,171 | 113,868 |
CONMED Corp. | 11,398 | 916,741 |
CorVel Corp. * | 2,300 | 136,735 |
CryoLife, Inc. * | 16,704 | 579,629 |
CVS Health Corp. | 453,447 | 34,117,352 |
Danaher Corp. | 276,361 | 28,614,418 |
DaVita, Inc. * | 63,307 | 4,386,542 |
DENTSPLY SIRONA, Inc. | 100,656 | 4,018,187 |
DexCom, Inc. * | 40,828 | 5,894,747 |
Diplomat Pharmacy, Inc. * | 22,103 | 456,648 |
Edwards Lifesciences Corp. * | 93,792 | 13,528,558 |
Encompass Health Corp. | 43,932 | 3,584,412 |
Endologix, Inc. * | 29,497 | 67,843 |
Envision Healthcare Corp. * | 53,764 | 2,438,735 |
Evolent Health, Inc., Class A * | 29,123 | 742,636 |
Express Scripts Holding Co. * | 251,775 | 22,161,235 |
Security | Number of Shares | Value ($) |
GenMark Diagnostics, Inc. * | 24,434 | 209,155 |
Glaukos Corp. * | 14,821 | 1,013,312 |
Globus Medical, Inc., Class A * | 32,428 | 1,727,440 |
Haemonetics Corp. * | 22,722 | 2,536,684 |
HCA Healthcare, Inc. | 125,816 | 16,873,184 |
HealthEquity, Inc. * | 23,232 | 2,188,687 |
HealthStream, Inc. | 10,136 | 321,615 |
Henry Schein, Inc. * | 69,250 | 5,379,340 |
Heska Corp. * | 3,268 | 349,676 |
Hill-Rom Holdings, Inc. | 28,857 | 2,806,920 |
HMS Holdings Corp. * | 42,931 | 1,375,939 |
Hologic, Inc. * | 123,634 | 4,915,688 |
Humana, Inc. | 62,079 | 20,688,448 |
ICU Medical, Inc. * | 7,241 | 2,215,746 |
IDEXX Laboratories, Inc. * | 38,482 | 9,775,967 |
Inogen, Inc. * | 7,942 | 2,103,915 |
Inovalon Holdings, Inc., Class A * | 28,204 | 310,244 |
Inspire Medical Systems, Inc. * | 3,682 | 202,473 |
Insulet Corp. * | 26,785 | 2,792,872 |
Integer Holdings Corp. * | 13,569 | 1,084,163 |
Integra LifeSciences Holdings Corp. * | 31,692 | 1,884,723 |
Intuitive Surgical, Inc. * | 50,869 | 28,486,640 |
Invacare Corp. | 16,596 | 252,259 |
iRhythm Technologies, Inc. * | 8,884 | 827,012 |
K2M Group Holdings, Inc. * | 20,305 | 555,139 |
Laboratory Corp. of America Holdings * | 45,812 | 7,919,520 |
Lantheus Holdings, Inc. * | 10,990 | 176,939 |
LeMaitre Vascular, Inc. | 6,936 | 260,169 |
LHC Group, Inc. * | 13,466 | 1,332,191 |
LifePoint Health, Inc. * | 18,632 | 1,199,901 |
LivaNova plc * | 19,903 | 2,498,822 |
Magellan Health, Inc. * | 10,610 | 779,835 |
Masimo Corp. * | 22,722 | 2,678,697 |
McKesson Corp. | 90,869 | 11,699,384 |
Medidata Solutions, Inc. * | 25,988 | 2,208,460 |
MEDNAX, Inc. * | 41,368 | 1,958,775 |
Medtronic plc | 606,566 | 58,479,028 |
Meridian Bioscience, Inc. | 17,434 | 273,714 |
Merit Medical Systems, Inc. * | 24,955 | 1,468,602 |
Molina Healthcare, Inc. * | 20,894 | 2,883,372 |
National HealthCare Corp. | 3,840 | 295,949 |
National Research Corp. | 3,920 | 153,468 |
Natus Medical, Inc. * | 16,308 | 608,288 |
Neogen Corp. * | 22,512 | 2,103,521 |
Nevro Corp. * | 12,249 | 825,828 |
NuVasive, Inc. * | 22,735 | 1,595,770 |
NxStage Medical, Inc. * | 29,224 | 828,208 |
Omnicell, Inc. * | 16,552 | 1,137,950 |
OraSure Technologies, Inc. * | 28,752 | 460,319 |
Orthofix Medical, Inc. * | 9,567 | 512,408 |
Owens & Minor, Inc. | 26,040 | 442,159 |
Patterson Cos., Inc. | 34,277 | 772,946 |
Penumbra, Inc. * | 13,329 | 1,850,732 |
Premier, Inc., Class A * | 25,222 | 1,115,569 |
Quality Systems, Inc. * | 23,519 | 538,350 |
Quest Diagnostics, Inc. | 59,668 | 6,562,287 |
Quidel Corp. * | 14,119 | 1,085,469 |
R1 RCM, Inc. * | 35,846 | 357,385 |
ResMed, Inc. | 63,036 | 7,022,841 |
Select Medical Holdings Corp. * | 49,806 | 986,159 |
Senseonics Holdings, Inc. *(a) | 39,650 | 161,772 |
STERIS plc | 37,657 | 4,308,714 |
Stryker Corp. | 143,661 | 24,340,483 |
Surgery Partners, Inc. * | 7,171 | 124,417 |
Surmodics, Inc. * | 5,893 | 464,074 |
Tactile Systems Technology, Inc. * | 6,379 | 431,667 |
Teladoc Health, Inc. * | 30,922 | 2,398,001 |
Teleflex, Inc. | 20,435 | 5,056,232 |
Security | Number of Shares | Value ($) |
Tenet Healthcare Corp. * | 34,834 | 1,174,602 |
The Cooper Cos., Inc. | 21,477 | 5,493,387 |
The Ensign Group, Inc. | 21,617 | 844,576 |
The Providence Service Corp. * | 5,519 | 370,546 |
Tivity Health, Inc. * | 16,243 | 558,759 |
Triple-S Management Corp., Class B * | 9,479 | 206,358 |
UnitedHealth Group, Inc. | 430,681 | 115,620,621 |
Universal Health Services, Inc., Class B | 37,870 | 4,929,159 |
US Physical Therapy, Inc. | 5,846 | 732,211 |
Varex Imaging Corp. * | 15,663 | 491,818 |
Varian Medical Systems, Inc. * | 40,321 | 4,516,758 |
Veeva Systems, Inc., Class A * | 52,781 | 5,508,225 |
Vocera Communications, Inc. * | 14,746 | 488,977 |
WellCare Health Plans, Inc. * | 22,014 | 6,660,776 |
West Pharmaceutical Services, Inc. | 32,420 | 3,794,761 |
Wright Medical Group N.V. * | 46,880 | 1,358,582 |
Zimmer Biomet Holdings, Inc. | 90,740 | 11,218,186 |
837,920,409 | ||
Household & Personal Products 1.4% | ||
Avon Products, Inc. * | 243,406 | 486,812 |
Central Garden & Pet Co. * | 7,455 | 295,963 |
Central Garden & Pet Co., Class A * | 15,508 | 563,406 |
Church & Dwight Co., Inc. | 110,278 | 6,239,529 |
Colgate-Palmolive Co. | 393,443 | 26,128,550 |
Coty, Inc., Class A | 217,071 | 2,682,997 |
Edgewell Personal Care Co. * | 26,623 | 1,503,401 |
elf Beauty, Inc. * | 19,222 | 266,994 |
Energizer Holdings, Inc. | 27,160 | 1,727,104 |
Herbalife Nutrition Ltd. * | 52,279 | 2,958,469 |
Inter Parfums, Inc. | 6,797 | 443,844 |
Kimberly-Clark Corp. | 156,041 | 18,028,977 |
Medifast, Inc. | 4,196 | 959,835 |
Nu Skin Enterprises, Inc., Class A | 23,468 | 1,868,053 |
Spectrum Brands Holdings, Inc. | 20,776 | 1,804,396 |
The Clorox Co. | 57,636 | 8,356,067 |
The Estee Lauder Cos., Inc., Class A | 99,665 | 13,965,060 |
The Procter & Gamble Co. | 1,127,164 | 93,498,254 |
USANA Health Sciences, Inc. * | 4,655 | 614,227 |
WD-40 Co. | 6,292 | 1,116,515 |
183,508,453 | ||
Insurance 2.6% | ||
Aflac, Inc. | 346,725 | 16,032,564 |
Alleghany Corp. | 6,826 | 4,312,530 |
Ambac Financial Group, Inc. * | 19,232 | 406,372 |
American Equity Investment Life Holding Co. | 40,317 | 1,495,358 |
American Financial Group, Inc. | 30,842 | 3,434,565 |
American International Group, Inc. | 404,620 | 21,513,645 |
American National Insurance Co. | 3,914 | 502,323 |
AMERISAFE, Inc. | 7,580 | 483,604 |
AmTrust Financial Services, Inc. | 42,781 | 622,036 |
Aon plc | 109,599 | 15,953,230 |
Arch Capital Group Ltd. * | 179,458 | 5,486,031 |
Argo Group International Holdings Ltd. | 14,566 | 927,854 |
Arthur J. Gallagher & Co. | 83,870 | 6,050,382 |
Aspen Insurance Holdings Ltd. | 27,326 | 1,124,465 |
Assurant, Inc. | 24,460 | 2,514,977 |
Assured Guaranty Ltd. | 51,955 | 2,116,647 |
Athene Holding Ltd., Class A * | 55,712 | 2,766,658 |
Axis Capital Holdings Ltd. | 38,856 | 2,234,997 |
Brighthouse Financial, Inc. * | 53,289 | 2,212,026 |
Brown & Brown, Inc. | 98,462 | 3,001,122 |
Chubb Ltd. | 208,881 | 28,249,066 |
Cincinnati Financial Corp. | 64,379 | 4,935,938 |
Security | Number of Shares | Value ($) |
Citizens, Inc. *(a) | 20,310 | 170,604 |
CNA Financial Corp. | 15,164 | 680,864 |
CNO Financial Group, Inc. | 77,827 | 1,681,841 |
eHealth, Inc. * | 5,815 | 169,740 |
EMC Insurance Group, Inc. | 4,718 | 121,158 |
Employers Holdings, Inc. | 15,148 | 694,536 |
Enstar Group Ltd. * | 5,444 | 1,162,294 |
Erie Indemnity Co., Class A | 9,129 | 1,127,705 |
Everest Re Group Ltd. | 18,452 | 4,115,165 |
FBL Financial Group, Inc., Class A | 4,545 | 369,736 |
Fidelity National Financial, Inc. | 122,843 | 4,926,004 |
First American Financial Corp. | 49,506 | 2,814,911 |
Genworth Financial, Inc., Class A * | 223,797 | 1,040,656 |
Global Indemnity Ltd. | 3,150 | 124,204 |
Greenlight Capital Re Ltd., Class A * | 7,642 | 98,200 |
Health Insurance Innovations, Inc., Class A * | 3,971 | 210,066 |
Horace Mann Educators Corp. | 20,993 | 971,976 |
James River Group Holdings Ltd. | 13,159 | 538,861 |
Kemper Corp. | 28,260 | 2,298,951 |
Kinsale Capital Group, Inc. | 6,848 | 416,153 |
Lincoln National Corp. | 99,167 | 6,503,372 |
Loews Corp. | 114,385 | 5,754,709 |
Maiden Holdings Ltd. | 30,365 | 115,387 |
Markel Corp. * | 6,222 | 7,521,154 |
Marsh & McLennan Cos., Inc. | 227,004 | 19,211,349 |
MBIA, Inc. *(a) | 43,084 | 442,473 |
Mercury General Corp. | 15,148 | 816,477 |
MetLife, Inc. | 457,038 | 20,973,474 |
National General Holdings Corp. | 28,586 | 780,684 |
National Western Life Group, Inc., Class A | 1,100 | 358,545 |
NI Holdings, Inc. * | 7,594 | 128,187 |
Old Republic International Corp. | 110,792 | 2,457,367 |
Primerica, Inc. | 18,935 | 2,314,804 |
Principal Financial Group, Inc. | 117,439 | 6,481,458 |
ProAssurance Corp. | 23,594 | 1,140,770 |
Prudential Financial, Inc. | 189,556 | 18,623,877 |
Reinsurance Group of America, Inc. | 29,425 | 4,203,361 |
RenaissanceRe Holdings Ltd. | 17,818 | 2,369,081 |
RLI Corp. | 19,794 | 1,523,544 |
Safety Insurance Group, Inc. | 7,574 | 732,406 |
Selective Insurance Group, Inc. | 24,840 | 1,594,728 |
State Auto Financial Corp. | 4,171 | 130,928 |
Stewart Information Services Corp. | 9,890 | 442,874 |
The Allstate Corp. | 157,452 | 15,834,948 |
The Hanover Insurance Group, Inc. | 19,138 | 2,344,214 |
The Hartford Financial Services Group, Inc. | 156,730 | 7,894,490 |
The Navigators Group, Inc. | 7,586 | 531,020 |
The Progressive Corp. | 260,920 | 17,619,928 |
The Travelers Cos., Inc. | 121,399 | 15,976,108 |
Third Point Reinsurance Ltd. * | 37,489 | 502,353 |
Torchmark Corp. | 47,383 | 4,165,913 |
Trupanion, Inc. *(a) | 9,433 | 360,246 |
United Fire Group, Inc. | 7,780 | 385,343 |
United Insurance Holdings Corp. | 6,171 | 128,542 |
Universal Insurance Holdings, Inc. | 16,176 | 721,450 |
Unum Group | 99,105 | 3,654,992 |
W.R. Berkley Corp. | 45,588 | 3,567,717 |
White Mountains Insurance Group Ltd. | 1,212 | 1,124,675 |
Willis Towers Watson plc | 58,816 | 8,661,832 |
XL Group Ltd. | 116,220 | 6,669,866 |
344,874,661 | ||
Security | Number of Shares | Value ($) |
Materials 2.9% | ||
AdvanSix, Inc. * | 12,668 | 428,685 |
Air Products & Chemicals, Inc. | 97,881 | 16,276,631 |
AK Steel Holding Corp. * | 136,880 | 607,747 |
Albemarle Corp. | 49,226 | 4,702,067 |
Alcoa Corp. * | 77,154 | 3,446,469 |
Allegheny Technologies, Inc. * | 56,342 | 1,522,924 |
American Vanguard Corp. | 11,560 | 253,164 |
AptarGroup, Inc. | 29,109 | 3,048,003 |
Ashland Global Holdings, Inc. | 28,899 | 2,433,296 |
Avery Dennison Corp. | 38,494 | 4,048,799 |
Axalta Coating Systems Ltd. * | 98,898 | 3,016,389 |
Balchem Corp. | 15,148 | 1,679,762 |
Ball Corp. | 153,353 | 6,422,424 |
Bemis Co., Inc. | 43,451 | 2,141,265 |
Berry Global Group, Inc. * | 57,075 | 2,724,190 |
Boise Cascade Co. | 18,453 | 806,396 |
Cabot Corp. | 26,509 | 1,720,964 |
Carpenter Technology Corp. | 19,486 | 1,162,730 |
Celanese Corp., Series A | 60,976 | 7,123,826 |
Century Aluminum Co. * | 22,066 | 278,473 |
CF Industries Holdings, Inc. | 103,058 | 5,353,863 |
Chase Corp. | 2,500 | 309,875 |
Clearwater Paper Corp. * | 13,520 | 392,756 |
Cleveland-Cliffs, Inc. * | 130,757 | 1,314,108 |
Coeur Mining, Inc. * | 88,299 | 501,538 |
Commercial Metals Co. | 49,231 | 1,063,390 |
Compass Minerals International, Inc. | 15,148 | 947,507 |
Crown Holdings, Inc. * | 60,886 | 2,606,530 |
Domtar Corp. | 30,296 | 1,542,066 |
DowDuPont, Inc. | 1,038,746 | 72,847,257 |
Eagle Materials, Inc. | 22,408 | 2,068,931 |
Eastman Chemical Co. | 64,379 | 6,246,694 |
Ecolab, Inc. | 115,993 | 17,454,627 |
Ferro Corp. * | 34,360 | 754,202 |
FMC Corp. | 59,503 | 5,084,531 |
Forterra, Inc. *(a) | 13,959 | 118,093 |
Freeport-McMoRan, Inc. | 609,846 | 8,568,336 |
FutureFuel Corp. | 9,134 | 135,457 |
GCP Applied Technologies, Inc. * | 30,967 | 780,368 |
Graphic Packaging Holding Co. | 136,451 | 1,940,333 |
Greif, Inc., Class A | 12,363 | 682,190 |
Greif, Inc., Class B | 2,074 | 117,907 |
H.B. Fuller Co. | 21,462 | 1,223,119 |
Hawkins, Inc. | 6,039 | 249,411 |
Haynes International, Inc. | 7,574 | 298,416 |
Hecla Mining Co. | 187,305 | 531,946 |
Huntsman Corp. | 92,090 | 2,807,824 |
Ingevity Corp. * | 18,361 | 1,854,645 |
Innophos Holdings, Inc. | 11,688 | 510,882 |
Innospec, Inc. | 13,032 | 1,011,283 |
International Flavors & Fragrances, Inc. | 34,083 | 4,440,674 |
International Paper Co. | 182,584 | 9,337,346 |
Kaiser Aluminum Corp. | 7,574 | 830,035 |
KapStone Paper & Packaging Corp. | 39,299 | 1,349,921 |
KMG Chemicals, Inc. | 4,604 | 356,718 |
Koppers Holdings, Inc. * | 10,662 | 377,968 |
Kraton Corp. * | 14,159 | 665,898 |
Kronos Worldwide, Inc. | 10,145 | 204,219 |
Louisiana-Pacific Corp. | 62,885 | 1,833,727 |
LyondellBasell Industries N.V., Class A | 142,432 | 16,063,481 |
Martin Marietta Materials, Inc. | 28,685 | 5,700,283 |
Materion Corp. | 7,680 | 489,984 |
McEwen Mining, Inc. (a) | 124,296 | 244,863 |
Mercer International, Inc. | 23,544 | 416,729 |
Minerals Technologies, Inc. | 15,176 | 1,019,068 |
Myers Industries, Inc. | 11,995 | 266,889 |
Security | Number of Shares | Value ($) |
Neenah, Inc. | 8,563 | 781,374 |
NewMarket Corp. | 3,913 | 1,569,270 |
Newmont Mining Corp. | 237,648 | 7,374,217 |
Nucor Corp. | 141,044 | 8,815,250 |
Olin Corp. | 76,715 | 2,357,452 |
OMNOVA Solutions, Inc. * | 23,566 | 213,272 |
Owens-Illinois, Inc. * | 70,692 | 1,249,128 |
P.H. Glatfelter Co. | 13,860 | 266,528 |
Packaging Corp. of America | 41,657 | 4,578,937 |
Platform Specialty Products Corp. * | 101,214 | 1,342,098 |
PolyOne Corp. | 37,870 | 1,600,386 |
PPG Industries, Inc. | 111,085 | 12,279,336 |
PQ Group Holdings, Inc. * | 8,842 | 157,388 |
Praxair, Inc. | 128,948 | 20,398,284 |
Quaker Chemical Corp. | 6,732 | 1,212,702 |
Rayonier Advanced Materials, Inc. | 22,914 | 478,903 |
Reliance Steel & Aluminum Co. | 31,651 | 2,781,806 |
Resolute Forest Products, Inc. * | 45,018 | 618,997 |
Royal Gold, Inc. | 28,896 | 2,203,609 |
RPM International, Inc. | 59,358 | 4,006,665 |
Schnitzer Steel Industries, Inc., Class A | 13,842 | 364,737 |
Schweitzer-Mauduit International, Inc. | 15,148 | 616,372 |
Sealed Air Corp. | 75,710 | 3,036,728 |
Sensient Technologies Corp. | 20,876 | 1,482,614 |
Silgan Holdings, Inc. | 38,072 | 1,037,462 |
Sonoco Products Co. | 44,731 | 2,506,725 |
Steel Dynamics, Inc. | 107,972 | 4,937,560 |
Stepan Co. | 9,417 | 840,091 |
Summit Materials, Inc., Class A * | 52,721 | 1,121,376 |
SunCoke Energy, Inc. * | 28,448 | 317,480 |
The Chemours Co. | 80,920 | 3,528,112 |
The Mosaic Co. | 153,917 | 4,812,985 |
The Scotts Miracle-Gro Co., Class A | 18,935 | 1,414,823 |
The Sherwin-Williams Co. | 36,770 | 16,751,677 |
TimkenSteel Corp. * | 19,016 | 266,414 |
Tredegar Corp. | 11,973 | 262,807 |
Trinseo S.A. | 18,641 | 1,438,153 |
Tronox Ltd., Class A | 40,231 | 651,340 |
United States Lime & Minerals, Inc. | 1,472 | 111,710 |
United States Steel Corp. | 79,896 | 2,371,313 |
US Concrete, Inc. * | 8,342 | 402,084 |
Valvoline, Inc. | 85,361 | 1,836,969 |
Venator Materials plc * | 21,845 | 263,888 |
Vulcan Materials Co. | 58,432 | 6,474,266 |
W.R. Grace & Co. | 30,967 | 2,188,128 |
Warrior Met Coal, Inc. | 24,531 | 589,971 |
Westlake Chemical Corp. | 15,442 | 1,460,350 |
WestRock Co. | 115,063 | 6,337,670 |
Worthington Industries, Inc. | 18,406 | 857,351 |
389,326,850 | ||
Media 2.3% | ||
Altice USA, Inc., Class A | 51,849 | 929,134 |
AMC Entertainment Holdings, Inc., Class A | 28,965 | 551,783 |
AMC Networks, Inc., Class A * | 19,634 | 1,233,211 |
Cable One, Inc. | 1,944 | 1,628,566 |
CBS Corp., Class B Non-Voting Shares | 157,747 | 8,363,746 |
Central European Media Enterprises Ltd., Class A * | 32,157 | 122,197 |
Charter Communications, Inc., Class A * | 83,123 | 25,801,379 |
Cinemark Holdings, Inc. | 48,689 | 1,817,073 |
Clear Channel Outdoor Holdings, Inc., Class A | 27,620 | 125,671 |
Comcast Corp., Class A | 2,052,713 | 75,929,854 |
Discovery, Inc., Class A *(a) | 79,060 | 2,200,240 |
Discovery, Inc., Class C * | 150,977 | 3,871,050 |
Security | Number of Shares | Value ($) |
DISH Network Corp., Class A * | 100,879 | 3,566,073 |
Emerald Expositions Events, Inc. | 9,330 | 145,735 |
Entercom Communications Corp., Class A | 55,266 | 433,838 |
Entravision Communications Corp., Class A | 19,455 | 102,139 |
Gannett Co., Inc. | 49,634 | 510,237 |
GCI Liberty, Inc., Class A * | 44,448 | 2,181,508 |
Gray Television, Inc. * | 36,942 | 644,638 |
Hemisphere Media Group, Inc. * | 10,108 | 138,480 |
John Wiley & Sons, Inc., Class A | 19,335 | 1,248,074 |
Liberty Broadband Corp., Class A * | 11,896 | 963,576 |
Liberty Broadband Corp., Class C * | 67,512 | 5,474,548 |
Liberty Global plc, Class A * | 91,807 | 2,461,346 |
Liberty Global plc, Class C * | 278,700 | 7,215,543 |
Liberty Latin America Ltd., Class A * | 27,414 | 540,330 |
Liberty Latin America Ltd., Class C * | 49,522 | 972,117 |
Liberty Media Corp. - Liberty Braves, Class A * | 4,970 | 132,600 |
Liberty Media Corp. - Liberty Braves, Class C * | 15,443 | 410,320 |
Liberty Media Corp. - Liberty Formula One, Class A * | 7,609 | 266,163 |
Liberty Media Corp. - Liberty Formula One, Class C * | 96,164 | 3,554,221 |
Liberty Media Corp. - Liberty SiriusXM, Class A * | 40,627 | 1,898,906 |
Liberty Media Corp. - Liberty SiriusXM, Class C * | 74,695 | 3,513,653 |
Lions Gate Entertainment Corp., Class A | 23,914 | 562,457 |
Lions Gate Entertainment Corp., Class B | 53,856 | 1,209,067 |
Live Nation Entertainment, Inc. * | 59,766 | 2,969,175 |
Loral Space & Communications, Inc. * | 5,262 | 233,370 |
Meredith Corp. | 18,935 | 977,993 |
MSG Networks, Inc., Class A * | 23,175 | 563,152 |
National CineMedia, Inc. | 32,228 | 293,275 |
New Media Investment Group, Inc. | 27,706 | 440,525 |
News Corp., Class A | 179,735 | 2,349,136 |
News Corp., Class B | 47,920 | 651,712 |
Nexstar Media Group, Inc., Class A | 20,622 | 1,691,004 |
Omnicom Group, Inc. | 103,363 | 7,165,123 |
Scholastic Corp. | 12,441 | 523,020 |
Sinclair Broadcast Group, Inc., Class A | 35,643 | 1,031,865 |
Sirius XM Holdings, Inc. | 652,733 | 4,634,404 |
TEGNA, Inc. | 95,017 | 1,105,998 |
The E.W. Scripps Co., Class A | 19,684 | 288,764 |
The Interpublic Group of Cos., Inc. | 174,869 | 4,083,191 |
The Madison Square Garden Co., Class A * | 7,725 | 2,332,486 |
The Marcus Corp. | 4,271 | 173,403 |
The New York Times Co., Class A | 56,729 | 1,321,786 |
The Walt Disney Co. | 664,353 | 74,420,823 |
Tribune Media Co., Class A | 31,928 | 1,177,824 |
tronc, Inc. * | 10,510 | 173,415 |
Twenty-First Century Fox, Inc., Class A | 471,194 | 21,392,208 |
Twenty-First Century Fox, Inc., Class B | 197,334 | 8,860,297 |
Viacom, Inc., Class B | 160,553 | 4,700,992 |
WideOpenWest, Inc. * | 13,735 | 160,013 |
World Wrestling Entertainment, Inc., Class A | 18,170 | 1,588,240 |
306,022,667 | ||
Pharmaceuticals, Biotechnology & Life Sciences 7.9% | ||
AbbVie, Inc. | 677,685 | 65,044,206 |
ACADIA Pharmaceuticals, Inc. * | 45,849 | 651,973 |
Accelerate Diagnostics, Inc. *(a) | 11,556 | 284,278 |
Security | Number of Shares | Value ($) |
Acceleron Pharma, Inc. * | 17,902 | 967,066 |
Achaogen, Inc. *(a) | 10,842 | 57,354 |
Achillion Pharmaceuticals, Inc. * | 57,526 | 198,465 |
Aclaris Therapeutics, Inc. * | 10,080 | 160,474 |
Acorda Therapeutics, Inc. * | 22,814 | 657,043 |
Aduro Biotech, Inc. * | 18,504 | 136,930 |
Aerie Pharmaceuticals, Inc. * | 17,413 | 1,068,288 |
Agilent Technologies, Inc. | 143,906 | 9,719,411 |
Agios Pharmaceuticals, Inc. * | 22,111 | 1,784,800 |
Aimmune Therapeutics, Inc. * | 15,376 | 429,144 |
Akcea Therapeutics, Inc. *(a) | 6,325 | 167,043 |
Akebia Therapeutics, Inc. * | 30,552 | 250,832 |
Akorn, Inc. * | 38,260 | 600,299 |
Alder Biopharmaceuticals, Inc. * | 29,977 | 542,584 |
Alexion Pharmaceuticals, Inc. * | 99,066 | 12,109,828 |
Alkermes plc * | 70,348 | 3,154,404 |
Allergan plc | 151,523 | 29,048,474 |
Alnylam Pharmaceuticals, Inc. * | 37,141 | 4,556,086 |
AMAG Pharmaceuticals, Inc. * | 15,861 | 387,008 |
Amgen, Inc. | 298,275 | 59,598,328 |
Amicus Therapeutics, Inc. * | 83,813 | 1,129,799 |
Amneal Pharmaceuticals, Inc. * | 33,001 | 762,323 |
Amphastar Pharmaceuticals, Inc. * | 18,202 | 345,474 |
AnaptysBio, Inc. * | 6,387 | 566,144 |
ANI Pharmaceuticals, Inc. * | 4,375 | 254,625 |
Apellis Pharmaceuticals, Inc. * | 24,640 | 477,030 |
Arcus Biosciences, Inc. *(a) | 7,440 | 107,136 |
Arena Pharmaceuticals, Inc. * | 20,532 | 797,463 |
Array BioPharma, Inc. * | 96,122 | 1,496,620 |
Arrowhead Pharmaceuticals, Inc. * | 32,368 | 477,752 |
Assertio Therapeutics, Inc. * | 30,463 | 194,354 |
Atara Biotherapeutics, Inc. * | 20,130 | 824,323 |
Athenex, Inc. * | 17,061 | 280,312 |
Bellicum Pharmaceuticals, Inc. * | 20,212 | 146,133 |
Bio-Rad Laboratories, Inc., Class A * | 9,157 | 2,978,772 |
Bio-Techne Corp. | 16,315 | 3,135,254 |
BioCryst Pharmaceuticals, Inc. * | 59,917 | 429,006 |
Biogen, Inc. * | 94,913 | 33,550,796 |
Biohaven Pharmaceutical Holding Co., Ltd. * | 11,151 | 422,177 |
BioMarin Pharmaceutical, Inc. * | 79,729 | 7,971,305 |
Bluebird Bio, Inc. * | 23,887 | 4,020,182 |
Blueprint Medicines Corp. * | 16,976 | 1,301,550 |
Bristol-Myers Squibb Co. | 733,543 | 44,416,029 |
Bruker Corp. | 45,907 | 1,633,371 |
Cambrex Corp. * | 13,464 | 907,474 |
Catalent, Inc. * | 64,075 | 2,678,335 |
Celgene Corp. * | 316,845 | 29,926,010 |
Charles River Laboratories International, Inc. * | 20,878 | 2,578,642 |
Chimerix, Inc. * | 28,663 | 114,365 |
Clovis Oncology, Inc. * | 23,430 | 837,622 |
Coherus Biosciences, Inc. * | 23,385 | 471,208 |
Corcept Therapeutics, Inc. * | 54,632 | 820,573 |
Cytokinetics, Inc. * | 15,184 | 119,954 |
CytomX Therapeutics, Inc. * | 13,681 | 307,686 |
Deciphera Pharmaceuticals, Inc. * | 3,560 | 131,684 |
Denali Therapeutics, Inc. *(a) | 7,025 | 137,901 |
Dermira, Inc. * | 14,941 | 142,238 |
Dynavax Technologies Corp. * | 26,569 | 367,981 |
Eagle Pharmaceuticals, Inc. * | 3,374 | 233,245 |
Editas Medicine, Inc. * | 16,776 | 550,756 |
Eli Lilly & Co. | 427,069 | 45,119,840 |
Eloxx Pharmaceuticals, Inc. * | 9,121 | 167,097 |
Emergent BioSolutions, Inc. * | 16,633 | 1,031,246 |
Enanta Pharmaceuticals, Inc. * | 7,995 | 726,985 |
Endo International plc * | 97,025 | 1,663,979 |
Enzo Biochem, Inc. * | 17,384 | 79,793 |
Security | Number of Shares | Value ($) |
Epizyme, Inc. * | 22,864 | 269,795 |
Esperion Therapeutics, Inc. * | 12,327 | 610,063 |
Exact Sciences Corp. * | 54,561 | 4,086,073 |
Exelixis, Inc. * | 124,448 | 2,338,378 |
FibroGen, Inc. * | 34,707 | 2,122,333 |
Five Prime Therapeutics, Inc. * | 12,495 | 174,930 |
Flexion Therapeutics, Inc. * | 14,611 | 334,592 |
Genomic Health, Inc. * | 12,778 | 781,630 |
Gilead Sciences, Inc. | 582,489 | 44,111,892 |
Global Blood Therapeutics, Inc. * | 21,812 | 1,067,697 |
Halozyme Therapeutics, Inc. * | 56,760 | 1,044,952 |
Heron Therapeutics, Inc. * | 28,483 | 1,098,020 |
Homology Medicines, Inc. *(a) | 6,115 | 101,815 |
Horizon Pharma plc * | 73,395 | 1,551,570 |
Illumina, Inc. * | 65,524 | 23,249,881 |
ImmunoGen, Inc. * | 64,648 | 658,763 |
Immunomedics, Inc. * | 71,842 | 1,922,492 |
Incyte Corp. * | 78,023 | 5,766,680 |
InflaRx N.V. * | 3,440 | 115,584 |
Innoviva, Inc. * | 33,395 | 484,895 |
Inovio Pharmaceuticals, Inc. * | 27,897 | 146,738 |
Insmed, Inc. * | 32,484 | 647,406 |
Insys Therapeutics, Inc. *(a) | 18,451 | 172,517 |
Intellia Therapeutics, Inc. * | 7,171 | 221,799 |
Intercept Pharmaceuticals, Inc. * | 9,271 | 1,036,498 |
Intersect ENT, Inc. * | 11,352 | 332,614 |
Intra-Cellular Therapies, Inc. * | 22,441 | 492,356 |
Intrexon Corp. *(a) | 30,308 | 466,137 |
Invitae Corp. * | 32,792 | 485,650 |
Ionis Pharmaceuticals, Inc. * | 59,751 | 2,730,023 |
Iovance Biotherapeutics, Inc. * | 45,609 | 807,279 |
IQVIA Holdings, Inc. * | 72,285 | 9,186,701 |
Ironwood Pharmaceuticals, Inc. * | 61,437 | 1,182,048 |
Jazz Pharmaceuticals plc * | 26,607 | 4,547,668 |
Johnson & Johnson | 1,200,943 | 161,755,013 |
Karyopharm Therapeutics, Inc. * | 22,028 | 463,689 |
Keryx Biopharmaceuticals, Inc. *(a) | 52,468 | 178,916 |
La Jolla Pharmaceutical Co. *(a) | 9,132 | 210,401 |
Lannett Co., Inc. *(a) | 10,730 | 57,405 |
Lexicon Pharmaceuticals, Inc. * | 16,402 | 189,771 |
Ligand Pharmaceuticals, Inc., Class B * | 9,400 | 2,441,086 |
Loxo Oncology, Inc. * | 9,435 | 1,594,326 |
Luminex Corp. | 20,338 | 573,735 |
MacroGenics, Inc. * | 17,401 | 380,560 |
Mallinckrodt plc * | 36,450 | 1,256,067 |
MannKind Corp. *(a) | 64,858 | 71,344 |
Medpace Holdings, Inc. * | 9,680 | 578,767 |
Melinta Therapeutics, Inc. * | 17,896 | 83,664 |
Merck & Co., Inc. | 1,203,692 | 82,561,234 |
Mettler-Toledo International, Inc. * | 11,608 | 6,784,412 |
MiMedx Group, Inc. *(a) | 53,577 | 283,958 |
Momenta Pharmaceuticals, Inc. * | 32,752 | 867,928 |
Mylan N.V. * | 232,293 | 9,089,625 |
MyoKardia, Inc. * | 14,448 | 890,719 |
Myriad Genetics, Inc. * | 29,182 | 1,452,972 |
Natera, Inc. * | 13,413 | 370,735 |
Nektar Therapeutics * | 72,189 | 4,799,847 |
NeoGenomics, Inc. * | 28,347 | 392,606 |
Neurocrine Biosciences, Inc. * | 39,872 | 4,902,262 |
Novavax, Inc. * | 203,073 | 316,794 |
Odonate Therapeutics, Inc. * | 4,628 | 88,811 |
Omeros Corp. *(a) | 21,770 | 563,408 |
OPKO Health, Inc. *(a) | 174,568 | 1,033,443 |
Optinose, Inc. *(a) | 5,571 | 82,841 |
Otonomy, Inc. * | 11,180 | 33,540 |
Pacific Biosciences of California, Inc. * | 45,352 | 226,306 |
Pacira Pharmaceuticals, Inc. * | 19,188 | 904,714 |
Paratek Pharmaceuticals, Inc. * | 12,000 | 123,000 |
Security | Number of Shares | Value ($) |
PDL BioPharma, Inc. * | 41,310 | 99,970 |
PerkinElmer, Inc. | 51,456 | 4,756,078 |
Perrigo Co., plc | 57,343 | 4,387,313 |
Pfizer, Inc. | 2,619,784 | 108,773,432 |
Phibro Animal Health Corp., Class A | 9,406 | 443,963 |
Portola Pharmaceuticals, Inc. * | 29,704 | 886,664 |
PRA Health Sciences, Inc. * | 25,811 | 2,725,642 |
Prestige Consumer Healthcare, Inc. * | 23,346 | 898,821 |
Progenics Pharmaceuticals, Inc. * | 35,190 | 275,538 |
Prothena Corp. plc * | 18,086 | 275,269 |
PTC Therapeutics, Inc. * | 17,070 | 712,502 |
Puma Biotechnology, Inc. * | 12,755 | 560,582 |
Radius Health, Inc. * | 19,147 | 393,854 |
Reata Pharmaceuticals, Inc., Class A * | 5,603 | 483,875 |
Regeneron Pharmaceuticals, Inc. * | 34,536 | 14,047,518 |
REGENXBIO, Inc. * | 11,914 | 839,341 |
Repligen Corp. * | 17,636 | 967,864 |
resTORbio, Inc. *(a) | 12,775 | 151,128 |
Retrophin, Inc. * | 17,876 | 566,490 |
Revance Therapeutics, Inc. * | 9,893 | 271,068 |
Rhythm Pharmaceuticals, Inc. * | 9,179 | 289,138 |
Sage Therapeutics, Inc. * | 20,690 | 3,398,539 |
Sangamo Therapeutics, Inc. * | 48,484 | 884,833 |
Sarepta Therapeutics, Inc. * | 27,893 | 3,850,350 |
Seattle Genetics, Inc. * | 46,163 | 3,543,472 |
Seres Therapeutics, Inc. * | 15,315 | 134,466 |
SIGA Technologies, Inc. * | 18,268 | 150,346 |
Solid Biosciences, Inc. * | 5,260 | 224,444 |
Spark Therapeutics, Inc. * | 14,353 | 884,288 |
Spectrum Pharmaceuticals, Inc. * | 40,694 | 876,142 |
Supernus Pharmaceuticals, Inc. * | 23,083 | 1,022,577 |
Syneos Health, Inc. * | 24,562 | 1,224,416 |
Synergy Pharmaceuticals, Inc. *(a) | 145,632 | 283,982 |
Syros Pharmaceuticals, Inc. * | 10,128 | 124,473 |
TESARO, Inc. * | 17,993 | 583,873 |
Tetraphase Pharmaceuticals, Inc. * | 33,933 | 120,123 |
TG Therapeutics, Inc. * | 28,275 | 359,092 |
The Medicines Co. * | 28,632 | 1,134,113 |
TherapeuticsMD, Inc. *(a) | 79,457 | 514,881 |
Theravance Biopharma, Inc. * | 21,255 | 615,757 |
Thermo Fisher Scientific, Inc. | 180,712 | 43,208,239 |
Ultragenyx Pharmaceutical, Inc. * | 21,019 | 1,780,940 |
United Therapeutics Corp. * | 19,147 | 2,354,890 |
Vanda Pharmaceuticals, Inc. * | 23,300 | 450,272 |
Vertex Pharmaceuticals, Inc. * | 113,890 | 21,001,316 |
Voyager Therapeutics, Inc. * | 7,171 | 155,898 |
Waters Corp. * | 34,834 | 6,600,346 |
WaVe Life Sciences Ltd. * | 7,936 | 422,989 |
Xencor, Inc. * | 21,001 | 877,632 |
ZIOPHARM Oncology, Inc. *(a) | 57,864 | 168,963 |
Zoetis, Inc. | 217,216 | 19,679,770 |
1,047,795,702 | ||
Real Estate 3.7% | ||
Acadia Realty Trust | 42,150 | 1,202,118 |
Agree Realty Corp. | 15,384 | 877,965 |
Alexander & Baldwin, Inc. | 29,447 | 691,121 |
Alexander's, Inc. | 1,999 | 721,499 |
Alexandria Real Estate Equities, Inc. | 45,136 | 5,793,206 |
Altisource Portfolio Solutions S.A. *(a) | 4,271 | 154,397 |
American Assets Trust, Inc. | 27,589 | 1,089,765 |
American Campus Communities, Inc. | 57,875 | 2,426,699 |
American Homes 4 Rent, Class A | 113,805 | 2,640,276 |
American Tower Corp. | 198,136 | 29,546,040 |
Americold Realty Trust | 19,425 | 483,682 |
Apartment Investment & Management Co., Class A | 73,004 | 3,197,575 |
Security | Number of Shares | Value ($) |
Apple Hospitality REIT, Inc. | 90,769 | 1,602,073 |
Armada Hoffler Properties, Inc. | 21,345 | 332,769 |
Ashford Hospitality Trust, Inc. | 49,149 | 318,977 |
AvalonBay Communities, Inc. | 60,755 | 11,135,784 |
Boston Properties, Inc. | 68,681 | 8,959,436 |
Braemar Hotels & Resorts, Inc. | 14,615 | 168,803 |
Brandywine Realty Trust | 73,242 | 1,227,536 |
Brixmor Property Group, Inc. | 129,103 | 2,352,257 |
Camden Property Trust | 41,499 | 3,944,895 |
CareTrust REIT, Inc. | 39,782 | 733,978 |
CBL & Associates Properties, Inc. | 73,135 | 326,182 |
CBRE Group, Inc., Class A * | 131,717 | 6,429,107 |
Cedar Realty Trust, Inc. | 30,418 | 135,968 |
Chatham Lodging Trust | 21,345 | 457,850 |
Chesapeake Lodging Trust | 27,365 | 900,582 |
Colony Capital, Inc. | 214,424 | 1,314,419 |
Columbia Property Trust, Inc. | 64,976 | 1,564,622 |
CoreCivic, Inc. | 51,576 | 1,335,303 |
CorePoint Lodging, Inc. | 22,852 | 476,464 |
CoreSite Realty Corp. | 14,822 | 1,726,318 |
Corporate Office Properties Trust | 46,540 | 1,432,501 |
Cousins Properties, Inc. | 226,040 | 2,113,474 |
Crown Castle International Corp. | 184,800 | 21,072,744 |
CubeSmart | 80,787 | 2,468,043 |
CyrusOne, Inc. | 44,887 | 3,005,633 |
DDR Corp. | 68,416 | 957,140 |
DiamondRock Hospitality Co. | 89,709 | 1,072,920 |
Digital Realty Trust, Inc. | 91,674 | 11,393,245 |
Douglas Emmett, Inc. | 74,466 | 2,908,642 |
Duke Realty Corp. | 157,043 | 4,474,155 |
Easterly Government Properties, Inc. | 38,709 | 783,857 |
EastGroup Properties, Inc. | 15,148 | 1,473,446 |
Education Realty Trust, Inc. | 31,984 | 1,323,498 |
Empire State Realty Trust, Inc., Class A | 58,206 | 1,023,844 |
EPR Properties | 27,585 | 1,935,915 |
Equinix, Inc. | 35,441 | 15,456,883 |
Equity Commonwealth * | 49,950 | 1,601,397 |
Equity LifeStyle Properties, Inc. | 40,770 | 3,949,798 |
Equity Residential | 164,112 | 11,118,588 |
Essex Property Trust, Inc. | 29,225 | 7,197,533 |
Extra Space Storage, Inc. | 58,319 | 5,377,595 |
Federal Realty Investment Trust | 31,835 | 4,157,969 |
First Industrial Realty Trust, Inc. | 53,654 | 1,741,609 |
Forest City Realty Trust, Inc., Class A | 121,048 | 3,044,357 |
Forestar Group, Inc. *(a) | 5,339 | 137,212 |
Four Corners Property Trust, Inc. | 40,286 | 1,085,305 |
Franklin Street Properties Corp. | 62,304 | 533,945 |
Front Yard Residential Corp. | 31,656 | 386,836 |
FRP Holdings, Inc. * | 2,100 | 137,130 |
Gaming & Leisure Properties, Inc. | 87,316 | 3,125,040 |
Getty Realty Corp. | 13,056 | 380,060 |
Gladstone Commercial Corp. | 12,807 | 254,987 |
Global Net Lease, Inc. | 26,866 | 582,724 |
Government Properties Income Trust | 42,098 | 711,877 |
Gramercy Property Trust | 69,576 | 1,902,904 |
HCP, Inc. | 212,160 | 5,734,685 |
Healthcare Realty Trust, Inc. | 50,289 | 1,556,947 |
Healthcare Trust of America, Inc., Class A | 89,084 | 2,545,130 |
Hersha Hospitality Trust | 17,076 | 402,994 |
HFF, Inc., Class A | 18,935 | 859,838 |
Highwoods Properties, Inc. | 46,455 | 2,310,672 |
Hospitality Properties Trust | 70,415 | 2,041,331 |
Host Hotels & Resorts, Inc. | 328,552 | 7,073,725 |
Hudson Pacific Properties, Inc. | 69,308 | 2,345,383 |
Independence Realty Trust, Inc. | 60,608 | 626,081 |
Industrial Logistics Properties Trust | 5,871 | 141,315 |
InfraREIT, Inc. | 17,640 | 368,500 |
Security | Number of Shares | Value ($) |
Investors Real Estate Trust | 53,766 | 293,025 |
Invitation Homes, Inc. | 127,373 | 2,976,707 |
Iron Mountain, Inc. | 124,198 | 4,483,548 |
iStar, Inc. | 46,106 | 515,926 |
JBG SMITH Properties | 39,473 | 1,478,659 |
Jones Lang LaSalle, Inc. | 19,803 | 3,020,354 |
Kennedy-Wilson Holdings, Inc. | 54,344 | 1,165,679 |
Kilroy Realty Corp. | 42,327 | 3,095,797 |
Kimco Realty Corp. | 194,891 | 3,334,585 |
Kite Realty Group Trust | 45,197 | 790,044 |
Lamar Advertising Co., Class A | 36,914 | 2,844,224 |
LaSalle Hotel Properties | 51,388 | 1,804,233 |
Lexington Realty Trust | 97,064 | 906,578 |
Liberty Property Trust | 63,622 | 2,783,462 |
Life Storage, Inc. | 20,460 | 1,996,896 |
LTC Properties, Inc. | 15,920 | 739,484 |
Mack-Cali Realty Corp. | 35,281 | 770,537 |
Marcus & Millichap, Inc. * | 6,725 | 244,857 |
MedEquities Realty Trust, Inc. | 12,113 | 129,730 |
Medical Properties Trust, Inc. | 153,142 | 2,304,787 |
Mid-America Apartment Communities, Inc. | 49,758 | 5,152,938 |
Monmouth Real Estate Investment Corp., Class A | 27,407 | 476,608 |
National Health Investors, Inc. | 17,191 | 1,362,387 |
National Retail Properties, Inc. | 65,976 | 3,040,834 |
National Storage Affiliates Trust | 26,508 | 751,767 |
New Senior Investment Group, Inc. | 37,421 | 237,249 |
Newmark Group, Inc., Class A | 52,223 | 671,066 |
NorthStar Realty Europe Corp. | 23,752 | 325,877 |
Omega Healthcare Investors, Inc. | 91,762 | 3,032,734 |
One Liberty Properties, Inc. | 11,459 | 329,905 |
Outfront Media, Inc. | 61,645 | 1,224,886 |
Paramount Group, Inc. | 91,842 | 1,458,451 |
Park Hotels & Resorts, Inc. | 87,401 | 2,923,563 |
Pebblebrook Hotel Trust | 31,414 | 1,212,895 |
Pennsylvania Real Estate Investment Trust | 34,940 | 356,388 |
Physicians Realty Trust | 90,824 | 1,588,512 |
Piedmont Office Realty Trust, Inc., Class A | 69,193 | 1,372,789 |
PotlatchDeltic Corp. | 25,996 | 1,255,607 |
Preferred Apartment Communities, Inc., Class A | 20,545 | 366,112 |
Prologis, Inc. | 280,546 | 18,847,080 |
PS Business Parks, Inc. | 7,852 | 1,024,136 |
Public Storage | 67,743 | 14,400,807 |
QTS Realty Trust, Inc., Class A | 23,675 | 1,082,658 |
Ramco-Gershenson Properties Trust | 45,086 | 629,401 |
Rayonier, Inc. | 56,200 | 1,957,446 |
RE/MAX Holdings, Inc., Class A | 8,938 | 440,196 |
Realogy Holdings Corp. | 57,683 | 1,233,839 |
Realty Income Corp. | 124,172 | 7,272,754 |
Redfin Corp. *(a) | 30,127 | 596,816 |
Regency Centers Corp. | 67,198 | 4,437,084 |
Retail Opportunity Investments Corp. | 48,011 | 947,737 |
Retail Properties of America, Inc., Class A | 98,942 | 1,259,532 |
Retail Value, Inc. * | 6,785 | 242,360 |
Rexford Industrial Realty, Inc. | 41,394 | 1,345,305 |
RLJ Lodging Trust | 83,544 | 1,830,449 |
Ryman Hospitality Properties, Inc. | 22,011 | 1,953,036 |
Sabra Health Care REIT, Inc. | 84,687 | 1,996,919 |
Saul Centers, Inc. | 4,142 | 248,520 |
SBA Communications Corp. * | 52,177 | 8,099,436 |
Select Income REIT | 26,783 | 550,391 |
Senior Housing Properties Trust | 107,009 | 2,044,942 |
Security | Number of Shares | Value ($) |
Seritage Growth Properties, Class A (a) | 11,635 | 598,970 |
Simon Property Group, Inc. | 138,911 | 25,424,880 |
SL Green Realty Corp. | 42,604 | 4,447,858 |
Spirit MTA REIT * | 20,755 | 222,494 |
Spirit Realty Capital, Inc. | 208,405 | 1,744,350 |
STAG Industrial, Inc. | 40,337 | 1,164,529 |
STORE Capital Corp. | 84,256 | 2,427,415 |
Summit Hotel Properties, Inc. | 54,486 | 748,093 |
Sun Communities, Inc. | 34,508 | 3,560,535 |
Sunstone Hotel Investors, Inc. | 107,038 | 1,796,098 |
Tanger Factory Outlet Centers, Inc. | 43,717 | 1,051,831 |
Taubman Centers, Inc. | 26,509 | 1,712,746 |
Tejon Ranch Co. * | 5,171 | 114,951 |
Terreno Realty Corp. | 24,060 | 924,145 |
The GEO Group, Inc. | 57,784 | 1,465,980 |
The Howard Hughes Corp. * | 17,721 | 2,310,287 |
The Macerich Co. | 50,367 | 2,958,558 |
The RMR Group, Inc., Class A | 3,791 | 358,060 |
The St. Joe Co. * | 34,451 | 592,557 |
Tier REIT, Inc. | 27,031 | 644,419 |
UDR, Inc. | 115,682 | 4,623,809 |
UMH Properties, Inc. | 10,142 | 161,866 |
Uniti Group, Inc. | 72,927 | 1,518,340 |
Universal Health Realty Income Trust | 7,574 | 577,517 |
Urban Edge Properties | 46,968 | 1,073,688 |
Urstadt Biddle Properties, Inc., Class A | 12,759 | 290,267 |
Ventas, Inc. | 160,274 | 9,595,604 |
VEREIT, Inc. | 429,435 | 3,358,182 |
VICI Properties, Inc. | 30,597 | 639,783 |
Vornado Realty Trust | 79,567 | 6,126,659 |
Washington Prime Group, Inc. | 86,325 | 668,155 |
Washington Real Estate Investment Trust | 31,225 | 985,461 |
Weingarten Realty Investors | 53,018 | 1,639,847 |
Welltower, Inc. | 168,155 | 11,217,620 |
Weyerhaeuser Co. | 341,352 | 11,848,328 |
Whitestone REIT | 17,076 | 232,917 |
WP Carey, Inc. | 46,230 | 3,077,993 |
Xenia Hotels & Resorts, Inc. | 46,798 | 1,135,319 |
488,897,708 | ||
Retailing 6.6% | ||
1-800-Flowers.com, Inc., Class A * | 10,342 | 124,621 |
Aaron's, Inc. | 29,541 | 1,468,779 |
Abercrombie & Fitch Co., Class A | 29,574 | 640,869 |
Advance Auto Parts, Inc. | 32,510 | 5,332,615 |
Amazon.com, Inc. * | 180,432 | 363,157,291 |
America's Car-Mart, Inc. * | 2,400 | 200,280 |
American Eagle Outfitters, Inc. | 74,978 | 1,946,429 |
Asbury Automotive Group, Inc. * | 6,305 | 469,722 |
Ascena Retail Group, Inc. * | 116,886 | 535,338 |
At Home Group, Inc. * | 11,945 | 411,027 |
AutoNation, Inc. * | 27,737 | 1,257,873 |
AutoZone, Inc. * | 11,964 | 9,174,952 |
Barnes & Noble Education, Inc. * | 19,344 | 115,677 |
Barnes & Noble, Inc. | 21,286 | 111,752 |
Bed Bath & Beyond, Inc. | 60,315 | 1,082,051 |
Best Buy Co., Inc. | 110,044 | 8,755,101 |
Big Lots, Inc. | 19,499 | 839,432 |
Booking Holdings, Inc. * | 21,529 | 42,014,920 |
Boot Barn Holdings, Inc. * | 12,019 | 359,729 |
Burlington Stores, Inc. * | 30,539 | 5,136,049 |
Caleres, Inc. | 19,099 | 773,128 |
Camping World Holdings, Inc., Class A (a) | 12,992 | 269,064 |
CarMax, Inc. * | 80,141 | 6,255,005 |
Chico's FAS, Inc. | 53,292 | 486,023 |
Conn's, Inc. * | 13,607 | 557,887 |
Security | Number of Shares | Value ($) |
Core-Mark Holding Co., Inc. | 24,690 | 883,161 |
Dick's Sporting Goods, Inc. | 34,866 | 1,305,383 |
Dillard's, Inc., Class A (a) | 9,562 | 751,382 |
Dollar General Corp. | 112,575 | 12,127,705 |
Dollar Tree, Inc. * | 106,434 | 8,569,001 |
DSW, Inc., Class A | 32,704 | 1,087,735 |
Duluth Holdings, Inc., Class B *(a) | 6,975 | 201,857 |
Expedia Group, Inc. | 54,393 | 7,098,286 |
Express, Inc. * | 32,763 | 367,601 |
Five Below, Inc. * | 25,073 | 2,920,252 |
Floor & Decor Holdings, Inc., Class A * | 19,888 | 731,083 |
Foot Locker, Inc. | 53,114 | 2,618,520 |
Francesca's Holdings Corp. * | 19,520 | 122,586 |
GameStop Corp., Class A (a) | 42,715 | 566,828 |
Genesco, Inc. * | 7,690 | 391,036 |
Genuine Parts Co. | 64,379 | 6,428,243 |
GNC Holdings, Inc., Class A *(a) | 36,493 | 113,128 |
Group 1 Automotive, Inc. | 9,590 | 739,293 |
Groupon, Inc. * | 164,534 | 702,560 |
Guess?, Inc. | 27,334 | 669,683 |
Haverty Furniture Cos., Inc. | 6,841 | 151,186 |
Hibbett Sports, Inc. * | 10,038 | 206,281 |
J.C. Penney Co., Inc. *(a) | 129,358 | 228,964 |
Kohl's Corp. | 75,616 | 5,981,982 |
L Brands, Inc. | 108,060 | 2,856,026 |
Lands' End, Inc. * | 6,871 | 176,585 |
Liberty Expedia Holdings, Inc., Class A * | 22,982 | 1,060,619 |
Liberty TripAdvisor Holdings, Inc., Class A * | 33,230 | 526,695 |
Lithia Motors, Inc., Class A | 10,520 | 908,928 |
LKQ Corp. * | 134,664 | 4,648,601 |
Lowe's Cos., Inc. | 367,042 | 39,915,817 |
