UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM N-CSR
CERTIFIED SHAREHOLDER REPORT OF REGISTERED
MANAGEMENT INVESTMENT COMPANIES
Investment Company Act file number 811-02105
Fidelity Salem Street Trust
(Exact name of registrant as specified in charter)
245 Summer St., Boston, Massachusetts 02210
(Address of principal executive offices) (Zip code)
Cynthia Lo Bessette, Secretary
245 Summer St.
Boston, Massachusetts 02210
(Name and address of agent for service)
Registrant's telephone number, including area code:
617-563-7000
Date of fiscal year end: | April 30 |
Date of reporting period: | April 30, 2022 |
This report on Form N-CSR relates solely to the Registrant ’s Fidelity Mid Cap Index Fund and Fidelity Small Cap Index Fund series (each, a “Fund ” and collectively, the “Funds ”).
Item 1.
Reports to Stockholders
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Contents
Average Annual Total Returns | |||
Periods ended April 30, 2022 | Past 1 year | Past 5 years | Past 10 years |
Fidelity® Mid Cap Index Fund | -6.13% | 10.65% | 11.97% |
$10,000 Over 10 Years |
Let's say hypothetically that $10,000 was invested in Fidelity® Mid Cap Index Fund on April 30, 2012. The chart shows how the value of your investment would have changed, and also shows how the Russell Midcap® Index performed over the same period. |
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Top Holdings (% of Fund's net assets) | ||
Palo Alto Networks, Inc. | 0.5 | |
Marathon Petroleum Corp. | 0.5 | |
Pioneer Natural Resources Co. | 0.5 | |
Archer Daniels Midland Co. | 0.5 | |
Marvell Technology, Inc. | 0.5 | |
Occidental Petroleum Corp. | 0.5 | |
McKesson Corp. | 0.5 | |
Valero Energy Corp. | 0.5 | |
Synopsys, Inc. | 0.4 | |
Hilton Worldwide Holdings, Inc. | 0.4 | |
4.8 | ||
Market Sectors (% of Fund's net assets) | ||
Information Technology | 16.9 | |
Industrials | 14.4 | |
Financials | 12.4 | |
Consumer Discretionary | 11.4 | |
Health Care | 10.5 | |
Real Estate | 8.8 | |
Materials | 6.3 | |
Energy | 6.0 | |
Utilities | 5.5 | |
Consumer Staples | 4.1 | |
Communication Services | 3.5 | |
Asset Allocation (% of Fund's net assets) |
![]() |
Foreign investments - 4.6% |
Common Stocks - 99.8% | |||
Shares | Value ($) | ||
COMMUNICATION SERVICES - 3.5% | |||
Diversified Telecommunication Services - 0.1% | |||
Lumen Technologies, Inc. (a) | 2,497,565 | 25,125,504 | |
Entertainment - 1.1% | |||
Live Nation Entertainment, Inc. (b) | 337,769 | 35,425,213 | |
Madison Square Garden Sports Corp. (b) | 46,203 | 7,489,968 | |
Playtika Holding Corp. (b) | 254,341 | 4,471,315 | |
Roku, Inc. Class A (b) | 288,413 | 26,793,568 | |
Skillz, Inc. (a)(b) | 749,059 | 1,535,571 | |
Spotify Technology SA (b) | 338,152 | 34,373,151 | |
Take-Two Interactive Software, Inc. (b) | 279,926 | 33,453,956 | |
Warner Bros Discovery, Inc. (b) | 5,413,708 | 98,258,800 | |
World Wrestling Entertainment, Inc. Class A (a) | 105,326 | 6,149,985 | |
Zynga, Inc. (b) | 2,516,468 | 20,811,190 | |
268,762,717 | |||
Interactive Media & Services - 0.8% | |||
IAC (b) | 187,197 | 15,514,887 | |
Match Group, Inc. (b) | 692,230 | 54,790,005 | |
Pinterest, Inc. Class A (b) | 1,393,411 | 28,592,794 | |
TripAdvisor, Inc. (a)(b) | 243,421 | 6,248,617 | |
Twitter, Inc. (b) | 1,910,899 | 93,672,269 | |
Vimeo, Inc. (b) | 352,059 | 3,587,481 | |
202,406,053 | |||
Media - 1.5% | |||
Altice U.S.A., Inc. Class A (b) | 513,668 | 4,766,839 | |
Cable One, Inc. | 13,219 | 15,415,998 | |
DISH Network Corp. Class A (b) | 608,393 | 17,345,284 | |
Fox Corp.: | |||
Class A | 762,894 | 27,342,121 | |
Class B | 362,930 | 12,063,793 | |
Interpublic Group of Companies, Inc. | 959,910 | 31,312,264 | |
Liberty Broadband Corp.: | |||
Class A (b) | 57,090 | 6,146,309 | |
Class C (b) | 345,769 | 38,663,890 | |
Liberty Media Corp.: | |||
Liberty Formula One Group Series C (b) | 486,080 | 30,297,366 | |
Liberty Media Class A (b) | 57,948 | 3,327,374 | |
Liberty SiriusXM Series A (b) | 227,235 | 9,505,240 | |
Liberty SiriusXM Series C (b) | 391,659 | 16,402,679 | |
Loyalty Ventures, Inc. (b) | 48,814 | 624,331 | |
News Corp.: | |||
Class A | 954,564 | 18,957,641 | |
Class B | 296,603 | 5,905,366 | |
Nexstar Broadcasting Group, Inc. Class A | 96,394 | 15,270,737 | |
Omnicom Group, Inc. | 507,077 | 38,603,772 | |
Paramount Global: | |||
Class A | 18,860 | 595,033 | |
Class B | 1,429,333 | 41,622,177 | |
Sirius XM Holdings, Inc. (a) | 2,129,859 | 12,779,154 | |
The New York Times Co. Class A | 404,067 | 15,483,847 | |
362,431,215 | |||
TOTAL COMMUNICATION SERVICES | 858,725,489 | ||
CONSUMER DISCRETIONARY - 11.4% | |||
Auto Components - 0.5% | |||
Aptiv PLC (b) | 661,058 | 70,336,571 | |
BorgWarner, Inc. | 586,618 | 21,605,141 | |
Gentex Corp. | 579,373 | 17,004,598 | |
Lear Corp. | 146,986 | 18,805,389 | |
QuantumScape Corp. Class A (a)(b) | 598,253 | 8,937,900 | |
136,689,599 | |||
Automobiles - 0.1% | |||
Harley-Davidson, Inc. | 374,946 | 13,666,782 | |
Thor Industries, Inc. (a) | 130,328 | 9,976,608 | |
23,643,390 | |||
Distributors - 0.5% | |||
Genuine Parts Co. | 341,122 | 44,362,916 | |
LKQ Corp. | 666,175 | 33,062,265 | |
Pool Corp. | 95,344 | 38,635,296 | |
116,060,477 | |||
Diversified Consumer Services - 0.4% | |||
ADT, Inc. | 386,942 | 2,650,553 | |
Bright Horizons Family Solutions, Inc. (b) | 147,158 | 16,811,330 | |
Chegg, Inc. (b) | 331,102 | 8,191,463 | |
Frontdoor, Inc. (b) | 207,544 | 6,415,185 | |
Grand Canyon Education, Inc. (b) | 97,096 | 9,318,303 | |
H&R Block, Inc. | 403,313 | 10,514,370 | |
Mister Car Wash, Inc. (a) | 187,981 | 2,706,926 | |
Service Corp. International | 392,907 | 25,778,628 | |
Terminix Global Holdings, Inc. (b) | 296,833 | 13,621,666 | |
96,008,424 | |||
Hotels, Restaurants & Leisure - 3.5% | |||
ARAMARK Holdings Corp. | 567,347 | 20,566,329 | |
Boyd Gaming Corp. | 200,982 | 12,175,490 | |
Caesars Entertainment, Inc. (b) | 499,416 | 33,101,292 | |
Carnival Corp. (a)(b) | 2,113,800 | 36,568,740 | |
Chipotle Mexican Grill, Inc. (b) | 68,742 | 100,061,543 | |
Choice Hotels International, Inc. | 85,269 | 11,976,884 | |
Churchill Downs, Inc. | 90,268 | 18,318,988 | |
Darden Restaurants, Inc. | 310,922 | 40,957,755 | |
Domino's Pizza, Inc. | 88,787 | 30,010,006 | |
DraftKings, Inc. Class A (a)(b) | 753,101 | 10,302,422 | |
Expedia, Inc. (b) | 355,163 | 62,064,734 | |
Hilton Worldwide Holdings, Inc. | 671,156 | 104,223,815 | |
Hyatt Hotels Corp. Class A (b) | 121,098 | 11,499,466 | |
Marriott Vacations Worldwide Corp. | 101,952 | 15,224,492 | |
MGM Resorts International | 924,634 | 37,946,979 | |
Norwegian Cruise Line Holdings Ltd. (a)(b) | 904,282 | 18,112,768 | |
Penn National Gaming, Inc. (b) | 403,199 | 14,744,987 | |
Planet Fitness, Inc. (b) | 203,960 | 16,322,919 | |
Royal Caribbean Cruises Ltd. (a)(b) | 536,778 | 41,723,754 | |
Six Flags Entertainment Corp. (b) | 188,854 | 7,227,443 | |
Travel+Leisure Co. | 207,486 | 11,511,323 | |
Vail Resorts, Inc. | 97,744 | 24,842,615 | |
Wendy's Co. | 436,305 | 8,621,387 | |
Wyndham Hotels & Resorts, Inc. | 224,508 | 19,747,724 | |
Wynn Resorts Ltd. (b) | 258,756 | 18,237,123 | |
Yum China Holdings, Inc. | 1,049,326 | 43,861,827 | |
Yum! Brands, Inc. | 708,938 | 82,952,835 | |
852,905,640 | |||
Household Durables - 1.3% | |||
D.R. Horton, Inc. | 804,620 | 55,993,506 | |
Garmin Ltd. | 370,778 | 40,689,178 | |
Leggett & Platt, Inc. | 325,541 | 11,599,026 | |
Lennar Corp.: | |||
Class A | 630,565 | 48,231,917 | |
Class B | 37,820 | 2,465,864 | |
Mohawk Industries, Inc. (b) | 134,578 | 18,983,573 | |
Newell Brands, Inc. | 931,360 | 21,560,984 | |
NVR, Inc. (b) | 7,664 | 33,539,273 | |
PulteGroup, Inc. | 606,618 | 25,332,368 | |
Tempur Sealy International, Inc. | 435,567 | 11,808,221 | |
Toll Brothers, Inc. | 267,089 | 12,384,917 | |
TopBuild Corp. (b) | 80,783 | 14,633,033 | |
Whirlpool Corp. | 140,461 | 25,496,481 | |
322,718,341 | |||
Internet & Direct Marketing Retail - 0.3% | |||
Doordash, Inc. (b) | 358,843 | 29,220,585 | |
Etsy, Inc. (b) | 310,183 | 28,905,954 | |
Qurate Retail, Inc. Series A (a) | 886,101 | 3,730,485 | |
Wayfair LLC Class A (a)(b) | 186,515 | 14,350,464 | |
76,207,488 | |||
Leisure Products - 0.4% | |||
Brunswick Corp. | 188,404 | 14,245,226 | |
Hasbro, Inc. | 313,219 | 27,582,065 | |
Mattel, Inc. (b) | 853,803 | 20,755,951 | |
Peloton Interactive, Inc. Class A (a)(b) | 729,100 | 12,802,996 | |
Polaris, Inc. | 139,722 | 13,265,207 | |
YETI Holdings, Inc. (b) | 209,477 | 10,237,141 | |
98,888,586 | |||
Multiline Retail - 0.5% | |||
Dollar Tree, Inc. (b) | 545,413 | 88,602,342 | |
Kohl's Corp. | 338,256 | 19,578,257 | |
Nordstrom, Inc. | 270,573 | 6,953,726 | |
Ollie's Bargain Outlet Holdings, Inc. (b) | 153,876 | 7,393,742 | |
122,528,067 | |||
Specialty Retail - 2.8% | |||
Advance Auto Parts, Inc. | 152,615 | 30,466,532 | |
AutoNation, Inc. (b) | 101,227 | 11,733,222 | |
AutoZone, Inc. (b) | 50,489 | 98,729,725 | |
Bath & Body Works, Inc. | 581,550 | 30,758,180 | |
Best Buy Co., Inc. | 588,374 | 52,912,474 | |
Burlington Stores, Inc. (b) | 162,500 | 33,078,500 | |
CarMax, Inc. (a)(b) | 399,422 | 34,262,419 | |
Carvana Co. Class A (a)(b) | 212,954 | 12,342,814 | |
Dick's Sporting Goods, Inc. | 147,720 | 14,243,162 | |
Five Below, Inc. (b) | 134,909 | 21,194,204 | |
Floor & Decor Holdings, Inc. Class A (b) | 249,209 | 19,866,941 | |
Foot Locker, Inc. | 213,583 | 6,260,118 | |
GameStop Corp. Class A (a)(b) | 157,252 | 19,667,508 | |
Gap, Inc. | 492,857 | 6,121,284 | |
Leslie's, Inc. (a)(b) | 387,330 | 7,591,668 | |
Lithia Motors, Inc. Class A (sub. vtg.) | 72,019 | 20,390,739 | |
O'Reilly Automotive, Inc. (b) | 163,199 | 98,988,353 | |
Penske Automotive Group, Inc. | 75,436 | 7,907,202 | |
Petco Health & Wellness Co., Inc. (a)(b) | 135,443 | 2,608,632 | |
RH (b) | 42,840 | 14,399,381 | |
Tractor Supply Co. | 278,095 | 56,022,238 | |
Ulta Beauty, Inc. (b) | 128,755 | 51,089,984 | |
Victoria's Secret & Co. (b) | 182,955 | 8,620,840 | |
Vroom, Inc. (a)(b) | 281,908 | 439,776 | |
Williams-Sonoma, Inc. (a) | 177,707 | 23,187,209 | |
682,883,105 | |||
Textiles, Apparel & Luxury Goods - 1.1% | |||
Capri Holdings Ltd. (b) | 353,418 | 16,858,039 | |
Carter's, Inc. | 101,372 | 8,539,577 | |
Columbia Sportswear Co. | 95,940 | 7,882,430 | |
Deckers Outdoor Corp. (b) | 66,032 | 17,548,004 | |
Hanesbrands, Inc. | 849,650 | 11,266,359 | |
lululemon athletica, Inc. (b) | 279,391 | 99,080,430 | |
PVH Corp. | 170,691 | 12,422,891 | |
Ralph Lauren Corp. | 111,166 | 11,599,060 | |
Skechers U.S.A., Inc. Class A (sub. vtg.) (b) | 322,544 | 12,353,435 | |
Tapestry, Inc. | 647,014 | 21,299,701 | |
Under Armour, Inc.: | |||
Class A (sub. vtg.) (b) | 460,783 | 7,077,627 | |
Class C (non-vtg.) (b) | 501,078 | 7,110,297 | |
VF Corp. | 793,174 | 41,245,048 | |
274,282,898 | |||
TOTAL CONSUMER DISCRETIONARY | 2,802,816,015 | ||
CONSUMER STAPLES - 4.1% | |||
Beverages - 0.3% | |||
Boston Beer Co., Inc. Class A (a)(b) | 22,829 | 8,560,875 | |
Brown-Forman Corp.: | |||
Class A | 111,369 | 6,951,653 | |
Class B (non-vtg.) | 449,306 | 30,301,197 | |
Molson Coors Beverage Co. Class B | 437,153 | 23,667,463 | |
69,481,188 | |||
Food & Staples Retailing - 0.6% | |||
Albertsons Companies, Inc. | 397,823 | 12,443,903 | |
Casey's General Stores, Inc. | 90,258 | 18,168,935 | |
Grocery Outlet Holding Corp. (a)(b) | 213,916 | 7,202,552 | |
Kroger Co. | 1,790,943 | 96,639,284 | |
U.S. Foods Holding Corp. (b) | 540,870 | 20,347,529 | |
154,802,203 | |||
Food Products - 2.7% | |||
Archer Daniels Midland Co. | 1,364,055 | 122,164,766 | |
Beyond Meat, Inc. (a)(b) | 140,336 | 5,175,592 | |
Bunge Ltd. | 336,507 | 38,065,672 | |
Campbell Soup Co. | 477,838 | 22,563,510 | |
Conagra Brands, Inc. | 1,147,452 | 40,080,498 | |
Darling Ingredients, Inc. (b) | 395,679 | 29,038,882 | |
Flowers Foods, Inc. | 458,954 | 12,171,460 | |
Freshpet, Inc. (a)(b) | 99,925 | 9,327,999 | |
Hormel Foods Corp. | 692,724 | 36,291,810 | |
Ingredion, Inc. | 164,166 | 13,972,168 | |
Kellogg Co. | 616,569 | 42,234,977 | |
Lamb Weston Holdings, Inc. | 357,472 | 23,628,899 | |
McCormick & Co., Inc. (non-vtg.) | 611,137 | 61,462,048 | |
Pilgrim's Pride Corp. (b) | 116,391 | 3,299,685 | |
Post Holdings, Inc. (a)(b) | 140,386 | 10,443,315 | |
Seaboard Corp. | 616 | 2,602,594 | |
The Hain Celestial Group, Inc. (b) | 215,761 | 7,236,624 | |
The Hershey Co. | 358,423 | 80,921,161 | |
The J.M. Smucker Co. | 256,941 | 35,182,931 | |
Tyson Foods, Inc. Class A | 703,530 | 65,540,855 | |
661,405,446 | |||
Household Products - 0.4% | |||
Church & Dwight Co., Inc. | 593,084 | 57,861,275 | |
Reynolds Consumer Products, Inc. (a) | 133,037 | 3,936,565 | |
Spectrum Brands Holdings, Inc. | 98,044 | 8,340,603 | |
The Clorox Co. | 300,970 | 43,180,166 | |
113,318,609 | |||
Personal Products - 0.1% | |||
Coty, Inc. Class A (b) | 855,802 | 6,940,554 | |
Herbalife Nutrition Ltd. (a)(b) | 248,553 | 6,606,539 | |
Olaplex Holdings, Inc. | 197,649 | 2,905,440 | |
16,452,533 | |||
TOTAL CONSUMER STAPLES | 1,015,459,979 | ||
ENERGY - 6.0% | |||
Energy Equipment & Services - 0.6% | |||
Baker Hughes Co. Class A | 1,805,381 | 56,002,919 | |
Halliburton Co. | 2,170,597 | 77,316,665 | |
NOV, Inc. | 953,942 | 17,294,968 | |
150,614,552 | |||
Oil, Gas & Consumable Fuels - 5.4% | |||
Antero Midstream GP LP | 818,516 | 8,406,159 | |
APA Corp. | 887,746 | 36,335,444 | |
Cheniere Energy, Inc. | 573,756 | 77,921,802 | |
Continental Resources, Inc. | 159,213 | 8,847,466 | |
Coterra Energy, Inc. | 1,949,711 | 56,132,180 | |
Devon Energy Corp. | 1,651,426 | 96,063,450 | |
Diamondback Energy, Inc. | 442,370 | 55,840,365 | |
DT Midstream, Inc. | 236,343 | 12,703,436 | |
EQT Corp. | 745,518 | 29,634,341 | |
Hess Corp. | 679,324 | 70,017,925 | |
HF Sinclair Corp. (b) | 366,401 | 13,930,566 | |
Marathon Oil Corp. | 1,896,649 | 47,264,493 | |
Marathon Petroleum Corp. | 1,506,506 | 131,457,714 | |
New Fortress Energy, Inc. | 64,851 | 2,514,922 | |
Occidental Petroleum Corp. | 2,070,281 | 114,051,780 | |
ONEOK, Inc. | 1,086,701 | 68,820,774 | |
Phillips 66 Co. | 1,144,630 | 99,308,099 | |
Pioneer Natural Resources Co. | 528,744 | 122,917,118 | |
Targa Resources Corp. | 551,806 | 40,508,078 | |
Texas Pacific Land Corp. (a) | 14,407 | 19,688,606 | |
The Williams Companies, Inc. | 2,978,173 | 102,121,552 | |
Valero Energy Corp. | 1,000,256 | 111,508,539 | |
1,325,994,809 | |||
TOTAL ENERGY | 1,476,609,361 | ||
FINANCIALS - 12.4% | |||
Banks - 3.3% | |||
Bank of Hawaii Corp. (a) | 97,418 | 7,242,054 | |
Bank OZK | 290,927 | 11,177,415 | |
BOK Financial Corp. | 73,789 | 6,119,322 | |
Citizens Financial Group, Inc. | 1,205,937 | 47,513,918 | |
Comerica, Inc. | 320,954 | 26,286,133 | |
Commerce Bancshares, Inc. | 270,300 | 18,480,411 | |
Cullen/Frost Bankers, Inc. | 139,816 | 18,496,259 | |
East West Bancorp, Inc. | 345,581 | 24,639,925 | |
