| Common Stocks - 97.4% |
| | | Shares | Value ($) |
| COMMUNICATION SERVICES - 7.6% | | | |
| Diversified Telecommunication Services - 0.5% | | | |
| AT&T, Inc. | | 1,308 | 22,092 |
| Cellnex Telecom SA (a) | | 28 | 926 |
| Cogent Communications Group, Inc. | | 56 | 3,594 |
| Frontier Communications Parent, Inc. (b) | | 64 | 1,481 |
| Verizon Communications, Inc. | | 1,397 | 55,168 |
| | | | 83,261 |
| Entertainment - 1.6% | | | |
| Electronic Arts, Inc. | | 139 | 17,628 |
| Netflix, Inc. (b) | | 178 | 98,014 |
| Sphere Entertainment Co. (b) | | 38 | 1,477 |
| The Walt Disney Co. | | 1,075 | 119,433 |
| TKO Group Holdings, Inc. | | 27 | 2,556 |
| Universal Music Group NV | | 527 | 15,579 |
| Vivid Seats, Inc. Class A (b) | | 213 | 1,120 |
| Warner Bros Discovery, Inc. (b) | | 1,101 | 8,103 |
| | | | 263,910 |
| Interactive Media & Services - 4.6% | | | |
| Alphabet, Inc.: | | | |
| Class A | | 1,740 | 283,237 |
| Class C | | 2,130 | 350,683 |
| IAC, Inc. (b) | | 251 | 11,938 |
| Match Group, Inc. (b) | | 306 | 9,431 |
| Pinterest, Inc. Class A (b) | | 263 | 8,797 |
| QuinStreet, Inc. (b) | | 116 | 2,098 |
| Snap, Inc. Class A (b) | | 6,212 | 93,491 |
| TripAdvisor, Inc. (b) | | 235 | 6,188 |
| Ziff Davis, Inc. (b) | | 167 | 8,368 |
| Zoominfo Technologies, Inc. (b) | | 598 | 9,484 |
| | | | 783,715 |
| Media - 0.9% | | | |
| Comcast Corp. Class A | | 2,854 | 108,766 |
| Interpublic Group of Companies, Inc. | | 550 | 16,742 |
| News Corp.: | | | |
| Class A | | 354 | 8,425 |
| Class B | | 383 | 9,399 |
| Paramount Global Class B | | 939 | 10,695 |
| TechTarget, Inc. (b) | | 67 | 1,843 |
| Thryv Holdings, Inc. (b) | | 103 | 2,370 |
| | | | 158,240 |
TOTAL COMMUNICATION SERVICES | | | 1,289,126 |
| CONSUMER DISCRETIONARY - 9.6% | | | |
| Automobile Components - 0.1% | | | |
| Aptiv PLC (b) | | 142 | 10,082 |
| LCI Industries | | 57 | 5,927 |
| | | | 16,009 |
| Automobiles - 0.7% | | | |
| Harley-Davidson, Inc. | | 127 | 4,368 |
| Rivian Automotive, Inc. (b) | | 1,436 | 12,780 |
| Tesla, Inc. (b) | | 528 | 96,772 |
| Thor Industries, Inc. | | 33 | 3,281 |
| | | | 117,201 |
| Broadline Retail - 3.2% | | | |
| Alibaba Group Holding Ltd. sponsored ADR | | 178 | 13,323 |
| Amazon.com, Inc. (b) | | 2,923 | 511,525 |
| Coupang, Inc. Class A (b) | | 97 | 2,183 |
| Kohl's Corp. | | 163 | 3,902 |
| Macy's, Inc. | | 315 | 5,805 |
| | | | 536,738 |
| Distributors - 0.2% | | | |
| LKQ Corp. | | 462 | 19,926 |
| Pool Corp. | | 22 | 7,976 |
| | | | 27,902 |
| Diversified Consumer Services - 0.3% | | | |
| ADT, Inc. | | 260 | 1,690 |
| Bright Horizons Family Solutions, Inc. (b) | | 24 | 2,489 |
| European Wax Center, Inc. (b) | | 108 | 1,270 |
| Grand Canyon Education, Inc. (b) | | 13 | 1,690 |
| H&R Block, Inc. | | 494 | 23,332 |
| Laureate Education, Inc. Class A | | 392 | 5,684 |
| New Oriental Education & Technology Group, Inc. sponsored ADR (b) | | 98 | 7,556 |
| Service Corp. International | | 9 | 645 |
| | | | 44,356 |
| Hotels, Restaurants & Leisure - 1.4% | | | |
| Airbnb, Inc. Class A (b) | | 162 | 25,688 |
| Aramark | | 53 | 1,670 |
| Booking Holdings, Inc. | | 16 | 55,232 |
| Chipotle Mexican Grill, Inc. (b) | | 10 | 31,596 |
| Doordash, Inc. (b) | | 130 | 16,804 |
| Draftkings Holdings, Inc. (b) | | 56 | 2,327 |
| Hilton Grand Vacations, Inc. (b) | | 34 | 1,416 |
| Hilton Worldwide Holdings, Inc. | | 77 | 15,191 |
| Light & Wonder, Inc. Class A (b) | | 37 | 3,303 |
| Marriott International, Inc. Class A | | 8 | 1,889 |
| McDonald's Corp. | | 138 | 37,680 |
| Planet Fitness, Inc. (b) | | 10 | 598 |
| Starbucks Corp. | | 367 | 32,476 |
| Vail Resorts, Inc. | | 60 | 11,362 |
| Wingstop, Inc. | | 7 | 2,694 |
| | | | 239,926 |
| Household Durables - 0.4% | | | |
| Cavco Industries, Inc. (b) | | 1 | 364 |
| D.R. Horton, Inc. | | 121 | 17,241 |
| Green Brick Partners, Inc. (b) | | 199 | 10,772 |
| Mohawk Industries, Inc. (b) | | 36 | 4,152 |
| PulteGroup, Inc. | | 37 | 4,123 |
| Skyline Champion Corp. (b) | | 136 | 10,199 |
| Sony Group Corp. sponsored ADR | | 154 | 12,716 |
| Tempur Sealy International, Inc. | | 34 | 1,702 |
| TopBuild Corp. (b) | | 22 | 8,903 |
| Whirlpool Corp. | | 38 | 3,605 |
| | | | 73,777 |
| Leisure Products - 0.1% | | | |
| Acushnet Holdings Corp. | | 67 | 4,086 |
| BRP, Inc. | | 30 | 2,018 |
| Brunswick Corp. | | 13 | 1,048 |
| Clarus Corp. | | 484 | 3,064 |
| Hasbro, Inc. | | 258 | 15,815 |
| YETI Holdings, Inc. (b) | | 24 | 857 |
| | | | 26,888 |
| Specialty Retail - 2.2% | | | |
| Abercrombie & Fitch Co. Class A (b) | | 161 | 19,565 |
| Academy Sports & Outdoors, Inc. | | 344 | 20,055 |
| Advance Auto Parts, Inc. | | 75 | 5,474 |