Lumber Liquidators Holdings, Inc. * | 11,951 | 208,306 |
Macy's, Inc. | 135,701 | 4,959,872 |
MarineMax, Inc. * | 10,538 | 237,105 |
Monro, Inc. | 13,976 | 991,597 |
Murphy USA, Inc. * | 14,767 | 1,225,366 |
National Vision Holdings, Inc. * | 21,491 | 950,977 |
Netflix, Inc. * | 194,585 | 71,545,013 |
Nordstrom, Inc. | 51,103 | 3,211,824 |
Nutrisystem, Inc. | 12,274 | 454,138 |
O'Reilly Automotive, Inc. * | 36,691 | 12,306,895 |
Office Depot, Inc. | 250,104 | 837,848 |
Ollie's Bargain Outlet Holdings, Inc. * | 21,551 | 1,877,092 |
Overstock.com, Inc. *(a) | 13,420 | 391,864 |
Party City Holdco, Inc. * | 16,076 | 246,767 |
Penske Automotive Group, Inc. | 15,502 | 815,870 |
PetMed Express, Inc. | 8,802 | 322,945 |
Pool Corp. | 17,623 | 2,894,754 |
Qurate Retail, Inc. * | 202,887 | 4,218,021 |
Rent-A-Center, Inc. * | 24,950 | 367,763 |
RH * | 11,246 | 1,788,114 |
Ross Stores, Inc. | 170,052 | 16,287,581 |
Sally Beauty Holdings, Inc. * | 55,784 | 859,074 |
Shoe Carnival, Inc. | 4,161 | 184,998 |
Shutterfly, Inc. * | 15,189 | 1,179,882 |
Signet Jewelers Ltd. | 27,053 | 1,736,803 |
Sleep Number Corp. * | 15,796 | 532,325 |
Sonic Automotive, Inc., Class A | 9,538 | 205,067 |
Sportsman's Warehouse Holdings, Inc. * | 24,702 | 141,048 |
Tailored Brands, Inc. | 22,169 | 521,858 |
Target Corp. | 238,871 | 20,901,212 |
The Buckle, Inc. (a) | 11,372 | 292,829 |
The Cato Corp., Class A | 10,330 | 221,579 |
The Children's Place, Inc. | 8,010 | 1,127,407 |
The Gap, Inc. | 97,752 | 2,966,773 |
The Home Depot, Inc. | 515,834 | 103,563,992 |
The Michaels Cos., Inc. * | 51,689 | 878,196 |
Security | Number of Shares | Value ($) |
The TJX Cos., Inc. | 280,883 | 30,888,704 |
Tiffany & Co. | 44,640 | 5,475,096 |
Tile Shop Holdings, Inc. | 16,703 | 127,778 |
Tractor Supply Co. | 55,498 | 4,899,363 |
TripAdvisor, Inc. * | 47,625 | 2,586,514 |
Ulta Salon, Cosmetics & Fragrance, Inc. * | 25,618 | 6,660,680 |
Urban Outfitters, Inc. * | 35,460 | 1,648,181 |
Vitamin Shoppe, Inc. * | 17,986 | 230,221 |
Wayfair, Inc., Class A * | 19,523 | 2,638,924 |
Weyco Group, Inc. | 3,518 | 124,783 |
Williams-Sonoma, Inc. | 34,477 | 2,421,320 |
Winmark Corp. | 897 | 133,832 |
Zumiez, Inc. * | 6,371 | 198,457 |
876,019,229 | ||
Semiconductors & Semiconductor Equipment 3.7% | ||
Advanced Energy Industries, Inc. * | 18,539 | 1,104,554 |
Advanced Micro Devices, Inc. * | 365,768 | 9,206,381 |
Amkor Technology, Inc. * | 57,065 | 498,177 |
Analog Devices, Inc. | 164,908 | 16,301,156 |
Applied Materials, Inc. | 452,122 | 19,450,288 |
Axcelis Technologies, Inc. * | 15,968 | 322,554 |
Broadcom, Inc. | 179,864 | 39,395,612 |
Brooks Automation, Inc. | 30,296 | 1,193,965 |
Cabot Microelectronics Corp. | 12,252 | 1,381,168 |
CEVA, Inc. * | 11,179 | 342,077 |
Cirrus Logic, Inc. * | 30,397 | 1,335,948 |
Cohu, Inc. | 13,913 | 367,025 |
Cree, Inc. * | 46,028 | 2,214,407 |
Cypress Semiconductor Corp. | 160,236 | 2,757,662 |
Diodes, Inc. * | 18,673 | 708,080 |
Entegris, Inc. | 61,823 | 2,095,800 |
First Solar, Inc. * | 35,353 | 1,841,184 |
FormFactor, Inc. * | 35,121 | 542,619 |
Ichor Holdings Ltd. *(a) | 5,271 | 136,677 |
Impinj, Inc. *(a) | 9,350 | 200,838 |
Inphi Corp. * | 20,562 | 762,233 |
Integrated Device Technology, Inc. * | 57,369 | 2,437,609 |
Intel Corp. | 2,085,492 | 101,000,378 |
KLA-Tencor Corp. | 70,747 | 8,221,509 |
Kulicke & Soffa Industries, Inc. | 34,083 | 879,001 |
Lam Research Corp. | 74,130 | 12,831,162 |
Lattice Semiconductor Corp. * | 62,484 | 511,744 |
MACOM Technology Solutions Holdings, Inc. * | 24,109 | 555,713 |
Marvell Technology Group Ltd. | 257,681 | 5,328,843 |
Maxim Integrated Products, Inc. | 124,278 | 7,515,091 |
MaxLinear, Inc., Class A * | 25,064 | 483,234 |
Microchip Technology, Inc. | 104,661 | 9,003,986 |
Micron Technology, Inc. * | 517,814 | 27,195,591 |
MKS Instruments, Inc. | 24,107 | 2,239,540 |
Monolithic Power Systems, Inc. | 17,401 | 2,607,888 |
Nanometrics, Inc. * | 9,941 | 435,515 |
NeoPhotonics Corp. *(a) | 17,861 | 156,998 |
NVIDIA Corp. | 272,034 | 76,354,503 |
ON Semiconductor Corp. * | 188,379 | 4,020,008 |
PDF Solutions, Inc. * | 10,142 | 88,438 |
Photronics, Inc. * | 30,244 | 323,611 |
Power Integrations, Inc. | 13,964 | 1,024,259 |
Qorvo, Inc. * | 56,154 | 4,497,374 |
QUALCOMM, Inc. | 662,660 | 45,531,369 |
Rambus, Inc. * | 45,444 | 555,326 |
Rudolph Technologies, Inc. * | 12,717 | 353,533 |
Semtech Corp. * | 28,960 | 1,730,360 |
Silicon Laboratories, Inc. * | 18,935 | 1,855,630 |
Skyworks Solutions, Inc. | 80,797 | 7,376,766 |
SolarEdge Technologies, Inc. * | 16,301 | 781,633 |
Security | Number of Shares | Value ($) |
SunPower Corp. *(a) | 34,140 | 229,421 |
Synaptics, Inc. * | 15,148 | 731,043 |
Teradyne, Inc. | 84,181 | 3,467,415 |
Texas Instruments, Inc. | 438,878 | 49,329,887 |
Ultra Clean Holdings, Inc. * | 16,051 | 244,938 |
Universal Display Corp. | 20,361 | 2,492,186 |
Veeco Instruments, Inc. * | 21,295 | 255,540 |
Versum Materials, Inc. | 45,970 | 1,829,146 |
Xcerra Corp. * | 24,646 | 356,874 |
Xilinx, Inc. | 112,729 | 8,773,698 |
Xperi Corp. | 22,722 | 356,735 |
496,121,900 | ||
Software & Services 15.4% | ||
2U, Inc. * | 25,007 | 2,234,625 |
8x8, Inc. * | 44,658 | 1,013,737 |
A10 Networks, Inc. * | 20,319 | 141,623 |
Accenture plc, Class A | 287,203 | 48,557,411 |
ACI Worldwide, Inc. * | 51,033 | 1,449,848 |
Activision Blizzard, Inc. | 339,822 | 24,501,166 |
Acxiom Corp. * | 37,870 | 1,730,280 |
Adobe Systems, Inc. * | 220,262 | 58,041,240 |
Akamai Technologies, Inc. * | 75,740 | 5,691,104 |
Alarm.com Holdings, Inc. * | 11,999 | 675,424 |
Alliance Data Systems Corp. | 22,069 | 5,265,222 |
Alphabet, Inc., Class A * | 133,884 | 164,918,311 |
Alphabet, Inc., Class C * | 135,982 | 165,651,913 |
Altair Engineering, Inc., Class A * | 9,236 | 385,788 |
ANGI Homeservices, Inc., Class A *(a) | 22,345 | 483,993 |
ANSYS, Inc. * | 38,017 | 7,070,402 |
Aspen Technology, Inc. * | 33,042 | 3,811,725 |
Autodesk, Inc. * | 98,569 | 15,214,125 |
Automatic Data Processing, Inc. | 196,225 | 28,796,019 |
Avaya Holdings Corp. * | 45,753 | 1,068,790 |
Benefitfocus, Inc. * | 11,399 | 502,696 |
Black Knight, Inc. * | 62,293 | 3,326,446 |
Blackbaud, Inc. | 21,196 | 2,216,466 |
Blackline, Inc. * | 16,832 | 888,056 |
Booz Allen Hamilton Holding Corp. | 63,477 | 3,247,483 |
Bottomline Technologies (DE), Inc. * | 16,369 | 1,079,863 |
Box, Inc., Class A * | 57,013 | 1,400,239 |
Broadridge Financial Solutions, Inc. | 53,039 | 7,167,690 |
CA, Inc. | 144,293 | 6,320,033 |
CACI International, Inc., Class A * | 11,361 | 2,215,395 |
Cadence Design Systems, Inc. * | 125,787 | 5,917,020 |
Carbon Black, Inc. * | 4,932 | 124,928 |
Carbonite, Inc. * | 9,538 | 396,304 |
Cardtronics plc, Class A * | 20,012 | 702,221 |
Cargurus, Inc. * | 7,324 | 361,220 |
Cars.com, Inc. * | 31,446 | 846,212 |
Cass Information Systems, Inc. | 4,401 | 314,804 |
CDK Global, Inc. | 56,945 | 3,548,812 |
Ceridian HCM Holding, Inc. * | 9,624 | 370,524 |
ChannelAdvisor Corp. * | 10,129 | 132,183 |
Cision Ltd. * | 16,076 | 291,136 |
Citrix Systems, Inc. * | 57,052 | 6,505,069 |
Cloudera, Inc. * | 36,768 | 551,888 |
Cognizant Technology Solutions Corp., Class A | 260,134 | 20,402,310 |
CommVault Systems, Inc. * | 18,294 | 1,274,177 |
Conduent, Inc. * | 87,786 | 2,034,879 |
ConvergeOne Holdings, Inc. | 14,462 | 132,183 |
Convergys Corp. | 42,268 | 1,045,288 |
CoreLogic, Inc. * | 38,270 | 1,945,647 |
Cornerstone OnDemand, Inc. * | 24,276 | 1,373,051 |
Coupa Software, Inc. * | 13,102 | 939,544 |
CSG Systems International, Inc. | 15,148 | 565,778 |
Security | Number of Shares | Value ($) |
Dell Technologies, Inc., Class V * | 88,763 | 8,536,338 |
DocuSign, Inc. * | 9,079 | 566,893 |
Dropbox, Inc. *(a) | 20,318 | 545,538 |
DXC Technology Co. | 126,740 | 11,544,747 |
eBay, Inc. * | 415,954 | 14,396,168 |
Ebix, Inc. | 10,539 | 839,431 |
Electronic Arts, Inc. * | 138,097 | 15,661,581 |
Ellie Mae, Inc. * | 15,121 | 1,593,300 |
Endurance International Group Holdings, Inc. * | 33,152 | 319,917 |
Envestnet, Inc. * | 21,440 | 1,355,008 |
EPAM Systems, Inc. * | 22,142 | 3,164,756 |
Etsy, Inc. * | 51,385 | 2,501,936 |
Euronet Worldwide, Inc. * | 22,722 | 2,222,212 |
Everbridge, Inc. * | 8,705 | 524,128 |
Everi Holdings, Inc. * | 31,990 | 277,353 |
EVERTEC, Inc. | 28,532 | 686,195 |
ExlService Holdings, Inc. * | 14,079 | 902,182 |
Facebook, Inc., Class A * | 1,074,562 | 188,832,780 |
Fair Isaac Corp. * | 12,927 | 2,985,878 |
Fidelity National Information Services, Inc. | 146,595 | 15,857,181 |
FireEye, Inc. * | 80,434 | 1,335,204 |
First Data Corp., Class A * | 248,261 | 6,385,273 |
Fiserv, Inc. * | 182,568 | 14,618,220 |
Five9, Inc. * | 25,180 | 1,209,899 |
FleetCor Technologies, Inc. * | 40,461 | 8,648,134 |
ForeScout Technologies, Inc. * | 8,330 | 300,463 |
Fortinet, Inc. * | 66,597 | 5,578,165 |
Gartner, Inc. * | 40,027 | 5,994,443 |
Genpact Ltd. | 69,887 | 2,141,338 |
Global Payments, Inc. | 72,466 | 9,027,814 |
GoDaddy, Inc., Class A * | 74,101 | 6,036,267 |
GrubHub, Inc. * | 40,051 | 5,771,750 |
GTT Communications, Inc. *(a) | 14,550 | 626,377 |
Guidewire Software, Inc. * | 36,607 | 3,681,566 |
Hortonworks, Inc. * | 24,006 | 535,814 |
HubSpot, Inc. * | 16,367 | 2,351,938 |
IAC/InterActiveCorp * | 34,083 | 6,721,168 |
Imperva, Inc. * | 14,356 | 676,885 |
Instructure, Inc. * | 12,469 | 510,606 |
Internap Corp. * | 11,113 | 149,136 |
International Business Machines Corp. | 382,065 | 55,964,881 |
Intuit, Inc. | 109,182 | 23,962,174 |
j2 Global, Inc. | 21,253 | 1,754,860 |
Jack Henry & Associates, Inc. | 36,364 | 5,761,512 |
Leidos Holdings, Inc. | 62,744 | 4,440,393 |
LivePerson, Inc. * | 26,312 | 707,793 |
LogMeIn, Inc. | 24,509 | 2,106,549 |
Manhattan Associates, Inc. * | 28,391 | 1,646,394 |
ManTech International Corp., Class A | 12,377 | 820,843 |
Mastercard, Inc., Class A | 410,752 | 88,541,701 |
Match Group, Inc. *(a) | 28,178 | 1,410,309 |
MAXIMUS, Inc. | 30,914 | 2,055,781 |
Microsoft Corp. | 3,442,301 | 386,673,671 |
MicroStrategy, Inc., Class A * | 3,787 | 564,263 |
MINDBODY, Inc., Class A * | 14,050 | 521,255 |
MoneyGram International, Inc. * | 18,504 | 120,461 |
Monotype Imaging Holdings, Inc. | 20,154 | 415,172 |
New Relic, Inc. * | 19,746 | 2,029,099 |
NIC, Inc. | 33,000 | 554,400 |
Nuance Communications, Inc. * | 131,852 | 2,151,825 |
Nutanix, Inc., Class A * | 34,551 | 1,945,912 |
OneSpan, Inc. * | 13,495 | 253,031 |
Oracle Corp. | 1,337,743 | 64,987,555 |
Pandora Media, Inc. * | 113,554 | 1,049,239 |
Paychex, Inc. | 144,324 | 10,571,733 |
Paycom Software, Inc. * | 21,261 | 3,298,006 |
Security | Number of Shares | Value ($) |
Paylocity Holding Corp. * | 12,263 | 974,173 |
PayPal Holdings, Inc. * | 499,350 | 46,104,985 |
Pegasystems, Inc. | 15,392 | 980,470 |
Perficient, Inc. * | 13,401 | 385,011 |
Perspecta, Inc. | 63,186 | 1,469,706 |
Pivotal Software, Inc., Class A * | 15,848 | 439,782 |
Pluralsight, Inc., Class A * | 8,331 | 284,670 |
Presidio, Inc. * | 19,173 | 289,896 |
Progress Software Corp. | 23,200 | 949,576 |
Proofpoint, Inc. * | 21,823 | 2,589,299 |
PROS Holdings, Inc. * | 11,807 | 435,442 |
PTC, Inc. * | 50,896 | 5,086,546 |
Q2 Holdings, Inc. * | 15,284 | 952,193 |
QAD, Inc., Class A | 4,993 | 302,825 |
Qualys, Inc. * | 14,122 | 1,285,808 |
Quotient Technology, Inc. * | 36,802 | 550,190 |
Rapid7, Inc. * | 17,102 | 652,441 |
RealPage, Inc. * | 34,889 | 2,177,074 |
Red Hat, Inc. * | 79,527 | 11,748,524 |
RingCentral, Inc., Class A * | 29,647 | 2,761,618 |
Sabre Corp. | 111,372 | 2,907,923 |
SailPoint Technologies Holding, Inc. * | 25,555 | 790,416 |
salesforce.com, Inc. * | 316,059 | 48,255,888 |
Science Applications International Corp. | 18,197 | 1,641,733 |
SendGrid, Inc. * | 4,843 | 175,656 |
ServiceNow, Inc. * | 78,473 | 15,408,958 |
ServiceSource International, Inc. * | 30,849 | 98,408 |
Shutterstock, Inc. | 8,038 | 442,412 |
Snap, Inc., Class A *(a) | 127,278 | 1,387,330 |
Splunk, Inc. * | 64,473 | 8,262,215 |
SPS Commerce, Inc. * | 8,012 | 787,339 |
Square, Inc., Class A * | 129,195 | 11,451,845 |
SS&C Technologies Holdings, Inc. | 88,499 | 5,251,531 |
Stamps.com, Inc. * | 7,316 | 1,817,660 |
Switch, Inc., Class A | 17,919 | 207,144 |
Sykes Enterprises, Inc. * | 15,660 | 473,558 |
Symantec Corp. | 274,460 | 5,533,114 |
Synopsys, Inc. * | 68,999 | 7,047,558 |
Syntel, Inc. * | 17,576 | 716,046 |
Tableau Software, Inc., Class A * | 29,814 | 3,334,994 |
Take-Two Interactive Software, Inc. * | 50,778 | 6,781,910 |
Teradata Corp. * | 54,744 | 2,270,234 |
The Trade Desk, Inc., Class A * | 10,576 | 1,500,523 |
The Ultimate Software Group, Inc. * | 13,340 | 4,130,998 |
The Western Union Co. | 211,954 | 4,010,170 |
TiVo Corp. | 60,754 | 829,292 |
Total System Services, Inc. | 74,672 | 7,253,638 |
Travelport Worldwide Ltd. | 51,272 | 952,121 |
TrueCar, Inc. * | 34,362 | 441,895 |
TTEC Holdings, Inc. | 8,226 | 215,521 |
Twilio, Inc., Class A * | 32,505 | 2,621,853 |
Twitter, Inc. * | 298,473 | 10,500,280 |
Tyler Technologies, Inc. * | 15,688 | 3,874,152 |
Unisys Corp. * | 24,717 | 459,736 |
Varonis Systems, Inc. * | 9,732 | 719,195 |
Verint Systems, Inc. * | 27,489 | 1,334,591 |
VeriSign, Inc. * | 42,229 | 6,697,942 |
VirnetX Holding Corp. *(a) | 37,950 | 127,132 |
Virtusa Corp. * | 12,281 | 715,491 |
Visa, Inc., Class A | 801,548 | 117,739,386 |
VMware, Inc., Class A * | 30,809 | 4,721,787 |
Web.com Group, Inc. * | 23,288 | 650,900 |
WEX, Inc. * | 17,485 | 3,325,997 |
Workday, Inc., Class A * | 64,877 | 10,026,092 |
Workiva, Inc. * | 10,582 | 389,947 |
Worldpay, Inc., Class A * | 132,379 | 12,892,391 |
XO Group, Inc. * | 12,302 | 369,798 |
Yelp, Inc. * | 33,857 | 1,595,342 |
Security | Number of Shares | Value ($) |
Yext, Inc. * | 29,019 | 721,412 |
Zendesk, Inc. * | 47,643 | 3,282,126 |
Zillow Group, Inc., Class A * | 25,380 | 1,220,778 |
Zillow Group, Inc., Class C * | 49,378 | 2,402,240 |
Zscaler, Inc. *(a) | 6,046 | 258,708 |
Zynga, Inc., Class A * | 341,650 | 1,421,264 |
2,047,631,884 | ||
Technology Hardware & Equipment 6.2% | ||
3D Systems Corp. *(a) | 49,735 | 1,012,107 |
Acacia Communications, Inc. * | 9,569 | 390,128 |
ADTRAN, Inc. | 19,716 | 339,115 |
Amphenol Corp., Class A | 133,464 | 12,623,025 |
Anixter International, Inc. * | 11,408 | 822,517 |
Apple, Inc. | 2,201,774 | 501,189,816 |
Applied Optoelectronics, Inc. *(a) | 8,733 | 361,197 |
Arista Networks, Inc. * | 21,270 | 6,359,305 |
ARRIS International plc * | 81,120 | 2,101,819 |
Arrow Electronics, Inc. * | 40,627 | 3,149,811 |
Avnet, Inc. | 53,644 | 2,596,370 |
AVX Corp. | 26,567 | 561,892 |
Badger Meter, Inc. | 11,737 | 644,948 |
Belden, Inc. | 19,043 | 1,384,807 |
Benchmark Electronics, Inc. | 20,667 | 534,242 |
CalAmp Corp. * | 17,773 | 417,665 |
Calix, Inc. * | 18,084 | 141,055 |
CDW Corp. | 68,894 | 6,032,359 |
Ciena Corp. * | 62,134 | 1,962,192 |
Cisco Systems, Inc. | 2,105,056 | 100,558,525 |
Cognex Corp. | 75,740 | 4,074,812 |
Coherent, Inc. * | 11,361 | 2,165,407 |
CommScope Holding Co., Inc. * | 84,767 | 2,686,266 |
Comtech Telecommunications Corp. | 9,348 | 335,126 |
Control4 Corp. * | 8,572 | 277,819 |
Corning, Inc. | 375,449 | 12,581,296 |
Cray, Inc. * | 18,364 | 398,499 |
CTS Corp. | 16,790 | 620,390 |
Daktronics, Inc. | 13,513 | 109,590 |
Diebold Nixdorf, Inc. (a) | 30,520 | 144,970 |
Dolby Laboratories, Inc., Class A | 27,901 | 1,958,371 |
Eastman Kodak Co. *(a) | 24,655 | 80,129 |
EchoStar Corp., Class A * | 22,555 | 1,082,640 |
Electronics For Imaging, Inc. * | 18,935 | 658,749 |
ePlus, Inc. * | 6,349 | 658,074 |
Extreme Networks, Inc. * | 45,839 | 287,411 |
F5 Networks, Inc. * | 27,239 | 5,151,440 |
Fabrinet * | 15,160 | 725,709 |
FARO Technologies, Inc. * | 8,438 | 575,472 |
Finisar Corp. * | 47,945 | 978,078 |
Fitbit, Inc., Class A * | 91,448 | 550,517 |
FLIR Systems, Inc. | 62,046 | 3,892,766 |
Harmonic, Inc. * | 35,812 | 195,175 |
Hewlett Packard Enterprise Co. | 686,109 | 11,341,382 |
HP, Inc. | 734,903 | 18,115,359 |
II-VI, Inc. * | 25,023 | 1,244,894 |
Infinera Corp. * | 68,336 | 611,607 |
Insight Enterprises, Inc. * | 16,346 | 901,318 |
InterDigital, Inc. | 15,393 | 1,271,462 |
IPG Photonics Corp. * | 17,118 | 3,003,867 |
Itron, Inc. * | 16,983 | 1,127,671 |
Jabil, Inc. | 78,905 | 2,332,432 |
Juniper Networks, Inc. | 159,121 | 4,523,810 |
KEMET Corp. * | 21,345 | 551,555 |
Keysight Technologies, Inc. * | 83,342 | 5,408,062 |
Kimball Electronics, Inc. * | 10,630 | 210,474 |
Knowles Corp. * | 46,640 | 845,583 |
Littelfuse, Inc. | 11,117 | 2,485,316 |
Security | Number of Shares | Value ($) |
Lumentum Holdings, Inc. * | 28,572 | 1,940,039 |
Maxwell Technologies, Inc. * | 23,530 | 84,002 |
Mesa Laboratories, Inc. | 1,446 | 290,284 |
Methode Electronics, Inc. | 15,760 | 624,884 |
Motorola Solutions, Inc. | 72,966 | 9,365,916 |
MTS Systems Corp. | 5,612 | 303,609 |
National Instruments Corp. | 47,719 | 2,278,582 |
NCR Corp. * | 53,273 | 1,513,486 |
NetApp, Inc. | 120,288 | 10,442,201 |
NETGEAR, Inc. * | 15,148 | 1,073,236 |
NetScout Systems, Inc. * | 37,943 | 948,575 |
nLight, Inc. * | 3,649 | 112,426 |
Novanta, Inc. * | 14,305 | 1,095,763 |
Oclaro, Inc. * | 74,905 | 714,594 |
OSI Systems, Inc. * | 7,621 | 593,600 |
Palo Alto Networks, Inc. * | 40,935 | 9,462,125 |
Park Electrochemical Corp. | 6,971 | 149,040 |
PC Connection, Inc. | 4,424 | 175,633 |
Plantronics, Inc. | 14,268 | 959,095 |
Plexus Corp. * | 13,607 | 861,187 |
Pure Storage, Inc., Class A * | 47,820 | 1,283,489 |
Quantenna Communications, Inc. * | 8,242 | 150,581 |
Ribbon Communications, Inc. * | 20,711 | 143,320 |
Rogers Corp. * | 8,157 | 1,126,237 |
Sanmina Corp. * | 30,296 | 933,117 |
ScanSource, Inc. * | 11,249 | 457,272 |
Seagate Technology plc | 127,878 | 6,846,588 |
SYNNEX Corp. | 12,843 | 1,245,386 |
TE Connectivity Ltd. | 156,086 | 14,309,964 |
Tech Data Corp. * | 16,245 | 1,181,824 |
Trimble, Inc. * | 109,721 | 4,619,254 |
TTM Technologies, Inc. * | 44,024 | 823,249 |
Ubiquiti Networks, Inc. (a) | 9,809 | 879,965 |
ViaSat, Inc. * | 24,603 | 1,545,560 |
Viavi Solutions, Inc. * | 105,297 | 1,179,326 |
Vishay Intertechnology, Inc. | 58,065 | 1,381,947 |
Western Digital Corp. | 133,386 | 8,435,331 |
Xerox Corp. | 98,856 | 2,754,128 |
Zebra Technologies Corp., Class A * | 23,571 | 4,048,084 |
833,679,292 | ||
Telecommunication Services 1.8% | ||
AT&T, Inc. | 3,252,582 | 103,887,469 |
ATN International, Inc. | 5,018 | 367,468 |
Boingo Wireless, Inc. * | 19,744 | 653,131 |
CenturyLink, Inc. | 437,074 | 9,335,901 |
Cincinnati Bell, Inc. * | 22,037 | 286,481 |
Cogent Communications Holdings, Inc. | 19,474 | 1,065,228 |
Consolidated Communications Holdings, Inc. | 29,239 | 345,313 |
Frontier Communications Corp. (a) | 39,050 | 203,060 |
Globalstar, Inc. *(a) | 250,264 | 127,610 |
Iridium Communications, Inc. * | 35,475 | 718,369 |
ORBCOMM, Inc. * | 43,359 | 467,844 |
pdvWireless, Inc. * | 5,105 | 153,405 |
Shenandoah Telecommunications Co. | 21,675 | 826,901 |
Spok Holdings, Inc. | 7,942 | 121,910 |
Sprint Corp. * | 310,041 | 1,894,350 |
T-Mobile US, Inc. * | 132,369 | 8,741,649 |
Telephone & Data Systems, Inc. | 43,193 | 1,297,518 |
United States Cellular Corp. * | 7,269 | 310,822 |
Verizon Communications, Inc. | 1,847,641 | 100,456,241 |
Vonage Holdings Corp. * | 94,084 | 1,334,111 |
Zayo Group Holdings, Inc. * | 83,670 | 2,900,002 |
235,494,783 | ||
Security | Number of Shares | Value ($) |
Transportation 2.1% | ||
Air Transport Services Group, Inc. * | 21,697 | 441,534 |
Alaska Air Group, Inc. | 54,302 | 3,664,842 |
Allegiant Travel Co. | 5,366 | 731,118 |
AMERCO | 2,760 | 1,034,696 |
American Airlines Group, Inc. | 186,619 | 7,554,337 |
ArcBest Corp. | 11,922 | 573,448 |
Atlas Air Worldwide Holdings, Inc. * | 11,475 | 698,828 |
Avis Budget Group, Inc. * | 31,936 | 993,529 |
C.H. Robinson Worldwide, Inc. | 63,452 | 6,096,468 |
CSX Corp. | 392,662 | 29,119,814 |
Daseke, Inc. * | 12,213 | 109,795 |
Delta Air Lines, Inc. | 290,332 | 16,978,615 |
Echo Global Logistics, Inc. * | 10,712 | 355,638 |
Expeditors International of Washington, Inc. | 76,766 | 5,625,413 |
FedEx Corp. | 109,821 | 26,790,833 |
Forward Air Corp. | 15,148 | 973,411 |
Genesee & Wyoming, Inc., Class A * | 27,122 | 2,383,753 |
Hawaiian Holdings, Inc. | 23,586 | 978,819 |
Heartland Express, Inc. | 19,440 | 397,548 |
Hertz Global Holdings, Inc. * | 38,332 | 675,027 |
Hub Group, Inc., Class A * | 15,276 | 807,337 |
J.B. Hunt Transport Services, Inc. | 38,608 | 4,661,916 |
JetBlue Airways Corp. * | 141,526 | 2,700,316 |
Kansas City Southern | 45,468 | 5,272,469 |
Kirby Corp. * | 24,695 | 2,155,874 |
Knight-Swift Transportation Holdings, Inc. | 58,371 | 1,992,202 |
Landstar System, Inc. | 17,784 | 2,059,387 |
Macquarie Infrastructure Corp. | 32,852 | 1,545,358 |
Marten Transport Ltd. | 15,906 | 350,727 |
Matson, Inc. | 20,872 | 779,778 |
Norfolk Southern Corp. | 126,043 | 21,911,315 |
Old Dominion Freight Line, Inc. | 31,334 | 4,775,302 |
Ryder System, Inc. | 22,722 | 1,745,959 |
Saia, Inc. * | 10,796 | 855,583 |
Schneider National, Inc., Class B | 15,268 | 412,999 |
SkyWest, Inc. | 24,281 | 1,585,549 |
Southwest Airlines Co. | 239,231 | 14,664,860 |
Spirit Airlines, Inc. * | 30,521 | 1,450,358 |
Union Pacific Corp. | 347,113 | 52,282,160 |
United Continental Holdings, Inc. * | 105,829 | 9,251,571 |
United Parcel Service, Inc., Class B | 310,405 | 38,142,566 |
Universal Logistics Holdings, Inc. | 4,957 | 181,426 |
Werner Enterprises, Inc. | 19,340 | 716,547 |
XPO Logistics, Inc. * | 45,764 | 4,873,866 |
281,352,891 | ||
Utilities 2.8% | ||
AES Corp. | 297,706 | 4,007,123 |
ALLETE, Inc. | 24,177 | 1,815,209 |
Alliant Energy Corp. | 104,166 | 4,462,471 |
Ameren Corp. | 108,412 | 6,854,891 |
American Electric Power Co., Inc. | 219,285 | 15,729,313 |
American States Water Co. | 15,148 | 915,394 |
American Water Works Co., Inc. | 77,823 | 6,811,847 |
Aqua America, Inc. | 82,560 | 3,069,581 |
AquaVenture Holdings Ltd. * | 8,450 | 153,621 |
Atmos Energy Corp. | 50,822 | 4,687,313 |
Avangrid, Inc. | 25,631 | 1,264,634 |
Avista Corp. | 30,296 | 1,554,488 |
Black Hills Corp. | 27,783 | 1,635,030 |
California Water Service Group | 19,443 | 800,079 |
CenterPoint Energy, Inc. | 189,538 | 5,267,261 |
Chesapeake Utilities Corp. | 7,828 | 673,208 |
Security | Number of Shares | Value ($) |
CMS Energy Corp. | 125,716 | 6,190,256 |
Connecticut Water Service, Inc. | 5,817 | 398,523 |
Consolidated Edison, Inc. | 138,865 | 10,960,614 |
Dominion Energy, Inc. | 293,569 | 20,775,878 |
DTE Energy Co. | 81,044 | 9,007,230 |
Duke Energy Corp. | 315,897 | 25,663,472 |
Edison International | 144,839 | 9,520,268 |
El Paso Electric Co. | 18,935 | 1,160,716 |
Entergy Corp. | 78,520 | 6,563,487 |
Evergy, Inc. | 125,154 | 7,140,036 |
Eversource Energy | 139,966 | 8,738,077 |
Exelon Corp. | 433,748 | 18,959,125 |
FirstEnergy Corp. | 199,928 | 7,473,309 |
Hawaiian Electric Industries, Inc. | 53,022 | 1,870,086 |
IDACORP, Inc. | 22,722 | 2,223,348 |
MDU Resources Group, Inc. | 85,582 | 2,386,882 |
MGE Energy, Inc. | 14,196 | 929,128 |
Middlesex Water Co. | 7,846 | 359,347 |
National Fuel Gas Co. | 37,020 | 2,055,721 |
New Jersey Resources Corp. | 37,870 | 1,726,872 |
NextEra Energy, Inc. | 212,044 | 36,068,684 |
NiSource, Inc. | 145,665 | 3,943,152 |
Northwest Natural Gas Co. | 15,148 | 983,105 |
NorthWestern Corp. | 20,527 | 1,230,799 |
NRG Energy, Inc. | 134,941 | 4,775,562 |
NRG Yield, Inc., Class A | 7,922 | 155,984 |
NRG Yield, Inc., Class C | 41,877 | 831,258 |
OGE Energy Corp. | 84,162 | 3,099,686 |
ONE Gas, Inc. | 27,641 | 2,170,648 |
Ormat Technologies, Inc. | 15,563 | 819,392 |
Otter Tail Corp. | 22,228 | 1,064,721 |
Pattern Energy Group, Inc., Class A | 35,794 | 729,482 |
PG&E Corp. | 230,180 | 10,629,712 |
Pinnacle West Capital Corp. | 47,420 | 3,724,841 |
PNM Resources, Inc. | 34,083 | 1,327,533 |
Portland General Electric Co. | 41,936 | 1,945,830 |
PPL Corp. | 309,133 | 9,193,615 |
Public Service Enterprise Group, Inc. | 223,787 | 11,715,249 |
SCANA Corp. | 65,876 | 2,525,686 |
Sempra Energy | 116,894 | 13,569,056 |
SJW Group | 8,617 | 499,011 |
South Jersey Industries, Inc. | 36,809 | 1,221,323 |
Southwest Gas Holdings, Inc. | 20,766 | 1,605,627 |
Spire, Inc. | 21,499 | 1,602,750 |
TerraForm Power, Inc., Class A | 22,369 | 250,085 |
The Southern Co. | 454,395 | 19,893,413 |
UGI Corp. | 75,105 | 4,059,425 |
Unitil Corp. | 11,821 | 597,552 |
Vectren Corp. | 36,075 | 2,568,540 |
Vistra Energy Corp. * | 168,086 | 3,956,744 |
WEC Energy Group, Inc. | 141,847 | 9,586,020 |
Xcel Energy, Inc. | 226,380 | 10,877,559 |
371,025,882 | ||
Total Common Stock | ||
(Cost $9,464,271,629) | 13,305,880,835 | |
Rights 0.0% of net assets | ||
Materials 0.0% | ||
A. Schulman, Inc. CVR *(c) | 15,456 | 30,912 |
Media 0.0% | ||
Media General, Inc. CVR *(c) | 42,134 | 3,586 |
Security | Number of Shares | Value ($) |
Pharmaceuticals, Biotechnology & Life Sciences 0.0% | ||
Dyax Corp. CVR *(c) | 35,613 | 142,452 |
Total Rights | ||
(Cost $69,051) | 176,950 | |
Other Investment Companies 0.4% of net assets | ||
Money Market Fund 0.1% | ||
State Street Institutional U.S. Government Money Market Fund, Premier Class 1.87% (d) | 16,783,876 | 16,783,876 |
Securities Lending Collateral 0.3% | ||
Wells Fargo Government Money Market Fund, Select Class 1.87% (d) | 40,466,415 | 40,466,415 |
Total Other Investment Companies | ||
(Cost $57,250,291) | 57,250,291 |
Number of Contracts | Notional Amount ($) | Current Value/ Unrealized Appreciation ($) | ||
Futures Contracts | ||||
Long | ||||
S&P 500 Index, e-mini, expires 09/21/18 | 135 | 19,589,175 | 199,159 |
* | Non-income producing security. |
(a) | All or a portion of this security is on loan. Securities on loan were valued at $39,334,938. |
(b) | Issuer is affiliated with the fund’s investment adviser. |
(c) | Fair-valued by management using significant unobservable inputs in accordance with procedures approved by the fund’s Board of Trustees. |
(d) | The rate shown is the 7-day yield. |
CVR — | Contingent Value Rights |
REIT — | Real Estate Investment Trust |
Security | Number of Shares | Value ($) |
Common Stock 99.7% of net assets | ||
Automobiles & Components 0.8% | ||
Adient plc | 1,597 | 69,134 |
Aptiv plc | 4,668 | 410,831 |
Autoliv, Inc. | 1,518 | 135,239 |
BorgWarner, Inc. | 3,400 | 148,818 |
Dana, Inc. | 2,595 | 50,784 |
Delphi Technologies plc | 1,610 | 56,720 |
Ford Motor Co. | 68,397 | 648,404 |
General Motors Co. | 22,208 | 800,599 |
Gentex Corp. | 4,760 | 111,289 |
Harley-Davidson, Inc. | 3,060 | 130,417 |
Lear Corp. | 1,151 | 186,692 |
Tesla, Inc. * | 2,352 | 709,504 |
The Goodyear Tire & Rubber Co. | 4,420 | 100,290 |
Thor Industries, Inc. | 885 | 84,464 |
Veoneer, Inc. * | 1,518 | 75,809 |
Visteon Corp. * | 516 | 56,961 |
3,775,955 | ||
Banks 6.2% | ||
Associated Banc-Corp. | 2,720 | 74,120 |
Bank of America Corp. | 165,341 | 5,113,997 |
Bank of Hawaii Corp. | 680 | 56,528 |
Bank OZK | 2,180 | 88,203 |
BankUnited, Inc. | 1,877 | 72,809 |
BB&T Corp. | 13,640 | 704,642 |
BOK Financial Corp. | 467 | 47,891 |
Chemical Financial Corp. | 1,360 | 77,683 |
CIT Group, Inc. | 2,184 | 118,460 |
Citigroup, Inc. | 44,701 | 3,184,499 |
Citizens Financial Group, Inc. | 8,500 | 349,860 |
Comerica, Inc. | 3,060 | 298,289 |
Commerce Bancshares, Inc. | 1,730 | 122,934 |
Cullen/Frost Bankers, Inc. | 1,024 | 113,551 |
East West Bancorp, Inc. | 2,635 | 167,033 |
Essent Group Ltd. * | 1,361 | 59,013 |
F.N.B. Corp. | 5,705 | 76,732 |
Fifth Third Bancorp | 12,028 | 353,984 |
First Citizens BancShares, Inc., Class A | 156 | 74,102 |
First Hawaiian, Inc. | 1,496 | 43,369 |
First Horizon National Corp. | 5,635 | 103,797 |
First Republic Bank | 2,862 | 290,751 |
Hancock Whitney Corp. | 1,360 | 70,108 |
Home BancShares, Inc. | 2,720 | 63,675 |
Huntington Bancshares, Inc. | 19,928 | 323,033 |
IBERIABANK Corp. | 1,020 | 88,383 |
Investors Bancorp, Inc. | 4,420 | 56,576 |
JPMorgan Chase & Co. | 59,695 | 6,839,853 |
KeyCorp | 18,700 | 394,009 |
LendingTree, Inc. * | 127 | 32,175 |
M&T Bank Corp. | 2,545 | 450,847 |
MB Financial, Inc. | 1,360 | 65,906 |
MGIC Investment Corp. * | 7,320 | 93,110 |
New York Community Bancorp, Inc. | 8,500 | 91,545 |
PacWest Bancorp | 2,383 | 120,318 |
Security | Number of Shares | Value ($) |
People's United Financial, Inc. | 5,780 | 106,988 |
Pinnacle Financial Partners, Inc. | 1,321 | 85,271 |
Popular, Inc. | 1,878 | 94,538 |
Prosperity Bancshares, Inc. | 1,252 | 93,700 |
Radian Group, Inc. | 3,740 | 76,034 |
Regions Financial Corp. | 19,798 | 385,269 |
Signature Bank | 946 | 109,490 |
Sterling Bancorp | 3,992 | 91,217 |
SunTrust Banks, Inc. | 8,201 | 603,266 |
SVB Financial Group * | 915 | 295,316 |
Synovus Financial Corp. | 2,040 | 102,122 |
TCF Financial Corp. | 3,060 | 77,571 |
Texas Capital Bancshares, Inc. * | 887 | 78,854 |
TFS Financial Corp. | 1,020 | 15,749 |
The PNC Financial Services Group, Inc. | 8,209 | 1,178,320 |
U.S. Bancorp | 27,272 | 1,475,688 |
UMB Financial Corp. | 680 | 51,163 |
Umpqua Holdings Corp. | 3,740 | 80,036 |
United Bankshares, Inc. | 1,700 | 66,980 |
Valley National Bancorp | 4,182 | 50,393 |
Webster Financial Corp. | 1,700 | 111,146 |
Wells Fargo & Co. | 76,908 | 4,497,580 |
Western Alliance Bancorp * | 1,700 | 98,005 |
Wintrust Financial Corp. | 1,020 | 90,321 |
Zions Bancorp | 3,400 | 181,186 |
30,377,988 | ||
Capital Goods 7.0% | ||
3M Co. | 10,403 | 2,194,201 |
A.O. Smith Corp. | 2,464 | 143,109 |
Acuity Brands, Inc. | 757 | 115,700 |
AECOM * | 2,720 | 91,501 |
AGCO Corp. | 1,223 | 72,964 |
Air Lease Corp. | 1,700 | 78,557 |
Allegion plc | 1,700 | 148,274 |
Allison Transmission Holdings, Inc. | 2,380 | 118,191 |
AMETEK, Inc. | 4,080 | 313,997 |
Arconic, Inc. | 7,586 | 169,775 |
Barnes Group, Inc. | 747 | 50,841 |
Beacon Roofing Supply, Inc. * | 1,265 | 46,906 |
BWX Technologies, Inc. | 1,700 | 104,244 |
Carlisle Cos., Inc. | 1,087 | 137,842 |
Caterpillar, Inc. | 10,453 | 1,451,399 |
Colfax Corp. * | 1,700 | 59,364 |
Crane Co. | 887 | 80,965 |
Cummins, Inc. | 2,720 | 385,696 |
Curtiss-Wright Corp. | 728 | 97,516 |
Deere & Co. | 5,651 | 812,614 |
Donaldson Co., Inc. | 2,380 | 120,428 |
Dover Corp. | 2,720 | 233,566 |
Dycom Industries, Inc. * | 546 | 45,815 |
Eaton Corp. plc | 7,626 | 634,026 |
EMCOR Group, Inc. | 1,020 | 81,702 |
Emerson Electric Co. | 11,039 | 847,022 |
Fastenal Co. | 5,100 | 297,636 |
Flowserve Corp. | 2,380 | 124,046 |
Fluor Corp. | 2,400 | 137,784 |
Fortive Corp. | 5,373 | 451,224 |
Security | Number of Shares | Value ($) |
Fortune Brands Home & Security, Inc. | 2,720 | 144,106 |
Gardner Denver Holdings, Inc. * | 1,097 | 30,672 |
General Dynamics Corp. | 4,843 | 936,636 |
General Electric Co. | 152,232 | 1,969,882 |
Graco, Inc. | 3,060 | 143,851 |
Harris Corp. | 2,086 | 338,996 |
HD Supply Holdings, Inc. * | 3,185 | 145,204 |
HEICO Corp., Class A | 1,260 | 93,870 |
Hexcel Corp. | 1,495 | 98,849 |
Honeywell International, Inc. | 13,162 | 2,093,548 |
Hubbell, Inc. | 942 | 119,031 |
Huntington Ingalls Industries, Inc. | 771 | 188,486 |
IDEX Corp. | 1,360 | 208,366 |
Illinois Tool Works, Inc. | 5,305 | 736,758 |
Ingersoll-Rand plc | 4,313 | 436,864 |
ITT, Inc. | 1,635 | 96,645 |
Jacobs Engineering Group, Inc. | 2,040 | 148,288 |
JELD-WEN Holding, Inc. * | 1,318 | 32,054 |
Johnson Controls International plc | 16,098 | 608,021 |
Kennametal, Inc. | 1,485 | 60,647 |
KLX, Inc. * | 902 | 66,604 |
L3 Technologies, Inc. | 1,360 | 290,659 |
Lennox International, Inc. | 680 | 151,511 |
Lincoln Electric Holdings, Inc. | 1,020 | 96,043 |
Lockheed Martin Corp. | 4,383 | 1,404,357 |
Masco Corp. | 5,440 | 206,557 |
MasTec, Inc. * | 1,201 | 52,604 |
MSC Industrial Direct Co., Inc., Class A | 738 | 63,084 |
Navistar International Corp. * | 1,049 | 45,705 |
Nordson Corp. | 881 | 122,477 |
Northrop Grumman Corp. | 3,074 | 917,558 |
nVent Electric plc | 2,766 | 77,697 |
Oshkosh Corp. | 1,360 | 95,554 |
Owens Corning | 1,855 | 105,030 |
PACCAR, Inc. | 6,120 | 418,730 |
Parker-Hannifin Corp. | 2,335 | 410,026 |
Pentair plc | 2,798 | 121,657 |
Quanta Services, Inc. * | 2,720 | 94,085 |
Raytheon Co. | 5,078 | 1,012,756 |
Rockwell Automation, Inc. | 2,211 | 400,103 |
Rockwell Collins, Inc. | 2,855 | 388,137 |
Roper Technologies, Inc. | 1,814 | 541,243 |
Sensata Technologies Holding plc * | 2,955 | 156,467 |
Snap-on, Inc. | 1,020 | 180,316 |
Spirit AeroSystems Holdings, Inc., Class A | 2,040 | 174,420 |
Stanley Black & Decker, Inc. | 2,653 | 372,826 |
Teledyne Technologies, Inc. * | 626 | 148,525 |
Terex Corp. | 1,360 | 52,700 |
Textron, Inc. | 4,535 | 313,051 |
The Boeing Co. | 9,608 | 3,293,526 |
The Middleby Corp. * | 1,020 | 123,971 |
The Timken Co. | 1,188 | 57,796 |
The Toro Co. | 1,780 | 108,206 |
TransDigm Group, Inc. * | 852 | 298,200 |
Trinity Industries, Inc. | 2,720 | 97,485 |
United Rentals, Inc. * | 1,445 | 225,232 |
United Technologies Corp. | 13,033 | 1,716,446 |
Univar, Inc. * | 2,084 | 57,977 |
USG Corp. * | 1,700 | 73,270 |
Valmont Industries, Inc. | 371 | 52,088 |
W.W. Grainger, Inc. | 904 | 320,079 |
WABCO Holdings, Inc. * | 822 | 101,172 |
Wabtec Corp. | 1,509 | 163,455 |
Watsco, Inc. | 528 | 92,395 |
Woodward, Inc. | 1,020 | 82,171 |
Xylem, Inc. | 3,060 | 232,285 |
33,853,915 | ||
Security | Number of Shares | Value ($) |
Commercial & Professional Services 0.8% | ||
Cintas Corp. | 1,503 | 320,695 |
Copart, Inc. * | 3,567 | 229,394 |
CoStar Group, Inc. * | 643 | 284,309 |
Deluxe Corp. | 827 | 48,975 |
Equifax, Inc. | 2,104 | 281,873 |
Healthcare Services Group, Inc. | 1,374 | 56,622 |
IHS Markit Ltd. * | 6,235 | 342,925 |
KAR Auction Services, Inc. | 2,380 | 149,202 |
ManpowerGroup, Inc. | 1,165 | 109,195 |
Nielsen Holdings plc | 5,935 | 154,310 |
Republic Services, Inc. | 3,877 | 284,417 |
Robert Half International, Inc. | 2,140 | 167,305 |
Rollins, Inc. | 1,700 | 102,136 |
Stericycle, Inc. * | 1,514 | 93,399 |
The Brink's Co. | 864 | 64,886 |
The Dun & Bradstreet Corp. | 680 | 97,186 |
TransUnion | 2,612 | 196,684 |
Verisk Analytics, Inc. * | 2,720 | 323,925 |
Waste Management, Inc. | 6,967 | 633,300 |
3,940,738 | ||
Consumer Durables & Apparel 1.2% | ||
Brunswick Corp. | 1,531 | 101,689 |
Carter's, Inc. | 774 | 81,990 |
Columbia Sportswear Co. | 444 | 40,271 |
D.R. Horton, Inc. | 5,966 | 265,547 |
Garmin Ltd. | 2,040 | 139,006 |
Hanesbrands, Inc. | 6,619 | 116,097 |
Hasbro, Inc. | 2,040 | 202,592 |
Leggett & Platt, Inc. | 2,380 | 108,147 |
Lennar Corp., Class A | 4,678 | 241,712 |
Lululemon Athletica, Inc. * | 1,700 | 263,381 |
Mattel, Inc. * | 6,327 | 97,626 |
Michael Kors Holdings Ltd. * | 2,553 | 185,399 |
Mohawk Industries, Inc. * | 1,080 | 206,917 |
Newell Brands, Inc. | 8,871 | 192,678 |
NIKE, Inc., Class B | 22,498 | 1,849,336 |
NVR, Inc. * | 58 | 154,770 |
Polaris Industries, Inc. | 1,020 | 110,619 |
PulteGroup, Inc. | 4,760 | 133,042 |
PVH Corp. | 1,360 | 194,698 |
Ralph Lauren Corp. | 1,020 | 135,466 |
Skechers U.S.A., Inc., Class A * | 2,380 | 70,162 |
Tapestry, Inc. | 4,961 | 251,473 |
Toll Brothers, Inc. | 2,453 | 88,872 |
VF Corp. | 5,800 | 534,354 |
Whirlpool Corp. | 1,113 | 139,103 |
5,904,947 | ||
Consumer Services 2.0% | ||
Aramark | 4,373 | 179,643 |
Boyd Gaming Corp. | 1,362 | 49,604 |
Bright Horizons Family Solutions, Inc. * | 1,057 | 126,237 |
Caesars Entertainment Corp. * | 2,382 | 24,296 |
Carnival Corp. | 7,140 | 439,039 |
Chipotle Mexican Grill, Inc. * | 437 | 207,654 |
Choice Hotels International, Inc. | 600 | 46,830 |
Churchill Downs, Inc. | 188 | 53,129 |
Cracker Barrel Old Country Store, Inc. | 413 | 61,574 |
Darden Restaurants, Inc. | 2,150 | 249,486 |
Domino's Pizza, Inc. | 755 | 225,413 |
Dunkin' Brands Group, Inc. | 1,468 | 107,002 |
Extended Stay America, Inc. | 3,400 | 68,612 |
Grand Canyon Education, Inc. * | 844 | 100,554 |
Security | Number of Shares | Value ($) |
H&R Block, Inc. | 3,740 | 101,204 |
Hilton Grand Vacations, Inc. * | 1,801 | 58,821 |
Hilton Worldwide Holdings, Inc. | 4,891 | 379,639 |
ILG, Inc. | 1,993 | 68,021 |
Las Vegas Sands Corp. | 6,420 | 419,996 |
Marriott International, Inc., Class A | 5,225 | 660,806 |
Marriott Vacations Worldwide Corp. | 372 | 44,268 |
McDonald's Corp. | 13,746 | 2,230,014 |
MGM Resorts International | 8,840 | 256,272 |
Norwegian Cruise Line Holdings Ltd. * | 3,556 | 190,637 |
Royal Caribbean Cruises Ltd. | 2,930 | 359,159 |
Scientific Games Corp., Class A * | 945 | 28,633 |
Service Corp. International | 3,260 | 136,790 |
ServiceMaster Global Holdings, Inc. * | 2,380 | 143,443 |
Six Flags Entertainment Corp. | 1,360 | 91,868 |
Starbucks Corp. | 24,200 | 1,293,490 |
Texas Roadhouse, Inc. | 1,071 | 73,845 |
The Wendy's Co. | 3,060 | 54,009 |
Vail Resorts, Inc. | 714 | 212,808 |
Weight Watchers International, Inc. * | 634 | 47,487 |
Wyndham Destinations, Inc. | 1,700 | 75,140 |
Wyndham Hotels & Resorts, Inc. | 1,700 | 96,475 |
Wynn Resorts Ltd. | 1,523 | 225,922 |
Yum! Brands, Inc. | 5,680 | 493,535 |
9,681,355 | ||
Diversified Financials 5.2% | ||
Affiliated Managers Group, Inc. | 916 | 133,818 |
AGNC Investment Corp. | 8,260 | 157,105 |
Ally Financial, Inc. | 7,820 | 210,202 |
American Express Co. | 12,488 | 1,323,478 |
Ameriprise Financial, Inc. | 2,534 | 359,727 |
Annaly Capital Management, Inc. | 20,804 | 220,938 |
Berkshire Hathaway, Inc., Class B * | 33,762 | 7,046,805 |
BGC Partners, Inc., Class A | 4,806 | 59,690 |
BlackRock, Inc. | 2,178 | 1,043,393 |
Capital One Financial Corp. | 8,524 | 844,643 |
Cboe Global Markets, Inc. | 1,987 | 200,290 |
CME Group, Inc. | 5,944 | 1,038,595 |
Credit Acceptance Corp. * | 223 | 101,846 |
Discover Financial Services | 6,194 | 483,875 |
E*TRADE Financial Corp. * | 4,584 | 269,814 |
Eaton Vance Corp. | 2,040 | 107,569 |
Evercore, Inc., Class A | 711 | 75,473 |
FactSet Research Systems, Inc. | 680 | 155,985 |
Franklin Resources, Inc. | 5,780 | 183,457 |
Interactive Brokers Group, Inc., Class A | 1,214 | 75,462 |
Intercontinental Exchange, Inc. | 10,200 | 777,546 |
Invesco Ltd. | 7,140 | 172,074 |
Janus Henderson Group plc | 3,409 | 96,304 |
Jefferies Financial Group, Inc. | 5,440 | 126,317 |
Lazard Ltd., Class A | 2,380 | 114,573 |
Legg Mason, Inc. | 1,360 | 42,432 |
LPL Financial Holdings, Inc. | 1,545 | 102,341 |
MarketAxess Holdings, Inc. | 680 | 129,078 |
Moody's Corp. | 2,959 | 526,761 |
Morgan Stanley | 23,876 | 1,165,865 |
Morningstar, Inc. | 340 | 48,389 |
MSCI, Inc. | 1,540 | 277,600 |
Nasdaq, Inc. | 2,040 | 194,698 |
Navient Corp. | 4,644 | 63,344 |
New Residential Investment Corp. | 5,987 | 111,179 |
Northern Trust Corp. | 3,740 | 401,900 |
OneMain Holdings, Inc. * | 1,448 | 53,142 |
Raymond James Financial, Inc. | 2,226 | 207,107 |
S&P Global, Inc. | 4,420 | 915,161 |
Santander Consumer USA Holdings, Inc. | 2,040 | 44,023 |
Security | Number of Shares | Value ($) |
SEI Investments Co. | 2,380 | 150,130 |
SLM Corp. * | 7,480 | 87,666 |
Starwood Property Trust, Inc. | 4,420 | 97,373 |
State Street Corp. | 6,460 | 561,439 |
Stifel Financial Corp. | 1,117 | 62,407 |
Synchrony Financial | 12,391 | 392,423 |
T. Rowe Price Group, Inc. | 4,228 | 489,983 |
TD Ameritrade Holding Corp. | 4,770 | 279,379 |
The Bank of New York Mellon Corp. | 17,621 | 918,935 |