Fifth Third Bancorp | 1,669,430 | 62,653,708 | |
First Citizens Bancshares, Inc. | 29,756 | 19,025,391 | |
First Hawaiian, Inc. | 311,658 | 7,358,245 | |
First Horizon National Corp. | 1,295,540 | 28,994,185 | |
First Republic Bank | 436,209 | 65,091,107 | |
FNB Corp., Pennsylvania | 837,278 | 9,645,443 | |
Huntington Bancshares, Inc. | 3,517,314 | 46,252,679 | |
KeyCorp | 2,272,933 | 43,890,336 | |
M&T Bank Corp. | 437,057 | 72,831,178 | |
PacWest Bancorp | 283,939 | 9,338,754 | |
Pinnacle Financial Partners, Inc. | 181,941 | 14,109,525 | |
Popular, Inc. | 193,875 | 15,120,311 | |
Prosperity Bancshares, Inc. | 218,634 | 14,294,291 | |
Regions Financial Corp. | 2,354,772 | 48,790,876 | |
Signature Bank | 150,275 | 36,404,119 | |
SVB Financial Group (b) | 138,645 | 67,608,848 | |
Synovus Financial Corp. | 355,497 | 14,767,345 | |
Umpqua Holdings Corp. | 528,667 | 8,744,152 | |
Webster Financial Corp. | 436,946 | 21,842,931 | |
Western Alliance Bancorp. | 254,319 | 19,356,219 | |
Wintrust Financial Corp. | 138,737 | 12,114,515 | |
Zions Bancorp NA | 365,735 | 20,667,685 | |
818,857,280 | |||
Capital Markets - 3.4% | |||
Affiliated Managers Group, Inc. | 99,227 | 12,459,934 | |
Ameriprise Financial, Inc. | 273,988 | 72,741,074 | |
Ares Management Corp. | 347,760 | 23,028,667 | |
Carlyle Group LP | 397,422 | 14,422,444 | |
Cboe Global Markets, Inc. | 260,425 | 29,422,817 | |
Evercore, Inc. Class A | 93,269 | 9,863,197 | |
FactSet Research Systems, Inc. | 92,844 | 37,461,626 | |
Franklin Resources, Inc. | 708,077 | 17,411,613 | |
Interactive Brokers Group, Inc. | 196,579 | 11,708,245 | |
Invesco Ltd. | 816,749 | 15,011,847 | |
Janus Henderson Group PLC | 413,979 | 12,618,080 | |
Jefferies Financial Group, Inc. | 524,610 | 16,137,004 | |
KKR & Co. LP | 1,362,669 | 69,455,239 | |
Lazard Ltd. Class A | 244,896 | 8,025,242 | |
LPL Financial | 194,944 | 36,624,129 | |
MarketAxess Holdings, Inc. | 91,490 | 24,117,679 | |
Morningstar, Inc. | 57,269 | 14,502,229 | |
MSCI, Inc. | 193,697 | 81,594,861 | |
NASDAQ, Inc. | 284,973 | 44,846,201 | |
Northern Trust Corp. | 502,840 | 51,817,662 | |
Raymond James Financial, Inc. | 452,233 | 44,074,628 | |
SEI Investments Co. | 261,619 | 14,577,411 | |
State Street Corp. | 894,102 | 59,878,011 | |
Stifel Financial Corp. | 249,800 | 15,450,130 | |
T. Rowe Price Group, Inc. | 557,612 | 68,608,580 | |
Tradeweb Markets, Inc. Class A | 256,975 | 18,294,050 | |
Virtu Financial, Inc. Class A | 214,703 | 6,200,623 | |
830,353,223 | |||
Consumer Finance - 0.8% | |||
Ally Financial, Inc. | 827,105 | 33,051,116 | |
Credit Acceptance Corp. (a)(b) | 19,240 | 9,860,500 | |
Discover Financial Services | 705,017 | 79,286,212 | |
OneMain Holdings, Inc. | 267,713 | 12,296,058 | |
SLM Corp. | 681,386 | 11,399,588 | |
Synchrony Financial | 1,273,899 | 46,892,222 | |
Upstart Holdings, Inc. (a)(b) | 117,672 | 8,827,753 | |
201,613,449 | |||
Diversified Financial Services - 0.4% | |||
Apollo Global Management, Inc. | 903,294 | 44,947,909 | |
Equitable Holdings, Inc. | 857,958 | 24,734,929 | |
Voya Financial, Inc. (a) | 270,056 | 17,051,336 | |
86,734,174 | |||
Insurance - 4.1% | |||
AFLAC, Inc. | 1,578,514 | 90,417,282 | |
Alleghany Corp. (b) | 32,527 | 27,208,836 | |
American Financial Group, Inc. | 166,012 | 22,989,342 | |
Arch Capital Group Ltd. (b) | 910,545 | 41,584,590 | |
Arthur J. Gallagher & Co. | 501,766 | 84,542,553 | |
Assurant, Inc. | 139,140 | 25,306,783 | |
Assured Guaranty Ltd. | 164,911 | 9,094,842 | |
Axis Capital Holdings Ltd. | 189,609 | 10,870,284 | |
Brighthouse Financial, Inc. (b) | 189,714 | 9,743,711 | |
Brown & Brown, Inc. | 574,107 | 35,583,152 | |
Cincinnati Financial Corp. | 366,895 | 45,003,341 | |
CNA Financial Corp. | 67,654 | 3,209,506 | |
Erie Indemnity Co. Class A | 61,437 | 9,847,122 | |
Everest Re Group Ltd. | 95,177 | 26,146,074 | |
Fidelity National Financial, Inc. | 667,948 | 26,597,689 | |
First American Financial Corp. | 260,703 | 15,201,592 | |
Globe Life, Inc. | 245,211 | 24,050,295 | |
GoHealth, Inc. (a)(b) | 117,156 | 87,539 | |
Hanover Insurance Group, Inc. | 87,419 | 12,834,858 | |
Hartford Financial Services Group, Inc. | 819,245 | 57,289,803 | |
Kemper Corp. | 147,087 | 6,789,536 | |
Lemonade, Inc. (a)(b) | 93,561 | 1,951,682 | |
Lincoln National Corp. | 440,440 | 26,492,466 | |
Loews Corp. | 512,230 | 32,188,533 | |
Markel Corp. (b) | 33,107 | 44,803,041 | |
Mercury General Corp. (a) | 65,169 | 3,286,473 | |
Old Republic International Corp. | 685,398 | 15,085,610 | |
Primerica, Inc. | 95,935 | 12,429,339 | |
Principal Financial Group, Inc. | 631,996 | 43,064,207 | |
Prudential Financial, Inc. | 926,937 | 100,581,934 | |
Reinsurance Group of America, Inc. | 164,143 | 17,615,827 | |
RenaissanceRe Holdings Ltd. | 106,566 | 15,294,352 | |
Unum Group | 498,992 | 15,229,236 | |
W.R. Berkley Corp. | 507,082 | 33,715,882 | |
White Mountains Insurance Group Ltd. | 7,178 | 7,522,688 | |
Willis Towers Watson PLC | 303,960 | 65,308,846 | |
1,018,968,846 | |||
Mortgage Real Estate Investment Trusts - 0.3% | |||
AGNC Investment Corp. | 1,283,585 | 14,093,763 | |
Annaly Capital Management, Inc. | 3,458,939 | 22,206,388 | |
New Residential Investment Corp. | 1,059,491 | 11,018,706 | |
Starwood Property Trust, Inc. | 709,010 | 16,222,149 | |
63,541,006 | |||
Thrifts & Mortgage Finance - 0.1% | |||
MGIC Investment Corp. | 781,039 | 10,200,369 | |
New York Community Bancorp, Inc. | 1,105,197 | 10,212,020 | |
Rocket Companies, Inc. (a) | 330,210 | 2,922,359 | |
TFS Financial Corp. | 120,524 | 1,806,655 | |
UWM Holdings Corp. Class A (a) | 222,629 | 825,954 | |
25,967,357 | |||
TOTAL FINANCIALS | 3,046,035,335 | ||
HEALTH CARE - 10.5% | |||
Biotechnology - 1.5% | |||
Alnylam Pharmaceuticals, Inc. (b) | 293,756 | 39,195,863 | |
BioMarin Pharmaceutical, Inc. (b) | 446,713 | 36,340,103 | |
CureVac NV (a)(b) | 129,978 | 2,221,324 | |
Exact Sciences Corp. (a)(b) | 423,291 | 23,302,170 | |
Exelixis, Inc. (b) | 757,918 | 16,931,888 | |
Horizon Therapeutics PLC (b) | 534,622 | 52,692,344 | |
Incyte Corp. (b) | 452,416 | 33,913,103 | |
Ionis Pharmaceuticals, Inc. (b) | 343,407 | 12,623,641 | |
Iovance Biotherapeutics, Inc. (b) | 364,983 | 5,529,492 | |
Mirati Therapeutics, Inc. (b) | 102,536 | 6,335,699 | |
Natera, Inc. (b) | 204,342 | 7,176,491 | |
Neurocrine Biosciences, Inc. (b) | 229,033 | 20,619,841 | |
Novavax, Inc. (a)(b) | 184,576 | 8,318,840 | |
Repligen Corp. (b) | 134,006 | 21,071,103 | |
Sage Therapeutics, Inc. (b) | 125,803 | 3,965,311 | |
Sarepta Therapeutics, Inc. (b) | 203,948 | 14,749,519 | |
Seagen, Inc. (b) | 330,637 | 43,316,753 | |
Ultragenyx Pharmaceutical, Inc. (b) | 159,427 | 11,269,895 | |
United Therapeutics Corp. (b) | 108,052 | 19,185,713 | |
378,759,093 | |||
Health Care Equipment & Supplies - 2.9% | |||
Abiomed, Inc. (b) | 108,531 | 31,102,814 | |
Dentsply Sirona, Inc. | 532,201 | 21,282,718 | |
DexCom, Inc. (b) | 236,156 | 96,488,618 | |
Enovis Corp. (b) | 113,533 | 7,364,886 | |
Envista Holdings Corp. (b) | 393,886 | 15,605,763 | |
Figs, Inc. Class A (a)(b) | 184,866 | 2,895,002 | |
Globus Medical, Inc. (b) | 191,848 | 12,704,175 | |
Hologic, Inc. (b) | 606,014 | 43,626,948 | |
ICU Medical, Inc. (b) | 48,753 | 10,432,654 | |
IDEXX Laboratories, Inc. (b) | 207,298 | 89,237,643 | |
Insulet Corp. (a)(b) | 161,918 | 38,696,783 | |
Integra LifeSciences Holdings Corp. (a)(b) | 176,976 | 10,823,852 | |
Masimo Corp. (b) | 122,517 | 13,840,745 | |
Novocure Ltd. (a)(b) | 250,654 | 19,195,083 | |
Penumbra, Inc. (b) | 84,681 | 14,612,553 | |
Quidel Corp. (b) | 90,017 | 9,057,511 | |
ResMed, Inc. | 352,448 | 70,479,027 | |
STERIS PLC | 208,972 | 46,820,177 | |
Tandem Diabetes Care, Inc. (b) | 151,576 | 14,624,052 | |
Teleflex, Inc. | 114,478 | 32,697,206 | |
The Cooper Companies, Inc. | 118,548 | 42,800,570 | |
Zimmer Biomet Holdings, Inc. | 511,369 | 61,747,807 | |
Zimvie, Inc. (a)(b) | 51,182 | 1,151,595 | |
707,288,182 | |||
Health Care Providers & Services - 2.1% | |||
Acadia Healthcare Co., Inc. (b) | 216,522 | 14,697,513 | |
agilon health, Inc. (a)(b) | 408,679 | 7,262,226 | |
Amedisys, Inc. (b) | 78,512 | 10,022,057 | |
AmerisourceBergen Corp. | 363,751 | 55,031,889 | |
Cardinal Health, Inc. | 679,364 | 39,437,080 | |
Chemed Corp. | 36,846 | 18,105,756 | |
DaVita HealthCare Partners, Inc. (b) | 155,597 | 16,862,047 | |
Encompass Health Corp. | 238,996 | 16,450,095 | |
Guardant Health, Inc. (b) | 219,897 | 13,567,645 | |
Henry Schein, Inc. (b) | 339,955 | 27,570,351 | |
Laboratory Corp. of America Holdings | 228,114 | 54,811,232 | |
McKesson Corp. | 367,606 | 113,814,494 | |
Molina Healthcare, Inc. (b) | 141,232 | 44,269,170 | |
Oak Street Health, Inc. (a)(b) | 240,104 | 4,343,481 | |
Premier, Inc. | 290,103 | 10,504,630 | |
Quest Diagnostics, Inc. | 298,621 | 39,967,435 | |
Signify Health, Inc. (a)(b) | 156,711 | 2,162,612 | |
Universal Health Services, Inc. Class B | 174,084 | 21,330,513 | |
510,210,226 | |||
Health Care Technology - 0.7% | |||
Cerner Corp. | 716,013 | 67,047,457 | |
Certara, Inc. (b) | 278,890 | 5,117,632 | |
Change Healthcare, Inc. (b) | 612,555 | 14,431,796 | |
Definitive Healthcare Corp. (a) | 49,309 | 1,166,158 | |
Teladoc Health, Inc. (a)(b) | 370,051 | 12,492,922 | |
Veeva Systems, Inc. Class A (b) | 339,394 | 61,752,738 | |
162,008,703 | |||
Life Sciences Tools & Services - 2.6% | |||
10X Genomics, Inc. (b) | 206,997 | 9,886,177 | |
Adaptive Biotechnologies Corp. (b) | 266,402 | 2,197,817 | |
Agilent Technologies, Inc. | 734,780 | 87,637,211 | |
Avantor, Inc. (b) | 1,474,761 | 47,015,381 | |
Azenta, Inc. | 179,237 | 13,435,606 | |
Bio-Rad Laboratories, Inc. Class A (b) | 51,949 | 26,601,005 | |
Bio-Techne Corp. | 95,781 | 36,367,088 | |
Bruker Corp. | 250,532 | 14,403,085 | |
Charles River Laboratories International, Inc. (b) | 122,031 | 29,471,707 | |
IQVIA Holdings, Inc. (b) | 467,231 | 101,851,686 | |
Maravai LifeSciences Holdings, Inc. (b) | 268,710 | 8,257,458 | |
Mettler-Toledo International, Inc. (b) | 55,536 | 70,948,906 | |
PerkinElmer, Inc. | 308,896 | 45,287,243 | |
QIAGEN NV (b) | 555,827 | 25,217,871 | |
Sotera Health Co. (b) | 243,334 | 4,959,147 | |
Syneos Health, Inc. (b) | 249,117 | 18,207,962 | |
Waters Corp. (b) | 148,133 | 44,887,262 | |
West Pharmaceutical Services, Inc. | 180,014 | 56,715,211 | |
643,347,823 | |||
Pharmaceuticals - 0.7% | |||
Catalent, Inc. (b) | 416,662 | 37,732,911 | |
Elanco Animal Health, Inc. (b) | 1,090,105 | 27,590,558 | |
Jazz Pharmaceuticals PLC (b) | 146,721 | 23,507,639 | |
Nektar Therapeutics (a)(b) | 439,886 | 1,816,729 | |
Organon & Co. | 621,164 | 20,082,232 | |
Perrigo Co. PLC | 327,050 | 11,217,815 | |
Royalty Pharma PLC | 796,417 | 33,911,436 | |
Viatris, Inc. | 2,960,156 | 30,578,411 | |
186,437,731 | |||
TOTAL HEALTH CARE | 2,588,051,758 | ||
INDUSTRIALS - 14.4% | |||
Aerospace & Defense - 1.2% | |||
Axon Enterprise, Inc. (b) | 158,853 | 17,823,307 | |
BWX Technologies, Inc. | 225,421 | 11,703,858 | |
Curtiss-Wright Corp. | 95,609 | 13,663,482 | |
HEICO Corp. (a) | 109,719 | 15,495,614 | |
HEICO Corp. Class A | 192,589 | 22,463,581 | |
Hexcel Corp. | 204,585 | 11,121,241 | |
Howmet Aerospace, Inc. | 931,672 | 31,788,649 | |
Huntington Ingalls Industries, Inc. | 96,448 | 20,518,348 | |
Mercury Systems, Inc. (b) | 137,093 | 7,648,418 | |
Spirit AeroSystems Holdings, Inc. Class A | 256,387 | 10,778,509 | |
Textron, Inc. | 539,617 | 37,368,477 | |
TransDigm Group, Inc. (b) | 128,404 | 76,375,983 | |
Virgin Galactic Holdings, Inc. (a)(b) | 437,741 | 3,278,680 | |
Woodward, Inc. | 151,009 | 16,683,474 | |
296,711,621 | |||
Air Freight & Logistics - 0.4% | |||
C.H. Robinson Worldwide, Inc. | 316,033 | 33,546,903 | |
Expeditors International of Washington, Inc. | 412,104 | 40,827,143 | |
GXO Logistics, Inc. (b) | 237,048 | 14,030,871 | |
88,404,917 | |||
Airlines - 1.0% | |||
Alaska Air Group, Inc. (b) | 302,036 | 16,427,738 | |
American Airlines Group, Inc. (a)(b) | 1,563,459 | 29,346,125 | |
Copa Holdings SA Class A (a)(b) | 77,169 | 5,816,228 | |
Delta Air Lines, Inc. (b) | 1,565,415 | 67,359,807 | |
JetBlue Airways Corp. (b) | 775,016 | 8,532,926 | |
Southwest Airlines Co. (b) | 1,447,057 | 67,606,503 | |
United Airlines Holdings, Inc. (b) | 791,767 | 39,984,234 | |
235,073,561 | |||
Building Products - 1.7% | |||
A.O. Smith Corp. | 316,701 | 18,504,839 | |
Advanced Drain Systems, Inc. (a) | 150,256 | 15,395,230 | |
Allegion PLC | 219,841 | 25,114,636 | |
Armstrong World Industries, Inc. | 116,409 | 9,855,186 | |
Builders FirstSource, Inc. (b) | 463,909 | 28,562,877 | |
Carlisle Companies, Inc. | 125,772 | 32,620,226 | |
Carrier Global Corp. | 2,097,134 | 80,257,318 | |
Fortune Brands Home & Security, Inc. | 331,349 | 23,608,616 | |
Hayward Holdings, Inc. (a)(b) | 121,598 | 1,933,408 | |
Lennox International, Inc. | 80,777 | 17,220,849 | |
Masco Corp. | 585,747 | 30,863,009 | |
Owens Corning | 245,442 | 22,318,041 | |
The AZEK Co., Inc. (b) | 275,014 | 5,841,297 | |
Trane Technologies PLC | 570,988 | 79,875,511 | |
Trex Co., Inc. (b) | 283,334 | 16,487,205 | |
408,458,248 | |||
Commercial Services & Supplies - 1.1% | |||
Cintas Corp. | 213,988 | 85,008,873 | |
Clean Harbors, Inc. (b) | 123,982 | 13,009,431 | |
Copart, Inc. (b) | 512,051 | 58,194,596 | |
Driven Brands Holdings, Inc. (b) | 131,620 | 3,670,882 | |
IAA, Inc. (b) | 330,233 | 12,103,039 | |
MSA Safety, Inc. | 89,760 | 10,833,134 | |
Republic Services, Inc. | 514,668 | 69,104,472 | |
Rollins, Inc. | 554,867 | 18,610,239 | |
Stericycle, Inc. (b) | 223,950 | 11,240,051 | |
281,774,717 | |||
Construction & Engineering - 0.4% | |||
AECOM | 327,456 | 23,105,295 | |
MasTec, Inc. (b) | 141,360 | 10,179,334 | |
MDU Resources Group, Inc. | 493,548 | 12,713,796 | |
Quanta Services, Inc. | 346,486 | 40,185,446 | |
Valmont Industries, Inc. | 51,066 | 12,705,731 | |
98,889,602 | |||
Electrical Equipment - 1.3% | |||
Acuity Brands, Inc. | 84,681 | 14,605,779 | |
AMETEK, Inc. | 564,752 | 71,305,588 | |
ChargePoint Holdings, Inc. Class A (a)(b) | 558,375 | 7,225,373 | |
Fluence Energy, Inc. (a) | 87,439 | 801,816 | |
Generac Holdings, Inc. (b) | 150,209 | 32,952,850 | |
Hubbell, Inc. Class B | 132,563 | 25,897,508 | |
nVent Electric PLC | 407,662 | 13,770,822 | |
Plug Power, Inc. (a)(b) | 1,253,094 | 26,340,036 | |
Regal Rexnord Corp. | 165,149 | 21,013,559 | |
Rockwell Automation, Inc. | 284,353 | 71,847,473 | |
Sensata Technologies, Inc. PLC | 380,917 | 17,297,441 | |
Shoals Technologies Group, Inc. (a)(b) | 255,589 | 2,550,778 | |
Sunrun, Inc. (a)(b) | 495,523 | 9,900,550 | |
Vertiv Holdings Co. | 786,803 | 9,858,642 | |
325,368,215 | |||
Machinery - 3.5% | |||
AGCO Corp. | 152,789 | 19,465,319 | |
Allison Transmission Holdings, Inc. | 253,876 | 9,505,117 | |
Crane Co. | 120,750 | 11,619,773 | |
