| Common Stocks - 99.3% |
| | | Shares | Value ($) |
| COMMUNICATION SERVICES - 15.1% | | | |
| Diversified Telecommunication Services - 0.2% | | | |
| Anterix, Inc. (a)(b) | | 8,435 | 449,417 |
| Bandwidth, Inc. (a)(b) | | 3,831 | 117,037 |
| Cogent Communications Group, Inc. | | 11,639 | 737,913 |
| Consolidated Communications Holdings, Inc. (a) | | 58,747 | 418,279 |
| Frontier Communications Parent, Inc. (a)(b) | | 45,356 | 1,249,558 |
| Iridium Communications, Inc. (a)(b) | | 30,272 | 1,198,468 |
| Liberty Global PLC Class C (a) | | 78,983 | 2,043,290 |
| Liberty Latin America Ltd.: | | | |
| Class A (a)(b) | | 29,116 | 292,616 |
| Class C (a) | | 23,314 | 235,238 |
| Nextplat Corp. (a)(b) | | 20,590 | 62,594 |
| Radius Global Infrastructure, Inc. (a) | | 26,632 | 342,488 |
| | | | 7,146,898 |
| Entertainment - 1.6% | | | |
| Activision Blizzard, Inc. | | 153,790 | 12,533,885 |
| Bilibili, Inc. ADR (a)(b) | | 36,386 | 1,150,161 |
| Electronic Arts, Inc. | | 57,500 | 7,480,175 |
| Grom Social Enterprises, Inc. (a)(b) | | 220,900 | 234,154 |
| iQIYI, Inc. ADR (a)(b) | | 95,847 | 396,807 |
| NetEase, Inc. ADR | | 51,987 | 4,956,441 |
| Netflix, Inc. (a) | | 82,240 | 32,445,325 |
| Playtika Holding Corp. (a) | | 78,655 | 1,620,293 |
| Roku, Inc. Class A (a)(b) | | 22,286 | 3,109,566 |
| Take-Two Interactive Software, Inc. (a) | | 22,546 | 3,652,452 |
| Warner Music Group Corp. Class A | | 21,563 | 781,012 |
| Zynga, Inc. (a) | | 235,292 | 2,136,451 |
| | | | 70,496,722 |
| Interactive Media & Services - 10.2% | | | |
| Alphabet, Inc.: | | | |
| Class A (a) | | 57,362 | 154,942,793 |
| Class C (a) | | 60,830 | 164,108,391 |
| Baidu, Inc. sponsored ADR (a) | | 54,416 | 8,295,175 |
| Bumble, Inc. | | 20,051 | 513,907 |
| CarGurus, Inc. Class A (a) | | 23,114 | 1,119,873 |
| Hello Group, Inc. ADR | | 42,496 | 404,987 |
| IAC (a)(b) | | 16,545 | 1,898,704 |
| JOYY, Inc. ADR | | 10,075 | 466,372 |
| Kanzhun Ltd. ADR | | 10,018 | 323,581 |
| Match Group, Inc. (a) | | 54,314 | 6,055,468 |
| Meta Platforms, Inc. Class A (a) | | 454,666 | 95,948,166 |
| QuinStreet, Inc. (a) | | 12,790 | 143,888 |
| Taboola.com Ltd. (a)(b) | | 34,791 | 229,969 |
| TripAdvisor, Inc. (a)(b) | | 27,429 | 697,794 |
| Vimeo, Inc. (a) | | 26,835 | 348,587 |
| Weibo Corp. sponsored ADR (a)(b) | | 17,771 | 487,459 |
| Yandex NV Series A (a)(b)(c) | | 49,770 | 884,200 |
| Ziff Davis, Inc. (a) | | 10,267 | 1,032,860 |
| Zoominfo Technologies, Inc. (a) | | 71,598 | 3,915,695 |
| | | | 441,817,869 |
| Media - 2.3% | | | |
| Advantage Solutions, Inc. Class A (a)(b) | | 74,794 | 588,629 |
| Cardlytics, Inc. (a)(b) | | 8,690 | 504,020 |
| Charter Communications, Inc. Class A (a) | | 32,183 | 19,367,086 |
| Comcast Corp. Class A | | 901,064 | 42,133,753 |
| comScore, Inc. (a)(b) | | 100,008 | 262,021 |
| Criteo SA sponsored ADR (a) | | 13,163 | 437,801 |
| Discovery Communications, Inc.: | | | |
| Class A (a) | | 34,310 | 962,396 |
| Class C (non-vtg.) (a) | | 65,647 | 1,836,147 |
| DISH Network Corp. Class A (a) | | 43,199 | 1,380,640 |
| E.W. Scripps Co. Class A (a)(b) | | 25,079 | 558,259 |
| Fox Corp.: | | | |
| Class A | | 63,796 | 2,668,587 |
| Class B | | 32,840 | 1,256,458 |
| Integral Ad Science Holding Corp. (b) | | 27,507 | 514,656 |
| Liberty Broadband Corp.: | | | |
| Class A (a)(b) | | 5,176 | 749,537 |
| Class C (a) | | 23,527 | 3,451,411 |
| Liberty Media Corp.: | | | |
| Liberty Braves Class C (a) | | 22,832 | 563,950 |
| Liberty Formula One Group Series C (a) | | 43,625 | 2,649,346 |
| Liberty SiriusXM Series A | | 22,583 | 1,137,280 |
| Liberty SiriusXM Series C (a) | | 47,292 | 2,379,733 |
| Magnite, Inc. (a) | | 26,764 | 390,219 |
| News Corp.: | | | |
| Class A | | 34,473 | 769,437 |
| Class B | | 45,101 | 1,011,615 |
| Nexstar Broadcasting Group, Inc. Class A | | 5,462 | 1,010,743 |
| Paramount Global Class B | | 117,948 | 3,610,388 |
| Scholastic Corp. (b) | | 17,940 | 754,915 |
| Sinclair Broadcast Group, Inc. Class A (b) | | 14,284 | 428,520 |
| Sirius XM Holdings, Inc. (b) | | 847,767 | 5,222,245 |
| TechTarget, Inc. (a)(b) | | 8,275 | 648,595 |
| Thryv Holdings, Inc. (a)(b) | | 7,804 | 237,242 |
| Troika Media Group, Inc. (a)(b) | | 186,865 | 183,931 |
| | | | 97,669,560 |
| Wireless Telecommunication Services - 0.8% | | | |
| Millicom International Cellular SA (a)(b) | | 19,488 | 452,706 |
| T-Mobile U.S., Inc. (a) | | 245,302 | 30,223,659 |
| VEON Ltd. sponsored ADR (a) | | 424,577 | 218,785 |
| Vodafone Group PLC sponsored ADR | | 82,857 | 1,466,569 |
| | | | 32,361,719 |
TOTAL COMMUNICATION SERVICES | | | 649,492,768 |
| CONSUMER DISCRETIONARY - 16.4% | | | |
| Auto Components - 0.2% | | | |
| Dorman Products, Inc. (a) | | 7,225 | 674,960 |
| Fox Factory Holding Corp. (a)(b) | | 10,079 | 1,189,524 |
| Gentex Corp. | | 46,652 | 1,412,156 |
| Gentherm, Inc. (a)(b) | | 8,698 | 737,938 |
| Luminar Technologies, Inc. (a)(b) | | 65,355 | 916,931 |
| Patrick Industries, Inc. (b) | | 8,155 | 581,778 |
| Solid Power, Inc. (a)(b) | | 54,857 | 436,113 |
| The Goodyear Tire & Rubber Co. (a)(b) | | 60,286 | 933,830 |
| Visteon Corp. (a)(b) | | 5,819 | 699,269 |
| XPEL, Inc. (a)(b) | | 7,977 | 579,130 |
| | | | 8,161,629 |
| Automobiles - 4.4% | | | |
| Arcimoto, Inc. (a)(b) | | 60,218 | 354,082 |
| Arrival SA (a)(b) | | 148,741 | 519,106 |
| Canoo, Inc. (a)(b) | | 71,350 | 409,549 |
| Li Auto, Inc. ADR (a) | | 94,067 | 2,864,340 |
| Lucid Group, Inc. Class A (a)(b) | | 313,378 | 9,081,694 |
| Rivian Automotive, Inc. (b) | | 170,027 | 11,487,024 |
| Tesla, Inc. (a) | | 191,171 | 166,400,974 |
| | | | 191,116,769 |
| Distributors - 0.2% | | | |
| LKQ Corp. | | 54,962 | 2,580,466 |
| Pool Corp. | | 7,390 | 3,388,906 |
| | | | 5,969,372 |
| Diversified Consumer Services - 0.1% | | | |
| 2U, Inc. (a)(b) | | 17,875 | 187,688 |
| Amesite, Inc. (a)(b) | | 29,658 | 19,577 |
| Duolingo, Inc. (a)(b) | | 2,070 | 178,620 |
| Frontdoor, Inc. (a) | | 19,614 | 589,401 |
| Grand Canyon Education, Inc. (a) | | 15,152 | 1,315,648 |
| Houghton Mifflin Harcourt Co. (a) | | 38,976 | 816,547 |
| Laureate Education, Inc. Class A | | 33,202 | 359,910 |
| Rover Group, Inc. Class A (a)(b) | | 71,595 | 408,807 |
| Strategic Education, Inc. (b) | | 6,231 | 367,754 |
| Udemy, Inc. (b) | | 23,602 | 311,310 |
| | | | 4,555,262 |
| Hotels, Restaurants & Leisure - 2.1% | | | |
| Airbnb, Inc. Class A (a) | | 65,088 | 9,860,181 |
| Bloomin' Brands, Inc. (b) | | 35,765 | 880,177 |
| Booking Holdings, Inc. (a) | | 7,535 | 16,367,904 |
| Caesars Entertainment, Inc. (a) | | 39,914 | 3,360,360 |
| Churchill Downs, Inc. (b) | | 8,400 | 2,023,308 |
| Cracker Barrel Old Country Store, Inc. | | 5,578 | 748,958 |
| Dave & Buster's Entertainment, Inc. (a)(b) | | 22,199 | 962,105 |
| DraftKings, Inc. Class A (a)(b) | | 77,655 | 1,838,870 |
| Expedia, Inc. (a) | | 28,310 | 5,551,874 |
| Golden Entertainment, Inc. (a) | | 13,328 | 758,763 |
| Huazhu Group Ltd. ADR (a) | | 34,832 | 1,440,652 |
| Jack in the Box, Inc. (b) | | 4,431 | 382,262 |
| Krispy Kreme, Inc. (b) | | 48,255 | 719,482 |
| MakeMyTrip Ltd. (a)(b) | | 17,961 | 504,345 |
| Marriott International, Inc. Class A (a) | | 60,800 | 10,344,512 |
| Melco Crown Entertainment Ltd. sponsored ADR (a) | | 101,388 | 1,015,908 |
| Monarch Casino & Resort, Inc. (a) | | 5,825 | 453,768 |
| Papa John's International, Inc. | | 7,393 | 789,720 |
| Penn National Gaming, Inc. (a) | | 32,892 | 1,689,004 |
| Playa Hotels & Resorts NV (a)(b) | | 111,238 | 1,051,199 |
| Red Rock Resorts, Inc. | | 8,676 | 436,229 |
| Scientific Games Corp. Class A (a)(b) | | 22,754 | 1,431,682 |
| Sportradar Holding AG (b) | | 37,911 | 555,396 |
| Starbucks Corp. | | 212,125 | 19,470,954 |
| Texas Roadhouse, Inc. Class A | | 15,442 | 1,465,600 |
| The Cheesecake Factory, Inc. (a)(b) | | 12,076 | 516,732 |
| Trip.com Group Ltd. ADR (a) | | 109,944 | 2,838,754 |
| Vacasa, Inc. Class A (a) | | 40,108 | 299,206 |
| Wendy's Co. | | 51,095 | 1,161,900 |
| Wingstop, Inc. (b) | | 7,288 | 1,059,311 |
| Wynn Resorts Ltd. (a) | | 22,976 | 1,987,884 |
| | | | 91,967,000 |
| Household Durables - 0.1% | | | |
| Cavco Industries, Inc. (a)(b) | | 2,505 | 682,938 |
| Helen of Troy Ltd. (a)(b) | | 5,416 | 1,113,909 |
| iRobot Corp. (a)(b) | | 5,632 | 350,085 |
| LGI Homes, Inc. (a)(b) | | 6,893 | 869,414 |
| Newell Brands, Inc. | | 79,762 | 1,894,348 |
| Snap One Holdings Corp. (a)(b) | | 13,860 | 272,210 |
| Sonos, Inc. (a)(b) | | 28,361 | 776,808 |
| | | | 5,959,712 |
| Internet & Direct Marketing Retail - 7.9% | | | |
| Amazon.com, Inc. (a) | | 96,714 | 297,033,840 |
| ContextLogic, Inc. (a)(b) | | 209,160 | 495,709 |
| eBay, Inc. | | 119,924 | 6,546,651 |
| Etsy, Inc. (a) | | 24,317 | 3,766,460 |
| Global-e Online Ltd. (a) | | 26,732 | 1,046,290 |
| Grab Holdings Ltd. (a)(b) | | 720,648 | 4,150,932 |