| American Eagle Outfitters, Inc. | | 850 | 20,621 |
| Aritzia, Inc. (b) | | 89 | 2,304 |
| AutoNation, Inc. (b) | | 9 | 1,450 |
| Best Buy Co., Inc. | | 234 | 17,232 |
| Boot Barn Holdings, Inc. (b) | | 29 | 3,088 |
| Dick's Sporting Goods, Inc. | | 38 | 7,636 |
| Five Below, Inc. (b) | | 57 | 8,341 |
| Foot Locker, Inc. | | 63 | 1,314 |
| GameStop Corp. Class A (b) | | 42 | 466 |
| Gap, Inc. | | 289 | 5,930 |
| Lowe's Companies, Inc. | | 447 | 101,912 |
| Murphy U.S.A., Inc. | | 55 | 22,760 |
| Ross Stores, Inc. | | 64 | 8,291 |
| The Home Depot, Inc. | | 210 | 70,186 |
| TJX Companies, Inc. | | 157 | 14,772 |
| Tractor Supply Co. | | 37 | 10,104 |
| Ulta Beauty, Inc. (b) | | 14 | 5,668 |
| Victoria's Secret & Co. (b) | | 67 | 1,181 |
| Warby Parker, Inc. (b) | | 321 | 3,769 |
| Williams-Sonoma, Inc. | | 92 | 26,384 |
| | | | 378,503 |
| Textiles, Apparel & Luxury Goods - 1.0% | | | |
| Carter's, Inc. | | 3 | 205 |
| Compagnie Financiere Richemont SA Series A | | 50 | 6,911 |
| Crocs, Inc. (b) | | 135 | 16,790 |
| Hermes International SCA | | 3 | 7,207 |
| Kontoor Brands, Inc. | | 65 | 4,034 |
| lululemon athletica, Inc. (b) | | 223 | 80,414 |
| LVMH Moet Hennessy Louis Vuitton SE | | 13 | 10,679 |
| NIKE, Inc. Class B | | 170 | 15,684 |
| PVH Corp. | | 156 | 16,973 |
| Ralph Lauren Corp. | | 25 | 4,091 |
| Tapestry, Inc. | | 222 | 8,862 |
| VF Corp. | | 11 | 137 |
| | | | 171,987 |
TOTAL CONSUMER DISCRETIONARY | | | 1,633,287 |
| CONSUMER STAPLES - 6.1% | | | |
| Beverages - 1.4% | | | |
| Brown-Forman Corp. Class A | | 31 | 1,521 |
| Celsius Holdings, Inc. (b) | | 244 | 17,390 |
| Coca-Cola European Partners PLC | | 308 | 22,182 |
| Constellation Brands, Inc. Class A (sub. vtg.) | | 67 | 16,982 |
| Molson Coors Beverage Co. Class B | | 330 | 18,896 |
| Primo Water Corp. | | 92 | 1,736 |
| The Coca-Cola Co. | | 2,547 | 157,328 |
| The Vita Coco Co., Inc. (b) | | 167 | 4,048 |
| | | | 240,083 |
| Consumer Staples Distribution & Retail - 1.6% | | | |
| Alimentation Couche-Tard, Inc. Class A (multi-vtg.) | | 108 | 5,986 |
| BJ's Wholesale Club Holdings, Inc. (b) | | 233 | 17,400 |
| Casey's General Stores, Inc. | | 23 | 7,350 |
| Costco Wholesale Corp. | | 66 | 47,711 |
| Dollar Tree, Inc. (b) | | 143 | 16,910 |
| Kroger Co. | | 496 | 27,468 |
| Performance Food Group Co. (b) | | 128 | 8,689 |
| Sprouts Farmers Market LLC (b) | | 169 | 11,159 |
| Sysco Corp. | | 257 | 19,100 |
| Target Corp. | | 243 | 39,118 |
| Walmart, Inc. | | 1,125 | 66,769 |
| | | | 267,660 |
| Food Products - 1.6% | | | |
| Archer Daniels Midland Co. | | 196 | 11,497 |
| Bunge Global SA | | 154 | 15,671 |
| Campbell Soup Co. | | 333 | 15,221 |
| Conagra Brands, Inc. | | 40 | 1,231 |
| Darling Ingredients, Inc. (b) | | 257 | 10,889 |
| Flowers Foods, Inc. | | 88 | 2,195 |
| Freshpet, Inc. (b) | | 38 | 4,031 |
| General Mills, Inc. | | 877 | 61,793 |
| Hormel Foods Corp. | | 498 | 17,709 |
| Kellanova | | 829 | 47,966 |
| McCormick & Co., Inc. (non-vtg.) | | 190 | 14,451 |
| Mondelez International, Inc. | | 169 | 12,158 |
| Nomad Foods Ltd. | | 191 | 3,449 |
| The J.M. Smucker Co. | | 11 | 1,263 |
| The Kraft Heinz Co. | | 1,043 | 40,270 |
| The Simply Good Foods Co. (b) | | 129 | 4,702 |
| TreeHouse Foods, Inc. (b) | | 14 | 526 |
| WK Kellogg Co. | | 107 | 2,497 |
| | | | 267,519 |
| Household Products - 1.1% | | | |
| Church & Dwight Co., Inc. | | 207 | 22,333 |
| Kimberly-Clark Corp. | | 230 | 31,402 |
| Procter & Gamble Co. | | 693 | 113,098 |
| Spectrum Brands Holdings, Inc. | | 45 | 3,684 |
| The Clorox Co. | | 153 | 22,624 |
| | | | 193,141 |
| Personal Care Products - 0.4% | | | |
| BellRing Brands, Inc. (b) | | 53 | 2,924 |
| Coty, Inc. Class A (b) | | 154 | 1,762 |
| Estee Lauder Companies, Inc. Class A | | 60 | 8,803 |
| Haleon PLC | | 1,302 | 5,499 |
| Haleon PLC ADR | | 1,294 | 11,038 |
| Kenvue, Inc. | | 2,267 | 42,665 |
| | | | 72,691 |
TOTAL CONSUMER STAPLES | | | 1,041,094 |
| ENERGY - 5.7% | | | |
| Energy Equipment & Services - 1.1% | | | |
| Baker Hughes Co. Class A | | 1,286 | 41,949 |
| Cactus, Inc. | | 319 | 15,835 |
| Championx Corp. | | 552 | 18,531 |
| Liberty Oilfield Services, Inc. Class A | | 675 | 14,850 |
| NOV, Inc. | | 406 | 7,507 |
| Oceaneering International, Inc. (b) | | 215 | 4,926 |
| Schlumberger Ltd. | | 967 | 45,913 |
| Secure Energy Services, Inc. | | 302 | 2,558 |
| TechnipFMC PLC | | 911 | 23,340 |
| Valaris Ltd. (b) | | 122 | 7,937 |
| | | | 183,346 |
| Oil, Gas & Consumable Fuels - 4.6% | | | |
| Antero Midstream GP LP | | 678 | 9,384 |
| Antero Resources Corp. (b) | | 590 | 20,066 |
| Cameco Corp. | | 153 | 6,981 |