Cummins, Inc. | 351,547 | 66,509,177 | |
Donaldson Co., Inc. | 302,427 | 14,831,020 | |
Dover Corp. | 351,496 | 46,854,417 | |
ESAB Corp. (b) | 113,532 | 5,336,004 | |
Flowserve Corp. | 318,422 | 10,415,584 | |
Fortive Corp. | 800,253 | 46,014,548 | |
Gates Industrial Corp. PLC (b) | 232,933 | 2,969,896 | |
Graco, Inc. | 411,121 | 25,497,724 | |
IDEX Corp. | 185,972 | 35,301,205 | |
Ingersoll Rand, Inc. | 963,477 | 42,354,449 | |
ITT, Inc. | 210,974 | 14,814,594 | |
Lincoln Electric Holdings, Inc. | 140,577 | 18,939,939 | |
Middleby Corp. (b) | 134,882 | 20,756,991 | |
Nordson Corp. | 142,150 | 30,660,334 | |
Oshkosh Corp. | 162,392 | 15,011,516 | |
Otis Worldwide Corp. | 1,042,206 | 75,914,285 | |
PACCAR, Inc. | 834,714 | 69,322,998 | |
Parker Hannifin Corp. | 315,134 | 85,344,590 | |
Pentair PLC | 404,850 | 20,546,138 | |
Snap-On, Inc. | 129,189 | 27,451,371 | |
Stanley Black & Decker, Inc. | 395,366 | 47,503,225 | |
Timken Co. | 157,209 | 9,061,527 | |
Toro Co. | 256,450 | 20,549,339 | |
Westinghouse Air Brake Tech Co. | 439,021 | 39,472,378 | |
Xylem, Inc. | 438,453 | 35,295,467 | |
867,318,925 | |||
Marine - 0.0% | |||
Kirby Corp. (b) | 145,873 | 9,510,920 | |
Professional Services - 1.9% | |||
Booz Allen Hamilton Holding Corp. Class A | 321,547 | 26,247,882 | |
CACI International, Inc. Class A (b) | 56,917 | 15,100,080 | |
Clarivate Analytics PLC (a)(b) | 1,139,541 | 17,868,003 | |
CoStar Group, Inc. (b) | 959,501 | 61,043,454 | |
Dun & Bradstreet Holdings, Inc. (b) | 392,055 | 6,190,548 | |
Equifax, Inc. | 296,763 | 60,397,206 | |
FTI Consulting, Inc. (a)(b) | 82,112 | 12,949,884 | |
Jacobs Engineering Group, Inc. | 316,517 | 43,853,430 | |
LegalZoom.com, Inc. (a) | 233,730 | 3,354,026 | |
Leidos Holdings, Inc. | 345,704 | 35,783,821 | |
Manpower, Inc. | 132,980 | 11,994,796 | |
Nielsen Holdings PLC | 875,300 | 23,466,793 | |
Robert Half International, Inc. | 265,529 | 26,104,156 | |
Science Applications International Corp. | 139,240 | 11,588,945 | |
TransUnion Holding Co., Inc. | 468,790 | 41,028,501 | |
Verisk Analytics, Inc. | 388,807 | 79,336,068 | |
476,307,593 | |||
Road & Rail - 0.8% | |||
AMERCO | 21,908 | 11,731,296 | |
J.B. Hunt Transport Services, Inc. | 205,880 | 35,174,598 | |
Knight-Swift Transportation Holdings, Inc. Class A | 393,687 | 18,853,670 | |
Landstar System, Inc. | 93,584 | 14,496,162 | |
Lyft, Inc. (b) | 720,551 | 23,489,963 | |
Old Dominion Freight Lines, Inc. | 250,384 | 70,137,566 | |
Ryder System, Inc. | 127,807 | 8,933,709 | |
Schneider National, Inc. Class B (a) | 126,765 | 2,995,457 | |
TuSimple Holdings, Inc. (a)(b) | 324,565 | 3,365,739 | |
XPO Logistics, Inc. (b) | 237,047 | 12,750,758 | |
201,928,918 | |||
Trading Companies & Distributors - 1.1% | |||
Air Lease Corp. Class A | 262,046 | 10,555,213 | |
Core & Main, Inc. (a) | 137,619 | 3,269,827 | |
Fastenal Co. | 1,405,533 | 77,740,030 | |
MSC Industrial Direct Co., Inc. Class A | 109,845 | 9,101,757 | |
SiteOne Landscape Supply, Inc. (b) | 107,920 | 15,219,958 | |
United Rentals, Inc. (b) | 177,125 | 56,063,605 | |
Univar Solutions, Inc. (b) | 409,590 | 11,927,261 | |
W.W. Grainger, Inc. | 112,519 | 56,262,876 | |
Watsco, Inc. | 79,982 | 21,337,598 | |
261,478,125 | |||
TOTAL INDUSTRIALS | 3,551,225,362 | ||
INFORMATION TECHNOLOGY - 16.9% | |||
Communications Equipment - 1.0% | |||
Arista Networks, Inc. (b) | 589,938 | 68,179,135 | |
Ciena Corp. (b) | 377,519 | 20,827,723 | |
CommScope Holding Co., Inc. (b) | 491,416 | 2,963,238 | |
F5, Inc. (b) | 147,502 | 24,693,310 | |
Juniper Networks, Inc. | 782,254 | 24,656,646 | |
Lumentum Holdings, Inc. (b) | 177,537 | 14,417,780 | |
Motorola Solutions, Inc. | 407,085 | 86,989,994 | |
Ubiquiti, Inc. (a) | 15,735 | 4,441,204 | |
ViaSat, Inc. (b) | 172,709 | 6,357,418 | |
253,526,448 | |||
Electronic Equipment & Components - 2.3% | |||
Amphenol Corp. Class A | 1,430,543 | 102,283,825 | |
Arrow Electronics, Inc. (b) | 164,917 | 19,437,118 | |
Avnet, Inc. | 242,848 | 10,602,744 | |
CDW Corp. | 331,829 | 54,147,856 | |
Cognex Corp. | 418,683 | 28,315,531 | |
Coherent, Inc. (b) | 59,828 | 16,027,921 | |
Corning, Inc. | 1,864,043 | 65,595,673 | |
IPG Photonics Corp. (b) | 88,622 | 8,373,007 | |
Jabil, Inc. | 342,328 | 19,762,595 | |
Keysight Technologies, Inc. (b) | 446,234 | 62,593,243 | |
Littelfuse, Inc. | 58,621 | 13,438,864 | |
National Instruments Corp. | 324,682 | 11,734,007 | |
TD SYNNEX Corp. | 101,905 | 10,199,671 | |
Teledyne Technologies, Inc. (b) | 112,529 | 48,561,890 | |
Trimble, Inc. (b) | 613,339 | 40,909,711 | |
Vontier Corp. | 414,014 | 10,607,039 | |
Zebra Technologies Corp. Class A (b) | 130,397 | 48,202,555 | |
570,793,250 | |||
IT Services - 3.2% | |||
Akamai Technologies, Inc. (b) | 393,719 | 44,206,769 | |
Amdocs Ltd. | 301,066 | 23,991,950 | |
Bread Financial Holdings, Inc. | 121,819 | 6,675,681 | |
Broadridge Financial Solutions, Inc. | 283,213 | 40,819,490 | |
Cloudflare, Inc. (b) | 641,649 | 55,271,645 | |
Concentrix Corp. | 103,132 | 16,241,227 | |
DXC Technology Co. (b) | 596,662 | 17,124,199 | |
EPAM Systems, Inc. (b) | 131,799 | 34,925,417 | |
Euronet Worldwide, Inc. (b) | 123,973 | 15,081,315 | |
Fastly, Inc. Class A (a)(b) | 258,866 | 4,115,969 | |
FleetCor Technologies, Inc. (b) | 194,521 | 48,536,880 | |
Gartner, Inc. (b) | 195,931 | 56,927,752 | |
Genpact Ltd. | 448,426 | 18,058,115 | |
Globant SA (b) | 98,974 | 21,377,394 | |
GoDaddy, Inc. (b) | 411,108 | 33,221,637 | |
Jack Henry & Associates, Inc. | 177,274 | 33,607,605 | |
MongoDB, Inc. Class A (b) | 155,492 | 55,188,776 | |
Okta, Inc. (b) | 308,737 | 36,835,411 | |
Paychex, Inc. | 788,980 | 99,987,435 | |
Paysafe Ltd. (a)(b) | 878,185 | 2,441,354 | |
Sabre Corp. (b) | 786,716 | 8,236,917 | |
Shift4 Payments, Inc. (a)(b) | 105,128 | 5,515,015 | |
SolarWinds, Inc. | 85,402 | 1,056,423 | |
StoneCo Ltd. Class A (b) | 541,548 | 5,101,382 | |
Switch, Inc. Class A | 280,618 | 8,379,253 | |
The Western Union Co. | 961,885 | 16,121,193 | |
Thoughtworks Holding, Inc. (a) | 102,271 | 1,893,036 | |
VeriSign, Inc. (b) | 238,203 | 42,564,494 | |
WEX, Inc. (b) | 109,362 | 18,180,339 | |
Wix.com Ltd. (b) | 130,554 | 9,851,605 | |
781,535,678 | |||
Semiconductors & Semiconductor Equipment - 2.5% | |||
Allegro MicroSystems LLC (b) | 98,199 | 2,387,218 | |
Cirrus Logic, Inc. (b) | 139,348 | 10,562,578 | |
Enphase Energy, Inc. (b) | 318,804 | 51,454,966 | |
Entegris, Inc. | 329,682 | 36,723,278 | |
First Solar, Inc. (b) | 259,535 | 18,953,841 | |
GlobalFoundries, Inc. (a) | 128,259 | 6,706,663 | |
Marvell Technology, Inc. | 2,066,042 | 119,995,719 | |
Microchip Technology, Inc. | 1,334,743 | 87,025,244 | |
MKS Instruments, Inc. | 135,374 | 15,429,929 | |
Monolithic Power Systems, Inc. | 111,015 | 43,544,524 | |
onsemi (b) | 1,036,953 | 54,035,621 | |
Qorvo, Inc. (b) | 264,932 | 30,143,963 | |
Skyworks Solutions, Inc. | 403,987 | 45,771,727 | |
Teradyne, Inc. | 399,050 | 42,083,813 | |
Universal Display Corp. | 105,971 | 13,535,676 | |
Wolfspeed, Inc. (a)(b) | 282,406 | 25,899,454 | |
604,254,214 | |||
Software - 6.9% | |||
Alteryx, Inc. Class A (b) | 143,932 | 9,240,434 | |
Anaplan, Inc. (b) | 351,152 | 22,821,368 | |
ANSYS, Inc. (b) | 213,330 | 58,812,948 | |
Aspen Technology, Inc. (b) | 163,614 | 25,939,364 | |
Avalara, Inc. (b) | 209,708 | 15,952,488 | |
Bentley Systems, Inc. Class B (a) | 337,871 | 14,322,352 | |
Bill.Com Holdings, Inc. (a)(b) | 228,706 | 39,042,401 | |
Black Knight, Inc. (b) | 372,174 | 24,485,327 | |
C3.Ai, Inc. (a)(b) | 147,594 | 2,507,622 | |
Cadence Design Systems, Inc. (b) | 673,204 | 101,552,823 | |
CDK Global, Inc. | 286,196 | 15,571,924 | |
Ceridian HCM Holding, Inc. (b) | 320,720 | 18,002,014 | |
Citrix Systems, Inc. | 303,297 | 30,360,030 | |
Coupa Software, Inc. (b) | 182,317 | 15,733,957 | |
Crowdstrike Holdings, Inc. (b) | 488,351 | 97,064,645 | |
Datadog, Inc. Class A (b) | 623,083 | 75,255,965 | |
Datto Holding Corp. (b) | 59,136 | 2,052,019 | |
DocuSign, Inc. (b) | 472,431 | 38,266,911 | |
Dolby Laboratories, Inc. Class A | 157,210 | 12,179,059 | |
DoubleVerify Holdings, Inc. (b) | 142,964 | 3,109,467 | |
Dropbox, Inc. Class A (b) | 727,306 | 15,818,906 | |
Duck Creek Technologies, Inc. (b) | 186,720 | 2,974,450 | |
Dynatrace, Inc. (b) | 487,186 | 18,688,455 | |
Elastic NV (b) | 183,452 | 13,968,035 | |
Everbridge, Inc. (b) | 96,345 | 4,152,470 | |
Fair Isaac Corp. (b) | 62,384 | 23,301,048 | |
Five9, Inc. (b) | 165,210 | 18,189,621 | |
Fortinet, Inc. (b) | 328,026 | 94,802,794 | |
Guidewire Software, Inc. (b) | 205,419 | 17,859,128 | |
HubSpot, Inc. (b) | 110,369 | 41,877,310 | |
Informatica, Inc. (a) | 81,864 | 1,593,073 | |
Jamf Holding Corp. (a)(b) | 130,999 | 4,034,769 | |
Mandiant, Inc. (b) | 573,871 | 12,613,685 | |
Manhattan Associates, Inc. (b) | 154,957 | 20,229,636 | |
N-able, Inc. (b) | 96,624 | 966,240 | |
nCino, Inc. (a)(b) | 137,388 | 5,150,676 | |
NCR Corp. (b) | 312,041 | 10,930,796 | |
New Relic, Inc. (b) | 128,877 | 8,154,048 | |
NortonLifeLock, Inc. | 1,346,044 | 33,704,942 | |
Nutanix, Inc. Class A (b) | 523,922 | 13,113,768 | |
Palantir Technologies, Inc. (a)(b) | 4,065,765 | 42,283,956 | |
Palo Alto Networks, Inc. (b) | 236,880 | 132,956,001 | |
Paycom Software, Inc. (b) | 119,702 | 33,692,522 | |
Paycor HCM, Inc. (a) | 115,325 | 2,840,455 | |
Paylocity Holding Corp. (b) | 97,323 | 18,455,360 | |
Pegasystems, Inc. | 99,875 | 7,649,426 | |
Procore Technologies, Inc. (a)(b) | 145,641 | 8,078,706 | |
PTC, Inc. (b) | 258,102 | 29,477,829 | |
RingCentral, Inc. (b) | 200,113 | 16,979,588 | |
Smartsheet, Inc. (b) | 297,488 | 14,377,595 | |
Splunk, Inc. (b) | 388,721 | 47,431,736 | |
SS&C Technologies Holdings, Inc. | 548,861 | 35,489,352 | |
Synopsys, Inc. (b) | 371,676 | 106,592,960 | |
Teradata Corp. (b) | 263,872 | 10,911,107 | |
The Trade Desk, Inc. (b) | 1,063,644 | 62,669,904 | |
Tyler Technologies, Inc. (b) | 98,594 | 38,916,038 | |
Unity Software, Inc. (a)(b) | 368,994 | 24,504,892 | |
Zendesk, Inc. (b) | 295,204 | 36,026,696 | |
Zscaler, Inc. (b) | 193,201 | 39,169,571 | |
1,692,900,662 | |||
Technology Hardware, Storage & Peripherals - 1.0% | |||
Hewlett Packard Enterprise Co. | 3,184,436 | 49,072,159 | |
HP, Inc. | 2,653,967 | 97,214,811 | |
NetApp, Inc. | 545,025 | 39,923,081 | |
Pure Storage, Inc. Class A (b) | 668,073 | 19,574,539 | |
Western Digital Corp. (b) | 764,422 | 40,567,876 | |
Xerox Holdings Corp. | 310,362 | 5,400,299 | |
251,752,765 | |||
TOTAL INFORMATION TECHNOLOGY | 4,154,763,017 | ||
MATERIALS - 6.3% | |||
Chemicals - 3.0% | |||
Albemarle Corp. U.S. | 284,705 | 54,899,665 | |
Ashland Global Holdings, Inc. | 126,093 | 13,235,982 | |
Axalta Coating Systems Ltd. (b) | 498,998 | 12,659,579 | |
Celanese Corp. Class A | 266,711 | 39,190,514 | |
CF Industries Holdings, Inc. | 523,654 | 50,705,417 | |
Corteva, Inc. | 1,788,049 | 103,152,547 | |
Diversey Holdings Ltd. (b) | 188,435 | 1,458,487 | |
Eastman Chemical Co. | 327,942 | 33,669,805 | |
Element Solutions, Inc. | 566,476 | 11,680,735 | |
FMC Corp. | 310,344 | 41,132,994 | |
Huntsman Corp. | 507,648 | 17,194,038 | |
International Flavors & Fragrances, Inc. | 624,094 | 75,702,602 | |
LyondellBasell Industries NV Class A | 636,337 | 67,470,812 | |
NewMarket Corp. | 15,543 | 5,045,413 | |
Olin Corp. | 346,701 | 19,900,637 | |
PPG Industries, Inc. | 579,887 | 74,219,737 | |
RPM International, Inc. | 312,625 | 25,916,613 | |
The Chemours Co. LLC | 389,575 | 12,883,245 | |
The Mosaic Co. | 908,929 | 56,735,348 | |
The Scotts Miracle-Gro Co. Class A (a) | 100,521 | 10,447,148 | |
Valvoline, Inc. | 443,417 | 13,404,496 | |
Westlake Corp. | 81,174 | 10,272,570 | |
750,978,384 | |||
Construction Materials - 0.5% | |||
Eagle Materials, Inc. | 94,702 | 11,678,651 | |
Martin Marietta Materials, Inc. | 152,308 | 53,950,540 | |
Vulcan Materials Co. | 323,863 | 55,798,356 | |
121,427,547 | |||
Containers & Packaging - 1.6% | |||
Amcor PLC | 3,705,262 | 43,944,407 | |
Aptargroup, Inc. | 160,815 | 18,466,386 | |
Ardagh Group SA | 38,734 | 554,090 | |
Ardagh Metal Packaging SA (a) | 171,822 | 1,225,091 | |
Avery Dennison Corp. | 202,689 | 36,605,633 | |
Ball Corp. | 776,933 | 63,055,882 | |
Berry Global Group, Inc. (b) | 330,708 | 18,635,396 | |
Crown Holdings, Inc. | 301,083 | 33,131,173 | |
Graphic Packaging Holding Co. | 691,117 | 15,066,351 | |
International Paper Co. | 947,647 | 43,857,103 | |
Packaging Corp. of America | 229,546 | 36,995,929 | |
Sealed Air Corp. | 362,447 | 23,272,722 | |
Silgan Holdings, Inc. | 205,051 | 9,098,113 | |
Sonoco Products Co. | 240,134 | 14,866,696 | |
WestRock Co. | 636,807 | 31,541,051 | |
390,316,023 | |||
Metals & Mining - 1.1% | |||
Alcoa Corp. | 450,847 | 30,567,427 | |
Cleveland-Cliffs, Inc. (b) | 1,093,092 | 27,862,915 | |
Nucor Corp. | 667,214 | 103,271,383 | |
Reliance Steel & Aluminum Co. | 152,553 | 30,243,632 | |
Royal Gold, Inc. | 160,435 | 20,933,559 | |
Steel Dynamics, Inc. | 461,630 | 39,584,773 | |
United States Steel Corp. | 633,471 | 19,314,531 | |
271,778,220 | |||
Paper & Forest Products - 0.1% | |||
Louisiana-Pacific Corp. | 214,744 | 13,855,283 | |
Sylvamo Corp. (b) | 87,144 | 3,890,980 | |
17,746,263 | |||
TOTAL MATERIALS | 1,552,246,437 | ||
REAL ESTATE - 8.8% | |||
Equity Real Estate Investment Trusts (REITs) - 8.2% | |||
Alexandria Real Estate Equities, Inc. | 407,854 | 74,294,685 | |
American Campus Communities, Inc. | 335,196 | 21,677,125 | |
American Homes 4 Rent Class A | 720,919 | 28,555,602 | |
Americold Realty Trust | 653,058 | 17,227,670 | |
Apartment Income (REIT) Corp. | 382,597 | 18,812,294 | |
AvalonBay Communities, Inc. | 341,463 | 77,676,003 | |
Boston Properties, Inc. | 382,350 | 44,964,360 | |
Brixmor Property Group, Inc. | 724,751 | 18,394,180 | |
Camden Property Trust (SBI) | 242,068 | 37,978,049 | |
Cousins Properties, Inc. | 362,917 | 13,028,720 | |
CubeSmart | 533,750 | 25,358,463 | |
Douglas Emmett, Inc. | 407,275 | 11,998,322 | |
Duke Realty Corp. | 931,067 | 50,975,918 | |
EPR Properties | 181,178 | 9,515,469 | |
Equity Lifestyle Properties, Inc. | 433,280 | 33,483,878 | |
Equity Residential (SBI) | 902,787 | 73,577,141 | |
Essex Property Trust, Inc. | 158,715 | 52,260,088 | |
Extra Space Storage, Inc. | 321,194 | 61,026,860 | |
Federal Realty Investment Trust (SBI) | 191,054 | 22,364,781 | |
First Industrial Realty Trust, Inc. | 315,007 | 18,270,406 | |
Gaming & Leisure Properties | 570,583 | 25,322,474 | |
Healthcare Trust of America, Inc. | 532,760 | 16,227,870 | |
Healthpeak Properties, Inc. | 1,320,339 | 43,320,323 | |
Highwoods Properties, Inc. (SBI) | 251,594 | 10,275,099 | |
Host Hotels & Resorts, Inc. | 1,731,385 | 35,233,685 | |
Hudson Pacific Properties, Inc. | 362,880 | 8,447,846 | |
Invitation Homes, Inc. | 1,461,745 | 58,206,686 | |
Iron Mountain, Inc. | 701,584 | 37,696,108 | |