| JD.com, Inc. sponsored ADR (a) | | 143,153 | 10,254,049 |
| Just Eat Takeaway.com NV ADR (a)(b) | | 33,291 | 267,993 |
| MercadoLibre, Inc. (a) | | 10,144 | 11,428,738 |
| Newegg Commerce, Inc. (a)(b) | | 75,634 | 432,626 |
| Overstock.com, Inc. (a) | | 10,940 | 622,486 |
| Ozon Holdings PLC ADR (a)(b)(c) | | 22,636 | 246,298 |
| Pinduoduo, Inc. ADR (a) | | 79,679 | 4,132,153 |
| Porch Group, Inc. Class A (a)(b) | | 33,612 | 272,257 |
| Qurate Retail, Inc. Series A (b) | | 85,367 | 470,372 |
| Stitch Fix, Inc. (a) | | 14,157 | 177,670 |
| Xometry, Inc. (b) | | 15,663 | 766,077 |
| | | | 342,110,601 |
| Leisure Products - 0.2% | | | |
| BRP, Inc. (b) | | 5,494 | 393,206 |
| Hasbro, Inc. | | 24,682 | 2,395,388 |
| Latham Group, Inc. (a)(b) | | 30,778 | 538,307 |
| Malibu Boats, Inc. Class A (a)(b) | | 8,420 | 586,621 |
| Mattel, Inc. (a) | | 75,280 | 1,880,494 |
| Peloton Interactive, Inc. Class A (a)(b) | | 61,506 | 1,787,364 |
| | | | 7,581,380 |
| Multiline Retail - 0.2% | | | |
| Dollar Tree, Inc. (a) | | 44,193 | 6,278,941 |
| Franchise Group, Inc. (b) | | 11,967 | 504,409 |
| Ollie's Bargain Outlet Holdings, Inc. (a)(b) | | 14,643 | 632,285 |
| | | | 7,415,635 |
| Specialty Retail - 0.7% | | | |
| Academy Sports & Outdoors, Inc. (b) | | 21,747 | 703,950 |
| Bed Bath & Beyond, Inc. (a)(b) | | 28,556 | 482,311 |
| Five Below, Inc. (a)(b) | | 10,813 | 1,769,115 |
| Leslie's, Inc. (a)(b) | | 39,774 | 847,584 |
| Monro, Inc. (b) | | 8,516 | 397,527 |
| National Vision Holdings, Inc. (a)(b) | | 19,036 | 698,050 |
| O'Reilly Automotive, Inc. (a) | | 12,008 | 7,796,074 |
| Petco Health & Wellness Co., Inc. (a)(b) | | 41,916 | 734,368 |
| Rent-A-Center, Inc. (b) | | 14,543 | 413,167 |
| Ross Stores, Inc. | | 71,160 | 6,503,312 |
| Sleep Number Corp. (a)(b) | | 7,704 | 506,153 |
| The ODP Corp. (a) | | 15,361 | 675,884 |
| Tractor Supply Co. | | 20,908 | 4,260,841 |
| Ulta Beauty, Inc. (a) | | 10,066 | 3,769,717 |
| Urban Outfitters, Inc. (a)(b) | | 21,258 | 584,808 |
| Vroom, Inc. (a)(b) | | 52,498 | 319,188 |
| | | | 30,462,049 |
| Textiles, Apparel & Luxury Goods - 0.3% | | | |
| Columbia Sportswear Co. | | 14,651 | 1,358,441 |
| Crocs, Inc. (a)(b) | | 12,098 | 1,012,966 |
| G-III Apparel Group Ltd. (a) | | 31,047 | 861,244 |
| lululemon athletica, Inc. (a)(b) | | 23,197 | 7,421,648 |
| Steven Madden Ltd. | | 20,371 | 869,027 |
| | | | 11,523,326 |
TOTAL CONSUMER DISCRETIONARY | | | 706,822,735 |
| CONSUMER STAPLES - 3.9% | | | |
| Beverages - 1.6% | | | |
| Celsius Holdings, Inc. (a)(b) | | 17,216 | 1,099,930 |
| Coca-Cola Bottling Co. Consolidated (b) | | 1,871 | 929,756 |
| Coca-Cola European Partners PLC (b) | | 83,964 | 4,299,796 |
| Keurig Dr. Pepper, Inc. | | 260,324 | 10,066,729 |
| MGP Ingredients, Inc. (b) | | 8,687 | 691,572 |
| Monster Beverage Corp. (a) | | 104,206 | 8,794,986 |
| National Beverage Corp. (b) | | 21,591 | 950,220 |
| PepsiCo, Inc. | | 255,235 | 41,792,179 |
| | | | 68,625,168 |
| Food & Staples Retailing - 1.3% | | | |
| Andersons, Inc. | | 21,820 | 994,992 |
| Casey's General Stores, Inc. | | 8,206 | 1,543,384 |
| Chefs' Warehouse Holdings (a) | | 17,719 | 582,069 |
| Costco Wholesale Corp. | | 81,648 | 42,395,724 |
| Grocery Outlet Holding Corp. (a)(b) | | 37,128 | 1,032,530 |
| Ingles Markets, Inc. Class A (b) | | 8,992 | 739,322 |
| PriceSmart, Inc. | | 7,658 | 556,890 |
| Sprouts Farmers Market LLC (a)(b) | | 30,607 | 871,687 |
| Walgreens Boots Alliance, Inc. | | 178,551 | 8,229,416 |
| | | | 56,946,014 |
| Food Products - 0.8% | | | |
| Beyond Meat, Inc. (a)(b) | | 13,419 | 627,741 |
| Bridgford Foods Corp. (a)(b) | | 2,561 | 28,222 |
| Cal-Maine Foods, Inc. (a) | | 12,494 | 553,109 |
| Freshpet, Inc. (a)(b) | | 9,256 | 881,449 |
| Hostess Brands, Inc. Class A (a) | | 60,920 | 1,312,217 |
| J&J Snack Foods Corp. (b) | | 4,557 | 746,072 |
| Lancaster Colony Corp. | | 5,633 | 947,527 |
| Mission Produce, Inc. (a)(b) | | 27,719 | 359,793 |
| Mondelez International, Inc. | | 259,798 | 17,011,573 |
| Pilgrim's Pride Corp. (a) | | 56,321 | 1,328,049 |
| Sanderson Farms, Inc. | | 5,467 | 976,352 |
| Sovos Brands, Inc. (b) | | 31,551 | 383,029 |
| Tattooed Chef, Inc. (a)(b) | | 18,667 | 226,617 |
| The Hain Celestial Group, Inc. (a)(b) | | 23,655 | 860,096 |
| The Kraft Heinz Co. | | 251,045 | 9,845,985 |
| The Simply Good Foods Co. (a)(b) | | 23,810 | 943,590 |
| | | | 37,031,421 |
| Household Products - 0.1% | | | |
| Central Garden & Pet Co. Class A (non-vtg.) (a) | | 14,874 | 655,051 |
| Reynolds Consumer Products, Inc. (b) | | 45,269 | 1,347,658 |
| WD-40 Co. (b) | | 3,223 | 682,921 |
| | | | 2,685,630 |
| Personal Products - 0.1% | | | |
| Inter Parfums, Inc. | | 8,552 | 794,310 |
| Olaplex Holdings, Inc. | | 129,080 | 2,165,962 |
| The Beauty Health Co. (a)(b) | | 41,766 | 809,425 |
| | | | 3,769,697 |
TOTAL CONSUMER STAPLES | | | 169,057,930 |
| ENERGY - 0.6% | | | |
| Energy Equipment & Services - 0.2% | | | |
| Baker Hughes Co. Class A | | 157,815 | 4,636,605 |
| Championx Corp. | | 39,903 | 854,323 |
| CSI Compressco LP | | 53,719 | 75,744 |
| Smart Sand, Inc. (a)(b) | | 78,233 | 266,775 |
| Weatherford International PLC (a) | | 25,084 | 712,386 |
| | | | 6,545,833 |
| Oil, Gas & Consumable Fuels - 0.4% | | | |
| Alliance Resource Partners LP | | 39,699 | 520,851 |
| Amplify Energy Corp. warrants 5/4/22 (a) | | 322 | 4 |
| APA Corp. | | 78,278 | 2,789,045 |
| Centennial Resource Development, Inc. Class A (a) | | 2,414 | 21,195 |
| Chesapeake Energy Corp. (b) | | 19,322 | 1,492,625 |
| Diamondback Energy, Inc. | | 37,637 | 5,197,670 |
| Golar LNG Ltd. (a) | | 58,681 | 1,021,049 |
| Green Plains, Inc. (a)(b) | | 16,738 | 548,002 |
| Kinetik Holdings, Inc. | | 7,509 | 510,612 |
| National Energy Services Reunited Corp. (a)(b) | | 22,558 | 200,992 |
| New Fortress Energy, Inc. (b) | | 36,019 | 993,764 |
| Oasis Petroleum, Inc. (b) | | 6,483 | 859,062 |
| PDC Energy, Inc. | | 25,872 | 1,669,261 |
| Plains All American Pipeline LP | | 146,100 | 1,544,277 |
| Plains GP Holdings LP Class A | | 37,556 | 424,758 |
| Renewable Energy Group, Inc. (a)(b) | | 9,852 | 605,898 |
| Viper Energy Partners LP | | 36,793 | 1,082,082 |
| | | | 19,481,147 |
TOTAL ENERGY | | | 26,026,980 |
| FINANCIALS - 4.8% | | | |
| Banks - 2.1% | | | |
| Ameris Bancorp (b) | | 17,766 | 879,417 |
| Atlantic Union Bankshares Corp. (b) | | 20,087 | 816,135 |
| BancFirst Corp. (b) | | 12,113 | 946,389 |
| Bancorp, Inc., Delaware (a)(b) | | 28,994 | 849,524 |
| Bank OZK (b) | | 30,627 | 1,440,082 |
| Banner Corp. | | 10,116 | 623,247 |
| BCB Bancorp, Inc. | | 21,519 | 392,076 |
| BOK Financial Corp. (b) | | 16,230 | 1,666,821 |
| Cathay General Bancorp (b) | | 20,428 | 960,729 |
| City Holding Co. | | 11,076 | 882,425 |
| Columbia Banking Systems, Inc. (b) | | 18,433 | 675,201 |
| Commerce Bancshares, Inc. | | 27,034 | 1,940,501 |
| CVB Financial Corp. (b) | | 34,434 | 811,954 |
| Eagle Bancorp, Inc. | | 7,619 | 456,530 |
| East West Bancorp, Inc. | | 26,586 | 2,327,870 |
| Eastern Bankshares, Inc. (b) | | 46,916 | 1,025,584 |
| Enterprise Bancorp, Inc. | | 8,642 | 348,186 |
| Enterprise Financial Services Corp. | | 16,581 | 819,765 |
| Fifth Third Bancorp | | 121,119 | 5,794,333 |
| First Bancorp, North Carolina | | 35,653 | 1,600,107 |
| First Busey Corp. | | 16,157 | 443,510 |
| First Citizens Bancshares, Inc. (b) | | 2,842 | 2,240,775 |
| First Financial Bancorp, Ohio (b) | | 23,933 | 588,273 |
| First Financial Bankshares, Inc. (b) | | 32,548 | 1,559,700 |
| First Hawaiian, Inc. (b) | | 37,830 | 1,099,718 |
| First Internet Bancorp (b) | | 16,183 | 791,025 |
| First Interstate Bancsystem, Inc. | | 11,703 | 475,142 |
| First Merchants Corp. (b) | | 14,731 | 644,334 |
| FNB Corp., Pennsylvania | | 1 | 13 |
| Fulton Financial Corp. (b) | | 43,690 | 787,294 |
| German American Bancorp, Inc. (b) | | 17,876 | 711,107 |
| Hancock Whitney Corp. (b) | | 22,181 | 1,235,038 |
| Heartland Financial U.S.A., Inc. | | 16,903 | 838,727 |
| HomeStreet, Inc. (b) | | 19,890 | 1,023,539 |
| Hope Bancorp, Inc. (b) | | 76,585 | 1,298,882 |
| Huntington Bancshares, Inc. | | 255,460 | 3,964,739 |
| Independent Bank Corp. (b) | | 8,501 | 731,171 |
| Independent Bank Group, Inc. (b) | | 10,859 | 837,772 |
| International Bancshares Corp. | | 10,850 | 466,659 |
| Investar Holding Corp. | | 12,662 | 257,672 |
| Investors Bancorp, Inc. | | 64,044 | 1,072,097 |
| Lakeland Financial Corp. (b) | | 13,980 | 1,121,336 |
| Live Oak Bancshares, Inc. (b) | | 12,029 | 769,255 |
| Meta Financial Group, Inc. | | 10,493 | 581,207 |
| NBT Bancorp, Inc. | | 10,543 | 404,535 |
| Northwest Bancshares, Inc. (b) | | 58,298 | 820,836 |
| OceanFirst Financial Corp. | | 28,818 | 644,947 |
| Old National Bancorp, Indiana (b) | | 92,814 | 1,696,640 |
| Pacific Premier Bancorp, Inc. (b) | | 23,504 | 909,840 |