| Cameco Corp. | | 262 | 11,954 |
| Cheniere Energy, Inc. | | 234 | 36,930 |
| Chesapeake Energy Corp. | | 47 | 4,224 |
| Chord Energy Corp. | | 52 | 9,203 |
| Civitas Resources, Inc. | | 78 | 5,613 |
| ConocoPhillips Co. | | 91 | 11,431 |
| Coterra Energy, Inc. | | 140 | 3,830 |
| Devon Energy Corp. | | 70 | 3,583 |
| Diamondback Energy, Inc. | | 143 | 28,762 |
| DT Midstream, Inc. | | 206 | 12,813 |
| EOG Resources, Inc. | | 195 | 25,765 |
| EQT Corp. | | 42 | 1,684 |
| Equinor ASA sponsored ADR | | 1,277 | 33,955 |
| Galp Energia SGPS SA Class B | | 988 | 21,299 |
| Hess Corp. | | 76 | 11,969 |
| HF Sinclair Corp. | | 50 | 2,713 |
| Imperial Oil Ltd. | | 782 | 53,766 |
| Kosmos Energy Ltd. (b) | | 3,266 | 18,518 |
| Marathon Oil Corp. | | 385 | 10,337 |
| MEG Energy Corp. (b) | | 327 | 7,437 |
| National Energy Services Reunited Corp. (b) | | 249 | 2,465 |
| New Fortress Energy, Inc. | | 128 | 3,354 |
| Occidental Petroleum Corp. | | 752 | 49,737 |
| ONEOK, Inc. | | 654 | 51,744 |
| Ovintiv, Inc. | | 344 | 17,654 |
| Parex Resources, Inc. | | 539 | 9,397 |
| Parkland Corp. | | 78 | 2,403 |
| Phillips 66 Co. | | 314 | 44,968 |
| Range Resources Corp. | | 73 | 2,621 |
| Reliance Industries Ltd. GDR (a) | | 254 | 17,958 |
| Shell PLC ADR | | 1,732 | 124,115 |
| Southwestern Energy Co. (b) | | 247 | 1,850 |
| Targa Resources Corp. | | 409 | 46,651 |
| The Williams Companies, Inc. | | 640 | 24,550 |
| Valero Energy Corp. | | 163 | 26,059 |
| | | | 777,743 |
TOTAL ENERGY | | | 961,089 |
| FINANCIALS - 13.0% | | | |
| Banks - 5.2% | | | |
| Bank of America Corp. | | 5,411 | 200,261 |
| Bank OZK | | 31 | 1,384 |
| Cadence Bank | | 67 | 1,854 |
| Citigroup, Inc. | | 1,056 | 64,764 |
| Comerica, Inc. | | 131 | 6,572 |
| East West Bancorp, Inc. | | 119 | 8,864 |
| Eastern Bankshares, Inc. | | 208 | 2,612 |
| Fifth Third Bancorp | | 271 | 9,881 |
| First Bancorp, Puerto Rico | | 329 | 5,675 |
| First Hawaiian, Inc. | | 227 | 4,787 |
| First Horizon National Corp. | | 183 | 2,730 |
| First Interstate Bancsystem, Inc. | | 225 | 6,008 |
| Glacier Bancorp, Inc. | | 133 | 4,812 |
| Huntington Bancshares, Inc. | | 2,096 | 28,233 |
| Independent Bank Corp. | | 117 | 2,903 |
| JPMorgan Chase & Co. | | 1,275 | 244,469 |
| KeyCorp | | 540 | 7,825 |
| M&T Bank Corp. | | 163 | 23,536 |
| Metropolitan Bank Holding Corp. (b) | | 55 | 2,184 |
| Nu Holdings Ltd. (b) | | 794 | 8,623 |
| Pathward Financial, Inc. | | 88 | 4,433 |
| Pinnacle Financial Partners, Inc. | | 95 | 7,287 |
| PNC Financial Services Group, Inc. | | 651 | 99,772 |
| Regions Financial Corp. | | 1,261 | 24,299 |
| Synovus Financial Corp. | | 427 | 15,282 |
| Trico Bancshares | | 109 | 3,790 |
| Truist Financial Corp. | | 544 | 20,427 |
| U.S. Bancorp | | 1,295 | 52,616 |
| United Community Bank, Inc. | | 33 | 833 |
| Univest Corp. of Pennsylvania | | 62 | 1,294 |
| Webster Financial Corp. | | 106 | 4,646 |
| Western Alliance Bancorp. | | 144 | 8,184 |
| Zions Bancorporation NA | | 105 | 4,282 |
| | | | 885,122 |
| Capital Markets - 2.6% | | | |
| Affiliated Managers Group, Inc. | | 9 | 1,405 |
| Bank of New York Mellon Corp. | | 745 | 42,085 |
| BlackRock, Inc. Class A | | 58 | 43,769 |
| Cboe Global Markets, Inc. | | 65 | 11,775 |
| Coinbase Global, Inc. (b) | | 55 | 11,216 |
| FactSet Research Systems, Inc. | | 22 | 9,172 |
| Goldman Sachs Group, Inc. | | 88 | 37,550 |
| Houlihan Lokey | | 54 | 6,884 |
| Intercontinental Exchange, Inc. | | 50 | 6,438 |
| Janus Henderson Group PLC | | 170 | 5,307 |
| KKR & Co. LP | | 345 | 32,109 |
| Lazard, Inc. Class A | | 112 | 4,312 |
| Moody's Corp. | | 75 | 27,775 |
| Morgan Stanley | | 653 | 59,319 |
| NASDAQ, Inc. | | 213 | 12,748 |
| Northern Trust Corp. | | 506 | 41,689 |
| Robinhood Markets, Inc. (b) | | 123 | 2,028 |
| S&P Global, Inc. | | 181 | 75,265 |
| State Street Corp. | | 70 | 5,074 |
| TMX Group Ltd. | | 273 | 7,228 |
| XP, Inc. Class A | | 112 | 2,293 |
| | | | 445,441 |
| Consumer Finance - 0.8% | | | |
| American Express Co. | | 282 | 65,996 |
| Capital One Financial Corp. | | 91 | 13,052 |
| Discover Financial Services | | 165 | 20,910 |
| FirstCash Holdings, Inc. | | 70 | 7,909 |
| OneMain Holdings, Inc. | | 38 | 1,980 |
| SLM Corp. | | 283 | 5,997 |
| Synchrony Financial | | 373 | 16,405 |
| | | | 132,249 |
| Financial Services - 1.8% | | | |
| Affirm Holdings, Inc. (b) | | 50 | 1,594 |
| Apollo Global Management, Inc. | | 53 | 5,744 |
| Corebridge Financial, Inc. | | 83 | 2,204 |
| Edenred SA | | 47 | 2,230 |
| Essent Group Ltd. | | 140 | 7,416 |
| Fidelity National Information Services, Inc. | | 493 | 33,485 |
| MasterCard, Inc. Class A | | 239 | 107,837 |