JBG SMITH Properties | 299,169 | 7,886,095 | |
Kilroy Realty Corp. | 284,227 | 19,895,890 | |
Kimco Realty Corp. | 1,422,619 | 36,034,939 | |
Lamar Advertising Co. Class A | 210,988 | 23,295,185 | |
Life Storage, Inc. | 199,482 | 26,429,370 | |
Medical Properties Trust, Inc. | 1,447,116 | 26,612,463 | |
Mid-America Apartment Communities, Inc. | 282,570 | 55,575,868 | |
National Retail Properties, Inc. | 427,689 | 18,749,886 | |
Omega Healthcare Investors, Inc. | 584,227 | 14,886,104 | |
Orion Office (REIT), Inc. (a) | 138,420 | 1,857,596 | |
Park Hotels & Resorts, Inc. | 574,805 | 11,329,407 | |
Rayonier, Inc. | 347,984 | 15,032,909 | |
Realty Income Corp. | 1,385,535 | 96,100,708 | |
Regency Centers Corp. | 413,509 | 28,461,824 | |
Rexford Industrial Realty, Inc. | 393,451 | 30,704,916 | |
SBA Communications Corp. Class A | 265,347 | 92,104,597 | |
Simon Property Group, Inc. | 799,012 | 94,283,416 | |
SL Green Realty Corp. | 165,690 | 11,469,062 | |
Spirit Realty Capital, Inc. | 311,717 | 13,544,104 | |
Store Capital Corp. | 598,146 | 17,005,291 | |
Sun Communities, Inc. | 280,537 | 49,253,881 | |
UDR, Inc. | 775,156 | 41,246,051 | |
Ventas, Inc. | 976,012 | 54,217,467 | |
VICI Properties, Inc. | 2,062,980 | 61,497,434 | |
Vornado Realty Trust | 429,603 | 16,629,932 | |
Welltower, Inc. | 1,066,726 | 96,869,388 | |
Weyerhaeuser Co. | 1,835,351 | 75,653,168 | |
WP Carey, Inc. | 462,852 | 37,384,556 | |
2,020,181,612 | |||
Real Estate Management & Development - 0.6% | |||
CBRE Group, Inc. | 817,900 | 67,918,416 | |
Howard Hughes Corp. (b) | 101,580 | 10,187,458 | |
Jones Lang LaSalle, Inc. (b) | 123,684 | 27,053,401 | |
Opendoor Technologies, Inc. (a)(b) | 1,116,045 | 7,801,155 | |
Zillow Group, Inc.: | |||
Class A (b) | 145,291 | 5,615,497 | |
Class C (a)(b) | 407,983 | 16,245,883 | |
134,821,810 | |||
TOTAL REAL ESTATE | 2,155,003,422 | ||
UTILITIES - 5.5% | |||
Electric Utilities - 2.5% | |||
Alliant Energy Corp. | 612,778 | 36,037,474 | |
Avangrid, Inc. (a) | 139,824 | 6,201,194 | |
Edison International | 913,460 | 62,836,913 | |
Entergy Corp. | 490,904 | 58,343,940 | |
Evergy, Inc. | 560,114 | 38,003,735 | |
Eversource Energy | 840,864 | 73,491,514 | |
FirstEnergy Corp. | 1,332,529 | 57,711,831 | |
Hawaiian Electric Industries, Inc. | 258,098 | 10,610,409 | |
IDACORP, Inc. | 123,238 | 12,962,173 | |
NRG Energy, Inc. | 595,796 | 21,389,076 | |
OGE Energy Corp. | 488,784 | 18,906,165 | |
PG&E Corp. (b) | 4,872,244 | 61,633,887 | |
Pinnacle West Capital Corp. | 275,971 | 19,649,135 | |
PPL Corp. | 1,841,858 | 52,143,000 | |
Xcel Energy, Inc. | 1,319,022 | 96,631,552 | |
626,551,998 | |||
Gas Utilities - 0.3% | |||
Atmos Energy Corp. | 328,313 | 37,230,694 | |
National Fuel Gas Co. | 213,642 | 14,982,713 | |
UGI Corp. | 509,274 | 17,468,098 | |
69,681,505 | |||
Independent Power and Renewable Electricity Producers - 0.3% | |||
Brookfield Renewable Corp. | 312,702 | 11,226,002 | |
The AES Corp. | 1,617,691 | 33,033,250 | |
Vistra Corp. | 1,172,774 | 29,342,805 | |
73,602,057 | |||
Multi-Utilities - 2.0% | |||
Ameren Corp. | 623,477 | 57,921,013 | |
CenterPoint Energy, Inc. | 1,453,606 | 44,494,880 | |
CMS Energy Corp. | 707,972 | 48,630,597 | |
Consolidated Edison, Inc. | 867,280 | 80,431,547 | |
DTE Energy Co. | 472,685 | 61,940,642 | |
NiSource, Inc. | 959,217 | 27,932,399 | |
Public Service Enterprise Group, Inc. | 1,235,502 | 86,065,069 | |
WEC Energy Group, Inc. | 773,086 | 77,347,254 | |
484,763,401 | |||
Water Utilities - 0.4% | |||
American Water Works Co., Inc. | 444,785 | 68,532,473 | |
Essential Utilities, Inc. | 564,584 | 25,270,780 | |
93,803,253 | |||
TOTAL UTILITIES | 1,348,402,214 | ||
TOTAL COMMON STOCKS (Cost $20,358,226,484) | 24,549,338,389 | ||
U.S. Treasury Obligations - 0.0% | |||
Principal Amount (c) | Value ($) | ||
U.S. Treasury Bills, yield at date of purchase 1.15% 1/26/23 (d) (Cost $5,948,722) | 6,000,000 | 5,927,198 | |
Money Market Funds - 2.7% | |||
Shares | Value ($) | ||
Fidelity Cash Central Fund 0.32% (e) | 38,216,745 | 38,224,389 | |
Fidelity Securities Lending Cash Central Fund 0.32% (e)(f) | 616,906,340 | 616,968,030 | |
TOTAL MONEY MARKET FUNDS (Cost $655,188,503) | 655,192,419 | ||
TOTAL INVESTMENT IN SECURITIES - 102.5% (Cost $21,019,363,709) | 25,210,458,006 |
NET OTHER ASSETS (LIABILITIES) - (2.5)% | (603,945,655) |
NET ASSETS - 100.0% | 24,606,512,351 |
Futures Contracts | |||||
Number of contracts | Expiration Date | Notional Amount ($) | Value ($) | Unrealized Appreciation/ (Depreciation) ($) | |
Purchased | |||||
Equity Index Contracts | |||||
CME E-mini S&P MidCap 400 Index Contracts (United States) | 193 | Jun 2022 | 48,155,430 | (579,571) | (579,571) |
The notional amount of futures purchased as a percentage of Net Assets is 0.2% |
(a) | Security or a portion of the security is on loan at period end. |
(b) | Non-income producing |
(c) | Amount is stated in United States dollars unless otherwise noted. |
(d) | Security or a portion of the security was pledged to cover margin requirements for futures contracts. At period end, the value of securities pledged amounted to $1,544,035. |
(e) | Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements, which are not covered by the Fund's Report of Independent Registered Public Accounting Firm, are available on the SEC's website or upon request. |
(f) | Investment made with cash collateral received from securities on loan. |
Affiliate | Value, beginning of period ($) | Purchases ($) | Sales Proceeds ($) | Dividend Income ($) | Realized Gain (loss) ($) | Change in Unrealized appreciation (depreciation) ($) | Value, end of period ($) | %ownership, end of period |
Fidelity Cash Central Fund 0.32% | 43,980,920 | 4,400,095,577 | 4,405,852,108 | 70,042 | - | - | 38,224,389 | 0.1% |
Fidelity Securities Lending Cash Central Fund 0.32% | 646,407,750 | 4,043,015,390 | 4,072,455,110 | 1,814,510 | - | - | 616,968,030 | 1.6% |
Total | 690,388,670 | 8,443,110,967 | 8,478,307,218 | 1,884,552 | - | - | 655,192,419 |
Valuation Inputs at Reporting Date: | ||||
Description | Total ($) | Level 1 ($) | Level 2 ($) | Level 3 ($) |
Investments in Securities: | ||||
Equities: | ||||
Communication Services | 858,725,489 | 858,725,489 | - | - |
Consumer Discretionary | 2,802,816,015 | 2,802,816,015 | - | - |
Consumer Staples | 1,015,459,979 | 1,015,459,979 | - | - |
Energy | 1,476,609,361 | 1,476,609,361 | - | - |
Financials | 3,046,035,335 | 3,046,035,335 | - | - |
Health Care | 2,588,051,758 | 2,588,051,758 | - | - |
Industrials | 3,551,225,362 | 3,551,225,362 | - | - |
Information Technology | 4,154,763,017 | 4,154,763,017 | - | - |
Materials | 1,552,246,437 | 1,552,246,437 | - | - |
Real Estate | 2,155,003,422 | 2,155,003,422 | - | - |
Utilities | 1,348,402,214 | 1,348,402,214 | - | - |
U.S. Government and Government Agency Obligations | 5,927,198 | - | 5,927,198 | - |
Money Market Funds | 655,192,419 | 655,192,419 | - | - |
Total Investments in Securities: | 25,210,458,006 | 25,204,530,808 | 5,927,198 | - |
Derivative Instruments: | ||||
Liabilities | ||||
Futures Contracts | (579,571) | (579,571) | - | - |
Total Liabilities | (579,571) | (579,571) | - | - |
Total Derivative Instruments: | (579,571) | (579,571) | - | - |
Primary Risk Exposure / Derivative Type | Value | |
Asset ($) | Liability ($) | |
Equity Risk | ||
Futures Contracts (a) | 0 | (579,571) |
Total Equity Risk | 0 | (579,571) |
Total Value of Derivatives | 0 | (579,571) |
Statement of Assets and Liabilities | ||||
April 30, 2022 | ||||
Assets | ||||
Investment in securities, at value (including securities loaned of $583,193,142) - See accompanying schedule: | $24,555,265,587 | |||
Unaffiliated issuers (cost $20,364,175,206) | ||||
Fidelity Central Funds (cost $655,188,503) | 655,192,419 | |||
Total Investment in Securities (cost $21,019,363,709) | $ | 25,210,458,006 | ||
Receivable for investments sold | 48,462,889 | |||
Receivable for fund shares sold | 31,508,759 | |||
Dividends receivable | 10,017,848 | |||
Distributions receivable from Fidelity Central Funds | 281,391 | |||
Other receivables | 87,650 | |||
Total assets | 25,300,816,543 | |||
Liabilities | ||||
Payable for investments purchased | $16,041,363 | |||
Payable for fund shares redeemed | 59,741,103 | |||
Accrued management fee | 545,963 | |||
Payable for daily variation margin on futures contracts | 934,613 | |||
Other payables and accrued expenses | 87,047 | |||
Collateral on securities loaned | 616,954,103 | |||
Total Liabilities | 694,304,192 | |||
Net Assets | $ | 24,606,512,351 | ||
Net Assets consist of: | ||||
Paid in capital | $ | 20,467,806,123 | ||
Total accumulated earnings (loss) | 4,138,706,228 | |||
Net Assets | $ | 24,606,512,351 | ||
Net Asset Value , offering price and redemption price per share ($24,606,512,351 ÷ 883,605,747 shares) | $ | 27.85 | ||
Statement of Operations | ||||
Year ended April 30, 2022 | ||||
Investment Income | ||||
Dividends | $ | 304,046,662 | ||
Interest | 11,031 | |||
Income from Fidelity Central Funds (including $1,814,510 from security lending) | 1,884,552 | |||
Total Income | 305,942,245 | |||
Expenses | ||||
Management fee | $ | 6,000,372 | ||
Independent trustees' fees and expenses | 71,356 | |||
Total expenses before reductions | 6,071,728 | |||
Expense reductions | (307) | |||
Total expenses after reductions | 6,071,421 | |||
Net Investment income (loss) | 299,870,824 | |||
Realized and Unrealized Gain (Loss) | ||||
Net realized gain (loss) on: | ||||
Investment Securities: | ||||
Unaffiliated issuers | 793,070,258 | |||
Futures contracts | (6,612,038) | |||
Total net realized gain (loss) | 786,458,220 | |||
Change in net unrealized appreciation (depreciation) on: | ||||
Investment Securities: | ||||
Unaffiliated issuers | (2,782,385,911) | |||
Futures contracts | (2,577,148) | |||
Total change in net unrealized appreciation (depreciation) | (2,784,963,059) | |||
Net gain (loss) | (1,998,504,839) | |||
Net increase (decrease) in net assets resulting from operations | $ | (1,698,634,015) | ||
Statement of Changes in Net Assets | ||||
Year ended April 30, 2022 | Year ended April 30, 2021 | |||
Increase (Decrease) in Net Assets | ||||
Operations | ||||
Net investment income (loss) | $ | 299,870,824 | $ | 222,523,794 |
Net realized gain (loss) | 786,458,220 | 237,389,245 | ||
Change in net unrealized appreciation (depreciation) | (2,784,963,059) | 7,107,793,057 | ||
Net increase (decrease) in net assets resulting from operations | (1,698,634,015) | 7,567,706,096 | ||
Distributions to shareholders | (825,817,779) | (410,200,120) | ||
Share transactions | ||||
Proceeds from sales of shares | 10,013,360,284 | 7,119,456,006 | ||
Reinvestment of distributions | 777,046,785 | 390,795,119 | ||
Cost of shares redeemed | (5,613,571,542) | (4,669,032,900) | ||
Net increase (decrease) in net assets resulting from share transactions | 5,176,835,527 | 2,841,218,225 | ||
Total increase (decrease) in net assets | 2,652,383,733 | 9,998,724,201 | ||
Net Assets | ||||
Beginning of period | 21,954,128,618 | 11,955,404,417 | ||
End of period | $ | 24,606,512,351 | $ | 21,954,128,618 |
Other Information | ||||
Shares | ||||
Sold | 325,804,124 | 279,167,839 | ||
Issued in reinvestment of distributions | 25,155,474 | 15,064,593 | ||
Redeemed | (182,488,538) | (185,726,148) | ||
Net increase (decrease) | 168,471,060 | 108,506,284 | ||
Fidelity® Mid Cap Index Fund |
Years ended April 30, | 2022 | 2021 | 2020 | 2019 | 2018 | |||||
Selected Per-Share Data | ||||||||||
Net asset value, beginning of period | $ | 30.70 | $ | 19.71 | $ | 22.53 | $ | 20.85 | $ | 19.25 |
Income from Investment Operations | ||||||||||
Net investment income (loss) A,B | .38 | .34 | .40 | .36 | .34 | |||||
Net realized and unrealized gain (loss) | (2.16) | 11.28 | (2.54) | 1.80 | 1.79 | |||||
Total from investment operations | (1.78) | 11.62 | (2.14) | 2.16 | 2.13 | |||||
Distributions from net investment income | (.35) | (.37) | (.34) | (.34) | (.28) | |||||
Distributions from net realized gain | (.72) | (.26) | (.34) | (.14) | (.25) | |||||
Total distributions | (1.07) | (.63) | (.68) | (.48) | (.53) | |||||
Net asset value, end of period | $ | 27.85 | $ | 30.70 | $ | 19.71 | $ | 22.53 | $ | 20.85 |
Total Return C | (6.13)% | 59.59% | (9.99)% | 10.68% | 11.13% | |||||
Ratios to Average Net Assets B,D,E | ||||||||||
Expenses before reductions | .03% | .03% | .03% | .03% | .04% | |||||
Expenses net of fee waivers, if any | .03% | .03% | .03% | .03% | .04% | |||||
Expenses net of all reductions | .03% | .03% | .03% | .03% | .04% | |||||
Net investment income (loss) | 1.24% | 1.35% | 1.82% | 1.71% | 1.66% | |||||
Supplemental Data | ||||||||||
Net assets, end of period (000 omitted) | $ | 24,606,512 | $ | 21,954,129 | $ | 11,955,404 | $ | 9,705,989 | $ | 393,979 |
Portfolio turnover rate F | 12% G | 14% G | 14% | 12% | 10% G |
Average Annual Total Returns | |||
Periods ended April 30, 2022 | Past 1 year | Past 5 years | Past 10 years |
Fidelity® Small Cap Index Fund | -16.89% | 7.34% | 10.21% |
$10,000 Over 10 Years |
Let's say hypothetically that $10,000 was invested in Fidelity® Small Cap Index Fund on April 30, 2012. The chart shows how the value of your investment would have changed, and also shows how the Russell 2000® Index performed over the same period. |
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Top Holdings (% of Fund's net assets) | ||
Ovintiv, Inc. | 0.5 | |
Avis Budget Group, Inc. | 0.5 | |
Antero Resources Corp. | 0.4 | |
BJ's Wholesale Club Holdings, Inc. | 0.4 | |
Chesapeake Energy Corp. | 0.4 | |
AMC Entertainment Holdings, Inc. Class A | 0.3 | |
EastGroup Properties, Inc. | 0.3 | |
Tenet Healthcare Corp. | 0.3 | |
Southwestern Energy Co. | 0.3 | |
Tetra Tech, Inc. | 0.3 | |
3.7 | ||
Market Sectors (% of Fund's net assets) | ||
Financials | 15.7 | |
Industrials | 15.4 | |
Health Care | 15.2 | |
Information Technology | 13.3 | |
Consumer Discretionary | 10.3 | |
Real Estate | 7.9 | |
Energy | 7.1 | |
Materials | 4.0 | |
Consumer Staples | 3.8 | |
Utilities | 3.1 | |
Communication Services | 2.9 | |
Asset Allocation (% of Fund's net assets) |
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Foreign investments - 4.6% |
Common Stocks - 98.7% | |||
Shares | Value ($) | ||
COMMUNICATION SERVICES - 2.9% | |||
Diversified Telecommunication Services - 0.6% | |||
Anterix, Inc. (a) | 87,301 | 4,525,684 | |
ATN International, Inc. | 81,832 | 3,232,364 | |
Bandwidth, Inc. (a) | 142,481 | 3,151,680 | |
Cogent Communications Group, Inc. | 324,597 | 18,988,925 | |
Consolidated Communications Holdings, Inc. (a) | 565,516 | 3,364,820 | |
EchoStar Holding Corp. Class A (a)(b) | 285,501 | 6,666,448 | |
Globalstar, Inc. (a)(b) | 4,681,074 | 5,430,046 | |
IDT Corp. Class B (a) | 111,527 | 2,953,235 | |