| PacWest Bancorp (b) | | 29,383 | 1,452,108 |
| Peoples United Financial, Inc. | | 86,026 | 1,813,428 |
| Pinnacle Financial Partners, Inc. (b) | | 17,326 | 1,751,312 |
| Popular, Inc. (b) | | 19,502 | 1,791,259 |
| Renasant Corp. (b) | | 15,529 | 566,964 |
| Republic Bancorp, Inc., Kentucky Class A (b) | | 9,885 | 453,524 |
| Sandy Spring Bancorp, Inc. (b) | | 17,577 | 827,701 |
| Seacoast Banking Corp., Florida (b) | | 17,788 | 651,930 |
| Signature Bank | | 11,808 | 4,072,461 |
| Simmons First National Corp. Class A | | 28,506 | 812,991 |
| Southstate Corp. | | 16,192 | 1,457,280 |
| Stock Yards Bancorp, Inc. (b) | | 11,706 | 625,920 |
| SVB Financial Group (a) | | 10,939 | 6,629,034 |
| Texas Capital Bancshares, Inc. (a) | | 12,451 | 829,237 |
| TowneBank | | 10,856 | 338,490 |
| Triumph Bancorp, Inc. (a) | | 5,727 | 574,533 |
| Trustmark Corp. (b) | | 21,278 | 670,044 |
| UMB Financial Corp. | | 11,682 | 1,189,929 |
| Umpqua Holdings Corp. | | 53,677 | 1,146,004 |
| United Bankshares, Inc., West Virginia (b) | | 30,323 | 1,110,428 |
| United Community Bank, Inc. | | 22,243 | 859,914 |
| Valley National Bancorp (b) | | 86,384 | 1,206,784 |
| Veritex Holdings, Inc. | | 21,157 | 859,609 |
| WesBanco, Inc. (b) | | 18,234 | 666,270 |
| Westamerica Bancorp. (b) | | 11,346 | 673,045 |
| Wintrust Financial Corp. (b) | | 13,817 | 1,372,857 |
| Zions Bancorp NA | | 27,123 | 1,922,749 |
| | | | 89,598,464 |
| Capital Markets - 1.5% | | | |
| B. Riley Financial, Inc. | | 7,390 | 440,075 |
| BGC Partners, Inc. Class A | | 128,238 | 587,330 |
| Carlyle Group LP | | 62,718 | 2,939,593 |
| CME Group, Inc. | | 65,283 | 15,441,388 |
| Coinbase Global, Inc. (a)(b) | | 29,268 | 5,583,456 |
| Cowen Group, Inc. Class A | | 9,135 | 270,853 |
| Focus Financial Partners, Inc. Class A (a)(b) | | 15,757 | 788,480 |
| Freedom Holding Corp. (a)(b) | | 14,323 | 880,292 |
| Futu Holdings Ltd. ADR (a)(b) | | 9,920 | 424,080 |
| Gores Holdings VIII, Inc. Class A (a) | | 39,473 | 393,546 |
| Greenpro Capital Corp. (a)(b) | | 542,209 | 224,258 |
| Hamilton Lane, Inc. Class A | | 10,243 | 799,978 |
| Interactive Brokers Group, Inc. (b) | | 20,271 | 1,341,535 |
| LPL Financial | | 15,521 | 2,808,525 |
| MarketAxess Holdings, Inc. | | 6,217 | 2,371,350 |
| Morningstar, Inc. | | 9,270 | 2,601,626 |
| NASDAQ, Inc. | | 29,009 | 4,964,890 |
| Northern Trust Corp. | | 43,286 | 4,930,275 |
| Open Lending Corp. (a)(b) | | 29,207 | 608,382 |
| Pioneer Merger Corp. Class A (a) | | 36,386 | 355,309 |
| Robinhood Markets, Inc. (a)(b) | | 132,357 | 1,589,608 |
| SEI Investments Co. | | 19,701 | 1,154,085 |
| StepStone Group, Inc. Class A (b) | | 17,287 | 596,920 |
| T. Rowe Price Group, Inc. | | 39,355 | 5,689,159 |
| TPG, Inc. (b) | | 12,649 | 388,830 |
| Tradeweb Markets, Inc. Class A (b) | | 17,897 | 1,511,939 |
| Virtu Financial, Inc. Class A | | 30,291 | 1,062,608 |
| Virtus Investment Partners, Inc. | | 2,124 | 511,077 |
| WisdomTree Investments, Inc. (b) | | 50,228 | 282,784 |
| XP, Inc. Class A (a) | | 74,398 | 2,406,031 |
| | | | 63,948,262 |
| Consumer Finance - 0.2% | | | |
| 360 DigiTech, Inc. ADR | | 30,375 | 569,531 |
| Credit Acceptance Corp. (a)(b) | | 2,914 | 1,603,050 |
| Encore Capital Group, Inc. (a)(b) | | 6,208 | 409,666 |
| FirstCash Holdings, Inc. (b) | | 10,299 | 741,940 |
| Navient Corp. | | 38,999 | 686,772 |
| PRA Group, Inc. (a)(b) | | 12,673 | 565,596 |
| SLM Corp. | | 60,474 | 1,191,338 |
| SoFi Technologies, Inc. (a)(b) | | 169,156 | 1,936,836 |
| Upstart Holdings, Inc. (a)(b) | | 15,661 | 2,474,281 |
| World Acceptance Corp. (a)(b) | | 1,755 | 344,805 |
| | | | 10,523,815 |
| Diversified Financial Services - 0.3% | | | |
| Accretion Acquisition Corp. (a) | | 36,036 | 351,711 |
| AltEnergy Acquisition Corp. Class A (a) | | 100 | 984 |
| Atlantic Coastal Acquisition Corp. Class A (a) | | 36,654 | 356,643 |
| Avalon Acquisition, Inc. Class A (a) | | 40,244 | 398,416 |
| B. Riley Principal 150 Merger Corp. Class A (a) | | 53,308 | 526,150 |
| Bridgetown Holdings Ltd. Class A (a) | | 39,400 | 387,302 |
| Broadscale Acquisition Corp. Class A (a) | | 28,656 | 283,121 |
| Digital World Acquisition Corp. (a)(b) | | 5,812 | 534,995 |
| Healthcare Services Acquisition Corp. (a) | | 151,924 | 1,485,817 |
| Iron Spark I, Inc. Class A | | 9,851 | 97,623 |
| Khosla Ventures Acquisition Co. III (a) | | 156,477 | 1,519,392 |
| Lerer Hippeau Acquisition Corp. Class A (a)(b) | | 150,136 | 1,456,319 |
| LM Funding America, Inc. (a)(b) | | 80,196 | 238,182 |
| PepperLime Health Acquisition Corp. Class A (a) | | 38,094 | 373,702 |
| Schultze Special Purpose Acquisition Corp. II Class A (a) | | 148,754 | 1,453,327 |
| SVF Investment Corp. (a)(b) | | 75,309 | 735,769 |
| Vector Acquisition Corp. II Class A | | 154,035 | 1,500,301 |
| | | | 11,699,754 |
| Insurance - 0.5% | | | |
| American National Group, Inc. | | 4,550 | 860,087 |
| Amerisafe, Inc. | | 5,913 | 278,502 |
| Arch Capital Group Ltd. (a)(b) | | 52,336 | 2,465,549 |
| Brighthouse Financial, Inc. (a) | | 21,936 | 1,146,375 |
| BRP Group, Inc. (a)(b) | | 11,471 | 318,550 |
| Cincinnati Financial Corp. | | 28,537 | 3,504,058 |
| Enstar Group Ltd. (a)(b) | | 4,328 | 1,233,610 |
| Erie Indemnity Co. Class A (b) | | 9,844 | 1,723,684 |
| Goosehead Insurance (b) | | 5,421 | 471,519 |
| Oxbridge Re Holdings Ltd. (a)(b) | | 76,194 | 450,307 |
| Palomar Holdings, Inc. (a) | | 8,222 | 529,743 |
| Principal Financial Group, Inc. | | 38,734 | 2,736,170 |
| Safety Insurance Group, Inc. | | 4,661 | 388,914 |
| Selective Insurance Group, Inc. (b) | | 14,067 | 1,170,234 |
| State Auto Financial Corp. | | 6,760 | 351,588 |
| Trupanion, Inc. (a)(b) | | 8,821 | 790,626 |
| Willis Towers Watson PLC | | 22,460 | 4,992,858 |
| | | | 23,412,374 |
| Mortgage Real Estate Investment Trusts - 0.0% | | | |
| AGNC Investment Corp. | | 51,779 | 668,467 |
| New York Mortgage Trust, Inc. | | 114,584 | 402,190 |
| | | | 1,070,657 |
| Thrifts & Mortgage Finance - 0.2% | | | |
| Broadway Financial Corp. (a)(b) | | 101,333 | 170,239 |
| Capitol Federal Financial, Inc. | | 39,265 | 428,774 |
| Carver Bancorp, Inc. (a) | | 42,060 | 310,403 |
| Columbia Financial, Inc. (a)(b) | | 12,687 | 269,472 |
| Enact Holdings, Inc. (b) | | 30,026 | 624,541 |
| Home Point Capital, Inc. (b) | | 42,183 | 139,204 |
| Merchants Bancorp | | 8,427 | 243,962 |
| Mr. Cooper Group, Inc. (a) | | 25,237 | 1,282,797 |
| NMI Holdings, Inc. (a)(b) | | 17,418 | 403,053 |
| TFS Financial Corp. | | 76,489 | 1,313,316 |
| Washington Federal, Inc. | | 24,538 | 873,062 |
| WSFS Financial Corp. (b) | | 17,847 | 907,163 |
| | | | 6,965,986 |
TOTAL FINANCIALS | | | 207,219,312 |
| HEALTH CARE - 8.3% | | | |
| Biotechnology - 4.2% | | | |
| ACADIA Pharmaceuticals, Inc. (a)(b) | | 54,923 | 1,395,593 |
| Adicet Bio, Inc. rights (a)(c) | | 7,230 | 0 |
| Agios Pharmaceuticals, Inc. (a)(b) | | 35,070 | 1,091,729 |
| Aileron Therapeutics, Inc. (a) | | 266,338 | 113,620 |
| Alector, Inc. (a)(b) | | 27,660 | 438,134 |
| Alkermes PLC (a) | | 38,673 | 961,411 |
| Allakos, Inc. (a)(b) | | 11,508 | 64,330 |
| Allogene Therapeutics, Inc. (a) | | 56,842 | 520,104 |
| Allovir, Inc. (a)(b) | | 28,025 | 252,225 |
| Alnylam Pharmaceuticals, Inc. (a)(b) | | 23,364 | 3,688,007 |
| Amgen, Inc. | | 114,008 | 25,820,532 |
| Amicus Therapeutics, Inc. (a)(b) | | 60,685 | 493,976 |
| Anavex Life Sciences Corp. (a)(b) | | 28,160 | 308,634 |
| Apellis Pharmaceuticals, Inc. (a) | | 15,897 | 676,099 |
| Applied Genetic Technologies Corp. (a)(b) | | 224,591 | 446,936 |
| Aptorum Group Ltd. (a)(b) | | 297,531 | 428,445 |
| Arena Pharmaceuticals, Inc. (a) | | 15,140 | 1,437,846 |
| Argenx SE ADR (a) | | 5,195 | 1,494,653 |
| Aridis Pharmaceuticals, Inc. (a)(b) | | 5,453 | 10,906 |
| Arrowhead Pharmaceuticals, Inc. (a)(b) | | 22,293 | 980,892 |
| Ascendis Pharma A/S sponsored ADR (a) | | 10,255 | 1,152,559 |
| Atara Biotherapeutics, Inc. (a)(b) | | 60,080 | 772,028 |
| Aurinia Pharmaceuticals, Inc. (a)(b) | | 34,614 | 425,752 |
| Avid Bioservices, Inc. (a)(b) | | 21,020 | 430,490 |
| Beam Therapeutics, Inc. (a)(b) | | 13,264 | 1,039,234 |
| BeiGene Ltd. ADR (a) | | 9,724 | 2,047,096 |
| Benitec Biopharma, Inc. (a)(b) | | 10,652 | 24,713 |
| BioCryst Pharmaceuticals, Inc. (a)(b) | | 46,355 | 769,957 |
| Biogen, Inc. (a) | | 31,559 | 6,659,265 |
| BioMarin Pharmaceutical, Inc. (a) | | 38,159 | 2,980,981 |
| BioNTech SE ADR (a) | | 16,900 | 2,548,689 |
| Black Diamond Therapeutics, Inc. (a)(b) | | 67,060 | 210,568 |
| Blueprint Medicines Corp. (a) | | 11,259 | 681,732 |
| BridgeBio Pharma, Inc. (a)(b) | | 32,049 | 249,982 |
| C4 Therapeutics, Inc. (a)(b) | | 15,144 | 339,680 |
| CareDx, Inc. (a) | | 13,300 | 510,454 |
| Celldex Therapeutics, Inc. (a) | | 17,816 | 532,698 |
| Century Therapeutics, Inc. (b) | | 10,194 | 143,735 |