The Charles Schwab Corp. (a) | 20,848 | 1,058,870 |
The Goldman Sachs Group, Inc. | 6,138 | 1,459,678 |
Voya Financial, Inc. | 3,060 | 153,214 |
25,373,496 | ||
Energy 5.6% | ||
Anadarko Petroleum Corp. | 9,042 | 582,305 |
Andeavor | 2,442 | 373,113 |
Antero Resources Corp. * | 4,186 | 77,483 |
Apache Corp. | 6,735 | 295,195 |
Apergy Corp. * | 1,281 | 57,927 |
Baker Hughes a GE Co. | 7,480 | 246,616 |
Cabot Oil & Gas Corp. | 8,210 | 195,644 |
Centennial Resource Development, Inc., Class A * | 2,818 | 54,303 |
Cheniere Energy, Inc. * | 3,562 | 238,405 |
Chesapeake Energy Corp. * | 15,640 | 69,285 |
Chevron Corp. | 33,530 | 3,971,964 |
Cimarex Energy Co. | 1,700 | 143,616 |
Concho Resources, Inc. * | 3,325 | 456,024 |
ConocoPhillips | 20,473 | 1,503,332 |
Continental Resources, Inc. * | 1,540 | 101,563 |
Core Laboratories N.V. | 797 | 91,296 |
Devon Energy Corp. | 9,180 | 394,097 |
Diamondback Energy, Inc. | 1,700 | 205,836 |
Energen Corp. * | 1,700 | 131,835 |
EOG Resources, Inc. | 10,124 | 1,196,961 |
EQT Corp. | 4,521 | 230,661 |
Exxon Mobil Corp. | 74,263 | 5,953,665 |
Halliburton Co. | 15,458 | 616,620 |
Helmerich & Payne, Inc. | 1,893 | 124,124 |
Hess Corp. | 4,589 | 309,023 |
HollyFrontier Corp. | 3,060 | 228,031 |
Kinder Morgan, Inc. | 33,164 | 587,003 |
Marathon Oil Corp. | 14,742 | 317,100 |
Marathon Petroleum Corp. | 8,070 | 664,080 |
Murphy Oil Corp. | 2,720 | 83,858 |
National Oilwell Varco, Inc. | 6,650 | 313,016 |
Newfield Exploration Co. * | 3,400 | 92,752 |
Noble Energy, Inc. | 8,500 | 252,620 |
Occidental Petroleum Corp. | 13,530 | 1,080,641 |
ONEOK, Inc. | 7,246 | 477,584 |
Parsley Energy, Inc., Class A * | 4,485 | 124,548 |
Patterson-UTI Energy, Inc. | 4,214 | 72,186 |
PBF Energy, Inc., Class A | 1,997 | 103,684 |
PDC Energy, Inc. * | 1,188 | 62,596 |
Peabody Energy Corp. | 1,900 | 78,489 |
Phillips 66 | 7,410 | 878,159 |
Pioneer Natural Resources Co. | 2,963 | 517,636 |
Range Resources Corp. | 4,125 | 67,733 |
RPC, Inc. | 1,020 | 13,954 |
Schlumberger Ltd. | 24,182 | 1,527,335 |
Targa Resources Corp. | 3,890 | 214,222 |
TechnipFMC plc | 7,480 | 229,112 |
The Williams Cos., Inc. | 20,946 | 619,792 |
Transocean Ltd. * | 7,919 | 95,899 |
Valero Energy Corp. | 7,565 | 891,762 |
Security | Number of Shares | Value ($) |
Weatherford International plc * | 17,000 | 41,140 |
WPX Energy, Inc. * | 6,800 | 129,676 |
27,385,501 | ||
Food & Staples Retailing 1.3% | ||
Casey's General Stores, Inc. | 680 | 77,636 |
Costco Wholesale Corp. | 7,708 | 1,796,966 |
Sysco Corp. | 8,451 | 632,304 |
The Kroger Co. | 14,307 | 450,670 |
US Foods Holding Corp. * | 2,380 | 77,564 |
Walgreens Boots Alliance, Inc. | 14,866 | 1,019,213 |
Walmart, Inc. | 25,332 | 2,428,326 |
6,482,679 | ||
Food, Beverage & Tobacco 3.5% | ||
Altria Group, Inc. | 33,100 | 1,937,012 |
Archer-Daniels-Midland Co. | 9,704 | 489,082 |
Brown-Forman Corp., Class B | 4,765 | 248,828 |
Bunge Ltd. | 2,424 | 157,512 |
Campbell Soup Co. | 3,400 | 134,130 |
Conagra Brands, Inc. | 7,153 | 262,873 |
Constellation Brands, Inc., Class A | 2,928 | 609,610 |
Flowers Foods, Inc. | 3,060 | 61,659 |
General Mills, Inc. | 10,365 | 476,894 |
Hormel Foods Corp. | 4,760 | 186,354 |
Ingredion, Inc. | 1,255 | 126,843 |
Kellogg Co. | 4,420 | 317,312 |
Keurig Dr Pepper, Inc. | 3,150 | 71,820 |
Lamb Weston Holdings, Inc. | 2,480 | 167,648 |
McCormick & Co., Inc. Non-Voting Shares | 2,140 | 267,243 |
Molson Coors Brewing Co., Class B | 3,256 | 217,306 |
Mondelez International, Inc., Class A | 26,049 | 1,112,813 |
Monster Beverage Corp. * | 7,263 | 442,244 |
National Beverage Corp. * | 218 | 25,689 |
PepsiCo, Inc. | 24,841 | 2,782,440 |
Philip Morris International, Inc. | 27,215 | 2,119,776 |
Pilgrim's Pride Corp. * | 1,180 | 21,818 |
Pinnacle Foods, Inc. | 2,040 | 135,497 |
Post Holdings, Inc. * | 1,186 | 115,350 |
Seaboard Corp. | 4 | 14,739 |
The Coca-Cola Co. | 67,098 | 2,990,558 |
The Hain Celestial Group, Inc. * | 1,700 | 48,552 |
The Hershey Co. | 2,443 | 245,570 |
The J.M. Smucker Co. | 2,040 | 210,895 |
The Kraft Heinz Co. | 10,475 | 610,378 |
Tyson Foods, Inc., Class A | 5,248 | 329,627 |
16,938,072 | ||
Health Care Equipment & Services 6.3% | ||
Abbott Laboratories | 30,762 | 2,056,132 |
ABIOMED, Inc. * | 734 | 298,430 |
Aetna, Inc. | 5,705 | 1,142,540 |
Align Technology, Inc. * | 1,266 | 489,296 |
AmerisourceBergen Corp. | 2,795 | 251,466 |
Anthem, Inc. | 4,490 | 1,188,638 |
athenahealth, Inc. * | 680 | 104,652 |
Baxter International, Inc. | 8,655 | 643,672 |
Becton Dickinson & Co. | 4,664 | 1,221,362 |
Boston Scientific Corp. * | 24,243 | 862,081 |
Cantel Medical Corp. | 680 | 65,960 |
Cardinal Health, Inc. | 5,571 | 290,750 |
Centene Corp. * | 3,585 | 525,131 |
Cerner Corp. * | 5,440 | 354,198 |
Chemed Corp. | 276 | 89,297 |
Cigna Corp. | 4,245 | 799,503 |
Security | Number of Shares | Value ($) |
CVS Health Corp. | 17,858 | 1,343,636 |
Danaher Corp. | 10,853 | 1,123,720 |
DaVita, Inc. * | 2,500 | 173,225 |
DENTSPLY SIRONA, Inc. | 3,898 | 155,608 |
DexCom, Inc. * | 1,531 | 221,046 |
Edwards Lifesciences Corp. * | 3,691 | 532,390 |
Encompass Health Corp. | 1,700 | 138,703 |
Envision Healthcare Corp. * | 2,230 | 101,153 |
Express Scripts Holding Co. * | 9,860 | 867,877 |
HCA Healthcare, Inc. | 4,916 | 659,285 |
Henry Schein, Inc. * | 2,726 | 211,756 |
Hill-Rom Holdings, Inc. | 1,175 | 114,292 |
Hologic, Inc. * | 4,760 | 189,258 |
Humana, Inc. | 2,417 | 805,489 |
ICU Medical, Inc. * | 246 | 75,276 |
IDEXX Laboratories, Inc. * | 1,527 | 387,919 |
Insulet Corp. * | 1,069 | 111,465 |
Integra LifeSciences Holdings Corp. * | 1,257 | 74,754 |
Intuitive Surgical, Inc. * | 1,988 | 1,113,280 |
Laboratory Corp. of America Holdings * | 1,809 | 312,722 |
LivaNova plc * | 781 | 98,055 |
Masimo Corp. * | 868 | 102,328 |
McKesson Corp. | 3,526 | 453,972 |
Medidata Solutions, Inc. * | 1,052 | 89,399 |
MEDNAX, Inc. * | 1,700 | 80,495 |
Medtronic plc | 23,719 | 2,286,749 |
Molina Healthcare, Inc. * | 877 | 121,026 |
Patterson Cos., Inc. | 1,360 | 30,668 |
Quest Diagnostics, Inc. | 2,380 | 261,752 |
ResMed, Inc. | 2,457 | 273,734 |
STERIS plc | 1,419 | 162,362 |
Stryker Corp. | 5,630 | 953,891 |
Teleflex, Inc. | 784 | 193,985 |
The Cooper Cos., Inc. | 860 | 219,971 |
UnitedHealth Group, Inc. | 16,843 | 4,521,672 |
Universal Health Services, Inc., Class B | 1,536 | 199,926 |
Varian Medical Systems, Inc. * | 1,600 | 179,232 |
Veeva Systems, Inc., Class A * | 2,144 | 223,748 |
WellCare Health Plans, Inc. * | 853 | 258,092 |
West Pharmaceutical Services, Inc. | 1,360 | 159,188 |
Zimmer Biomet Holdings, Inc. | 3,605 | 445,686 |
30,411,893 | ||
Household & Personal Products 1.4% | ||
Church & Dwight Co., Inc. | 4,420 | 250,083 |
Colgate-Palmolive Co. | 15,300 | 1,016,073 |
Coty, Inc., Class A | 8,160 | 100,858 |
Energizer Holdings, Inc. | 1,122 | 71,348 |
Herbalife Nutrition Ltd. * | 2,040 | 115,444 |
Kimberly-Clark Corp. | 6,120 | 707,105 |
Nu Skin Enterprises, Inc., Class A | 1,041 | 82,864 |
Spectrum Brands Holdings, Inc. | 837 | 72,693 |
The Clorox Co. | 2,275 | 329,829 |
The Estee Lauder Cos., Inc., Class A | 3,894 | 545,627 |
The Procter & Gamble Co. | 44,079 | 3,656,353 |
6,948,277 | ||
Insurance 2.6% | ||
Aflac, Inc. | 13,623 | 629,928 |
Alleghany Corp. | 269 | 169,949 |
American Financial Group, Inc. | 1,265 | 140,870 |
American International Group, Inc. | 15,745 | 837,162 |
Aon plc | 4,238 | 616,883 |
Arch Capital Group Ltd. * | 7,212 | 220,471 |
Arthur J. Gallagher & Co. | 3,160 | 227,962 |
Assurant, Inc. | 864 | 88,837 |
Security | Number of Shares | Value ($) |
Assured Guaranty Ltd. | 2,040 | 83,110 |
Athene Holding Ltd., Class A * | 2,327 | 115,559 |
Axis Capital Holdings Ltd. | 1,450 | 83,404 |
Brighthouse Financial, Inc. * | 2,000 | 83,020 |
Brown & Brown, Inc. | 4,080 | 124,358 |
Chubb Ltd. | 8,174 | 1,105,452 |
Cincinnati Financial Corp. | 2,617 | 200,645 |
CNA Financial Corp. | 498 | 22,360 |
CNO Financial Group, Inc. | 3,060 | 66,127 |
Erie Indemnity Co., Class A | 340 | 42,000 |
Everest Re Group Ltd. | 738 | 164,589 |
Fidelity National Financial, Inc. | 4,760 | 190,876 |
First American Financial Corp. | 2,040 | 115,994 |
Lincoln National Corp. | 3,878 | 254,319 |
Loews Corp. | 4,760 | 239,476 |
Markel Corp. * | 245 | 296,156 |
Marsh & McLennan Cos., Inc. | 8,876 | 751,176 |
MetLife, Inc. | 17,898 | 821,339 |
Old Republic International Corp. | 4,581 | 101,607 |
Primerica, Inc. | 731 | 89,365 |
Principal Financial Group, Inc. | 4,760 | 262,704 |
Prudential Financial, Inc. | 7,337 | 720,860 |
Reinsurance Group of America, Inc. | 1,132 | 161,706 |
RenaissanceRe Holdings Ltd. | 680 | 90,413 |
The Allstate Corp. | 6,171 | 620,617 |
The Hanover Insurance Group, Inc. | 747 | 91,500 |
The Hartford Financial Services Group, Inc. | 6,260 | 315,316 |
The Progressive Corp. | 10,208 | 689,346 |
The Travelers Cos., Inc. | 4,760 | 626,416 |
Torchmark Corp. | 1,787 | 157,113 |
Unum Group | 3,877 | 142,984 |
W.R. Berkley Corp. | 1,700 | 133,042 |
Willis Towers Watson plc | 2,287 | 336,807 |
XL Group Ltd. | 4,492 | 257,796 |
12,489,614 | ||
Materials 2.8% | ||
Air Products & Chemicals, Inc. | 3,818 | 634,895 |
Albemarle Corp. | 1,966 | 187,792 |
Alcoa Corp. * | 3,060 | 136,690 |
AptarGroup, Inc. | 1,126 | 117,903 |
Ashland Global Holdings, Inc. | 1,120 | 94,304 |
Avery Dennison Corp. | 1,547 | 162,713 |
Axalta Coating Systems Ltd. * | 3,740 | 114,070 |
Ball Corp. | 6,120 | 256,306 |
Bemis Co., Inc. | 1,700 | 83,776 |
Berry Global Group, Inc. * | 2,380 | 113,597 |
Cabot Corp. | 1,020 | 66,218 |
Celanese Corp., Series A | 2,380 | 278,055 |
CF Industries Holdings, Inc. | 4,080 | 211,956 |
Crown Holdings, Inc. * | 2,380 | 101,888 |
DowDuPont, Inc. | 40,767 | 2,858,990 |
Eagle Materials, Inc. | 849 | 78,388 |
Eastman Chemical Co. | 2,437 | 236,462 |
Ecolab, Inc. | 4,593 | 691,155 |
FMC Corp. | 2,380 | 203,371 |
Freeport-McMoRan, Inc. | 23,696 | 332,929 |
Graphic Packaging Holding Co. | 5,440 | 77,357 |
Huntsman Corp. | 3,740 | 114,033 |
International Flavors & Fragrances, Inc. | 1,360 | 177,194 |
International Paper Co. | 7,140 | 365,140 |
Louisiana-Pacific Corp. | 2,581 | 75,262 |
LyondellBasell Industries N.V., Class A | 5,588 | 630,215 |
Martin Marietta Materials, Inc. | 1,096 | 217,797 |
NewMarket Corp. | 163 | 65,370 |
Newmont Mining Corp. | 9,258 | 287,276 |
Nucor Corp. | 5,596 | 349,750 |
Security | Number of Shares | Value ($) |
Olin Corp. | 2,907 | 89,332 |
Owens-Illinois, Inc. * | 2,927 | 51,720 |
Packaging Corp. of America | 1,700 | 186,864 |
PPG Industries, Inc. | 4,420 | 488,587 |
Praxair, Inc. | 5,010 | 792,532 |
Reliance Steel & Aluminum Co. | 1,360 | 119,530 |
Royal Gold, Inc. | 1,117 | 85,182 |
RPM International, Inc. | 2,380 | 160,650 |
Sealed Air Corp. | 2,856 | 114,554 |
Sonoco Products Co. | 1,700 | 95,268 |
Steel Dynamics, Inc. | 4,080 | 186,578 |
The Chemours Co. | 3,144 | 137,078 |
The Mosaic Co. | 6,120 | 191,372 |
The Scotts Miracle-Gro Co., Class A | 680 | 50,810 |
The Sherwin-Williams Co. | 1,436 | 654,213 |
United States Steel Corp. | 3,060 | 90,821 |
Valvoline, Inc. | 3,400 | 73,168 |
Vulcan Materials Co. | 2,257 | 250,076 |
W.R. Grace & Co. | 1,212 | 85,640 |
Westlake Chemical Corp. | 680 | 64,308 |
WestRock Co. | 4,622 | 254,580 |
13,543,715 | ||
Media 2.3% | ||
Altice USA, Inc., Class A | 2,052 | 36,772 |
Cable One, Inc. | 82 | 68,695 |
CBS Corp., Class B Non-Voting Shares | 5,916 | 313,666 |
Charter Communications, Inc., Class A * | 3,232 | 1,003,213 |
Cinemark Holdings, Inc. | 2,089 | 77,961 |
Comcast Corp., Class A | 80,597 | 2,981,283 |
Discovery, Inc., Class A * | 2,720 | 75,698 |
Discovery, Inc., Class C * | 6,040 | 154,866 |
DISH Network Corp., Class A * | 4,158 | 146,985 |
GCI Liberty, Inc., Class A * | 1,782 | 87,460 |
Liberty Broadband Corp., Class C * | 2,720 | 220,565 |
Liberty Global plc, Class A * | 3,991 | 106,999 |
Liberty Global plc, Class C * | 10,284 | 266,253 |
Liberty Media Corp. - Liberty Formula One, Class C * | 3,529 | 130,432 |
Liberty Media Corp. - Liberty SiriusXM, Class A * | 1,435 | 67,072 |
Liberty Media Corp. - Liberty SiriusXM, Class C * | 2,896 | 136,228 |
Lions Gate Entertainment Corp., Class B | 2,040 | 45,798 |
Live Nation Entertainment, Inc. * | 2,380 | 118,238 |
News Corp., Class A | 6,460 | 84,432 |
Nexstar Media Group, Inc., Class A | 749 | 61,418 |
Omnicom Group, Inc. | 4,080 | 282,825 |
Sirius XM Holdings, Inc. | 25,500 | 181,050 |
The Interpublic Group of Cos., Inc. | 6,800 | 158,780 |
The Madison Square Garden Co., Class A * | 295 | 89,072 |
The Walt Disney Co. | 26,092 | 2,922,826 |
Tribune Media Co., Class A | 1,099 | 40,542 |
Twenty-First Century Fox, Inc., Class A | 18,385 | 834,679 |
Twenty-First Century Fox, Inc., Class B | 7,680 | 344,832 |
Viacom, Inc., Class B | 6,120 | 179,194 |
11,217,834 | ||
Pharmaceuticals, Biotechnology & Life Sciences 7.8% | ||
AbbVie, Inc. | 26,580 | 2,551,148 |
Agilent Technologies, Inc. | 5,518 | 372,686 |
Akorn, Inc. * | 1,607 | 25,214 |
Alexion Pharmaceuticals, Inc. * | 3,936 | 481,137 |
Alkermes plc * | 2,720 | 121,965 |
Allergan plc | 5,933 | 1,137,415 |
Alnylam Pharmaceuticals, Inc. * | 1,484 | 182,042 |
Security | Number of Shares | Value ($) |
Amgen, Inc. | 11,653 | 2,328,386 |
Bio-Rad Laboratories, Inc., Class A * | 368 | 119,710 |
Bio-Techne Corp. | 680 | 130,676 |
Biogen, Inc. * | 3,709 | 1,311,094 |
BioMarin Pharmaceutical, Inc. * | 3,060 | 305,939 |
Bluebird Bio, Inc. * | 907 | 152,648 |
Bristol-Myers Squibb Co. | 28,736 | 1,739,965 |
Bruker Corp. | 1,700 | 60,486 |
Catalent, Inc. * | 2,511 | 104,960 |
Celgene Corp. * | 12,324 | 1,164,002 |
Charles River Laboratories International, Inc. * | 868 | 107,207 |
Eli Lilly & Co. | 16,696 | 1,763,932 |
Exact Sciences Corp. * | 2,146 | 160,714 |
Exelixis, Inc. * | 4,867 | 91,451 |
FibroGen, Inc. * | 1,419 | 86,772 |
Gilead Sciences, Inc. | 22,810 | 1,727,401 |
Illumina, Inc. * | 2,581 | 915,816 |
Incyte Corp. * | 3,080 | 227,643 |
Ionis Pharmaceuticals, Inc. * | 2,334 | 106,640 |
IQVIA Holdings, Inc. * | 2,820 | 358,394 |
Jazz Pharmaceuticals plc * | 1,070 | 182,884 |
Johnson & Johnson | 47,062 | 6,338,781 |
Merck & Co., Inc. | 47,145 | 3,233,676 |
Mettler-Toledo International, Inc. * | 452 | 264,176 |
Mylan N.V. * | 8,915 | 348,844 |
Nektar Therapeutics * | 2,813 | 187,036 |
Neurocrine Biosciences, Inc. * | 1,595 | 196,105 |
PerkinElmer, Inc. | 1,871 | 172,937 |
Perrigo Co., plc | 2,315 | 177,121 |
Pfizer, Inc. | 102,553 | 4,258,001 |
PRA Health Sciences, Inc. * | 1,011 | 106,762 |
Regeneron Pharmaceuticals, Inc. * | 1,363 | 554,400 |
Sage Therapeutics, Inc. * | 852 | 139,950 |
Sarepta Therapeutics, Inc. * | 1,059 | 146,184 |
Seattle Genetics, Inc. * | 1,832 | 140,624 |
Syneos Health, Inc. * | 1,105 | 55,084 |
Thermo Fisher Scientific, Inc. | 7,071 | 1,690,676 |
United Therapeutics Corp. * | 792 | 97,408 |
Vertex Pharmaceuticals, Inc. * | 4,500 | 829,800 |
Waters Corp. * | 1,411 | 267,356 |
Zoetis, Inc. | 8,500 | 770,100 |
37,993,348 | ||
Real Estate 3.4% | ||
Alexandria Real Estate Equities, Inc. | 1,868 | 239,758 |
American Campus Communities, Inc. | 2,380 | 99,793 |
American Homes 4 Rent, Class A | 4,549 | 105,537 |
American Tower Corp. | 7,753 | 1,156,127 |
Apartment Investment & Management Co., Class A | 2,720 | 119,136 |
Apple Hospitality REIT, Inc. | 3,740 | 66,011 |
AvalonBay Communities, Inc. | 2,430 | 445,395 |
Boston Properties, Inc. | 2,720 | 354,824 |
Brixmor Property Group, Inc. | 5,100 | 92,922 |
Camden Property Trust | 1,700 | 161,602 |
CBRE Group, Inc., Class A * | 5,311 | 259,230 |
Colony Capital, Inc. | 8,276 | 50,732 |
CoreSite Realty Corp. | 595 | 69,300 |
Cousins Properties, Inc. | 7,198 | 67,301 |
Crown Castle International Corp. | 7,305 | 832,989 |
CubeSmart | 3,339 | 102,006 |
CyrusOne, Inc. | 1,700 | 113,832 |
Digital Realty Trust, Inc. | 3,597 | 447,035 |
Douglas Emmett, Inc. | 2,720 | 106,243 |
Duke Realty Corp. | 6,120 | 174,359 |
EPR Properties | 1,076 | 75,514 |
Equinix, Inc. | 1,400 | 610,582 |
Security | Number of Shares | Value ($) |
Equity Commonwealth * | 2,040 | 65,402 |
Equity LifeStyle Properties, Inc. | 1,537 | 148,905 |
Equity Residential | 6,460 | 437,665 |
Essex Property Trust, Inc. | 1,140 | 280,759 |
Extra Space Storage, Inc. | 2,219 | 204,614 |
Federal Realty Investment Trust | 1,259 | 164,438 |
First Industrial Realty Trust, Inc. | 2,040 | 66,218 |
Forest City Realty Trust, Inc., Class A | 4,760 | 119,714 |
Gaming & Leisure Properties, Inc. | 3,400 | 121,686 |
Gramercy Property Trust | 2,720 | 74,392 |
HCP, Inc. | 8,160 | 220,565 |
Healthcare Realty Trust, Inc. | 2,040 | 63,158 |
Healthcare Trust of America, Inc., Class A | 3,700 | 105,709 |
Highwoods Properties, Inc. | 1,700 | 84,558 |
Hospitality Properties Trust | 2,720 | 78,853 |
Host Hotels & Resorts, Inc. | 13,374 | 287,942 |
Hudson Pacific Properties, Inc. | 2,720 | 92,045 |
Invitation Homes, Inc. | 5,283 | 123,464 |
Iron Mountain, Inc. | 4,990 | 180,139 |
JBG SMITH Properties | 1,700 | 63,682 |
Jones Lang LaSalle, Inc. | 818 | 124,761 |
Kilroy Realty Corp. | 1,700 | 124,338 |
Kimco Realty Corp. | 7,480 | 127,983 |
Lamar Advertising Co., Class A | 1,550 | 119,428 |
Liberty Property Trust | 2,748 | 120,225 |
Life Storage, Inc. | 779 | 76,030 |
Medical Properties Trust, Inc. | 6,120 | 92,106 |
Mid-America Apartment Communities, Inc. | 2,040 | 211,262 |
National Retail Properties, Inc. | 2,720 | 125,365 |
Omega Healthcare Investors, Inc. | 3,400 | 112,370 |
Paramount Group, Inc. | 3,400 | 53,992 |
Park Hotels & Resorts, Inc. | 3,747 | 125,337 |
Prologis, Inc. | 11,043 | 741,869 |
Public Storage | 2,641 | 561,424 |
Rayonier, Inc. | 2,380 | 82,895 |
Realogy Holdings Corp. | 2,380 | 50,908 |
Realty Income Corp. | 4,932 | 288,867 |
Regency Centers Corp. | 2,594 | 171,282 |
RLJ Lodging Trust | 3,252 | 71,251 |
Ryman Hospitality Properties, Inc. | 881 | 78,171 |
SBA Communications Corp. * | 2,040 | 316,669 |
Senior Housing Properties Trust | 4,080 | 77,969 |
Simon Property Group, Inc. | 5,471 | 1,001,357 |
SL Green Realty Corp. | 1,539 | 160,672 |
Spirit MTA REIT * | 769 | 8,244 |
Spirit Realty Capital, Inc. | 7,820 | 65,453 |
STORE Capital Corp. | 2,992 | 86,200 |
Sun Communities, Inc. | 1,360 | 140,325 |
Sunstone Hotel Investors, Inc. | 3,740 | 62,757 |
Taubman Centers, Inc. | 1,020 | 65,902 |
The Howard Hughes Corp. * | 680 | 88,652 |
The Macerich Co. | 1,909 | 112,135 |
UDR, Inc. | 4,760 | 190,257 |
Ventas, Inc. | 6,334 | 379,217 |
VEREIT, Inc. | 16,660 | 130,281 |
Vornado Realty Trust | 3,060 | 235,620 |
Weingarten Realty Investors | 2,040 | 63,097 |
Welltower, Inc. | 6,460 | 430,947 |
Weyerhaeuser Co. | 13,480 | 467,891 |
WP Carey, Inc. | 1,833 | 122,041 |
16,399,686 | ||
Retailing 6.7% | ||
Advance Auto Parts, Inc. | 1,315 | 215,699 |
Amazon.com, Inc. * | 7,064 | 14,217,783 |
AutoNation, Inc. * | 1,160 | 52,606 |
AutoZone, Inc. * | 467 | 358,133 |
Security | Number of Shares | Value ($) |
Best Buy Co., Inc. | 4,283 | 340,755 |
Booking Holdings, Inc. * | 843 | 1,645,157 |
Burlington Stores, Inc. * | 1,164 | 195,762 |
CarMax, Inc. * | 3,081 | 240,472 |
Dollar General Corp. | 4,440 | 478,321 |
Dollar Tree, Inc. * | 4,132 | 332,667 |
Expedia Group, Inc. | 2,169 | 283,054 |
Five Below, Inc. * | 933 | 108,667 |
Floor & Decor Holdings, Inc., Class A * | 774 | 28,452 |
Foot Locker, Inc. | 2,107 | 103,875 |
Genuine Parts Co. | 2,565 | 256,115 |
Kohl's Corp. | 2,913 | 230,447 |
L Brands, Inc. | 4,257 | 112,513 |
LKQ Corp. * | 5,440 | 187,789 |
Lowe's Cos., Inc. | 14,363 | 1,561,976 |
Macy's, Inc. | 5,468 | 199,855 |
Netflix, Inc. * | 7,632 | 2,806,134 |
Nordstrom, Inc. | 2,040 | 128,214 |
O'Reilly Automotive, Inc. * | 1,415 | 474,619 |
Penske Automotive Group, Inc. | 680 | 35,788 |
Pool Corp. | 735 | 120,731 |
Qurate Retail, Inc. * | 7,892 | 164,075 |
Ross Stores, Inc. | 6,584 | 630,616 |
Target Corp. | 9,316 | 815,150 |
The Gap, Inc. | 4,034 | 122,432 |
The Home Depot, Inc. | 20,261 | 4,067,801 |
The Michaels Cos., Inc. * | 2,040 | 34,660 |
The TJX Cos., Inc. | 10,943 | 1,203,402 |
Tiffany & Co. | 1,797 | 220,402 |
Tractor Supply Co. | 2,208 | 194,922 |
TripAdvisor, Inc. * | 1,926 | 104,601 |
Ulta Salon, Cosmetics & Fragrance, Inc. * | 1,020 | 265,200 |
Urban Outfitters, Inc. * | 1,387 | 64,468 |
Wayfair, Inc., Class A * | 768 | 103,811 |
Williams-Sonoma, Inc. | 1,360 | 95,513 |
32,802,637 | ||
Semiconductors & Semiconductor Equipment 3.8% | ||
Advanced Micro Devices, Inc. * | 14,795 | 372,390 |
Analog Devices, Inc. | 6,460 | 638,571 |
Applied Materials, Inc. | 17,686 | 760,852 |
Broadcom, Inc. | 7,046 | 1,543,285 |
Cypress Semiconductor Corp. | 6,492 | 111,727 |
Entegris, Inc. | 2,509 | 85,055 |
First Solar, Inc. * | 1,529 | 79,630 |
Integrated Device Technology, Inc. * | 2,380 | 101,126 |
Intel Corp. | 81,613 | 3,952,518 |
KLA-Tencor Corp. | 2,738 | 318,183 |
Lam Research Corp. | 2,862 | 495,384 |
Marvell Technology Group Ltd. | 9,945 | 205,663 |
Maxim Integrated Products, Inc. | 4,805 | 290,558 |
Microchip Technology, Inc. | 4,080 | 351,002 |
Micron Technology, Inc. * | 20,294 | 1,065,841 |
MKS Instruments, Inc. | 1,020 | 94,758 |
Monolithic Power Systems, Inc. | 680 | 101,912 |
NVIDIA Corp. | 10,627 | 2,982,786 |
ON Semiconductor Corp. * | 7,676 | 163,806 |
Qorvo, Inc. * | 2,224 | 178,120 |
QUALCOMM, Inc. | 26,072 | 1,791,407 |
Silicon Laboratories, Inc. * | 812 | 79,576 |
Skyworks Solutions, Inc. | 3,190 | 291,247 |
Teradyne, Inc. | 3,400 | 140,046 |
Texas Instruments, Inc. | 17,143 | 1,926,873 |
Universal Display Corp. | 721 | 88,250 |
Security | Number of Shares | Value ($) |
Versum Materials, Inc. | 1,855 | 73,811 |
Xilinx, Inc. | 4,420 | 344,009 |
18,628,386 | ||
Software & Services 15.8% | ||
2U, Inc. * | 1,021 | 91,237 |
Accenture plc, Class A | 11,323 | 1,914,380 |
Activision Blizzard, Inc. | 13,369 | 963,905 |
Adobe Systems, Inc. * | 8,621 | 2,271,720 |
Akamai Technologies, Inc. * | 3,006 | 225,871 |
Alliance Data Systems Corp. | 825 | 196,828 |
Alphabet, Inc., Class A * | 5,246 | 6,462,023 |
Alphabet, Inc., Class C * | 5,320 | 6,480,771 |
Amdocs Ltd. | 2,461 | 160,654 |
ANSYS, Inc. * | 1,502 | 279,342 |
Aspen Technology, Inc. * | 1,360 | 156,890 |
Autodesk, Inc. * | 3,823 | 590,080 |
Automatic Data Processing, Inc. | 7,761 | 1,138,927 |
Black Knight, Inc. * | 2,465 | 131,631 |
Blackbaud, Inc. | 860 | 89,930 |
Booz Allen Hamilton Holding Corp. | 2,720 | 139,155 |
Broadridge Financial Solutions, Inc. | 2,040 | 275,686 |
CA, Inc. | 5,440 | 238,272 |
Cadence Design Systems, Inc. * | 4,956 | 233,130 |
CDK Global, Inc. | 2,172 | 135,359 |
Citrix Systems, Inc. * | 2,213 | 252,326 |
Cognizant Technology Solutions Corp., Class A | 10,324 | 809,711 |
CoreLogic, Inc. * | 1,544 | 78,497 |
Dell Technologies, Inc., Class V * | 3,535 | 339,961 |
DXC Technology Co. | 5,023 | 457,545 |
eBay, Inc. * | 16,335 | 565,354 |
Electronic Arts, Inc. * | 5,380 | 610,146 |
EPAM Systems, Inc. * | 892 | 127,494 |
Euronet Worldwide, Inc. * | 842 | 82,348 |
Facebook, Inc., Class A * | 42,061 | 7,391,380 |
Fair Isaac Corp. * | 501 | 115,721 |
Fidelity National Information Services, Inc. | 5,780 | 625,223 |
First Data Corp., Class A * | 9,728 | 250,204 |
Fiserv, Inc. * | 7,164 | 573,621 |
FleetCor Technologies, Inc. * | 1,539 | 328,946 |
Fortinet, Inc. * | 2,645 | 221,545 |
Gartner, Inc. * | 1,607 | 240,664 |
Genpact Ltd. | 2,720 | 83,341 |
Global Payments, Inc. | 2,820 | 351,316 |
GoDaddy, Inc., Class A * | 2,833 | 230,776 |
GrubHub, Inc. * | 1,605 | 231,297 |
Guidewire Software, Inc. * | 1,360 | 136,775 |
IAC/InterActiveCorp * | 1,360 | 268,192 |
International Business Machines Corp. | 14,960 | 2,191,341 |
Intuit, Inc. | 4,271 | 937,356 |
j2 Global, Inc. | 762 | 62,918 |
Jack Henry & Associates, Inc. | 1,360 | 215,478 |
Leidos Holdings, Inc. | 2,514 | 177,916 |
LogMeIn, Inc. | 854 | 73,401 |
Manhattan Associates, Inc. * | 1,179 | 68,370 |
Mastercard, Inc., Class A | 16,066 | 3,463,187 |
MAXIMUS, Inc. | 1,121 | 74,547 |
Microsoft Corp. | 134,849 | 15,147,588 |
Nuance Communications, Inc. * | 4,420 | 72,134 |
Nutanix, Inc., Class A * | 1,235 | 69,555 |
Oracle Corp. | 52,248 | 2,538,208 |
Paychex, Inc. | 5,656 | 414,302 |
Paycom Software, Inc. * | 831 | 128,905 |
PayPal Holdings, Inc. * | 19,574 | 1,807,267 |
Pegasystems, Inc. | 690 | 43,953 |
Perspecta, Inc. | 2,459 | 57,196 |
Security | Number of Shares | Value ($) |
Proofpoint, Inc. * | 850 | 100,852 |
PTC, Inc. * | 2,040 | 203,878 |
RealPage, Inc. * | 1,204 | 75,130 |
Red Hat, Inc. * | 3,140 | 463,872 |
Sabre Corp. | 4,513 | 117,834 |
salesforce.com, Inc. * | 12,381 | 1,890,331 |
ServiceNow, Inc. * | 3,122 | 613,036 |
Snap, Inc., Class A * | 5,054 | 55,089 |
Splunk, Inc. * | 2,548 | 326,526 |
Square, Inc., Class A * | 5,112 | 453,128 |
SS&C Technologies Holdings, Inc. | 3,469 | 205,850 |
Symantec Corp. | 10,834 | 218,413 |
Synopsys, Inc. * | 2,680 | 273,735 |
Tableau Software, Inc., Class A * | 1,190 | 133,113 |
Take-Two Interactive Software, Inc. * | 2,040 | 272,462 |
Teradata Corp. * | 2,040 | 84,599 |
The Ultimate Software Group, Inc. * | 495 | 153,287 |
The Western Union Co. | 7,820 | 147,954 |
Total System Services, Inc. | 2,900 | 281,706 |
Twitter, Inc. * | 11,646 | 409,706 |
Tyler Technologies, Inc. * | 625 | 154,344 |
VeriSign, Inc. * | 1,684 | 267,099 |
Visa, Inc., Class A | 31,355 | 4,605,736 |
VMware, Inc., Class A * | 1,237 | 189,583 |
WEX, Inc. * | 680 | 129,350 |
Workday, Inc., Class A * | 2,520 | 389,441 |
Worldpay, Inc., Class A * | 5,225 | 508,863 |
Yelp, Inc. * | 1,360 | 64,083 |
Zendesk, Inc. * | 1,840 | 126,758 |
Zillow Group, Inc., Class C * | 2,084 | 101,387 |
77,108,941 | ||
Technology Hardware & Equipment 6.4% | ||
Amphenol Corp., Class A | 5,296 | 500,896 |
Apple, Inc. | 86,224 | 19,627,169 |
Arista Networks, Inc. * | 820 | 245,164 |
ARRIS International plc * | 3,060 | 79,285 |
Arrow Electronics, Inc. * | 1,537 | 119,164 |
Avnet, Inc. | 2,211 | 107,012 |
CDW Corp. | 2,720 | 238,163 |
Cisco Systems, Inc. | 82,389 | 3,935,722 |
Cognex Corp. | 3,072 | 165,274 |
Coherent, Inc. * | 421 | 80,243 |
CommScope Holding Co., Inc. * | 3,400 | 107,746 |
Corning, Inc. | 14,579 | 488,542 |
Dolby Laboratories, Inc., Class A | 1,094 | 76,788 |
F5 Networks, Inc. * | 1,060 | 200,467 |
FLIR Systems, Inc. | 2,380 | 149,321 |
Hewlett Packard Enterprise Co. | 26,749 | 442,161 |
HP, Inc. | 28,970 | 714,110 |
IPG Photonics Corp. * | 680 | 119,326 |
Jabil, Inc. | 3,060 | 90,454 |
Juniper Networks, Inc. | 5,930 | 168,590 |
Keysight Technologies, Inc. * | 3,218 | 208,816 |
Littelfuse, Inc. | 441 | 98,590 |
Motorola Solutions, Inc. | 2,863 | 367,495 |
National Instruments Corp. | 1,887 | 90,104 |
NCR Corp. * | 2,040 | 57,956 |
NetApp, Inc. | 4,760 | 413,216 |
Palo Alto Networks, Inc. * | 1,578 | 364,755 |
Seagate Technology plc | 5,127 | 274,500 |
SYNNEX Corp. | 503 | 48,776 |
TE Connectivity Ltd. | 6,120 | 561,082 |
Tech Data Corp. * | 693 | 50,416 |
Trimble, Inc. * | 4,604 | 193,828 |
Ubiquiti Networks, Inc. | 409 | 36,691 |
ViaSat, Inc. * | 1,020 | 64,076 |
Security | Number of Shares | Value ($) |
Western Digital Corp. | 5,189 | 328,152 |
Xerox Corp. | 3,740 | 104,196 |
Zebra Technologies Corp., Class A * | 965 | 165,729 |
31,083,975 | ||
Telecommunication Services 1.8% | ||
AT&T, Inc. | 127,249 | 4,064,333 |
CenturyLink, Inc. | 17,252 | 368,503 |
Sprint Corp. * | 11,974 | 73,161 |
T-Mobile US, Inc. * | 5,300 | 350,012 |
Verizon Communications, Inc. | 72,453 | 3,939,270 |
Zayo Group Holdings, Inc. * | 3,135 | 108,659 |
8,903,938 | ||
Transportation 2.2% | ||
Alaska Air Group, Inc. | 2,138 | 144,294 |
AMERCO | 104 | 38,989 |
American Airlines Group, Inc. | 7,262 | 293,966 |
C.H. Robinson Worldwide, Inc. | 2,380 | 228,670 |
CSX Corp. | 15,400 | 1,142,064 |
Delta Air Lines, Inc. | 11,226 | 656,496 |
Expeditors International of Washington, Inc. | 3,060 | 224,237 |
FedEx Corp. | 4,306 | 1,050,449 |
Genesee & Wyoming, Inc., Class A * | 1,020 | 89,648 |
J.B. Hunt Transport Services, Inc. | 1,498 | 180,884 |
JetBlue Airways Corp. * | 5,780 | 110,282 |
Kansas City Southern | 1,839 | 213,250 |
Kirby Corp. * | 1,020 | 89,046 |
Knight-Swift Transportation Holdings, Inc. | 2,169 | 74,028 |
Landstar System, Inc. | 709 | 82,102 |
Macquarie Infrastructure Corp. | 1,467 | 69,008 |
Norfolk Southern Corp. | 4,949 | 860,334 |
Old Dominion Freight Line, Inc. | 1,143 | 174,193 |
Ryder System, Inc. | 1,020 | 78,377 |
Southwest Airlines Co. | 9,447 | 579,101 |
Union Pacific Corp. | 13,666 | 2,058,373 |
United Continental Holdings, Inc. * | 4,110 | 359,296 |
United Parcel Service, Inc., Class B | 12,105 | 1,487,462 |
XPO Logistics, Inc. * | 1,847 | 196,706 |
10,481,255 | ||
Utilities 2.8% | ||
AES Corp. | 11,918 | 160,416 |
ALLETE, Inc. | 837 | 62,842 |
Alliant Energy Corp. | 4,080 | 174,787 |
Ameren Corp. | 4,223 | 267,020 |
American Electric Power Co., Inc. | 8,626 | 618,743 |
American Water Works Co., Inc. | 3,231 | 282,809 |
Aqua America, Inc. | 3,060 | 113,771 |
Atmos Energy Corp. | 1,883 | 173,669 |
Avangrid, Inc. | 1,020 | 50,327 |
CenterPoint Energy, Inc. | 7,480 | 207,869 |
CMS Energy Corp. | 4,910 | 241,768 |
Consolidated Edison, Inc. | 5,440 | 429,379 |
Dominion Energy, Inc. | 11,420 | 808,193 |
DTE Energy Co. | 3,178 | 353,203 |
Duke Energy Corp. | 12,363 | 1,004,370 |
Edison International | 5,605 | 368,417 |
Entergy Corp. | 3,160 | 264,144 |
Evergy, Inc. | 4,802 | 273,954 |
Eversource Energy | 5,584 | 348,609 |
Exelon Corp. | 16,964 | 741,497 |
FirstEnergy Corp. | 7,850 | 293,433 |
Hawaiian Electric Industries, Inc. | 2,040 | 71,951 |
IDACORP, Inc. | 954 | 93,349 |
Security | Number of Shares | Value ($) |
MDU Resources Group, Inc. | 3,400 | 94,826 |
National Fuel Gas Co. | 1,460 | 81,074 |
NextEra Energy, Inc. | 8,232 | 1,400,263 |
NiSource, Inc. | 5,839 | 158,062 |
NRG Energy, Inc. | 5,100 | 180,489 |
OGE Energy Corp. | 3,400 | 125,222 |
ONE Gas, Inc. | 1,020 | 80,101 |
PG&E Corp. | 9,021 | 416,590 |
Pinnacle West Capital Corp. | 2,040 | 160,242 |
Portland General Electric Co. | 1,700 | 78,880 |
PPL Corp. | 12,392 | 368,538 |
Public Service Enterprise Group, Inc. | 8,840 | 462,774 |
SCANA Corp. | 2,453 | 94,048 |
Sempra Energy | 4,652 | 540,004 |
Southwest Gas Holdings, Inc. | 768 | 59,382 |
The Southern Co. | 17,741 | 776,701 |
UGI Corp. | 3,060 | 165,393 |
Vectren Corp. | 1,460 | 103,952 |
Vistra Energy Corp. * | 6,594 | 155,223 |
WEC Energy Group, Inc. | 5,676 | 383,584 |
Xcel Energy, Inc. | 8,840 | 424,762 |
13,714,630 | ||
Total Common Stock | ||
(Cost $447,090,271) | 485,442,775 | |
Other Investment Company 0.1% of net assets | ||
Money Market Fund 0.1% | ||
State Street Institutional U.S. Government Money Market Fund, Premier Class 1.87% (b) | 274,801 | 274,801 |
Total Other Investment Company | ||
(Cost $274,801) | 274,801 |
Number of Contracts | Notional Amount ($) | Current Value/ Unrealized Appreciation ($) | ||
Futures Contracts | ||||
Long | ||||
S&P 500 Index, e-mini, expires 09/21/18 | 7 | 1,015,735 | 14,768 |
* | Non-income producing security. |
(a) | Issuer is affiliated with the fund's investment adviser. |
(b) | The rate shown is the 7-day yield. |
REIT — | Real Estate Investment Trust |
Security | Number of Shares | Value ($) |
Common Stock 99.8% of net assets | ||
Automobiles & Components 0.7% | ||
Adient plc | 55,519 | 2,403,417 |
Aptiv plc | 148,873 | 13,102,313 |
Autoliv, Inc. | 48,817 | 4,349,107 |
BorgWarner, Inc. | 110,256 | 4,825,905 |
Ford Motor Co. | 2,200,842 | 20,863,982 |
General Motors Co. | 714,038 | 25,741,070 |
Harley-Davidson, Inc. | 96,586 | 4,116,495 |
Lear Corp. | 37,408 | 6,067,578 |
Tesla, Inc. *(a) | 76,281 | 23,010,926 |
The Goodyear Tire & Rubber Co. | 131,082 | 2,974,251 |
Veoneer, Inc. * | 48,663 | 2,430,230 |
109,885,274 | ||
Banks 5.9% | ||
Bank of America Corp. | 5,311,943 | 164,298,397 |
BB&T Corp. | 438,164 | 22,635,552 |
BOK Financial Corp. | 13,338 | 1,367,812 |
CIT Group, Inc. | 66,906 | 3,628,981 |
Citigroup, Inc. | 1,440,880 | 102,648,291 |
Citizens Financial Group, Inc. | 272,892 | 11,232,235 |
Comerica, Inc. | 98,103 | 9,563,080 |
Cullen/Frost Bankers, Inc. | 32,358 | 3,588,179 |
East West Bancorp, Inc. | 82,834 | 5,250,847 |
Fifth Third Bancorp | 385,519 | 11,345,824 |
First Republic Bank | 90,828 | 9,227,217 |
Huntington Bancshares, Inc. | 641,721 | 10,402,297 |
JPMorgan Chase & Co. | 1,919,170 | 219,898,499 |
KeyCorp | 593,746 | 12,510,228 |
M&T Bank Corp. | 81,191 | 14,382,986 |
New York Community Bancorp, Inc. | 280,347 | 3,019,337 |
People's United Financial, Inc. | 199,614 | 3,694,855 |
Regions Financial Corp. | 628,995 | 12,240,243 |
Signature Bank | 29,556 | 3,420,811 |
SunTrust Banks, Inc. | 261,643 | 19,246,459 |
SVB Financial Group * | 29,374 | 9,480,459 |
TFS Financial Corp. | 35,240 | 544,106 |
The PNC Financial Services Group, Inc. | 264,607 | 37,981,689 |
U.S. Bancorp | 877,554 | 47,484,447 |
Wells Fargo & Co. | 2,470,067 | 144,449,518 |
Zions Bancorp | 110,276 | 5,876,608 |
889,418,957 | ||
Capital Goods 6.8% | ||
3M Co. | 335,933 | 70,854,988 |
A.O. Smith Corp. | 83,134 | 4,828,423 |
Acuity Brands, Inc. | 23,360 | 3,570,342 |
AGCO Corp. | 38,968 | 2,324,831 |
Allegion plc | 52,967 | 4,619,782 |
Allison Transmission Holdings, Inc. | 74,828 | 3,715,958 |
AMETEK, Inc. | 130,266 | 10,025,271 |
Arconic, Inc. | 250,049 | 5,596,097 |
Carlisle Cos., Inc. | 35,591 | 4,513,295 |
Caterpillar, Inc. | 337,750 | 46,896,587 |
Security | Number of Shares | Value ($) |
Colfax Corp. * | 53,662 | 1,873,877 |
Cummins, Inc. | 87,661 | 12,430,330 |
Deere & Co. | 181,877 | 26,153,913 |
Donaldson Co., Inc. | 75,286 | 3,809,472 |
Dover Corp. | 86,348 | 7,414,703 |
Eaton Corp. plc | 247,333 | 20,563,266 |
Emerson Electric Co. | 356,041 | 27,319,026 |
Fastenal Co. | 161,547 | 9,427,883 |
Flowserve Corp. | 76,260 | 3,974,671 |
Fluor Corp. | 77,795 | 4,466,211 |
Fortive Corp. | 171,475 | 14,400,470 |
Fortune Brands Home & Security, Inc. | 81,945 | 4,341,446 |
General Dynamics Corp. | 155,559 | 30,085,111 |
General Electric Co. | 4,898,568 | 63,387,470 |
Graco, Inc. | 96,075 | 4,516,486 |
GrafTech International Ltd. | 19,352 | 357,625 |
Harris Corp. | 67,254 | 10,929,448 |
HD Supply Holdings, Inc. * | 102,895 | 4,690,983 |
HEICO Corp. | 24,451 | 2,217,217 |
HEICO Corp., Class A | 40,199 | 2,994,825 |
Honeywell International, Inc. | 422,473 | 67,198,555 |
Hubbell, Inc. | 30,680 | 3,876,725 |
Huntington Ingalls Industries, Inc. | 24,597 | 6,013,229 |
IDEX Corp. | 43,904 | 6,726,532 |
Illinois Tool Works, Inc. | 171,266 | 23,785,422 |
Ingersoll-Rand plc | 139,395 | 14,119,320 |
Jacobs Engineering Group, Inc. | 69,495 | 5,051,592 |
Johnson Controls International plc | 521,173 | 19,684,704 |
L3 Technologies, Inc. | 44,233 | 9,453,477 |
Lennox International, Inc. | 20,392 | 4,543,541 |
Lincoln Electric Holdings, Inc. | 35,312 | 3,324,978 |
Lockheed Martin Corp. | 140,307 | 44,955,766 |
Masco Corp. | 173,504 | 6,587,947 |
Nordson Corp. | 28,250 | 3,927,315 |
Northrop Grumman Corp. | 98,220 | 29,317,688 |
Owens Corning | 61,620 | 3,488,924 |
PACCAR, Inc. | 196,714 | 13,459,172 |
Parker-Hannifin Corp. | 75,439 | 13,247,088 |
Pentair plc | 88,835 | 3,862,546 |
Quanta Services, Inc. * | 87,371 | 3,022,163 |
Raytheon Co. | 162,283 | 32,365,721 |
Rockwell Automation, Inc. | 70,931 | 12,835,674 |
Rockwell Collins, Inc. | 92,099 | 12,520,859 |
Roper Technologies, Inc. | 57,516 | 17,161,049 |
Sensata Technologies Holding plc * | 95,238 | 5,042,852 |
Snap-on, Inc. | 32,309 | 5,711,585 |
Spirit AeroSystems Holdings, Inc., Class A | 62,842 | 5,372,991 |
Stanley Black & Decker, Inc. | 87,050 | 12,233,136 |
Textron, Inc. | 143,118 | 9,879,436 |
The Boeing Co. | 308,280 | 105,675,301 |
The Middleby Corp. * | 30,338 | 3,687,281 |
The Toro Co. | 58,780 | 3,573,236 |
TransDigm Group, Inc. * | 27,194 | 9,517,900 |
Trinity Industries, Inc. | 83,397 | 2,988,948 |
United Rentals, Inc. * | 46,091 | 7,184,204 |
United Technologies Corp. | 418,562 | 55,124,615 |
W.W. Grainger, Inc. | 28,491 | 10,087,808 |
WABCO Holdings, Inc. * | 28,225 | 3,473,933 |
Security | Number of Shares | Value ($) |
Wabtec Corp. | 48,526 | 5,256,336 |
Xylem, Inc. | 100,189 | 7,605,347 |
1,025,244,903 | ||
Commercial & Professional Services 0.8% | ||
ADT, Inc. (a) | 58,075 | 519,771 |
Cintas Corp. | 49,263 | 10,511,246 |
Copart, Inc. * | 114,116 | 7,338,800 |
CoStar Group, Inc. * | 20,488 | 9,058,974 |
Equifax, Inc. | 68,403 | 9,163,950 |
IHS Markit Ltd. * | 200,214 | 11,011,770 |
KAR Auction Services, Inc. | 77,990 | 4,889,193 |
ManpowerGroup, Inc. | 36,130 | 3,386,465 |
Nielsen Holdings plc | 182,610 | 4,747,860 |
Republic Services, Inc. | 126,142 | 9,253,777 |
Robert Half International, Inc. | 70,402 | 5,504,028 |
Rollins, Inc. | 52,411 | 3,148,853 |
Stericycle, Inc. * | 49,048 | 3,025,771 |
The Dun & Bradstreet Corp. | 20,454 | 2,923,286 |
TransUnion | 86,731 | 6,530,844 |
Verisk Analytics, Inc. * | 87,007 | 10,361,664 |
Waste Management, Inc. | 226,022 | 20,545,400 |
121,921,652 | ||
Consumer Durables & Apparel 1.2% | ||
Carter's, Inc. | 26,812 | 2,840,195 |
D.R. Horton, Inc. | 190,836 | 8,494,110 |
Garmin Ltd. | 61,390 | 4,183,115 |
Hanesbrands, Inc. | 209,072 | 3,667,123 |
Hasbro, Inc. | 65,251 | 6,480,077 |
Leggett & Platt, Inc. | 73,593 | 3,344,066 |
Lennar Corp., B Shares | 6,787 | 286,276 |
Lennar Corp., Class A | 155,261 | 8,022,336 |
Lululemon Athletica, Inc. * | 53,873 | 8,346,544 |
Mattel, Inc. * | 198,446 | 3,062,022 |
Michael Kors Holdings Ltd. * | 82,597 | 5,998,194 |
Mohawk Industries, Inc. * | 36,247 | 6,944,563 |
Newell Brands, Inc. | 274,802 | 5,968,699 |
NIKE, Inc., Class B | 723,224 | 59,449,013 |
NVR, Inc. * | 1,934 | 5,160,782 |
Polaris Industries, Inc. | 33,974 | 3,684,480 |
PulteGroup, Inc. | 148,776 | 4,158,289 |
PVH Corp. | 43,512 | 6,229,178 |
Ralph Lauren Corp. | 30,538 | 4,055,752 |
Tapestry, Inc. | 163,054 | 8,265,207 |
Toll Brothers, Inc. | 75,855 | 2,748,227 |
Under Armour, Inc., Class A * | 102,873 | 2,103,753 |
Under Armour, Inc., Class C * | 106,294 | 2,016,397 |
VF Corp. | 185,788 | 17,116,648 |
Whirlpool Corp. | 35,756 | 4,468,785 |
187,093,831 | ||
Consumer Services 1.9% | ||
Aramark | 139,496 | 5,730,496 |
Carnival Corp. | 232,457 | 14,293,781 |
Chipotle Mexican Grill, Inc. * | 13,582 | 6,453,895 |
Darden Restaurants, Inc. | 69,799 | 8,099,476 |
Domino's Pizza, Inc. | 24,062 | 7,183,951 |
Dunkin' Brands Group, Inc. | 46,501 | 3,389,458 |
H&R Block, Inc. | 113,495 | 3,071,175 |
Hilton Worldwide Holdings, Inc. | 157,135 | 12,196,819 |
Las Vegas Sands Corp. | 203,959 | 13,342,998 |
Marriott International, Inc., Class A | 167,635 | 21,200,798 |
McDonald's Corp. | 442,055 | 71,714,583 |
MGM Resorts International | 280,569 | 8,133,695 |
Security | Number of Shares | Value ($) |
Norwegian Cruise Line Holdings Ltd. * | 114,215 | 6,123,066 |
Royal Caribbean Cruises Ltd. | 96,426 | 11,819,899 |
Service Corp. International | 101,760 | 4,269,850 |
ServiceMaster Global Holdings, Inc. * | 76,313 | 4,599,384 |
Starbucks Corp. | 777,358 | 41,549,785 |
Vail Resorts, Inc. | 22,949 | 6,839,949 |
Wyndham Destinations, Inc. | 56,340 | 2,490,228 |