Iridium Communications, Inc. (a) | 902,481 | 32,227,597 | |
Liberty Latin America Ltd.: | |||
Class A (a) | 73,978 | 683,557 | |
Class C (a) | 1,326,895 | 12,260,510 | |
Ooma, Inc. (a) | 173,468 | 2,227,329 | |
Radius Global Infrastructure, Inc. (a)(b) | 564,658 | 7,013,052 | |
Telesat Corp. (a)(b) | 51,112 | 574,499 | |
103,299,746 | |||
Entertainment - 0.6% | |||
AMC Entertainment Holdings, Inc. Class A (a)(b) | 3,888,620 | 59,495,886 | |
Chicken Soup For The Soul Entertainment, Inc. (a)(b) | 62,011 | 540,116 | |
Cinemark Holdings, Inc. (a)(b) | 859,231 | 13,627,404 | |
CuriosityStream, Inc. Class A (a)(b) | 242,401 | 492,074 | |
Eros STX Global Corp. Class A (a)(b) | 122,198 | 211,403 | |
IMAX Corp. (a) | 386,631 | 6,116,502 | |
Lions Gate Entertainment Corp.: | |||
Class A (a)(b) | 633,314 | 8,543,406 | |
Class B (a) | 697,093 | 8,762,459 | |
LiveOne, Inc. (a)(b) | 444,744 | 302,426 | |
Madison Square Garden Entertainment Corp. (a)(b) | 200,546 | 14,689,995 | |
Marcus Corp. (a)(b) | 165,788 | 2,607,845 | |
115,389,516 | |||
Interactive Media & Services - 0.5% | |||
CarGurus, Inc. Class A (a) | 720,362 | 23,541,430 | |
Cars.com, Inc. (a)(b) | 520,243 | 5,785,102 | |
Eventbrite, Inc. (a)(b) | 595,092 | 6,296,073 | |
EverQuote, Inc. Class A (a)(b) | 157,646 | 2,188,126 | |
fuboTV, Inc. (a)(b) | 688,025 | 2,607,615 | |
Liberty TripAdvisor Holdings, Inc. (a) | 572,823 | 859,235 | |
MediaAlpha, Inc. Class A (a)(b) | 165,758 | 2,443,273 | |
Outbrain, Inc. (b) | 205,100 | 1,845,900 | |
QuinStreet, Inc. (a) | 387,808 | 3,688,054 | |
Society Pass, Inc. (b) | 80,555 | 161,916 | |
TrueCar, Inc. (a)(b) | 751,861 | 2,691,662 | |
Yelp, Inc. (a) | 552,099 | 17,959,780 | |
Ziff Davis, Inc. (a) | 328,779 | 29,050,912 | |
99,119,078 | |||
Media - 1.0% | |||
Advantage Solutions, Inc. Class A (a)(b) | 560,302 | 2,818,319 | |
AMC Networks, Inc. Class A (a)(b) | 225,375 | 7,353,986 | |
Audacy, Inc. Class A (a) | 900,617 | 2,287,567 | |
Boston Omaha Corp. (a)(b) | 156,674 | 3,265,086 | |
Cardlytics, Inc. (a)(b) | 253,805 | 8,662,365 | |
Clear Channel Outdoor Holdings, Inc. (a)(b) | 2,757,150 | 6,782,589 | |
comScore, Inc. (a)(b) | 525,207 | 1,060,918 | |
Daily Journal Corp. (a)(b) | 9,070 | 2,332,351 | |
Digital Media Solutions, Inc. Class A (a)(b) | 34,406 | 94,617 | |
E.W. Scripps Co. Class A (a) | 430,137 | 7,080,055 | |
Emerald Holding, Inc. (a) | 179,883 | 483,885 | |
Entravision Communication Corp. Class A (b) | 455,289 | 2,353,844 | |
Fluent, Inc. (a)(b) | 351,710 | 471,291 | |
Gannett Co., Inc. (a)(b) | 1,002,786 | 4,021,172 | |
Gray Television, Inc. | 639,112 | 11,836,354 | |
Hemisphere Media Group, Inc. (a) | 117,847 | 458,425 | |
iHeartMedia, Inc. (a) | 847,927 | 13,558,353 | |
Integral Ad Science Holding Corp. | 262,519 | 3,100,349 | |
John Wiley & Sons, Inc. Class A | 322,735 | 16,423,984 | |
Liberty Media Corp.: | |||
Liberty Braves Class A (a)(b) | 38,036 | 999,206 | |
Liberty Braves Class C (a) | 310,027 | 7,784,778 | |
Magnite, Inc. (a)(b) | 1,033,710 | 9,975,302 | |
National CineMedia, Inc. (b) | 416,863 | 921,267 | |
Scholastic Corp. | 202,928 | 7,477,897 | |
Sinclair Broadcast Group, Inc. Class A (b) | 364,343 | 8,102,988 | |
Stagwell, Inc. (a)(b) | 457,912 | 3,104,643 | |
TechTarget, Inc. (a) | 201,059 | 13,533,281 | |
TEGNA, Inc. | 1,651,666 | 36,419,235 | |
Thryv Holdings, Inc. (a) | 50,355 | 1,300,670 | |
WideOpenWest, Inc. (a)(b) | 385,951 | 7,738,318 | |
191,803,095 | |||
Wireless Telecommunication Services - 0.2% | |||
Gogo, Inc. (a)(b) | 438,808 | 8,078,455 | |
Shenandoah Telecommunications Co. (b) | 359,574 | 7,263,395 | |
Telephone & Data Systems, Inc. (b) | 772,737 | 14,156,542 | |
U.S. Cellular Corp. (a) | 112,960 | 3,250,989 | |
32,749,381 | |||
TOTAL COMMUNICATION SERVICES | 542,360,816 | ||
CONSUMER DISCRETIONARY - 10.3% | |||
Auto Components - 1.2% | |||
Adient PLC (a)(b) | 715,815 | 24,437,924 | |
American Axle & Manufacturing Holdings, Inc. (a) | 785,430 | 5,199,547 | |
Cooper-Standard Holding, Inc. (a) | 100,900 | 465,149 | |
Dana, Inc. | 1,135,049 | 16,810,076 | |
Dorman Products, Inc. (a) | 196,508 | 19,399,270 | |
Fox Factory Holding Corp. (a) | 319,390 | 26,151,653 | |
Gentherm, Inc. (a) | 250,737 | 16,904,689 | |
LCI Industries | 186,187 | 18,119,719 | |
Modine Manufacturing Co. (a) | 374,208 | 2,956,243 | |
Motorcar Parts of America, Inc. (a)(b) | 140,703 | 2,140,093 | |
Patrick Industries, Inc. | 172,086 | 10,712,354 | |
Standard Motor Products, Inc. | 153,293 | 6,542,545 | |
Stoneridge, Inc. (a)(b) | 196,886 | 3,880,623 | |
Tenneco, Inc. (a) | 508,558 | 8,731,941 | |
The Goodyear Tire & Rubber Co. (a)(b) | 2,090,185 | 27,841,264 | |
Visteon Corp. (a) | 212,031 | 22,201,766 | |
XL Fleet Corp. (Class A) (a)(b) | 790,504 | 1,106,706 | |
XPEL, Inc. (a)(b) | 138,759 | 6,004,102 | |
219,605,664 | |||
Automobiles - 0.2% | |||
Arcimoto, Inc. (a)(b) | 251,567 | 845,265 | |
Canoo, Inc. (a)(b) | 857,879 | 4,117,819 | |
Fisker, Inc. (a)(b) | 1,309,006 | 13,168,600 | |
Lordstown Motors Corp. Class A (a)(b) | 908,132 | 1,979,728 | |
Winnebago Industries, Inc. (b) | 241,982 | 12,868,603 | |
Workhorse Group, Inc. (a)(b) | 1,313,367 | 3,953,235 | |
36,933,250 | |||
Distributors - 0.0% | |||
Funko, Inc. (a)(b) | 214,113 | 3,487,901 | |
Diversified Consumer Services - 0.6% | |||
2U, Inc. (a)(b) | 499,312 | 4,983,134 | |
Adtalem Global Education, Inc. (a) | 380,896 | 11,164,062 | |
American Public Education, Inc. (a) | 144,596 | 2,810,946 | |
Carriage Services, Inc. | 117,278 | 5,030,053 | |
Coursera, Inc. (b) | 565,011 | 10,627,857 | |
European Wax Center, Inc. (b) | 109,643 | 3,009,700 | |
Graham Holdings Co. | 29,071 | 17,220,788 | |
Laureate Education, Inc. Class A | 664,060 | 7,523,800 | |
OneSpaWorld Holdings Ltd. (a)(b) | 418,149 | 4,198,216 | |
Perdoceo Education Corp. (a) | 543,872 | 6,080,489 | |
PowerSchool Holdings, Inc. (b) | 337,341 | 5,107,343 | |
Regis Corp. (a)(b) | 283,464 | 382,676 | |
StoneMor, Inc. (a)(b) | 242,953 | 575,799 | |
Strategic Education, Inc. (b) | 176,675 | 11,413,205 | |
Stride, Inc. (a)(b) | 319,671 | 12,563,070 | |
Udemy, Inc. | 96,290 | 1,050,524 | |
Vivint Smart Home, Inc. Class A (a)(b) | 716,279 | 3,753,302 | |
WW International, Inc. (a)(b) | 347,617 | 3,403,170 | |
110,898,134 | |||
Hotels, Restaurants & Leisure - 2.4% | |||
Accel Entertainment, Inc. (a) | 428,910 | 5,074,005 | |
Bally's Corp. (a)(b) | 231,295 | 6,901,843 | |
Biglari Holdings, Inc. (a)(b) | 5,786 | 789,153 | |
BJ's Restaurants, Inc. (a)(b) | 156,026 | 4,335,963 | |
Bloomin' Brands, Inc. | 680,576 | 14,965,866 | |
Bluegreen Vacations Holding Corp. Class A | 105,641 | 2,778,358 | |
Brinker International, Inc. (a)(b) | 335,182 | 12,177,162 | |
Carrols Restaurant Group, Inc. (b) | 237,583 | 380,133 | |
Century Casinos, Inc. (a) | 210,927 | 2,208,406 | |
Chuy's Holdings, Inc. (a)(b) | 152,896 | 3,823,929 | |
Cracker Barrel Old Country Store, Inc. | 179,095 | 19,877,754 | |
Dave & Buster's Entertainment, Inc. (a) | 339,385 | 15,442,018 | |
Denny's Corp. (a)(b) | 464,891 | 5,959,903 | |
Dine Brands Global, Inc. | 127,748 | 9,158,254 | |
Drive Shack, Inc. (a)(b) | 689,911 | 848,591 | |
El Pollo Loco Holdings, Inc. (a)(b) | 145,779 | 1,552,546 | |
Esports Technologies, Inc. (a)(b) | 104,938 | 383,024 | |
Everi Holdings, Inc. (a) | 638,748 | 11,088,665 | |
F45 Training Holdings, Inc. | 223,075 | 1,960,829 | |
Fiesta Restaurant Group, Inc. (a)(b) | 127,222 | 865,110 | |
First Watch Restaurant Group, Inc. (b) | 88,319 | 1,148,147 | |
Full House Resorts, Inc. (a) | 254,551 | 2,303,687 | |
GAN Ltd. (a)(b) | 298,322 | 1,112,741 | |
Golden Entertainment, Inc. (a)(b) | 128,214 | 6,149,143 | |
Golden Nugget Online Gaming, Inc. (a) | 279,056 | 1,398,071 | |
Hall of Fame Resort & Entertainment Co. (a)(b) | 346,541 | 286,728 | |
Hilton Grand Vacations, Inc. (a) | 642,126 | 30,070,761 | |
International Game Technology PLC (b) | 753,129 | 16,440,806 | |
Jack in the Box, Inc. (b) | 160,138 | 13,253,021 | |
Krispy Kreme, Inc. (b) | 662,737 | 8,801,147 | |
Kura Sushi U.S.A., Inc. Class A (a)(b) | 35,543 | 1,783,548 | |
Life Time Group Holdings, Inc. (b) | 270,674 | 3,870,638 | |
Light & Wonder, Inc. Class A (a) | 723,672 | 40,569,052 | |
Lindblad Expeditions Holdings (a) | 240,078 | 3,675,594 | |
Monarch Casino & Resort, Inc. (a) | 98,654 | 6,920,578 | |
Nathan's Famous, Inc. (b) | 19,972 | 946,074 | |
NeoGames SA (a) | 99,039 | 1,294,440 | |
Noodles & Co. (a)(b) | 318,034 | 1,771,449 | |
Papa John's International, Inc. | 248,135 | 22,592,692 | |
PlayAGS, Inc. (a)(b) | 197,713 | 1,304,906 | |
Portillo's, Inc. (b) | 152,387 | 3,174,221 | |
RCI Hospitality Holdings, Inc. (b) | 68,818 | 4,263,963 | |
Red Robin Gourmet Burgers, Inc. (a)(b) | 128,517 | 1,695,139 | |
Red Rock Resorts, Inc. (b) | 401,823 | 17,664,139 | |
Rush Street Interactive, Inc. (a)(b) | 431,411 | 2,739,460 | |
Ruth's Hospitality Group, Inc. | 251,501 | 5,273,976 | |
SeaWorld Entertainment, Inc. (a) | 378,747 | 25,542,698 | |
Shake Shack, Inc. Class A (a)(b) | 285,144 | 16,489,878 | |
Sweetgreen, Inc. Class A (b) | 48,993 | 1,322,811 | |
Target Hospitality Corp. (a)(b) | 171,292 | 1,072,288 | |
Texas Roadhouse, Inc. Class A | 531,879 | 43,789,598 | |
The Cheesecake Factory, Inc. | 359,373 | 13,264,457 | |
The ONE Group Hospitality, Inc. (a) | 158,149 | 1,472,367 | |
Wingstop, Inc. | 225,374 | 20,680,318 | |
Xponential Fitness, Inc. (b) | 96,553 | 2,000,578 | |
446,710,626 | |||
Household Durables - 1.7% | |||
Aterian, Inc. (a)(b) | 268,211 | 1,375,922 | |
Bassett Furniture Industries, Inc. | 64,354 | 1,065,702 | |
Beazer Homes U.S.A., Inc. (a) | 218,830 | 3,299,956 | |
Cavco Industries, Inc. (a) | 69,195 | 16,347,319 | |
Century Communities, Inc. | 226,912 | 11,962,801 | |
Ethan Allen Interiors, Inc. | 170,522 | 4,048,192 | |
Flexsteel Industries, Inc. (b) | 42,481 | 921,413 | |
GoPro, Inc. Class A (a) | 969,775 | 8,650,393 | |
Green Brick Partners, Inc. (a) | 232,807 | 4,586,298 | |
Hamilton Beach Brands Holding Co. Class A | 50,333 | 471,117 | |
Helen of Troy Ltd. (a)(b) | 180,991 | 38,824,379 | |
Hooker Furnishings Corp. (b) | 88,823 | 1,497,556 | |
Hovnanian Enterprises, Inc. Class A (a) | 39,288 | 1,808,034 | |
Installed Building Products, Inc. (b) | 169,614 | 13,648,839 | |
iRobot Corp. (a)(b) | 208,742 | 10,572,782 | |
KB Home | 605,325 | 19,630,690 | |
La-Z-Boy, Inc. (b) | 335,150 | 8,807,742 | |
Landsea Homes Corp. (a) | 79,997 | 666,375 | |
Legacy Housing Corp. (a) | 57,285 | 1,003,633 | |
LGI Homes, Inc. (a)(b) | 163,214 | 15,294,784 | |
Lifetime Brands, Inc. | 91,088 | 1,149,531 | |
Lovesac (a) | 102,576 | 4,496,932 | |
M.D.C. Holdings, Inc. | 430,165 | 15,877,390 | |
M/I Homes, Inc. (a) | 215,489 | 9,541,853 | |
Meritage Homes Corp. (a) | 275,793 | 22,766,712 | |
Purple Innovation, Inc. (a)(b) | 364,889 | 1,503,343 | |
Skyline Champion Corp. (a) | 396,221 | 20,223,120 | |
Snap One Holdings Corp. (a)(b) | 137,026 | 1,637,461 | |
Sonos, Inc. (a)(b) | 975,471 | 22,260,248 | |
Taylor Morrison Home Corp. (a) | 894,736 | 23,433,136 | |
Traeger, Inc. (a)(b) | 195,488 | 1,170,973 | |
TRI Pointe Homes, Inc. (a) | 820,886 | 16,967,714 | |
Tupperware Brands Corp. (a)(b) | 344,444 | 6,055,326 | |
Universal Electronics, Inc. (a)(b) | 97,017 | 2,862,002 | |
VOXX International Corp. (a)(b) | 118,255 | 895,190 | |
Vuzix Corp. (a)(b) | 396,504 | 2,049,926 | |
Weber, Inc. (b) | 156,950 | 1,378,021 | |
318,752,805 | |||
Internet & Direct Marketing Retail - 0.4% | |||
1-800-FLOWERS.com, Inc. Class A (a)(b) | 175,773 | 1,792,885 | |
1stDibs.com, Inc. (b) | 172,436 | 1,303,616 | |
a.k.a. Brands Holding Corp. (b) | 61,208 | 216,064 | |
CarParts.com, Inc. (a)(b) | 330,598 | 1,980,282 | |
Duluth Holdings, Inc. (a)(b) | 95,906 | 1,174,849 | |
Groupon, Inc. (a)(b) | 200,900 | 3,919,559 | |
Lands' End, Inc. (a)(b) | 115,784 | 1,623,292 | |
Liquidity Services, Inc. (a) | 183,534 | 2,646,560 | |
Lulu's Fashion Lounge Holdings, Inc. (b) | 48,445 | 467,010 | |
Overstock.com, Inc. (a)(b) | 336,436 | 11,290,792 | |
PetMed Express, Inc. (b) | 166,316 | 3,642,320 | |
Porch Group, Inc. Class A (a)(b) | 505,026 | 1,868,596 | |
Quotient Technology, Inc. (a)(b) | 714,693 | 3,795,020 | |
Rent the Runway, Inc. Class A (b) | 108,862 | 690,185 | |
Revolve Group, Inc. (a)(b) | 279,831 | 11,825,658 | |
Shutterstock, Inc. | 181,891 | 13,772,787 | |
Stitch Fix, Inc. (a)(b) | 464,225 | 4,410,138 | |
The RealReal, Inc. (a) | 487,043 | 2,639,773 | |
Xometry, Inc. (b) | 162,445 | 5,331,445 | |
74,390,831 | |||
Leisure Products - 0.5% | |||
Acushnet Holdings Corp. (b) | 256,812 | 10,462,521 | |
American Outdoor Brands, Inc. (a)(b) | 115,724 | 1,458,122 | |
AMMO, Inc. (a)(b) | 703,870 | 2,850,674 | |
Callaway Golf Co. (a)(b) | 878,391 | 19,271,899 | |
Clarus Corp. | 200,149 | 4,473,330 | |
Escalade, Inc. (b) | 75,917 | 998,309 | |
Genius Brands International, Inc. (a)(b) | 2,119,269 | 1,504,681 | |
Johnson Outdoors, Inc. Class A | 39,064 | 2,987,615 | |
Latham Group, Inc. (a)(b) | 343,760 | 4,125,120 | |
Malibu Boats, Inc. Class A (a)(b) | 156,948 | 7,892,915 | |
Marine Products Corp. | 59,392 | 697,262 | |
MasterCraft Boat Holdings, Inc. (a)(b) | 138,160 | 3,325,511 | |
Nautilus, Inc. (a)(b) | 207,611 | 624,909 | |
Smith & Wesson Brands, Inc. (b) | 359,342 | 4,933,766 | |
Solo Brands, Inc. Class A (b) | 123,680 | 738,370 | |
Sturm, Ruger & Co., Inc. | 127,497 | 8,688,921 | |
Vista Outdoor, Inc. (a)(b) | 421,780 | 14,859,309 | |
89,893,234 | |||
Multiline Retail - 0.4% | |||
Big Lots, Inc. (b) | 244,401 | 7,551,991 | |
Dillard's, Inc. Class A (b) | 40,493 | 12,302,178 | |
Franchise Group, Inc. | 212,521 | 7,924,908 | |
Macy's, Inc. (b) | 2,270,241 | 54,871,725 | |
82,650,802 | |||
Specialty Retail - 2.3% | |||
Abercrombie & Fitch Co. Class A (a)(b) | 429,589 | 14,855,188 | |
Academy Sports & Outdoors, Inc. | 590,943 | 22,077,630 | |
America's Car Mart, Inc. (a) | 46,161 | 3,732,117 | |
American Eagle Outfitters, Inc. (b) | 1,159,340 | 17,517,627 | |
Arko Corp. (b) | 621,042 | 5,757,059 | |
Asbury Automotive Group, Inc. (a)(b) | 174,161 | 31,995,117 | |
Barnes & Noble Education, Inc. (a)(b) | 326,727 | 993,250 | |
Bed Bath & Beyond, Inc. (a)(b) | 747,066 | 10,167,568 | |
Big 5 Sporting Goods Corp. (b) | 166,847 | 2,414,276 | |
Boot Barn Holdings, Inc. (a) | 220,974 | 19,900,918 | |
Caleres, Inc. (b) | 282,784 | 6,484,237 | |
Camping World Holdings, Inc. (b) | 315,472 | 8,101,321 | |
CarLotz, Inc. Class A (a)(b) | 490,662 | 435,659 | |
Chico's FAS, Inc. (a) | 827,085 | 4,383,551 | |
Citi Trends, Inc. (a)(b) | 65,062 | 1,819,784 | |
Conn's, Inc. (a)(b) | 144,612 | 2,263,178 | |
Designer Brands, Inc. Class A (b) | 458,859 | 6,341,431 | |
Genesco, Inc. (a)(b) | 106,787 | 6,623,998 | |
Group 1 Automotive, Inc. | 124,129 | 21,615,824 | |
GrowGeneration Corp. (a)(b) | 359,538 | 2,124,870 | |