| Cerevel Therapeutics Holdings (a)(b) | | 39,252 | 1,039,000 |
| ChemoCentryx, Inc. (a) | | 23,256 | 705,587 |
| Clementia Pharmaceuticals, Inc. rights (a)(c) | | 20,215 | 27,290 |
| Coherus BioSciences, Inc. (a) | | 22,605 | 266,513 |
| CRISPR Therapeutics AG (a)(b) | | 15,048 | 923,496 |
| CureVac NV (a)(b) | | 37,194 | 625,603 |
| Cyclerion Therapeutics, Inc. (a) | | 201,000 | 211,050 |
| Cytokinetics, Inc. (a)(b) | | 21,654 | 764,819 |
| Denali Therapeutics, Inc. (a)(b) | | 21,414 | 697,240 |
| Dynavax Technologies Corp. (a)(b) | | 32,622 | 399,946 |
| Editas Medicine, Inc. (a)(b) | | 17,493 | 299,480 |
| Enanta Pharmaceuticals, Inc. (a) | | 11,397 | 802,577 |
| EQRx, Inc. (a)(b) | | 42,865 | 129,452 |
| Erasca, Inc. (b) | | 21,336 | 264,566 |
| Evelo Biosciences, Inc. (a)(b) | | 45,033 | 140,728 |
| Exact Sciences Corp. (a)(b) | | 32,533 | 2,539,526 |
| Exelixis, Inc. (a) | | 82,484 | 1,693,397 |
| Fate Therapeutics, Inc. (a)(b) | | 16,594 | 573,323 |
| FibroGen, Inc. (a)(b) | | 52,339 | 736,410 |
| Forte Biosciences, Inc. (a) | | 88,669 | 111,723 |
| Galectin Therapeutics, Inc. (a)(b) | | 52,110 | 97,446 |
| Genmab A/S ADR (a) | | 18,539 | 620,315 |
| Gilead Sciences, Inc. | | 250,955 | 15,157,682 |
| Global Blood Therapeutics, Inc. (a) | | 128 | 3,866 |
| Halozyme Therapeutics, Inc. (a)(b) | | 32,567 | 1,155,151 |
| Horizon Therapeutics PLC (a) | | 44,444 | 4,051,959 |
| ImmunityBio, Inc. (a)(b) | | 100,405 | 686,770 |
| Impel Neuropharma, Inc. (a)(b) | | 35,790 | 258,404 |
| Incyte Corp. (a) | | 45,801 | 3,128,208 |
| Indaptus Therapeutics, Inc. (a)(b) | | 59,535 | 248,856 |
| Inhibrx, Inc. (a)(b) | | 13,863 | 298,055 |
| Inmune Bio, Inc. (a)(b) | | 23,524 | 207,011 |
| Inovio Pharmaceuticals, Inc. (a)(b) | | 75,623 | 245,019 |
| Insmed, Inc. (a)(b) | | 24,496 | 585,454 |
| Instil Bio, Inc. (a)(b) | | 11,817 | 126,796 |
| Intellia Therapeutics, Inc. (a) | | 15,598 | 1,541,862 |
| Ionis Pharmaceuticals, Inc. (a)(b) | | 47,012 | 1,569,261 |
| Iovance Biotherapeutics, Inc. (a) | | 34,762 | 544,721 |
| Ironwood Pharmaceuticals, Inc. Class A (a) | | 44,210 | 475,700 |
| iTeos Therapeutics, Inc. (a) | | 14,275 | 515,756 |
| Iveric Bio, Inc. (a) | | 47,209 | 757,232 |
| Kalvista Pharmaceuticals, Inc. (a)(b) | | 28,817 | 462,513 |
| Karuna Therapeutics, Inc. (a)(b) | | 6,721 | 705,705 |
| Keros Therapeutics, Inc. (a)(b) | | 11,560 | 620,772 |
| Kintara Therapeutics, Inc. (a)(b) | | 226,889 | 82,837 |
| Kodiak Sciences, Inc. (a) | | 11,341 | 97,986 |
| Kronos Bio, Inc. (a)(b) | | 26,806 | 201,849 |
| Kymera Therapeutics, Inc. (a) | | 11,474 | 456,206 |
| Legend Biotech Corp. ADR (a) | | 16,169 | 640,131 |
| Ligand Pharmaceuticals, Inc.: | | | |
| Class B (a)(b) | | 6,193 | 626,855 |
| General CVR (a) | | 1,530 | 15 |
| Glucagon CVR (a) | | 1,530 | 10 |
| rights (a) | | 1,530 | 11 |
| TR Beta CVR (a) | | 1,530 | 214 |
| Lixte Biotechnology Holdings, Inc. (a)(b) | | 14,927 | 21,196 |
| Lyell Immunopharma, Inc. (b) | | 45,072 | 326,321 |
| Madrigal Pharmaceuticals, Inc. (a) | | 10 | 929 |
| Mirati Therapeutics, Inc. (a) | | 9,431 | 832,663 |
| Moderna, Inc. (a) | | 77,509 | 11,905,382 |
| Morphic Holding, Inc. (a)(b) | | 7,365 | 293,569 |
| Myriad Genetics, Inc. (a) | | 14,095 | 343,636 |
| Natera, Inc. (a)(b) | | 16,841 | 1,107,296 |
| Neurocrine Biosciences, Inc. (a) | | 19,975 | 1,795,153 |
| Novavax, Inc. (a)(b) | | 14,889 | 1,241,296 |
| Nurix Therapeutics, Inc. (a) | | 117 | 1,892 |
| OncoSec Medical, Inc. (a) | | 39,609 | 37,431 |
| Opko Health, Inc. (a)(b) | | 197,827 | 619,199 |
| Organogenesis Holdings, Inc. Class A (a)(b) | | 52,690 | 392,014 |
| ORIC Pharmaceuticals, Inc. (a)(b) | | 33,642 | 261,062 |
| Orphazyme A/S ADR (a)(b) | | 156,187 | 190,548 |
| Prometheus Biosciences, Inc. (a)(b) | | 15,136 | 659,021 |
| Protagonist Therapeutics, Inc. (a) | | 16,906 | 410,478 |
| PTC Therapeutics, Inc. (a)(b) | | 15,809 | 555,212 |
| Recursion Pharmaceuticals, Inc. (a)(b) | | 47,085 | 515,581 |
| Regeneron Pharmaceuticals, Inc. (a) | | 19,812 | 12,250,948 |
| REGENXBIO, Inc. (a) | | 3,000 | 78,630 |
| Relay Therapeutics, Inc. (a)(b) | | 21,144 | 509,782 |
| Repligen Corp. (a) | | 9,941 | 1,955,395 |
| Replimune Group, Inc. (a) | | 15,589 | 250,048 |
| Revolution Medicines, Inc. (a)(b) | | 19,610 | 371,021 |
| Rocket Pharmaceuticals, Inc. (a)(b) | | 14,474 | 257,782 |
| Sage Therapeutics, Inc. (a)(b) | | 18,437 | 670,554 |
| Sana Biotechnology, Inc. (b) | | 56,332 | 363,905 |
| Sangamo Therapeutics, Inc. (a) | | 36,344 | 212,612 |
| Sarepta Therapeutics, Inc. (a) | | 21,545 | 1,650,562 |
| Savara, Inc. (a)(b) | | 297,135 | 344,677 |
| Seagen, Inc. (a)(b) | | 37,468 | 4,828,501 |
| Sesen Bio, Inc. (a)(b) | | 543,207 | 344,556 |
| Sigilon Therapeutics, Inc. (a) | | 23,906 | 34,664 |
| Sonnet Biotherapeutics Holding (a) | | 467,345 | 135,997 |
| Sorrento Therapeutics, Inc. (a)(b) | | 127,744 | 323,192 |
| Springworks Therapeutics, Inc. (a)(b) | | 11,550 | 653,615 |
| Stoke Therapeutics, Inc. (a)(b) | | 30,013 | 585,254 |
| Tempest Therapeutics, Inc. (a) | | 8,673 | 28,274 |
| TG Therapeutics, Inc. (a)(b) | | 25,222 | 248,941 |
| Tiziana Life Sciences Ltd. (a)(b) | | 127,593 | 82,948 |
| Tobira Therapeutics, Inc. rights (a)(c) | | 1,750 | 0 |
| Travere Therapeutics, Inc. (a)(b) | | 30,493 | 831,239 |
| Turning Point Therapeutics, Inc. (a)(b) | | 27,351 | 865,933 |
| Twist Bioscience Corp. (a) | | 10,610 | 593,523 |
| Ultragenyx Pharmaceutical, Inc. (a)(b) | | 13,785 | 928,006 |
| uniQure B.V. (a)(b) | | 8,701 | 147,830 |
| United Therapeutics Corp. (a) | | 9,251 | 1,537,516 |
| Vaxcyte, Inc. (a)(b) | | 37,715 | 873,857 |
| Veracyte, Inc. (a)(b) | | 16,087 | 447,219 |
| Vericel Corp. (a)(b) | | 5,847 | 240,955 |
| Vertex Pharmaceuticals, Inc. (a) | | 52,035 | 11,969,091 |
| Verve Therapeutics, Inc. | | 9,560 | 312,134 |
| Vir Biotechnology, Inc. (a)(b) | | 23,113 | 582,216 |
| Xencor, Inc. (a)(b) | | 14,629 | 458,034 |
| Y-mAbs Therapeutics, Inc. (a)(b) | | 29,763 | 271,141 |
| Yield10 Bioscience, Inc. (a)(b) | | 8,107 | 34,049 |
| Zai Lab Ltd. ADR (a) | | 10,765 | 588,846 |
| Zentalis Pharmaceuticals, Inc. (a)(b) | | 16,081 | 802,281 |
| | | | 180,441,646 |
| Health Care Equipment & Supplies - 1.9% | | | |
| Abiomed, Inc. (a) | | 9,425 | 2,928,725 |
| Align Technology, Inc. (a) | | 14,915 | 7,628,426 |
| Alphatec Holdings, Inc. (a)(b) | | 93,518 | 1,030,568 |
| Atricure, Inc. (a)(b) | | 11,501 | 798,744 |
| Atrion Corp. (b) | | 367 | 262,574 |
| Axonics Modulation Technologies, Inc. (a) | | 11,799 | 669,711 |
| BioLife Solutions, Inc. (a)(b) | | 9,796 | 230,206 |
| Cerus Corp. (a)(b) | | 115,778 | 679,617 |
| CryoPort, Inc. (a) | | 11,350 | 389,646 |
| Cue Health, Inc. (b) | | 41,530 | 343,453 |
| Dentsply Sirona, Inc. | | 46,854 | 2,536,676 |
| DexCom, Inc. (a) | | 18,621 | 7,707,418 |
| Establishment Labs Holdings, Inc. (a)(b) | | 11,882 | 718,029 |
| Heska Corp. (a)(b) | | 3,110 | 441,620 |
| Hologic, Inc. (a) | | 44,595 | 3,173,826 |
| ICU Medical, Inc. (a)(b) | | 4,893 | 1,158,320 |
| IDEXX Laboratories, Inc. (a) | | 15,737 | 8,377,592 |
| Inari Medical, Inc. (a)(b) | | 11,534 | 1,014,761 |
| InMode Ltd. (a)(b) | | 17,639 | 753,009 |
| Insulet Corp. (a)(b) | | 12,455 | 3,296,714 |
| Integra LifeSciences Holdings Corp. (a)(b) | | 18,942 | 1,270,251 |
| Intuitive Surgical, Inc. (a) | | 66,112 | 19,194,297 |
| iRhythm Technologies, Inc. (a) | | 5,928 | 766,313 |
| Lantheus Holdings, Inc. (a)(b) | | 31,405 | 1,501,787 |
| LivaNova PLC (a) | | 14,154 | 1,115,618 |
| Masimo Corp. (a) | | 11,018 | 1,734,784 |
| Merit Medical Systems, Inc. (a) | | 12,363 | 803,966 |
| Mesa Laboratories, Inc. (b) | | 1,748 | 446,317 |
| Neogen Corp. (a) | | 24,678 | 881,005 |
| Novocure Ltd. (a)(b) | | 21,839 | 1,787,741 |
| NuVasive, Inc. (a) | | 507 | 27,439 |
| Ortho Clinical Diagnostics Holdings PLC | | 40,250 | 712,023 |
| OrthoPediatrics Corp. (a)(b) | | 6,619 | 370,995 |
| Outset Medical, Inc. (a)(b) | | 12,479 | 548,702 |
| PROCEPT BioRobotics Corp. (b) | | 13,908 | 347,422 |
| Pulmonx Corp. (a)(b) | | 9,655 | 253,540 |
| Quidel Corp. (a) | | 7,801 | 825,268 |
| Reshape Lifesciences, Inc. (a)(b) | | 173,743 | 189,380 |
| Shockwave Medical, Inc. (a) | | 6,738 | 1,194,176 |
| Silk Road Medical, Inc. (a)(b) | | 8,623 | 320,172 |
| Staar Surgical Co. (a) | | 11,496 | 911,863 |
| Tandem Diabetes Care, Inc. (a) | | 12,610 | 1,420,264 |
| | | | 80,762,958 |
| Health Care Providers & Services - 0.5% | | | |
| 1Life Healthcare, Inc. (a) | | 32,208 | 348,168 |
| Acadia Healthcare Co., Inc. (a)(b) | | 20,608 | 1,168,680 |
| Accolade, Inc. (a) | | 13,925 | 250,372 |
| AdaptHealth Corp. (a) | | 17,828 | 310,742 |
| Addus HomeCare Corp. (a) | | 7,650 | 650,556 |
| Alignment Healthcare, Inc. (a)(b) | | 35,172 | 296,852 |
| Amedisys, Inc. (a)(b) | | 5,455 | 874,109 |