Wyndham Hotels & Resorts, Inc. | 56,366 | 3,198,770 |
Wynn Resorts Ltd. | 47,512 | 7,047,930 |
Yum! Brands, Inc. | 181,724 | 15,789,998 |
278,539,984 | ||
Diversified Financials 5.3% | ||
Affiliated Managers Group, Inc. | 30,903 | 4,514,619 |
AGNC Investment Corp. | 269,634 | 5,128,439 |
Ally Financial, Inc. | 239,471 | 6,436,980 |
American Express Co. | 403,130 | 42,723,717 |
Ameriprise Financial, Inc. | 81,077 | 11,509,691 |
Annaly Capital Management, Inc. | 650,259 | 6,905,751 |
AXA Equitable Holdings, Inc. | 78,684 | 1,805,798 |
Berkshire Hathaway, Inc., Class B * | 1,084,680 | 226,394,410 |
BlackRock, Inc. | 69,676 | 33,378,984 |
Capital One Financial Corp. | 276,498 | 27,398,187 |
Cboe Global Markets, Inc. | 64,522 | 6,503,818 |
CME Group, Inc. | 191,715 | 33,498,362 |
Discover Financial Services | 195,858 | 15,300,427 |
E*TRADE Financial Corp. * | 147,582 | 8,686,676 |
Eaton Vance Corp. | 64,999 | 3,427,397 |
FactSet Research Systems, Inc. | 21,715 | 4,981,204 |
Franklin Resources, Inc. | 178,715 | 5,672,414 |
Intercontinental Exchange, Inc. | 325,995 | 24,850,599 |
Invesco Ltd. | 240,441 | 5,794,628 |
Janus Henderson Group plc | 106,062 | 2,996,251 |
Jefferies Financial Group, Inc. | 170,538 | 3,959,892 |
Lazard Ltd., Class A | 75,312 | 3,625,520 |
MarketAxess Holdings, Inc. | 20,825 | 3,953,001 |
Moody's Corp. | 93,595 | 16,661,782 |
Morgan Stanley | 767,737 | 37,488,598 |
MSCI, Inc. | 50,606 | 9,122,238 |
Nasdaq, Inc. | 65,663 | 6,266,877 |
Northern Trust Corp. | 119,219 | 12,811,274 |
Raymond James Financial, Inc. | 74,605 | 6,941,249 |
S&P Global, Inc. | 141,112 | 29,217,240 |
Santander Consumer USA Holdings, Inc. | 67,282 | 1,451,946 |
SEI Investments Co. | 74,267 | 4,684,762 |
Starwood Property Trust, Inc. | 151,974 | 3,347,987 |
State Street Corp. | 204,720 | 17,792,215 |
Synchrony Financial | 402,256 | 12,739,447 |
T. Rowe Price Group, Inc. | 135,768 | 15,734,153 |
TD Ameritrade Holding Corp. | 155,396 | 9,101,544 |
The Bank of New York Mellon Corp. | 569,305 | 29,689,256 |
The Charles Schwab Corp. (b) | 669,366 | 33,997,099 |
The Goldman Sachs Group, Inc. | 197,222 | 46,901,364 |
Voya Financial, Inc. | 94,268 | 4,719,999 |
788,115,795 | ||
Energy 5.7% | ||
Anadarko Petroleum Corp. | 290,802 | 18,727,649 |
Andeavor | 78,392 | 11,977,514 |
Antero Resources Corp. * | 121,123 | 2,241,987 |
Apache Corp. | 212,403 | 9,309,623 |
Baker Hughes a GE Co. | 235,471 | 7,763,479 |
Cabot Oil & Gas Corp. | 249,240 | 5,939,389 |
Cheniere Energy, Inc. * | 115,368 | 7,721,580 |
Chevron Corp. | 1,075,770 | 127,435,714 |
Cimarex Energy Co. | 53,265 | 4,499,827 |
Security | Number of Shares | Value ($) |
Concho Resources, Inc. * | 107,288 | 14,714,549 |
ConocoPhillips | 657,998 | 48,316,793 |
Continental Resources, Inc. * | 49,066 | 3,235,903 |
Core Laboratories N.V. | 24,905 | 2,852,868 |
Devon Energy Corp. | 294,935 | 12,661,560 |
Diamondback Energy, Inc. | 55,027 | 6,662,669 |
Energen Corp. * | 56,998 | 4,420,195 |
EOG Resources, Inc. | 326,555 | 38,608,598 |
EQT Corp. | 140,782 | 7,182,698 |
Exxon Mobil Corp. | 2,384,615 | 191,174,585 |
Halliburton Co. | 490,882 | 19,581,283 |
Helmerich & Payne, Inc. | 61,839 | 4,054,783 |
Hess Corp. | 149,323 | 10,055,411 |
HollyFrontier Corp. | 101,167 | 7,538,965 |
Kinder Morgan, Inc. | 1,063,665 | 18,826,870 |
Marathon Oil Corp. | 481,960 | 10,366,960 |
Marathon Petroleum Corp. | 259,294 | 21,337,303 |
Murphy Oil Corp. | 92,655 | 2,856,554 |
National Oilwell Varco, Inc. | 218,272 | 10,274,063 |
Newfield Exploration Co. * | 110,489 | 3,014,140 |
Noble Energy, Inc. | 274,247 | 8,150,621 |
Occidental Petroleum Corp. | 431,929 | 34,498,169 |
ONEOK, Inc. | 232,655 | 15,334,291 |
Parsley Energy, Inc., Class A * | 149,817 | 4,160,418 |
Phillips 66 | 236,675 | 28,048,354 |
Pioneer Natural Resources Co. | 95,514 | 16,686,296 |
Range Resources Corp. | 128,903 | 2,116,587 |
Schlumberger Ltd. | 779,143 | 49,210,672 |
Targa Resources Corp. | 124,302 | 6,845,311 |
TechnipFMC plc | 244,980 | 7,503,737 |
The Williams Cos., Inc. | 667,119 | 19,740,051 |
Valero Energy Corp. | 243,098 | 28,656,392 |
Weatherford International plc * | 597,165 | 1,445,139 |
855,749,550 | ||
Food & Staples Retailing 1.4% | ||
Casey's General Stores, Inc. | 19,992 | 2,282,487 |
Costco Wholesale Corp. | 248,351 | 57,898,069 |
Sysco Corp. | 270,828 | 20,263,351 |
The Kroger Co. | 458,525 | 14,443,537 |
US Foods Holding Corp. * | 74,161 | 2,416,907 |
Walgreens Boots Alliance, Inc. | 482,244 | 33,062,649 |
Walmart, Inc. | 815,697 | 78,192,714 |
208,559,714 | ||
Food, Beverage & Tobacco 3.6% | ||
Altria Group, Inc. | 1,067,690 | 62,481,219 |
Archer-Daniels-Midland Co. | 314,857 | 15,868,793 |
Brown-Forman Corp., Class A | 32,825 | 1,727,908 |
Brown-Forman Corp., Class B | 150,037 | 7,834,932 |
Bunge Ltd. | 80,018 | 5,199,570 |
Campbell Soup Co. | 109,184 | 4,307,309 |
Conagra Brands, Inc. | 222,415 | 8,173,751 |
Constellation Brands, Inc., Class A | 94,131 | 19,598,074 |
General Mills, Inc. | 335,336 | 15,428,809 |
Hormel Foods Corp. | 156,351 | 6,121,142 |
Ingredion, Inc. | 39,510 | 3,993,276 |
Kellogg Co. | 138,551 | 9,946,576 |
Keurig Dr Pepper, Inc. | 101,233 | 2,308,112 |
Lamb Weston Holdings, Inc. | 83,184 | 5,623,238 |
McCormick & Co., Inc. Non-Voting Shares | 68,154 | 8,511,072 |
Molson Coors Brewing Co., Class B | 105,522 | 7,042,538 |
Mondelez International, Inc., Class A | 827,294 | 35,342,000 |
Monster Beverage Corp. * | 229,443 | 13,970,784 |
PepsiCo, Inc. | 798,786 | 89,472,020 |
Security | Number of Shares | Value ($) |
Philip Morris International, Inc. | 876,065 | 68,236,703 |
Pilgrim's Pride Corp. * | 31,299 | 578,718 |
Pinnacle Foods, Inc. | 66,575 | 4,421,911 |
Post Holdings, Inc. * | 37,523 | 3,649,487 |
The Coca-Cola Co. | 2,158,654 | 96,211,209 |
The Hain Celestial Group, Inc. * | 66,688 | 1,904,609 |
The Hershey Co. | 78,083 | 7,848,903 |
The J.M. Smucker Co. | 62,760 | 6,488,129 |
The Kraft Heinz Co. | 338,299 | 19,712,683 |
TreeHouse Foods, Inc. * | 29,446 | 1,534,137 |
Tyson Foods, Inc., Class A | 169,223 | 10,628,897 |
544,166,509 | ||
Health Care Equipment & Services 6.3% | ||
Abbott Laboratories | 986,707 | 65,951,496 |
ABIOMED, Inc. * | 23,825 | 9,686,768 |
Aetna, Inc. | 184,409 | 36,931,590 |
Align Technology, Inc. * | 40,581 | 15,684,151 |
AmerisourceBergen Corp. | 91,334 | 8,217,320 |
Anthem, Inc. | 143,966 | 38,112,119 |
Baxter International, Inc. | 277,056 | 20,604,655 |
Becton Dickinson & Co. | 150,088 | 39,303,545 |
Boston Scientific Corp. * | 785,698 | 27,939,421 |
Cardinal Health, Inc. | 174,665 | 9,115,766 |
Centene Corp. * | 115,174 | 16,870,687 |
Cerner Corp. * | 178,505 | 11,622,461 |
Cigna Corp. | 136,737 | 25,753,047 |
CVS Health Corp. | 571,092 | 42,968,962 |
Danaher Corp. | 346,311 | 35,857,041 |
DaVita, Inc. * | 78,448 | 5,435,662 |
DENTSPLY SIRONA, Inc. | 125,491 | 5,009,601 |
DexCom, Inc. * | 49,655 | 7,169,189 |
Edwards Lifesciences Corp. * | 117,967 | 17,015,560 |
Envision Healthcare Corp. * | 69,584 | 3,156,330 |
Express Scripts Holding Co. * | 317,135 | 27,914,223 |
HCA Healthcare, Inc. | 158,479 | 21,253,619 |
Henry Schein, Inc. * | 87,432 | 6,791,718 |
Hologic, Inc. * | 156,870 | 6,237,151 |
Humana, Inc. | 77,886 | 25,956,288 |
IDEXX Laboratories, Inc. * | 49,229 | 12,506,135 |
Intuitive Surgical, Inc. * | 63,908 | 35,788,480 |
Laboratory Corp. of America Holdings * | 58,671 | 10,142,456 |
McKesson Corp. | 113,327 | 14,590,851 |
MEDNAX, Inc. * | 52,273 | 2,475,127 |
Medtronic plc | 762,363 | 73,499,417 |
Quest Diagnostics, Inc. | 75,474 | 8,300,630 |
ResMed, Inc. | 79,680 | 8,877,149 |
STERIS plc | 48,288 | 5,525,113 |
Stryker Corp. | 181,658 | 30,778,315 |
Teleflex, Inc. | 26,154 | 6,471,284 |
The Cooper Cos., Inc. | 27,486 | 7,030,369 |
UnitedHealth Group, Inc. | 541,042 | 145,248,135 |
Universal Health Services, Inc., Class B | 48,172 | 6,270,067 |
Varian Medical Systems, Inc. * | 50,851 | 5,696,329 |
Veeva Systems, Inc., Class A * | 67,444 | 7,038,456 |
WellCare Health Plans, Inc. * | 27,729 | 8,389,964 |
West Pharmaceutical Services, Inc. | 41,914 | 4,906,034 |
Zimmer Biomet Holdings, Inc. | 114,604 | 14,168,492 |
938,261,173 | ||
Household & Personal Products 1.5% | ||
Church & Dwight Co., Inc. | 139,868 | 7,913,731 |
Colgate-Palmolive Co. | 493,438 | 32,769,218 |
Coty, Inc., Class A | 257,430 | 3,181,835 |
Edgewell Personal Care Co. * | 28,110 | 1,587,372 |
Herbalife Nutrition Ltd. * | 65,728 | 3,719,547 |
Security | Number of Shares | Value ($) |
Kimberly-Clark Corp. | 196,072 | 22,654,159 |
The Clorox Co. | 72,602 | 10,525,838 |
The Estee Lauder Cos., Inc., Class A | 126,061 | 17,663,667 |
The Procter & Gamble Co. | 1,420,027 | 117,791,240 |
217,806,607 | ||
Insurance 2.6% | ||
Aflac, Inc. | 436,933 | 20,203,782 |
Alleghany Corp. | 8,757 | 5,532,498 |
American Financial Group, Inc. | 39,152 | 4,359,967 |
American International Group, Inc. | 505,286 | 26,866,057 |
Aon plc | 137,179 | 19,967,775 |
Arch Capital Group Ltd. * | 232,028 | 7,093,096 |
Arthur J. Gallagher & Co. | 101,816 | 7,345,006 |
Assurant, Inc. | 30,729 | 3,159,556 |
Athene Holding Ltd., Class A * | 76,233 | 3,785,731 |
Axis Capital Holdings Ltd. | 45,549 | 2,619,979 |
Brighthouse Financial, Inc. * | 67,175 | 2,788,434 |
Brown & Brown, Inc. | 130,544 | 3,978,981 |
Chubb Ltd. | 263,372 | 35,618,429 |
Cincinnati Financial Corp. | 84,835 | 6,504,300 |
CNA Financial Corp. | 17,488 | 785,211 |
Erie Indemnity Co., Class A | 9,811 | 1,211,953 |
Everest Re Group Ltd. | 24,154 | 5,386,825 |
Fidelity National Financial, Inc. | 155,922 | 6,252,472 |
Lincoln National Corp. | 123,373 | 8,090,801 |
Loews Corp. | 148,277 | 7,459,816 |
Markel Corp. * | 7,792 | 9,418,970 |
Marsh & McLennan Cos., Inc. | 285,279 | 24,143,162 |
MetLife, Inc. | 572,060 | 26,251,833 |
Principal Financial Group, Inc. | 148,758 | 8,209,954 |
Prudential Financial, Inc. | 235,796 | 23,166,957 |
Reinsurance Group of America, Inc. | 36,664 | 5,237,452 |
RenaissanceRe Holdings Ltd. | 22,221 | 2,954,504 |
The Allstate Corp. | 197,405 | 19,853,021 |
The Hartford Financial Services Group, Inc. | 200,930 | 10,120,844 |
The Progressive Corp. | 326,651 | 22,058,742 |
The Travelers Cos., Inc. | 151,712 | 19,965,299 |
Torchmark Corp. | 58,233 | 5,119,845 |
Unum Group | 124,544 | 4,593,183 |
W.R. Berkley Corp. | 52,823 | 4,133,928 |
Willis Towers Watson plc | 74,866 | 11,025,516 |
XL Group Ltd. | 147,701 | 8,476,560 |
383,740,439 | ||
Materials 2.7% | ||
Air Products & Chemicals, Inc. | 123,212 | 20,488,923 |
Albemarle Corp. | 62,013 | 5,923,482 |
Alcoa Corp. * | 95,340 | 4,258,838 |
Ashland Global Holdings, Inc. | 35,571 | 2,995,078 |
Avery Dennison Corp. | 48,379 | 5,088,503 |
Axalta Coating Systems Ltd. * | 125,975 | 3,842,238 |
Ball Corp. | 199,460 | 8,353,385 |
Berry Global Group, Inc. * | 71,556 | 3,415,368 |
Celanese Corp., Series A | 77,099 | 9,007,476 |
CF Industries Holdings, Inc. | 130,381 | 6,773,293 |
Crown Holdings, Inc. * | 73,613 | 3,151,373 |
DowDuPont, Inc. | 1,307,854 | 91,719,801 |
Eastman Chemical Co. | 80,517 | 7,812,565 |
Ecolab, Inc. | 146,738 | 22,081,134 |
FMC Corp. | 74,811 | 6,392,600 |
Freeport-McMoRan, Inc. | 760,398 | 10,683,592 |
Huntsman Corp. | 119,169 | 3,633,463 |
International Flavors & Fragrances, Inc. | 45,390 | 5,913,863 |
International Paper Co. | 233,497 | 11,941,037 |
Security | Number of Shares | Value ($) |
LyondellBasell Industries N.V., Class A | 182,125 | 20,540,057 |
Martin Marietta Materials, Inc. | 35,390 | 7,032,701 |
NewMarket Corp. | 5,205 | 2,087,413 |
Newmont Mining Corp. | 302,736 | 9,393,898 |
Nucor Corp. | 179,969 | 11,248,062 |
Packaging Corp. of America | 52,895 | 5,814,218 |
PPG Industries, Inc. | 140,137 | 15,490,744 |
Praxair, Inc. | 163,548 | 25,871,658 |
Reliance Steel & Aluminum Co. | 39,506 | 3,472,182 |
Royal Gold, Inc. | 36,204 | 2,760,917 |
RPM International, Inc. | 75,423 | 5,091,053 |
Sealed Air Corp. | 88,933 | 3,567,103 |
Sonoco Products Co. | 53,960 | 3,023,918 |
Steel Dynamics, Inc. | 130,050 | 5,947,187 |
The Chemours Co. | 103,615 | 4,517,614 |
The Mosaic Co. | 194,935 | 6,095,617 |
The Sherwin-Williams Co. | 46,190 | 21,043,240 |
Vulcan Materials Co. | 76,012 | 8,422,130 |
W.R. Grace & Co. | 39,218 | 2,771,144 |
Westlake Chemical Corp. | 19,141 | 1,810,164 |
WestRock Co. | 146,034 | 8,043,553 |
407,520,585 | ||
Media 2.4% | ||
Altice USA, Inc., Class A | 66,546 | 1,192,504 |
CBS Corp., Class B Non-Voting Shares | 193,095 | 10,237,897 |
Charter Communications, Inc., Class A * | 103,901 | 32,250,870 |
Comcast Corp., Class A | 2,587,435 | 95,709,221 |
Discovery, Inc., Class A *(a) | 88,361 | 2,459,087 |
Discovery, Inc., Class C * | 191,438 | 4,908,470 |
DISH Network Corp., Class A * | 126,186 | 4,460,675 |
GCI Liberty, Inc., Class A * | 61,236 | 3,005,463 |
Liberty Broadband Corp., Class A * | 15,038 | 1,218,078 |
Liberty Broadband Corp., Class C * | 87,386 | 7,086,131 |
Liberty Global plc, Class A * | 114,871 | 3,079,692 |
Liberty Global plc, Class C * | 337,345 | 8,733,862 |
Liberty Media Corp. - Liberty Formula One, Class A * | 20,280 | 709,394 |
Liberty Media Corp. - Liberty Formula One, Class C * | 110,967 | 4,101,340 |
Liberty Media Corp. - Liberty SiriusXM, Class A * | 52,354 | 2,447,026 |
Liberty Media Corp. - Liberty SiriusXM, Class C * | 94,105 | 4,426,699 |
Lions Gate Entertainment Corp., Class A | 37,688 | 886,422 |
Lions Gate Entertainment Corp., Class B | 61,672 | 1,384,536 |
Live Nation Entertainment, Inc. * | 76,767 | 3,813,785 |
News Corp., Class A | 223,757 | 2,924,504 |
News Corp., Class B | 83,878 | 1,140,741 |
Omnicom Group, Inc. | 126,631 | 8,778,061 |
Sirius XM Holdings, Inc. (a) | 823,832 | 5,849,207 |
The Interpublic Group of Cos., Inc. | 220,826 | 5,156,287 |
The Walt Disney Co. | 837,525 | 93,819,550 |
Twenty-First Century Fox, Inc., Class A | 595,192 | 27,021,717 |
Twenty-First Century Fox, Inc., Class B | 246,763 | 11,079,659 |
Viacom, Inc., Class B | 200,515 | 5,871,079 |
353,751,957 | ||
Pharmaceuticals, Biotechnology & Life Sciences 7.8% | ||
AbbVie, Inc. | 853,921 | 81,959,338 |
Agilent Technologies, Inc. | 178,543 | 12,058,794 |
Alexion Pharmaceuticals, Inc. * | 126,003 | 15,402,607 |
Alkermes plc * | 88,608 | 3,973,183 |
Allergan plc | 192,549 | 36,913,569 |
Alnylam Pharmaceuticals, Inc. * | 47,458 | 5,821,673 |
Amgen, Inc. | 374,377 | 74,804,268 |
Security | Number of Shares | Value ($) |
Biogen, Inc. * | 118,764 | 41,981,886 |
BioMarin Pharmaceutical, Inc. * | 100,381 | 10,036,092 |
Bristol-Myers Squibb Co. | 917,619 | 55,561,830 |
Celgene Corp. * | 397,843 | 37,576,271 |
Eli Lilly & Co. | 538,725 | 56,916,296 |
Exelixis, Inc. * | 153,650 | 2,887,084 |
Gilead Sciences, Inc. | 731,585 | 55,402,932 |
Illumina, Inc. * | 82,687 | 29,339,828 |
Incyte Corp. * | 100,268 | 7,410,808 |
Ionis Pharmaceuticals, Inc. * | 81,451 | 3,721,496 |
IQVIA Holdings, Inc. * | 91,057 | 11,572,434 |
Jazz Pharmaceuticals plc * | 32,961 | 5,633,694 |
Johnson & Johnson | 1,510,642 | 203,468,371 |
Merck & Co., Inc. | 1,515,145 | 103,923,796 |
Mettler-Toledo International, Inc. * | 14,197 | 8,297,579 |
Mylan N.V. * | 293,558 | 11,486,925 |
PerkinElmer, Inc. | 64,104 | 5,925,133 |
Perrigo Co., plc | 75,747 | 5,795,403 |
Pfizer, Inc. | 3,295,098 | 136,812,469 |
Regeneron Pharmaceuticals, Inc. * | 43,224 | 17,581,362 |
Seattle Genetics, Inc. * | 61,007 | 4,682,897 |
Syneos Health, Inc. * | 38,692 | 1,928,796 |
TESARO, Inc. * | 18,860 | 612,007 |
Thermo Fisher Scientific, Inc. | 226,805 | 54,229,075 |
United Therapeutics Corp. * | 25,095 | 3,086,434 |
Vertex Pharmaceuticals, Inc. * | 143,457 | 26,453,471 |
Waters Corp. * | 43,641 | 8,269,097 |
Zoetis, Inc. | 273,377 | 24,767,956 |
1,166,294,854 | ||
Real Estate 3.1% | ||
Alexandria Real Estate Equities, Inc. | 56,960 | 7,310,816 |
American Campus Communities, Inc. | 79,521 | 3,334,316 |
American Homes 4 Rent, Class A | 145,729 | 3,380,913 |
American Tower Corp. | 249,031 | 37,135,503 |
Apartment Investment & Management Co., Class A | 87,959 | 3,852,604 |
AvalonBay Communities, Inc. | 77,923 | 14,282,507 |
Boston Properties, Inc. | 87,094 | 11,361,412 |
Brixmor Property Group, Inc. | 175,694 | 3,201,145 |
Camden Property Trust | 52,738 | 5,013,274 |
CBRE Group, Inc., Class A * | 171,250 | 8,358,713 |
Colony Capital, Inc. | 276,272 | 1,693,547 |
Crown Castle International Corp. | 234,261 | 26,712,782 |
Digital Realty Trust, Inc. | 115,705 | 14,379,817 |
Douglas Emmett, Inc. | 91,871 | 3,588,481 |
Duke Realty Corp. | 205,643 | 5,858,769 |
Equinix, Inc. | 44,787 | 19,532,954 |
Equity LifeStyle Properties, Inc. | 50,669 | 4,908,813 |
Equity Residential | 205,156 | 13,899,319 |
Essex Property Trust, Inc. | 38,190 | 9,405,433 |
Extra Space Storage, Inc. | 70,592 | 6,509,288 |
Federal Realty Investment Trust | 40,080 | 5,234,849 |
Forest City Realty Trust, Inc., Class A | 153,900 | 3,870,585 |
Gaming & Leisure Properties, Inc. | 109,425 | 3,916,321 |
HCP, Inc. | 265,357 | 7,172,600 |
Healthcare Trust of America, Inc., Class A | 110,950 | 3,169,842 |
Highwoods Properties, Inc. | 57,220 | 2,846,123 |
Host Hotels & Resorts, Inc. | 412,121 | 8,872,965 |
Invitation Homes, Inc. | 157,601 | 3,683,135 |
Iron Mountain, Inc. | 156,465 | 5,648,387 |
JBG SMITH Properties | 55,156 | 2,066,144 |
Jones Lang LaSalle, Inc. | 26,533 | 4,046,813 |
Kilroy Realty Corp. | 56,266 | 4,115,295 |
Kimco Realty Corp. | 240,356 | 4,112,491 |
Lamar Advertising Co., Class A | 48,692 | 3,751,719 |
Security | Number of Shares | Value ($) |
Liberty Property Trust | 84,748 | 3,707,725 |
Mid-America Apartment Communities, Inc. | 63,008 | 6,525,108 |
National Retail Properties, Inc. | 88,193 | 4,064,815 |
Omega Healthcare Investors, Inc. | 108,398 | 3,582,554 |
Park Hotels & Resorts, Inc. | 114,446 | 3,828,219 |
Prologis, Inc. | 353,712 | 23,762,372 |
Public Storage | 83,948 | 17,845,666 |
Realogy Holdings Corp. | 67,162 | 1,436,595 |
Realty Income Corp. | 158,658 | 9,292,599 |
Regency Centers Corp. | 84,889 | 5,605,221 |
SBA Communications Corp. * | 65,662 | 10,192,712 |
Senior Housing Properties Trust | 139,142 | 2,659,004 |
Simon Property Group, Inc. | 174,595 | 31,956,123 |
SL Green Realty Corp. | 50,072 | 5,227,517 |
Spirit Realty Capital, Inc. | 238,878 | 1,999,409 |
Sun Communities, Inc. | 43,952 | 4,534,967 |
The Macerich Co. | 60,464 | 3,551,655 |
UDR, Inc. | 156,524 | 6,256,264 |
Ventas, Inc. | 201,073 | 12,038,241 |
VEREIT, Inc. | 553,179 | 4,325,860 |
VICI Properties, Inc. | 40,342 | 843,551 |
Vornado Realty Trust | 95,836 | 7,379,372 |
Weingarten Realty Investors | 66,037 | 2,042,524 |
Welltower, Inc. | 209,193 | 13,955,265 |
Weyerhaeuser Co. | 428,895 | 14,886,945 |
WP Carey, Inc. | 58,704 | 3,908,512 |
471,636,470 | ||
Retailing 7.0% | ||
Advance Auto Parts, Inc. | 43,180 | 7,082,815 |
Amazon.com, Inc. * | 227,074 | 457,034,111 |
AutoNation, Inc. * | 35,819 | 1,624,392 |
AutoZone, Inc. * | 15,149 | 11,617,465 |
Bed Bath & Beyond, Inc. | 74,896 | 1,343,634 |
Best Buy Co., Inc. | 136,701 | 10,875,932 |
Booking Holdings, Inc. * | 27,108 | 52,902,617 |
Burlington Stores, Inc. * | 39,245 | 6,600,224 |
CarMax, Inc. * | 99,688 | 7,780,648 |
Dollar General Corp. | 143,280 | 15,435,554 |
Dollar Tree, Inc. * | 132,200 | 10,643,422 |
Expedia Group, Inc. | 67,444 | 8,801,442 |
Foot Locker, Inc. | 66,431 | 3,275,048 |
Genuine Parts Co. | 83,602 | 8,347,660 |
Kohl's Corp. | 95,037 | 7,518,377 |
L Brands, Inc. | 135,110 | 3,570,957 |
LKQ Corp. * | 181,501 | 6,265,415 |
Lowe's Cos., Inc. | 465,709 | 50,645,854 |
Macy's, Inc. | 173,438 | 6,339,159 |
Netflix, Inc. * | 244,546 | 89,914,673 |
Nordstrom, Inc. | 65,366 | 4,108,253 |
O'Reilly Automotive, Inc. * | 45,938 | 15,408,524 |
Qurate Retail, Inc. * | 253,059 | 5,261,097 |
Ross Stores, Inc. | 212,978 | 20,399,033 |
Signet Jewelers Ltd. | 32,414 | 2,080,979 |
Target Corp. | 299,974 | 26,247,725 |
The Gap, Inc. | 126,848 | 3,849,837 |
The Home Depot, Inc. | 650,412 | 130,583,217 |
The Michaels Cos., Inc. * | 61,370 | 1,042,676 |
The TJX Cos., Inc. | 352,482 | 38,762,446 |
Tiffany & Co. | 56,553 | 6,936,226 |
Tractor Supply Co. | 67,908 | 5,994,918 |
TripAdvisor, Inc. * | 58,795 | 3,193,156 |
Ulta Salon, Cosmetics & Fragrance, Inc. * | 31,986 | 8,316,360 |
Williams-Sonoma, Inc. | 43,623 | 3,063,643 |
1,042,867,489 | ||
Security | Number of Shares | Value ($) |
Semiconductors & Semiconductor Equipment 3.8% | ||
Advanced Micro Devices, Inc. * | 467,185 | 11,759,047 |
Analog Devices, Inc. | 211,729 | 20,929,412 |
Applied Materials, Inc. | 570,767 | 24,554,396 |
Broadcom, Inc. | 225,623 | 49,418,206 |
First Solar, Inc. * | 43,792 | 2,280,687 |
Intel Corp. | 2,623,786 | 127,069,956 |
KLA-Tencor Corp. | 87,148 | 10,127,469 |
Lam Research Corp. | 91,775 | 15,885,335 |
Marvell Technology Group Ltd. | 322,314 | 6,665,454 |
Maxim Integrated Products, Inc. | 157,235 | 9,508,000 |
Microchip Technology, Inc. | 134,314 | 11,555,033 |
Micron Technology, Inc. * | 653,382 | 34,315,623 |
NVIDIA Corp. | 341,974 | 95,985,262 |
ON Semiconductor Corp. * | 242,156 | 5,167,609 |
Qorvo, Inc. * | 70,755 | 5,666,768 |
QUALCOMM, Inc. | 833,202 | 57,249,309 |
Skyworks Solutions, Inc. | 104,981 | 9,584,765 |
Teradyne, Inc. | 113,316 | 4,667,486 |
Texas Instruments, Inc. | 552,451 | 62,095,492 |
Xilinx, Inc. | 145,303 | 11,308,933 |
575,794,242 | ||
Software & Services 15.9% | ||
Accenture plc, Class A | 361,511 | 61,120,665 |
Activision Blizzard, Inc. | 428,685 | 30,908,189 |
Adobe Systems, Inc. * | 277,600 | 73,150,376 |
Akamai Technologies, Inc. * | 96,606 | 7,258,975 |
Alliance Data Systems Corp. | 27,585 | 6,581,229 |
Alphabet, Inc., Class A * | 168,450 | 207,496,710 |
Alphabet, Inc., Class C * | 171,259 | 208,626,001 |
ANSYS, Inc. * | 47,629 | 8,858,041 |
Autodesk, Inc. * | 124,085 | 19,152,520 |
Automatic Data Processing, Inc. | 248,045 | 36,400,604 |
Broadridge Financial Solutions, Inc. | 66,547 | 8,993,162 |
CA, Inc. | 177,486 | 7,773,887 |
Cadence Design Systems, Inc. * | 157,879 | 7,426,628 |
CDK Global, Inc. | 73,543 | 4,583,200 |
Citrix Systems, Inc. * | 73,785 | 8,412,966 |
Cognizant Technology Solutions Corp., Class A | 330,770 | 25,942,291 |
Dell Technologies, Inc., Class V * | 111,132 | 10,687,564 |
DocuSign, Inc. * | 11,776 | 735,293 |
DXC Technology Co. | 161,526 | 14,713,403 |
eBay, Inc. * | 519,834 | 17,991,455 |
Electronic Arts, Inc. * | 173,561 | 19,683,553 |
Facebook, Inc., Class A * | 1,350,955 | 237,403,322 |
Fidelity National Information Services, Inc. | 185,583 | 20,074,513 |
First Data Corp., Class A * | 312,511 | 8,037,783 |
Fiserv, Inc. * | 231,077 | 18,502,335 |
FleetCor Technologies, Inc. * | 50,311 | 10,753,473 |
Fortinet, Inc. * | 79,253 | 6,638,231 |
Gartner, Inc. * | 51,846 | 7,764,457 |
Global Payments, Inc. | 89,376 | 11,134,462 |
IAC/InterActiveCorp * | 43,265 | 8,531,858 |
International Business Machines Corp. | 479,960 | 70,304,541 |
Intuit, Inc. | 137,005 | 30,068,487 |
Jack Henry & Associates, Inc. | 43,578 | 6,904,498 |
Leidos Holdings, Inc. | 83,792 | 5,929,960 |
LogMeIn, Inc. | 28,220 | 2,425,509 |
Mastercard, Inc., Class A | 516,075 | 111,245,127 |
Microsoft Corp. | 4,332,400 | 486,658,492 |
Nuance Communications, Inc. * | 159,573 | 2,604,231 |
Oracle Corp. | 1,679,106 | 81,570,970 |
Paychex, Inc. | 179,400 | 13,141,050 |
Security | Number of Shares | Value ($) |
PayPal Holdings, Inc. * | 627,783 | 57,963,204 |
PTC, Inc. * | 66,318 | 6,627,821 |
Red Hat, Inc. * | 99,609 | 14,715,238 |
Sabre Corp. | 142,514 | 3,721,041 |
salesforce.com, Inc. * | 397,386 | 60,672,895 |
ServiceNow, Inc. * | 99,527 | 19,543,122 |
Snap, Inc., Class A *(a) | 165,786 | 1,807,067 |
Splunk, Inc. * | 81,221 | 10,408,471 |
Square, Inc., Class A * | 164,461 | 14,577,823 |
SS&C Technologies Holdings, Inc. | 113,650 | 6,743,991 |
Symantec Corp. | 352,344 | 7,103,255 |
Synopsys, Inc. * | 84,535 | 8,634,405 |
Take-Two Interactive Software, Inc. * | 64,906 | 8,668,845 |
Teradata Corp. * | 69,719 | 2,891,247 |
The Ultimate Software Group, Inc. * | 16,015 | 4,959,365 |
The Western Union Co. | 263,989 | 4,994,672 |
Total System Services, Inc. | 92,707 | 9,005,558 |
Twitter, Inc. * | 365,648 | 12,863,497 |
Tyler Technologies, Inc. * | 19,355 | 4,779,717 |
VeriSign, Inc. * | 53,168 | 8,432,977 |
Visa, Inc., Class A | 1,005,532 | 147,702,596 |
VMware, Inc., Class A * | 39,321 | 6,026,336 |
Workday, Inc., Class A * | 81,969 | 12,667,489 |
Worldpay, Inc., Class A * | 167,429 | 16,305,910 |
Zillow Group, Inc., Class A * | 26,430 | 1,271,283 |
Zillow Group, Inc., Class C * | 62,870 | 3,058,626 |
2,382,336,462 | ||
Technology Hardware & Equipment 6.5% | ||
Amphenol Corp., Class A | 170,543 | 16,129,957 |
Apple, Inc. | 2,771,539 | 630,885,423 |
Arista Networks, Inc. * | 27,195 | 8,130,761 |
Arrow Electronics, Inc. * | 48,316 | 3,745,939 |
Avnet, Inc. | 67,169 | 3,250,980 |
CDW Corp. | 86,548 | 7,578,143 |
Cisco Systems, Inc. | 2,649,458 | 126,564,609 |
Cognex Corp. | 96,340 | 5,183,092 |
CommScope Holding Co., Inc. * | 104,052 | 3,297,408 |
Corning, Inc. | 468,223 | 15,690,153 |
F5 Networks, Inc. * | 34,887 | 6,597,829 |
FLIR Systems, Inc. | 79,612 | 4,994,857 |
Hewlett Packard Enterprise Co. | 856,835 | 14,163,482 |
HP, Inc. | 921,280 | 22,709,552 |
IPG Photonics Corp. * | 21,591 | 3,788,789 |
Jabil, Inc. | 99,567 | 2,943,200 |
Juniper Networks, Inc. | 200,921 | 5,712,184 |
Keysight Technologies, Inc. * | 106,075 | 6,883,207 |
Motorola Solutions, Inc. | 91,210 | 11,707,716 |
National Instruments Corp. | 58,610 | 2,798,627 |
NCR Corp. * | 65,348 | 1,856,537 |
NetApp, Inc. | 149,435 | 12,972,452 |
Palo Alto Networks, Inc. * | 52,094 | 12,041,528 |
Seagate Technology plc | 160,776 | 8,607,947 |
TE Connectivity Ltd. | 196,178 | 17,985,599 |
Trimble, Inc. * | 139,644 | 5,879,012 |
Western Digital Corp. | 168,812 | 10,675,671 |
Xerox Corp. | 121,436 | 3,383,207 |
976,157,861 | ||
Telecommunication Services 1.9% | ||
AT&T, Inc. | 4,092,835 | 130,725,150 |
CenturyLink, Inc. | 553,964 | 11,832,671 |
Sprint Corp. * | 361,208 | 2,206,981 |
T-Mobile US, Inc. * | 166,405 | 10,989,386 |
Security | Number of Shares | Value ($) |
Verizon Communications, Inc. | 2,329,148 | 126,635,777 |
Zayo Group Holdings, Inc. * | 101,327 | 3,511,994 |
285,901,959 | ||
Transportation 2.2% | ||
Alaska Air Group, Inc. | 71,383 | 4,817,639 |
AMERCO | 3,500 | 1,312,115 |
American Airlines Group, Inc. | 233,697 | 9,460,055 |
C.H. Robinson Worldwide, Inc. | 79,024 | 7,592,626 |
CSX Corp. | 492,728 | 36,540,708 |
Delta Air Lines, Inc. | 363,159 | 21,237,538 |
Expeditors International of Washington, Inc. | 101,607 | 7,445,761 |
FedEx Corp. | 138,755 | 33,849,282 |
Genesee & Wyoming, Inc., Class A * | 32,324 | 2,840,956 |
J.B. Hunt Transport Services, Inc. | 48,243 | 5,825,342 |
JetBlue Airways Corp. * | 182,898 | 3,489,694 |
Kansas City Southern | 58,556 | 6,790,154 |
Macquarie Infrastructure Corp. | 44,667 | 2,101,136 |
Norfolk Southern Corp. | 158,518 | 27,556,769 |
Old Dominion Freight Line, Inc. | 39,342 | 5,995,721 |
Southwest Airlines Co. | 304,982 | 18,695,397 |
Union Pacific Corp. | 436,546 | 65,752,559 |
United Continental Holdings, Inc. * | 131,389 | 11,486,026 |
United Parcel Service, Inc., Class B | 388,372 | 47,723,151 |
XPO Logistics, Inc. * | 59,178 | 6,302,457 |
326,815,086 | ||
Utilities 2.8% | ||
AES Corp. | 363,007 | 4,886,074 |
Alliant Energy Corp. | 127,659 | 5,468,912 |
Ameren Corp. | 135,392 | 8,560,836 |
American Electric Power Co., Inc. | 276,885 | 19,860,961 |
American Water Works Co., Inc. | 101,017 | 8,842,018 |
Aqua America, Inc. | 96,389 | 3,583,743 |
Atmos Energy Corp. | 62,408 | 5,755,890 |
Avangrid, Inc. | 32,461 | 1,601,626 |
CenterPoint Energy, Inc. | 247,645 | 6,882,055 |
CMS Energy Corp. | 163,891 | 8,069,993 |
Consolidated Edison, Inc. | 174,901 | 13,804,936 |
Dominion Energy, Inc. | 369,090 | 26,120,499 |
DTE Energy Co. | 102,223 | 11,361,064 |
Duke Energy Corp. | 395,175 | 32,104,017 |
Edison International | 184,196 | 12,107,203 |
Entergy Corp. | 100,132 | 8,370,034 |
Evergy, Inc. | 152,698 | 8,711,421 |
Eversource Energy | 179,836 | 11,227,161 |
Exelon Corp. | 539,800 | 23,594,658 |
FirstEnergy Corp. | 249,126 | 9,312,330 |
National Fuel Gas Co. | 49,669 | 2,758,120 |
NextEra Energy, Inc. | 265,762 | 45,206,116 |
NiSource, Inc. | 190,487 | 5,156,483 |
NRG Energy, Inc. | 172,070 | 6,089,557 |
OGE Energy Corp. | 112,896 | 4,157,960 |
PG&E Corp. | 287,240 | 13,264,743 |
Pinnacle West Capital Corp. | 62,797 | 4,932,704 |
PPL Corp. | 397,360 | 11,817,486 |
Public Service Enterprise Group, Inc. | 281,809 | 14,752,701 |
SCANA Corp. | 82,584 | 3,166,271 |
Sempra Energy | 148,515 | 17,239,621 |
The Southern Co. | 571,169 | 25,005,779 |
UGI Corp. | 96,499 | 5,215,771 |
Vistra Energy Corp. * | 213,320 | 5,021,553 |
Security | Number of Shares | Value ($) |
WEC Energy Group, Inc. | 178,752 | 12,080,060 |
Xcel Energy, Inc. | 288,033 | 13,839,986 |
419,930,342 | ||
Total Common Stock | ||
(Cost $11,268,497,783) | 14,957,511,695 | |
Other Investment Companies 0.2% of net assets | ||
Money Market Fund 0.0% | ||
State Street Institutional U.S. Government Money Market Fund, Premier Class 1.87% (c) | 6,495,243 | 6,495,243 |
Securities Lending Collateral 0.2% | ||
Wells Fargo Government Money Market Fund, Select Class 1.87% (c) | 25,468,985 | 25,468,985 |
Total Other Investment Companies | ||
(Cost $31,964,228) | 31,964,228 |
Number of Contracts | Notional Amount ($) | Current Value/ Unrealized Appreciation ($) | ||
Futures Contracts | ||||
Long | ||||
S&P 500 Index, e-mini, expires 09/21/18 | 210 | 30,472,050 | 579,691 |
* | Non-income producing security. |
(a) | All or a portion of this security is on loan. Securities on loan were valued at $24,811,422. |
(b) | Issuer is affiliated with the fund’s investment adviser. |
(c) | The rate shown is the 7-day yield. |
Security | Number of Shares | Value ($) |
Common Stock 99.9% of net assets | ||
Automobiles & Components 0.4% | ||
Lear Corp. | 34,047 | 5,522,423 |
Tesla, Inc. *(a) | 68,744 | 20,737,315 |
26,259,738 | ||
Banks 0.5% | ||
CIT Group, Inc. | 62,250 | 3,376,440 |
East West Bancorp, Inc. | 73,384 | 4,651,812 |
First Republic Bank | 83,273 | 8,459,704 |
Signature Bank | 27,150 | 3,142,341 |
SVB Financial Group * | 27,366 | 8,832,377 |
Zions Bancorp | 100,977 | 5,381,064 |
33,843,738 | ||
Capital Goods 6.7% | ||
3M Co. | 304,525 | 64,230,413 |
A.O. Smith Corp. | 74,724 | 4,339,970 |
Acuity Brands, Inc. | 20,948 | 3,201,692 |
Allegion plc | 49,086 | 4,281,281 |
AMETEK, Inc. | 119,419 | 9,190,486 |
Carlisle Cos., Inc. | 30,913 | 3,920,078 |
Colfax Corp. * | 49,248 | 1,719,740 |
Cummins, Inc. | 79,418 | 11,261,472 |
Deere & Co. | 166,327 | 23,917,823 |
Dover Corp. | 79,453 | 6,822,629 |
Fastenal Co. | 147,732 | 8,621,640 |
Fortive Corp. | 156,924 | 13,178,478 |
Fortune Brands Home & Security, Inc. | 74,827 | 3,964,334 |
Graco, Inc. | 86,952 | 4,087,614 |
HD Supply Holdings, Inc. * | 95,086 | 4,334,971 |
HEICO Corp. | 21,401 | 1,940,643 |
HEICO Corp., Class A | 36,128 | 2,691,536 |
Hubbell, Inc. | 28,168 | 3,559,308 |
Huntington Ingalls Industries, Inc. | 22,784 | 5,570,004 |
IDEX Corp. | 39,263 | 6,015,484 |
Lennox International, Inc. | 19,248 | 4,288,647 |
Lockheed Martin Corp. | 127,417 | 40,825,681 |
Nordson Corp. | 26,300 | 3,656,226 |
Northrop Grumman Corp. | 89,460 | 26,702,915 |
Owens Corning | 56,384 | 3,192,462 |
Pentair plc | 82,971 | 3,607,579 |
Quanta Services, Inc. * | 78,514 | 2,715,799 |
Roper Technologies, Inc. | 52,756 | 15,740,808 |
Sensata Technologies Holding plc * | 87,886 | 4,653,564 |
Snap-on, Inc. | 28,777 | 5,087,198 |
Spirit AeroSystems Holdings, Inc., Class A | 54,785 | 4,684,117 |
Stanley Black & Decker, Inc. | 78,985 | 11,099,762 |
Textron, Inc. | 131,644 | 9,087,385 |
The Boeing Co. | 280,829 | 96,265,373 |
The Middleby Corp. * | 28,974 | 3,521,500 |
The Toro Co. | 53,688 | 3,263,694 |
TransDigm Group, Inc. * | 24,832 | 8,691,200 |
Trinity Industries, Inc. | 78,168 | 2,801,541 |
United Rentals, Inc. * | 42,356 | 6,602,030 |
Security | Number of Shares | Value ($) |
W.W. Grainger, Inc. | 26,247 | 9,293,275 |
WABCO Holdings, Inc. * | 26,212 | 3,226,173 |
Wabtec Corp. | 43,309 | 4,691,231 |
460,547,756 | ||
Commercial & Professional Services 1.1% | ||
ADT, Inc. (a) | 58,012 | 519,207 |
Cintas Corp. | 44,398 | 9,473,201 |
Copart, Inc. * | 103,549 | 6,659,236 |
CoStar Group, Inc. * | 18,728 | 8,280,773 |
Equifax, Inc. | 61,460 | 8,233,796 |
IHS Markit Ltd. * | 182,537 | 10,039,535 |
KAR Auction Services, Inc. | 68,485 | 4,293,325 |
Robert Half International, Inc. | 63,347 | 4,952,469 |
Rollins, Inc. | 49,343 | 2,964,528 |
Stericycle, Inc. * | 45,432 | 2,802,700 |
TransUnion | 76,608 | 5,768,582 |
Verisk Analytics, Inc. * | 78,967 | 9,404,180 |
73,391,532 | ||
Consumer Durables & Apparel 1.9% | ||
Carter's, Inc. | 23,661 | 2,506,410 |
D.R. Horton, Inc. | 176,573 | 7,859,264 |
Lennar Corp., B Shares | 6,457 | 272,356 |
Lennar Corp., Class A | 141,992 | 7,336,727 |
Lululemon Athletica, Inc. * | 48,473 | 7,509,922 |
Michael Kors Holdings Ltd. * | 76,933 | 5,586,874 |
Mohawk Industries, Inc. * | 32,767 | 6,277,830 |
Newell Brands, Inc. | 248,716 | 5,402,112 |
NIKE, Inc., Class B | 658,316 | 54,113,575 |
NVR, Inc. * | 1,710 | 4,563,050 |
Polaris Industries, Inc. | 30,103 | 3,264,670 |
PulteGroup, Inc. | 135,560 | 3,788,902 |
PVH Corp. | 39,846 | 5,704,353 |
Ralph Lauren Corp. | 28,515 | 3,787,077 |
Toll Brothers, Inc. | 73,483 | 2,662,289 |
Under Armour, Inc., Class A * | 94,716 | 1,936,942 |
Under Armour, Inc., Class C * | 94,957 | 1,801,334 |
Whirlpool Corp. | 32,972 | 4,120,841 |
128,494,528 | ||
Consumer Services 1.8% | ||
Chipotle Mexican Grill, Inc. * | 12,675 | 6,022,907 |
Domino's Pizza, Inc. | 21,577 | 6,442,029 |
Dunkin' Brands Group, Inc. | 42,560 | 3,102,198 |
Hilton Worldwide Holdings, Inc. | 143,082 | 11,106,025 |
Marriott International, Inc., Class A | 152,314 | 19,263,152 |
MGM Resorts International | 255,870 | 7,417,671 |
Norwegian Cruise Line Holdings Ltd. * | 105,671 | 5,665,022 |
Royal Caribbean Cruises Ltd. | 86,807 | 10,640,802 |
ServiceMaster Global Holdings, Inc. * | 69,448 | 4,185,631 |
Starbucks Corp. | 709,158 | 37,904,495 |
Vail Resorts, Inc. | 20,800 | 6,199,440 |
Security | Number of Shares | Value ($) |
Wyndham Hotels & Resorts, Inc. | 51,040 | 2,896,520 |
Wynn Resorts Ltd. | 43,478 | 6,449,527 |
127,295,419 | ||
Diversified Financials 6.5% | ||
Affiliated Managers Group, Inc. | 27,616 | 4,034,422 |
Ameriprise Financial, Inc. | 74,312 | 10,549,332 |
AXA Equitable Holdings, Inc. | 67,520 | 1,549,584 |
Berkshire Hathaway, Inc., Class B * | 987,478 | 206,106,408 |
BlackRock, Inc. | 63,319 | 30,333,600 |
Cboe Global Markets, Inc. | 57,998 | 5,846,198 |
E*TRADE Financial Corp. * | 135,672 | 7,985,654 |
FactSet Research Systems, Inc. | 20,557 | 4,715,570 |
Intercontinental Exchange, Inc. | 295,975 | 22,562,174 |
Jefferies Financial Group, Inc. | 156,325 | 3,629,867 |
MarketAxess Holdings, Inc. | 19,438 | 3,689,721 |
Moody's Corp. | 85,521 | 15,224,448 |
Morgan Stanley | 698,728 | 34,118,888 |
MSCI, Inc. | 45,851 | 8,265,101 |
Raymond James Financial, Inc. | 66,678 | 6,203,721 |
S&P Global, Inc. | 128,910 | 26,690,816 |
SEI Investments Co. | 66,142 | 4,172,237 |
T. Rowe Price Group, Inc. | 124,309 | 14,406,170 |
TD Ameritrade Holding Corp. | 138,894 | 8,135,022 |
The Charles Schwab Corp. (b) | 612,730 | 31,120,557 |
449,339,490 | ||
Energy 2.8% | ||
Anadarko Petroleum Corp. | 263,910 | 16,995,804 |
Antero Resources Corp. * | 114,808 | 2,125,096 |
Baker Hughes a GE Co. | 213,490 | 7,038,765 |
Cabot Oil & Gas Corp. | 234,813 | 5,595,594 |
Cheniere Energy, Inc. * | 106,278 | 7,113,187 |
Cimarex Energy Co. | 48,292 | 4,079,708 |
Concho Resources, Inc. * | 97,378 | 13,355,393 |
Continental Resources, Inc. * | 44,222 | 2,916,441 |
Core Laboratories N.V. | 22,518 | 2,579,437 |
Diamondback Energy, Inc. | 50,764 | 6,146,505 |
EOG Resources, Inc. | 296,963 | 35,109,935 |
EQT Corp. | 129,492 | 6,606,682 |
Halliburton Co. | 449,850 | 17,944,516 |
Parsley Energy, Inc., Class A * | 132,418 | 3,677,248 |
Pioneer Natural Resources Co. | 87,145 | 15,224,232 |
Schlumberger Ltd. | 710,874 | 44,898,802 |
Weatherford International plc * | 500,915 | 1,212,214 |
192,619,559 | ||
Food & Staples Retailing 1.2% | ||
Casey's General Stores, Inc. | 20,455 | 2,335,347 |
Costco Wholesale Corp. | 224,633 | 52,368,691 |
US Foods Holding Corp. * | 70,033 | 2,282,376 |
Walgreens Boots Alliance, Inc. | 436,308 | 29,913,277 |
86,899,691 | ||
Food, Beverage & Tobacco 1.1% | ||
Brown-Forman Corp., Class A | 31,734 | 1,670,478 |
Brown-Forman Corp., Class B | 133,845 | 6,989,386 |
Constellation Brands, Inc., Class A | 86,128 | 17,931,850 |
Molson Coors Brewing Co., Class B | 94,908 | 6,334,160 |
Monster Beverage Corp. * | 211,319 | 12,867,214 |
Post Holdings, Inc. * | 34,648 | 3,369,864 |
The Hain Celestial Group, Inc. * | 54,619 | 1,559,919 |
The Hershey Co. | 71,170 | 7,154,008 |
The J.M. Smucker Co. | 58,624 | 6,060,549 |
Security | Number of Shares | Value ($) |
TreeHouse Foods, Inc. * | 29,105 | 1,516,370 |
Tyson Foods, Inc., Class A | 152,926 | 9,605,282 |
75,059,080 | ||
Health Care Equipment & Services 9.8% | ||
ABIOMED, Inc. * | 21,620 | 8,790,260 |
Aetna, Inc. | 167,295 | 33,504,170 |
Align Technology, Inc. * | 37,142 | 14,355,012 |
AmerisourceBergen Corp. | 82,977 | 7,465,441 |
Becton Dickinson & Co. | 136,963 | 35,866,501 |
Boston Scientific Corp. * | 707,806 | 25,169,581 |
Centene Corp. * | 106,136 | 15,546,801 |
Cerner Corp. * | 162,622 | 10,588,318 |
Cigna Corp. | 124,878 | 23,519,523 |
Danaher Corp. | 315,189 | 32,634,669 |
DaVita, Inc. * | 71,691 | 4,967,469 |
DENTSPLY SIRONA, Inc. | 116,019 | 4,631,479 |
DexCom, Inc. * | 45,603 | 6,584,161 |
Edwards Lifesciences Corp. * | 108,208 | 15,607,922 |
Envision Healthcare Corp. * | 63,276 | 2,870,199 |
Express Scripts Holding Co. * | 288,691 | 25,410,582 |
HCA Healthcare, Inc. | 143,614 | 19,260,074 |
Henry Schein, Inc. * | 78,880 | 6,127,398 |
Hologic, Inc. * | 140,340 | 5,579,918 |
Humana, Inc. | 70,339 | 23,441,175 |
IDEXX Laboratories, Inc. * | 44,488 | 11,301,732 |
Intuitive Surgical, Inc. * | 58,128 | 32,551,680 |
Laboratory Corp. of America Holdings * | 52,607 | 9,094,172 |
McKesson Corp. | 103,746 | 13,357,298 |
MEDNAX, Inc. * | 47,838 | 2,265,129 |
Medtronic plc | 694,486 | 66,955,395 |
ResMed, Inc. | 73,352 | 8,172,146 |
STERIS plc | 42,517 | 4,864,795 |
Stryker Corp. | 164,755 | 27,914,440 |
Teleflex, Inc. | 23,324 | 5,771,057 |
The Cooper Cos., Inc. | 25,392 | 6,494,766 |
UnitedHealth Group, Inc. | 492,637 | 132,253,329 |
Universal Health Services, Inc., Class B | 44,549 | 5,798,498 |
Varian Medical Systems, Inc. * | 46,611 | 5,221,364 |
Veeva Systems, Inc., Class A * | 61,042 | 6,370,343 |
WellCare Health Plans, Inc. * | 25,111 | 7,597,835 |
West Pharmaceutical Services, Inc. | 37,744 | 4,417,935 |
672,322,567 | ||
Household & Personal Products 0.6% | ||
Church & Dwight Co., Inc. | 124,855 | 7,064,296 |
Coty, Inc., Class A | 245,810 | 3,038,212 |
Herbalife Nutrition Ltd. * | 59,284 | 3,354,881 |
The Clorox Co. | 66,306 | 9,613,044 |