Guess?, Inc. (b) | 318,325 | 7,152,763 | |
Haverty Furniture Companies, Inc. (b) | 123,631 | 3,069,758 | |
Hibbett, Inc. | 85,414 | 3,688,177 | |
JOANN, Inc. (b) | 93,212 | 973,133 | |
Kirkland's, Inc. (a)(b) | 85,124 | 615,447 | |
Lazydays Holdings, Inc. (a)(b) | 51,165 | 994,136 | |
LL Flooring Holdings, Inc. (a)(b) | 221,660 | 3,061,125 | |
MarineMax, Inc. (a)(b) | 159,218 | 6,515,201 | |
Monro, Inc. | 254,546 | 11,640,389 | |
Murphy U.S.A., Inc. | 174,086 | 40,666,490 | |
National Vision Holdings, Inc. (a)(b) | 626,446 | 23,585,692 | |
OneWater Marine, Inc. Class A (b) | 83,544 | 2,731,053 | |
Party City Holdco, Inc. (a)(b) | 719,761 | 2,224,061 | |
Rent-A-Center, Inc. (b) | 512,188 | 12,353,975 | |
Sally Beauty Holdings, Inc. (a)(b) | 823,903 | 12,457,413 | |
Shift Technologies, Inc. Class A (a)(b) | 332,468 | 445,507 | |
Shoe Carnival, Inc. (b) | 134,231 | 4,052,434 | |
Signet Jewelers Ltd. | 397,983 | 27,938,407 | |
Sleep Number Corp. (a)(b) | 171,288 | 6,947,441 | |
Sonic Automotive, Inc. Class A (sub. vtg.) | 160,748 | 6,839,827 | |
Sportsman's Warehouse Holdings, Inc. (a)(b) | 336,521 | 3,233,967 | |
The Aaron's Co., Inc. (b) | 239,000 | 4,906,670 | |
The Buckle, Inc. (b) | 225,324 | 6,998,563 | |
The Cato Corp. Class A (sub. vtg.) (b) | 138,732 | 1,879,819 | |
The Children's Place, Inc. (a) | 108,137 | 5,009,987 | |
The Container Store Group, Inc. (a)(b) | 253,739 | 1,941,103 | |
The ODP Corp. (a) | 343,363 | 14,774,910 | |
Tilly's, Inc. (b) | 172,758 | 1,523,726 | |
Torrid Holdings, Inc. (b) | 153,458 | 899,264 | |
TravelCenters of America LLC (a)(b) | 93,275 | 3,545,383 | |
Urban Outfitters, Inc. (a)(b) | 527,401 | 12,552,144 | |
Winmark Corp. | 25,173 | 5,115,154 | |
Zumiez, Inc. (a)(b) | 149,903 | 5,490,947 | |
435,428,669 | |||
Textiles, Apparel & Luxury Goods - 0.6% | |||
Crocs, Inc. (a) | 440,928 | 29,290,847 | |
Fossil Group, Inc. (a)(b) | 313,553 | 3,097,904 | |
G-III Apparel Group Ltd. (a) | 332,391 | 8,801,714 | |
Kontoor Brands, Inc. | 391,901 | 15,570,227 | |
Movado Group, Inc. (b) | 115,871 | 4,167,880 | |
Oxford Industries, Inc. (b) | 119,487 | 10,706,035 | |
PLBY Group, Inc. (a)(b) | 242,323 | 2,142,135 | |
Rocky Brands, Inc. | 52,581 | 2,024,894 | |
Steven Madden Ltd. | 600,834 | 24,670,244 | |
Superior Group of Companies, Inc. (b) | 85,066 | 1,352,549 | |
Unifi, Inc. (a) | 103,887 | 1,524,022 | |
Vera Bradley, Inc. (a)(b) | 200,136 | 1,230,836 | |
Wolverine World Wide, Inc. (b) | 610,332 | 12,096,780 | |
116,676,067 | |||
TOTAL CONSUMER DISCRETIONARY | 1,935,427,983 | ||
CONSUMER STAPLES - 3.8% | |||
Beverages - 0.4% | |||
Celsius Holdings, Inc. (a) | 410,330 | 21,337,160 | |
Coca-Cola Bottling Co. Consolidated | 35,362 | 15,612,323 | |
Duckhorn Portfolio, Inc. (a)(b) | 260,270 | 5,054,443 | |
MGP Ingredients, Inc. (b) | 106,875 | 9,760,894 | |
National Beverage Corp. (b) | 175,553 | 7,738,376 | |
Primo Water Corp. | 1,198,587 | 17,547,314 | |
Zevia PBC (b) | 56,147 | 193,146 | |
77,243,656 | |||
Food & Staples Retailing - 1.3% | |||
Andersons, Inc. | 234,998 | 11,803,950 | |
BJ's Wholesale Club Holdings, Inc. (a) | 1,031,341 | 66,366,793 | |
Chefs' Warehouse Holdings (a) | 240,700 | 8,809,620 | |
HF Foods Group, Inc. (a)(b) | 270,382 | 1,579,031 | |
Ingles Markets, Inc. Class A | 104,318 | 9,714,092 | |
MedAvail Holdings, Inc. (a)(b) | 87,349 | 144,999 | |
Natural Grocers by Vitamin Cottage, Inc. | 69,056 | 1,408,052 | |
Performance Food Group Co. (a) | 1,145,263 | 56,404,203 | |
PriceSmart, Inc. | 183,158 | 14,551,903 | |
Rite Aid Corp. (a)(b) | 468,441 | 2,983,969 | |
SpartanNash Co. (b) | 264,046 | 9,051,497 | |
Sprouts Farmers Market LLC (a) | 852,673 | 25,409,655 | |
United Natural Foods, Inc. (a) | 435,335 | 18,688,932 | |
Village Super Market, Inc. Class A | 57,666 | 1,337,275 | |
Weis Markets, Inc. | 121,420 | 9,699,030 | |
237,953,001 | |||
Food Products - 1.1% | |||
AppHarvest, Inc. (a)(b) | 420,753 | 1,729,295 | |
B&G Foods, Inc. Class A (b) | 426,511 | 11,485,941 | |
Cal-Maine Foods, Inc. | 308,228 | 16,561,090 | |
Calavo Growers, Inc. (b) | 134,601 | 4,877,940 | |
Fresh Del Monte Produce, Inc. (b) | 251,772 | 6,558,661 | |
Hostess Brands, Inc. Class A (a) | 1,033,207 | 23,443,467 | |
J&J Snack Foods Corp. (b) | 109,211 | 16,348,887 | |
John B. Sanfilippo & Son, Inc. | 64,669 | 5,020,901 | |
Laird Superfood, Inc. (a)(b) | 47,004 | 141,482 | |
Lancaster Colony Corp. | 141,540 | 21,964,177 | |
Landec Corp. (a) | 189,806 | 1,888,570 | |
Limoneira Co. (b) | 110,855 | 1,323,609 | |
Mission Produce, Inc. (a)(b) | 270,457 | 3,440,213 | |
Sanderson Farms, Inc. | 152,079 | 28,799,200 | |
Seneca Foods Corp. Class A (a) | 44,006 | 2,387,326 | |
Sovos Brands, Inc. | 206,904 | 3,124,250 | |
Tattooed Chef, Inc. (a)(b) | 374,635 | 2,993,334 | |
The Simply Good Foods Co. (a)(b) | 643,075 | 26,784,074 | |
The Vita Coco Co., Inc. (b) | 96,084 | 1,043,472 | |
Tootsie Roll Industries, Inc. (b) | 115,677 | 4,052,165 | |
TreeHouse Foods, Inc. (a)(b) | 401,482 | 12,646,683 | |
Utz Brands, Inc. Class A (b) | 469,415 | 6,628,140 | |
Vital Farms, Inc. (a)(b) | 200,570 | 2,306,555 | |
Whole Earth Brands, Inc. Class A (a) | 270,799 | 1,871,221 | |
207,420,653 | |||
Household Products - 0.3% | |||
Central Garden & Pet Co. (a) | 329,969 | 14,449,343 | |
Central Garden & Pet Co. Class A (non-vtg.) (a) | 29,268 | 1,211,110 | |
Energizer Holdings, Inc. (b) | 516,738 | 15,651,994 | |
Oil-Dri Corp. of America | 39,678 | 989,966 | |
WD-40 Co. (b) | 104,510 | 19,227,750 | |
51,530,163 | |||
Personal Products - 0.6% | |||
BellRing Brands, Inc. (a) | 852,536 | 18,269,846 | |
Edgewell Personal Care Co. (b) | 416,894 | 15,900,337 | |
elf Beauty, Inc. (a)(b) | 371,875 | 9,047,719 | |
Inter Parfums, Inc. | 133,711 | 10,928,200 | |
MediFast, Inc. | 82,083 | 14,640,324 | |
Nature's Sunshine Products, Inc. | 91,213 | 1,510,487 | |
Newage, Inc. (a)(b) | 906,322 | 358,904 | |
Nu Skin Enterprises, Inc. Class A | 381,551 | 16,269,335 | |
Revlon, Inc. (a)(b) | 53,956 | 330,211 | |
The Beauty Health Co. (a)(b) | 661,945 | 8,671,480 | |
The Honest Co., Inc. (b) | 575,527 | 2,279,087 | |
Thorne HealthTech, Inc. (b) | 58,363 | 391,032 | |
USANA Health Sciences, Inc. (a) | 88,230 | 6,763,712 | |
Veru, Inc. (a)(b) | 526,802 | 6,174,119 | |
111,534,793 | |||
Tobacco - 0.1% | |||
22nd Century Group, Inc. (a)(b) | 1,162,022 | 2,219,462 | |
Turning Point Brands, Inc. | 118,492 | 3,719,464 | |
Universal Corp. (b) | 183,010 | 10,587,129 | |
Vector Group Ltd. | 1,076,782 | 13,696,667 | |
30,222,722 | |||
TOTAL CONSUMER STAPLES | 715,904,988 | ||
ENERGY - 7.1% | |||
Energy Equipment & Services - 1.3% | |||
Archrock, Inc. | 1,000,602 | 8,715,243 | |
Bristow Group, Inc. (a) | 178,249 | 5,315,385 | |
Cactus, Inc. (b) | 413,197 | 20,630,926 | |
Championx Corp. | 1,522,328 | 32,121,121 | |
DMC Global, Inc. (a)(b) | 149,324 | 2,984,987 | |
Dril-Quip, Inc. (a)(b) | 270,496 | 7,811,924 | |
Expro Group Holdings NV (a)(b) | 330,116 | 5,044,172 | |
Helix Energy Solutions Group, Inc. (a)(b) | 1,110,399 | 4,563,740 | |
Helmerich & Payne, Inc. | 774,438 | 35,647,381 | |
Liberty Oilfield Services, Inc. Class A (a)(b) | 697,993 | 11,265,607 | |
Nabors Industries Ltd. (a) | 57,641 | 8,912,451 | |
Newpark Resources, Inc. (a) | 688,000 | 2,401,120 | |
Nextier Oilfield Solutions, Inc. (a) | 1,291,448 | 14,244,671 | |
Oceaneering International, Inc. (a) | 703,722 | 7,973,170 | |
Oil States International, Inc. (a)(b) | 488,289 | 3,300,834 | |
Patterson-UTI Energy, Inc. | 1,404,855 | 23,095,816 | |
ProPetro Holding Corp. (a) | 641,984 | 9,077,654 | |
RPC, Inc. (a)(b) | 496,925 | 5,138,205 | |
Select Energy Services, Inc. Class A (a) | 450,208 | 3,493,614 | |
Solaris Oilfield Infrastructure, Inc. Class A | 245,765 | 2,764,856 | |
TETRA Technologies, Inc. (a)(b) | 943,314 | 3,471,396 | |
Tidewater, Inc. (a)(b) | 311,851 | 6,224,546 | |
U.S. Silica Holdings, Inc. (a) | 559,663 | 10,398,539 | |
234,597,358 | |||
Oil, Gas & Consumable Fuels - 5.8% | |||
Aemetis, Inc. (a)(b) | 226,384 | 2,066,886 | |
Alto Ingredients, Inc. (a)(b) | 553,404 | 3,193,141 | |
Antero Resources Corp. (a)(b) | 2,151,582 | 75,735,686 | |
Arch Resources, Inc. (b) | 112,572 | 18,729,729 | |
Berry Corp. | 493,060 | 5,408,868 | |
Brigham Minerals, Inc. Class A | 329,304 | 8,160,153 | |
California Resources Corp. | 605,782 | 24,358,494 | |
Callon Petroleum Co. (a)(b) | 363,027 | 18,612,394 | |
Centennial Resource Development, Inc. Class A (a)(b) | 1,385,486 | 10,723,662 | |
Centrus Energy Corp. Class A (a)(b) | 67,624 | 1,877,242 | |
Chesapeake Energy Corp. (b) | 786,061 | 64,472,723 | |
Civitas Resources, Inc. | 327,265 | 19,184,274 | |
Clean Energy Fuels Corp. (a)(b) | 1,218,654 | 7,141,312 | |
CNX Resources Corp. (a)(b) | 1,515,760 | 31,148,868 | |
Comstock Resources, Inc. (a)(b) | 691,726 | 11,780,094 | |
CONSOL Energy, Inc. (a)(b) | 255,390 | 12,143,795 | |
Crescent Energy, Inc. Class A (b) | 209,867 | 3,297,011 | |
CVR Energy, Inc. (b) | 224,462 | 5,627,262 | |
Delek U.S. Holdings, Inc. (a) | 500,159 | 12,103,848 | |
Denbury, Inc. (a)(b) | 378,301 | 24,203,698 | |
DHT Holdings, Inc. (b) | 1,064,269 | 5,981,192 | |
Dorian LPG Ltd. (b) | 230,829 | 3,397,803 | |
Earthstone Energy, Inc. (a)(b) | 235,438 | 3,176,059 | |
Energy Fuels, Inc. (a)(b) | 1,181,945 | 8,876,407 | |
Equitrans Midstream Corp. | 3,146,407 | 24,730,759 | |
Falcon Minerals Corp. (b) | 309,126 | 2,102,057 | |
Frontline Ltd. (NY Shares) (a)(b) | 927,080 | 7,722,576 | |
Gevo, Inc. (a)(b) | 1,596,374 | 5,922,548 | |
Golar LNG Ltd. (a) | 760,413 | 16,972,418 | |
Green Plains, Inc. (a)(b) | 362,476 | 10,174,701 | |
HighPeak Energy, Inc. | 37,358 | 1,020,247 | |
International Seaways, Inc. (b) | 363,275 | 7,676,001 | |
Kinetik Holdings, Inc. | 24,781 | 1,763,168 | |
Kosmos Energy Ltd. (a) | 3,376,285 | 22,823,687 | |
Laredo Petroleum, Inc. (a)(b) | 94,385 | 6,721,156 | |
Magnolia Oil & Gas Corp. Class A | 1,079,100 | 25,078,284 | |
Matador Resources Co. (b) | 831,314 | 40,584,749 | |
Murphy Oil Corp. | 1,099,147 | 41,855,518 | |
National Energy Services Reunited Corp. (a) | 290,472 | 1,943,258 | |
Nordic American Tanker Shipping Ltd. (b) | 1,100,433 | 2,817,108 | |
Northern Oil & Gas, Inc. | 457,933 | 11,439,166 | |
Oasis Petroleum, Inc. | 147,807 | 19,608,077 | |
Ovintiv, Inc. | 1,967,446 | 100,713,540 | |
Par Pacific Holdings, Inc. (a) | 351,886 | 5,162,168 | |
PBF Energy, Inc. Class A (a) | 726,831 | 21,121,709 | |
PDC Energy, Inc. | 732,080 | 51,055,259 | |
Peabody Energy Corp. (a)(b) | 670,033 | 15,169,547 | |
Range Resources Corp. (a) | 1,796,032 | 53,773,198 | |
Ranger Oil Corp. (a)(b) | 158,473 | 5,047,365 | |
Renewable Energy Group, Inc. (a) | 338,010 | 20,638,891 | |
Rex American Resources Corp. (a) | 39,205 | 3,317,919 | |
Riley Exploration Permian, Inc. | 83,253 | 1,933,967 | |
Scorpio Tankers, Inc. (b) | 393,604 | 9,733,827 | |
SFL Corp. Ltd. | 921,414 | 9,140,427 | |
SM Energy Co. | 901,957 | 32,046,532 | |
Southwestern Energy Co. (a) | 7,655,296 | 57,414,720 | |
Talos Energy, Inc. (a) | 293,460 | 5,332,168 | |
Teekay Corp. (a) | 525,387 | 1,702,254 | |
Teekay Tankers Ltd. (a)(b) | 194,389 | 3,112,168 | |
Tellurian, Inc. (a)(b) | 2,800,239 | 13,945,190 | |
Ur-Energy, Inc. (a)(b) | 1,454,750 | 2,007,555 | |
Uranium Energy Corp. (a)(b) | 2,028,034 | 8,619,145 | |
W&T Offshore, Inc. (a)(b) | 726,274 | 3,457,064 | |
Whiting Petroleum Corp. | 294,136 | 21,486,635 | |
Whiting Petroleum Corp.: | |||
warrants 9/1/24 (a) | 29,463 | 449,311 | |
warrants 9/1/25 (a) | 14,729 | 189,857 | |
World Fuel Services Corp. | 467,214 | 11,315,923 | |
1,090,242,418 | |||
TOTAL ENERGY | 1,324,839,776 | ||
FINANCIALS - 15.7% | |||
Banks - 8.7% | |||
1st Source Corp. | 122,818 | 5,314,335 | |
Allegiance Bancshares, Inc. | 142,752 | 5,832,847 | |
Amalgamated Financial Corp. (b) | 101,074 | 1,777,892 | |
Amerant Bancorp, Inc. Class A | 193,989 | 5,158,168 | |
American National Bankshares, Inc. | 76,949 | 2,673,208 | |
Ameris Bancorp | 504,301 | 21,029,352 | |
Arrow Financial Corp. | 101,049 | 3,162,834 | |
Associated Banc-Corp. (b) | 1,124,736 | 22,438,483 | |
Atlantic Union Bankshares Corp. | 565,541 | 19,103,975 | |
Banc of California, Inc. (b) | 409,817 | 7,393,099 | |
BancFirst Corp. | 127,388 | 10,413,969 | |
Bancorp, Inc., Delaware (a)(b) | 395,405 | 8,971,739 | |
Bank First National Corp. (b) | 48,796 | 3,449,877 | |
Bank of Marin Bancorp | 112,531 | 3,517,719 | |
BankUnited, Inc. | 650,893 | 24,434,523 | |
Banner Corp. | 254,938 | 13,690,171 | |
Bar Harbor Bankshares (b) | 108,532 | 2,833,771 | |
Berkshire Hills Bancorp, Inc. | 360,081 | 8,908,404 | |
Blue Ridge Bankshares, Inc. (b) | 140,154 | 2,042,044 | |
Brookline Bancorp, Inc., Delaware | 566,326 | 8,189,074 | |
Business First Bancshares, Inc. (b) | 147,844 | 3,276,223 | |
Byline Bancorp, Inc. | 185,574 | 4,353,566 | |
Cadence Bank (b) | 1,388,163 | 34,759,602 | |
Cambridge Bancorp | 51,508 | 4,208,719 | |
Camden National Corp. | 107,397 | 4,806,016 | |
Capital Bancorp, Inc. | 61,968 | 1,394,900 | |
Capital City Bank Group, Inc. | 98,484 | 2,522,175 | |
Capstar Financial Holdings, Inc. | 157,319 | 3,169,978 | |
Carter Bankshares, Inc. (a)(b) | 191,367 | 3,130,764 | |
Cathay General Bancorp | 544,853 | 21,843,157 | |
CBTX, Inc. (b) | 137,168 | 3,912,031 | |
Central Pacific Financial Corp. (b) | 198,876 | 4,808,822 | |
Citizens & Northern Corp. | 114,430 | 2,678,806 | |
City Holding Co. | 109,656 | 8,485,181 | |
Civista Bancshares, Inc. | 110,162 | 2,293,573 | |
CNB Financial Corp., Pennsylvania | 119,716 | 2,974,943 | |
Coastal Financial Corp. of Washington (a) | 76,622 | 3,144,567 | |
Columbia Banking Systems, Inc. | 609,897 | 17,125,908 | |
Community Bank System, Inc. (b) | 399,508 | 25,728,315 | |
Community Trust Bancorp, Inc. | 113,080 | 4,501,715 | |
ConnectOne Bancorp, Inc. | 276,103 | 7,692,230 | |
CrossFirst Bankshares, Inc. (a)(b) | 348,358 | 4,462,466 | |
Customers Bancorp, Inc. (a) | 229,257 | 9,644,842 | |
CVB Financial Corp. (b) | 1,024,549 | 23,585,118 | |
Dime Community Bancshares, Inc. (b) | 256,941 | 8,078,225 | |
Eagle Bancorp, Inc. | 233,842 | 11,773,945 | |
Eastern Bankshares, Inc. | 1,282,725 | 24,577,011 | |
Enterprise Bancorp, Inc. | 68,375 | 2,321,331 | |
Enterprise Financial Services Corp. | 261,091 | 11,532,389 | |
Equity Bancshares, Inc. (b) | 98,697 | 3,013,219 | |
Farmers National Banc Corp. | 227,243 | 3,481,363 | |
FB Financial Corp. | 252,707 | 9,736,801 | |
Fidelity D & D Bancorp, Inc. (b) | 30,815 | 1,145,394 | |
Financial Institutions, Inc. | 113,733 | 3,166,327 | |
First Bancorp, North Carolina | 257,071 | 9,629,880 | |
First Bancorp, Puerto Rico (b) | 1,513,530 | 20,599,143 | |
First Bancshares, Inc. | 154,260 | 4,965,629 | |
First Bank Hamilton New Jersey | 111,774 | 1,593,897 | |
First Busey Corp. | 374,986 | 8,425,935 | |