| Apollo Medical Holdings, Inc. (a)(b) | | 13,602 | 654,528 |
| Aveanna Healthcare Holdings, Inc. (a)(b) | | 45,996 | 241,479 |
| Corvel Corp. (a)(b) | | 5,107 | 812,319 |
| Covetrus, Inc. (a) | | 28,395 | 503,159 |
| Fulgent Genetics, Inc. (a)(b) | | 6,215 | 387,195 |
| Guardant Health, Inc. (a)(b) | | 20,705 | 1,372,120 |
| HealthEquity, Inc. (a) | | 17,470 | 938,314 |
| Henry Schein, Inc. (a) | | 26,655 | 2,302,459 |
| LHC Group, Inc. (a)(b) | | 5,658 | 770,450 |
| LifeStance Health Group, Inc. (b) | | 73,170 | 689,993 |
| Modivcare, Inc. (a) | | 4,117 | 485,806 |
| National Research Corp. Class A | | 7,245 | 288,206 |
| Option Care Health, Inc. (a)(b) | | 30,289 | 778,427 |
| Patterson Companies, Inc. (b) | | 23,731 | 709,557 |
| Premier, Inc. | | 28,255 | 1,015,485 |
| Privia Health Group, Inc. (a)(b) | | 41,708 | 1,073,564 |
| Progyny, Inc. (a)(b) | | 20,688 | 814,280 |
| R1 RCM, Inc. (a)(b) | | 52,129 | 1,417,388 |
| RadNet, Inc. (a)(b) | | 18,386 | 453,583 |
| Surgery Partners, Inc. (a)(b) | | 18,758 | 980,481 |
| The Ensign Group, Inc. (b) | | 13,242 | 1,112,858 |
| Tivity Health, Inc. (a) | | 19,354 | 527,977 |
| | | | 22,229,107 |
| Health Care Technology - 0.3% | | | |
| Allscripts Healthcare Solutions, Inc. (a) | | 41,291 | 803,523 |
| Cerner Corp. | | 60,128 | 5,606,936 |
| Certara, Inc. (a)(b) | | 29,248 | 741,144 |
| Change Healthcare, Inc. (a) | | 68,278 | 1,462,515 |
| Definitive Healthcare Corp. (b) | | 16,013 | 370,221 |
| GoodRx Holdings, Inc. (a)(b) | | 15,668 | 429,303 |
| Health Catalyst, Inc. (a)(b) | | 11,658 | 316,165 |
| Nextgen Healthcare, Inc. (a) | | 21,116 | 412,395 |
| Omnicell, Inc. (a)(b) | | 10,404 | 1,345,029 |
| Schrodinger, Inc. (a)(b) | | 26,775 | 930,699 |
| Sema4 Holdings Corp. Class A (a)(b) | | 121,200 | 422,988 |
| Sharecare, Inc. Class A (a)(b) | | 83,205 | 253,775 |
| | | | 13,094,693 |
| Life Sciences Tools & Services - 0.7% | | | |
| 10X Genomics, Inc. (a) | | 19,557 | 1,593,309 |
| AbCellera Biologics, Inc. (a)(b) | | 39,721 | 345,970 |
| Absci Corp. (b) | | 16,700 | 156,479 |
| Adaptive Biotechnologies Corp. (a)(b) | | 28,568 | 412,236 |
| Bio-Techne Corp. | | 7,378 | 3,094,407 |
| Bruker Corp. | | 32,237 | 2,268,518 |
| Codexis, Inc. (a)(b) | | 20,981 | 418,151 |
| Cytek Biosciences, Inc. (b) | | 24,150 | 329,406 |
| ICON PLC (a) | | 15,587 | 3,709,862 |
| Illumina, Inc. (a) | | 29,116 | 9,509,286 |
| Maravai LifeSciences Holdings, Inc. (a)(b) | | 29,607 | 1,156,745 |
| Medpace Holdings, Inc. (a)(b) | | 8,357 | 1,278,370 |
| Nanostring Technologies, Inc. (a)(b) | | 10,725 | 380,309 |
| NeoGenomics, Inc. (a)(b) | | 24,909 | 533,302 |
| Pacific Biosciences of California, Inc. (a)(b) | | 39,862 | 475,155 |
| Quanterix Corp. (a) | | 10,313 | 347,961 |
| Seer, Inc. (a)(b) | | 23,861 | 365,551 |
| SomaLogic, Inc. Class A (a)(b) | | 72,553 | 659,507 |
| Sotera Health Co. (a)(b) | | 53,867 | 1,178,071 |
| Syneos Health, Inc. (a) | | 21,499 | 1,702,721 |
| | | | 29,915,316 |
| Pharmaceuticals - 0.7% | | | |
| Amphastar Pharmaceuticals, Inc. (a)(b) | | 25,271 | 700,259 |
| Arvinas Holding Co. LLC (a)(b) | | 19,707 | 1,277,211 |
| AstraZeneca PLC: | | | |
| rights (a)(c) | | 1,845 | 0 |
| sponsored ADR | | 122,890 | 7,481,543 |
| atai Life Sciences NV (b) | | 28,283 | 162,344 |
| Axsome Therapeutics, Inc. (a)(b) | | 11,217 | 315,310 |
| Cassava Sciences, Inc. (a)(b) | | 3,190 | 135,607 |
| Corcept Therapeutics, Inc. (a)(b) | | 28,066 | 625,591 |
| Cronos Group, Inc. (a)(b) | | 53,236 | 190,585 |
| Dova Pharmaceuticals, Inc. rights (a)(c) | | 7,729 | 4,174 |
| Eloxx Pharmaceuticals, Inc. (a)(b) | | 105,004 | 46,464 |
| GH Research PLC (b) | | 16,530 | 272,745 |
| Harmony Biosciences Holdings, Inc. (a)(b) | | 23,594 | 942,816 |
| Hutchison China Meditech Ltd. sponsored ADR (a) | | 24,806 | 675,964 |
| Innoviva, Inc. (a)(b) | | 39,337 | 755,664 |
| Intra-Cellular Therapies, Inc. (a) | | 28,089 | 1,558,378 |
| Jazz Pharmaceuticals PLC (a) | | 15,359 | 2,110,634 |
| Kiora Pharmaceuticals, Inc. (a)(b) | | 268,476 | 167,798 |
| NGM Biopharmaceuticals, Inc. (a)(b) | | 49,688 | 738,364 |
| Pacira Biosciences, Inc. (a)(b) | | 11,006 | 733,990 |
| Palisade Bio, Inc. (a)(b) | | 81,930 | 75,376 |
| Revance Therapeutics, Inc. (a)(b) | | 56,720 | 769,690 |
| Roivant Sciences Ltd. (a)(b) | | 77,509 | 487,532 |
| Royalty Pharma PLC (b) | | 81,243 | 3,189,600 |
| Sanofi SA sponsored ADR | | 56,904 | 2,984,615 |
| Supernus Pharmaceuticals, Inc. (a)(b) | | 19,053 | 608,743 |
| Tilray Brands, Inc. Class 2 (a)(b) | | 86,987 | 530,621 |
| Viatris, Inc. | | 250,345 | 2,756,298 |
| | | | 30,297,916 |
TOTAL HEALTH CARE | | | 356,741,636 |
| INDUSTRIALS - 4.1% | | | |
| Aerospace & Defense - 0.2% | | | |
| AeroVironment, Inc. (a)(b) | | 6,442 | 457,704 |
| Astra Space, Inc. Class A (a)(b) | | 66,262 | 230,592 |
| Axon Enterprise, Inc. (a)(b) | | 14,021 | 1,966,445 |
| Elbit Systems Ltd. (b) | | 9,932 | 2,046,588 |
| Kratos Defense & Security Solutions, Inc. (a) | | 30,005 | 627,705 |
| Lilium NV (a)(b) | | 52,424 | 179,290 |
| Mercury Systems, Inc. (a)(b) | | 12,927 | 778,464 |
| Momentus, Inc. Class A (a)(b) | | 63,670 | 146,441 |
| Rocket Lab U.S.A., Inc. Class A (a)(b) | | 97,089 | 926,229 |
| Woodward, Inc. | | 13,690 | 1,706,185 |
| | | | 9,065,643 |
| Air Freight & Logistics - 0.2% | | | |
| Air Transport Services Group, Inc. (a)(b) | | 17,018 | 536,237 |
| Atlas Air Worldwide Holdings, Inc. (a) | | 7,281 | 570,539 |
| C.H. Robinson Worldwide, Inc. | | 19,224 | 1,858,576 |
| Expeditors International of Washington, Inc. | | 31,497 | 3,255,530 |
| Forward Air Corp. (b) | | 7,315 | 754,762 |
| Hub Group, Inc. Class A (a)(b) | | 10,318 | 870,839 |
| | | | 7,846,483 |
| Airlines - 0.2% | | | |
| Allegiant Travel Co. (a) | | 2,546 | 443,233 |
| American Airlines Group, Inc. (a)(b) | | 100,678 | 1,736,696 |
| Frontier Group Holdings, Inc. (a)(b) | | 43,564 | 561,104 |
| JetBlue Airways Corp. (a) | | 151,621 | 2,315,253 |
| Ryanair Holdings PLC sponsored ADR (a) | | 21,300 | 2,123,823 |
| SkyWest, Inc. (a) | | 13,519 | 380,019 |
| Sun Country Airlines Holdings, Inc. (a) | | 26,539 | 717,880 |
| United Airlines Holdings, Inc. (a) | | 62,278 | 2,765,143 |
| | | | 11,043,151 |
| Building Products - 0.1% | | | |
| AAON, Inc. (b) | | 12,455 | 729,365 |
| American Woodmark Corp. (a) | | 4,844 | 259,542 |
| CSW Industrials, Inc. (b) | | 3,167 | 381,085 |
| Gibraltar Industries, Inc. (a) | | 9,468 | 457,494 |
| UFP Industries, Inc. (b) | | 14,670 | 1,257,953 |
| View, Inc. Class A (a)(b) | | 135,520 | 327,958 |
| | | | 3,413,397 |
| Commercial Services & Supplies - 0.4% | | | |
| ACV Auctions, Inc. Class A (a)(b) | | 36,836 | 485,867 |
| Aurora Innovation, Inc. (a)(b) | | 231,502 | 1,324,191 |
| Casella Waste Systems, Inc. Class A (a) | | 11,452 | 863,481 |
| Cimpress PLC (a) | | 3,551 | 223,677 |
| Cintas Corp. | | 18,138 | 6,807,554 |
| Copart, Inc. (a) | | 42,470 | 5,218,714 |
| Driven Brands Holdings, Inc. (a)(b) | | 32,480 | 953,938 |
| Fuel Tech, Inc. (a)(b) | | 198,160 | 247,700 |
| Matthews International Corp. Class A (b) | | 11,440 | 379,579 |
| Millerknoll, Inc. (b) | | 13,659 | 531,062 |
| Renovare Environmental, Inc. (a)(b) | | 147,025 | 64,691 |
| Stericycle, Inc. (a)(b) | | 16,869 | 984,475 |
| Tetra Tech, Inc. | | 10,782 | 1,711,858 |
| | | | 19,796,787 |
| Construction & Engineering - 0.1% | | | |
| Construction Partners, Inc. Class A (a)(b) | | 19,972 | 534,451 |
| IES Holdings, Inc. (a) | | 3,951 | 166,100 |
| MYR Group, Inc. (a)(b) | | 7,001 | 628,340 |
| NV5 Global, Inc. (a)(b) | | 6,933 | 743,564 |
| Primoris Services Corp. | | 4,934 | 130,110 |
| Willscot Mobile Mini Holdings (a) | | 42,305 | 1,503,097 |
| | | | 3,705,662 |
| Electrical Equipment - 0.2% | | | |
| Array Technologies, Inc. (a) | | 38,063 | 427,828 |
| Ballard Power Systems, Inc. (a)(b) | | 57,941 | 661,686 |
| Blink Charging Co. (a)(b) | | 350 | 8,603 |
| Encore Wire Corp. | | 6,535 | 760,805 |
| Enovix Corp. (a)(b) | | 34,033 | 566,990 |
| Fluence Energy, Inc. | | 9,015 | 121,973 |
| FuelCell Energy, Inc. (a)(b) | | 2,804 | 16,824 |
| Plug Power, Inc. (a)(b) | | 114,247 | 2,889,307 |
| Shoals Technologies Group, Inc. (a)(b) | | 17,099 | 270,335 |
| Sunrun, Inc. (a)(b) | | 42,069 | 1,147,642 |
| Tritium DCFC Ltd. (a)(b) | | 48,913 | 360,000 |
| Vicor Corp. (a) | | 7,388 | 552,401 |
| | | | 7,784,394 |
| Industrial Conglomerates - 0.7% | | | |
| Honeywell International, Inc. | | 137,370 | 26,065,958 |
| Icahn Enterprises LP | | 49,529 | 2,711,217 |
| | | | 28,777,175 |
| Machinery - 0.5% | | | |
| Altra Industrial Motion Corp. (b) | | 14,976 | 636,031 |
| Astec Industries, Inc. | | 7,613 | 379,127 |
| Columbus McKinnon Corp. (NY Shares) (b) | | 12,537 | 572,189 |
| Franklin Electric Co., Inc. (b) | | 10,917 | 923,142 |
| Hillman Solutions Corp. Class A (a) | | 66,462 | 623,414 |