The Estee Lauder Cos., Inc., Class A | 114,992 | 16,112,679 |
39,183,112 | ||
Insurance 1.0% | ||
Alleghany Corp. | 7,762 | 4,903,876 |
Aon plc | 125,024 | 18,198,494 |
Arch Capital Group Ltd. * | 210,373 | 6,431,103 |
Athene Holding Ltd., Class A * | 63,867 | 3,171,635 |
Erie Indemnity Co., Class A | 8,899 | 1,099,294 |
Everest Re Group Ltd. | 20,822 | 4,643,722 |
Markel Corp. * | 7,135 | 8,624,788 |
RenaissanceRe Holdings Ltd. | 20,921 | 2,781,656 |
W.R. Berkley Corp. | 49,281 | 3,856,731 |
Security | Number of Shares | Value ($) |
Willis Towers Watson plc | 67,724 | 9,973,714 |
XL Group Ltd. | 134,747 | 7,733,130 |
71,418,143 | ||
Materials 1.8% | ||
Alcoa Corp. * | 88,814 | 3,967,321 |
Axalta Coating Systems Ltd. * | 111,165 | 3,390,533 |
Ball Corp. | 177,522 | 7,434,621 |
Berry Global Group, Inc. * | 68,177 | 3,254,088 |
Crown Holdings, Inc. * | 69,467 | 2,973,882 |
Ecolab, Inc. | 133,399 | 20,073,882 |
FMC Corp. | 69,434 | 5,933,135 |
International Flavors & Fragrances, Inc. | 40,068 | 5,220,460 |
Martin Marietta Materials, Inc. | 32,217 | 6,402,162 |
NewMarket Corp. | 4,636 | 1,859,222 |
Packaging Corp. of America | 48,137 | 5,291,219 |
Praxair, Inc. | 147,665 | 23,359,126 |
Royal Gold, Inc. | 33,860 | 2,582,164 |
Sealed Air Corp. | 84,345 | 3,383,078 |
The Sherwin-Williams Co. | 42,192 | 19,221,831 |
Vulcan Materials Co. | 68,100 | 7,545,480 |
121,892,204 | ||
Media 3.5% | ||
Altice USA, Inc., Class A | 58,586 | 1,049,861 |
Charter Communications, Inc., Class A * | 95,259 | 29,568,394 |
Comcast Corp., Class A | 2,355,367 | 87,125,025 |
Discovery, Inc., Class A *(a) | 82,413 | 2,293,554 |
Discovery, Inc., Class C * | 172,828 | 4,431,310 |
GCI Liberty, Inc., Class A * | 51,693 | 2,537,093 |
Liberty Global plc, Class A * | 113,696 | 3,048,190 |
Liberty Global plc, Class C * | 303,911 | 7,868,256 |
Liberty Media Corp. - Liberty Formula One, Class A * | 11,348 | 396,953 |
Liberty Media Corp. - Liberty Formula One, Class C * | 103,828 | 3,837,483 |
Liberty Media Corp. - Liberty SiriusXM, Class A * | 43,258 | 2,021,879 |
Liberty Media Corp. - Liberty SiriusXM, Class C * | 86,860 | 4,085,894 |
Lions Gate Entertainment Corp., Class A | 33,275 | 782,628 |
Lions Gate Entertainment Corp., Class B | 57,807 | 1,297,767 |
Live Nation Entertainment, Inc. * | 69,656 | 3,460,510 |
Sirius XM Holdings, Inc. (a) | 741,454 | 5,264,323 |
The Walt Disney Co. | 762,404 | 85,404,496 |
244,473,616 | ||
Pharmaceuticals, Biotechnology & Life Sciences 6.1% | ||
Alexion Pharmaceuticals, Inc. * | 114,180 | 13,957,363 |
Alkermes plc * | 80,280 | 3,599,755 |
Allergan plc | 174,012 | 33,359,841 |
Alnylam Pharmaceuticals, Inc. * | 42,681 | 5,235,678 |
Amgen, Inc. | 341,399 | 68,214,934 |
Biogen, Inc. * | 108,225 | 38,256,455 |
BioMarin Pharmaceutical, Inc. * | 90,259 | 9,024,095 |
Celgene Corp. * | 363,105 | 34,295,267 |
Exelixis, Inc. * | 147,536 | 2,772,201 |
Illumina, Inc. * | 75,568 | 26,813,794 |
Incyte Corp. * | 89,552 | 6,618,788 |
Ionis Pharmaceuticals, Inc. * | 70,406 | 3,216,850 |
IQVIA Holdings, Inc. * | 82,882 | 10,533,473 |
Jazz Pharmaceuticals plc * | 30,529 | 5,218,017 |
Mettler-Toledo International, Inc. * | 12,888 | 7,532,521 |
Mylan N.V. * | 265,815 | 10,401,341 |
PerkinElmer, Inc. | 57,124 | 5,279,971 |
Security | Number of Shares | Value ($) |
Perrigo Co., plc | 65,275 | 4,994,190 |
Regeneron Pharmaceuticals, Inc. * | 39,501 | 16,067,032 |
Seattle Genetics, Inc. * | 53,689 | 4,121,168 |
Syneos Health, Inc. * | 30,842 | 1,537,474 |
TESARO, Inc. * | 18,700 | 606,815 |
Thermo Fisher Scientific, Inc. | 206,428 | 49,356,935 |
United Therapeutics Corp. * | 22,763 | 2,799,621 |
Vertex Pharmaceuticals, Inc. * | 130,769 | 24,113,804 |
Waters Corp. * | 40,819 | 7,734,384 |
Zoetis, Inc. | 247,914 | 22,461,008 |
418,122,775 | ||
Real Estate 4.1% | ||
Alexandria Real Estate Equities, Inc. | 52,874 | 6,786,378 |
American Campus Communities, Inc. | 69,800 | 2,926,714 |
American Homes 4 Rent, Class A | 133,506 | 3,097,339 |
American Tower Corp. | 226,711 | 33,807,144 |
Apartment Investment & Management Co., Class A | 79,576 | 3,485,429 |
AvalonBay Communities, Inc. | 71,095 | 13,031,003 |
Boston Properties, Inc. | 79,509 | 10,371,949 |
CBRE Group, Inc., Class A * | 154,629 | 7,547,441 |
Crown Castle International Corp. | 212,102 | 24,185,991 |
Digital Realty Trust, Inc. | 105,584 | 13,121,980 |
Duke Realty Corp. | 184,142 | 5,246,206 |
Equinix, Inc. | 40,856 | 17,818,527 |
Equity LifeStyle Properties, Inc. | 45,786 | 4,435,748 |
Essex Property Trust, Inc. | 33,872 | 8,341,996 |
Extra Space Storage, Inc. | 65,091 | 6,002,041 |
Federal Realty Investment Trust | 37,402 | 4,885,075 |
Forest City Realty Trust, Inc., Class A | 134,332 | 3,378,450 |
Highwoods Properties, Inc. | 53,108 | 2,641,592 |
Invitation Homes, Inc. | 143,812 | 3,360,886 |
JBG SMITH Properties | 51,398 | 1,925,369 |
Jones Lang LaSalle, Inc. | 23,119 | 3,526,110 |
Kilroy Realty Corp. | 49,996 | 3,656,707 |
Mid-America Apartment Communities, Inc. | 58,773 | 6,086,532 |
Park Hotels & Resorts, Inc. | 103,408 | 3,458,998 |
Public Storage | 76,971 | 16,362,495 |
Realogy Holdings Corp. | 66,477 | 1,421,943 |
SBA Communications Corp. * | 59,149 | 9,181,699 |
Simon Property Group, Inc. | 158,497 | 29,009,706 |
Sun Communities, Inc. | 40,792 | 4,208,919 |
The Macerich Co. | 56,794 | 3,336,080 |
UDR, Inc. | 135,240 | 5,405,543 |
Vornado Realty Trust | 87,893 | 6,767,761 |
Welltower, Inc. | 191,240 | 12,757,620 |
281,577,371 | ||
Retailing 12.7% | ||
Advance Auto Parts, Inc. | 37,829 | 6,205,091 |
Amazon.com, Inc. * | 206,517 | 415,658,831 |
AutoNation, Inc. * | 29,288 | 1,328,211 |
AutoZone, Inc. * | 13,669 | 10,482,483 |
Booking Holdings, Inc. * | 24,744 | 48,289,153 |
Burlington Stores, Inc. * | 34,482 | 5,799,183 |
CarMax, Inc. * | 92,093 | 7,187,859 |
Dollar General Corp. | 130,469 | 14,055,425 |
Dollar Tree, Inc. * | 123,198 | 9,918,671 |
Expedia Group, Inc. | 62,011 | 8,092,435 |
LKQ Corp. * | 159,746 | 5,514,432 |
Lowe's Cos., Inc. | 420,711 | 45,752,321 |
Netflix, Inc. * | 222,972 | 81,982,345 |
O'Reilly Automotive, Inc. * | 41,960 | 14,074,223 |
Qurate Retail, Inc. * | 230,132 | 4,784,444 |
Security | Number of Shares | Value ($) |
Ross Stores, Inc. | 194,578 | 18,636,681 |
The Home Depot, Inc. | 591,414 | 118,738,189 |
The Michaels Cos., Inc. * | 53,626 | 911,106 |
The TJX Cos., Inc. | 322,894 | 35,508,653 |
Tiffany & Co. | 51,765 | 6,348,977 |
Tractor Supply Co. | 63,320 | 5,589,890 |
TripAdvisor, Inc. * | 55,433 | 3,010,566 |
Ulta Salon, Cosmetics & Fragrance, Inc. * | 29,204 | 7,593,040 |
875,462,209 | ||
Semiconductors & Semiconductor Equipment 2.4% | ||
Broadcom, Inc. | 205,775 | 45,070,898 |
Lam Research Corp. | 84,156 | 14,566,562 |
NVIDIA Corp. | 311,385 | 87,399,542 |
ON Semiconductor Corp. * | 217,304 | 4,637,268 |
Qorvo, Inc. * | 65,069 | 5,211,376 |
Skyworks Solutions, Inc. | 93,174 | 8,506,786 |
165,392,432 | ||
Software & Services 22.2% | ||
Accenture plc, Class A | 329,858 | 55,769,092 |
Activision Blizzard, Inc. | 390,585 | 28,161,179 |
Adobe Systems, Inc. * | 252,441 | 66,520,728 |
Akamai Technologies, Inc. * | 88,099 | 6,619,759 |
Alliance Data Systems Corp. | 24,735 | 5,901,276 |
Alphabet, Inc., Class A * | 153,167 | 188,671,111 |
Alphabet, Inc., Class C * | 155,757 | 189,741,620 |
ANSYS, Inc. * | 42,850 | 7,969,243 |
Autodesk, Inc. * | 112,512 | 17,366,227 |
Automatic Data Processing, Inc. | 225,458 | 33,085,961 |
Cadence Design Systems, Inc. * | 145,304 | 6,835,100 |
CDK Global, Inc. | 63,313 | 3,945,666 |
Citrix Systems, Inc. * | 66,422 | 7,573,436 |
Cognizant Technology Solutions Corp., Class A | 300,597 | 23,575,823 |
Dell Technologies, Inc., Class V * | 102,028 | 9,812,033 |
DocuSign, Inc. * | 10,788 | 673,603 |
eBay, Inc. * | 474,620 | 16,426,598 |
Electronic Arts, Inc. * | 156,862 | 17,789,719 |
Facebook, Inc., Class A * | 1,230,111 | 216,167,406 |
Fidelity National Information Services, Inc. | 169,036 | 18,284,624 |
First Data Corp., Class A * | 284,357 | 7,313,662 |
Fiserv, Inc. * | 209,820 | 16,800,287 |
FleetCor Technologies, Inc. * | 45,959 | 9,823,277 |
Fortinet, Inc. * | 76,050 | 6,369,948 |
Gartner, Inc. * | 46,848 | 7,015,956 |
Global Payments, Inc. | 82,130 | 10,231,755 |
IAC/InterActiveCorp * | 39,915 | 7,871,238 |
Intuit, Inc. | 125,031 | 27,440,554 |
Jack Henry & Associates, Inc. | 39,581 | 6,271,214 |
LogMeIn, Inc. | 26,220 | 2,253,609 |
Mastercard, Inc., Class A | 470,332 | 101,384,766 |
Nuance Communications, Inc. * | 138,337 | 2,257,660 |
PayPal Holdings, Inc. * | 572,899 | 52,895,765 |
PTC, Inc. * | 59,478 | 5,944,231 |
Red Hat, Inc. * | 91,226 | 13,476,817 |
Sabre Corp. | 129,527 | 3,381,950 |
salesforce.com, Inc. * | 361,653 | 55,217,180 |
ServiceNow, Inc. * | 90,485 | 17,767,635 |
Snap, Inc., Class A *(a) | 132,279 | 1,441,841 |
Splunk, Inc. * | 74,351 | 9,528,081 |
Square, Inc., Class A * | 148,794 | 13,189,100 |
SS&C Technologies Holdings, Inc. | 102,261 | 6,068,168 |
Synopsys, Inc. * | 76,416 | 7,805,130 |
Take-Two Interactive Software, Inc. * | 58,810 | 7,854,664 |
Security | Number of Shares | Value ($) |
The Ultimate Software Group, Inc. * | 15,044 | 4,658,675 |
Total System Services, Inc. | 84,424 | 8,200,947 |
Twitter, Inc. * | 336,077 | 11,823,189 |
Tyler Technologies, Inc. * | 18,301 | 4,519,432 |
VeriSign, Inc. * | 48,708 | 7,725,576 |
Visa, Inc., Class A | 916,447 | 134,616,900 |
VMware, Inc., Class A * | 35,646 | 5,463,106 |
Workday, Inc., Class A * | 74,362 | 11,491,903 |
Worldpay, Inc., Class A * | 151,911 | 14,794,612 |
Zillow Group, Inc., Class A * | 26,622 | 1,280,518 |
Zillow Group, Inc., Class C * | 60,935 | 2,964,488 |
1,528,034,038 | ||
Technology Hardware & Equipment 9.3% | ||
Amphenol Corp., Class A | 153,431 | 14,511,504 |
Apple, Inc. | 2,520,909 | 573,834,516 |
Arista Networks, Inc. * | 24,418 | 7,300,493 |
CDW Corp. | 78,337 | 6,859,188 |
Cognex Corp. | 89,919 | 4,837,642 |
CommScope Holding Co., Inc. * | 98,471 | 3,120,546 |
F5 Networks, Inc. * | 31,492 | 5,955,767 |
IPG Photonics Corp. * | 19,347 | 3,395,011 |
Juniper Networks, Inc. | 180,491 | 5,131,359 |
Palo Alto Networks, Inc. * | 47,032 | 10,871,447 |
Trimble, Inc. * | 129,178 | 5,438,394 |
641,255,867 | ||
Telecommunication Services 0.2% | ||
Sprint Corp. * | 356,284 | 2,176,895 |
T-Mobile US, Inc. * | 151,484 | 10,004,003 |
Zayo Group Holdings, Inc. * | 95,490 | 3,309,684 |
15,490,582 | ||
Transportation 2.2% | ||
Alaska Air Group, Inc. | 63,224 | 4,266,988 |
AMERCO | 3,467 | 1,299,744 |
FedEx Corp. | 125,893 | 30,711,597 |
Genesee & Wyoming, Inc., Class A * | 30,851 | 2,711,494 |
J.B. Hunt Transport Services, Inc. | 43,971 | 5,309,498 |
JetBlue Airways Corp. * | 165,276 | 3,153,466 |
Kansas City Southern | 53,470 | 6,200,381 |
Old Dominion Freight Line, Inc. | 35,116 | 5,351,679 |
Southwest Airlines Co. | 272,801 | 16,722,701 |
Union Pacific Corp. | 397,045 | 59,802,918 |
United Continental Holdings, Inc. * | 120,931 | 10,571,788 |
XPO Logistics, Inc. * | 53,995 | 5,750,468 |
151,852,722 | ||
Total Common Stock | ||
(Cost $4,767,871,452) | 6,880,228,169 | |
Other Investment Companies 0.3% of net assets | ||
Money Market Fund 0.0% | ||
State Street Institutional U.S. Government Money Market Fund, Premier Class 1.87% (c) | 2,596,761 | 2,596,761 |
Security | Number of Shares | Value ($) |
Securities Lending Collateral 0.3% | ||
Wells Fargo Government Money Market Fund, Select Class 1.87% (c) | 17,637,623 | 17,637,623 |
Total Other Investment Companies | ||
(Cost $20,234,384) | 20,234,384 |
Number of Contracts | Notional Amount ($) | Current Value/ Unrealized Appreciation ($) | ||
Futures Contracts | ||||
Long | ||||
Russell 1000 Index,e-mini expires 09/21/18 | 77 | 6,015,240 | 162,546 |
* | Non-income producing security. |
(a) | All or a portion of this security is on loan. Securities on loan were valued at $17,186,881. |
(b) | Issuer is affiliated with the fund’s investment adviser. |
(c) | The rate shown is the 7-day yield. |
Security | Number of Shares | Value ($) |
Common Stock 99.8% of net assets | ||
Automobiles & Components 1.1% | ||
Adient plc | 33,712 | 1,459,392 |
Aptiv plc | 95,026 | 8,363,238 |
Autoliv, Inc. | 30,787 | 2,742,814 |
BorgWarner, Inc. | 70,258 | 3,075,193 |
Ford Motor Co. | 1,395,931 | 13,233,426 |
General Motors Co. | 452,355 | 16,307,398 |
Harley-Davidson, Inc. | 59,765 | 2,547,184 |
The Goodyear Tire & Rubber Co. | 83,900 | 1,903,691 |
Veoneer, Inc. * | 30,661 | 1,531,210 |
51,163,546 | ||
Banks 11.5% | ||
Bank of America Corp. | 3,364,337 | 104,058,943 |
BB&T Corp. | 278,150 | 14,369,229 |
BOK Financial Corp. | 8,898 | 912,490 |
Citigroup, Inc. | 910,370 | 64,854,759 |
Citizens Financial Group, Inc. | 172,738 | 7,109,896 |
Comerica, Inc. | 61,212 | 5,966,946 |
Cullen/Frost Bankers, Inc. | 20,460 | 2,268,809 |
Fifth Third Bancorp | 243,614 | 7,169,560 |
Huntington Bancshares, Inc. | 393,850 | 6,384,308 |
JPMorgan Chase & Co. | 1,214,389 | 139,144,692 |
KeyCorp | 378,078 | 7,966,103 |
M&T Bank Corp. | 51,721 | 9,162,375 |
New York Community Bancorp, Inc. | 178,009 | 1,917,157 |
People's United Financial, Inc. | 125,001 | 2,313,769 |
Regions Financial Corp. | 399,948 | 7,782,988 |
SunTrust Banks, Inc. | 165,864 | 12,200,956 |
TFS Financial Corp. | 19,839 | 306,314 |
The PNC Financial Services Group, Inc. | 167,314 | 24,016,252 |
U.S. Bancorp | 556,503 | 30,112,377 |
Wells Fargo & Co. | 1,564,572 | 91,496,171 |
539,514,094 | ||
Capital Goods 7.0% | ||
AGCO Corp. | 23,840 | 1,422,294 |
Allison Transmission Holdings, Inc. | 46,464 | 2,307,402 |
Arconic, Inc. | 150,210 | 3,361,700 |
Caterpillar, Inc. | 213,275 | 29,613,234 |
Donaldson Co., Inc. | 46,223 | 2,338,884 |
Eaton Corp. plc | 155,390 | 12,919,125 |
Emerson Electric Co. | 224,746 | 17,244,761 |
Flowserve Corp. | 47,431 | 2,472,104 |
Fluor Corp. | 50,080 | 2,875,093 |
General Dynamics Corp. | 98,472 | 19,044,485 |
General Electric Co. | 3,097,050 | 40,075,827 |
GrafTech International Ltd. | 13,143 | 242,883 |
Harris Corp. | 42,142 | 6,848,496 |
Honeywell International, Inc. | 266,726 | 42,425,438 |
Illinois Tool Works, Inc. | 108,629 | 15,086,396 |
Ingersoll-Rand plc | 88,636 | 8,977,940 |
Jacobs Engineering Group, Inc. | 43,483 | 3,160,779 |
Johnson Controls International plc | 329,459 | 12,443,666 |
Security | Number of Shares | Value ($) |
L3 Technologies, Inc. | 28,267 | 6,041,223 |
Lincoln Electric Holdings, Inc. | 22,214 | 2,091,670 |
Masco Corp. | 109,898 | 4,172,827 |
PACCAR, Inc. | 125,598 | 8,593,415 |
Parker-Hannifin Corp. | 47,265 | 8,299,734 |
Raytheon Co. | 102,736 | 20,489,668 |
Rockwell Automation, Inc. | 45,079 | 8,157,496 |
Rockwell Collins, Inc. | 58,412 | 7,941,111 |
United Technologies Corp. | 265,475 | 34,963,057 |
Xylem, Inc. | 63,854 | 4,847,157 |
328,457,865 | ||
Commercial & Professional Services 0.6% | ||
ManpowerGroup, Inc. | 23,567 | 2,208,935 |
Nielsen Holdings plc | 118,537 | 3,081,962 |
Republic Services, Inc. | 79,667 | 5,844,371 |
The Dun & Bradstreet Corp. | 13,360 | 1,909,411 |
Waste Management, Inc. | 142,467 | 12,950,251 |
25,994,930 | ||
Consumer Durables & Apparel 0.6% | ||
Garmin Ltd. | 39,045 | 2,660,526 |
Hanesbrands, Inc. | 127,414 | 2,234,842 |
Hasbro, Inc. | 40,567 | 4,028,709 |
Leggett & Platt, Inc. | 47,427 | 2,155,083 |
Mattel, Inc. * | 124,474 | 1,920,634 |
Tapestry, Inc. | 102,544 | 5,197,955 |
VF Corp. | 116,807 | 10,761,429 |
28,959,178 | ||
Consumer Services 1.9% | ||
Aramark | 87,897 | 3,610,809 |
Carnival Corp. | 144,417 | 8,880,201 |
Darden Restaurants, Inc. | 44,230 | 5,132,449 |
H&R Block, Inc. | 74,252 | 2,009,259 |
Las Vegas Sands Corp. | 129,104 | 8,445,984 |
McDonald's Corp. | 280,129 | 45,445,328 |
Service Corp. International | 65,281 | 2,739,191 |
Wyndham Destinations, Inc. | 36,618 | 1,618,515 |
Yum! Brands, Inc. | 115,047 | 9,996,434 |
87,878,170 | ||
Diversified Financials 4.0% | ||
AGNC Investment Corp. | 168,019 | 3,195,721 |
Ally Financial, Inc. | 153,567 | 4,127,881 |
American Express Co. | 254,177 | 26,937,678 |
Annaly Capital Management, Inc. | 415,630 | 4,413,991 |
Capital One Financial Corp. | 174,044 | 17,246,020 |
CME Group, Inc. | 121,205 | 21,178,150 |
Discover Financial Services | 124,054 | 9,691,098 |
Eaton Vance Corp. | 42,525 | 2,242,343 |
Franklin Resources, Inc. | 113,440 | 3,600,586 |
Invesco Ltd. | 148,545 | 3,579,935 |
Janus Henderson Group plc | 65,047 | 1,837,578 |
Lazard Ltd., Class A | 46,451 | 2,236,151 |
Security | Number of Shares | Value ($) |
Nasdaq, Inc. | 41,874 | 3,996,455 |
Northern Trust Corp. | 75,672 | 8,131,713 |
Santander Consumer USA Holdings, Inc. | 41,253 | 890,240 |
Starwood Property Trust, Inc. | 95,321 | 2,099,922 |
State Street Corp. | 130,317 | 11,325,850 |
Synchrony Financial | 251,969 | 7,979,858 |
The Bank of New York Mellon Corp. | 359,674 | 18,756,999 |
The Goldman Sachs Group, Inc. | 125,135 | 29,758,354 |
Voya Financial, Inc. | 61,469 | 3,077,753 |
186,304,276 | ||
Energy 8.7% | ||
Andeavor | 49,874 | 7,620,248 |
Apache Corp. | 136,742 | 5,993,402 |
Chevron Corp. | 681,389 | 80,717,341 |
ConocoPhillips | 417,782 | 30,677,732 |
Devon Energy Corp. | 187,171 | 8,035,251 |
Energen Corp. * | 35,183 | 2,728,442 |
Exxon Mobil Corp. | 1,510,123 | 121,066,561 |
Helmerich & Payne, Inc. | 39,466 | 2,587,786 |
Hess Corp. | 92,859 | 6,253,125 |
HollyFrontier Corp. | 63,201 | 4,709,739 |
Kinder Morgan, Inc. | 676,707 | 11,977,714 |
Marathon Oil Corp. | 307,152 | 6,606,840 |
Marathon Petroleum Corp. | 165,170 | 13,591,839 |
Murphy Oil Corp. | 59,507 | 1,834,601 |
National Oilwell Varco, Inc. | 136,220 | 6,411,875 |
Newfield Exploration Co. * | 70,397 | 1,920,430 |
Noble Energy, Inc. | 173,460 | 5,155,231 |
Occidental Petroleum Corp. | 272,591 | 21,771,843 |
ONEOK, Inc. | 146,641 | 9,665,108 |
Phillips 66 | 149,331 | 17,697,217 |
Range Resources Corp. | 79,734 | 1,309,232 |
Targa Resources Corp. | 78,303 | 4,312,146 |
TechnipFMC plc | 154,165 | 4,722,074 |
The Williams Cos., Inc. | 421,917 | 12,484,524 |
Valero Energy Corp. | 153,200 | 18,059,216 |
407,909,517 | ||
Food & Staples Retailing 1.5% | ||
Sysco Corp. | 171,875 | 12,859,687 |
The Kroger Co. | 288,579 | 9,090,239 |
Walmart, Inc. | 516,128 | 49,476,030 |
71,425,956 | ||
Food, Beverage & Tobacco 6.2% | ||
Altria Group, Inc. | 675,024 | 39,502,405 |
Archer-Daniels-Midland Co. | 198,516 | 10,005,206 |
Bunge Ltd. | 50,396 | 3,274,732 |
Campbell Soup Co. | 69,097 | 2,725,877 |
Conagra Brands, Inc. | 140,067 | 5,147,462 |
General Mills, Inc. | 210,978 | 9,707,098 |
Hormel Foods Corp. | 95,461 | 3,737,298 |
Ingredion, Inc. | 26,364 | 2,664,609 |
Kellogg Co. | 88,590 | 6,359,876 |
Keurig Dr Pepper, Inc. | 64,195 | 1,463,646 |
Lamb Weston Holdings, Inc. | 52,296 | 3,535,210 |
McCormick & Co., Inc. Non-Voting Shares | 43,411 | 5,421,166 |
Mondelez International, Inc., Class A | 524,986 | 22,427,402 |
PepsiCo, Inc. | 505,944 | 56,670,787 |
Philip Morris International, Inc. | 553,770 | 43,133,145 |
Pilgrim's Pride Corp. * | 18,481 | 341,714 |
Pinnacle Foods, Inc. | 42,455 | 2,819,861 |
Security | Number of Shares | Value ($) |
The Coca-Cola Co. | 1,367,437 | 60,946,667 |
The Kraft Heinz Co. | 214,008 | 12,470,246 |
292,354,407 | ||
Health Care Equipment & Services 2.7% | ||
Abbott Laboratories | 625,651 | 41,818,513 |
Anthem, Inc. | 90,822 | 24,043,308 |
Baxter International, Inc. | 175,918 | 13,083,022 |
Cardinal Health, Inc. | 111,874 | 5,838,704 |
CVS Health Corp. | 361,730 | 27,216,565 |
Quest Diagnostics, Inc. | 48,450 | 5,328,531 |
Zimmer Biomet Holdings, Inc. | 72,310 | 8,939,685 |
126,268,328 | ||
Household & Personal Products 2.4% | ||
Colgate-Palmolive Co. | 311,478 | 20,685,254 |
Edgewell Personal Care Co. * | 19,851 | 1,120,986 |
Kimberly-Clark Corp. | 124,962 | 14,438,109 |
The Procter & Gamble Co. | 896,920 | 74,399,514 |
110,643,863 | ||
Insurance 4.1% | ||
Aflac, Inc. | 277,651 | 12,838,582 |
American Financial Group, Inc. | 24,878 | 2,770,414 |
American International Group, Inc. | 319,983 | 17,013,496 |
Arthur J. Gallagher & Co. | 65,345 | 4,713,988 |
Assurant, Inc. | 18,629 | 1,915,434 |
Axis Capital Holdings Ltd. | 29,289 | 1,684,703 |
Brighthouse Financial, Inc. * | 42,623 | 1,769,281 |
Brown & Brown, Inc. | 82,726 | 2,521,488 |
Chubb Ltd. | 165,786 | 22,420,899 |
Cincinnati Financial Corp. | 53,768 | 4,122,393 |
CNA Financial Corp. | 10,084 | 452,772 |
Fidelity National Financial, Inc. | 97,683 | 3,917,088 |
Lincoln National Corp. | 78,317 | 5,136,029 |
Loews Corp. | 92,694 | 4,663,435 |
Marsh & McLennan Cos., Inc. | 181,528 | 15,362,715 |
MetLife, Inc. | 361,578 | 16,592,814 |
Principal Financial Group, Inc. | 94,799 | 5,231,957 |
Prudential Financial, Inc. | 149,646 | 14,702,720 |
Reinsurance Group of America, Inc. | 23,353 | 3,335,976 |
The Allstate Corp. | 125,404 | 12,611,880 |
The Hartford Financial Services Group, Inc. | 127,773 | 6,435,926 |
The Progressive Corp. | 208,711 | 14,094,254 |
The Travelers Cos., Inc. | 96,387 | 12,684,529 |
Torchmark Corp. | 37,349 | 3,283,724 |
Unum Group | 77,977 | 2,875,792 |
193,152,289 | ||
Materials 3.7% | ||
Air Products & Chemicals, Inc. | 78,098 | 12,986,916 |
Albemarle Corp. | 39,455 | 3,768,742 |
Ashland Global Holdings, Inc. | 22,369 | 1,883,470 |
Avery Dennison Corp. | 31,088 | 3,269,836 |
Celanese Corp., Series A | 48,654 | 5,684,247 |
CF Industries Holdings, Inc. | 83,721 | 4,349,306 |
DowDuPont, Inc. | 828,161 | 58,078,931 |
Eastman Chemical Co. | 50,590 | 4,908,748 |
Freeport-McMoRan, Inc. | 481,808 | 6,769,402 |
Huntsman Corp. | 75,285 | 2,295,440 |
International Paper Co. | 148,577 | 7,598,228 |
LyondellBasell Industries N.V., Class A | 114,612 | 12,925,941 |
Newmont Mining Corp. | 190,605 | 5,914,473 |
Nucor Corp. | 112,889 | 7,055,562 |
Security | Number of Shares | Value ($) |
PPG Industries, Inc. | 89,272 | 9,868,127 |
Reliance Steel & Aluminum Co. | 25,809 | 2,268,353 |
RPM International, Inc. | 47,287 | 3,191,872 |
Sonoco Products Co. | 35,677 | 1,999,339 |
Steel Dynamics, Inc. | 83,807 | 3,832,494 |
The Chemours Co. | 63,149 | 2,753,296 |
The Mosaic Co. | 124,263 | 3,885,704 |
W.R. Grace & Co. | 24,775 | 1,750,602 |
Westlake Chemical Corp. | 12,925 | 1,222,317 |
WestRock Co. | 91,521 | 5,040,977 |
173,302,323 | ||
Media 1.1% | ||
CBS Corp., Class B Non-Voting Shares | 124,183 | 6,584,183 |
DISH Network Corp., Class A * | 82,237 | 2,907,078 |
Liberty Broadband Corp., Class A * | 9,615 | 778,815 |
Liberty Broadband Corp., Class C * | 54,576 | 4,425,568 |
News Corp., Class A | 135,402 | 1,769,704 |
News Corp., Class B | 48,078 | 653,861 |
Omnicom Group, Inc. | 80,985 | 5,613,880 |
The Interpublic Group of Cos., Inc. | 138,551 | 3,235,166 |
Twenty-First Century Fox, Inc., Class A | 375,055 | 17,027,497 |
Twenty-First Century Fox, Inc., Class B | 156,415 | 7,023,033 |
Viacom, Inc., Class B | 129,193 | 3,782,771 |
53,801,556 | ||
Pharmaceuticals, Biotechnology & Life Sciences 9.5% | ||
AbbVie, Inc. | 540,587 | 51,885,540 |
Agilent Technologies, Inc. | 114,877 | 7,758,793 |
Bristol-Myers Squibb Co. | 583,024 | 35,302,103 |
Eli Lilly & Co. | 340,758 | 36,001,083 |
Gilead Sciences, Inc. | 463,851 | 35,127,436 |
Johnson & Johnson | 956,798 | 128,871,123 |
Merck & Co., Inc. | 959,565 | 65,816,563 |
Pfizer, Inc. | 2,086,847 | 86,645,887 |
447,408,528 | ||
Real Estate 2.2% | ||
Brixmor Property Group, Inc. | 107,679 | 1,961,911 |
Camden Property Trust | 32,676 | 3,106,181 |
Colony Capital, Inc. | 179,463 | 1,100,108 |
Douglas Emmett, Inc. | 56,696 | 2,214,546 |
Equity Residential | 131,367 | 8,900,114 |
Gaming & Leisure Properties, Inc. | 72,016 | 2,577,453 |
HCP, Inc. | 167,688 | 4,532,607 |
Healthcare Trust of America, Inc., Class A | 73,149 | 2,089,867 |
Host Hotels & Resorts, Inc. | 265,601 | 5,718,389 |
Iron Mountain, Inc. | 102,924 | 3,715,556 |
Kimco Realty Corp. | 151,529 | 2,592,661 |
Lamar Advertising Co., Class A | 30,247 | 2,330,531 |
Liberty Property Trust | 51,532 | 2,254,525 |
National Retail Properties, Inc. | 55,130 | 2,540,942 |
Omega Healthcare Investors, Inc. | 69,633 | 2,301,371 |
Prologis, Inc. | 223,984 | 15,047,245 |
Realty Income Corp. | 101,603 | 5,950,888 |
Regency Centers Corp. | 52,682 | 3,478,592 |
Senior Housing Properties Trust | 85,396 | 1,631,918 |
SL Green Realty Corp. | 31,503 | 3,288,913 |
Spirit Realty Capital, Inc. | 149,184 | 1,248,670 |
Ventas, Inc. | 127,086 | 7,608,639 |
VEREIT, Inc. | 346,864 | 2,712,476 |
VICI Properties, Inc. | 25,135 | 525,573 |
Weingarten Realty Investors | 42,700 | 1,320,711 |
Security | Number of Shares | Value ($) |
Weyerhaeuser Co. | 271,374 | 9,419,392 |
WP Carey, Inc. | 37,281 | 2,482,169 |
102,651,948 | ||
Retailing 1.1% | ||
Bed Bath & Beyond, Inc. | 52,561 | 942,945 |
Best Buy Co., Inc. | 87,213 | 6,938,666 |
Foot Locker, Inc. | 42,767 | 2,108,413 |
Genuine Parts Co. | 52,778 | 5,269,883 |
Kohl's Corp. | 59,502 | 4,707,203 |
L Brands, Inc. | 86,517 | 2,286,644 |
Macy's, Inc. | 108,921 | 3,981,063 |
Nordstrom, Inc. | 41,785 | 2,626,187 |
Signet Jewelers Ltd. | 21,329 | 1,369,322 |
Target Corp. | 189,617 | 16,591,488 |
The Gap, Inc. | 77,320 | 2,346,662 |
Williams-Sonoma, Inc. | 27,730 | 1,947,478 |
51,115,954 | ||
Semiconductors & Semiconductor Equipment 5.3% | ||
Advanced Micro Devices, Inc. * | 295,614 | 7,440,604 |
Analog Devices, Inc. | 132,637 | 13,111,167 |
Applied Materials, Inc. | 358,878 | 15,438,932 |
First Solar, Inc. * | 29,309 | 1,526,413 |
Intel Corp. | 1,661,271 | 80,455,354 |
KLA-Tencor Corp. | 55,861 | 6,491,607 |
Marvell Technology Group Ltd. | 206,719 | 4,274,949 |
Maxim Integrated Products, Inc. | 100,074 | 6,051,475 |
Microchip Technology, Inc. | 84,500 | 7,269,535 |
Micron Technology, Inc. * | 412,587 | 21,669,069 |
QUALCOMM, Inc. | 528,842 | 36,336,734 |
Teradyne, Inc. | 67,972 | 2,799,767 |
Texas Instruments, Inc. | 348,942 | 39,221,081 |
Xilinx, Inc. | 90,204 | 7,020,577 |
249,107,264 | ||
Software & Services 9.5% | ||
Broadridge Financial Solutions, Inc. | 41,961 | 5,670,610 |
CA, Inc. | 112,069 | 4,908,622 |
DXC Technology Co. | 102,023 | 9,293,275 |
International Business Machines Corp. | 304,578 | 44,614,585 |
Leidos Holdings, Inc. | 51,611 | 3,652,510 |
Microsoft Corp. | 2,741,301 | 307,930,341 |
Oracle Corp. | 1,062,371 | 51,609,983 |
Paychex, Inc. | 113,574 | 8,319,296 |
Symantec Corp. | 220,487 | 4,445,018 |
Teradata Corp. * | 43,516 | 1,804,609 |
The Western Union Co. | 162,804 | 3,080,252 |
445,329,101 | ||
Technology Hardware & Equipment 3.7% | ||
Arrow Electronics, Inc. * | 31,613 | 2,450,956 |
Avnet, Inc. | 42,716 | 2,067,454 |
Cisco Systems, Inc. | 1,676,872 | 80,104,176 |
Corning, Inc. | 295,524 | 9,903,009 |
FLIR Systems, Inc. | 48,456 | 3,040,129 |
Hewlett Packard Enterprise Co. | 543,905 | 8,990,750 |
HP, Inc. | 585,717 | 14,437,924 |
Jabil, Inc. | 61,772 | 1,825,980 |
Keysight Technologies, Inc. * | 66,519 | 4,316,418 |
Motorola Solutions, Inc. | 57,717 | 7,408,554 |
National Instruments Corp. | 37,566 | 1,793,777 |
NCR Corp. * | 41,971 | 1,192,396 |
NetApp, Inc. | 96,104 | 8,342,788 |
Security | Number of Shares | Value ($) |
Seagate Technology plc | 102,204 | 5,472,002 |
TE Connectivity Ltd. | 124,575 | 11,421,036 |
Western Digital Corp. | 107,794 | 6,816,893 |
Xerox Corp. | 76,200 | 2,122,932 |
171,707,174 | ||
Telecommunication Services 3.6% | ||
AT&T, Inc. | 2,588,433 | 82,674,550 |
CenturyLink, Inc. | 352,606 | 7,531,664 |
Verizon Communications, Inc. | 1,473,105 | 80,092,719 |
170,298,933 | ||
Transportation 2.1% | ||
American Airlines Group, Inc. | 147,394 | 5,966,509 |
C.H. Robinson Worldwide, Inc. | 50,329 | 4,835,610 |
CSX Corp. | 312,645 | 23,185,753 |
Delta Air Lines, Inc. | 230,585 | 13,484,611 |
Expeditors International of Washington, Inc. | 62,257 | 4,562,193 |
Macquarie Infrastructure Corp. | 28,734 | 1,351,648 |
Norfolk Southern Corp. | 100,681 | 17,502,385 |
United Parcel Service, Inc., Class B | 245,452 | 30,161,142 |
101,049,851 | ||
Utilities 5.7% | ||
AES Corp. | 232,568 | 3,130,365 |
Alliant Energy Corp. | 81,325 | 3,483,963 |
Ameren Corp. | 86,685 | 5,481,093 |
American Electric Power Co., Inc. | 175,206 | 12,567,526 |
American Water Works Co., Inc. | 63,454 | 5,554,129 |
Aqua America, Inc. | 63,756 | 2,370,448 |
Atmos Energy Corp. | 39,630 | 3,655,075 |
Avangrid, Inc. | 21,208 | 1,046,403 |
CenterPoint Energy, Inc. | 152,871 | 4,248,285 |
CMS Energy Corp. | 100,598 | 4,953,446 |
Consolidated Edison, Inc. | 110,781 | 8,743,944 |
Dominion Energy, Inc. | 231,959 | 16,415,738 |
DTE Energy Co. | 64,703 | 7,191,091 |
Duke Energy Corp. | 250,935 | 20,385,959 |
Edison International | 116,314 | 7,645,319 |
Entergy Corp. | 64,541 | 5,394,982 |
Evergy, Inc. | 96,714 | 5,517,534 |
Eversource Energy | 113,245 | 7,069,885 |
Exelon Corp. | 343,388 | 15,009,490 |
FirstEnergy Corp. | 160,301 | 5,992,051 |
National Fuel Gas Co. | 30,119 | 1,672,508 |
NextEra Energy, Inc. | 168,231 | 28,616,093 |
NiSource, Inc. | 120,673 | 3,266,618 |
NRG Energy, Inc. | 107,564 | 3,806,690 |
OGE Energy Corp. | 70,081 | 2,581,083 |
PG&E Corp. | 183,704 | 8,483,451 |
Pinnacle West Capital Corp. | 40,029 | 3,144,278 |
PPL Corp. | 251,395 | 7,476,487 |
Public Service Enterprise Group, Inc. | 181,559 | 9,504,614 |
SCANA Corp. | 51,805 | 1,986,204 |
Sempra Energy | 94,658 | 10,987,901 |
The Southern Co. | 360,218 | 15,770,344 |
UGI Corp. | 61,084 | 3,301,590 |
Vistra Energy Corp. * | 130,548 | 3,073,100 |
WEC Energy Group, Inc. | 112,529 | 7,604,710 |
Xcel Energy, Inc. | 181,429 | 8,717,664 |
265,850,061 | ||
Total Common Stock | ||
(Cost $3,828,204,675) | 4,681,649,112 | |
Security | Number of Shares | Value ($) |
Other Investment Company 0.0% of net assets | ||
Money Market Fund 0.0% | ||
State Street Institutional U.S. Government Money Market Fund, Premier Class 1.87% (a) | 2,009,483 | 2,009,483 |
Total Other Investment Company | ||
(Cost $2,009,483) | 2,009,483 |
Number of Contracts | Notional Amount ($) | Current Value/ Unrealized Appreciation ($) | ||
Futures Contracts | ||||
Long | ||||
Russell 1000 Index, e-mini, expires 09/21/18 | 162 | 10,104,750 | 97,190 |
* | Non-income producing security. |
(a) | The rate shown is the 7-day yield. |
Security | Number of Shares | Value ($) |
Common Stock 99.9% of net assets | ||
Automobiles & Components 1.5% | ||
Adient plc | 151,123 | 6,542,115 |
BorgWarner, Inc. | 320,350 | 14,021,719 |
Delphi Technologies plc | 143,775 | 5,065,193 |
Gentex Corp. | 442,873 | 10,354,371 |
Harley-Davidson, Inc. | 269,506 | 11,486,346 |
Lear Corp. | 107,167 | 17,382,487 |
The Goodyear Tire & Rubber Co. | 388,882 | 8,823,733 |
Thor Industries, Inc. | 79,313 | 7,569,633 |
81,245,597 | ||
Banks 4.4% | ||
Associated Banc-Corp. | 273,948 | 7,465,083 |
Bank OZK | 195,832 | 7,923,363 |
BankUnited, Inc. | 171,043 | 6,634,758 |
BOK Financial Corp. | 40,308 | 4,133,585 |
CIT Group, Inc. | 183,197 | 9,936,605 |
Commerce Bancshares, Inc. | 151,511 | 10,766,372 |
Cullen/Frost Bankers, Inc. | 93,942 | 10,417,228 |
East West Bancorp, Inc. | 234,379 | 14,857,285 |
F.N.B. Corp. | 523,869 | 7,046,038 |
First Hawaiian, Inc. | 146,395 | 4,243,991 |
Investors Bancorp, Inc. | 406,400 | 5,201,920 |
MGIC Investment Corp. * | 603,814 | 7,680,514 |
New York Community Bancorp, Inc. | 791,502 | 8,524,477 |
PacWest Bancorp | 202,613 | 10,229,930 |
People's United Financial, Inc. | 563,566 | 10,431,607 |
Pinnacle Financial Partners, Inc. | 119,597 | 7,719,986 |
Popular, Inc. | 165,981 | 8,355,484 |
Prosperity Bancshares, Inc. | 113,003 | 8,457,145 |
Signature Bank | 87,211 | 10,093,801 |
SVB Financial Group * | 85,781 | 27,685,818 |
Synovus Financial Corp. | 192,180 | 9,620,531 |
TFS Financial Corp. | 90,676 | 1,400,037 |
Webster Financial Corp. | 148,700 | 9,722,006 |
Western Alliance Bancorp * | 157,336 | 9,070,420 |
Zions Bancorp | 318,348 | 16,964,765 |
234,582,749 | ||
Capital Goods 10.4% | ||
A.O. Smith Corp. | 234,623 | 13,626,904 |
Acuity Brands, Inc. | 66,182 | 10,115,257 |
AECOM * | 258,689 | 8,702,298 |
AGCO Corp. | 107,250 | 6,398,535 |
Allegion plc | 153,474 | 13,386,002 |
Allison Transmission Holdings, Inc. | 200,843 | 9,973,863 |
BWX Technologies, Inc. | 160,434 | 9,837,813 |
Carlisle Cos., Inc. | 98,442 | 12,483,430 |
Colfax Corp. * | 159,470 | 5,568,692 |
Crane Co. | 82,294 | 7,511,796 |
Curtiss-Wright Corp. | 71,371 | 9,560,145 |
Donaldson Co., Inc. | 210,343 | 10,643,356 |
EMCOR Group, Inc. | 94,756 | 7,589,956 |
Flowserve Corp. | 211,844 | 11,041,309 |
Security | Number of Shares | Value ($) |
Fluor Corp. | 227,596 | 13,066,286 |
Fortune Brands Home & Security, Inc. | 236,492 | 12,529,346 |
Gardner Denver Holdings, Inc. * | 116,196 | 3,248,840 |
Gates Industrial Corp. plc * | 63,128 | 1,150,823 |
Graco, Inc. | 271,910 | 12,782,489 |
GrafTech International Ltd. | 58,948 | 1,089,359 |
HD Supply Holdings, Inc. * | 300,245 | 13,688,170 |
HEICO Corp. | 65,697 | 5,957,404 |
HEICO Corp., Class A | 115,731 | 8,621,960 |
Hexcel Corp. | 145,443 | 9,616,691 |
Hubbell, Inc. | 88,724 | 11,211,165 |
Huntington Ingalls Industries, Inc. | 71,787 | 17,549,768 |
IDEX Corp. | 124,396 | 19,058,711 |
ITT, Inc. | 140,947 | 8,331,377 |
Jacobs Engineering Group, Inc. | 195,656 | 14,222,235 |
Lennox International, Inc. | 59,978 | 13,363,698 |
Lincoln Electric Holdings, Inc. | 99,502 | 9,369,108 |
MSC Industrial Direct Co., Inc., Class A | 73,945 | 6,320,819 |
Nordson Corp. | 82,783 | 11,508,493 |
nVent Electric plc | 261,958 | 7,358,400 |
Oshkosh Corp. | 119,492 | 8,395,508 |
Owens Corning | 178,184 | 10,088,778 |
Quanta Services, Inc. * | 241,244 | 8,344,630 |
Regal Beloit Corp. | 70,984 | 5,941,361 |
Sensata Technologies Holding plc * | 276,961 | 14,665,085 |
Snap-on, Inc. | 91,781 | 16,225,045 |
Spirit AeroSystems Holdings, Inc., Class A | 172,523 | 14,750,716 |
Teledyne Technologies, Inc. * | 57,739 | 13,699,155 |
The Middleby Corp. * | 90,227 | 10,966,190 |
The Timken Co. | 109,816 | 5,342,548 |
The Toro Co. | 171,624 | 10,433,023 |
Trinity Industries, Inc. | 242,546 | 8,692,849 |
United Rentals, Inc. * | 135,492 | 21,119,138 |
USG Corp. * | 142,759 | 6,152,913 |
WABCO Holdings, Inc. * | 81,672 | 10,052,190 |
Wabtec Corp. | 139,075 | 15,064,604 |
Watsco, Inc. | 52,039 | 9,106,305 |
Woodward, Inc. | 89,798 | 7,234,127 |
Xylem, Inc. | 291,859 | 22,155,017 |
554,913,680 | ||
Commercial & Professional Services 2.6% | ||
ADT, Inc. (a) | 180,816 | 1,618,303 |
Clean Harbors, Inc. * | 82,359 | 5,649,004 |
Copart, Inc. * | 326,776 | 21,014,964 |
CoStar Group, Inc. * | 59,004 | 26,089,209 |
KAR Auction Services, Inc. | 218,285 | 13,684,287 |
ManpowerGroup, Inc. | 105,947 | 9,930,412 |
Robert Half International, Inc. | 200,078 | 15,642,098 |
Rollins, Inc. | 155,514 | 9,343,281 |
Stericycle, Inc. * | 138,687 | 8,555,601 |
The Dun & Bradstreet Corp. | 59,832 | 8,551,189 |
TransUnion | 244,779 | 18,431,859 |
138,510,207 | ||
Security | Number of Shares | Value ($) |
Consumer Durables & Apparel 3.4% | ||
Brunswick Corp. | 141,746 | 9,414,769 |
Carter's, Inc. | 75,760 | 8,025,257 |
Columbia Sportswear Co. | 47,577 | 4,315,234 |
Garmin Ltd. | 179,556 | 12,234,946 |
Hanesbrands, Inc. | 583,163 | 10,228,679 |
Leggett & Platt, Inc. | 213,027 | 9,679,947 |
Lululemon Athletica, Inc. * | 154,879 | 23,995,403 |
Mattel, Inc. * | 559,439 | 8,632,144 |
Michael Kors Holdings Ltd. * | 242,546 | 17,613,691 |
NVR, Inc. * | 5,436 | 14,505,694 |
Polaris Industries, Inc. | 94,874 | 10,289,085 |
PulteGroup, Inc. | 423,533 | 11,837,747 |
Ralph Lauren Corp. | 90,074 | 11,962,728 |
Skechers U.S.A., Inc., Class A * | 219,867 | 6,481,679 |
Tempur Sealy International, Inc. * | 74,897 | 4,148,545 |
Toll Brothers, Inc. | 228,663 | 8,284,461 |
Under Armour, Inc., Class A * | 299,594 | 6,126,697 |
Under Armour, Inc., Class C * | 305,006 | 5,785,964 |
183,562,670 | ||
Consumer Services 3.2% | ||
Aramark | 398,649 | 16,376,501 |
Bright Horizons Family Solutions, Inc. * | 94,947 | 11,339,520 |
Cracker Barrel Old Country Store, Inc. (a) | 38,724 | 5,773,361 |
Darden Restaurants, Inc. | 200,673 | 23,286,095 |
Domino's Pizza, Inc. | 68,424 | 20,428,669 |
Dunkin' Brands Group, Inc. | 134,804 | 9,825,864 |
Extended Stay America, Inc. | 308,625 | 6,228,053 |
H&R Block, Inc. | 337,415 | 9,130,450 |
Service Corp. International | 297,251 | 12,472,652 |
ServiceMaster Global Holdings, Inc. * | 218,804 | 13,187,317 |
Six Flags Entertainment Corp. | 125,722 | 8,492,521 |
Vail Resorts, Inc. | 65,507 | 19,524,361 |
Wyndham Destinations, Inc. | 160,732 | 7,104,354 |
Wyndham Hotels & Resorts, Inc. | 161,333 | 9,155,648 |
172,325,366 | ||
Diversified Financials 5.6% | ||
Affiliated Managers Group, Inc. | 88,134 | 12,875,496 |
AGNC Investment Corp. | 765,095 | 14,552,107 |
Cboe Global Markets, Inc. | 182,404 | 18,386,323 |
Chimera Investment Corp. | 301,620 | 5,619,181 |
Credit Acceptance Corp. * | 20,585 | 9,401,375 |
E*TRADE Financial Corp. * | 427,737 | 25,176,600 |
Eaton Vance Corp. | 192,280 | 10,138,925 |
FactSet Research Systems, Inc. | 62,901 | 14,428,860 |
Federated Investors, Inc., Class B | 155,321 | 3,597,234 |
Janus Henderson Group plc | 292,473 | 8,262,362 |
Jefferies Financial Group, Inc. | 490,918 | 11,399,116 |
Lazard Ltd., Class A | 209,705 | 10,095,199 |
Legg Mason, Inc. | 137,526 | 4,290,811 |
LPL Financial Holdings, Inc. | 143,427 | 9,500,605 |
MarketAxess Holdings, Inc. | 60,738 | 11,529,287 |
MFA Financial, Inc. | 726,343 | 5,563,787 |
Morningstar, Inc. | 29,690 | 4,225,481 |
MSCI, Inc. | 144,162 | 25,986,642 |
Navient Corp. | 429,476 | 5,858,053 |
New Residential Investment Corp. | 542,762 | 10,079,090 |
OneMain Holdings, Inc. * | 116,012 | 4,257,641 |
Raymond James Financial, Inc. | 210,501 | 19,585,013 |
Santander Consumer USA Holdings, Inc. | 187,730 | 4,051,213 |
SEI Investments Co. | 211,453 | 13,338,455 |
SLM Corp. * | 704,768 | 8,259,881 |
Starwood Property Trust, Inc. | 423,180 | 9,322,656 |
Security | Number of Shares | Value ($) |
Two Harbors Investment Corp. | 401,881 | 6,277,381 |
Voya Financial, Inc. | 273,098 | 13,674,017 |
299,732,791 | ||
Energy 3.3% | ||
Antero Resources Corp. * | 349,498 | 6,469,208 |
Centennial Resource Development, Inc., Class A * | 281,911 | 5,432,425 |
Chesapeake Energy Corp. * | 1,474,736 | 6,533,080 |
CNX Resources Corp. * | 316,442 | 5,044,085 |
Core Laboratories N.V. | 71,466 | 8,186,430 |
Diamondback Energy, Inc. | 159,910 | 19,361,903 |
Energen Corp. * | 157,414 | 12,207,456 |
Helmerich & Payne, Inc. | 175,951 | 11,537,107 |
HollyFrontier Corp. | 285,823 | 21,299,530 |
Murphy Oil Corp. | 263,832 | 8,133,941 |
Newfield Exploration Co. * | 321,237 | 8,763,345 |
Parsley Energy, Inc., Class A * | 418,092 | 11,610,415 |
Range Resources Corp. | 366,071 | 6,010,886 |
RPC, Inc. | 94,979 | 1,299,313 |
Targa Resources Corp. | 355,307 | 19,566,757 |
Transocean Ltd. * | 708,324 | 8,577,804 |
Weatherford International plc * | 1,621,941 | 3,925,097 |
WPX Energy, Inc. * | 639,719 | 12,199,441 |
176,158,223 | ||
Food & Staples Retailing 0.4% | ||
Casey's General Stores, Inc. | 60,871 | 6,949,642 |
Sprouts Farmers Market, Inc. * | 197,090 | 5,216,972 |
US Foods Holding Corp. * | 224,827 | 7,327,112 |
19,493,726 | ||
Food, Beverage & Tobacco 1.4% | ||