| MGIC Investment Corp. | | 102 | 2,069 |
| PayPal Holdings, Inc. (b) | | 127 | 8,626 |
| The Western Union Co. | | 107 | 1,438 |
| Visa, Inc. Class A | | 447 | 120,069 |
| Walker & Dunlop, Inc. | | 23 | 2,107 |
| WEX, Inc. (b) | | 7 | 1,479 |
| | | | 296,298 |
| Insurance - 2.6% | | | |
| AFLAC, Inc. | | 31 | 2,593 |
| American International Group, Inc. | | 52 | 3,916 |
| Assurant, Inc. | | 84 | 14,650 |
| Assured Guaranty Ltd. | | 64 | 4,909 |
| Axis Capital Holdings Ltd. | | 47 | 2,883 |
| CNA Financial Corp. | | 140 | 6,152 |
| Fidelity National Financial, Inc. | | 40 | 1,980 |
| First American Financial Corp. | | 106 | 5,678 |
| Genworth Financial, Inc. Class A (b) | | 595 | 3,528 |
| Globe Life, Inc. | | 121 | 9,217 |
| Hartford Financial Services Group, Inc. | | 328 | 31,780 |
| Kinsale Capital Group, Inc. | | 5 | 1,816 |
| Loews Corp. | | 64 | 4,810 |
| Marsh & McLennan Companies, Inc. | | 84 | 16,752 |
| MetLife, Inc. | | 515 | 36,606 |
| Primerica, Inc. | | 50 | 10,593 |
| Principal Financial Group, Inc. | | 104 | 8,231 |
| Progressive Corp. | | 270 | 56,228 |
| Prudential Financial, Inc. | | 740 | 81,755 |
| Reinsurance Group of America, Inc. | | 23 | 4,301 |
| RenaissanceRe Holdings Ltd. | | 16 | 3,508 |
| Selective Insurance Group, Inc. | | 55 | 5,591 |
| The Travelers Companies, Inc. | | 432 | 91,653 |
| Unum Group | | 64 | 3,245 |
| W.R. Berkley Corp. | | 5 | 385 |
| White Mountains Insurance Group Ltd. | | 2 | 3,556 |
| Willis Towers Watson PLC | | 115 | 28,881 |
| | | | 445,197 |
TOTAL FINANCIALS | | | 2,204,307 |
| HEALTH CARE - 12.1% | | | |
| Biotechnology - 1.7% | | | |
| AbbVie, Inc. | | 120 | 19,517 |
| Alnylam Pharmaceuticals, Inc. (b) | | 13 | 1,871 |
| Amgen, Inc. | | 148 | 40,543 |
| Arcellx, Inc. (b) | | 88 | 4,402 |
| Arrowhead Pharmaceuticals, Inc. (b) | | 119 | 2,692 |
| Astria Therapeutics, Inc. (b) | | 223 | 2,047 |
| Biogen, Inc. (b) | | 45 | 9,667 |
| Blueprint Medicines Corp. (b) | | 38 | 3,471 |
| Celldex Therapeutics, Inc. (b) | | 33 | 1,235 |
| Cogent Biosciences, Inc. (b) | | 321 | 2,087 |
| Crinetics Pharmaceuticals, Inc. (b) | | 142 | 6,222 |
| Cytokinetics, Inc. (b) | | 121 | 7,420 |
| Gilead Sciences, Inc. | | 891 | 58,093 |
| Insmed, Inc. (b) | | 265 | 6,551 |
| Keros Therapeutics, Inc. (b) | | 114 | 6,428 |
| Kymera Therapeutics, Inc. (b) | | 41 | 1,378 |
| Madrigal Pharmaceuticals, Inc. (b) | | 19 | 3,876 |
| Mirati Therapeutics, Inc. rights (b)(c) | | 26 | 0 |
| Moonlake Immunotherapeutics (b) | | 127 | 5,196 |
| Morphic Holding, Inc. (b) | | 71 | 1,936 |
| Nuvalent, Inc. Class A (b) | | 26 | 1,791 |
| Regeneron Pharmaceuticals, Inc. (b) | | 59 | 52,549 |
| Repligen Corp. (b) | | 51 | 8,374 |
| Roivant Sciences Ltd. (b) | | 164 | 1,788 |
| Tango Therapeutics, Inc. (b) | | 234 | 1,802 |
| Tyra Biosciences, Inc. (b) | | 230 | 3,933 |
| Vaxcyte, Inc. (b) | | 139 | 8,416 |
| Vericel Corp. (b) | | 84 | 3,853 |
| Vertex Pharmaceuticals, Inc. (b) | | 43 | 16,891 |
| Viridian Therapeutics, Inc. (b) | | 156 | 2,069 |
| Xenon Pharmaceuticals, Inc. (b) | | 154 | 6,260 |
| Zentalis Pharmaceuticals, Inc. (b) | | 119 | 1,316 |
| | | | 293,674 |
| Health Care Equipment & Supplies - 1.8% | | | |
| Boston Scientific Corp. (b) | | 756 | 54,334 |
| DexCom, Inc. (b) | | 201 | 25,605 |
| Edwards Lifesciences Corp. (b) | | 407 | 34,461 |
| GE Healthcare Technologies, Inc. | | 131 | 9,987 |
| Glaukos Corp. (b) | | 94 | 9,024 |
| Hologic, Inc. (b) | | 103 | 7,804 |
| IDEXX Laboratories, Inc. (b) | | 58 | 28,580 |
| Inspire Medical Systems, Inc. (b) | | 38 | 9,183 |
| Insulet Corp. (b) | | 55 | 9,457 |
| Integer Holdings Corp. (b) | | 80 | 8,930 |
| Intuitive Surgical, Inc. (b) | | 47 | 17,419 |
| Penumbra, Inc. (b) | | 6 | 1,179 |
| Shockwave Medical, Inc. (b) | | 4 | 1,321 |
| Solventum Corp. | | 182 | 11,832 |
| STERIS PLC | | 68 | 13,910 |
| Stryker Corp. | | 43 | 14,470 |
| Tandem Diabetes Care, Inc. (b) | | 67 | 2,458 |
| Teleflex, Inc. | | 35 | 7,306 |
| The Cooper Companies, Inc. | | 215 | 19,148 |
| TransMedics Group, Inc. (b) | | 49 | 4,612 |
| Zimmer Biomet Holdings, Inc. | | 97 | 11,667 |
| | | | 302,687 |
| Health Care Providers & Services - 4.0% | | | |
| Acadia Healthcare Co., Inc. (b) | | 67 | 4,954 |
| agilon health, Inc. (b) | | 164 | 902 |
| Cardinal Health, Inc. | | 302 | 31,118 |
| Cencora, Inc. | | 119 | 28,447 |
| Centene Corp. (b) | | 706 | 51,580 |
| Cigna Group | | 371 | 132,462 |
| CVS Health Corp. | | 593 | 40,152 |
| Elevance Health, Inc. | | 116 | 61,315 |
| Guardant Health, Inc. (b) | | 98 | 1,764 |
| HCA Holdings, Inc. | | 42 | 13,012 |
| Humana, Inc. | | 6 | 1,813 |