First Citizens Bancshares, Inc. | 1,050 | 671,349 | |
First Commonwealth Financial Corp. | 700,967 | 9,449,035 | |
First Community Bankshares, Inc. | 122,519 | 3,262,681 | |
First Financial Bancorp, Ohio | 692,132 | 14,154,099 | |
First Financial Bankshares, Inc. (b) | 983,208 | 39,308,656 | |
First Financial Corp., Indiana | 81,174 | 3,459,636 | |
First Foundation, Inc. | 379,977 | 8,443,089 | |
First Internet Bancorp | 68,761 | 2,646,611 | |
First Interstate Bancsystem, Inc. | 671,442 | 21,835,294 | |
First Merchants Corp. | 430,232 | 16,860,792 | |
First Mid-Illinois Bancshares, Inc. (b) | 125,496 | 4,522,876 | |
First of Long Island Corp. | 159,326 | 2,673,490 | |
Five Star Bancorp | 92,910 | 2,318,105 | |
Flushing Financial Corp. | 211,438 | 4,545,917 | |
Fulton Financial Corp. | 1,186,496 | 17,999,144 | |
German American Bancorp, Inc. | 186,158 | 6,534,146 | |
Glacier Bancorp, Inc. | 836,117 | 38,260,714 | |
Great Southern Bancorp, Inc. | 72,904 | 4,136,573 | |
Guaranty Bancshares, Inc. Texas | 59,554 | 2,048,658 | |
Hancock Whitney Corp. | 649,235 | 30,364,721 | |
Hanmi Financial Corp. | 224,285 | 5,192,198 | |
HarborOne Bancorp, Inc. | 351,955 | 4,712,677 | |
HBT Financial, Inc. | 74,496 | 1,279,841 | |
Heartland Financial U.S.A., Inc. | 301,165 | 13,181,992 | |
Heritage Commerce Corp. | 442,233 | 4,966,277 | |
Heritage Financial Corp., Washington | 261,040 | 6,322,389 | |
Hilltop Holdings, Inc. | 458,490 | 11,686,910 | |
Home Bancshares, Inc. | 1,145,357 | 24,762,618 | |
HomeStreet, Inc. | 144,985 | 5,884,941 | |
HomeTrust Bancshares, Inc. | 110,463 | 2,985,815 | |
Hope Bancorp, Inc. | 859,913 | 12,296,756 | |
Horizon Bancorp, Inc. Indiana | 319,434 | 5,583,706 | |
Independent Bank Corp. | 147,781 | 2,917,197 | |
Independent Bank Corp. (b) | 345,194 | 26,635,169 | |
Independent Bank Group, Inc. | 279,574 | 18,955,117 | |
International Bancshares Corp. | 403,771 | 16,066,048 | |
Lakeland Bancorp, Inc. | 458,504 | 6,891,315 | |
Lakeland Financial Corp. (b) | 181,387 | 13,208,601 | |
Live Oak Bancshares, Inc. (b) | 243,606 | 10,311,842 | |
Macatawa Bank Corp. | 179,942 | 1,574,493 | |
Mercantile Bank Corp. | 112,387 | 3,528,952 | |
Meta Financial Group, Inc. | 221,605 | 9,673,058 | |
Metrocity Bankshares, Inc. | 141,572 | 2,885,237 | |
Metropolitan Bank Holding Corp. (a) | 76,294 | 6,793,981 | |
Mid Penn Bancorp, Inc. | 105,024 | 2,712,770 | |
Midland States Bancorp, Inc. | 156,713 | 4,130,955 | |
MidWestOne Financial Group, Inc. (b) | 105,874 | 3,163,515 | |
MVB Financial Corp. (b) | 76,040 | 3,046,162 | |
National Bank Holdings Corp. | 213,830 | 7,806,933 | |
NBT Bancorp, Inc. | 311,550 | 10,966,560 | |
Nicolet Bankshares, Inc. (a)(b) | 90,347 | 7,352,439 | |
Northrim Bancorp, Inc. | 42,998 | 1,722,930 | |
Northwest Bancshares, Inc. | 923,119 | 11,705,149 | |
OceanFirst Financial Corp. | 433,950 | 8,127,884 | |
OFG Bancorp | 367,263 | 9,761,851 | |
Old National Bancorp, Indiana (b) | 2,265,709 | 34,348,148 | |
Old Second Bancorp, Inc. | 202,445 | 2,787,668 | |
Origin Bancorp, Inc. | 168,358 | 6,343,729 | |
Orrstown Financial Services, Inc. | 81,464 | 1,920,921 | |
Pacific Premier Bancorp, Inc. | 711,538 | 22,313,832 | |
Park National Corp. | 107,649 | 12,686,435 | |
Peapack-Gladstone Financial Corp. | 131,556 | 4,076,920 | |
Peoples Bancorp, Inc. | 188,530 | 5,169,493 | |
Peoples Financial Services Corp. (b) | 51,548 | 2,558,843 | |
Preferred Bank, Los Angeles (b) | 100,823 | 6,767,240 | |
Premier Financial Corp. | 271,547 | 7,206,857 | |
Primis Financial Corp. | 175,224 | 2,391,808 | |
QCR Holdings, Inc. | 124,387 | 6,752,970 | |
RBB Bancorp | 106,843 | 2,285,372 | |
Red River Bancshares, Inc. (b) | 32,465 | 1,761,226 | |
Renasant Corp. | 413,615 | 12,321,591 | |
Republic Bancorp, Inc., Kentucky Class A | 67,165 | 2,799,437 | |
Republic First Bancorp, Inc. (a)(b) | 346,012 | 1,449,790 | |
S&T Bancorp, Inc. | 285,402 | 8,065,461 | |
Sandy Spring Bancorp, Inc. | 333,264 | 13,087,277 | |
Seacoast Banking Corp., Florida (b) | 418,057 | 13,586,853 | |
ServisFirst Bancshares, Inc. (b) | 374,096 | 30,047,391 | |
Sierra Bancorp | 103,516 | 2,251,473 | |
Silvergate Capital Corp. (a) | 213,188 | 24,934,468 | |
Simmons First National Corp. Class A | 933,592 | 22,284,841 | |
SmartFinancial, Inc. | 103,484 | 2,537,428 | |
South Plains Financial, Inc. | 76,741 | 1,853,295 | |
Southern First Bancshares, Inc. (a)(b) | 56,074 | 2,562,582 | |
Southside Bancshares, Inc. (b) | 230,404 | 9,029,533 | |
Southstate Corp. (b) | 585,446 | 45,336,938 | |
Stock Yards Bancorp, Inc. (b) | 180,924 | 9,458,707 | |
Summit Financial Group, Inc. | 84,849 | 2,312,135 | |
Texas Capital Bancshares, Inc. (a) | 389,550 | 20,007,288 | |
The Bank of NT Butterfield & Son Ltd. | 375,828 | 12,037,771 | |
The First Bancorp, Inc. (b) | 77,653 | 2,185,932 | |
Third Coast Bancshares, Inc. (b) | 30,473 | 690,823 | |
Tompkins Financial Corp. | 104,976 | 7,663,248 | |
TowneBank | 503,613 | 13,884,610 | |
Trico Bancshares | 207,204 | 7,780,510 | |
TriState Capital Holdings, Inc. (a) | 219,187 | 6,621,639 | |
Triumph Bancorp, Inc. (a) | 182,881 | 12,699,257 | |
Trustmark Corp. | 455,221 | 12,691,561 | |
UMB Financial Corp. | 331,606 | 29,904,229 | |
United Bankshares, Inc., West Virginia (b) | 1,013,491 | 33,708,711 | |
United Community Bank, Inc. | 791,934 | 23,868,891 | |
Univest Corp. of Pennsylvania | 215,072 | 5,419,814 | |
Valley National Bancorp | 3,051,142 | 36,552,681 | |
Veritex Holdings, Inc. | 361,744 | 11,883,290 | |
Washington Trust Bancorp, Inc. | 125,855 | 5,907,634 | |
WesBanco, Inc. (b) | 450,601 | 14,527,376 | |
West Bancorp., Inc. | 121,848 | 3,046,200 | |
Westamerica Bancorp. | 193,582 | 11,405,851 | |
1,626,947,432 | |||
Capital Markets - 1.4% | |||
Artisan Partners Asset Management, Inc. | 451,454 | 14,509,732 | |
Assetmark Financial Holdings, Inc. (a) | 136,206 | 2,619,241 | |
Associated Capital Group, Inc. (b) | 10,985 | 435,006 | |
B. Riley Financial, Inc. (b) | 152,549 | 6,889,113 | |
BGC Partners, Inc. Class A | 2,367,006 | 8,592,232 | |
Blucora, Inc. (a)(b) | 357,578 | 7,240,955 | |
BrightSphere Investment Group, Inc. | 237,750 | 4,764,510 | |
Cohen & Steers, Inc. (b) | 186,434 | 14,484,057 | |
Cowen Group, Inc. Class A (b) | 201,935 | 4,614,215 | |
Diamond Hill Investment Group, Inc. | 22,356 | 3,764,080 | |
Donnelley Financial Solutions, Inc. (a) | 220,712 | 6,460,240 | |
Federated Hermes, Inc. | 697,352 | 19,860,585 | |
Focus Financial Partners, Inc. Class A (a) | 490,652 | 19,356,221 | |
GAMCO Investors, Inc. Class A (b) | 32,737 | 653,758 | |
GCM Grosvenor, Inc. Class A (b) | 344,281 | 2,840,318 | |
Greenhill & Co., Inc. (b) | 104,387 | 1,264,127 | |
Hamilton Lane, Inc. Class A (b) | 264,793 | 18,159,504 | |
Houlihan Lokey | 385,004 | 32,066,983 | |
Moelis & Co. Class A | 461,358 | 20,419,705 | |
Open Lending Corp. (a)(b) | 804,552 | 10,974,089 | |
Oppenheimer Holdings, Inc. Class A (non-vtg.) | 67,587 | 2,177,653 | |
Piper Jaffray Companies (b) | 131,588 | 15,129,988 | |
PJT Partners, Inc. | 179,007 | 11,812,672 | |
Pzena Investment Management, Inc. | 131,026 | 824,154 | |
Sculptor Capital Management, Inc. Class A | 179,092 | 1,873,302 | |
StepStone Group, Inc. Class A | 345,449 | 8,850,403 | |
StoneX Group, Inc. (a) | 126,856 | 8,598,300 | |
Value Line, Inc. | 6,988 | 457,504 | |
Virtus Investment Partners, Inc. | 55,012 | 9,745,926 | |
WisdomTree Investments, Inc. | 1,013,597 | 5,909,271 | |
265,347,844 | |||
Consumer Finance - 0.8% | |||
Atlanticus Holdings Corp. (a)(b) | 35,026 | 1,507,519 | |
CURO Group Holdings Corp. | 154,018 | 1,808,171 | |
Encore Capital Group, Inc. (a)(b) | 182,870 | 10,571,715 | |
Enova International, Inc. (a) | 279,034 | 10,435,872 | |
EZCORP, Inc. (non-vtg.) Class A (a)(b) | 378,186 | 2,647,302 | |
FirstCash Holdings, Inc. | 301,639 | 24,064,759 | |
Green Dot Corp. Class A (a)(b) | 378,659 | 10,026,890 | |
LendingClub Corp. (a) | 788,863 | 12,030,161 | |
LendingTree, Inc. (a) | 89,657 | 7,120,559 | |
Navient Corp. | 1,129,753 | 17,951,775 | |
Nelnet, Inc. Class A (b) | 124,992 | 10,258,093 | |
Oportun Financial Corp. (a) | 152,524 | 1,767,753 | |
PRA Group, Inc. (a) | 320,211 | 13,458,468 | |
PROG Holdings, Inc. (a)(b) | 440,362 | 11,656,382 | |
Regional Management Corp. | 56,959 | 2,452,085 | |
World Acceptance Corp. (a)(b) | 32,525 | 6,137,793 | |
143,895,297 | |||
Diversified Financial Services - 0.1% | |||
A-Mark Precious Metals, Inc. | 67,665 | 5,332,002 | |
Alerus Financial Corp. (b) | 111,357 | 2,845,171 | |
Banco Latinoamericano de Comercio Exterior SA Series E | 219,382 | 3,178,845 | |
Cannae Holdings, Inc. (a) | 661,482 | 14,817,197 | |
26,173,215 | |||
Insurance - 1.9% | |||
AMBAC Financial Group, Inc. (a) | 291,022 | 2,249,600 | |
American Equity Investment Life Holding Co. | 621,794 | 23,454,070 | |
American National Group, Inc. | 55,747 | 10,514,442 | |
Amerisafe, Inc. | 145,878 | 6,761,445 | |
Argo Group International Holdings, Ltd. | 224,469 | 9,607,273 | |
Bright Health Group, Inc. (b) | 1,691,330 | 3,044,394 | |
BRP Group, Inc. (a) | 376,707 | 8,709,466 | |
Citizens, Inc. Class A (a)(b) | 352,464 | 1,053,867 | |
CNO Financial Group, Inc. (b) | 922,495 | 22,269,029 | |
Crawford & Co. Class A | 116,863 | 911,531 | |
Donegal Group, Inc. Class A | 107,846 | 1,459,156 | |
eHealth, Inc. (a)(b) | 159,027 | 1,280,167 | |
Employers Holdings, Inc. | 205,718 | 8,092,946 | |
Enstar Group Ltd. (a) | 92,649 | 21,842,002 | |
Genworth Financial, Inc. Class A (a) | 3,793,924 | 14,075,458 | |
Goosehead Insurance (b) | 142,287 | 8,180,080 | |
Greenlight Capital Re, Ltd. (a)(b) | 182,742 | 1,257,265 | |
HCI Group, Inc. | 46,512 | 2,980,954 | |
Heritage Insurance Holdings, Inc. | 195,435 | 832,553 | |
Horace Mann Educators Corp. (b) | 314,151 | 12,518,917 | |
Investors Title Co. | 10,032 | 1,882,505 | |
James River Group Holdings Ltd. (b) | 257,434 | 6,103,760 | |
Kinsale Capital Group, Inc. | 162,545 | 36,034,601 | |
Maiden Holdings Ltd. (a)(b) | 496,139 | 1,101,429 | |
MBIA, Inc. (a)(b) | 373,707 | 4,499,432 | |
MetroMile, Inc. (a)(b) | 934,078 | 916,704 | |
National Western Life Group, Inc. | 18,857 | 3,748,017 | |
NI Holdings, Inc. (a) | 66,359 | 1,051,790 | |
Palomar Holdings, Inc. (a)(b) | 190,660 | 10,381,437 | |
ProAssurance Corp. (b) | 401,182 | 9,857,042 | |
RLI Corp. | 301,862 | 34,647,720 | |
Safety Insurance Group, Inc. | 106,250 | 9,141,750 | |
Selective Insurance Group, Inc. | 446,635 | 36,784,859 | |
Selectquote, Inc. (a)(b) | 945,124 | 1,946,955 | |
Siriuspoint Ltd. (a)(b) | 679,845 | 4,269,427 | |
Stewart Information Services Corp. | 202,581 | 10,453,180 | |
Tiptree, Inc. | 177,702 | 2,066,674 | |
Trean Insurance Group, Inc. (a)(b) | 154,743 | 776,810 | |
Trupanion, Inc. (a)(b) | 291,137 | 18,522,136 | |
United Fire Group, Inc. (b) | 159,925 | 4,684,203 | |
United Insurance Holdings Corp. (b) | 136,487 | 312,555 | |
Universal Insurance Holdings, Inc. | 216,805 | 2,723,071 | |
363,000,672 | |||
Mortgage Real Estate Investment Trusts - 1.3% | |||
Angel Oak Mortgage, Inc. | 76,657 | 1,238,777 | |
Apollo Commercial Real Estate Finance, Inc. | 1,089,109 | 13,112,872 | |
Arbor Realty Trust, Inc. | 1,093,791 | 18,703,826 | |
Ares Commercial Real Estate Corp. | 336,359 | 5,068,930 | |
Armour Residential REIT, Inc. (b) | 580,940 | 4,264,100 | |
Blackstone Mortgage Trust, Inc. | 1,207,586 | 36,275,883 | |
BrightSpire Capital, Inc. | 658,775 | 5,599,588 | |
Broadmark Realty Capital, Inc. | 1,037,595 | 8,103,617 | |
Chimera Investment Corp. | 1,774,157 | 17,777,053 | |
Dynex Capital, Inc. | 293,587 | 4,764,917 | |
Ellington Financial LLC | 421,235 | 6,819,795 | |
Franklin BSP Realty Trust, Inc. | 247,405 | 3,280,590 | |
Granite Point Mortgage Trust, Inc. | 417,883 | 4,066,002 | |
Great Ajax Corp. | 161,972 | 1,507,959 | |
Hannon Armstrong Sustainable Infrastructure Capital, Inc. | 586,285 | 23,445,537 | |
Invesco Mortgage Capital, Inc. | 2,129,323 | 3,705,022 | |
KKR Real Estate Finance Trust, Inc. (b) | 270,626 | 5,141,894 | |
Ladder Capital Corp. Class A | 855,916 | 9,748,883 | |
MFA Financial, Inc. | 833,473 | 11,876,990 | |
New York Mortgage Trust, Inc. | 2,728,909 | 8,787,087 | |
Orchid Island Capital, Inc. | 914,889 | 2,543,391 | |
PennyMac Mortgage Investment Trust | 779,145 | 11,952,084 | |
Ready Capital Corp. | 529,328 | 7,712,309 | |
Redwood Trust, Inc. | 830,995 | 8,060,652 | |
TPG RE Finance Trust, Inc. | 439,268 | 4,634,277 | |
Two Harbors Investment Corp. | 2,681,204 | 12,896,591 | |
241,088,626 | |||
Thrifts & Mortgage Finance - 1.5% | |||
Axos Financial, Inc. (a)(b) | 430,902 | 16,322,568 | |
Blue Foundry Bancorp (b) | 204,595 | 2,581,989 | |
Bridgewater Bancshares, Inc. (a) | 158,768 | 2,543,463 | |
Capitol Federal Financial, Inc. | 958,945 | 9,234,640 | |
Columbia Financial, Inc. (a)(b) | 296,367 | 5,616,155 | |
Enact Holdings, Inc. (b) | 112,250 | 2,646,855 | |
Essent Group Ltd. | 823,148 | 33,362,188 | |
Federal Agricultural Mortgage Corp. Class C (non-vtg.) | 66,469 | 6,808,420 | |
Finance of America Companies, Inc. (a)(b) | 133,090 | 300,783 | |
Flagstar Bancorp, Inc. | 389,593 | 13,752,633 | |
FS Bancorp, Inc. | 53,926 | 1,584,885 | |
Hingham Institution for Savings | 11,100 | 3,586,077 | |
Home Bancorp, Inc. | 54,328 | 2,082,392 | |
Home Point Capital, Inc. (b) | 61,463 | 167,179 | |
Kearny Financial Corp. (b) | 495,034 | 5,871,103 | |
Luther Burbank Corp. | 111,323 | 1,477,256 | |
Merchants Bancorp | 114,338 | 2,689,230 | |
Mr. Cooper Group, Inc. (a) | 463,062 | 20,823,898 | |
NMI Holdings, Inc. (a) | 647,573 | 11,902,392 | |
Northfield Bancorp, Inc. | 326,446 | 4,273,178 | |
Ocwen Financial Corp. (a)(b) | 62,672 | 1,303,578 | |
PCSB Financial Corp. | 91,446 | 1,675,291 | |
PennyMac Financial Services, Inc. (b) | 224,968 | 10,924,446 | |
Pioneer Bancorp, Inc. (a)(b) | 80,367 | 835,817 | |
Provident Bancorp, Inc. | 114,401 | 1,821,264 | |
Provident Financial Services, Inc. | 560,574 | 12,405,503 | |
Radian Group, Inc. | 1,361,794 | 29,128,774 | |
Southern Missouri Bancorp, Inc. | 56,683 | 2,392,023 | |
Trustco Bank Corp., New York | 137,880 | 4,294,962 | |
Velocity Financial, Inc. (a)(b) | 61,015 | 652,861 | |
Walker & Dunlop, Inc. (b) | 219,627 | 26,302,530 | |
Washington Federal, Inc. | 487,616 | 14,838,155 | |
Waterstone Financial, Inc. (b) | 151,856 | 2,438,807 | |
WSFS Financial Corp. | 490,036 | 19,635,743 | |
276,277,038 | |||
TOTAL FINANCIALS | 2,942,730,124 | ||
HEALTH CARE - 15.2% | |||
Biotechnology - 6.1% | |||
2seventy bio, Inc. (a) | 186,408 | 2,509,052 | |
4D Molecular Therapeutics, Inc. (a)(b) | 220,822 | 2,629,990 | |
89Bio, Inc. (a)(b) | 70,942 | 153,944 | |
ACADIA Pharmaceuticals, Inc. (a)(b) | 921,764 | 16,997,328 | |
Acumen Pharmaceuticals, Inc. (b) | 227,364 | 877,625 | |
Adagio Therapeutics, Inc. (b) | 378,562 | 1,082,687 | |