Flowers Foods, Inc. | 298,470 | 6,014,170 |
Ingredion, Inc. | 117,284 | 11,853,894 |
Lamb Weston Holdings, Inc. | 236,162 | 15,964,551 |
Lancaster Colony Corp. | 31,696 | 4,953,134 |
National Beverage Corp. * | 19,084 | 2,248,859 |
Pilgrim's Pride Corp. * | 86,150 | 1,592,913 |
Pinnacle Foods, Inc. | 193,056 | 12,822,779 |
Post Holdings, Inc. * | 108,960 | 10,597,450 |
Seaboard Corp. | 420 | 1,547,608 |
The Hain Celestial Group, Inc. * | 167,850 | 4,793,796 |
TreeHouse Foods, Inc. * | 90,107 | 4,694,575 |
77,083,729 | ||
Health Care Equipment & Services 5.0% | ||
ABIOMED, Inc. * | 68,446 | 27,828,775 |
Acadia Healthcare Co., Inc. * | 133,065 | 5,526,189 |
athenahealth, Inc. * | 65,314 | 10,051,825 |
DexCom, Inc. * | 142,836 | 20,622,662 |
Encompass Health Corp. | 159,521 | 13,015,318 |
Envision Healthcare Corp. * | 196,899 | 8,931,339 |
Hill-Rom Holdings, Inc. | 107,056 | 10,413,337 |
Masimo Corp. * | 77,408 | 9,125,629 |
Medidata Solutions, Inc. * | 95,655 | 8,128,762 |
MEDNAX, Inc. * | 152,346 | 7,213,583 |
Molina Healthcare, Inc. * | 76,644 | 10,576,872 |
Patterson Cos., Inc. | 132,595 | 2,990,017 |
ResMed, Inc. | 230,573 | 25,688,138 |
STERIS plc | 136,876 | 15,661,352 |
Teleflex, Inc. | 73,666 | 18,227,178 |
Varian Medical Systems, Inc. * | 147,627 | 16,537,177 |
Veeva Systems, Inc., Class A * | 193,007 | 20,142,210 |
Security | Number of Shares | Value ($) |
WellCare Health Plans, Inc. * | 79,793 | 24,142,968 |
West Pharmaceutical Services, Inc. | 119,101 | 13,940,772 |
268,764,103 | ||
Household & Personal Products 0.4% | ||
Edgewell Personal Care Co. * | 86,634 | 4,892,222 |
Herbalife Nutrition Ltd. * | 187,558 | 10,613,907 |
Nu Skin Enterprises, Inc., Class A | 90,007 | 7,164,557 |
22,670,686 | ||
Insurance 4.2% | ||
Alleghany Corp. | 24,740 | 15,630,237 |
American Financial Group, Inc. | 111,939 | 12,465,527 |
American National Insurance Co. | 14,190 | 1,821,145 |
AmTrust Financial Services, Inc. | 151,005 | 2,195,613 |
Arthur J. Gallagher & Co. | 295,162 | 21,292,987 |
Assurant, Inc. | 85,595 | 8,800,878 |
Assured Guaranty Ltd. | 181,322 | 7,387,058 |
Athene Holding Ltd., Class A * | 205,252 | 10,192,814 |
Axis Capital Holdings Ltd. | 135,274 | 7,780,960 |
Brighthouse Financial, Inc. * | 194,119 | 8,057,880 |
Brown & Brown, Inc. | 370,128 | 11,281,501 |
CNO Financial Group, Inc. | 269,346 | 5,820,567 |
Erie Indemnity Co., Class A | 30,084 | 3,716,277 |
Everest Re Group Ltd. | 66,467 | 14,823,470 |
First American Financial Corp. | 180,713 | 10,275,341 |
Old Republic International Corp. | 406,796 | 9,022,735 |
Reinsurance Group of America, Inc. | 104,353 | 14,906,826 |
RenaissanceRe Holdings Ltd. | 65,484 | 8,706,753 |
The Hanover Insurance Group, Inc. | 69,154 | 8,470,673 |
Torchmark Corp. | 170,387 | 14,980,425 |
Unum Group | 357,694 | 13,191,755 |
W.R. Berkley Corp. | 155,096 | 12,137,813 |
White Mountains Insurance Group Ltd. | 4,821 | 4,473,647 |
227,432,882 | ||
Materials 6.1% | ||
Alcoa Corp. * | 280,486 | 12,529,310 |
AptarGroup, Inc. | 101,136 | 10,589,951 |
Ashland Global Holdings, Inc. | 101,276 | 8,527,439 |
Avery Dennison Corp. | 142,232 | 14,959,962 |
Axalta Coating Systems Ltd. * | 356,917 | 10,885,968 |
Bemis Co., Inc. | 146,377 | 7,213,459 |
Berry Global Group, Inc. * | 212,784 | 10,156,180 |
CF Industries Holdings, Inc. | 378,432 | 19,659,542 |
Crown Holdings, Inc. * | 216,395 | 9,263,870 |
Eagle Materials, Inc. | 77,738 | 7,177,550 |
FMC Corp. | 218,166 | 18,642,285 |
Graphic Packaging Holding Co. | 503,277 | 7,156,599 |
Huntsman Corp. | 340,637 | 10,386,022 |
International Flavors & Fragrances, Inc. | 127,379 | 16,596,210 |
NewMarket Corp. | 14,869 | 5,963,064 |
Olin Corp. | 270,729 | 8,319,502 |
Owens-Illinois, Inc. * | 261,704 | 4,624,310 |
Packaging Corp. of America | 152,502 | 16,763,020 |
Reliance Steel & Aluminum Co. | 116,913 | 10,275,484 |
Royal Gold, Inc. | 105,812 | 8,069,223 |
RPM International, Inc. | 215,780 | 14,565,150 |
Sealed Air Corp. | 261,168 | 10,475,448 |
Silgan Holdings, Inc. | 120,588 | 3,286,023 |
Sonoco Products Co. | 161,307 | 9,039,644 |
Steel Dynamics, Inc. | 382,687 | 17,500,276 |
The Chemours Co. | 288,099 | 12,561,116 |
The Mosaic Co. | 567,835 | 17,756,200 |
The Scotts Miracle-Gro Co., Class A | 62,369 | 4,660,212 |
Security | Number of Shares | Value ($) |
Valvoline, Inc. | 315,252 | 6,784,223 |
W.R. Grace & Co. | 108,499 | 7,666,539 |
Westlake Chemical Corp. | 59,015 | 5,581,049 |
327,634,830 | ||
Media 2.4% | ||
Altice USA, Inc., Class A | 187,079 | 3,352,456 |
AMC Networks, Inc., Class A * | 73,933 | 4,643,732 |
Cable One, Inc. | 7,642 | 6,402,009 |
Cinemark Holdings, Inc. | 171,407 | 6,396,909 |
Discovery, Inc., Class A *(a) | 252,130 | 7,016,778 |
Discovery, Inc., Class C * | 554,600 | 14,219,944 |
GCI Liberty, Inc., Class A * | 163,189 | 8,009,316 |
Liberty Latin America Ltd., Class A * | 80,021 | 1,577,214 |
Liberty Latin America Ltd., Class C * | 182,841 | 3,589,169 |
Liberty Media Corp. - Liberty Formula One, Class A * | 40,826 | 1,428,094 |
Liberty Media Corp. - Liberty Formula One, Class C * | 328,322 | 12,134,781 |
Lions Gate Entertainment Corp., Class A | 105,952 | 2,491,991 |
Lions Gate Entertainment Corp., Class B | 181,281 | 4,069,759 |
Live Nation Entertainment, Inc. * | 219,733 | 10,916,335 |
News Corp., Class A | 619,789 | 8,100,642 |
News Corp., Class B | 199,529 | 2,713,594 |
TEGNA, Inc. | 349,713 | 4,070,659 |
The Interpublic Group of Cos., Inc. | 623,719 | 14,563,839 |
The Madison Square Garden Co., Class A * | 26,860 | 8,110,108 |
Tribune Media Co., Class A | 117,249 | 4,325,316 |
128,132,645 | ||
Pharmaceuticals, Biotechnology & Life Sciences 4.1% | ||
ACADIA Pharmaceuticals, Inc. * | 158,311 | 2,251,182 |
Akorn, Inc. * | 152,927 | 2,399,425 |
Alkermes plc * | 250,924 | 11,251,432 |
Alnylam Pharmaceuticals, Inc. * | 134,551 | 16,505,371 |
Bio-Rad Laboratories, Inc., Class A * | 32,668 | 10,626,900 |
Bio-Techne Corp. | 60,913 | 11,705,651 |
Bluebird Bio, Inc. * | 86,585 | 14,572,256 |
Bruker Corp. | 163,584 | 5,820,319 |
Catalent, Inc. * | 232,171 | 9,704,748 |
Charles River Laboratories International, Inc. * | 77,372 | 9,556,216 |
Exact Sciences Corp. * | 197,887 | 14,819,757 |
Exelixis, Inc. * | 456,606 | 8,579,627 |
Ionis Pharmaceuticals, Inc. * | 222,418 | 10,162,278 |
Jazz Pharmaceuticals plc * | 97,292 | 16,629,149 |
Neurocrine Biosciences, Inc. * | 145,854 | 17,932,749 |
OPKO Health, Inc. *(a) | 580,241 | 3,435,027 |
PerkinElmer, Inc. | 178,908 | 16,536,467 |
PRA Health Sciences, Inc. * | 93,363 | 9,859,133 |
Seattle Genetics, Inc. * | 171,744 | 13,183,069 |
Syneos Health, Inc. * | 98,193 | 4,894,921 |
TESARO, Inc. * | 61,694 | 2,001,970 |
United Therapeutics Corp. * | 70,390 | 8,657,266 |
221,084,913 | ||
Real Estate 10.1% | ||
Alexandria Real Estate Equities, Inc. | 167,055 | 21,441,509 |
American Campus Communities, Inc. | 221,490 | 9,287,076 |
American Homes 4 Rent, Class A | 422,434 | 9,800,469 |
Apartment Investment & Management Co., Class A | 254,341 | 11,140,136 |
Brixmor Property Group, Inc. | 489,310 | 8,915,228 |
Security | Number of Shares | Value ($) |
Camden Property Trust | 150,515 | 14,307,956 |
Colony Capital, Inc. | 799,964 | 4,903,779 |
CubeSmart | 294,276 | 8,990,132 |
CyrusOne, Inc. | 160,439 | 10,742,995 |
DDR Corp. | 246,500 | 3,448,535 |
Douglas Emmett, Inc. | 258,409 | 10,093,456 |
Duke Realty Corp. | 576,210 | 16,416,223 |
EPR Properties | 105,128 | 7,377,883 |
Equity Commonwealth * | 195,598 | 6,270,872 |
Equity LifeStyle Properties, Inc. | 143,435 | 13,895,983 |
Extra Space Storage, Inc. | 204,625 | 18,868,471 |
Forest City Realty Trust, Inc., Class A | 432,180 | 10,869,327 |
Gaming & Leisure Properties, Inc. | 326,053 | 11,669,437 |
Gramercy Property Trust | 259,205 | 7,089,257 |
Healthcare Realty Trust, Inc. | 202,383 | 6,265,778 |
Healthcare Trust of America, Inc., Class A | 332,209 | 9,491,211 |
Highwoods Properties, Inc. | 167,101 | 8,311,604 |
Hospitality Properties Trust | 265,474 | 7,696,091 |
Hudson Pacific Properties, Inc. | 253,151 | 8,566,630 |
Invitation Homes, Inc. | 462,333 | 10,804,722 |
Iron Mountain, Inc. | 456,709 | 16,487,195 |
Jones Lang LaSalle, Inc. | 73,584 | 11,223,032 |
Kilroy Realty Corp. | 160,468 | 11,736,630 |
Kimco Realty Corp. | 687,756 | 11,767,505 |
Lamar Advertising Co., Class A | 135,876 | 10,469,246 |
Liberty Property Trust | 238,837 | 10,449,119 |
Life Storage, Inc. | 75,509 | 7,369,678 |
Medical Properties Trust, Inc. | 590,688 | 8,889,854 |
National Retail Properties, Inc. | 248,350 | 11,446,452 |
Omega Healthcare Investors, Inc. | 320,898 | 10,605,679 |
Outfront Media, Inc. | 224,461 | 4,460,040 |
Paramount Group, Inc. | 328,357 | 5,214,309 |
Park Hotels & Resorts, Inc. | 325,102 | 10,874,662 |
Rayonier, Inc. | 210,596 | 7,335,059 |
Realogy Holdings Corp. | 203,837 | 4,360,073 |
Regency Centers Corp. | 238,883 | 15,773,444 |
Retail Properties of America, Inc., Class A | 353,260 | 4,497,000 |
Retail Value, Inc. * | 24,514 | 875,640 |
RLJ Lodging Trust | 284,210 | 6,227,041 |
Senior Housing Properties Trust | 384,725 | 7,352,095 |
Spirit Realty Capital, Inc. | 694,636 | 5,814,103 |
STORE Capital Corp. | 279,497 | 8,052,309 |
Sun Communities, Inc. | 129,626 | 13,374,811 |
Taubman Centers, Inc. | 98,935 | 6,392,190 |
The Howard Hughes Corp. * | 62,598 | 8,160,901 |
The Macerich Co. | 176,229 | 10,351,691 |
UDR, Inc. | 432,192 | 17,274,714 |
Uniti Group, Inc. | 267,418 | 5,567,643 |
VEREIT, Inc. | 1,562,372 | 12,217,749 |
VICI Properties, Inc. | 113,029 | 2,363,436 |
Weingarten Realty Investors | 193,458 | 5,983,656 |
WP Carey, Inc. | 173,257 | 11,535,451 |
541,167,167 | ||
Retailing 3.6% | ||
Advance Auto Parts, Inc. | 120,068 | 19,694,754 |
AutoNation, Inc. * | 96,070 | 4,356,775 |
Bed Bath & Beyond, Inc. | 227,544 | 4,082,139 |
Burlington Stores, Inc. * | 109,654 | 18,441,610 |
Dick's Sporting Goods, Inc. | 125,526 | 4,699,693 |
Floor & Decor Holdings, Inc., Class A * | 71,378 | 2,623,855 |
Foot Locker, Inc. | 190,043 | 9,369,120 |
Kohl's Corp. | 272,377 | 21,547,745 |
LKQ Corp. * | 502,516 | 17,346,852 |
Macy's, Inc. | 496,938 | 18,163,084 |
Nordstrom, Inc. | 189,873 | 11,933,518 |
Penske Automotive Group, Inc. | 57,487 | 3,025,541 |
Security | Number of Shares | Value ($) |
Pool Corp. | 65,476 | 10,755,088 |
Signet Jewelers Ltd. | 95,070 | 6,103,494 |
The Michaels Cos., Inc. * | 180,367 | 3,064,435 |
Tractor Supply Co. | 197,547 | 17,439,449 |
TripAdvisor, Inc. * | 172,870 | 9,388,570 |
Williams-Sonoma, Inc. | 123,943 | 8,704,517 |
190,740,239 | ||
Semiconductors & Semiconductor Equipment 2.6% | ||
Advanced Micro Devices, Inc. * | 1,334,013 | 33,577,107 |
Cypress Semiconductor Corp. | 579,611 | 9,975,105 |
First Solar, Inc. * | 132,055 | 6,877,424 |
Marvell Technology Group Ltd. | 943,657 | 19,514,827 |
MKS Instruments, Inc. | 88,646 | 8,235,214 |
Monolithic Power Systems, Inc. | 62,902 | 9,427,123 |
ON Semiconductor Corp. * | 691,848 | 14,764,036 |
Qorvo, Inc. * | 205,082 | 16,425,017 |
Teradyne, Inc. | 309,570 | 12,751,188 |
Universal Display Corp. | 67,591 | 8,273,139 |
139,820,180 | ||
Software & Services 13.9% | ||
Akamai Technologies, Inc. * | 275,671 | 20,713,919 |
ANSYS, Inc. * | 136,153 | 25,321,735 |
Aspen Technology, Inc. * | 115,294 | 13,300,316 |
Black Knight, Inc. * | 226,939 | 12,118,543 |
Booz Allen Hamilton Holding Corp. | 234,872 | 12,016,052 |
Broadridge Financial Solutions, Inc. | 190,906 | 25,799,037 |
Cadence Design Systems, Inc. * | 455,894 | 21,445,254 |
CDK Global, Inc. | 199,310 | 12,420,999 |
Ceridian HCM Holding, Inc. * | 34,991 | 1,347,154 |
DocuSign, Inc. * | 34,102 | 2,129,329 |
EPAM Systems, Inc. * | 81,999 | 11,720,117 |
Euronet Worldwide, Inc. * | 82,725 | 8,090,505 |
Fair Isaac Corp. * | 48,286 | 11,153,100 |
First Data Corp., Class A * | 897,266 | 23,077,682 |
Fortinet, Inc. * | 233,840 | 19,586,438 |
Gartner, Inc. * | 147,290 | 22,058,150 |
Genpact Ltd. | 242,932 | 7,443,436 |
GoDaddy, Inc., Class A * | 267,826 | 21,817,106 |
GrubHub, Inc. * | 146,021 | 21,043,086 |
Guidewire Software, Inc. * | 129,135 | 12,987,107 |
IAC/InterActiveCorp * | 125,771 | 24,802,041 |
Jack Henry & Associates, Inc. | 125,130 | 19,825,597 |
Leidos Holdings, Inc. | 230,882 | 16,339,519 |
LogMeIn, Inc. | 84,436 | 7,257,274 |
Manhattan Associates, Inc. * | 108,286 | 6,279,505 |
MAXIMUS, Inc. | 105,786 | 7,034,769 |
Nuance Communications, Inc. * | 441,708 | 7,208,675 |
Perspecta, Inc. | 229,904 | 5,347,567 |
PTC, Inc. * | 186,637 | 18,652,502 |
Sabre Corp. | 409,305 | 10,686,954 |
Snap, Inc., Class A *(a) | 410,664 | 4,476,238 |
Splunk, Inc. * | 234,999 | 30,115,122 |
Square, Inc., Class A * | 469,782 | 41,641,476 |
SS&C Technologies Holdings, Inc. | 323,568 | 19,200,525 |
Synopsys, Inc. * | 241,439 | 24,660,579 |
Tableau Software, Inc., Class A * | 110,049 | 12,310,081 |
Take-Two Interactive Software, Inc. * | 185,416 | 24,764,161 |
Teradata Corp. * | 194,349 | 8,059,653 |
The Ultimate Software Group, Inc. * | 47,023 | 14,561,612 |
Total System Services, Inc. | 268,896 | 26,120,557 |
Tyler Technologies, Inc. * | 57,680 | 14,244,076 |
VeriSign, Inc. * | 155,388 | 24,646,091 |
WEX, Inc. * | 65,003 | 12,364,871 |
Worldpay, Inc., Class A * | 481,709 | 46,913,640 |
Security | Number of Shares | Value ($) |
Zillow Group, Inc., Class A * | 78,525 | 3,777,052 |
Zillow Group, Inc., Class C * | 192,452 | 9,362,790 |
746,241,992 | ||
Technology Hardware & Equipment 4.3% | ||
ARRIS International plc * | 282,840 | 7,328,384 |
Arrow Electronics, Inc. * | 141,097 | 10,939,250 |
Avnet, Inc. | 190,189 | 9,205,148 |
CDW Corp. | 245,688 | 21,512,441 |
Cognex Corp. | 278,902 | 15,004,928 |
Coherent, Inc. * | 40,233 | 7,668,410 |
CommScope Holding Co., Inc. * | 310,352 | 9,835,055 |
Dolby Laboratories, Inc., Class A | 100,528 | 7,056,060 |
F5 Networks, Inc. * | 98,801 | 18,685,245 |
FLIR Systems, Inc. | 222,935 | 13,986,942 |
IPG Photonics Corp. * | 61,028 | 10,709,194 |
Jabil, Inc. | 278,684 | 8,237,899 |
Keysight Technologies, Inc. * | 302,411 | 19,623,450 |
National Instruments Corp. | 173,865 | 8,302,054 |
NCR Corp. * | 192,940 | 5,481,425 |
SYNNEX Corp. | 47,097 | 4,566,996 |
Trimble, Inc. * | 404,263 | 17,019,472 |
Ubiquiti Networks, Inc. (a) | 34,530 | 3,097,686 |
ViaSat, Inc. * | 88,520 | 5,560,826 |
Xerox Corp. | 345,804 | 9,634,100 |
Zebra Technologies Corp., Class A * | 86,456 | 14,847,954 |
228,302,919 | ||
Telecommunication Services 0.3% | ||
Telephone & Data Systems, Inc. | 150,027 | 4,506,811 |
Zayo Group Holdings, Inc. * | 302,615 | 10,488,636 |
14,995,447 | ||
Transportation 2.6% | ||
Alaska Air Group, Inc. | 200,245 | 13,514,535 |
AMERCO | 10,831 | 4,060,433 |
Avis Budget Group, Inc. * | 114,956 | 3,576,281 |
Expeditors International of Washington, Inc. | 283,381 | 20,766,160 |
Genesee & Wyoming, Inc., Class A * | 97,237 | 8,546,160 |
J.B. Hunt Transport Services, Inc. | 138,340 | 16,704,555 |
JetBlue Airways Corp. * | 512,997 | 9,787,983 |
Kirby Corp. * | 86,852 | 7,582,180 |
Landstar System, Inc. | 68,192 | 7,896,633 |
Macquarie Infrastructure Corp. | 128,776 | 6,057,623 |
Old Dominion Freight Line, Inc. | 110,340 | 16,815,816 |
Ryder System, Inc. | 85,450 | 6,565,978 |
XPO Logistics, Inc. * | 170,564 | 18,165,066 |
140,039,403 | ||
Utilities 4.1% | ||
AES Corp. | 1,068,523 | 14,382,320 |
Alliant Energy Corp. | 375,049 | 16,067,099 |
Aqua America, Inc. | 287,841 | 10,701,928 |
Atmos Energy Corp. | 179,464 | 16,551,965 |
Evergy, Inc. | 439,150 | 25,053,507 |
IDACORP, Inc. | 81,149 | 7,940,430 |
MDU Resources Group, Inc. | 316,390 | 8,824,117 |
National Fuel Gas Co. | 138,792 | 7,707,120 |
NiSource, Inc. | 546,243 | 14,786,798 |
NRG Energy, Inc. | 485,492 | 17,181,562 |
OGE Energy Corp. | 322,523 | 11,878,522 |
Pinnacle West Capital Corp. | 181,631 | 14,267,115 |
Portland General Electric Co. | 143,696 | 6,667,494 |
Security | Number of Shares | Value ($) |
SCANA Corp. | 230,208 | 8,826,175 |
UGI Corp. | 279,974 | 15,132,595 |
Vectren Corp. | 134,522 | 9,577,966 |
Vistra Energy Corp. * | 601,814 | 14,166,702 |
219,713,415 | ||
Total Common Stock | ||
(Cost $4,189,974,230) | 5,354,349,559 | |
Other Investment Companies 0.4% of net assets | ||
Money Market Fund 0.1% | ||
State Street Institutional U.S. Government Money Market Fund, Premier Class 1.87% (b) | 2,657,001 | 2,657,001 |
Securities Lending Collateral 0.3% | ||
Wells Fargo Government Money Market Fund, Select Class 1.87% (b) | 17,910,580 | 17,910,580 |
Total Other Investment Companies | ||
(Cost $20,567,581) | 20,567,581 |
Number of Contracts | Notional Amount ($) | Current Value/ Unrealized Appreciation ($) | ||
Futures Contracts | ||||
Long | ||||
S&P 400 Mid-Cap Index, e-mini, expires 09/21/18 | 18 | 3,682,080 | 57,548 |
* | Non-income producing security. |
(a) | All or a portion of this security is on loan. Securities on loan were valued at $17,408,601. |
(b) | The rate shown is the 7-day yield. |
��
Security | Number of Shares | Value ($) |
Common Stock 99.9% of net assets | ||
Automobiles & Components 1.4% | ||
American Axle & Manufacturing Holdings, Inc. * | 276,113 | 4,889,961 |
Cooper Tire & Rubber Co. | 141,510 | 4,082,563 |
Cooper-Standard Holding, Inc. * | 45,482 | 6,296,073 |
Dana, Inc. | 407,996 | 7,984,482 |
Delphi Technologies plc | 248,149 | 8,742,289 |
Dorman Products, Inc. * | 82,304 | 6,664,978 |
Fox Factory Holding Corp. * | 105,180 | 6,947,139 |
Gentex Corp. | 761,388 | 17,801,251 |
Gentherm, Inc. * | 103,058 | 5,070,454 |
Horizon Global Corp. *(a) | 68,694 | 533,065 |
LCI Industries | 70,188 | 6,523,975 |
Modine Manufacturing Co. * | 137,801 | 2,321,947 |
Motorcar Parts of America, Inc. * | 53,088 | 1,408,955 |
Standard Motor Products, Inc. | 56,797 | 2,883,584 |
Stoneridge, Inc. * | 73,667 | 2,204,853 |
Superior Industries International, Inc. | 61,621 | 1,337,176 |
Tenneco, Inc. | 141,307 | 6,046,527 |
Thor Industries, Inc. | 136,589 | 13,036,054 |
Tower International, Inc. | 57,301 | 1,936,774 |
Visteon Corp. * | 82,564 | 9,114,240 |
Winnebago Industries, Inc. | 79,562 | 2,939,816 |
118,766,156 | ||
Banks 10.6% | ||
1st Source Corp. | 46,355 | 2,595,416 |
Access National Corp. | 39,478 | 1,071,433 |
Ameris Bancorp | 111,063 | 5,514,278 |
Arrow Financial Corp. | 40,902 | 1,609,494 |
Associated Banc-Corp. | 472,197 | 12,867,368 |
Banc of California, Inc. | 117,356 | 2,364,723 |
BancFirst Corp. | 48,236 | 3,077,457 |
BancorpSouth Bank | 228,224 | 7,942,195 |
Bank of Hawaii Corp. | 118,416 | 9,843,922 |
Bank OZK | 339,504 | 13,736,332 |
BankUnited, Inc. | 295,102 | 11,447,007 |
Banner Corp. | 88,803 | 5,712,697 |
Beneficial Bancorp, Inc. | 207,092 | 3,644,819 |
Berkshire Hills Bancorp, Inc. | 101,176 | 4,274,686 |
Bofl Holding, Inc. * | 152,247 | 5,669,678 |
Boston Private Financial Holdings, Inc. | 231,459 | 3,344,583 |
Bridge Bancorp, Inc. | 52,714 | 1,844,990 |
Bridgewater Bancshares, Inc. * | 13,345 | 171,617 |
Brookline Bancorp, Inc. | 219,852 | 3,990,314 |
Bryn Mawr Bank Corp. | 51,565 | 2,516,372 |
Byline Bancorp, Inc. * | 42,858 | 978,448 |
Cadence BanCorp | 172,254 | 4,866,175 |
Camden National Corp. | 43,837 | 2,005,104 |
Capitol Federal Financial, Inc. | 388,275 | 5,129,113 |
Carolina Financial Corp. | 57,368 | 2,360,693 |
Cathay General Bancorp | 213,418 | 9,027,581 |
CBTX, Inc. | 5,762 | 210,716 |
CenterState Banks Corp. | 198,165 | 6,067,812 |
Central Pacific Financial Corp. | 80,112 | 2,269,573 |
Security | Number of Shares | Value ($) |
Chemical Financial Corp. | 198,277 | 11,325,582 |
City Holding Co. | 43,005 | 3,486,845 |
CoBiz Financial, Inc. | 106,989 | 2,466,096 |
Columbia Banking System, Inc. | 202,363 | 8,549,837 |
Columbia Financial, Inc. * | 140,466 | 2,378,089 |
Commerce Bancshares, Inc. | 261,680 | 18,594,981 |
Community Bank System, Inc. | 142,098 | 9,396,941 |
Community Trust Bancorp, Inc. | 48,930 | 2,417,142 |
ConnectOne Bancorp, Inc. | 83,088 | 2,048,119 |
Customers Bancorp, Inc. * | 84,265 | 2,081,346 |
CVB Financial Corp. | 286,038 | 6,879,214 |
Dime Community Bancshares, Inc. | 87,025 | 1,579,504 |
Eagle Bancorp, Inc. * | 86,881 | 4,678,542 |
Enterprise Financial Services Corp. | 64,705 | 3,642,892 |
Essent Group Ltd. * | 229,763 | 9,962,524 |
F.N.B. Corp. | 903,467 | 12,151,631 |
FB Financial Corp. | 44,995 | 1,978,880 |
FCB Financial Holdings, Inc., Class A * | 129,692 | 6,718,046 |
Federal Agricultural Mortgage Corp., Class C | 27,346 | 2,107,556 |
Fidelity Southern Corp. | 59,784 | 1,452,751 |
Financial Institutions, Inc. | 42,059 | 1,358,506 |
First Bancorp (North Carolina) | 83,195 | 3,470,895 |
First BanCorp (Puerto Rico) * | 515,612 | 4,511,605 |
First Busey Corp. | 116,724 | 3,741,004 |
First Citizens BancShares, Inc., Class A | 24,082 | 11,439,191 |
First Commonwealth Financial Corp. | 277,546 | 4,648,895 |
First Community Bancshares, Inc. | 41,775 | 1,402,387 |
First Financial Bancorp | 274,298 | 8,612,957 |
First Financial Bankshares, Inc. | 189,001 | 11,415,660 |
First Financial Corp. | 31,625 | 1,627,106 |
First Foundation, Inc. * | 76,473 | 1,237,333 |
First Hawaiian, Inc. | 251,412 | 7,288,434 |
First Horizon National Corp. | 915,236 | 16,858,647 |
First Interstate BancSystem, Inc., Class A | 55,064 | 2,557,723 |
First Merchants Corp. | 116,570 | 5,609,348 |
First Midwest Bancorp, Inc. | 284,705 | 7,738,282 |
Flagstar Bancorp, Inc. * | 80,974 | 2,676,191 |
Flushing Financial Corp. | 77,955 | 2,020,594 |
Fulton Financial Corp. | 485,683 | 8,839,431 |
German American Bancorp, Inc. | 59,707 | 2,244,386 |
Glacier Bancorp, Inc. | 220,687 | 10,080,982 |
Great Southern Bancorp, Inc. | 32,530 | 1,929,029 |
Great Western Bancorp, Inc. | 164,982 | 7,183,316 |
Green Bancorp, Inc. | 71,340 | 1,712,160 |
Guaranty Bancorp | 66,986 | 2,093,313 |
Hancock Whitney Corp. | 237,683 | 12,252,559 |
Hanmi Financial Corp. | 91,277 | 2,382,330 |
HarborOne Bancorp, Inc. * | 91,523 | 1,803,918 |
Heartland Financial USA, Inc. | 79,586 | 4,838,829 |
Heritage Commerce Corp. | 107,661 | 1,705,350 |
Heritage Financial Corp. | 80,491 | 2,921,823 |
Hilltop Holdings, Inc. | 207,089 | 4,297,097 |
Home BancShares, Inc. | 439,731 | 10,294,103 |
HomeStreet, Inc. * | 78,059 | 2,298,838 |
HomeTrust Bancshares, Inc. * | 48,724 | 1,403,251 |
Hope Bancorp, Inc. | 359,318 | 6,291,658 |
Horizon Bancorp, Inc. | 101,199 | 2,067,496 |
IBERIABANK Corp. | 158,385 | 13,724,060 |
Security | Number of Shares | Value ($) |
Independent Bank Corp. | 76,464 | 6,965,870 |
Independent Bank Group, Inc. | 50,101 | 3,469,494 |
International Bancshares Corp. | 151,454 | 7,095,620 |
Investors Bancorp, Inc. | 693,407 | 8,875,610 |
Kearny Financial Corp. | 281,638 | 3,858,441 |
Lakeland Bancorp, Inc. | 123,670 | 2,386,831 |
Lakeland Financial Corp. | 70,888 | 3,492,652 |
LegacyTexas Financial Group, Inc. | 118,620 | 5,488,547 |
LendingTree, Inc. * | 21,643 | 5,483,254 |
Live Oak Bancshares, Inc. | 68,171 | 2,062,173 |
Luther Burbank Corp. | 39,303 | 448,054 |
MB Financial, Inc. | 235,560 | 11,415,238 |
Mercantile Bank Corp. | 44,046 | 1,559,669 |
Merchants Bancorp | 16,667 | 435,175 |
Meridian Bancorp, Inc. | 152,115 | 2,722,859 |
Meta Financial Group, Inc. | 25,090 | 2,172,794 |
MGIC Investment Corp. * | 1,036,343 | 13,182,283 |
Midland States Bancorp, Inc. | 46,101 | 1,587,257 |
National Bank Holdings Corp., Class A | 74,183 | 2,978,447 |
National Commerce Corp. * | 40,762 | 1,793,528 |
NBT Bancorp, Inc. | 121,314 | 4,910,791 |
Nicolet Bankshares, Inc. * | 21,094 | 1,167,764 |
NMI Holdings, Inc., Class A * | 158,811 | 3,430,318 |
Northfield Bancorp, Inc. | 134,740 | 2,193,567 |
Northwest Bancshares, Inc. | 286,901 | 5,227,336 |
OceanFirst Financial Corp. | 102,711 | 2,999,161 |
Ocwen Financial Corp. * | 297,918 | 1,245,297 |
OFG Bancorp | 127,823 | 2,070,733 |
Old National Bancorp | 370,397 | 7,519,059 |
Opus Bank | 48,842 | 1,384,671 |
Origin Bancorp, Inc. | 14,438 | 585,028 |
Oritani Financial Corp. | 110,375 | 1,788,075 |
Pacific Premier Bancorp, Inc. * | 107,537 | 4,253,088 |
PacWest Bancorp | 349,090 | 17,625,554 |
Park National Corp. | 36,127 | 3,979,389 |
Peapack Gladstone Financial Corp. | 47,301 | 1,580,326 |
Peoples Bancorp, Inc. | 53,714 | 1,926,184 |
Peoples Financial Services Corp. | 17,037 | 783,361 |
PHH Corp. * | 92,299 | 1,001,444 |
Pinnacle Financial Partners, Inc. | 206,831 | 13,350,941 |
Popular, Inc. | 285,152 | 14,354,552 |
Preferred Bank | 38,083 | 2,331,060 |
Prosperity Bancshares, Inc. | 194,296 | 14,541,113 |
Provident Financial Services, Inc. | 168,734 | 4,257,159 |
QCR Holdings, Inc. | 35,499 | 1,544,207 |
Radian Group, Inc. | 597,770 | 12,152,664 |
Renasant Corp. | 119,385 | 5,574,086 |
Republic Bancorp, Inc., Class A | 26,153 | 1,271,297 |
S&T Bancorp, Inc. | 96,929 | 4,522,707 |
Sandy Spring Bancorp, Inc. | 94,696 | 3,693,144 |
Seacoast Banking Corp. of Florida * | 130,677 | 4,132,007 |
ServisFirst Bancshares, Inc. | 125,678 | 5,416,722 |
Simmons First National Corp., Class A | 216,570 | 6,843,612 |
South State Corp. | 102,626 | 8,461,514 |
Southside Bancshares, Inc. | 75,284 | 2,680,110 |
State Bank Financial Corp. | 107,156 | 3,491,142 |
Sterling Bancorp | 630,963 | 14,417,505 |
Sterling Bancorp, Inc. | 42,166 | 516,534 |
Stock Yards Bancorp, Inc. | 59,127 | 2,288,215 |
Synovus Financial Corp. | 331,700 | 16,604,902 |
TCF Financial Corp. | 468,165 | 11,867,983 |
Texas Capital Bancshares, Inc. * | 138,645 | 12,325,540 |
The Bancorp, Inc. * | 154,353 | 1,548,161 |
The First of Long Island Corp. | 65,221 | 1,421,818 |
Tompkins Financial Corp. | 34,112 | 2,997,421 |
Towne Bank | 177,999 | 5,802,767 |
TriCo Bancshares | 73,634 | 2,862,890 |
TriState Capital Holdings, Inc. * | 66,071 | 1,965,612 |
Security | Number of Shares | Value ($) |
Triumph Bancorp, Inc. * | 66,254 | 2,812,482 |
TrustCo Bank Corp. | 264,290 | 2,444,683 |
Trustmark Corp. | 188,711 | 6,695,466 |
UMB Financial Corp. | 122,776 | 9,237,666 |
Umpqua Holdings Corp. | 609,010 | 13,032,814 |
Union Bankshares Corp. | 151,034 | 6,283,014 |
United Bankshares, Inc. | 292,090 | 11,508,346 |
United Community Banks, Inc. | 203,360 | 6,169,942 |
United Financial Bancorp, Inc. | 145,455 | 2,584,735 |
Univest Corp. of Pennsylvania | 82,539 | 2,352,362 |
Valley National Bancorp | 742,655 | 8,948,993 |
Veritex Holdings, Inc. * | 49,535 | 1,516,762 |
Walker & Dunlop, Inc. | 78,727 | 4,290,621 |
Washington Federal, Inc. | 233,351 | 7,957,269 |
Washington Trust Bancorp, Inc. | 42,393 | 2,543,580 |
Waterstone Financial, Inc. | 79,642 | 1,345,950 |
Webster Financial Corp. | 256,318 | 16,758,071 |
WesBanco, Inc. | 151,678 | 7,485,309 |
Westamerica Bancorp | 73,554 | 4,709,663 |
Western Alliance Bancorp * | 272,378 | 15,702,592 |
Wintrust Financial Corp. | 155,727 | 13,789,626 |
WMIH Corp. * | 901,281 | 1,360,934 |
WSFS Financial Corp. | 88,037 | 4,296,206 |
938,839,214 | ||
Capital Goods 9.7% | ||
AAON, Inc. | 112,781 | 4,556,352 |
AAR Corp. | 89,182 | 4,162,124 |
Actuant Corp., Class A | 168,043 | 4,948,866 |
Advanced Drainage Systems, Inc. | 111,397 | 3,492,296 |
AECOM * | 444,066 | 14,938,380 |
Aegion Corp. * | 87,567 | 2,185,672 |
Aerojet Rocketdyne Holdings, Inc. * | 211,527 | 7,426,713 |
Aerovironment, Inc. * | 59,328 | 5,218,491 |
Air Lease Corp. | 267,932 | 12,381,138 |
Aircastle Ltd. | 149,783 | 3,133,460 |
Alamo Group, Inc. | 26,486 | 2,524,116 |
Albany International Corp., Class A | 80,845 | 6,237,192 |
Altra Industrial Motion Corp. (a) | 81,720 | 3,191,166 |
Ameresco, Inc., Class A * | 49,204 | 706,077 |
American Railcar Industries, Inc. | 20,622 | 944,900 |
American Woodmark Corp. * | 39,622 | 3,365,889 |
Apogee Enterprises, Inc. | 78,422 | 3,859,931 |
Applied Industrial Technologies, Inc. | 108,051 | 8,325,330 |
Argan, Inc. | 40,681 | 1,619,104 |
Armstrong Flooring, Inc. * | 58,764 | 1,028,958 |
Armstrong World Industries, Inc. * | 143,333 | 10,004,643 |
Astec Industries, Inc. | 53,794 | 2,617,078 |
Astronics Corp. * | 60,563 | 2,635,096 |
Atkore International Group, Inc. * | 110,049 | 3,013,142 |
Axon Enterprise, Inc. * | 159,296 | 10,873,545 |
AZZ, Inc. | 72,739 | 3,909,721 |
Babcock & Wilcox Enterprises, Inc. * | 453,242 | 634,539 |
Barnes Group, Inc. | 134,776 | 9,172,855 |
Beacon Roofing Supply, Inc. * | 187,505 | 6,952,685 |
BMC Stock Holdings, Inc. * | 166,264 | 3,740,940 |
Briggs & Stratton Corp. | 120,372 | 2,426,700 |
Builders FirstSource, Inc. * | 320,198 | 5,001,493 |
BWX Technologies, Inc. | 276,967 | 16,983,616 |
CAI International, Inc. * | 43,346 | 1,169,909 |
Chart Industries, Inc. * | 85,153 | 6,433,309 |
CIRCOR International, Inc. | 54,812 | 2,486,272 |
Columbus McKinnon Corp. | 57,893 | 2,462,189 |
Comfort Systems USA, Inc. | 104,062 | 5,973,159 |
Continental Building Products, Inc. * | 102,805 | 3,834,626 |
Crane Co. | 141,124 | 12,881,799 |
CSW Industrials, Inc. * | 44,021 | 2,465,176 |
Security | Number of Shares | Value ($) |
Cubic Corp. | 70,403 | 5,329,507 |
Curtiss-Wright Corp. | 122,883 | 16,460,178 |
Douglas Dynamics, Inc. | 62,599 | 2,867,034 |
DXP Enterprises, Inc. * | 42,687 | 1,958,906 |
Dycom Industries, Inc. * | 87,110 | 7,309,400 |
EMCOR Group, Inc. | 162,526 | 13,018,333 |
Encore Wire Corp. | 58,562 | 2,942,741 |
Energy Recovery, Inc. *(a) | 93,551 | 906,509 |
EnerSys | 116,378 | 9,658,210 |
Engility Holdings, Inc. * | 50,967 | 1,769,065 |
EnPro Industries, Inc. | 57,941 | 4,349,631 |
ESCO Technologies, Inc. | 73,028 | 4,940,344 |
Esterline Technologies Corp. * | 71,852 | 6,175,679 |
Evoqua Water Technologies Corp. * | 157,137 | 3,045,315 |
Federal Signal Corp. | 166,170 | 4,325,405 |
Foundation Building Materials, Inc. * | 35,108 | 484,841 |
Franklin Electric Co., Inc. | 107,484 | 5,255,968 |
Gardner Denver Holdings, Inc. * | 200,645 | 5,610,034 |
Gates Industrial Corp. plc * | 110,532 | 2,014,998 |
GATX Corp. | 105,267 | 8,889,798 |
Generac Holdings, Inc. * | 171,739 | 9,529,797 |
Gibraltar Industries, Inc. * | 88,654 | 4,024,892 |
Global Brass & Copper Holdings, Inc. | 62,191 | 2,397,463 |
GMS, Inc. * | 87,190 | 2,166,672 |
Graham Corp. | 28,542 | 793,753 |
Granite Construction, Inc. | 125,640 | 5,739,235 |
Great Lakes Dredge & Dock Corp. * | 177,630 | 972,524 |
Griffon Corp. | 95,892 | 1,750,029 |
H&E Equipment Services, Inc. | 87,139 | 3,033,309 |
Harsco Corp. * | 225,187 | 6,361,533 |
Herc Holdings, Inc. * | 79,951 | 4,203,824 |
Hexcel Corp. | 248,416 | 16,425,266 |
Hillenbrand, Inc. | 174,285 | 8,914,678 |
Hyster-Yale Materials Handling, Inc. | 26,526 | 1,636,654 |
Insteel Industries, Inc. | 50,303 | 1,929,120 |
ITT, Inc. | 242,925 | 14,359,297 |
JELD-WEN Holding, Inc. * | 188,915 | 4,594,413 |
John Bean Technologies Corp. | 88,389 | 10,456,419 |
Kadant, Inc. | 30,791 | 3,111,431 |
Kaman Corp. | 77,589 | 5,059,579 |
KBR, Inc. | 391,203 | 8,207,439 |
Kennametal, Inc. | 228,247 | 9,321,607 |
KLX, Inc. * | 141,925 | 10,479,742 |
Kratos Defense & Security Solutions, Inc. * | 236,064 | 3,153,815 |
L.B. Foster Co., Class A * | 27,256 | 620,074 |
Lindsay Corp. | 30,029 | 2,875,877 |
Lydall, Inc. * | 46,464 | 1,988,659 |
Masonite International Corp. * | 78,004 | 5,222,368 |
MasTec, Inc. * | 182,161 | 7,978,652 |
Mercury Systems, Inc. * | 135,262 | 7,373,132 |
Meritor, Inc. * | 241,178 | 5,223,915 |
Milacron Holdings Corp. * | 141,778 | 3,005,694 |
Moog, Inc., Class A | 89,321 | 7,048,320 |
MRC Global, Inc. * | 250,084 | 5,154,231 |
MSC Industrial Direct Co., Inc., Class A | 128,087 | 10,948,877 |
Mueller Industries, Inc. | 161,420 | 5,160,597 |
Mueller Water Products, Inc., Class A | 442,398 | 5,118,545 |
MYR Group, Inc. * | 45,370 | 1,577,515 |
National Presto Industries, Inc. | 14,379 | 1,906,655 |
Navistar International Corp. * | 182,433 | 7,948,606 |
NCI Building Systems, Inc. * | 113,580 | 1,919,502 |
Nexeo Solutions, Inc. * | 153,354 | 1,535,074 |
NN, Inc. | 79,393 | 1,587,860 |
NOW, Inc. * | 302,853 | 5,206,043 |
nVent Electric plc | 451,749 | 12,689,629 |
Omega Flex, Inc. | 14,704 | 1,304,980 |
Oshkosh Corp. | 205,660 | 14,449,672 |
Security | Number of Shares | Value ($) |
Park-Ohio Holdings Corp. | 22,704 | 941,081 |
Patrick Industries, Inc. * | 64,558 | 4,131,712 |
PGT Innovations, Inc. * | 139,817 | 3,397,553 |
Plug Power, Inc. *(a) | 619,662 | 1,220,734 |
Powell Industries, Inc. | 25,173 | 985,523 |
Preformed Line Products Co. | 7,986 | 652,456 |
Primoris Services Corp. | 112,638 | 2,822,708 |
Proto Labs, Inc. * | 69,743 | 10,841,549 |
Quanex Building Products Corp. | 98,179 | 1,610,136 |
Raven Industries, Inc. | 99,790 | 4,829,836 |
RBC Bearings, Inc. * | 67,517 | 10,114,722 |
Regal Beloit Corp. | 122,365 | 10,241,950 |
REV Group, Inc. (a) | 75,668 | 1,287,113 |
Rexnord Corp. * | 290,974 | 8,446,975 |
Rush Enterprises, Inc., Class A | 84,979 | 3,650,698 |
Rush Enterprises, Inc., Class B | 12,579 | 557,250 |
Simpson Manufacturing Co., Inc. | 114,720 | 8,807,054 |
SiteOne Landscape Supply, Inc. * | 112,312 | 10,149,635 |
SPX Corp. * | 120,501 | 4,095,829 |
SPX FLOW, Inc. * | 118,299 | 5,671,254 |
Standex International Corp. | 35,831 | 3,866,165 |
Sun Hydraulics Corp. | 79,885 | 4,021,411 |
Sunrun, Inc. * | 188,732 | 2,476,164 |
Systemax, Inc. | 38,749 | 1,414,339 |
Teledyne Technologies, Inc. * | 99,184 | 23,532,396 |
Tennant Co. | 50,188 | 3,841,891 |
Terex Corp. | 201,548 | 7,809,985 |
The Gorman-Rupp Co. | 53,026 | 1,943,933 |
The Greenbrier Cos., Inc. | 77,371 | 4,487,518 |
The KeyW Holding Corp. * | 130,716 | 1,112,393 |
The Manitowoc Co., Inc. * | 98,898 | 2,293,445 |
The Timken Co. | 189,854 | 9,236,397 |
Thermon Group Holdings, Inc. * | 90,385 | 2,422,318 |
Titan International, Inc. | 141,414 | 1,057,777 |
Titan Machinery, Inc. * | 52,468 | 947,572 |
TPI Composites, Inc. * | 37,515 | 1,051,545 |
Trex Co., Inc. * | 164,354 | 13,920,784 |
TriMas Corp. * | 128,297 | 3,938,718 |
Triton International Ltd. | 132,109 | 4,991,078 |
Triumph Group, Inc. | 140,654 | 2,925,603 |
Tutor Perini Corp. * | 111,900 | 2,277,165 |
Univar, Inc. * | 316,272 | 8,798,687 |
Universal Forest Products, Inc. | 170,100 | 6,371,946 |
USG Corp. * | 245,758 | 10,592,170 |
Valmont Industries, Inc. | 62,903 | 8,831,581 |
Veritiv Corp. * | 29,764 | 1,421,231 |
Vivint Solar, Inc. * | 66,179 | 347,440 |
Wabash National Corp. | 163,612 | 2,984,283 |
Watsco, Inc. | 89,170 | 15,603,858 |
Watts Water Technologies, Inc., Class A | 77,792 | 6,413,950 |
Welbilt, Inc. * | 390,243 | 8,636,078 |
Wesco Aircraft Holdings, Inc. * | 168,538 | 2,047,737 |
WESCO International, Inc. * | 131,033 | 8,012,668 |
Willscot Corp. * | 105,756 | 1,845,442 |
Woodward, Inc. | 154,331 | 12,432,905 |
862,061,852 | ||
Commercial & Professional Services 2.9% | ||
ABM Industries, Inc. | 181,892 | 5,769,614 |
Acacia Research Corp. * | 132,733 | 517,659 |
ACCO Brands Corp. | 300,602 | 3,727,465 |
Advanced Disposal Services, Inc. * | 115,766 | 3,088,637 |
ASGN, Inc. * | 137,691 | 12,748,810 |
Barrett Business Services, Inc. | 19,829 | 1,487,770 |
Brady Corp., Class A | 134,727 | 5,449,707 |
Casella Waste Systems, Inc., Class A * | 104,864 | 2,976,040 |
CBIZ, Inc. * | 153,959 | 3,679,620 |
Security | Number of Shares | Value ($) |
Clean Harbors, Inc. * | 142,689 | 9,787,039 |
Covanta Holding Corp. | 364,409 | 6,431,819 |
Deluxe Corp. | 134,027 | 7,937,079 |
Ennis, Inc. | 72,775 | 1,586,495 |
Essendant, Inc. | 103,493 | 1,493,404 |
Exponent, Inc. | 145,366 | 7,609,910 |
Forrester Research, Inc. | 27,955 | 1,375,386 |
Franklin Covey Co. * | 34,725 | 888,960 |
FTI Consulting, Inc. * | 104,773 | 7,985,798 |
GP Strategies Corp. * | 50,447 | 961,015 |
Healthcare Services Group, Inc. | 206,025 | 8,490,290 |
Heidrick & Struggles International, Inc. | 53,190 | 2,350,998 |
Heritage-Crystal Clean, Inc. * | 37,124 | 864,989 |
Herman Miller, Inc. | 165,293 | 6,330,722 |
HNI Corp. | 120,639 | 5,320,180 |
Huron Consulting Group, Inc. * | 64,157 | 3,175,771 |
ICF International, Inc. | 52,652 | 4,299,036 |
InnerWorkings, Inc. * | 117,311 | 917,372 |
Insperity, Inc. | 103,629 | 12,419,936 |
Interface, Inc. | 167,182 | 3,937,136 |
Kelly Services, Inc., Class A | 87,256 | 2,199,724 |
Kforce, Inc. | 65,009 | 2,733,628 |
Kimball International, Inc., Class B | 98,249 | 1,716,410 |
Knoll, Inc. | 139,027 | 3,272,696 |
Korn/Ferry International | 156,548 | 10,509,067 |
LSC Communications, Inc. | 89,757 | 1,097,728 |
Matthews International Corp., Class A | 89,058 | 4,622,110 |
McGrath RentCorp | 66,763 | 3,872,254 |
Mistras Group, Inc. * | 44,328 | 1,011,122 |
Mobile Mini, Inc. | 123,667 | 5,305,314 |
MSA Safety, Inc. | 95,155 | 9,619,219 |
Multi-Color Corp. | 37,726 | 2,329,580 |
Navigant Consulting, Inc. * | 124,770 | 2,980,755 |
NL Industries, Inc. * | 27,794 | 219,573 |
PICO Holdings, Inc. * | 66,967 | 800,256 |
Pitney Bowes, Inc. | 520,404 | 3,778,133 |
Quad/Graphics, Inc. | 87,075 | 1,982,698 |
R.R. Donnelley & Sons Co. | 207,537 | 1,050,137 |
Resources Connection, Inc. | 81,682 | 1,351,837 |
SP Plus Corp. * | 62,582 | 2,434,440 |
Steelcase, Inc., Class A | 235,473 | 3,437,906 |
Team, Inc. * | 83,465 | 1,944,734 |
Tetra Tech, Inc. | 154,085 | 10,755,133 |
The Brink's Co. | 141,160 | 10,601,116 |
TriNet Group, Inc. * | 114,948 | 6,789,978 |
TrueBlue, Inc. * | 113,190 | 3,316,467 |
UniFirst Corp. | 42,691 | 7,906,373 |
US Ecology, Inc. | 60,729 | 4,418,035 |
Viad Corp. | 57,371 | 3,534,054 |
VSE Corp. | 25,593 | 987,378 |
WageWorks, Inc. * | 111,528 | 5,966,748 |
256,153,260 | ||
Consumer Durables & Apparel 2.3% | ||
Acushnet Holdings Corp. | 113,989 | 3,083,402 |
American Outdoor Brands Corp. * | 147,640 | 2,071,389 |
Beazer Homes USA, Inc. * | 88,477 | 1,133,390 |
Brunswick Corp. | 242,208 | 16,087,455 |
Callaway Golf Co. | 264,077 | 6,023,596 |
Cavco Industries, Inc. * | 23,832 | 5,848,373 |
Century Communities, Inc. * | 66,948 | 1,958,229 |
Columbia Sportswear Co. | 82,152 | 7,451,186 |
Crocs, Inc. * | 190,986 | 3,945,771 |
Deckers Outdoor Corp. * | 84,180 | 10,256,491 |
Ethan Allen Interiors, Inc. | 70,882 | 1,577,125 |
Fossil Group, Inc. * | 122,514 | 2,777,392 |
G-III Apparel Group Ltd. * | 116,252 | 5,287,141 |
Security | Number of Shares | Value ($) |
GoPro, Inc., Class A * | 308,234 | 1,975,780 |
Helen of Troy Ltd. * | 74,218 | 8,828,231 |
Hovnanian Enterprises, Inc., Class A * | 348,085 | 543,013 |
Iconix Brand Group, Inc. * | 199,204 | 69,721 |
Installed Building Products, Inc. * | 59,166 | 2,754,177 |
iRobot Corp. *(a) | 77,821 | 8,832,684 |
Johnson Outdoors, Inc., Class A | 15,857 | 1,605,997 |
KB Home | 237,232 | 5,895,215 |
La-Z-Boy, Inc. | 130,417 | 4,336,365 |
LGI Homes, Inc. * | 50,808 | 2,926,541 |
Libbey, Inc. | 67,108 | 659,672 |
M.D.C Holdings, Inc. | 125,154 | 3,967,382 |
M/I Homes, Inc. * | 79,505 | 2,059,975 |
Malibu Boats, Inc., Class A * | 55,955 | 2,697,591 |
Marine Products Corp. | 24,757 | 486,228 |
Meritage Homes Corp. * | 106,968 | 4,615,669 |
Movado Group, Inc. | 44,314 | 1,887,776 |
Nautilus, Inc. * | 82,473 | 1,208,229 |
Oxford Industries, Inc. | 47,445 | 4,416,655 |
Perry Ellis International, Inc. * | 35,327 | 972,552 |
Roku, Inc. * | 124,068 | 7,380,805 |
Skechers U.S.A., Inc., Class A * | 378,395 | 11,155,085 |
Steven Madden Ltd. | 145,275 | 8,447,741 |