| Hyzon Motors, Inc. Class A (a)(b) | | 76,151 | 424,923 |
| Kornit Digital Ltd. (a)(b) | | 9,715 | 921,273 |
| Lincoln Electric Holdings, Inc. (b) | | 11,556 | 1,472,928 |
| Microvast Holdings, Inc. (a)(b) | | 93,020 | 664,163 |
| Middleby Corp. (a) | | 10,641 | 1,890,054 |
| Nikola Corp. (a)(b) | | 113,261 | 894,762 |
| Nordson Corp. | | 11,375 | 2,576,324 |
| Omega Flex, Inc. (b) | | 2,855 | 414,689 |
| PACCAR, Inc. | | 57,635 | 5,291,469 |
| Proterra, Inc. Class A (a)(b) | | 78,544 | 710,038 |
| RBC Bearings, Inc. (a)(b) | | 5,757 | 1,115,994 |
| The Shyft Group, Inc. | | 11,974 | 483,869 |
| | | | 19,994,389 |
| Marine - 0.0% | | | |
| Golden Ocean Group Ltd. (b) | | 41,152 | 509,464 |
| Star Bulk Carriers Corp. | | 374 | 11,250 |
| | | | 520,714 |
| Professional Services - 0.4% | | | |
| 51job, Inc. sponsored ADR (a) | | 7,053 | 365,345 |
| CoStar Group, Inc. (a) | | 77,536 | 4,730,471 |
| Exponent, Inc. | | 11,631 | 1,102,154 |
| First Advantage Corp. | | 27,447 | 443,269 |
| Forrester Research, Inc. (a) | | 8,931 | 463,787 |
| Headhunter Group PLC ADR (c) | | 11,923 | 167,757 |
| Huron Consulting Group, Inc. (a)(b) | | 6,995 | 345,063 |
| ICF International, Inc. | | 5,559 | 492,639 |
| Kelly Services, Inc. Class A (non-vtg.) (b) | | 23,318 | 494,808 |
| Kforce, Inc. (b) | | 10,810 | 812,696 |
| LegalZoom.com, Inc. (b) | | 36,518 | 570,046 |
| ManTech International Corp. Class A | | 7,097 | 591,677 |
| ShiftPixy, Inc. (a)(b) | | 80,320 | 68,368 |
| Sterling Check Corp. (b) | | 22,742 | 478,947 |
| Upwork, Inc. (a)(b) | | 28,759 | 727,028 |
| Verisk Analytics, Inc. | | 27,093 | 4,804,673 |
| | | | 16,658,728 |
| Road & Rail - 0.9% | | | |
| AMERCO | | 4,431 | 2,559,390 |
| ArcBest Corp. (b) | | 6,728 | 623,551 |
| Avis Budget Group, Inc. (a)(b) | | 11,453 | 2,100,938 |
| CSX Corp. | | 389,036 | 13,192,211 |
| Heartland Express, Inc. (b) | | 26,260 | 377,094 |
| Hertz Global Holdings, Inc. | | 92,451 | 1,878,604 |
| J.B. Hunt Transport Services, Inc. | | 20,306 | 4,120,697 |
| Landstar System, Inc. | | 6,800 | 1,049,988 |
| Lyft, Inc. (a) | | 65,189 | 2,538,460 |
| Marten Transport Ltd. | | 28,333 | 488,744 |
| Old Dominion Freight Lines, Inc. | | 20,259 | 6,361,934 |
| Saia, Inc. (a)(b) | | 5,292 | 1,520,021 |
| TuSimple Holdings, Inc. (a)(b) | | 35,110 | 611,616 |
| Universal Logistics Holdings, Inc. | | 11,294 | 216,054 |
| Werner Enterprises, Inc. (b) | | 15,214 | 661,200 |
| | | | 38,300,502 |
| Trading Companies & Distributors - 0.2% | | | |
| Beacon Roofing Supply, Inc. (a)(b) | | 17,241 | 1,029,115 |
| Fastenal Co. | | 92,185 | 4,743,840 |
| H&E Equipment Services, Inc. | | 13,723 | 573,072 |
| Hudson Technologies, Inc. (a) | | 90,597 | 346,081 |
| McGrath RentCorp. (b) | | 6,927 | 563,027 |
| Rush Enterprises, Inc. Class A (b) | | 17,302 | 898,666 |
| | | | 8,153,801 |
| Transportation Infrastructure - 0.0% | | | |
| Singularity Future Technology Ltd. (a)(b) | | 91,782 | 684,694 |
TOTAL INDUSTRIALS | | | 175,745,520 |
| INFORMATION TECHNOLOGY - 44.1% | | | |
| Communications Equipment - 1.3% | | | |
| Applied Optoelectronics, Inc. (a)(b) | | 63,374 | 230,048 |
| Casa Systems, Inc. (a)(b) | | 36,379 | 151,337 |
| Cisco Systems, Inc. | | 783,948 | 43,720,780 |
| CommScope Holding Co., Inc. (a) | | 52,318 | 499,114 |
| Ericsson (B Shares) sponsored ADR | | 79,750 | 740,080 |
| Extreme Networks, Inc. (a) | | 68,651 | 788,800 |
| F5, Inc. (a) | | 11,784 | 2,366,816 |
| Harmonic, Inc. (a)(b) | | 67,453 | 627,987 |
| Infinera Corp. (a)(b) | | 51,732 | 477,486 |
| Lumentum Holdings, Inc. (a) | | 15,373 | 1,519,775 |
| NETGEAR, Inc. (a)(b) | | 11,758 | 312,880 |
| NetScout Systems, Inc. (a) | | 19,851 | 617,962 |
| Radware Ltd. (a) | | 13,780 | 474,170 |
| ViaSat, Inc. (a) | | 23,023 | 1,050,770 |
| Viavi Solutions, Inc. (a)(b) | | 53,994 | 885,502 |
| | | | 54,463,507 |
| Electronic Equipment & Components - 0.7% | | | |
| Advanced Energy Industries, Inc. (b) | | 8,834 | 758,399 |
| Avnet, Inc. | | 23,650 | 994,956 |
| CDW Corp. | | 24,230 | 4,178,706 |
| Cognex Corp. | | 31,293 | 2,114,155 |
| Coherent, Inc. (a) | | 5,772 | 1,525,655 |
| ePlus, Inc. (a) | | 7,910 | 370,979 |
| FARO Technologies, Inc. (a)(b) | | 5,443 | 297,950 |
| Flex Ltd. (a) | | 98,769 | 1,628,701 |
| II-VI, Inc. (a)(b) | | 17,404 | 1,208,882 |
| Insight Enterprises, Inc. (a)(b) | | 8,385 | 872,040 |
| IPG Photonics Corp. (a) | | 10,779 | 1,405,043 |
| Itron, Inc. (a) | | 9,653 | 460,159 |
| Lightwave Logic, Inc. (a)(b) | | 25,493 | 191,962 |
| Littelfuse, Inc. | | 5,602 | 1,446,492 |
| National Instruments Corp. (b) | | 23,167 | 930,155 |
| Novanta, Inc. (a)(b) | | 8,106 | 1,107,523 |
| OSI Systems, Inc. (a)(b) | | 5,061 | 408,271 |
| PC Connection, Inc. | | 7,277 | 355,045 |
| Plexus Corp. (a)(b) | | 9,694 | 789,770 |
| Sanmina Corp. (a)(b) | | 17,138 | 681,750 |
| Trimble, Inc. (a) | | 47,073 | 3,283,342 |
| TTM Technologies, Inc. (a)(b) | | 30,856 | 387,860 |
| Zebra Technologies Corp. Class A (a) | | 10,116 | 4,181,347 |
| | | | 29,579,142 |
| IT Services - 2.6% | | | |
| Affirm Holdings, Inc. (a)(b) | | 37,373 | 1,563,686 |
| Akamai Technologies, Inc. (a) | | 27,124 | 2,936,444 |
| Amdocs Ltd. | | 27,685 | 2,178,810 |
| Automatic Data Processing, Inc. | | 78,134 | 15,973,715 |
| BigCommerce Holdings, Inc. (a) | | 14,592 | 377,933 |
| Cognizant Technology Solutions Corp. Class A | | 95,457 | 8,221,711 |
| Concentrix Corp. | | 11,745 | 2,347,708 |
| CSG Systems International, Inc. (b) | | 9,728 | 600,412 |
| Cyxtera Technologies, Inc. Class A (a)(b) | | 17,105 | 208,168 |
| Data Storage Corp. (a)(b) | | 42,531 | 149,284 |
| Dlocal Ltd. (b) | | 27,934 | 912,045 |
| Euronet Worldwide, Inc. (a) | | 12,390 | 1,588,770 |
| EVO Payments, Inc. Class A (a) | | 13,704 | 330,403 |
| ExlService Holdings, Inc. (a) | | 8,106 | 979,124 |
| Fiserv, Inc. (a) | | 132,794 | 12,969,990 |
| Flywire Corp. (a) | | 18,022 | 487,675 |
| GDS Holdings Ltd. ADR (a)(b) | | 22,530 | 1,003,036 |
| Grid Dynamics Holdings, Inc. (a) | | 21,207 | 257,665 |
| Jack Henry & Associates, Inc. | | 12,897 | 2,280,190 |
| Kingsoft Cloud Holdings Ltd. ADR (a)(b) | | 35,240 | 237,518 |
| Marqeta, Inc. Class A (b) | | 57,050 | 669,197 |
| MongoDB, Inc. Class A (a)(b) | | 12,183 | 4,653,784 |
| Nuvei Corp. (b)(d) | | 11,943 | 648,385 |
| Okta, Inc. (a) | | 28,799 | 5,265,609 |
| Paychex, Inc. | | 66,106 | 7,870,580 |
| Payoneer Global, Inc. (a) | | 153,049 | 737,696 |
| PayPal Holdings, Inc. (a) | | 225,754 | 25,268,645 |
| Perficient, Inc. (a)(b) | | 7,688 | 783,407 |
| Rackspace Technology, Inc. (a)(b) | | 47,340 | 526,894 |
| Remitly Global, Inc. (b) | | 33,060 | 362,007 |
| Repay Holdings Corp. (a)(b) | | 19,822 | 342,326 |
| Sabre Corp. (a)(b) | | 74,978 | 819,510 |
| StoneCo Ltd. Class A (a) | | 52,260 | 587,402 |
| Taoping, Inc. (a)(b) | | 22,695 | 41,532 |
| Thoughtworks Holding, Inc. (b) | | 56,038 | 1,281,029 |
| Ttec Holdings, Inc. (b) | | 10,583 | 841,349 |
| VeriSign, Inc. (a) | | 19,708 | 4,211,994 |
| Verra Mobility Corp. (a)(b) | | 56,414 | 947,755 |
| Wix.com Ltd. (a)(b) | | 10,456 | 957,560 |
| | | | 112,420,948 |
| Semiconductors & Semiconductor Equipment - 11.2% | | | |
| ACM Research, Inc. (a)(b) | | 7,038 | 580,072 |
| Advanced Micro Devices, Inc. (a) | | 243,763 | 30,065,728 |
| Allegro MicroSystems LLC (a)(b) | | 34,621 | 992,584 |
| Alpha & Omega Semiconductor Ltd. (a) | | 11,207 | 602,600 |
| Ambarella, Inc. (a)(b) | | 8,306 | 1,160,431 |
| Amkor Technology, Inc. (b) | | 54,370 | 1,232,568 |
| Analog Devices, Inc. | | 96,429 | 15,456,604 |
| Applied Materials, Inc. | | 168,101 | 22,559,154 |
| ASML Holding NV | | 15,440 | 10,290,914 |
| Axcelis Technologies, Inc. (a) | | 11,873 | 821,849 |
| Azenta, Inc. | | 16,267 | 1,423,688 |
| Broadcom, Inc. | | 78,147 | 45,906,674 |
| Camtek Ltd. (a)(b) | | 18,335 | 602,121 |
| Canadian Solar, Inc. (a)(b) | | 14,574 | 461,413 |
| Cirrus Logic, Inc. (a)(b) | | 10,630 | 923,428 |
| CMC Materials, Inc. | | 6,144 | 1,139,282 |
| Cohu, Inc. (a) | | 11,803 | 368,018 |
| Diodes, Inc. (a)(b) | | 10,625 | 951,894 |
| Enphase Energy, Inc. (a) | | 26,503 | 4,418,050 |
| Entegris, Inc. | | 26,458 | 3,452,240 |
| First Solar, Inc. (a) | | 21,318 | 1,605,032 |
| FormFactor, Inc. (a)(b) | | 18,434 | 746,393 |
| GlobalFoundries, Inc. (b) | | 98,123 | 5,963,916 |
| Ichor Holdings Ltd. (a)(b) | | 16,356 | 576,222 |
| Impinj, Inc. (a)(b) | | 9,460 | 650,375 |
| Intel Corp. | | 779,337 | 37,174,375 |
| KLA Corp. | | 28,381 | 9,890,779 |
| Kulicke & Soffa Industries, Inc. (b) | | 15,126 | 790,182 |
| Lam Research Corp. | | 26,183 | 14,697,827 |
| Lattice Semiconductor Corp. (a) | | 29,988 | 1,877,849 |
| MACOM Technology Solutions Holdings, Inc. (a)(b) | | 15,707 | 943,991 |
| Marvell Technology, Inc. | | 157,668 | 10,773,454 |
| MaxLinear, Inc. Class A (a)(b) | | 15,180 | 931,293 |