| Laboratory Corp. of America Holdings | | 33 | 6,645 |
| McKesson Corp. | | 125 | 67,151 |
| Molina Healthcare, Inc. (b) | | 31 | 10,605 |
| Privia Health Group, Inc. (b) | | 66 | 1,214 |
| Progyny, Inc. (b) | | 61 | 1,956 |
| Quest Diagnostics, Inc. | | 74 | 10,225 |
| R1 RCM, Inc. (b) | | 118 | 1,450 |
| Surgery Partners, Inc. (b) | | 140 | 3,493 |
| Tenet Healthcare Corp. (b) | | 44 | 4,941 |
| UnitedHealth Group, Inc. | | 427 | 206,540 |
| | | | 681,739 |
| Health Care Technology - 0.1% | | | |
| Veeva Systems, Inc. Class A (b) | | 39 | 7,744 |
| Life Sciences Tools & Services - 1.0% | | | |
| Agilent Technologies, Inc. | | 112 | 15,348 |
| Avantor, Inc. (b) | | 383 | 9,280 |
| Azenta, Inc. (b) | | 21 | 1,102 |
| Bruker Corp. | | 20 | 1,560 |
| Danaher Corp. | | 370 | 91,249 |
| Fortrea Holdings, Inc. | | 38 | 1,390 |
| ICON PLC (b) | | 13 | 3,872 |
| IQVIA Holdings, Inc. (b) | | 84 | 19,469 |
| Medpace Holdings, Inc. (b) | | 4 | 1,553 |
| Mettler-Toledo International, Inc. (b) | | 3 | 3,689 |
| Thermo Fisher Scientific, Inc. | | 21 | 11,943 |
| Waters Corp. (b) | | 34 | 10,507 |
| West Pharmaceutical Services, Inc. | | 17 | 6,077 |
| | | | 177,039 |
| Pharmaceuticals - 3.5% | | | |
| Arvinas Holding Co. LLC (b) | | 57 | 1,811 |
| AstraZeneca PLC sponsored ADR | | 345 | 26,179 |
| Bristol-Myers Squibb Co. | | 1,614 | 70,919 |
| Edgewise Therapeutics, Inc. (b) | | 210 | 3,767 |
| Elanco Animal Health, Inc. (b) | | 203 | 2,671 |
| Eli Lilly & Co. | | 286 | 223,395 |
| Enliven Therapeutics, Inc. (b) | | 77 | 1,339 |
| GSK PLC sponsored ADR | | 306 | 12,681 |
| Intra-Cellular Therapies, Inc. (b) | | 59 | 4,237 |
| Longboard Pharmaceuticals, Inc. (b) | | 163 | 3,472 |
| Merck & Co., Inc. | | 615 | 79,470 |
| Novo Nordisk A/S: | | | |
| Series B | | 36 | 4,617 |
| Series B sponsored ADR | | 143 | 18,348 |
| Perrigo Co. PLC | | 80 | 2,613 |
| Pfizer, Inc. | | 1,281 | 32,819 |
| Roche Holding AG (participation certificate) | | 30 | 7,188 |
| Sanofi SA sponsored ADR | | 398 | 19,594 |
| UCB SA | | 148 | 19,672 |
| Zoetis, Inc. Class A | | 360 | 57,326 |
| | | | 592,118 |
TOTAL HEALTH CARE | | | 2,055,001 |
| INDUSTRIALS - 10.8% | | | |
| Aerospace & Defense - 2.6% | | | |
| AerSale Corp. (b) | | 88 | 627 |
| Airbus Group NV | | 229 | 37,684 |
| Axon Enterprise, Inc. (b) | | 82 | 25,720 |
| BWX Technologies, Inc. | | 148 | 14,174 |
| Curtiss-Wright Corp. | | 62 | 15,712 |
| General Electric Co. | | 1,456 | 235,610 |
| HEICO Corp. | | 33 | 6,844 |
| HEICO Corp. Class A | | 47 | 7,795 |
| Hexcel Corp. | | 84 | 5,394 |
| Howmet Aerospace, Inc. | | 147 | 9,812 |
| Kratos Defense & Security Solutions, Inc. (b) | | 241 | 4,295 |
| Lockheed Martin Corp. | | 25 | 11,623 |
| Mercury Systems, Inc. (b) | | 88 | 2,482 |
| Northrop Grumman Corp. | | 66 | 32,012 |
| Spirit AeroSystems Holdings, Inc. Class A (b) | | 387 | 12,384 |
| Textron, Inc. | | 99 | 8,374 |
| V2X, Inc. (b) | | 57 | 2,769 |
| Woodward, Inc. | | 51 | 8,280 |
| | | | 441,591 |
| Air Freight & Logistics - 0.8% | | | |
| C.H. Robinson Worldwide, Inc. | | 289 | 20,519 |
| DHL Group | | 101 | 4,229 |
| Expeditors International of Washington, Inc. | | 263 | 29,275 |
| FedEx Corp. | | 157 | 41,099 |
| GXO Logistics, Inc. (b) | | 7 | 348 |
| United Parcel Service, Inc. Class B | | 318 | 46,899 |
| | | | 142,369 |
| Building Products - 1.0% | | | |
| Advanced Drain Systems, Inc. | | 23 | 3,611 |
| Builders FirstSource, Inc. (b) | | 8 | 1,463 |
| Carrier Global Corp. | | 369 | 22,690 |
| Fortune Brands Innovations, Inc. | | 164 | 11,988 |
| Johnson Controls International PLC | | 332 | 21,603 |
| Lennox International, Inc. | | 37 | 17,147 |
| Owens Corning | | 75 | 12,616 |
| Simpson Manufacturing Co. Ltd. | | 47 | 8,173 |
| The AZEK Co., Inc. (b) | | 97 | 4,427 |
| Trane Technologies PLC | | 198 | 62,833 |
| Trex Co., Inc. (b) | | 18 | 1,594 |
| | | | 168,145 |
| Commercial Services & Supplies - 0.2% | | | |
| ACV Auctions, Inc. Class A (b) | | 273 | 4,764 |
| Veralto Corp. | | 238 | 22,296 |
| Vestis Corp. | | 74 | 1,363 |
| | | | 28,423 |
| Construction & Engineering - 0.6% | | | |
| Comfort Systems U.S.A., Inc. | | 56 | 17,327 |
| Dycom Industries, Inc. (b) | | 39 | 5,461 |
| EMCOR Group, Inc. | | 63 | 22,502 |
| Granite Construction, Inc. | | 151 | 8,381 |
| IES Holdings, Inc. (b) | | 155 | 20,944 |
| Larsen & Toubro Ltd. GDR | | 180 | 7,794 |
| MasTec, Inc. (b) | | 10 | 887 |
| Quanta Services, Inc. | | 48 | 12,411 |
| Sterling Construction Co., Inc. (b) | | 70 | 7,112 |
| Willscot Mobile Mini Holdings (b) | | 50 | 1,848 |
| | | | 104,667 |
| Electrical Equipment - 1.1% | | | |
| Acuity Brands, Inc. | | 52 | 12,912 |