Sturm Ruger & Co., Inc. | 47,969 | 3,139,571 |
Taylor Morrison Home Corp., Class A * | 309,411 | 6,021,138 |
Tempur Sealy International, Inc. * | 129,508 | 7,173,448 |
TopBuild Corp. * | 98,402 | 6,128,477 |
TRI Pointe Group, Inc. * | 418,378 | 6,062,297 |
Tupperware Brands Corp. | 141,192 | 4,591,564 |
Unifi, Inc. * | 46,861 | 1,490,648 |
Universal Electronics, Inc. * | 38,832 | 1,677,542 |
Vera Bradley, Inc. * | 52,822 | 774,371 |
Vista Outdoor, Inc. * | 155,782 | 2,877,294 |
William Lyon Homes, Class A * | 77,145 | 1,509,728 |
Wolverine World Wide, Inc. | 263,609 | 10,328,201 |
206,998,303 | ||
Consumer Services 4.0% | ||
Adtalem Global Education, Inc. * | 166,717 | 7,977,409 |
American Public Education, Inc. * | 47,132 | 1,637,837 |
Ascent Capital Group, Inc., Class A * | 34,625 | 70,981 |
BBX Capital Corp. | 189,342 | 1,406,811 |
Belmond Ltd., Class A * | 234,058 | 3,920,472 |
Biglari Holdings, Inc., Class A * | 236 | 226,116 |
Biglari Holdings, Inc., Class B * | 3,246 | 641,247 |
BJ's Restaurants, Inc. | 50,312 | 3,808,618 |
Bloomin' Brands, Inc. | 257,985 | 4,979,111 |
Bojangles', Inc. * | 44,683 | 652,372 |
Boyd Gaming Corp. | 230,155 | 8,382,245 |
Bridgepoint Education, Inc. * | 79,585 | 935,920 |
Bright Horizons Family Solutions, Inc. * | 162,814 | 19,444,876 |
Brinker International, Inc. | 122,128 | 5,407,828 |
Caesars Entertainment Corp. * | 382,825 | 3,904,815 |
Career Education Corp. * | 182,396 | 2,909,216 |
Carriage Services, Inc. | 41,495 | 944,841 |
Carrols Restaurant Group, Inc. * | 92,599 | 1,463,064 |
Chegg, Inc. * | 231,593 | 7,498,981 |
Choice Hotels International, Inc. | 100,952 | 7,879,304 |
Churchill Downs, Inc. | 31,540 | 8,913,204 |
Chuy's Holdings, Inc. * | 48,341 | 1,399,472 |
Cracker Barrel Old Country Store, Inc. (a) | 66,664 | 9,938,936 |
Dave & Buster's Entertainment, Inc. * | 111,830 | 6,505,151 |
Del Frisco's Restaurant Group, Inc. * | 87,996 | 831,562 |
Denny's Corp. * | 178,160 | 2,684,871 |
Dine Brands Global, Inc. | 50,728 | 4,231,730 |
Drive Shack, Inc. * | 153,679 | 952,810 |
El Pollo Loco Holdings, Inc. * | 55,199 | 656,868 |
Security | Number of Shares | Value ($) |
Eldorado Resorts, Inc. * | 168,155 | 8,079,848 |
Empire Resorts, Inc. * | 8,143 | 101,380 |
Extended Stay America, Inc. | 533,626 | 10,768,573 |
Fiesta Restaurant Group, Inc. * | 75,733 | 2,177,324 |
Graham Holdings Co., Class B | 12,277 | 6,907,654 |
Grand Canyon Education, Inc. * | 134,626 | 16,039,342 |
Hilton Grand Vacations, Inc. * | 267,771 | 8,745,401 |
Houghton Mifflin Harcourt Co. * | 286,387 | 1,847,196 |
Hyatt Hotels Corp., Class A | 120,506 | 9,322,344 |
ILG, Inc. | 294,349 | 10,046,131 |
International Speedway Corp., Class A | 68,303 | 3,015,578 |
Jack in the Box, Inc. | 78,356 | 7,102,188 |
K12, Inc. * | 107,290 | 1,776,722 |
Laureate Education, Inc., Class A * | 148,826 | 2,376,751 |
Marriott Vacations Worldwide Corp. | 65,960 | 7,849,240 |
Monarch Casino & Resort, Inc. * | 33,337 | 1,568,506 |
Noodles & Co. * | 112,048 | 1,378,190 |
Papa John's International, Inc. | 66,510 | 3,067,441 |
Penn National Gaming, Inc. * | 237,011 | 8,167,399 |
Pinnacle Entertainment, Inc. * | 155,330 | 5,318,499 |
Planet Fitness, Inc., Class A * | 244,834 | 12,577,123 |
Playa Hotels & Resorts N.V. * | 176,537 | 1,823,627 |
PlayAGS, Inc. * | 63,126 | 2,022,557 |
Potbelly Corp. * | 67,708 | 917,443 |
Red Robin Gourmet Burgers, Inc. * | 34,548 | 1,426,832 |
Red Rock Resorts, Inc., Class A | 192,218 | 6,273,996 |
Regis Corp. * | 96,619 | 2,066,680 |
Ruth's Hospitality Group, Inc. | 77,593 | 2,389,864 |
Scientific Games Corp., Class A * | 148,970 | 4,513,791 |
SeaWorld Entertainment, Inc. * | 183,228 | 5,372,245 |
Shake Shack, Inc., Class A * | 55,615 | 3,361,927 |
Six Flags Entertainment Corp. | 216,807 | 14,645,313 |
Sonic Corp. | 105,474 | 3,782,298 |
Sotheby's * | 103,087 | 4,950,238 |
Speedway Motorsports, Inc. | 30,860 | 552,085 |
Strategic Education, Inc. | 57,439 | 7,970,810 |
Texas Roadhouse, Inc. | 183,115 | 12,625,779 |
The Cheesecake Factory, Inc. | 119,047 | 6,329,729 |
The Habit Restaurants, Inc., Class A * | 55,289 | 915,033 |
The Wendy's Co. | 498,685 | 8,801,790 |
Weight Watchers International, Inc. * | 102,666 | 7,689,683 |
Wingstop, Inc. | 82,570 | 5,528,062 |
Zoe's Kitchen, Inc. *(a) | 50,891 | 697,207 |
353,096,487 | ||
Diversified Financials 4.0% | ||
AG Mortgage Investment Trust, Inc. | 79,217 | 1,489,280 |
Anworth Mortgage Asset Corp. | 273,603 | 1,335,183 |
Apollo Commercial Real Estate Finance, Inc. | 308,974 | 6,003,365 |
Arbor Realty Trust, Inc. | 174,128 | 2,134,809 |
Arlington Asset Investment Corp., Class A (a) | 80,650 | 820,210 |
ARMOUR Residential REIT, Inc. | 118,975 | 2,798,292 |
Artisan Partners Asset Management, Inc., Class A | 132,407 | 4,389,292 |
BGC Partners, Inc., Class A | 743,814 | 9,238,170 |
Blackstone Mortgage Trust, Inc., Class A | 318,460 | 10,846,748 |
Blucora, Inc. * | 130,821 | 4,735,720 |
Cannae Holdings, Inc. * | 180,469 | 3,508,317 |
Capstead Mortgage Corp. | 249,303 | 2,094,145 |
Chimera Investment Corp. | 518,190 | 9,653,880 |
Cohen & Steers, Inc. | 57,453 | 2,388,321 |
Cowen, Inc., Class A * | 75,475 | 1,147,220 |
Credit Acceptance Corp. * | 35,555 | 16,238,324 |
Curo Group Holdings Corp. * | 19,372 | 597,820 |
Diamond Hill Investment Group, Inc. | 9,095 | 1,697,036 |
Security | Number of Shares | Value ($) |
Donnelley Financial Solutions, Inc. * | 95,962 | 2,004,646 |
Dynex Capital, Inc. | 173,512 | 1,112,212 |
Encore Capital Group, Inc. * | 67,009 | 2,596,599 |
Enova International, Inc. * | 93,511 | 3,104,565 |
Evercore, Inc., Class A | 112,994 | 11,994,313 |
Exantas Capital Corp. | 91,427 | 1,083,410 |
EZCORP, Inc., Class A * | 142,908 | 1,586,279 |
Federated Investors, Inc., Class B | 266,232 | 6,165,933 |
FGL Holdings * | 413,438 | 3,601,045 |
FirstCash, Inc. | 126,032 | 10,246,402 |
GAMCO Investors, Inc., Class A | 12,168 | 314,543 |
Granite Point Mortgage Trust, Inc. | 120,826 | 2,312,610 |
Green Dot Corp., Class A * | 130,786 | 11,204,437 |
Greenhill & Co., Inc. | 64,078 | 1,762,145 |
Hamilton Lane, Inc., Class A | 45,680 | 2,228,270 |
Hannon Armstrong Sustainable Infrastructure Capital, Inc. | 140,269 | 3,024,200 |
Houlihan Lokey, Inc. | 92,579 | 4,353,990 |
Interactive Brokers Group, Inc., Class A | 208,872 | 12,983,483 |
INTL FCStone, Inc. * | 43,281 | 2,413,349 |
Invesco Mortgage Capital, Inc. | 306,998 | 4,982,577 |
Investment Technology Group, Inc. | 91,892 | 2,010,597 |
KKR Real Estate Finance Trust, Inc. | 77,403 | 1,640,944 |
Ladder Capital Corp., Class A | 270,738 | 4,702,719 |
Ladenburg Thalmann Financial Services, Inc. | 300,449 | 1,036,549 |
Legg Mason, Inc. | 238,237 | 7,432,994 |
LendingClub Corp. * | 1,062,415 | 3,835,318 |
LPL Financial Holdings, Inc. | 247,296 | 16,380,887 |
MFA Financial, Inc. | 1,247,858 | 9,558,592 |
Moelis & Co., Class A | 120,694 | 7,006,287 |
Morningstar, Inc. | 50,953 | 7,251,631 |
MTGE Investment Corp. | 123,671 | 2,423,952 |
Navient Corp. | 740,919 | 10,106,135 |
Nelnet, Inc., Class A | 52,814 | 3,044,727 |
New Residential Investment Corp. | 935,507 | 17,372,365 |
New York Mortgage Trust, Inc. | 380,955 | 2,438,112 |
On Deck Capital, Inc. * | 119,312 | 980,745 |
OneMain Holdings, Inc. * | 198,635 | 7,289,904 |
PennyMac Mortgage Investment Trust | 168,581 | 3,368,248 |
Piper Jaffray Cos. | 40,422 | 3,112,494 |
PJT Partners, Inc., Class A | 51,818 | 3,001,299 |
PRA Group, Inc. * | 126,268 | 4,615,095 |
Pzena Investment Management, Inc., Class A | 52,188 | 473,867 |
Redwood Trust, Inc. | 230,951 | 3,921,548 |
Safeguard Scientifics, Inc. * | 59,936 | 617,341 |
SLM Corp. * | 1,211,808 | 14,202,390 |
Stifel Financial Corp. | 198,184 | 11,072,540 |
TPG RE Finance Trust, Inc. | 122,806 | 2,535,944 |
Two Harbors Investment Corp. | 694,161 | 10,842,795 |
Virtu Financial, Inc., Class A | 175,797 | 3,832,375 |
Virtus Investment Partners, Inc. | 20,425 | 2,634,825 |
Waddell & Reed Financial, Inc., Class A | 229,853 | 4,601,657 |
Western Asset Mortgage Capital Corp. | 120,726 | 1,343,680 |
Westwood Holdings Group, Inc. | 22,099 | 1,271,355 |
WisdomTree Investments, Inc. | 317,900 | 2,613,138 |
World Acceptance Corp. * | 17,036 | 2,020,640 |
350,784,829 | ||
Energy 4.7% | ||
Alta Mesa Resources, Inc. * | 298,690 | 1,415,791 |
Apergy Corp. * | 216,307 | 9,781,403 |
Arch Coal, Inc., Class A | 58,178 | 5,158,643 |
Archrock, Inc. | 365,000 | 4,617,250 |
Bonanza Creek Energy, Inc. * | 56,016 | 1,736,496 |
Bristow Group, Inc. * | 88,604 | 971,100 |
Security | Number of Shares | Value ($) |
C&J Energy Services, Inc. * | 176,009 | 3,687,389 |
Cactus, Inc., Class A * | 101,519 | 3,469,919 |
California Resources Corp. * | 119,952 | 4,982,806 |
Callon Petroleum Co. * | 624,003 | 7,051,234 |
CARBO Ceramics, Inc. *(a) | 58,066 | 502,271 |
Carrizo Oil & Gas, Inc. * | 241,985 | 5,860,877 |
Centennial Resource Development, Inc., Class A * | 482,041 | 9,288,930 |
Chesapeake Energy Corp. * | 2,532,501 | 11,218,979 |
Clean Energy Fuels Corp. * | 368,899 | 1,014,472 |
Cloud Peak Energy, Inc. * | 232,928 | 549,710 |
CNX Resources Corp. * | 541,469 | 8,631,016 |
CONSOL Energy, Inc. * | 71,726 | 3,077,045 |
Contango Oil & Gas Co. * | 64,990 | 443,882 |
Covia Holdings Corp. * | 87,542 | 991,851 |
CVR Energy, Inc. | 81,107 | 3,086,121 |
Delek US Holdings, Inc. | 211,002 | 11,499,609 |
Denbury Resources, Inc. * | 1,107,218 | 6,167,204 |
Diamond Offshore Drilling, Inc. *(a) | 177,938 | 3,099,680 |
Dril-Quip, Inc. * | 105,879 | 5,574,529 |
Eclipse Resources Corp. * | 239,630 | 342,671 |
Energy XXI Gulf Coast, Inc. * | 91,906 | 831,749 |
Ensco plc, Class A | 1,219,094 | 8,338,603 |
EP Energy Corp., Class A *(a) | 104,775 | 183,356 |
Era Group, Inc. * | 56,058 | 669,333 |
Evolution Petroleum Corp. | 81,089 | 814,944 |
Exterran Corp. * | 89,477 | 2,450,775 |
Extraction Oil & Gas, Inc. * | 355,062 | 4,100,966 |
Forum Energy Technologies, Inc. * | 204,455 | 2,443,237 |
Frank's International N.V. * | 175,938 | 1,553,533 |
FTS International, Inc. * | 54,654 | 602,834 |
Geospace Technologies Corp. * | 39,659 | 560,382 |
Green Plains, Inc. | 105,878 | 1,879,334 |
Gulf Island Fabrication, Inc. | 38,786 | 366,528 |
Gulfport Energy Corp. * | 436,277 | 5,130,618 |
Halcon Resources Corp. *(a) | 439,471 | 2,012,777 |
Helix Energy Solutions Group, Inc. * | 394,892 | 3,696,189 |
HighPoint Resources Corp. * | 290,037 | 1,598,104 |
International Seaways, Inc. * | 81,724 | 1,676,976 |
Isramco, Inc. * | 2,737 | 319,408 |
Jagged Peak Energy, Inc. *(a) | 87,381 | 1,154,303 |
Keane Group, Inc. * | 145,939 | 1,792,131 |
Kosmos Energy Ltd. * | 659,375 | 5,960,750 |
Laredo Petroleum, Inc. * | 354,827 | 2,941,516 |
Liberty Oilfield Services, Inc., Class A *(a) | 21,831 | 428,761 |
Mammoth Energy Services, Inc. | 28,683 | 788,209 |
Matador Resources Co. * | 288,954 | 9,460,354 |
Matrix Service Co. * | 72,719 | 1,519,827 |
McDermott International, Inc. * | 504,200 | 9,751,228 |
Nabors Industries Ltd. | 977,789 | 6,032,958 |
NACCO Industries, Inc., Class A | 12,311 | 432,732 |
Natural Gas Services Group, Inc. * | 37,017 | 818,076 |
NCS Multistage Holdings, Inc. * | 29,862 | 485,855 |
Newpark Resources, Inc. * | 245,900 | 2,581,950 |
NextDecade Corp. *(a) | 43,246 | 293,640 |
Nine Energy Service, Inc. * | 18,472 | 553,791 |
Noble Corp. plc * | 687,533 | 4,193,951 |
Oasis Petroleum, Inc. * | 745,070 | 10,028,642 |
Oceaneering International, Inc. * | 274,609 | 7,763,196 |
Oil States International, Inc. * | 167,108 | 5,656,606 |
Overseas Shipholding Group, Inc., Class A * | 118,023 | 404,819 |
Par Pacific Holdings, Inc. * | 71,891 | 1,460,106 |
Parker Drilling Co. * | 24,710 | 97,357 |
Patterson-UTI Energy, Inc. | 612,165 | 10,486,386 |
PBF Energy, Inc., Class A | 329,154 | 17,089,676 |
PDC Energy, Inc. * | 182,935 | 9,638,845 |
Peabody Energy Corp. | 281,232 | 11,617,694 |
Security | Number of Shares | Value ($) |
Penn Virginia Corp. * | 37,240 | 3,312,126 |
Pioneer Energy Services Corp. * | 202,019 | 646,461 |
ProPetro Holding Corp. * | 199,044 | 3,029,450 |
QEP Resources, Inc. * | 666,326 | 6,643,270 |
Resolute Energy Corp. *(a) | 59,022 | 1,945,365 |
REX American Resources Corp. * | 16,648 | 1,341,496 |
RigNet, Inc. * | 39,784 | 648,479 |
Ring Energy, Inc. * | 149,322 | 1,762,000 |
Rowan Cos. plc, Class A * | 314,242 | 4,411,958 |
RPC, Inc. | 166,516 | 2,277,939 |
Sanchez Energy Corp. *(a) | 231,549 | 608,974 |
SandRidge Energy, Inc. * | 98,706 | 1,565,477 |
SEACOR Holdings, Inc. * | 46,533 | 2,394,123 |
SEACOR Marine Holdings, Inc. * | 44,443 | 910,193 |
SemGroup Corp., Class A | 183,986 | 4,452,461 |
SM Energy Co. | 286,568 | 8,622,831 |
Smart Sand, Inc. *(a) | 65,181 | 324,601 |
Southwestern Energy Co. * | 1,425,475 | 8,011,169 |
SRC Energy, Inc. * | 681,316 | 6,343,052 |
Superior Energy Services, Inc. * | 420,614 | 3,785,526 |
Talos Energy, Inc. * | 53,865 | 1,859,420 |
Tellurian, Inc. *(a) | 258,668 | 2,501,320 |
TETRA Technologies, Inc. * | 356,206 | 1,634,986 |
Tidewater, Inc. * | 66,618 | 2,131,776 |
Transocean Ltd. * | 1,222,061 | 14,799,159 |
Ultra Petroleum Corp. * | 547,933 | 717,792 |
Unit Corp. * | 151,221 | 3,975,600 |
US Silica Holdings, Inc. | 215,077 | 4,557,482 |
W&T Offshore, Inc. * | 259,937 | 1,759,773 |
Whiting Petroleum Corp. * | 251,772 | 12,817,712 |
WildHorse Resource Development Corp. * | 57,803 | 1,256,637 |
World Fuel Services Corp. | 188,532 | 5,284,552 |
WPX Energy, Inc. * | 1,099,335 | 20,964,318 |
414,181,361 | ||
Food & Staples Retailing 0.5% | ||
Ingles Markets, Inc., Class A | 39,595 | 1,423,440 |
Natural Grocers by Vitamin Cottage, Inc. * | 28,048 | 544,412 |
Performance Food Group Co. * | 235,924 | 7,809,084 |
PriceSmart, Inc. | 62,648 | 5,440,979 |
Rite Aid Corp. *(a) | 3,013,119 | 4,127,973 |
Smart & Final Stores, Inc. * | 75,262 | 526,834 |
SpartanNash Co. | 99,372 | 2,121,592 |
Sprouts Farmers Market, Inc. * | 338,512 | 8,960,413 |
SUPERVALU, Inc. * | 105,608 | 3,410,082 |
The Andersons, Inc. | 73,705 | 3,010,849 |
The Chefs' Warehouse, Inc. * | 57,980 | 1,704,612 |
United Natural Foods, Inc. * | 139,061 | 4,938,056 |
Village Super Market, Inc., Class A | 23,776 | 693,784 |
Weis Markets, Inc. | 46,198 | 2,152,365 |
46,864,475 | ||
Food, Beverage & Tobacco 1.1% | ||
Alico, Inc. | 18,899 | 610,438 |
B&G Foods, Inc. (a) | 186,343 | 5,953,659 |
Cal-Maine Foods, Inc. | 83,692 | 4,138,569 |
Calavo Growers, Inc. | 43,790 | 4,635,171 |
Coca-Cola Bottling Co. Consolidated | 12,905 | 2,188,172 |
Darling Ingredients, Inc. * | 458,449 | 9,068,121 |
Dean Foods Co. | 254,059 | 1,935,930 |
Farmer Brothers Co. * | 31,058 | 900,682 |
Flowers Foods, Inc. | 516,387 | 10,405,198 |
Fresh Del Monte Produce, Inc. | 95,257 | 3,566,422 |
Freshpet, Inc. * | 66,867 | 2,484,109 |
Security | Number of Shares | Value ($) |
Hostess Brands, Inc. * | 221,571 | 2,605,675 |
J&J Snack Foods Corp. | 41,766 | 6,076,953 |
John B Sanfilippo & Son, Inc. | 23,740 | 1,734,682 |
Lancaster Colony Corp. | 54,669 | 8,543,125 |
Landec Corp. * | 75,482 | 1,015,233 |
Limoneira Co. | 39,249 | 1,210,832 |
MGP Ingredients, Inc. | 35,680 | 2,751,285 |
National Beverage Corp. * | 32,198 | 3,794,212 |
Sanderson Farms, Inc. | 56,185 | 5,942,126 |
Seaboard Corp. | 739 | 2,723,052 |
Seneca Foods Corp., Class A * | 15,466 | 499,552 |
Seneca Foods Corp., Class B * | 3,346 | 106,068 |
The Boston Beer Co., Inc., Class A * | 24,185 | 7,331,683 |
Tootsie Roll Industries, Inc. (a) | 53,324 | 1,535,731 |
Universal Corp. | 68,158 | 4,075,848 |
Vector Group Ltd. | 295,462 | 4,588,525 |
100,421,053 | ||
Health Care Equipment & Services 6.5% | ||
AAC Holdings, Inc. *(a) | 29,942 | 265,286 |
Acadia Healthcare Co., Inc. * | 229,133 | 9,515,894 |
Accuray, Inc. * | 231,763 | 927,052 |
Aceto Corp. | 84,328 | 279,969 |
Allscripts Healthcare Solutions, Inc. * | 499,365 | 7,295,723 |
Amedisys, Inc. * | 80,721 | 10,090,932 |
American Renal Associates Holdings, Inc. * | 36,501 | 801,197 |
AMN Healthcare Services, Inc. * | 133,860 | 7,804,038 |
AngioDynamics, Inc. * | 102,196 | 2,291,234 |
Anika Therapeutics, Inc. * | 42,237 | 1,748,189 |
Antares Pharma, Inc. * | 387,288 | 1,371,000 |
athenahealth, Inc. * | 112,412 | 17,300,207 |
AtriCure, Inc. * | 90,763 | 3,135,862 |
Atrion Corp. | 4,256 | 2,787,893 |
Avanos Medical, Inc. * | 131,571 | 9,486,269 |
AxoGen, Inc. * | 89,169 | 3,910,061 |
BioScrip, Inc. * | 346,716 | 1,005,476 |
BioTelemetry, Inc. * | 86,832 | 5,366,218 |
Brookdale Senior Living, Inc. * | 523,388 | 5,192,009 |
Cantel Medical Corp. | 97,954 | 9,501,538 |
Capital Senior Living Corp. * | 84,298 | 747,723 |
Cardiovascular Systems, Inc. * | 90,912 | 3,502,839 |
Castlight Health, Inc., Class B * | 204,356 | 613,068 |
Cerus Corp. * | 363,268 | 2,826,225 |
Chemed Corp. | 44,140 | 14,281,056 |
Civitas Solutions, Inc. * | 39,023 | 624,368 |
Community Health Systems, Inc. * | 334,189 | 1,296,653 |
Computer Programs & Systems, Inc. | 30,819 | 841,359 |
CONMED Corp. | 69,385 | 5,580,636 |
CorVel Corp. * | 26,785 | 1,592,368 |
CryoLife, Inc. * | 91,209 | 3,164,952 |
Diplomat Pharmacy, Inc. * | 134,376 | 2,776,208 |
Encompass Health Corp. | 275,324 | 22,463,685 |
Endologix, Inc. * | 234,538 | 539,437 |
Evolent Health, Inc., Class A * | 173,999 | 4,436,975 |
GenMark Diagnostics, Inc. * | 154,554 | 1,322,982 |
Glaukos Corp. * | 87,614 | 5,990,169 |
Globus Medical, Inc., Class A * | 203,772 | 10,854,934 |
Haemonetics Corp. * | 145,336 | 16,225,311 |
HealthEquity, Inc. * | 146,300 | 13,782,923 |
HealthStream, Inc. | 73,863 | 2,343,673 |
Heska Corp. * | 18,342 | 1,962,594 |
Hill-Rom Holdings, Inc. | 184,800 | 17,975,496 |
HMS Holdings Corp. * | 233,384 | 7,479,957 |
ICU Medical, Inc. * | 42,504 | 13,006,224 |
Inogen, Inc. * | 48,561 | 12,864,295 |
Inovalon Holdings, Inc., Class A *(a) | 178,255 | 1,960,805 |
Security | Number of Shares | Value ($) |
Inspire Medical Systems, Inc. * | 21,161 | 1,163,643 |
Insulet Corp. * | 163,489 | 17,046,998 |
Integer Holdings Corp. * | 79,863 | 6,381,054 |
Integra LifeSciences Holdings Corp. * | 196,511 | 11,686,509 |
Invacare Corp. | 92,339 | 1,403,553 |
iRhythm Technologies, Inc. * | 52,298 | 4,868,421 |
K2M Group Holdings, Inc. * | 112,308 | 3,070,501 |
Lantheus Holdings, Inc. * | 80,990 | 1,303,939 |
LeMaitre Vascular, Inc. | 42,446 | 1,592,149 |
LHC Group, Inc. * | 81,279 | 8,040,932 |
LifePoint Health, Inc. * | 107,401 | 6,916,624 |
LivaNova plc * | 121,808 | 15,292,994 |
Magellan Health, Inc. * | 68,725 | 5,051,288 |
Masimo Corp. * | 133,013 | 15,680,903 |
Medidata Solutions, Inc. * | 163,968 | 13,934,001 |
Meridian Bioscience, Inc. | 116,363 | 1,826,899 |
Merit Medical Systems, Inc. * | 150,137 | 8,835,562 |
Molina Healthcare, Inc. * | 132,399 | 18,271,062 |
National HealthCare Corp. | 30,000 | 2,312,100 |
National Research Corp. | 30,369 | 1,188,946 |
Natus Medical, Inc. * | 93,183 | 3,475,726 |
Neogen Corp. * | 142,938 | 13,356,127 |
Nevro Corp. * | 78,448 | 5,288,964 |
NuVasive, Inc. * | 142,335 | 9,990,494 |
NxStage Medical, Inc. * | 187,126 | 5,303,151 |
Omnicell, Inc. * | 108,177 | 7,437,169 |
OraSure Technologies, Inc. * | 167,853 | 2,687,327 |
Orthofix Medical, Inc. * | 52,937 | 2,835,306 |
Owens & Minor, Inc. | 173,637 | 2,948,356 |
Patterson Cos., Inc. | 227,060 | 5,120,203 |
Penumbra, Inc. * | 83,606 | 11,608,693 |
Premier, Inc., Class A * | 144,477 | 6,390,218 |
Quality Systems, Inc. * | 132,951 | 3,043,248 |
Quidel Corp. * | 88,867 | 6,832,095 |
R1 RCM, Inc. * | 233,036 | 2,323,369 |
SeaSpine Holdings Corp. * | 33,919 | 522,353 |
Select Medical Holdings Corp. * | 297,784 | 5,896,123 |
Senseonics Holdings, Inc. *(a) | 243,988 | 995,471 |
Surgery Partners, Inc. * | 51,734 | 897,585 |
Surmodics, Inc. * | 37,352 | 2,941,470 |
Tactile Systems Technology, Inc. * | 41,882 | 2,834,155 |
Teladoc Health, Inc. * | 193,049 | 14,970,950 |
Tenet Healthcare Corp. * | 227,194 | 7,660,982 |
The Ensign Group, Inc. | 136,415 | 5,329,734 |
The Providence Service Corp. * | 30,015 | 2,015,207 |
Tivity Health, Inc. * | 96,806 | 3,330,126 |
Triple-S Management Corp., Class B * | 62,120 | 1,352,352 |
US Physical Therapy, Inc. | 35,213 | 4,410,428 |
Varex Imaging Corp. * | 105,051 | 3,298,601 |
Vocera Communications, Inc. * | 83,043 | 2,753,706 |
Wright Medical Group N.V. * | 292,930 | 8,489,111 |
573,339,840 | ||
Household & Personal Products 0.7% | ||
Avon Products, Inc. * | 1,213,632 | 2,427,264 |
Central Garden & Pet Co. * | 28,896 | 1,147,171 |
Central Garden & Pet Co., Class A * | 110,720 | 4,022,458 |
elf Beauty, Inc. *(a) | 64,693 | 898,586 |
Energizer Holdings, Inc. | 166,070 | 10,560,391 |
Inter Parfums, Inc. | 47,920 | 3,129,176 |
Medifast, Inc. | 29,284 | 6,698,715 |
Natural Health Trends Corp. | 19,460 | 515,106 |
Nu Skin Enterprises, Inc., Class A | 154,660 | 12,310,936 |
Revlon, Inc., Class A *(a) | 29,894 | 650,194 |
Spectrum Brands Holdings, Inc. | 131,616 | 11,430,850 |
Security | Number of Shares | Value ($) |
USANA Health Sciences, Inc. * | 31,005 | 4,091,110 |
WD-40 Co. | 39,007 | 6,921,792 |
64,803,749 | ||
Insurance 2.8% | ||
Ambac Financial Group, Inc. * | 129,522 | 2,736,800 |
American Equity Investment Life Holding Co. | 248,907 | 9,231,961 |
American National Insurance Co. | 23,820 | 3,057,059 |
AMERISAFE, Inc. | 52,607 | 3,356,327 |
AmTrust Financial Services, Inc. | 259,699 | 3,776,023 |
Argo Group International Holdings Ltd. | 93,586 | 5,961,428 |
Aspen Insurance Holdings Ltd. | 165,920 | 6,827,608 |
Assured Guaranty Ltd. | 310,743 | 12,659,670 |
Citizens, Inc. *(a) | 123,226 | 1,035,098 |
CNO Financial Group, Inc. | 467,786 | 10,108,855 |
Crawford & Co., Class A | 46,170 | 393,830 |
Crawford & Co., Class B | 26,205 | 228,508 |
Donegal Group, Inc., Class A | 33,748 | 487,659 |
eHealth, Inc. * | 46,525 | 1,358,065 |
EMC Insurance Group, Inc. | 24,469 | 628,364 |
Employers Holdings, Inc. | 89,604 | 4,108,343 |
Enstar Group Ltd. * | 31,769 | 6,782,681 |
FBL Financial Group, Inc., Class A | 27,267 | 2,218,170 |
First American Financial Corp. | 310,084 | 17,631,376 |
Genworth Financial, Inc., Class A * | 1,389,340 | 6,460,431 |
Global Indemnity Ltd. | 19,910 | 785,051 |
Greenlight Capital Re Ltd., Class A * | 81,909 | 1,052,531 |
Health Insurance Innovations, Inc., Class A * | 34,139 | 1,805,953 |
Horace Mann Educators Corp. | 113,899 | 5,273,524 |
James River Group Holdings Ltd. | 82,880 | 3,393,936 |
Kemper Corp. | 172,835 | 14,060,127 |
Kinsale Capital Group, Inc. | 55,714 | 3,385,740 |
Maiden Holdings Ltd. | 200,327 | 761,243 |
MBIA, Inc. *(a) | 257,644 | 2,646,004 |
Mercury General Corp. | 100,620 | 5,423,418 |
National General Holdings Corp. | 172,026 | 4,698,030 |
National Western Life Group, Inc., Class A | 6,090 | 1,985,035 |
NI Holdings, Inc. * | 27,745 | 468,336 |
Old Republic International Corp. | 700,648 | 15,540,373 |
Primerica, Inc. | 122,719 | 15,002,398 |
ProAssurance Corp. | 148,492 | 7,179,588 |
RLI Corp. | 108,900 | 8,382,033 |
Safety Insurance Group, Inc. | 42,468 | 4,106,656 |
Selective Insurance Group, Inc. | 163,327 | 10,485,593 |
State Auto Financial Corp. | 46,009 | 1,444,223 |
Stewart Information Services Corp. | 66,345 | 2,970,929 |
The Hanover Insurance Group, Inc. | 118,805 | 14,552,424 |
The Navigators Group, Inc. | 62,838 | 4,398,660 |
Third Point Reinsurance Ltd. * | 233,262 | 3,125,711 |
Trupanion, Inc. *(a) | 60,200 | 2,299,038 |
United Fire Group, Inc. | 60,153 | 2,979,378 |
United Insurance Holdings Corp. | 55,916 | 1,164,730 |
Universal Insurance Holdings, Inc. | 90,723 | 4,046,246 |
White Mountains Insurance Group Ltd. | 8,410 | 7,804,059 |
250,269,223 | ||
Materials 4.6% | ||
AdvanSix, Inc. * | 86,608 | 2,930,815 |
AK Steel Holding Corp. * | 869,214 | 3,859,310 |
Allegheny Technologies, Inc. * | 349,940 | 9,458,878 |
American Vanguard Corp. | 73,952 | 1,619,549 |
AptarGroup, Inc. | 173,697 | 18,187,813 |
Balchem Corp. | 89,340 | 9,906,913 |
Security | Number of Shares | Value ($) |
Bemis Co., Inc. | 253,820 | 12,508,250 |
Boise Cascade Co. | 107,302 | 4,689,097 |
Cabot Corp. | 172,922 | 11,226,096 |
Carpenter Technology Corp. | 130,763 | 7,802,628 |
Century Aluminum Co. * | 139,812 | 1,764,427 |
Chase Corp. | 19,750 | 2,448,012 |
Clearwater Paper Corp. * | 45,828 | 1,331,303 |
Cleveland-Cliffs, Inc. * | 829,791 | 8,339,400 |
Coeur Mining, Inc. * | 513,839 | 2,918,606 |
Commercial Metals Co. | 327,000 | 7,063,200 |
Compass Minerals International, Inc. | 93,998 | 5,879,575 |
Domtar Corp. | 174,414 | 8,877,673 |
Eagle Materials, Inc. | 134,051 | 12,376,929 |
Ferro Corp. * | 234,849 | 5,154,936 |
Flotek Industries, Inc. * | 172,405 | 429,288 |
Forterra, Inc. *(a) | 55,728 | 471,459 |
FutureFuel Corp. | 65,911 | 977,460 |
GCP Applied Technologies, Inc. * | 198,828 | 5,010,466 |
Graphic Packaging Holding Co. | 859,708 | 12,225,048 |
Greif, Inc., Class A | 73,170 | 4,037,521 |
Greif, Inc., Class B | 9,915 | 563,668 |
H.B. Fuller Co. | 141,052 | 8,038,553 |
Hawkins, Inc. | 25,942 | 1,071,405 |
Haynes International, Inc. | 34,039 | 1,341,137 |
Hecla Mining Co. | 1,318,718 | 3,745,159 |
Ingevity Corp. * | 117,278 | 11,846,251 |
Innophos Holdings, Inc. | 52,955 | 2,314,663 |
Innospec, Inc. | 67,113 | 5,207,969 |
Kaiser Aluminum Corp. | 46,884 | 5,138,018 |
KapStone Paper & Packaging Corp. | 242,564 | 8,332,073 |
KMG Chemicals, Inc. | 34,115 | 2,643,230 |
Koppers Holdings, Inc. * | 59,274 | 2,101,263 |
Kraton Corp. * | 89,411 | 4,204,999 |
Kronos Worldwide, Inc. | 61,246 | 1,232,882 |
Loop Industries, Inc. *(a) | 35,059 | 346,383 |
Louisiana-Pacific Corp. | 405,601 | 11,827,325 |
LSB Industries, Inc. * | 57,454 | 500,999 |
Materion Corp. | 55,627 | 3,549,003 |
McEwen Mining, Inc. (a) | 689,875 | 1,359,054 |
Mercer International, Inc. | 134,597 | 2,382,367 |
Minerals Technologies, Inc. | 99,220 | 6,662,623 |
Myers Industries, Inc. | 74,557 | 1,658,893 |
Neenah, Inc. | 47,162 | 4,303,532 |
Olin Corp. | 466,027 | 14,321,010 |
OMNOVA Solutions, Inc. * | 129,357 | 1,170,681 |
Owens-Illinois, Inc. * | 450,180 | 7,954,681 |
P.H. Glatfelter Co. | 121,542 | 2,337,253 |
Platform Specialty Products Corp. * | 602,938 | 7,994,958 |
PolyOne Corp. | 222,297 | 9,394,271 |
PQ Group Holdings, Inc. * | 82,530 | 1,469,034 |
Quaker Chemical Corp. | 36,644 | 6,601,050 |
Ramaco Resources, Inc. *(a) | 16,370 | 130,141 |
Rayonier Advanced Materials, Inc. | 144,713 | 3,024,502 |
Resolute Forest Products, Inc. * | 248,930 | 3,422,787 |
Schnitzer Steel Industries, Inc., Class A | 75,610 | 1,992,323 |
Schweitzer-Mauduit International, Inc. | 85,052 | 3,460,766 |
Sensient Technologies Corp. | 117,860 | 8,370,417 |
Silgan Holdings, Inc. | 205,111 | 5,589,275 |
Stepan Co. | 56,085 | 5,003,343 |
Summit Materials, Inc., Class A * | 309,305 | 6,578,917 |
SunCoke Energy, Inc. * | 173,283 | 1,933,838 |
The Scotts Miracle-Gro Co., Class A | 106,920 | 7,989,062 |
TimkenSteel Corp. * | 112,667 | 1,578,465 |
Tredegar Corp. | 72,181 | 1,584,373 |
Trinseo S.A. | 120,447 | 9,292,486 |
Tronox Ltd., Class A | 260,608 | 4,219,243 |
United States Lime & Minerals, Inc. | 5,054 | 383,548 |
United States Steel Corp. | 491,745 | 14,594,992 |
Security | Number of Shares | Value ($) |
US Concrete, Inc. * | 43,857 | 2,113,907 |
Valhi, Inc. | 78,833 | 260,149 |
Valvoline, Inc. | 545,985 | 11,749,597 |
Venator Materials plc * | 133,108 | 1,607,945 |
Warrior Met Coal, Inc. | 119,230 | 2,867,481 |
Worthington Industries, Inc. | 119,912 | 5,585,501 |
406,442,097 | ||
Media 1.8% | ||
AMC Entertainment Holdings, Inc., Class A | 142,629 | 2,717,082 |
AMC Networks, Inc., Class A * | 128,279 | 8,057,204 |
Cable One, Inc. | 13,053 | 10,935,020 |
Central European Media Enterprises Ltd., Class A * | 239,813 | 911,289 |
Cinemark Holdings, Inc. | 297,507 | 11,102,961 |
Clear Channel Outdoor Holdings, Inc., Class A | 103,008 | 468,686 |
Emerald Expositions Events, Inc. | 66,262 | 1,035,012 |
Entercom Communications Corp., Class A | 378,971 | 2,974,922 |
Entravision Communications Corp., Class A | 193,491 | 1,015,828 |
Gannett Co., Inc. | 318,211 | 3,271,209 |
Global Eagle Entertainment, Inc. *(a) | 190,804 | 507,539 |
Gray Television, Inc. * | 212,370 | 3,705,857 |
Hemisphere Media Group, Inc. * | 50,684 | 694,371 |
John Wiley & Sons, Inc., Class A | 126,874 | 8,189,717 |
Liberty Latin America Ltd., Class A * | 134,308 | 2,647,211 |
Liberty Latin America Ltd., Class C * | 322,917 | 6,338,861 |
Liberty Media Corp. - Liberty Braves, Class A * | 23,109 | 616,548 |
Liberty Media Corp. - Liberty Braves, Class C * | 95,808 | 2,545,619 |
Loral Space & Communications, Inc. * | 36,378 | 1,613,364 |
Meredith Corp. | 111,412 | 5,754,430 |
MSG Networks, Inc., Class A * | 171,514 | 4,167,790 |
National CineMedia, Inc. | 165,917 | 1,509,845 |
New Media Investment Group, Inc. | 164,494 | 2,615,455 |
Nexstar Media Group, Inc., Class A | 127,039 | 10,417,198 |
Scholastic Corp. | 75,751 | 3,184,572 |
Sinclair Broadcast Group, Inc., Class A | 213,050 | 6,167,797 |
TEGNA, Inc. | 596,590 | 6,944,308 |
The E.W. Scripps Co., Class A | 154,785 | 2,270,696 |
The Madison Square Garden Co., Class A * | 46,079 | 13,913,093 |
The Marcus Corp. | 54,197 | 2,200,398 |
The New York Times Co., Class A | 356,353 | 8,303,025 |
Tribune Media Co., Class A | 202,710 | 7,477,972 |
tronc, Inc. * | 64,145 | 1,058,393 |
WideOpenWest, Inc. * | 55,416 | 645,596 |
World Wrestling Entertainment, Inc., Class A | 111,529 | 9,748,750 |
155,727,618 | ||
Pharmaceuticals, Biotechnology & Life Sciences 8.5% | ||
ACADIA Pharmaceuticals, Inc. * | 271,782 | 3,864,740 |
Accelerate Diagnostics, Inc. *(a) | 73,795 | 1,815,357 |
Acceleron Pharma, Inc. * | 108,291 | 5,849,880 |
Achaogen, Inc. *(a) | 100,000 | 529,000 |
Achillion Pharmaceuticals, Inc. * | 405,434 | 1,398,747 |
Aclaris Therapeutics, Inc. * | 68,057 | 1,083,467 |
Acorda Therapeutics, Inc. * | 131,900 | 3,798,720 |
Aduro Biotech, Inc. * | 89,828 | 664,727 |
Advaxis, Inc. * | 133,190 | 193,126 |
Security | Number of Shares | Value ($) |
Aerie Pharmaceuticals, Inc. * | 108,202 | 6,638,193 |
Agenus, Inc. * | 226,861 | 501,363 |
Agios Pharmaceuticals, Inc. * | 138,106 | 11,147,916 |
Aimmune Therapeutics, Inc. * | 108,824 | 3,037,278 |
Akcea Therapeutics, Inc. *(a) | 44,414 | 1,172,974 |
Akebia Therapeutics, Inc. * | 146,260 | 1,200,795 |
Akorn, Inc. * | 259,782 | 4,075,980 |
Alder Biopharmaceuticals, Inc. * | 168,590 | 3,051,479 |
AMAG Pharmaceuticals, Inc. * | 98,281 | 2,398,056 |
Amicus Therapeutics, Inc. * | 524,166 | 7,065,758 |
Amneal Pharmaceuticals, Inc. * | 209,063 | 4,829,355 |
Amphastar Pharmaceuticals, Inc. * | 103,468 | 1,963,823 |
AnaptysBio, Inc. * | 40,265 | 3,569,090 |
ANI Pharmaceuticals, Inc. * | 25,376 | 1,476,883 |
Apellis Pharmaceuticals, Inc. * | 96,325 | 1,864,852 |
Arcus Biosciences, Inc. *(a) | 24,090 | 346,896 |
Arena Pharmaceuticals, Inc. * | 139,190 | 5,406,140 |
Array BioPharma, Inc. * | 587,375 | 9,145,429 |
Arrowhead Pharmaceuticals, Inc. * | 248,512 | 3,668,037 |
Assertio Therapeutics, Inc. * | 177,132 | 1,130,102 |
Atara Biotherapeutics, Inc. * | 122,279 | 5,007,325 |
Athenex, Inc. * | 105,753 | 1,737,522 |
Bellicum Pharmaceuticals, Inc. * | 126,210 | 912,498 |
Bio-Rad Laboratories, Inc., Class A * | 56,403 | 18,347,896 |
Bio-Techne Corp. | 104,608 | 20,102,519 |
BioCryst Pharmaceuticals, Inc. * | 300,715 | 2,153,119 |
Biohaven Pharmaceutical Holding Co., Ltd. * | 75,951 | 2,875,505 |
Bluebird Bio, Inc. * | 148,859 | 25,052,970 |
Blueprint Medicines Corp. * | 107,814 | 8,266,099 |
Bruker Corp. | 280,385 | 9,976,098 |
Cambrex Corp. * | 91,797 | 6,187,118 |
Catalent, Inc. * | 399,116 | 16,683,049 |
Celldex Therapeutics, Inc. * | 403,454 | 202,534 |
Charles River Laboratories International, Inc. * | 133,759 | 16,520,574 |
Chimerix, Inc. * | 149,579 | 596,820 |
Clovis Oncology, Inc. * | 145,431 | 5,199,158 |
Coherus Biosciences, Inc. * | 139,615 | 2,813,242 |
Corcept Therapeutics, Inc. * | 263,997 | 3,965,235 |
Cytokinetics, Inc. * | 139,968 | 1,105,747 |
CytomX Therapeutics, Inc. * | 120,106 | 2,701,184 |
Deciphera Pharmaceuticals, Inc. * | 39,729 | 1,469,576 |
Denali Therapeutics, Inc. *(a) | 41,662 | 817,825 |
Dermira, Inc. * | 99,036 | 942,823 |
Dynavax Technologies Corp. * | 152,908 | 2,117,776 |
Eagle Pharmaceuticals, Inc. * | 23,932 | 1,654,419 |
Editas Medicine, Inc. * | 107,684 | 3,535,266 |
Eloxx Pharmaceuticals, Inc. * | 57,425 | 1,052,026 |
Emergent BioSolutions, Inc. * | 98,429 | 6,102,598 |
Enanta Pharmaceuticals, Inc. * | 40,052 | 3,641,928 |
Endo International plc * | 559,934 | 9,602,868 |
Enzo Biochem, Inc. * | 116,434 | 534,432 |
Epizyme, Inc. * | 144,030 | 1,699,554 |
Esperion Therapeutics, Inc. * | 57,121 | 2,826,918 |
Evelo Biosciences, Inc. * | 13,045 | 175,716 |
Exact Sciences Corp. * | 339,314 | 25,411,225 |
FibroGen, Inc. * | 216,999 | 13,269,489 |
Five Prime Therapeutics, Inc. * | 95,587 | 1,338,218 |
Flexion Therapeutics, Inc. * | 100,821 | 2,308,801 |
Genomic Health, Inc. * | 57,425 | 3,512,687 |
Global Blood Therapeutics, Inc. * | 135,662 | 6,640,655 |
Halozyme Therapeutics, Inc. * | 372,726 | 6,861,886 |
Heron Therapeutics, Inc. * | 190,339 | 7,337,568 |
Homology Medicines, Inc. *(a) | 24,490 | 407,759 |
Horizon Pharma plc * | 456,130 | 9,642,588 |
ImmunoGen, Inc. * | 405,398 | 4,131,006 |
Immunomedics, Inc. * | 449,972 | 12,041,251 |
Security | Number of Shares | Value ($) |
InflaRx N.V. * | 14,154 | 475,574 |
Innoviva, Inc. * | 189,683 | 2,754,197 |
Inovio Pharmaceuticals, Inc. * | 249,536 | 1,312,559 |
Insmed, Inc. * | 213,610 | 4,257,247 |
Insys Therapeutics, Inc. *(a) | 67,766 | 633,612 |
Intellia Therapeutics, Inc. * | 57,990 | 1,793,631 |
Intercept Pharmaceuticals, Inc. * | 57,703 | 6,451,195 |
Intersect ENT, Inc. * | 76,228 | 2,233,480 |
Intra-Cellular Therapies, Inc. * | 128,859 | 2,827,166 |
Intrexon Corp. *(a) | 184,985 | 2,845,069 |
Invitae Corp. * | 171,054 | 2,533,310 |
Iovance Biotherapeutics, Inc. * | 236,672 | 4,189,094 |
Ironwood Pharmaceuticals, Inc. * | 381,663 | 7,343,196 |
Jounce Therapeutics, Inc. * | 17,342 | 136,135 |
Karyopharm Therapeutics, Inc. * | 136,961 | 2,883,029 |
Keryx Biopharmaceuticals, Inc. *(a) | 306,412 | 1,044,865 |
La Jolla Pharmaceutical Co. *(a) | 59,096 | 1,361,572 |
Lannett Co., Inc. *(a) | 85,092 | 455,242 |
Lexicon Pharmaceuticals, Inc. * | 132,435 | 1,532,273 |
Ligand Pharmaceuticals, Inc., Class B * | 59,375 | 15,419,094 |
Loxo Oncology, Inc. * | 61,346 | 10,366,247 |
Luminex Corp. | 115,840 | 3,267,846 |
MacroGenics, Inc. * | 100,983 | 2,208,498 |
Mallinckrodt plc * | 231,168 | 7,966,049 |
MannKind Corp. *(a) | 355,439 | 390,983 |
Medpace Holdings, Inc. * | 72,154 | 4,314,088 |
Melinta Therapeutics, Inc. * | 114,610 | 535,802 |
Menlo Therapeutics, Inc. * | 19,472 | 149,545 |
Merrimack Pharmaceuticals, Inc. * | 30,989 | 183,455 |
MiMedx Group, Inc. *(a) | 285,205 | 1,511,587 |
Momenta Pharmaceuticals, Inc. * | 218,516 | 5,790,674 |
MyoKardia, Inc. * | 92,900 | 5,727,285 |
Myriad Genetics, Inc. * | 193,287 | 9,623,760 |
NantKwest, Inc. *(a) | 67,385 | 228,435 |
Natera, Inc. * | 98,025 | 2,709,411 |
Nektar Therapeutics * | 449,141 | 29,863,385 |
NeoGenomics, Inc. * | 203,427 | 2,817,464 |
Neurocrine Biosciences, Inc. * | 250,387 | 30,785,082 |
NewLink Genetics Corp. * | 79,965 | 247,892 |
Novavax, Inc. * | 1,063,297 | 1,658,743 |
Odonate Therapeutics, Inc. * | 18,372 | 352,559 |
Omeros Corp. *(a) | 125,612 | 3,250,839 |
OncoMed Pharmaceuticals, Inc. * | 65,149 | 149,843 |
OPKO Health, Inc. *(a) | 1,003,247 | 5,939,222 |
Optinose, Inc. *(a) | 36,854 | 548,019 |
Organovo Holdings, Inc. *(a) | 333,902 | 430,734 |
Otonomy, Inc. * | 74,304 | 222,912 |
Ovid therapeutics, Inc. * | 12,905 | 86,076 |
Pacific Biosciences of California, Inc. * | 322,690 | 1,610,223 |
Pacira Pharmaceuticals, Inc. * | 112,338 | 5,296,737 |
Paratek Pharmaceuticals, Inc. *(a) | 78,606 | 805,712 |
PDL BioPharma, Inc. * | 399,511 | 966,817 |
Phibro Animal Health Corp., Class A | 55,299 | 2,610,113 |
Portola Pharmaceuticals, Inc. * | 182,086 | 5,435,267 |
PRA Health Sciences, Inc. * | 160,345 | 16,932,432 |
Prestige Consumer Healthcare, Inc. * | 146,252 | 5,630,702 |
Progenics Pharmaceuticals, Inc. * | 230,547 | 1,805,183 |
Prothena Corp. plc * | 106,787 | 1,625,298 |
PTC Therapeutics, Inc. * | 105,468 | 4,402,234 |
Puma Biotechnology, Inc. * | 84,425 | 3,710,479 |
Quanterix Corp. * | 14,454 | 241,815 |
Radius Health, Inc. * | 114,383 | 2,352,858 |
Reata Pharmaceuticals, Inc., Class A * | 42,098 | 3,635,583 |
REGENXBIO, Inc. * | 80,958 | 5,703,491 |
Repligen Corp. * | 105,980 | 5,816,182 |
resTORbio, Inc. *(a) | 18,372 | 217,341 |
Retrophin, Inc. * | 113,782 | 3,605,752 |
Revance Therapeutics, Inc. * | 76,101 | 2,085,167 |
Security | Number of Shares | Value ($) |
Rhythm Pharmaceuticals, Inc. * | 56,417 | 1,777,136 |
Sage Therapeutics, Inc. * | 129,141 | 21,212,701 |
Sangamo Therapeutics, Inc. * | 282,184 | 5,149,858 |
Sarepta Therapeutics, Inc. * | 171,037 | 23,609,947 |
Seres Therapeutics, Inc. * | 62,391 | 547,793 |
SIGA Technologies, Inc. * | 114,750 | 944,393 |
Solid Biosciences, Inc. * | 20,811 | 888,005 |
Spark Therapeutics, Inc. * | 87,338 | 5,380,894 |
Spectrum Pharmaceuticals, Inc. * | 260,718 | 5,613,259 |
Supernus Pharmaceuticals, Inc. * | 142,735 | 6,323,160 |
Surface Oncology, Inc. * | 19,132 | 185,580 |
Synergy Pharmaceuticals, Inc. *(a) | 663,985 | 1,294,771 |
Syros Pharmaceuticals, Inc. * | 64,041 | 787,064 |
Tetraphase Pharmaceuticals, Inc. * | 159,168 | 563,455 |
TG Therapeutics, Inc. * | 179,690 | 2,282,063 |
The Medicines Co. * | 180,174 | 7,136,692 |
TherapeuticsMD, Inc. *(a) | 539,584 | 3,496,504 |
Theravance Biopharma, Inc. * | 117,970 | 3,417,591 |
Ultragenyx Pharmaceutical, Inc. * | 128,541 | 10,891,279 |
UNITY Biotechnology, Inc. *(a) | 11,545 | 220,048 |
Vanda Pharmaceuticals, Inc. * | 146,213 | 2,825,566 |
Versartis, Inc. * | 74,160 | 133,488 |
Voyager Therapeutics, Inc. * | 54,864 | 1,192,743 |
WaVe Life Sciences Ltd. * | 42,147 | 2,246,435 |
XBiotech, Inc. *(a) | 53,075 | 214,423 |
Xencor, Inc. * | 130,034 | 5,434,121 |
ZIOPHARM Oncology, Inc. *(a) | 386,850 | 1,129,602 |
755,567,165 | ||
Real Estate 8.0% | ||
Acadia Realty Trust | 229,819 | 6,554,438 |
Agree Realty Corp. | 86,603 | 4,942,433 |
Alexander & Baldwin, Inc. | 187,665 | 4,404,498 |
Alexander's, Inc. | 10,475 | 3,780,742 |
Altisource Portfolio Solutions S.A. *(a) | 33,487 | 1,210,555 |
American Assets Trust, Inc. | 114,007 | 4,503,277 |
Americold Realty Trust | 134,181 | 3,341,107 |
Apple Hospitality REIT, Inc. | 599,126 | 10,574,574 |
Armada Hoffler Properties, Inc. | 136,159 | 2,122,719 |
Ashford Hospitality Trust, Inc. | 254,747 | 1,653,308 |
Braemar Hotels & Resorts, Inc. | 96,978 | 1,120,096 |
Brandywine Realty Trust | 495,130 | 8,298,379 |
CareTrust REIT, Inc. | 225,520 | 4,160,844 |
CBL & Associates Properties, Inc. | 482,227 | 2,150,732 |
Cedar Realty Trust, Inc. | 218,353 | 976,038 |
Chatham Lodging Trust | 130,717 | 2,803,880 |
Chesapeake Lodging Trust | 165,666 | 5,452,068 |
CIM Commercial Trust Corp. | 40,409 | 630,380 |
Columbia Property Trust, Inc. | 333,610 | 8,033,329 |
CoreCivic, Inc. | 330,414 | 8,554,418 |