| Microchip Technology, Inc. | | 106,908 | 7,518,840 |
| Micron Technology, Inc. | | 201,152 | 17,874,367 |
| MKS Instruments, Inc. (b) | | 11,715 | 1,764,279 |
| Monolithic Power Systems, Inc. | | 9,246 | 4,241,140 |
| Navitas Semiconductor Corp. (a)(b) | | 51,376 | 500,402 |
| Nova Ltd. (a)(b) | | 7,123 | 746,348 |
| NVIDIA Corp. | | 473,927 | 115,567,099 |
| NXP Semiconductors NV | | 49,991 | 9,504,289 |
| onsemi (a) | | 78,623 | 4,922,586 |
| PDF Solutions, Inc. (a) | | 9,743 | 266,568 |
| Photronics, Inc. (a) | | 54,896 | 1,011,184 |
| Power Integrations, Inc. | | 13,549 | 1,219,410 |
| Qorvo, Inc. (a) | | 19,204 | 2,626,723 |
| Qualcomm, Inc. | | 210,286 | 36,167,089 |
| Rambus, Inc. (a)(b) | | 29,211 | 788,697 |
| Semtech Corp. (a)(b) | | 14,924 | 1,035,427 |
| Silicon Laboratories, Inc. (a)(b) | | 9,326 | 1,433,499 |
| Silicon Motion Tech Corp. sponsored ADR | | 9,444 | 685,068 |
| SiTime Corp. (a)(b) | | 4,445 | 898,512 |
| Skyworks Solutions, Inc. | | 29,140 | 4,026,274 |
| SMART Global Holdings, Inc. (a) | | 21,719 | 596,187 |
| SolarEdge Technologies, Inc. (a) | | 10,321 | 3,296,734 |
| SunPower Corp. (a)(b) | | 35,692 | 639,958 |
| Synaptics, Inc. (a)(b) | | 7,857 | 1,794,775 |
| Teradyne, Inc. | | 30,106 | 3,550,100 |
| Texas Instruments, Inc. | | 168,601 | 28,660,484 |
| Tower Semiconductor Ltd. (a)(b) | | 25,548 | 1,196,924 |
| Ultra Clean Holdings, Inc. (a) | | 14,894 | 682,294 |
| Universal Display Corp. | | 9,767 | 1,513,006 |
| Veeco Instruments, Inc. (a)(b) | | 20,321 | 580,571 |
| | | | 485,339,834 |
| Software - 16.0% | | | |
| ACI Worldwide, Inc. (a) | | 26,962 | 903,766 |
| Adobe, Inc. (a) | | 88,395 | 41,340,574 |
| Alarm.com Holdings, Inc. (a) | | 11,543 | 759,876 |
| Alkami Technology, Inc. (a)(b) | | 15,662 | 246,833 |
| Altair Engineering, Inc. Class A (a)(b) | | 11,452 | 760,642 |
| Amplitude, Inc. (a)(b) | | 12,558 | 269,244 |
| ANSYS, Inc. (a) | | 17,046 | 5,526,143 |
| AppFolio, Inc. (a)(b) | | 4,325 | 489,331 |
| Appian Corp. Class A (a)(b) | | 7,014 | 427,573 |
| AppLovin Corp. (a)(b) | | 45,385 | 2,635,961 |
| Arqit Quantum, Inc. (a)(b) | | 43,500 | 693,825 |
| Aspen Technology, Inc. (a) | | 13,445 | 2,049,152 |
| Atlassian Corp. PLC (a) | | 26,091 | 7,976,541 |
| Autodesk, Inc. (a) | | 43,723 | 9,629,116 |
| AvePoint, Inc. (a)(b) | | 118,806 | 670,066 |
| AvidXchange Holdings, Inc. (b) | | 35,378 | 340,690 |
| Bentley Systems, Inc. Class B (b) | | 49,556 | 1,902,455 |
| Blackbaud, Inc. (a)(b) | | 11,794 | 737,007 |
| BlackLine, Inc. (a) | | 12,902 | 971,650 |
| Bottomline Technologies, Inc. (a) | | 11,809 | 668,862 |
| BTRS Holdings, Inc. (a) | | 92,414 | 563,725 |
| Cadence Design Systems, Inc. (a) | | 52,494 | 7,949,166 |
| CDK Global, Inc. | | 26,617 | 1,206,815 |
| Cerence, Inc. (a)(b) | | 9,191 | 331,887 |
| Check Point Software Technologies Ltd. (a) | | 28,012 | 4,058,379 |
| Citrix Systems, Inc. | | 23,719 | 2,431,198 |
| Cognyte Software Ltd. (a) | | 15,319 | 170,960 |
| CommVault Systems, Inc. (a) | | 15,740 | 990,203 |
| Confluent, Inc. (b) | | 19,829 | 848,483 |
| Coupa Software, Inc. (a)(b) | | 13,460 | 1,628,795 |
| Crowdstrike Holdings, Inc. (a) | | 39,709 | 7,751,594 |
| Cvent Holding Corp. (a) | | 1,514 | 12,188 |
| CyberArk Software Ltd. (a)(b) | | 8,520 | 1,449,593 |
| Datadog, Inc. Class A (a) | | 48,716 | 7,848,635 |
| Dave, Inc. (a)(b) | | 56,789 | 248,168 |
| Descartes Systems Group, Inc. (a) | | 18,843 | 1,342,752 |
| Digital Turbine, Inc. (a)(b) | | 19,611 | 950,741 |
| Docebo, Inc. (a)(b) | | 6,492 | 341,609 |
| DocuSign, Inc. (a) | | 37,552 | 4,447,283 |
| Domo, Inc. Class B (a) | | 7,382 | 328,499 |
| Dropbox, Inc. Class A (a) | | 58,162 | 1,319,696 |
| Duck Creek Technologies, Inc. (a)(b) | | 37,430 | 878,856 |
| Embark Technology, Inc. (a)(b) | | 69,346 | 316,218 |
| Everbridge, Inc. (a) | | 7,336 | 289,919 |
| EverCommerce, Inc. (b) | | 35,882 | 429,866 |
| Expensify, Inc. | | 16,455 | 337,328 |
| Five9, Inc. (a) | | 13,664 | 1,503,040 |
| Fortinet, Inc. (a) | | 30,816 | 10,616,728 |
| GTY Technology Holdings, Inc. (a)(b) | | 44,668 | 198,326 |
| Intapp, Inc. | | 10,826 | 249,648 |
| InterDigital, Inc. (b) | | 8,226 | 529,919 |
| Intrusion, Inc. (a)(b) | | 42,036 | 150,489 |
| Intuit, Inc. | | 52,424 | 24,868,373 |
| Jamf Holding Corp. (a)(b) | | 27,535 | 941,972 |
| JFrog Ltd. (a)(b) | | 32,114 | 795,464 |
| LivePerson, Inc. (a)(b) | | 15,563 | 315,618 |
| Magic Software Enterprises Ltd. | | 17,801 | 318,816 |
| Mandiant, Inc. (a) | | 52,215 | 1,033,857 |
| Manhattan Associates, Inc. (a) | | 13,848 | 1,851,201 |
| Marathon Digital Holdings, Inc. (a)(b) | | 20,769 | 526,494 |
| Matterport, Inc. (a)(b) | | 53,277 | 394,783 |
| McAfee Corp. | | 43,224 | 1,123,392 |
| Microsoft Corp. | | 1,431,651 | 427,763,002 |
| MicroStrategy, Inc. Class A (a)(b) | | 1,261 | 558,623 |
| Mimecast Ltd. (a) | | 15,230 | 1,211,242 |
| Momentive Global, Inc. (a) | | 34,092 | 535,926 |
| Monday.com Ltd. (b) | | 8,530 | 1,355,161 |
| nCino, Inc. (a)(b) | | 20,334 | 933,941 |
| NICE Systems Ltd. sponsored ADR (a) | | 9,711 | 2,197,114 |
| NortonLifeLock, Inc. | | 112,969 | 3,273,842 |
| Nuance Communications, Inc. (a) | | 34,987 | 1,942,478 |
| Nutanix, Inc. Class A (a) | | 42,564 | 1,136,459 |
| Open Text Corp. (b) | | 45,685 | 1,987,298 |
| Palo Alto Networks, Inc. (a) | | 18,612 | 11,060,181 |
| Paycor HCM, Inc. (b) | | 31,630 | 887,854 |
| Paylocity Holding Corp. (a)(b) | | 11,570 | 2,457,931 |
| Pegasystems, Inc. | | 17,096 | 1,489,404 |
| Powerbridge Technologies Co. Ltd. (a)(b) | | 545,377 | 203,862 |
| Progress Software Corp. | | 11,999 | 528,916 |
| PTC, Inc. (a) | | 23,995 | 2,670,164 |
| Qualtrics International, Inc. | | 31,353 | 950,936 |
| Qualys, Inc. (a)(b) | | 7,870 | 986,190 |
| Rapid7, Inc. (a) | | 11,068 | 1,145,095 |
| Riot Blockchain, Inc. (a)(b) | | 16,686 | 287,500 |
| Sapiens International Corp. NV | | 15,927 | 429,870 |
| Smith Micro Software, Inc. (a)(b) | | 57,748 | 240,232 |
| Splunk, Inc. (a) | | 35,222 | 4,159,718 |
| Sprout Social, Inc. (a)(b) | | 11,475 | 747,137 |
| SPS Commerce, Inc. (a)(b) | | 8,487 | 1,102,037 |
| SS&C Technologies Holdings, Inc. | | 41,255 | 3,092,887 |
| Sumo Logic, Inc. (a) | | 55,704 | 670,676 |
| Synopsys, Inc. (a) | | 28,402 | 8,872,501 |
| Tenable Holdings, Inc. (a) | | 23,326 | 1,291,327 |
| The Trade Desk, Inc. (a)(b) | | 83,554 | 7,128,827 |
| Varonis Systems, Inc. (a)(b) | | 22,230 | 969,228 |
| Verint Systems, Inc. (a)(b) | | 15,319 | 769,473 |
| Vonage Holdings Corp. (a) | | 65,735 | 1,335,735 |
| WalkMe Ltd. (b) | | 15,391 | 235,174 |
| Workday, Inc. Class A (a) | | 35,086 | 8,036,448 |
| Xperi Holding Corp. (b) | | 27,820 | 481,842 |
| Zoom Video Communications, Inc. Class A (a) | | 46,287 | 6,137,656 |
| Zscaler, Inc. (a) | | 27,096 | 6,480,008 |
| | | | 690,633,878 |
| Technology Hardware, Storage & Peripherals - 12.3% | | | |
| Apple, Inc. | | 3,128,375 | 516,557,250 |
| Avid Technology, Inc. (a) | | 15,362 | 483,289 |
| Corsair Gaming, Inc. (a)(b) | | 15,738 | 363,233 |
| Logitech International SA (b) | | 30,240 | 2,257,114 |
| NetApp, Inc. | | 43,210 | 3,386,800 |
| Seagate Technology Holdings PLC | | 45,683 | 4,712,658 |
| Stratasys Ltd. (a)(b) | | 26,504 | 664,720 |
| Super Micro Computer, Inc. (a) | | 14,841 | 583,103 |
| Western Digital Corp. (a) | | 57,744 | 2,941,479 |
| Xerox Holdings Corp. (b) | | 34,351 | 677,058 |
| | | | 532,626,704 |
TOTAL INFORMATION TECHNOLOGY | | | 1,905,064,013 |
| MATERIALS - 0.3% | | | |
| Chemicals - 0.1% | | | |
| Amyris, Inc. (a)(b) | | 96,748 | 441,171 |
| Balchem Corp. | | 7,611 | 1,052,906 |
| Diversey Holdings Ltd. (a)(b) | | 57,620 | 551,423 |
| Innospec, Inc. | | 6,470 | 617,885 |
| Methanex Corp. (b) | | 19,718 | 1,029,082 |
| PureCycle Technologies, Inc. (a) | | 217 | 1,510 |
| | | | 3,693,977 |
| Containers & Packaging - 0.0% | | | |
| Pactiv Evergreen, Inc. | | 34,410 | 331,024 |
| Silgan Holdings, Inc. (b) | | 22,288 | 933,421 |
| TriMas Corp. (b) | | 12,925 | 420,192 |
| | | | 1,684,637 |
| Metals & Mining - 0.2% | | | |
| Century Aluminum Co. (a) | | 38,785 | 916,102 |
| Ferroglobe Representation & Warranty Insurance (a)(c) | | 7,187 | 0 |
| Kaiser Aluminum Corp. (b) | | 8,526 | 822,759 |
| Pan American Silver Corp. (b) | | 49,440 | 1,168,267 |
| Royal Gold, Inc. (b) | | 12,575 | 1,524,845 |
| Schnitzer Steel Industries, Inc. Class A (b) | | 14,157 | 688,738 |
| SSR Mining, Inc. (b) | | 38,921 | 769,468 |
| Steel Dynamics, Inc. | | 33,547 | 2,367,747 |
| | | | 8,257,926 |
TOTAL MATERIALS | | | 13,636,540 |
| REAL ESTATE - 1.0% | | | |
| Equity Real Estate Investment Trusts (REITs) - 0.8% | | | |
| CareTrust (REIT), Inc. | | 25,044 | 438,270 |
| CyrusOne, Inc. | | 25,839 | 2,334,554 |
| Equinix, Inc. | | 16,589 | 11,773,711 |
| Gaming & Leisure Properties | | 41,849 | 1,900,363 |