| Atkore, Inc. | | 71 | 12,446 |
| Eaton Corp. PLC | | 129 | 41,056 |
| GE Vernova LLC | | 370 | 56,873 |
| Hubbell, Inc. Class B | | 15 | 5,558 |
| Nextracker, Inc. Class A (b) | | 141 | 6,033 |
| nVent Electric PLC | | 63 | 4,540 |
| Regal Rexnord Corp. | | 138 | 22,269 |
| Sunrun, Inc. (b) | | 62 | 638 |
| Thermon Group Holdings, Inc. (b) | | 192 | 6,131 |
| Vertiv Holdings Co. | | 277 | 25,761 |
| | | | 194,217 |
| Ground Transportation - 1.0% | | | |
| ArcBest Corp. | | 77 | 8,540 |
| Avis Budget Group, Inc. | | 9 | 859 |
| Canadian Pacific Kansas City Ltd. | | 26 | 2,039 |
| J.B. Hunt Transport Services, Inc. | | 49 | 7,966 |
| Landstar System, Inc. | | 10 | 1,744 |
| Ryder System, Inc. | | 67 | 8,164 |
| Saia, Inc. (b) | | 13 | 5,159 |
| U-Haul Holding Co. (b) | | 23 | 1,454 |
| U-Haul Holding Co. (non-vtg.) | | 18 | 1,104 |
| Uber Technologies, Inc. (b) | | 1,376 | 91,188 |
| Union Pacific Corp. | | 153 | 36,285 |
| | | | 164,502 |
| Industrial Conglomerates - 0.5% | | | |
| Honeywell International, Inc. | | 279 | 53,772 |
| Siemens AG | | 152 | 28,475 |
| | | | 82,247 |
| Machinery - 1.7% | | | |
| Astec Industries, Inc. | | 45 | 1,881 |
| Caterpillar, Inc. | | 79 | 26,431 |
| Chart Industries, Inc. (b) | | 30 | 4,322 |
| CNH Industrial NV | | 1,096 | 12,494 |
| Crane Co. | | 32 | 4,480 |
| Cummins, Inc. | | 152 | 42,938 |
| Deere & Co. | | 111 | 43,447 |
| Dover Corp. | | 31 | 5,558 |
| Federal Signal Corp. | | 146 | 11,870 |
| Fortive Corp. | | 39 | 2,936 |
| IDEX Corp. | | 15 | 3,307 |
| Ingersoll Rand, Inc. | | 149 | 13,905 |
| ITT, Inc. | | 53 | 6,855 |
| Kadant, Inc. | | 17 | 4,654 |
| Oshkosh Corp. | | 46 | 5,164 |
| Parker Hannifin Corp. | | 8 | 4,359 |
| Pentair PLC | | 639 | 50,539 |
| SPX Technologies, Inc. (b) | | 124 | 15,104 |
| Terex Corp. | | 176 | 9,865 |
| Xylem, Inc. | | 196 | 25,617 |
| | | | 295,726 |
| Passenger Airlines - 0.0% | | | |
| Copa Holdings SA Class A | | 12 | 1,146 |
| Professional Services - 0.7% | | | |
| ASGN, Inc. (b) | | 44 | 4,244 |
| Automatic Data Processing, Inc. | | 258 | 62,408 |
| Broadridge Financial Solutions, Inc. | | 91 | 17,600 |
| Dayforce, Inc. (b) | | 95 | 5,830 |
| ExlService Holdings, Inc. (b) | | 121 | 3,509 |
| First Advantage Corp. | | 142 | 2,315 |
| FTI Consulting, Inc. (b) | | 12 | 2,566 |
| KBR, Inc. | | 49 | 3,182 |
| Maximus, Inc. | | 47 | 3,773 |
| Paychex, Inc. | | 7 | 832 |
| Paylocity Holding Corp. (b) | | 38 | 5,896 |
| WNS Holdings Ltd. | | 26 | 1,090 |
| | | | 113,245 |
| Trading Companies & Distributors - 0.6% | | | |
| Air Lease Corp. Class A | | 51 | 2,562 |
| Applied Industrial Technologies, Inc. | | 10 | 1,833 |
| Core & Main, Inc. (b) | | 58 | 3,275 |
| Ferguson PLC | | 212 | 44,499 |
| GMS, Inc. (b) | | 79 | 7,309 |
| SiteOne Landscape Supply, Inc. (b) | | 13 | 2,040 |
| United Rentals, Inc. | | 21 | 14,028 |
| W.W. Grainger, Inc. | | 17 | 15,663 |
| WESCO International, Inc. | | 18 | 2,750 |
| | | | 93,959 |
TOTAL INDUSTRIALS | | | 1,830,237 |
| INFORMATION TECHNOLOGY - 26.3% | | | |
| Communications Equipment - 0.7% | | | |
| Arista Networks, Inc. (b) | | 65 | 16,676 |
| Ciena Corp. (b) | | 160 | 7,397 |
| Cisco Systems, Inc. | | 1,795 | 84,329 |
| Juniper Networks, Inc. | | 326 | 11,351 |
| Motorola Solutions, Inc. | | 13 | 4,409 |
| | | | 124,162 |
| Electronic Equipment, Instruments & Components - 0.5% | | | |
| Advanced Energy Industries, Inc. | | 93 | 8,913 |
| Belden, Inc. | | 23 | 1,869 |
| Crane NXT Co. | | 18 | 1,095 |
| Fabrinet (b) | | 97 | 16,788 |
| Insight Enterprises, Inc. (b) | | 100 | 18,257 |
| Keysight Technologies, Inc. (b) | | 136 | 20,120 |
| Sanmina Corp. (b) | | 39 | 2,366 |
| TD SYNNEX Corp. | | 40 | 4,714 |
| Trimble, Inc. (b) | | 162 | 9,731 |
| Vontier Corp. | | 58 | 2,357 |
| | | | 86,210 |
| IT Services - 2.0% | | | |
| Accenture PLC Class A | | 83 | 24,976 |
| Akamai Technologies, Inc. (b) | | 221 | 22,306 |
| Amdocs Ltd. | | 236 | 19,822 |
| Capgemini SA | | 62 | 13,031 |
| Cloudflare, Inc. (b) | | 94 | 8,216 |
| Cognizant Technology Solutions Corp. Class A | | 57 | 3,744 |
| Digitalocean Holdings, Inc. (b) | | 196 | 6,441 |
| DXC Technology Co. (b) | | 82 | 1,598 |
| Endava PLC ADR (b) | | 26 | 754 |
| Gartner, Inc. (b) | | 29 | 11,965 |
| GoDaddy, Inc. (b) | | 196 | 23,986 |
| IBM Corp. | | 422 | 70,136 |
| Kyndryl Holdings, Inc. (b) | | 105 | 2,064 |
| MongoDB, Inc. Class A (b) | | 68 | 24,832 |
| Okta, Inc. (b) | | 201 | 18,689 |
| Perficient, Inc. (b) | | 21 | 992 |
| Shopify, Inc. Class A (b) | | 272 | 19,096 |
| Snowflake, Inc. (b) | | 150 | 23,280 |
| Twilio, Inc. Class A (b) | | 428 | 25,629 |
| VeriSign, Inc. (b) | | 57 | 9,660 |