CorePoint Lodging, Inc. | 110,134 | 2,296,294 |
CoreSite Realty Corp. | 100,951 | 11,757,763 |
Corporate Office Properties Trust | 283,998 | 8,741,458 |
Cousins Properties, Inc. | 1,179,615 | 11,029,400 |
CubeSmart | 509,213 | 15,556,457 |
CyrusOne, Inc. | 275,464 | 18,445,069 |
DDR Corp. | 428,948 | 6,000,983 |
DiamondRock Hospitality Co. | 556,347 | 6,653,910 |
Easterly Government Properties, Inc. | 166,724 | 3,376,161 |
EastGroup Properties, Inc. | 96,860 | 9,421,572 |
Education Realty Trust, Inc. | 222,511 | 9,207,505 |
Empire State Realty Trust, Inc., Class A | 367,753 | 6,468,775 |
EPR Properties | 179,849 | 12,621,803 |
Equity Commonwealth * | 337,428 | 10,817,942 |
First Industrial Realty Trust, Inc. | 349,348 | 11,339,836 |
Forestar Group, Inc. *(a) | 29,349 | 754,269 |
Four Corners Property Trust, Inc. | 180,661 | 4,867,007 |
Security | Number of Shares | Value ($) |
Franklin Street Properties Corp. | 291,550 | 2,498,584 |
Front Yard Residential Corp. | 151,437 | 1,850,560 |
FRP Holdings, Inc. * | 18,244 | 1,191,333 |
Getty Realty Corp. | 91,953 | 2,676,752 |
Gladstone Commercial Corp. | 75,522 | 1,503,643 |
Global Net Lease, Inc. | 198,508 | 4,305,639 |
Government Properties Income Trust | 273,154 | 4,619,034 |
Gramercy Property Trust | 447,238 | 12,231,959 |
Healthcare Realty Trust, Inc. | 346,361 | 10,723,337 |
Hersha Hospitality Trust | 102,246 | 2,413,006 |
HFF, Inc., Class A | 104,567 | 4,748,387 |
Hospitality Properties Trust | 458,823 | 13,301,279 |
Hudson Pacific Properties, Inc. | 437,508 | 14,805,271 |
Independence Realty Trust, Inc. | 236,207 | 2,440,018 |
Industrial Logistics Properties Trust | 54,516 | 1,312,200 |
InfraREIT, Inc. | 110,558 | 2,309,557 |
Investors Real Estate Trust | 349,124 | 1,902,726 |
iStar, Inc. | 189,108 | 2,116,119 |
Kennedy-Wilson Holdings, Inc. | 355,939 | 7,634,892 |
Kite Realty Group Trust | 231,646 | 4,049,172 |
LaSalle Hotel Properties | 305,288 | 10,718,662 |
Lexington Realty Trust | 609,571 | 5,693,393 |
Life Storage, Inc. | 129,454 | 12,634,710 |
LTC Properties, Inc. | 109,465 | 5,084,649 |
Mack-Cali Realty Corp. | 252,253 | 5,509,206 |
Marcus & Millichap, Inc. * | 44,553 | 1,622,175 |
MedEquities Realty Trust, Inc. | 85,040 | 910,778 |
Medical Properties Trust, Inc. | 1,010,926 | 15,214,436 |
Monmouth Real Estate Investment Corp., Class A | 216,322 | 3,761,840 |
National Health Investors, Inc. | 114,603 | 9,082,288 |
National Storage Affiliates Trust | 156,897 | 4,449,599 |
New Senior Investment Group, Inc. | 232,623 | 1,474,830 |
Newmark Group, Inc., Class A | 335,675 | 4,313,424 |
NorthStar Realty Europe Corp. | 145,692 | 1,998,894 |
One Liberty Properties, Inc. | 43,965 | 1,265,752 |
Outfront Media, Inc. | 384,403 | 7,638,088 |
Paramount Group, Inc. | 567,144 | 9,006,247 |
Pebblebrook Hotel Trust | 191,479 | 7,393,004 |
Pennsylvania Real Estate Investment Trust | 198,172 | 2,021,354 |
Physicians Realty Trust | 505,191 | 8,835,791 |
Piedmont Office Realty Trust, Inc., Class A | 357,412 | 7,091,054 |
PotlatchDeltic Corp. | 167,655 | 8,097,736 |
Preferred Apartment Communities, Inc., Class A | 109,166 | 1,945,338 |
PS Business Parks, Inc. | 54,963 | 7,168,824 |
QTS Realty Trust, Inc., Class A | 143,979 | 6,584,160 |
Ramco-Gershenson Properties Trust | 222,923 | 3,112,005 |
Rayonier, Inc. | 359,347 | 12,516,056 |
RE/MAX Holdings, Inc., Class A | 50,636 | 2,493,823 |
Redfin Corp. *(a) | 187,181 | 3,708,056 |
Retail Opportunity Investments Corp. | 309,792 | 6,115,294 |
Retail Properties of America, Inc., Class A | 610,826 | 7,775,815 |
Retail Value, Inc. * | 44,650 | 1,594,898 |
Rexford Industrial Realty, Inc. | 253,699 | 8,245,217 |
RLJ Lodging Trust | 490,262 | 10,741,640 |
Ryman Hospitality Properties, Inc. | 143,122 | 12,699,215 |
Sabra Health Care REIT, Inc. | 499,150 | 11,769,957 |
Saul Centers, Inc. | 34,841 | 2,090,460 |
Select Income REIT | 180,839 | 3,716,241 |
Seritage Growth Properties, Class A (a) | 75,311 | 3,877,010 |
Spirit MTA REIT * | 114,750 | 1,230,120 |
STAG Industrial, Inc. | 290,761 | 8,394,270 |
STORE Capital Corp. | 479,789 | 13,822,721 |
Security | Number of Shares | Value ($) |
Summit Hotel Properties, Inc. | 291,333 | 4,000,002 |
Sunstone Hotel Investors, Inc. | 628,963 | 10,553,999 |
Tanger Factory Outlet Centers, Inc. | 262,102 | 6,306,174 |
Taubman Centers, Inc. | 170,242 | 10,999,336 |
Tejon Ranch Co. * | 51,024 | 1,134,264 |
Terreno Realty Corp. | 153,788 | 5,906,997 |
The GEO Group, Inc. | 340,865 | 8,647,745 |
The Howard Hughes Corp. * | 107,325 | 13,991,960 |
The RMR Group, Inc., Class A | 19,558 | 1,847,253 |
The St. Joe Co. * | 170,614 | 2,934,561 |
Tier REIT, Inc. | 141,283 | 3,368,187 |
UMH Properties, Inc. | 92,323 | 1,473,475 |
Uniti Group, Inc. | 461,089 | 9,599,873 |
Universal Health Realty Income Trust | 35,209 | 2,684,686 |
Urban Edge Properties | 293,655 | 6,712,953 |
Urstadt Biddle Properties, Inc. | 16,208 | 295,958 |
Urstadt Biddle Properties, Inc., Class A | 79,997 | 1,819,932 |
Washington Prime Group, Inc. | 522,456 | 4,043,809 |
Washington Real Estate Investment Trust | 216,673 | 6,838,200 |
Whitestone REIT | 110,572 | 1,508,202 |
Xenia Hotels & Resorts, Inc. | 296,534 | 7,193,915 |
708,537,998 | ||
Retailing 3.3% | ||
1-800-Flowers.com, Inc., Class A * | 100,334 | 1,209,025 |
Aaron's, Inc. | 170,978 | 8,501,026 |
Abercrombie & Fitch Co., Class A | 189,231 | 4,100,636 |
America's Car-Mart, Inc. * | 19,026 | 1,587,720 |
American Eagle Outfitters, Inc. | 464,446 | 12,057,018 |
Asbury Automotive Group, Inc. * | 50,300 | 3,747,350 |
Ascena Retail Group, Inc. * | 483,224 | 2,213,166 |
At Home Group, Inc. * | 71,406 | 2,457,081 |
Barnes & Noble Education, Inc. * | 112,792 | 674,496 |
Barnes & Noble, Inc. | 152,421 | 800,210 |
Big Lots, Inc. | 117,364 | 5,052,520 |
Boot Barn Holdings, Inc. * | 75,642 | 2,263,965 |
Caleres, Inc. | 120,709 | 4,886,300 |
Camping World Holdings, Inc., Class A (a) | 83,337 | 1,725,909 |
Chico's FAS, Inc. | 360,666 | 3,289,274 |
Conn's, Inc. * | 78,469 | 3,217,229 |
Core-Mark Holding Co., Inc. | 127,464 | 4,559,387 |
Dick's Sporting Goods, Inc. | 218,857 | 8,194,006 |
Dillard's, Inc., Class A (a) | 54,518 | 4,284,024 |
DSW, Inc., Class A | 203,250 | 6,760,095 |
Duluth Holdings, Inc., Class B *(a) | 29,564 | 855,582 |
Express, Inc. * | 216,492 | 2,429,040 |
Five Below, Inc. * | 153,992 | 17,935,448 |
Floor & Decor Holdings, Inc., Class A * | 122,247 | 4,493,800 |
Francesca's Holdings Corp. * | 86,394 | 542,554 |
Fred's, Inc., Class A *(a) | 96,610 | 165,203 |
FTD Cos., Inc. * | 45,700 | 163,606 |
GameStop Corp., Class A (a) | 287,196 | 3,811,091 |
Genesco, Inc. * | 55,893 | 2,842,159 |
GNC Holdings, Inc., Class A *(a) | 184,754 | 572,737 |
Group 1 Automotive, Inc. | 55,292 | 4,262,460 |
Groupon, Inc. * | 1,123,012 | 4,795,261 |
Guess?, Inc. | 161,181 | 3,948,935 |
Haverty Furniture Cos., Inc. | 50,782 | 1,122,282 |
Hibbett Sports, Inc. * | 52,533 | 1,079,553 |
J. Jill, Inc. * | 27,945 | 168,788 |
J.C. Penney Co., Inc. *(a) | 898,244 | 1,589,892 |
Lands' End, Inc. * | 50,760 | 1,304,532 |
Liberty Expedia Holdings, Inc., Class A * | 150,270 | 6,934,961 |
Liberty TripAdvisor Holdings, Inc., Class A * | 204,359 | 3,239,090 |
Lithia Motors, Inc., Class A | 67,078 | 5,795,539 |
Security | Number of Shares | Value ($) |
Lumber Liquidators Holdings, Inc. * | 79,535 | 1,386,295 |
MarineMax, Inc. * | 60,851 | 1,369,148 |
Monro, Inc. | 91,610 | 6,499,730 |
Murphy USA, Inc. * | 86,763 | 7,199,594 |
National Vision Holdings, Inc. * | 134,006 | 5,929,766 |
Nutrisystem, Inc. | 82,343 | 3,046,691 |
Office Depot, Inc. | 1,428,000 | 4,783,800 |
Ollie's Bargain Outlet Holdings, Inc. * | 138,445 | 12,058,560 |
Overstock.com, Inc. *(a) | 55,809 | 1,629,623 |
Party City Holdco, Inc. * | 69,429 | 1,065,735 |
Penske Automotive Group, Inc. | 97,710 | 5,142,477 |
PetMed Express, Inc. | 58,334 | 2,140,274 |
Pier 1 Imports, Inc. | 200,386 | 368,710 |
Pool Corp. | 112,765 | 18,522,779 |
Rent-A-Center, Inc. * | 147,515 | 2,174,371 |
RH * | 52,980 | 8,423,820 |
Sally Beauty Holdings, Inc. * | 344,412 | 5,303,945 |
Sears Holdings Corp. * | 65,659 | 87,983 |
Shoe Carnival, Inc. | 29,105 | 1,294,008 |
Shutterfly, Inc. * | 91,873 | 7,136,695 |
Sleep Number Corp. * | 97,213 | 3,276,078 |
Sonic Automotive, Inc., Class A | 64,073 | 1,377,570 |
Sportsman's Warehouse Holdings, Inc. * | 100,134 | 571,765 |
Tailored Brands, Inc. | 140,226 | 3,300,920 |
The Buckle, Inc. (a) | 77,839 | 2,004,354 |
The Cato Corp., Class A | 62,749 | 1,345,966 |
The Children's Place, Inc. | 46,314 | 6,518,696 |
The Container Store Group, Inc. * | 48,524 | 548,321 |
Tile Shop Holdings, Inc. | 102,093 | 781,011 |
Urban Outfitters, Inc. * | 223,766 | 10,400,644 |
Vitamin Shoppe, Inc. * | 67,523 | 864,294 |
Wayfair, Inc., Class A * | 120,480 | 16,285,282 |
Weyco Group, Inc. | 19,598 | 695,141 |
Winmark Corp. | 6,184 | 922,653 |
Zumiez, Inc. * | 51,001 | 1,588,681 |
295,678,330 | ||
Semiconductors & Semiconductor Equipment 2.8% | ||
Advanced Energy Industries, Inc. * | 109,935 | 6,549,927 |
Amkor Technology, Inc. * | 347,105 | 3,030,227 |
Aquantia Corp. * | 17,667 | 223,311 |
Axcelis Technologies, Inc. * | 91,782 | 1,853,996 |
Brooks Automation, Inc. | 196,291 | 7,735,828 |
Cabot Microelectronics Corp. | 71,115 | 8,016,794 |
CEVA, Inc. * | 60,845 | 1,861,857 |
Cirrus Logic, Inc. * | 169,658 | 7,456,469 |
Cohu, Inc. | 80,141 | 2,114,120 |
Cree, Inc. * | 279,758 | 13,459,157 |
Cypress Semiconductor Corp. | 1,000,389 | 17,216,695 |
Diodes, Inc. * | 107,042 | 4,059,033 |
Entegris, Inc. | 395,247 | 13,398,873 |
FormFactor, Inc. * | 207,123 | 3,200,050 |
Ichor Holdings Ltd. *(a) | 67,735 | 1,756,369 |
Impinj, Inc. *(a) | 54,169 | 1,163,550 |
Inphi Corp. * | 120,952 | 4,483,691 |
Integrated Device Technology, Inc. * | 360,076 | 15,299,629 |
Kulicke & Soffa Industries, Inc. | 192,452 | 4,963,337 |
Lattice Semiconductor Corp. * | 347,345 | 2,844,755 |
MACOM Technology Solutions Holdings, Inc. * | 115,215 | 2,655,706 |
MaxLinear, Inc., Class A * | 172,707 | 3,329,791 |
MKS Instruments, Inc. | 151,541 | 14,078,159 |
Monolithic Power Systems, Inc. | 108,123 | 16,204,394 |
Nanometrics, Inc. * | 66,002 | 2,891,548 |
NeoPhotonics Corp. *(a) | 91,131 | 801,041 |
PDF Solutions, Inc. * | 76,900 | 670,568 |
Photronics, Inc. * | 187,367 | 2,004,827 |
Security | Number of Shares | Value ($) |
Power Integrations, Inc. | 82,971 | 6,085,923 |
Rambus, Inc. * | 297,747 | 3,638,468 |
Rudolph Technologies, Inc. * | 86,522 | 2,405,312 |
Semtech Corp. * | 183,925 | 10,989,519 |
Silicon Laboratories, Inc. * | 120,632 | 11,821,936 |
SolarEdge Technologies, Inc. * | 104,470 | 5,009,336 |
SunPower Corp. *(a) | 171,226 | 1,150,639 |
Synaptics, Inc. * | 96,381 | 4,651,347 |
Ultra Clean Holdings, Inc. * | 106,737 | 1,628,807 |
Universal Display Corp. | 116,880 | 14,306,112 |
Veeco Instruments, Inc. * | 136,646 | 1,639,752 |
Versum Materials, Inc. | 302,598 | 12,040,374 |
Xcerra Corp. * | 154,781 | 2,241,229 |
Xperi Corp. | 140,170 | 2,200,669 |
243,133,125 | ||
Software & Services 10.8% | ||
2U, Inc. * | 158,350 | 14,150,156 |
8x8, Inc. * | 258,342 | 5,864,363 |
A10 Networks, Inc. * | 136,119 | 948,749 |
ACI Worldwide, Inc. * | 323,098 | 9,179,214 |
Acxiom Corp. * | 212,601 | 9,713,740 |
Alarm.com Holdings, Inc. * | 69,164 | 3,893,242 |
Altair Engineering, Inc., Class A * | 72,036 | 3,008,944 |
ANGI Homeservices, Inc., Class A *(a) | 148,742 | 3,221,752 |
Aspen Technology, Inc. * | 198,644 | 22,915,572 |
Avaya Holdings Corp. * | 290,234 | 6,779,866 |
Benefitfocus, Inc. * | 67,528 | 2,977,985 |
Black Knight, Inc. * | 392,226 | 20,944,868 |
Blackbaud, Inc. | 134,706 | 14,086,206 |
Blackline, Inc. * | 105,773 | 5,580,583 |
Booz Allen Hamilton Holding Corp. | 403,186 | 20,626,996 |
Bottomline Technologies (DE), Inc. * | 97,944 | 6,461,366 |
Box, Inc., Class A * | 359,706 | 8,834,379 |
CACI International, Inc., Class A * | 68,786 | 13,413,270 |
Carbon Black, Inc. * | 23,090 | 584,870 |
Carbonite, Inc. * | 87,150 | 3,621,082 |
Cardtronics plc, Class A * | 127,869 | 4,486,923 |
Cargurus, Inc. * | 29,148 | 1,437,579 |
Cars.com, Inc. * | 199,987 | 5,381,650 |
Cass Information Systems, Inc. | 27,326 | 1,954,629 |
Ceridian HCM Holding, Inc. * | 60,882 | 2,343,957 |
ChannelAdvisor Corp. * | 71,038 | 927,046 |
Cision Ltd. * | 151,094 | 2,736,312 |
Cloudera, Inc. * | 236,651 | 3,552,132 |
CommVault Systems, Inc. * | 118,447 | 8,249,834 |
Conduent, Inc. * | 547,832 | 12,698,746 |
ConvergeOne Holdings, Inc. | 65,212 | 596,038 |
Convergys Corp. | 256,568 | 6,344,927 |
CoreLogic, Inc. * | 228,828 | 11,633,616 |
Cornerstone OnDemand, Inc. * | 147,074 | 8,318,505 |
Coupa Software, Inc. * | 77,205 | 5,536,371 |
CSG Systems International, Inc. | 95,800 | 3,578,130 |
Dropbox, Inc. *(a) | 126,595 | 3,399,076 |
Ebix, Inc. | 61,028 | 4,860,880 |
Ellie Mae, Inc. * | 95,270 | 10,038,600 |
Endurance International Group Holdings, Inc. * | 216,044 | 2,084,825 |
Envestnet, Inc. * | 124,498 | 7,868,274 |
EPAM Systems, Inc. * | 140,976 | 20,149,700 |
Etsy, Inc. * | 301,460 | 14,678,087 |
Euronet Worldwide, Inc. * | 142,298 | 13,916,744 |
Everbridge, Inc. * | 48,586 | 2,925,363 |
Everi Holdings, Inc. * | 192,283 | 1,667,094 |
EVERTEC, Inc. | 164,062 | 3,945,691 |
ExlService Holdings, Inc. * | 94,764 | 6,072,477 |
Fair Isaac Corp. * | 83,297 | 19,239,941 |
Security | Number of Shares | Value ($) |
FireEye, Inc. * | 510,959 | 8,481,919 |
Five9, Inc. * | 150,860 | 7,248,823 |
ForeScout Technologies, Inc. * | 60,165 | 2,170,152 |
Genpact Ltd. | 418,683 | 12,828,447 |
GoDaddy, Inc., Class A * | 460,443 | 37,507,687 |
Gogo, Inc. *(a) | 171,096 | 768,221 |
GrubHub, Inc. * | 250,744 | 36,134,718 |
GTT Communications, Inc. *(a) | 95,427 | 4,108,132 |
Guidewire Software, Inc. * | 221,254 | 22,251,515 |
Hortonworks, Inc. * | 172,858 | 3,858,191 |
HubSpot, Inc. * | 99,524 | 14,301,599 |
Imperva, Inc. * | 89,754 | 4,231,901 |
Instructure, Inc. * | 81,537 | 3,338,940 |
Internap Corp. * | 37,860 | 508,081 |
j2 Global, Inc. | 137,430 | 11,347,595 |
Liquidity Services, Inc. * | 80,054 | 576,389 |
LivePerson, Inc. * | 154,376 | 4,152,714 |
Manhattan Associates, Inc. * | 184,858 | 10,719,915 |
ManTech International Corp., Class A | 73,686 | 4,886,856 |
Match Group, Inc. *(a) | 175,909 | 8,804,245 |
MAXIMUS, Inc. | 182,815 | 12,157,197 |
MicroStrategy, Inc., Class A * | 26,519 | 3,951,331 |
MINDBODY, Inc., Class A * | 83,045 | 3,080,969 |
MoneyGram International, Inc. * | 84,820 | 552,178 |
Monotype Imaging Holdings, Inc. | 118,199 | 2,434,899 |
New Relic, Inc. * | 119,227 | 12,251,767 |
NIC, Inc. | 187,265 | 3,146,052 |
Nutanix, Inc., Class A * | 200,077 | 11,268,337 |
OneSpan, Inc. * | 83,497 | 1,565,569 |
Pandora Media, Inc. * | 701,701 | 6,483,717 |
Paycom Software, Inc. * | 134,281 | 20,829,669 |
Paylocity Holding Corp. * | 76,177 | 6,051,501 |
Pegasystems, Inc. | 102,742 | 6,544,665 |
Perficient, Inc. * | 98,759 | 2,837,346 |
Perspecta, Inc. | 396,417 | 9,220,659 |
Pivotal Software, Inc., Class A * | 110,412 | 3,063,933 |
Pluralsight, Inc., Class A * | 59,530 | 2,034,140 |
Presidio, Inc. * | 86,287 | 1,304,659 |
Progress Software Corp. | 128,346 | 5,253,202 |
Proofpoint, Inc. * | 141,333 | 16,769,160 |
PROS Holdings, Inc. * | 94,442 | 3,483,021 |
Q2 Holdings, Inc. * | 94,798 | 5,905,915 |
QAD, Inc., Class A | 28,848 | 1,749,631 |
Qualys, Inc. * | 90,410 | 8,231,830 |
Quotient Technology, Inc. * | 218,172 | 3,261,671 |
Rapid7, Inc. * | 110,507 | 4,215,842 |
RealNetworks, Inc. * | 68,625 | 219,600 |
RealPage, Inc. * | 199,629 | 12,456,850 |
RingCentral, Inc., Class A * | 186,839 | 17,404,053 |
SailPoint Technologies Holding, Inc. * | 179,369 | 5,547,883 |
Science Applications International Corp. | 118,372 | 10,679,522 |
SendGrid, Inc. * | 32,098 | 1,164,194 |
ServiceSource International, Inc. * | 204,447 | 652,186 |
Shutterstock, Inc. | 50,756 | 2,793,610 |
SPS Commerce, Inc. * | 47,995 | 4,716,469 |
Stamps.com, Inc. * | 46,571 | 11,570,565 |
Switch, Inc., Class A | 99,275 | 1,147,619 |
Sykes Enterprises, Inc. * | 111,185 | 3,362,234 |
Syntel, Inc. * | 108,223 | 4,409,005 |
Tableau Software, Inc., Class A * | 188,742 | 21,112,680 |
The Rubicon Project, Inc. * | 126,102 | 501,886 |
The Trade Desk, Inc., Class A * | 63,917 | 9,068,544 |
TiVo Corp. | 344,886 | 4,707,694 |
Travelport Worldwide Ltd. | 355,001 | 6,592,369 |
TrueCar, Inc. * | 218,574 | 2,810,862 |
TTEC Holdings, Inc. | 39,080 | 1,023,896 |
Twilio, Inc., Class A * | 213,730 | 17,239,462 |
Unisys Corp. * | 145,213 | 2,700,962 |
Security | Number of Shares | Value ($) |
Varonis Systems, Inc. * | 57,781 | 4,270,016 |
Verint Systems, Inc. * | 177,557 | 8,620,392 |
VirnetX Holding Corp. *(a) | 167,291 | 560,425 |
Virtusa Corp. * | 76,838 | 4,476,582 |
Web.com Group, Inc. * | 134,565 | 3,761,092 |
WEX, Inc. * | 111,439 | 21,197,927 |
Workiva, Inc. * | 69,723 | 2,569,293 |
XO Group, Inc. * | 68,196 | 2,049,972 |
Yelp, Inc. * | 214,266 | 10,096,214 |
Yext, Inc. * | 184,933 | 4,597,434 |
Zendesk, Inc. * | 291,755 | 20,099,002 |
Zscaler, Inc. *(a) | 38,164 | 1,633,038 |
Zynga, Inc., Class A * | 2,135,624 | 8,884,196 |
958,002,978 | ||
Technology Hardware & Equipment 4.1% | ||
3D Systems Corp. *(a) | 317,323 | 6,457,523 |
Acacia Communications, Inc. * | 56,270 | 2,294,128 |
ADTRAN, Inc. | 132,593 | 2,280,600 |
Aerohive Networks, Inc. * | 91,440 | 385,877 |
Anixter International, Inc. * | 81,664 | 5,887,974 |
Applied Optoelectronics, Inc. *(a) | 53,282 | 2,203,744 |
ARRIS International plc * | 488,623 | 12,660,222 |
Avid Technology, Inc. * | 101,568 | 601,283 |
AVX Corp. | 125,052 | 2,644,850 |
Badger Meter, Inc. | 79,697 | 4,379,350 |
Belden, Inc. | 113,884 | 8,281,644 |
Benchmark Electronics, Inc. | 131,322 | 3,394,674 |
CalAmp Corp. * | 102,085 | 2,398,997 |
Calix, Inc. * | 126,839 | 989,344 |
Casa Systems, Inc. * | 16,598 | 243,825 |
Ciena Corp. * | 399,471 | 12,615,294 |
Coherent, Inc. * | 69,111 | 13,172,557 |
Comtech Telecommunications Corp. | 64,189 | 2,301,176 |
Control4 Corp. * | 56,292 | 1,824,424 |
Cray, Inc. * | 114,071 | 2,475,341 |
CTS Corp. | 89,721 | 3,315,191 |
Daktronics, Inc. | 115,129 | 933,696 |
Diebold Nixdorf, Inc. (a) | 211,724 | 1,005,689 |
Dolby Laboratories, Inc., Class A | 173,388 | 12,170,104 |
Eastman Kodak Co. *(a) | 102,665 | 333,661 |
EchoStar Corp., Class A * | 136,149 | 6,535,152 |
Electronics For Imaging, Inc. * | 124,202 | 4,320,988 |
ePlus, Inc. * | 37,567 | 3,893,820 |
Extreme Networks, Inc. * | 317,175 | 1,988,687 |
Fabrinet * | 101,625 | 4,864,789 |
FARO Technologies, Inc. * | 48,269 | 3,291,946 |
Finisar Corp. * | 317,952 | 6,486,221 |
Fitbit, Inc., Class A * | 495,668 | 2,983,921 |
Harmonic, Inc. * | 237,265 | 1,293,094 |
II-VI, Inc. * | 151,657 | 7,544,936 |
Infinera Corp. * | 421,318 | 3,770,796 |
Insight Enterprises, Inc. * | 98,661 | 5,440,168 |
InterDigital, Inc. | 95,816 | 7,914,402 |
Itron, Inc. * | 96,694 | 6,420,482 |
KEMET Corp. * | 136,990 | 3,539,822 |
Kimball Electronics, Inc. * | 71,554 | 1,416,769 |
Knowles Corp. * | 251,050 | 4,551,536 |
Littelfuse, Inc. | 69,562 | 15,551,281 |
Lumentum Holdings, Inc. * | 174,137 | 11,823,902 |
Maxwell Technologies, Inc. * | 117,018 | 417,754 |
Mesa Laboratories, Inc. | 9,236 | 1,854,127 |
Methode Electronics, Inc. | 103,559 | 4,106,114 |
MTS Systems Corp. | 48,507 | 2,624,229 |
NETGEAR, Inc. * | 88,739 | 6,287,158 |
NetScout Systems, Inc. * | 225,680 | 5,642,000 |
nLight, Inc. * | 17,121 | 527,498 |
Security | Number of Shares | Value ($) |
Novanta, Inc. * | 89,157 | 6,829,426 |
Oclaro, Inc. * | 481,767 | 4,596,057 |
OSI Systems, Inc. * | 48,301 | 3,762,165 |
Park Electrochemical Corp. | 53,688 | 1,147,849 |
PC Connection, Inc. | 34,393 | 1,365,402 |
Plantronics, Inc. | 91,204 | 6,130,733 |
Plexus Corp. * | 90,773 | 5,745,023 |
Pure Storage, Inc., Class A * | 330,258 | 8,864,125 |
Quantenna Communications, Inc. * | 61,713 | 1,127,496 |
Quantum Corp. * | 116,205 | 234,734 |
Ribbon Communications, Inc. * | 136,139 | 942,082 |
Rogers Corp. * | 50,955 | 7,035,357 |
Sanmina Corp. * | 188,815 | 5,815,502 |
ScanSource, Inc. * | 69,916 | 2,842,085 |
SYNNEX Corp. | 81,768 | 7,929,043 |
Tech Data Corp. * | 97,528 | 7,095,162 |
TTM Technologies, Inc. * | 257,145 | 4,808,611 |
Ubiquiti Networks, Inc. (a) | 59,370 | 5,326,083 |
ViaSat, Inc. * | 151,581 | 9,522,318 |
Viavi Solutions, Inc. * | 636,537 | 7,129,214 |
Vishay Intertechnology, Inc. | 368,139 | 8,761,708 |
Zebra Technologies Corp., Class A * | 148,838 | 25,561,438 |
362,914,373 | ||
Telecommunication Services 0.6% | ||
ATN International, Inc. | 30,207 | 2,212,059 |
Boingo Wireless, Inc. * | 117,624 | 3,891,002 |
Cincinnati Bell, Inc. * | 137,558 | 1,788,254 |
Cogent Communications Holdings, Inc. | 115,952 | 6,342,574 |
Consolidated Communications Holdings, Inc. | 173,937 | 2,054,196 |
Frontier Communications Corp. (a) | 216,730 | 1,126,996 |
Globalstar, Inc. *(a) | 1,092,309 | 556,968 |
IDT Corp., Class B * | 47,755 | 252,624 |
Iridium Communications, Inc. * | 233,864 | 4,735,746 |
ORBCOMM, Inc. * | 210,175 | 2,267,788 |
pdvWireless, Inc. * | 26,126 | 785,086 |
Shenandoah Telecommunications Co. | 130,070 | 4,962,171 |
Spok Holdings, Inc. | 58,329 | 895,350 |
Telephone & Data Systems, Inc. | 259,897 | 7,807,306 |
United States Cellular Corp. * | 39,835 | 1,703,345 |
Vonage Holdings Corp. * | 602,031 | 8,536,800 |
Windstream Holdings, Inc. * | 114,062 | 537,232 |
50,455,497 | ||
Transportation 1.6% | ||
Air Transport Services Group, Inc. * | 127,081 | 2,586,098 |
Allegiant Travel Co. | 35,107 | 4,783,329 |
ArcBest Corp. | 70,189 | 3,376,091 |
Atlas Air Worldwide Holdings, Inc. * | 71,635 | 4,362,572 |
Avis Budget Group, Inc. * | 201,180 | 6,258,710 |
Daseke, Inc. * | 152,366 | 1,369,770 |
Echo Global Logistics, Inc. * | 72,013 | 2,390,832 |
Forward Air Corp. | 81,663 | 5,247,664 |
Hawaiian Holdings, Inc. | 143,155 | 5,940,932 |
Heartland Express, Inc. | 140,039 | 2,863,798 |
Hertz Global Holdings, Inc. * | 231,740 | 4,080,941 |
Hub Group, Inc., Class A * | 95,141 | 5,028,202 |
Kirby Corp. * | 149,889 | 13,085,310 |
Knight-Swift Transportation Holdings, Inc. | 359,386 | 12,265,844 |
Landstar System, Inc. | 117,046 | 13,553,927 |
Marten Transport Ltd. | 105,845 | 2,333,882 |
Matson, Inc. | 116,500 | 4,352,440 |
Roadrunner Transportation Systems, Inc. * | 75,425 | 98,053 |
Security | Number of Shares | Value ($) |
Ryder System, Inc. | 147,800 | 11,356,952 |
Saia, Inc. * | 72,022 | 5,707,744 |
Schneider National, Inc., Class B | 83,128 | 2,248,612 |
SkyWest, Inc. | 144,115 | 9,410,709 |
Spirit Airlines, Inc. * | 190,223 | 9,039,397 |
Universal Logistics Holdings, Inc. | 23,165 | 847,839 |
Werner Enterprises, Inc. | 124,046 | 4,595,904 |
137,185,552 | ||
Utilities 2.6% | ||
ALLETE, Inc. | 143,072 | 10,741,846 |
American States Water Co. | 102,101 | 6,169,963 |
AquaVenture Holdings Ltd. * | 29,288 | 532,456 |
Avista Corp. | 181,967 | 9,336,727 |
Black Hills Corp. | 150,225 | 8,840,741 |
California Water Service Group | 133,018 | 5,473,691 |
Chesapeake Utilities Corp. | 45,978 | 3,954,108 |
Connecticut Water Service, Inc. | 33,647 | 2,305,156 |
El Paso Electric Co. | 112,934 | 6,922,854 |
Hawaiian Electric Industries, Inc. | 303,103 | 10,690,443 |
IDACORP, Inc. | 140,064 | 13,705,262 |
MDU Resources Group, Inc. | 543,183 | 15,149,374 |
MGE Energy, Inc. | 96,164 | 6,293,934 |
Middlesex Water Co. | 45,033 | 2,062,511 |
New Jersey Resources Corp. | 245,871 | 11,211,718 |
Northwest Natural Gas Co. | 79,423 | 5,154,553 |
NorthWestern Corp. | 138,531 | 8,306,319 |
NRG Yield, Inc., Class A | 99,940 | 1,967,819 |
NRG Yield, Inc., Class C | 188,989 | 3,751,432 |
ONE Gas, Inc. | 145,308 | 11,411,037 |
Ormat Technologies, Inc. | 98,983 | 5,211,455 |
Otter Tail Corp. | 109,798 | 5,259,324 |
Pattern Energy Group, Inc., Class A | 247,481 | 5,043,663 |
PNM Resources, Inc. | 223,505 | 8,705,520 |
Portland General Electric Co. | 248,323 | 11,522,187 |
SJW Group | 45,786 | 2,651,467 |
South Jersey Industries, Inc. | 238,711 | 7,920,431 |
Southwest Gas Holdings, Inc. | 134,195 | 10,375,957 |
Spire, Inc. | 139,713 | 10,415,604 |
TerraForm Power, Inc., Class A | 162,750 | 1,819,545 |
Unitil Corp. | 41,370 | 2,091,253 |
Vectren Corp. | 231,858 | 16,508,290 |
231,506,640 | ||
Total Common Stock | ||
(Cost $7,003,282,643) | 8,841,731,175 | |
Rights 0.0% of net assets | ||
Materials 0.0% | ||
A. Schulman, Inc. CVR *(b) | 82,213 | 164,426 |
Media 0.0% | ||
Media General, Inc. CVR *(b) | 177,806 | 15,131 |
Pharmaceuticals, Biotechnology & Life Sciences 0.0% | ||
Dyax Corp. CVR *(b) | 193,941 | 775,764 |
Total Rights | ||
(Cost $372,302) | 955,321 | |
Security | Number of Shares | Value ($) |
Other Investment Companies 1.6% of net assets | ||
Money Market Fund 0.1% | ||
State Street Institutional U.S. Government Money Market Fund, Premier Class 1.87% (c) | 9,275,066 | 9,275,066 |
Securities Lending Collateral 1.5% | ||
Wells Fargo Government Money Market Fund, Select Class 1.87% (c) | 133,732,226 | 133,732,226 |
Total Other Investment Companies | ||
(Cost $143,007,292) | 143,007,292 |
Number of Contracts | Notional Amount ($) | Current Value/ Unrealized Appreciation ($) | ||
Futures Contracts | ||||
Long | ||||
Russell 2000 Index, e-mini, expires 09/21/18 | 100 | 8,703,000 | 87,042 |
* | Non-income producing security. |
(a) | All or a portion of this security is on loan. Securities on loan were valued at $130,335,126. |
(b) | Fair-valued by management using significant unobservable inputs in accordance with procedures approved by the fund’s Board of Trustees. |
(c) | The rate shown is the 7-day yield. |
CVR — | Contingent Value Rights |
REIT — | Real Estate Investment Trust |
Security | Number of Shares | Value ($) |
Common Stock 99.7% of net assets | ||
Automobiles & Components 0.2% | ||
Harley-Davidson, Inc. | 445,321 | 18,979,581 |
Banks 0.5% | ||
Boston Private Financial Holdings, Inc. | 224,822 | 3,248,678 |
Northwest Bancshares, Inc. | 269,459 | 4,909,543 |
PacWest Bancorp | 332,761 | 16,801,103 |
Umpqua Holdings Corp. | 582,460 | 12,464,644 |
37,423,968 | ||
Capital Goods 11.4% | ||
3M Co. | 1,572,605 | 331,693,847 |
Cummins, Inc. | 411,199 | 58,308,018 |
Eaton Corp. plc | 1,162,372 | 96,639,608 |
Emerson Electric Co. | 1,676,376 | 128,628,331 |
Fastenal Co. | 759,790 | 44,341,344 |
Lockheed Martin Corp. | 656,083 | 210,215,554 |
MSC Industrial Direct Co., Inc., Class A | 118,901 | 10,163,657 |
Snap-on, Inc. | 149,736 | 26,470,330 |
Watsco, Inc. | 84,994 | 14,873,100 |
921,333,789 | ||
Commercial & Professional Services 0.3% | ||
Robert Half International, Inc. | 327,826 | 25,629,437 |
Steelcase, Inc., Class A | 231,521 | 3,380,206 |
29,009,643 | ||
Consumer Durables & Apparel 2.4% | ||
Ethan Allen Interiors, Inc. | 69,490 | 1,546,152 |
Garmin Ltd. | 292,523 | 19,932,517 |
Hasbro, Inc. | 297,973 | 29,591,699 |
Leggett & Platt, Inc. | 349,089 | 15,862,604 |
Newell Brands, Inc. | 1,279,320 | 27,786,830 |
Polaris Industries, Inc. | 154,879 | 16,796,628 |
Tupperware Brands Corp. | 135,803 | 4,416,314 |
VF Corp. | 869,434 | 80,100,954 |
196,033,698 | ||
Consumer Services 0.6% | ||
Cracker Barrel Old Country Store, Inc. | 63,080 | 9,404,597 |
Darden Restaurants, Inc. | 326,408 | 37,876,384 |
47,280,981 | ||
Diversified Financials 1.6% | ||
Cohen & Steers, Inc. | 54,566 | 2,268,309 |
Eaton Vance Corp. | 317,097 | 16,720,525 |
Federated Investors, Inc., Class B | 252,058 | 5,837,663 |
Janus Henderson Group plc | 477,179 | 13,480,307 |
Lazard Ltd., Class A | 343,042 | 16,514,042 |
Security | Number of Shares | Value ($) |
T. Rowe Price Group, Inc. | 645,553 | 74,813,137 |
Waddell & Reed Financial, Inc., Class A | 219,322 | 4,390,826 |
134,024,809 | ||
Energy 7.0% | ||
Exxon Mobil Corp. | 4,233,420 | 339,393,281 |
Helmerich & Payne, Inc. | 287,227 | 18,833,474 |
ONEOK, Inc. | 1,084,462 | 71,476,891 |
Valero Energy Corp. | 1,143,988 | 134,853,306 |
564,556,952 | ||
Food & Staples Retailing 4.5% | ||
Walmart, Inc. | 3,833,503 | 367,479,598 |
Food, Beverage & Tobacco 11.2% | ||
Altria Group, Inc. | 5,018,820 | 293,701,346 |
B&G Foods, Inc. | 174,930 | 5,589,014 |
Campbell Soup Co. | 508,158 | 20,046,833 |
Flowers Foods, Inc. | 491,387 | 9,901,448 |
General Mills, Inc. | 1,502,625 | 69,135,776 |
Hormel Foods Corp. | 714,465 | 27,971,305 |
Kellogg Co. | 657,324 | 47,189,290 |
Lancaster Colony Corp. | 51,212 | 8,002,899 |
PepsiCo, Inc. | 3,445,269 | 385,904,581 |
The Hershey Co. | 372,155 | 37,409,021 |
904,851,513 | ||
Health Care Equipment & Services 3.1% | ||
Cardinal Health, Inc. | 830,834 | 43,361,226 |
CVS Health Corp. | 2,679,313 | 201,591,510 |
Meridian Bioscience, Inc. | 111,040 | 1,743,328 |
National HealthCare Corp. | 28,013 | 2,158,962 |
248,855,026 | ||
Household & Personal Products 6.9% | ||
Kimberly-Clark Corp. | 926,193 | 107,012,339 |
Nu Skin Enterprises, Inc., Class A | 147,123 | 11,710,991 |
The Clorox Co. | 341,516 | 49,512,990 |
The Procter & Gamble Co. | 4,672,418 | 387,577,073 |
555,813,393 | ||
Insurance 2.7% | ||
AmTrust Financial Services, Inc. | 247,536 | 3,599,173 |
Assurant, Inc. | 138,774 | 14,268,743 |
Employers Holdings, Inc. | 87,782 | 4,024,805 |
Erie Indemnity Co., Class A | 48,455 | 5,985,646 |
Fidelity National Financial, Inc. | 719,410 | 28,848,341 |
Mercury General Corp. | 96,061 | 5,177,688 |
Principal Financial Group, Inc. | 711,419 | 39,263,215 |
Prudential Financial, Inc. | 1,114,473 | 109,496,972 |
Security | Number of Shares | Value ($) |
Safety Insurance Group, Inc. | 40,567 | 3,922,829 |
Stewart Information Services Corp. | 62,264 | 2,788,182 |
217,375,594 | ||
Materials 1.7% | ||
Eastman Chemical Co. | 377,601 | 36,638,625 |
International Paper Co. | 1,090,823 | 55,784,688 |
Packaging Corp. of America | 249,521 | 27,427,348 |
Schweitzer-Mauduit International, Inc. | 80,781 | 3,286,979 |
Sonoco Products Co. | 262,694 | 14,721,372 |
137,859,012 | ||
Media 0.6% | ||
Meredith Corp. | 103,740 | 5,358,171 |
Omnicom Group, Inc. | 608,119 | 42,154,809 |
47,512,980 | ||
Pharmaceuticals, Biotechnology & Life Sciences 4.9% | ||
Pfizer, Inc. | 9,549,058 | 396,476,888 |
Retailing 7.8% | ||
American Eagle Outfitters, Inc. | 448,820 | 11,651,367 |
Foot Locker, Inc. | 320,206 | 15,786,156 |
Genuine Parts Co. | 387,611 | 38,702,958 |
Macy's, Inc. | 805,143 | 29,427,977 |
Nordstrom, Inc. | 308,490 | 19,388,596 |
Target Corp. | 1,435,353 | 125,593,387 |
The Buckle, Inc. | 74,590 | 1,920,693 |
The Gap, Inc. | 576,525 | 17,497,534 |
The Home Depot, Inc. | 1,794,392 | 360,260,082 |
Williams-Sonoma, Inc. | 204,470 | 14,359,928 |
634,588,678 | ||
Semiconductors & Semiconductor Equipment 12.4% | ||
Intel Corp. | 6,091,435 | 295,008,197 |
KLA-Tencor Corp. | 413,615 | 48,066,199 |
Maxim Integrated Products, Inc. | 742,260 | 44,884,462 |
QUALCOMM, Inc. | 3,909,551 | 268,625,250 |
Texas Instruments, Inc. | 2,598,125 | 292,029,250 |
Xilinx, Inc. | 672,640 | 52,351,571 |
1,000,964,929 | ||
Software & Services 7.3% | ||
Automatic Data Processing, Inc. | 1,170,539 | 171,776,598 |
International Business Machines Corp. | 2,262,341 | 331,387,710 |
Paychex, Inc. | 844,214 | 61,838,676 |
The Western Union Co. | 1,215,586 | 22,998,887 |
588,001,871 | ||
Technology Hardware & Equipment 0.0% | ||
AVX Corp. | 119,374 | 2,524,760 |
Telecommunication Services 4.8% | ||
Verizon Communications, Inc. | 7,176,089 | 390,163,959 |
Security | Number of Shares | Value ($) |
Transportation 7.1% | ||
C.H. Robinson Worldwide, Inc. | 368,612 | 35,416,241 |
Union Pacific Corp. | 2,078,864 | 313,118,495 |
United Parcel Service, Inc., Class B | 1,817,626 | 223,349,883 |
571,884,619 | ||
Utilities 0.7% | ||
WEC Energy Group, Inc. | 833,334 | 56,316,712 |
Total Common Stock | ||
(Cost $7,257,955,804) | 8,069,312,953 | |
Other Investment Company 0.1% of net assets | ||
Money Market Fund 0.1% | ||
State Street Institutional U.S. Government Money Market Fund, Premier Class 1.87% (a) | 4,643,464 | 4,643,464 |
Total Other Investment Company | ||
(Cost $4,643,464) | 4,643,464 |
Number of Contracts | Notional Amount ($) | Current Value/ Unrealized Appreciation ($) | ||
Futures Contracts | ||||
Long | ||||
S&P 500 Index, e-mini, expires 09/21/18 | 150 | 21,765,750 | 372,009 |
(a) | The rate shown is the 7-day yield. |
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Report of Independent Registered Public Accounting Firm
To the Board of Trustees of Schwab Strategic Trust and Shareholders of the Schwab U.S. Broad Market ETF, Schwab U.S. Large-Cap ETF, Schwab U.S. Large-Cap Growth ETF, Schwab U.S. Large-Cap Value ETF, Schwab U.S. Mid-Cap ETF, Schwab U.S. Small-Cap ETF, Schwab U.S. Dividend Equity ETF, Schwab 1000 Index ETF, Schwab International Equity ETF, Schwab International Small-Cap Equity ETF and Schwab Emerging Markets Equity ETF
Opinion on the Financial Statements
We have audited the accompanying statement of assets and liabilities, including the condensed portfolio holdings, of Schwab U.S. Broad Market ETF, Schwab U.S. Large-Cap ETF, Schwab U.S. Large-Cap Growth ETF, Schwab U.S. Large-Cap Value ETF, Schwab U.S. Mid-Cap ETF, Schwab U.S. Small-Cap ETF, Schwab U.S. Dividend Equity ETF, Schwab 1000 Index ETF, Schwab International Equity ETF, Schwab International Small-Cap Equity ETF and Schwab Emerging Markets Equity ETF (eleven of the funds constituting Schwab Strategic Trust, hereafter collectively referred to as the “Funds”) as of August 31, 2018, the related statements of operations and changes in net assets for each of the periods indicated in the table below, including the related notes, and the financial highlights for each of the periods indicated therein (included in Item 1 of this Form N-CSR) and the schedule of investments (included in Item 6 of this Form N-CSR) as of August 31, 2018 (collectively referred to as the “financial statements”). In our opinion, the financial statements present fairly, in all material respects, the financial position of each of the Funds as of August 31, 2018, the results of each of their operations and changes in each of their net assets for each of the periods indicated in the table below and each of the financial highlights for each of the periods indicated therein in conformity with accounting principles generally accepted in the United States of America.
Schwab U.S. Broad Market ETF, Schwab U.S. Large-Cap ETF, Schwab U.S. Large-Cap Growth ETF, Schwab U.S. Large-Cap Value ETF, Schwab U.S. Mid-Cap ETF, Schwab U.S. Small-Cap ETF, Schwab U.S. Dividend Equity ETF, Schwab International Equity ETF, Schwab International Small-Cap Equity ETF and Schwab Emerging Markets Equity ETF: statements of operations for the year ended August 31, 2018 and statements of changes in net assets for each of the two years in the period ended August 31, 2018. |
Schwab 1000 Index ETF: statements of operations and changes in net assets for the period October 11, 2017 (commencement of operations) through August 31, 2018. |
Basis for Opinion
These financial statements are the responsibility of the Fund’s management. Our responsibility is to express an opinion on the Fund’s financial statements based on our audits. We are a public accounting firm registered with the Public Company Accounting Oversight Board (United States) (“PCAOB”) and are required to be independent with respect to the Fund in accordance with the U.S. federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB.
We conducted our audits of these financial statements in accordance with the standards of the PCAOB. Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement, whether due to error or fraud.
PricewaterhouseCoopers LLP, Three Embarcadero Center, San Francisco, CA 94111-4004 T: (415) 498 5000, F: (415) 498 7100, www.pwc.com/us |
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Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements. Our procedures included confirmation of securities owned as of August 31, 2018 by correspondence with the custodian, and brokers; when replies were not received from brokers, we performed other auditing procedures. We believe that our audits provide a reasonable basis for our opinions.
San Francisco, California
October 17, 2018
We have served as the auditor of one or more investment companies in the Schwab Funds Complex since 1989.
2 of 2
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Item 7: Disclosure of Proxy Voting Policies and Procedures for Closed-End Management Investment Companies.
Not applicable.
Item 8: Portfolio Managers of Closed-End Management Investment Companies.
Not applicable.
Item 9: Purchases of Equity Securities by Closed-End Management Investment Company and Affiliated Purchasers.
Not applicable.
Item 10: Submission of Matters to a Vote of Security Holders.
Not applicable.
Item 11: Controls and Procedures.
(a) | Based on their evaluation of Registrant’s disclosure controls and procedures, as of a date within 90 days of the filing date, Registrant’s Chief Executive Officer, Marie Chandoha and Registrant’s Chief Financial Officer, Mark Fischer, have concluded that Registrant’s disclosure controls and procedures are: (i) reasonably designed to ensure that information required to be disclosed in this report is appropriately communicated to Registrant’s officers to allow timely decisions regarding disclosures required in this report; (ii) reasonably designed to ensure that information required to be disclosed in this report is recorded, processed, summarized and reported in a timely manner; and (iii) are effective in achieving the goals described in (i) and (ii) above. |
(b) | During the second fiscal quarter of the period covered by this report, there have been no changes in Registrant’s internal control over financial reporting that the above officers believe to have materially affected, or to be reasonably likely to materially affect, Registrant’s internal control over financial reporting. |
Item 12: Exhibits.
(a) (1) | Registrant’s code of ethics (that is the subject of the disclosure required by Item 2(a)) is attached. |
(2) | Separate certifications for Registrant’s principal executive officer and principal financial officer, as required by Rule 30a-2(a) under the 1940 Act, are attached. |
(3) | Not applicable. |
(b) | A certification for Registrant’s principal executive officer and principal financial officer, as required by Rule 30a-2(b) under the 1940 Act, is attached. This certification is being furnished to the Securities and Exchange Commission solely pursuant to 18 U.S.C. section 1350 and is not being filed as part of the Form N-CSR with the Commission. |
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.
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(Registrant ) Schwab Strategic Trust | ||
By: | /s/ Marie Chandoha | |
Marie Chandoha | ||
Chief Executive Officer | ||
Date: | October 17, 2018 |
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.
By: | /s/ Marie Chandoha | |
Marie Chandoha | ||
Chief Executive Officer | ||
Date: | October 17, 2018 |
By: | /s/ Mark Fischer | |
Mark Fischer | ||
Chief Financial Officer | ||
Date: | October 17, 2018 |