| Gladstone Commercial Corp. | | 13,682 | 289,922 |
| Gladstone Land Corp. | | 22,399 | 669,506 |
| Host Hotels & Resorts, Inc. | | 137,687 | 2,515,541 |
| Industrial Logistics Properties Trust | | 18,941 | 423,710 |
| Lamar Advertising Co. Class A | | 18,393 | 2,005,941 |
| Potlatch Corp. | | 13,533 | 742,962 |
| Regency Centers Corp. | | 36,198 | 2,385,086 |
| Retail Opportunity Investments Corp. | | 32,606 | 592,125 |
| Sabra Health Care REIT, Inc. | | 121,192 | 1,627,609 |
| SBA Communications Corp. Class A | | 21,355 | 6,478,893 |
| Service Properties Trust | | 44,605 | 384,941 |
| Uniti Group, Inc. | | 59,296 | 769,069 |
| | | | 35,332,203 |
| Real Estate Management & Development - 0.2% | | | |
| Colliers International Group, Inc. (b) | | 9,239 | 1,268,884 |
| Comstock Holding Companies, Inc. (a)(b) | | 116,444 | 536,807 |
| eXp World Holdings, Inc. (b) | | 33,542 | 896,913 |
| FirstService Corp. (b) | | 9,336 | 1,328,233 |
| Newmark Group, Inc. (b) | | 39,258 | 694,081 |
| Opendoor Technologies, Inc. (a)(b) | | 118,531 | 989,734 |
| Redfin Corp. (a)(b) | | 23,157 | 500,886 |
| Zillow Group, Inc.: | | | |
| Class A (a)(b) | | 21,850 | 1,251,350 |
| Class C (a)(b) | | 24,893 | 1,431,845 |
| | | | 8,898,733 |
TOTAL REAL ESTATE | | | 44,230,936 |
| UTILITIES - 0.7% | | | |
| Electric Utilities - 0.7% | | | |
| Alliant Energy Corp. | | 47,607 | 2,780,249 |
| American Electric Power Co., Inc. | | 79,278 | 7,186,551 |
| Constellation Energy Corp. | | 54,735 | 2,516,715 |
| Exelon Corp. | | 164,205 | 6,988,565 |
| MGE Energy, Inc. (b) | | 9,031 | 650,413 |
| Otter Tail Corp. (b) | | 11,783 | 728,896 |
| Xcel Energy, Inc. | | 103,965 | 6,999,963 |
| | | | 27,851,352 |
| Independent Power and Renewable Electricity Producers - 0.0% | | | |
| Atlantica Sustainable Infrastructure PLC (b) | | 23,831 | 804,296 |
| ReNew Energy Global PLC (a)(b) | | 99,844 | 788,768 |
| | | | 1,593,064 |
| Multi-Utilities - 0.0% | | | |
| NorthWestern Energy Corp. (b) | | 12,535 | 758,117 |
| Water Utilities - 0.0% | | | |
| Middlesex Water Co. (b) | | 7,077 | 707,629 |
TOTAL UTILITIES | | | 30,910,162 |
| TOTAL COMMON STOCKS (Cost $2,511,307,179) | | | 4,284,948,532 |
| | | | |
Fiscal year to date information regarding the Fund's investments in Fidelity Central Funds, including the ownership percentage, is presented below.
Amounts in the income column in the above table include any capital gain distributions from underlying funds.
Amount for Fidelity Securities Lending Cash Central Fund represents the income earned on investing cash collateral, less rebates paid to borrowers and any lending agent fees associated with the loan, plus any premium payments received for lending certain types of securities.
Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. Securities transactions are accounted for as of trade date. The Board of Trustees (the Board) has delegated the day to day responsibility for the valuation of the Fund's investments to the Fair Value Committee (the Committee) established by the Fund's investment adviser. In accordance with valuation policies and procedures approved by the Board, the Fund attempts to obtain prices from one or more third party pricing vendors or brokers to value its investments. When current market prices, quotations or currency exchange rates are not readily available or reliable, investments will be fair valued in good faith by the Committee, in accordance with procedures adopted by the Board. Factors used in determining fair value vary by investment type and may include market or investment specific events. The frequency with which these procedures are used cannot be predicted and they may be utilized to a significant extent. The Committee oversees the Fund's valuation policies and procedures and reports to the Board on the Committee's activities and fair value determinations. The Board monitors the appropriateness of the procedures used in valuing the Fund's investments and ratifies the fair value determinations of the Committee.
The inputs to valuation techniques used to value investments are categorized into a disclosure hierarchy consisting of three levels as shown below:
Level 2 - other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, etc.)
Level 3 - unobservable inputs (including the Fund's own assumptions based on the best information available)
Equity securities, including restricted securities, for which market quotations are readily available, are valued at the last reported sale price or official closing price as reported by a third party pricing vendor on the primary market or exchange on which they are traded and are categorized as Level 1 in the hierarchy. In the event there were no sales during the day or closing prices are not available, securities are valued at the last quoted bid price or may be valued using the last available price and are generally categorized as Level 2 in the hierarchy. For any foreign equity securities, when market or security specific events arise, comparisons to the valuation of American Depositary Receipts (ADRs), futures contracts, Exchange-Traded Funds (ETFs) and certain indexes as well as quoted prices for similar securities may be used and would be categorized as Level 2 in the hierarchy. For equity securities, including restricted securities, where observable inputs are limited, assumptions about market activity and risk are used and these securities may be categorized as Level 3 in the hierarchy.
Futures contracts are valued at the settlement price established each day by the board of trade or exchange on which they are traded and are categorized as Level 1 in the hierarchy.
Investments in any open-end mutual funds are valued at their closing net asset value (NAV) each business day and are categorized as Level 1 in the hierarchy.
Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy.
Risk Exposures and the Use of Derivative Instruments: The Fund's investment objectives allow the Fund to enter into various types of derivative contracts. Derivatives are investments whose value is primarily derived from underlying assets, indices or reference rates and may be transacted on an exchange or over-the-counter (OTC). Derivatives may involve a future commitment to buy or sell a specified asset based on specified terms, to exchange future cash flows at periodic intervals based on a notional principal amount, or for one party to make one or more payments upon the occurrence of specified events in exchange for periodic payments from the other party.
The Fund used derivatives to increase returns, to gain exposure to certain types of assets and/or to manage exposure to certain risks as defined below. The success of any strategy involving derivatives depends on analysis of numerous economic factors, and if the strategies for investment do not work as intended, the Fund may not achieve its objectives.
The Fund's use of derivatives increased or decreased its exposure to the following risk(s):
Equity Risk - Equity risk relates to the fluctuations in the value of financial instruments as a result of changes in market prices (other than those arising from interest rate risk or foreign exchange risk), whether caused by factors specific to an individual investment, its issuer, or all factors affecting all instruments traded in a market or market segment.
Investing in derivatives may involve greater risks than investing in the underlying assets directly and, to varying degrees, may involve risk of loss in excess of any initial investment and collateral received. In addition, there may be the risk that the change in value of the derivative contract does not correspond to the change in value of the underlying instrument.
Futures Contracts: A futures contract is an agreement between two parties to buy or sell a specified underlying instrument for a specified price at a specified future date.
The Fund used futures contracts to manage its exposure to the stock market.
Open futures contracts at period end are presented in the Schedule of Investments under the caption "Futures Contracts". The underlying face amount at value reflects each contract's exposure to the underlying instrument or index at period end. Any securities and/or cash deposited to meet initial margin requirements are identified in the Schedule of Investments.
For additional information on the Fund's significant accounting policies, please refer to the Fund's most recent semiannual or annual shareholder report.
The fund's schedule of investments as of the date on the cover of this report has not been audited. This report is provided for the general information of the fund's shareholders. For more information regarding the fund and its holdings, please see the fund's most recent prospectus and annual report.
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