| Wix.com Ltd. (b) | | 115 | 13,670 |
| | | | 344,887 |
| Semiconductors & Semiconductor Equipment - 10.0% | | | |
| Advanced Micro Devices, Inc. (b) | | 484 | 76,656 |
| Allegro MicroSystems LLC (b) | | 316 | 9,382 |
| Analog Devices, Inc. | | 83 | 16,651 |
| Applied Materials, Inc. | | 375 | 74,494 |
| ASML Holding NV (depository receipt) | | 7 | 6,107 |
| Cirrus Logic, Inc. (b) | | 121 | 10,717 |
| Diodes, Inc. (b) | | 215 | 15,697 |
| Enphase Energy, Inc. (b) | | 60 | 6,526 |
| First Solar, Inc. (b) | | 91 | 16,043 |
| GlobalFoundries, Inc. (b) | | 601 | 29,377 |
| Intel Corp. | | 1,741 | 53,048 |
| Lam Research Corp. | | 57 | 50,981 |
| Lattice Semiconductor Corp. (b) | | 75 | 5,145 |
| Micron Technology, Inc. | | 416 | 46,991 |
| MKS Instruments, Inc. | | 54 | 6,425 |
| Monolithic Power Systems, Inc. | | 22 | 14,725 |
| Nova Ltd. (b) | | 22 | 3,738 |
| NVIDIA Corp. | | 998 | 862,292 |
| NXP Semiconductors NV | | 361 | 92,485 |
| ON Semiconductor Corp. (b) | | 374 | 26,240 |
| Onto Innovation, Inc. (b) | | 73 | 13,541 |
| Qorvo, Inc. (b) | | 100 | 11,684 |
| Qualcomm, Inc. | | 246 | 40,799 |
| Silicon Motion Tech Corp. sponsored ADR | | 22 | 1,624 |
| Skyworks Solutions, Inc. | | 122 | 13,004 |
| SMART Global Holdings, Inc. (b) | | 261 | 4,768 |
| Taiwan Semiconductor Manufacturing Co. Ltd. sponsored ADR | | 398 | 54,661 |
| Teradyne, Inc. | | 25 | 2,908 |
| Texas Instruments, Inc. | | 673 | 118,731 |
| Universal Display Corp. | | 50 | 7,899 |
| Wolfspeed, Inc. (b) | | 88 | 2,379 |
| | | | 1,695,718 |
| Software - 9.0% | | | |
| Adobe, Inc. (b) | | 151 | 69,887 |
| ANSYS, Inc. (b) | | 16 | 5,198 |
| AppLovin Corp. (b) | | 47 | 3,317 |
| Atlassian Corp. PLC (b) | | 46 | 7,926 |
| Autodesk, Inc. (b) | | 168 | 35,759 |
| Bill Holdings, Inc. (b) | | 20 | 1,247 |
| Cadence Design Systems, Inc. (b) | | 73 | 20,121 |
| CCC Intelligent Solutions Holdings, Inc. Class A (b) | | 183 | 2,053 |
| Crowdstrike Holdings, Inc. (b) | | 9 | 2,633 |
| Dolby Laboratories, Inc. Class A | | 2 | 155 |
| DoubleVerify Holdings, Inc. (b) | | 58 | 1,699 |
| Elastic NV (b) | | 81 | 8,280 |
| Fair Isaac Corp. (b) | | 6 | 6,800 |
| Five9, Inc. (b) | | 58 | 3,339 |
| Gen Digital, Inc. | | 1,461 | 29,425 |
| Guidewire Software, Inc. (b) | | 29 | 3,202 |
| HubSpot, Inc. (b) | | 35 | 21,170 |
| Informatica, Inc. (b) | | 63 | 1,951 |
| Intapp, Inc. (b) | | 92 | 2,845 |
| Intuit, Inc. | | 114 | 71,321 |
| Lumine Group, Inc. (b) | | 160 | 4,383 |
| Microsoft Corp. | | 2,240 | 872,091 |
| MicroStrategy, Inc. Class A (b) | | 2 | 2,130 |
| Open Text Corp. | | 70 | 2,472 |
| Oracle Corp. | | 599 | 68,136 |
| Palo Alto Networks, Inc. (b) | | 56 | 16,290 |
| Procore Technologies, Inc. (b) | | 27 | 1,847 |
| Progress Software Corp. | | 29 | 1,445 |
| PROS Holdings, Inc. (b) | | 162 | 5,306 |
| PTC, Inc. (b) | | 110 | 19,518 |
| Salesforce, Inc. | | 342 | 91,977 |
| SAP SE sponsored ADR | | 155 | 28,088 |
| SentinelOne, Inc. (b) | | 89 | 1,881 |
| ServiceNow, Inc. (b) | | 55 | 38,133 |
| SPS Commerce, Inc. (b) | | 52 | 9,041 |
| Synopsys, Inc. (b) | | 48 | 25,468 |
| Tenable Holdings, Inc. (b) | | 226 | 10,163 |
| Vertex, Inc. Class A (b) | | 97 | 2,826 |
| Workday, Inc. Class A (b) | | 98 | 23,984 |
| Zscaler, Inc. (b) | | 33 | 5,707 |
| | | | 1,529,214 |
| Technology Hardware, Storage & Peripherals - 4.1% | | | |
| Apple, Inc. | | 3,550 | 604,672 |
| Dell Technologies, Inc. | | 209 | 26,050 |
| Hewlett Packard Enterprise Co. | | 1,483 | 25,211 |
| HP, Inc. | | 334 | 9,382 |
| Samsung Electronics Co. Ltd. | | 103 | 5,709 |
| Western Digital Corp. (b) | | 269 | 19,053 |
| | | | 690,077 |
TOTAL INFORMATION TECHNOLOGY | | | 4,470,268 |
| MATERIALS - 2.6% | | | |
| Chemicals - 1.4% | | | |
| Axalta Coating Systems Ltd. (b) | | 59 | 1,855 |
| CF Industries Holdings, Inc. | | 112 | 8,845 |
| Corteva, Inc. | | 149 | 8,065 |
| Dow, Inc. | | 271 | 15,420 |
| DuPont de Nemours, Inc. | | 282 | 20,445 |
| Ecolab, Inc. | | 243 | 54,954 |
| Element Solutions, Inc. | | 384 | 8,882 |
| FMC Corp. | | 27 | 1,593 |
| Ginkgo Bioworks Holdings, Inc. Class A (b) | | 873 | 778 |
| International Flavors & Fragrances, Inc. | | 159 | 13,459 |
| Linde PLC | | 99 | 43,655 |
| LyondellBasell Industries NV Class A | | 177 | 17,695 |
| NewMarket Corp. | | 5 | 2,635 |
| Nutrien Ltd. | | 159 | 8,390 |
| PPG Industries, Inc. | | 150 | 19,350 |
| Sherwin-Williams Co. | | 25 | 7,490 |
| | | | 233,511 |
| Construction Materials - 0.1% | | | |
| Martin Marietta Materials, Inc. | | 18 | 10,567 |
| Containers & Packaging - 0.2% | | | |
| Aptargroup, Inc. | | 17 | 2,454 |
| Ball Corp. | | 156 | 10,853 |
| Crown Holdings, Inc. | | 88 | 7,222 |
| International Paper Co. | | 156 | 5,451 |
| | | | 25,980 |
| Metals & Mining - 0.9% | | | |
| ATI, Inc. (b) | | 68 | 4,060 |
| Carpenter Technology Corp. | | 28 | 2,400 |
| Commercial Metals Co. | | 225 | 12,092 |
| Constellium NV (b) | | 315 | 6,202 |
| First Quantum Minerals Ltd. | | 1,596 | 20,265 |
| Freeport-McMoRan, Inc. | | 719 | 35,907 |
| Ivanhoe Mines Ltd. (b) | | 756 | 10,247 |
| Lundin Mining Corp. | | 748 | 8,541 |
| Newmont Corp. | | 515 | 20,930 |
| Nucor Corp. | | 89 | 14,999 |
| Reliance, Inc. | | 11 | 3,132 |
| Royal Gold, Inc. | | 18 | 2,162 |
| Southern Copper Corp. | | 65 | 7,584 |
| Steel Dynamics, Inc. | | 72 | 9,369 |
| | | | 157,890 |
| Paper & Forest Products - 0.0% | | | |
| Louisiana-Pacific Corp. | | 74 | 5,416 |
| Sylvamo Corp. | | 30 | 1,875 |
| | | | 7,291 |
TOTAL MATERIALS | | | 435,239 |
| REAL ESTATE - 1.6% | | | |
| Equity Real Estate Investment Trusts (REITs) - 1.3% | | | |
| American Tower Corp. | | 191 | 32,768 |
| Crown Castle, Inc. | | 602 | 56,456 |
| Digital Realty Trust, Inc. | | 192 | 26,646 |
| Equinix, Inc. | | 51 | 36,267 |
| Iron Mountain, Inc. | | 207 | 16,047 |
| Omega Healthcare Investors, Inc. | | 51 | 1,551 |
| Park Hotels & Resorts, Inc. | | 134 | 2,161 |
| Prologis, Inc. | | 104 | 10,613 |
| SBA Communications Corp. Class A | | 36 | 6,700 |
| Simon Property Group, Inc. | | 27 | 3,794 |
| Welltower, Inc. | | 252 | 24,011 |
| Weyerhaeuser Co. | | 184 | 5,551 |
| | | | 222,565 |
| Real Estate Management & Development - 0.3% | | | |
| CBRE Group, Inc. (b) | | 315 | 27,370 |
| Colliers International Group, Inc. | | 57 | 5,936 |
| Jones Lang LaSalle, Inc. (b) | | 50 | 9,035 |
| Marcus & Millichap, Inc. | | 62 | 1,964 |
| | | | 44,305 |
TOTAL REAL ESTATE | | | 266,870 |
| UTILITIES - 2.0% | | | |
| Electric Utilities - 1.2% | | | |
| Avangrid, Inc. | | 98 | 3,580 |
| Constellation Energy Corp. | | 72 | 13,388 |
| Edison International | | 531 | 37,733 |
| Eversource Energy | | 477 | 28,916 |
| Exelon Corp. | | 612 | 22,999 |
| NextEra Energy, Inc. | | 898 | 60,139 |
| PG&E Corp. | | 2,032 | 34,768 |
| | | | 201,523 |
| Gas Utilities - 0.2% | | | |
| Brookfield Infrastructure Corp. A Shares | | 238 | 7,252 |
| Southwest Gas Holdings, Inc. | | 178 | 13,282 |
| UGI Corp. | | 272 | 6,952 |
| | | | 27,486 |
| Independent Power and Renewable Electricity Producers - 0.0% | | | |
| Clearway Energy, Inc. Class C | | 55 | 1,286 |
| Multi-Utilities - 0.5% | | | |
| Consolidated Edison, Inc. | | 124 | 11,706 |
| Public Service Enterprise Group, Inc. | | 1,101 | 76,057 |
| Sempra | | 35 | 2,507 |
| | | | 90,270 |
| Water Utilities - 0.1% | | | |
| American Water Works Co., Inc. | | 28 | 3,425 |
| Essential Utilities, Inc. | | 243 | 8,889 |
| | | | 12,314 |
TOTAL UTILITIES | | | 332,879 |
| TOTAL COMMON STOCKS (Cost $14,436,127) | | | 16,519,397 |
| | | | |
Fiscal year to date information regarding the Fund's investments in Fidelity Central Funds, including the ownership percentage, is presented below.
Amounts in the dividend income column in the above table include any capital gain distributions from underlying funds.
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 designated the Fund's investment adviser as the valuation designee responsible for the fair valuation function and performing fair value determinations as needed. The investment adviser has established a Fair Value Committee (the Committee) to carry out the day-to-day fair valuation responsibilities and has adopted policies and procedures to govern the fair valuation process and the activities of the Committee. In accordance with these fair valuation policies and procedures, which have been approved by the Board, the Fund attempts to obtain prices from one or more third party pricing services 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 the policies and procedures. Factors used in determining fair value vary by investment type and may include market or investment specific events, transaction data, estimated cash flows, and market observations of comparable investments. The frequency that the fair valuation procedures are used cannot be predicted and they may be utilized to a significant extent. The Committee manages the Fund's fair valuation practices and maintains the fair valuation policies and procedures. The Fund's investment adviser reports to the Board information regarding the fair valuation process and related material matters.
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 service 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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