Adicet Bio, Inc. (a)(b) | 202,845 | 2,989,935 | |
Adverum Biotechnologies, Inc. (a)(b) | 608,626 | 651,230 | |
Aeglea BioTherapeutics, Inc. (a)(b) | 290,838 | 418,807 | |
Aerovate Therapeutics, Inc. (b) | 99,265 | 1,265,629 | |
Affimed NV (a) | 933,879 | 3,511,385 | |
Agenus, Inc. (a)(b) | 1,508,931 | 2,791,522 | |
Agios Pharmaceuticals, Inc. (a)(b) | 386,580 | 8,493,163 | |
Akebia Therapeutics, Inc. (a)(b) | 1,554,218 | 645,311 | |
Akero Therapeutics, Inc. (a)(b) | 204,439 | 2,144,565 | |
Akouos, Inc. (a)(b) | 172,150 | 482,020 | |
Alaunos Therapeutics, Inc. (a)(b) | 1,404,515 | 746,359 | |
Albireo Pharma, Inc. (a)(b) | 134,920 | 4,293,154 | |
Aldeyra Therapeutics, Inc. (a)(b) | 405,131 | 1,243,752 | |
Alector, Inc. (a)(b) | 457,078 | 4,387,949 | |
Aligos Therapeutics, Inc. (a)(b) | 156,158 | 184,266 | |
Alkermes PLC (a) | 1,218,285 | 35,147,522 | |
Allakos, Inc. (a) | 323,611 | 1,220,013 | |
Allogene Therapeutics, Inc. (a)(b) | 454,988 | 3,799,150 | |
Allovir, Inc. (a)(b) | 207,124 | 942,414 | |
Alpine Immune Sciences, Inc. (a)(b) | 93,763 | 862,620 | |
Altimmune, Inc. (a)(b) | 258,933 | 1,170,377 | |
ALX Oncology Holdings, Inc. (a)(b) | 120,405 | 1,538,776 | |
Amicus Therapeutics, Inc. (a) | 1,872,830 | 13,259,636 | |
AnaptysBio, Inc. (a)(b) | 138,637 | 3,244,106 | |
Anavex Life Sciences Corp. (a)(b) | 528,836 | 4,542,701 | |
Anika Therapeutics, Inc. (a) | 109,754 | 2,363,004 | |
Annexon, Inc. (a)(b) | 245,895 | 627,032 | |
Apellis Pharmaceuticals, Inc. (a)(b) | 597,267 | 25,999,033 | |
Applied Molecular Transport, Inc. (a)(b) | 177,742 | 762,513 | |
Applied Therapeutics, Inc. (a)(b) | 108,066 | 212,890 | |
AquaBounty Technologies, Inc. (a)(b) | 604,573 | 810,128 | |
Arbutus Biopharma Corp. (a)(b) | 766,110 | 1,785,036 | |
Arcellx, Inc. (b) | 72,708 | 794,698 | |
Arcturus Therapeutics Holdings, Inc. (a)(b) | 141,728 | 2,746,689 | |
Arcus Biosciences, Inc. (a)(b) | 346,547 | 8,389,903 | |
Arcutis Biotherapeutics, Inc. (a)(b) | 219,667 | 4,435,077 | |
Ardelyx, Inc. (a)(b) | 847,552 | 697,451 | |
Arrowhead Pharmaceuticals, Inc. (a) | 778,720 | 32,013,179 | |
Atara Biotherapeutics, Inc. (a) | 612,437 | 3,895,099 | |
Athenex, Inc. (a)(b) | 613,625 | 294,540 | |
Athersys, Inc. (a)(b) | 1,582,816 | 775,738 | |
Atossa Therapeutics, Inc. (a)(b) | 833,299 | 841,632 | |
Atreca, Inc. (a)(b) | 236,368 | 463,281 | |
Aura Biosciences, Inc. (b) | 40,271 | 682,996 | |
Avalo Therapeutics, Inc. (a)(b) | 450,249 | 184,962 | |
Avid Bioservices, Inc. (a)(b) | 467,909 | 6,298,055 | |
Avidity Biosciences, Inc. (a)(b) | 292,330 | 4,180,319 | |
Avita Medical, Inc. (a)(b) | 196,937 | 1,201,316 | |
AVROBIO, Inc. (a) | 308,092 | 284,338 | |
Beam Therapeutics, Inc. (a)(b) | 389,857 | 14,631,333 | |
BeyondSpring, Inc. (a)(b) | 183,845 | 279,444 | |
BioAtla, Inc. (a)(b) | 87,313 | 303,849 | |
BioCryst Pharmaceuticals, Inc. (a)(b) | 1,369,384 | 12,721,577 | |
Biohaven Pharmaceutical Holding Co. Ltd. (a) | 421,394 | 37,575,703 | |
Biomea Fusion, Inc. (a)(b) | 156,650 | 469,950 | |
BioXcel Therapeutics, Inc. (a)(b) | 116,365 | 1,525,545 | |
Black Diamond Therapeutics, Inc. (a)(b) | 155,178 | 377,083 | |
bluebird bio, Inc. (a)(b) | 411,013 | 1,491,977 | |
Blueprint Medicines Corp. (a) | 447,340 | 26,102,289 | |
Bolt Biotherapeutics, Inc. (a)(b) | 164,413 | 256,484 | |
BridgeBio Pharma, Inc. (a)(b) | 701,681 | 5,627,482 | |
Brooklyn ImmunoTherapeutics, Inc. (a)(b) | 214,534 | 225,261 | |
C4 Therapeutics, Inc. (a)(b) | 272,774 | 2,337,673 | |
Cardiff Oncology, Inc. (a)(b) | 268,422 | 359,685 | |
CareDx, Inc. (a)(b) | 387,027 | 11,781,102 | |
Caribou Biosciences, Inc. (b) | 403,393 | 2,985,108 | |
Catalyst Pharmaceutical Partners, Inc. (a)(b) | 743,294 | 5,663,900 | |
Cel-Sci Corp. (a)(b) | 320,644 | 917,042 | |
Celcuity, Inc. (a)(b) | 66,817 | 435,647 | |
Celldex Therapeutics, Inc. (a)(b) | 358,760 | 10,960,118 | |
Century Therapeutics, Inc. (b) | 136,481 | 1,640,502 | |
Cerevel Therapeutics Holdings (a)(b) | 309,269 | 9,055,396 | |
ChemoCentryx, Inc. (a) | 430,410 | 7,945,369 | |
Chimerix, Inc. (a)(b) | 616,055 | 2,710,642 | |
Chinook Therapeutics, Inc. (a)(b) | 309,079 | 4,676,365 | |
Chinook Therapeutics, Inc. rights (a)(c) | 86,210 | 4,311 | |
Clene, Inc. (a)(b) | 139,595 | 361,551 | |
Clovis Oncology, Inc. (a)(b) | 707,192 | 1,414,384 | |
Codiak Biosciences, Inc. (a)(b) | 124,502 | 368,526 | |
Cogent Biosciences, Inc. (a)(b) | 281,602 | 1,807,885 | |
Coherus BioSciences, Inc. (a)(b) | 518,152 | 4,684,094 | |
Cortexyme, Inc. (a)(b) | 131,842 | 482,542 | |
Crinetics Pharmaceuticals, Inc. (a) | 348,818 | 7,087,982 | |
Cue Biopharma, Inc. (a)(b) | 260,660 | 1,032,214 | |
Cullinan Oncology, Inc. (a)(b) | 186,880 | 1,833,293 | |
Curis, Inc. (a)(b) | 573,608 | 524,106 | |
Cyteir Therapeutics, Inc. (b) | 143,177 | 322,148 | |
Cytokinetics, Inc. (a)(b) | 608,063 | 24,243,472 | |
CytomX Therapeutics, Inc. (a)(b) | 444,228 | 759,630 | |
Day One Biopharmaceuticals, Inc. (a)(b) | 180,669 | 1,539,300 | |
Deciphera Pharmaceuticals, Inc. (a)(b) | 261,374 | 2,645,105 | |
Denali Therapeutics, Inc. (a)(b) | 665,189 | 15,831,498 | |
DermTech, Inc. (a)(b) | 168,655 | 1,442,000 | |
Design Therapeutics, Inc. (a)(b) | 205,879 | 2,458,195 | |
Dynavax Technologies Corp. (a)(b) | 834,799 | 7,371,275 | |
Dyne Therapeutics, Inc. (a)(b) | 211,408 | 1,687,036 | |
Eagle Pharmaceuticals, Inc. (a)(b) | 87,595 | 3,865,567 | |
Editas Medicine, Inc. (a)(b) | 457,304 | 6,054,705 | |
Eiger Biopharmaceuticals, Inc. (a)(b) | 286,900 | 1,971,003 | |
Eliem Therapeutics, Inc. (b) | 44,189 | 139,637 | |
Emergent BioSolutions, Inc. (a) | 344,921 | 11,168,542 | |
Enanta Pharmaceuticals, Inc. (a)(b) | 150,495 | 9,691,878 | |
Entrada Therapeutics, Inc. (b) | 80,332 | 480,385 | |
Epizyme, Inc. (a)(b) | 1,179,218 | 761,067 | |
Erasca, Inc. (b) | 446,100 | 3,247,608 | |
Evelo Biosciences, Inc. (a)(b) | 208,953 | 516,114 | |
Exagen, Inc. (a)(b) | 73,586 | 448,875 | |
Fate Therapeutics, Inc. (a)(b) | 640,992 | 18,306,732 | |
FibroGen, Inc. (a) | 618,365 | 5,750,795 | |
Finch Therapeutics Group, Inc. (a)(b) | 51,729 | 130,874 | |
Foghorn Therapeutics, Inc. (a)(b) | 136,839 | 1,585,964 | |
Forma Therapeutics Holdings, Inc. (a)(b) | 229,713 | 1,736,630 | |
Forte Biosciences, Inc. (a) | 66,395 | 76,354 | |
Fortress Biotech, Inc. (a)(b) | 540,908 | 594,999 | |
Frequency Therapeutics, Inc. (a)(b) | 249,865 | 324,825 | |
G1 Therapeutics, Inc. (a)(b) | 275,173 | 1,414,389 | |
Gemini Therapeutics, Inc. (a)(b) | 142,423 | 215,059 | |
Generation Bio Co. (a)(b) | 351,871 | 2,227,343 | |
Geron Corp. (a)(b) | 2,332,099 | 3,288,260 | |
Global Blood Therapeutics, Inc. (a)(b) | 489,216 | 15,018,931 | |
Gossamer Bio, Inc. (a)(b) | 484,009 | 3,344,502 | |
Graphite Bio, Inc. (b) | 244,882 | 984,426 | |
Greenwich Lifesciences, Inc. (a)(b) | 28,104 | 333,032 | |
Gritstone Bio, Inc. (a)(b) | 281,465 | 728,994 | |
Gt Biopharma, Inc. (a)(b) | 134,911 | 284,662 | |
Halozyme Therapeutics, Inc. (a)(b) | 1,049,669 | 41,881,793 | |
Harpoon Therapeutics, Inc. (a)(b) | 170,326 | 383,234 | |
Heron Therapeutics, Inc. (a)(b) | 603,225 | 2,726,577 | |
Homology Medicines, Inc. (a)(b) | 351,797 | 583,983 | |
Hookipa Pharma, Inc. (a)(b) | 69,713 | 104,570 | |
Humanigen, Inc. (a)(b) | 306,921 | 577,011 | |
iBio, Inc. (a)(b) | 1,427,618 | 417,721 | |
Icosavax, Inc. (a)(b) | 170,324 | 1,234,849 | |
Ideaya Biosciences, Inc. (a)(b) | 270,277 | 2,591,956 | |
IGM Biosciences, Inc. (a)(b) | 51,604 | 863,851 | |
Imago BioSciences, Inc. (b) | 157,344 | 2,572,574 | |
Immuneering Corp. (b) | 155,372 | 772,199 | |
Immunic, Inc. (a)(b) | 148,929 | 1,008,249 | |
ImmunityBio, Inc. (a)(b) | 549,425 | 1,994,413 | |
ImmunoGen, Inc. (a) | 1,491,217 | 7,202,578 | |
Immunovant, Inc. (a)(b) | 284,994 | 1,313,822 | |
Impel Pharmaceuticals, Inc. (a)(b) | 47,230 | 299,438 | |
Infinity Pharmaceuticals, Inc. (a)(b) | 638,584 | 503,970 | |
Inhibrx, Inc. (a)(b) | 214,822 | 3,404,929 | |
Inovio Pharmaceuticals, Inc. (a)(b) | 1,367,440 | 3,733,111 | |
Inozyme Pharma, Inc. (a)(b) | 98,671 | 389,750 | |
Insmed, Inc. (a)(b) | 906,159 | 19,908,313 | |
Instil Bio, Inc. (a)(b) | 417,229 | 2,949,809 | |
Intellia Therapeutics, Inc. (a)(b) | 527,402 | 25,858,520 | |
Intercept Pharmaceuticals, Inc. (a)(b) | 159,037 | 2,498,471 | |
Ironwood Pharmaceuticals, Inc. Class A (a)(b) | 1,095,732 | 13,148,784 | |
iTeos Therapeutics, Inc. (a) | 161,531 | 4,311,262 | |
Iveric Bio, Inc. (a) | 863,968 | 11,965,957 | |
Janux Therapeutics, Inc. (b) | 137,959 | 1,357,517 | |
Jounce Therapeutics, Inc. (a) | 271,461 | 1,438,743 | |
Kalvista Pharmaceuticals, Inc. (a) | 172,042 | 2,190,095 | |
Karuna Therapeutics, Inc. (a)(b) | 169,821 | 18,928,249 | |
Karyopharm Therapeutics, Inc. (a)(b) | 602,644 | 3,676,128 | |
Keros Therapeutics, Inc. (a)(b) | 119,184 | 6,317,944 | |
Kezar Life Sciences, Inc. (a)(b) | 291,901 | 3,467,784 | |
Kiniksa Pharmaceuticals Ltd. (a)(b) | 236,843 | 2,209,745 | |
Kinnate Biopharma, Inc. (a)(b) | 179,877 | 1,343,681 | |
Kodiak Sciences, Inc. (a) | 181,195 | 1,090,794 | |
Kronos Bio, Inc. (a)(b) | 277,100 | 1,310,683 | |
Krystal Biotech, Inc. (a)(b) | 156,525 | 9,486,980 | |
Kura Oncology, Inc. (a) | 451,781 | 6,483,057 | |
Kymera Therapeutics, Inc. (a)(b) | 247,527 | 7,759,971 | |
Lexicon Pharmaceuticals, Inc. (a)(b) | 560,021 | 1,013,638 | |
Ligand Pharmaceuticals, Inc. Class B (a)(b) | 116,649 | 10,832,026 | |
Lineage Cell Therapeutics, Inc. (a)(b) | 961,163 | 1,172,619 | |
Lyell Immunopharma, Inc. (b) | 1,037,817 | 5,324,001 | |
Macrogenics, Inc. (a)(b) | 422,779 | 3,022,870 | |
Madrigal Pharmaceuticals, Inc. (a)(b) | 91,880 | 6,431,600 | |
Magenta Therapeutics, Inc. (a)(b) | 216,962 | 310,256 | |
MannKind Corp. (a)(b) | 1,932,715 | 6,049,398 | |
MEI Pharma, Inc. (a)(b) | 858,978 | 422,188 | |
MeiraGTx Holdings PLC (a) | 233,804 | 2,405,843 | |
Mersana Therapeutics, Inc. (a) | 483,541 | 1,682,723 | |
MiMedx Group, Inc. (a)(b) | 814,593 | 3,217,642 | |
MiNK Therapeutics, Inc. (b) | 9,320 | 20,877 | |
Mirum Pharmaceuticals, Inc. (a)(b) | 31,046 | 738,274 | |
Molecular Templates, Inc. (a)(b) | 274,859 | 467,260 | |
Monte Rosa Therapeutics, Inc. (b) | 203,751 | 2,220,886 | |
Morphic Holding, Inc. (a)(b) | 163,916 | 4,968,294 | |
Mustang Bio, Inc. (a)(b) | 532,031 | 396,203 | |
Myriad Genetics, Inc. (a) | 607,517 | 12,454,099 | |
Neoleukin Therapeutics, Inc. (a)(b) | 244,729 | 298,569 | |
Neximmune, Inc. (a)(b) | 116,719 | 246,277 | |
Nkarta, Inc. (a)(b) | 96,100 | 1,772,084 | |
Nurix Therapeutics, Inc. (a)(b) | 252,653 | 2,796,869 | |
Nuvalent, Inc. Class A (a)(b) | 145,234 | 1,494,458 | |
Ocugen, Inc. (a)(b) | 978,256 | 2,142,381 | |
Olema Pharmaceuticals, Inc. (a)(b) | 177,702 | 453,140 | |
Omega Therapeutics, Inc. (a)(b) | 177,564 | 605,493 | |
OncoCyte Corp. (a)(b) | 493,795 | 572,802 | |
Oncorus, Inc. (a)(b) | 137,648 | 161,048 | |
Oncternal Therapeutics, Inc. (a)(b) | 375,862 | 320,723 | |
Oncternal Therapeutics, Inc. rights (a)(c) | 4,336 | 0 | |
Opko Health, Inc. (a)(b) | 3,127,491 | 8,444,226 | |
Organogenesis Holdings, Inc. Class A (a) | 562,858 | 3,624,806 | |
ORIC Pharmaceuticals, Inc. (a)(b) | 200,637 | 666,115 | |
Outlook Therapeutics, Inc. (a)(b) | 907,850 | 1,407,168 | |
Oyster Point Pharma, Inc. (a)(b) | 75,225 | 479,936 | |
Passage Bio, Inc. (a)(b) | 268,663 | 523,893 | |
PMV Pharmaceuticals, Inc. (a)(b) | 177,104 | 2,566,237 | |
Portage Biotech, Inc. (a)(b) | 35,569 | 197,052 | |
Poseida Therapeutics, Inc. (a)(b) | 204,405 | 631,611 | |
Praxis Precision Medicines, Inc. (a)(b) | 261,912 | 2,121,487 | |
Precigen, Inc. (a)(b) | 655,739 | 872,133 | |
Precision BioSciences, Inc. (a) | 377,554 | 751,332 | |
Prelude Therapeutics, Inc. (a)(b) | 70,087 | 321,699 | |
Prometheus Biosciences, Inc. (a)(b) | 229,099 | 6,025,304 | |
Protagonist Therapeutics, Inc. (a) | 351,028 | 3,190,845 | |
Prothena Corp. PLC (a)(b) | 281,432 | 8,206,557 | |
PTC Therapeutics, Inc. (a) | 530,840 | 18,754,577 | |
Puma Biotechnology, Inc. (a)(b) | 232,699 | 549,170 | |
Pyxis Oncology, Inc. (b) | 78,859 | 193,205 | |
Radius Health, Inc. (a)(b) | 377,991 | 2,585,458 | |
Rallybio Corp. (a)(b) | 145,315 | 1,447,337 | |
RAPT Therapeutics, Inc. (a)(b) | 167,555 | 2,535,107 | |
Recursion Pharmaceuticals, Inc. (a)(b) | 903,855 | 5,603,901 | |
REGENXBIO, Inc. (a)(b) | 300,040 | 8,329,110 | |
Relay Therapeutics, Inc. (a)(b) | 537,660 | 12,812,438 | |
Reneo Pharmaceuticals, Inc. (a)(b) | 62,691 | 145,443 | |
Replimune Group, Inc. (a)(b) | 240,182 | 4,027,852 | |
Revolution Medicines, Inc. (a)(b) | 422,394 | 8,435,208 | |
Rhythm Pharmaceuticals, Inc. (a)(b) | 308,957 | 1,934,071 | |
Rigel Pharmaceuticals, Inc. (a)(b) | 1,357,974 | 3,204,819 | |
Rocket Pharmaceuticals, Inc. (a)(b) | 294,986 | 3,032,456 | |
Rubius Therapeutics, Inc. (a)(b) | 318,762 | 529,145 | |
Sana Biotechnology, Inc. (a)(b) | 614,125 | 4,636,644 | |
Sangamo Therapeutics, Inc. (a)(b) | 860,225 | 3,569,934 | |
Scholar Rock Holding Corp. (a)(b) | 202,997 | 1,435,189 | |
Selecta Biosciences, Inc. (a)(b) | 716,790 | 549,276 | |
Sensei Biotherapeutics, Inc. (a)(b) | 150,442 | 233,185 | |
Sera Prognostics, Inc. (b) | 57,846 | 133,046 | |
Seres Therapeutics, Inc. (a)(b) | 547,330 | 2,588,871 | |
Sesen Bio, Inc. (a)(b) | 1,590,794 | 604,661 | |
Shattuck Labs, Inc. (a)(b) | 183,337 | 704,014 | |
Sigilon Therapeutics, Inc. (a) | 118,355 | 124,273 | |
Silverback Therapeutics, Inc. (a)(b) | 148,657 | 462,323 | |
Solid Biosciences, Inc. (a) | 462,486 | 258,992 | |
Sorrento Therapeutics, Inc. (a)(b) | 1,913,411 | 2,889,251 | |
Spectrum Pharmaceuticals, Inc. (a)(b) | 1,083,839 | 875,417 | |
Spero Therapeutics, Inc. (a)(b) | 171,989 | 835,867 | |
Springworks Therapeutics, Inc. (a)(b) | 227,236 | 9,750,697 | |
Spruce Biosciences, Inc. (a)(b) | 59,179 | 104,155 | |
SQZ Biotechnologies Co. (a)(b) | 162,191 | 598,485 | |
Stoke Therapeutics, Inc. (a)(b) | 150,944 | 2,179,631 | |
Summit Therapeutics, Inc. (a)(b) | 192,741 | 306,458 | |
Surface Oncology, Inc. (a)(b) | 238,550 | 505,726 | |
Sutro Biopharma, Inc. (a) | 345,097 | 2,074,033 | |
Syndax Pharmaceuticals, Inc. (a)(b) | 384,748 | 6,452,224 | |
Syros Pharmaceuticals, Inc. (a)(b) | 470,872 | 396,380 | |
Talaris Therapeutics, Inc. (a) | 158,037 | 1,115,741 | |
Taysha Gene Therapies, Inc. (a)(b) | 163,762 | 599,369 | |
TCR2 Therapeutics, Inc. (a) | 202,864 | 432,100 | |
Tenaya Therapeutics, Inc. (a)(b) | 222,704 | 2,053,331 | |
TG Therapeutics, Inc. (a)(b) | 903,166 | 6,267,972 | |
Tobira Therapeutics, Inc. rights (a)(c) | 9,663 | 0 | |
TONIX Pharmaceuticals Holding (a)(b) | 3,831,801 | 559,060 | |
Travere Therapeutics, Inc. (a)(b) | 463,853 | 11,656,626 | |
Trevena, Inc. (a)(b) | 1,263,009 | 374,482 | |
Turning Point Therapeutics, Inc. (a) | 326,214 | 9,603,740 | |
Twist Bioscience Corp. (a)(b) | 436,613 | 12,591,919 | |
Tyra Biosciences, Inc. (b) | 93,195 | 696,167 | |
UroGen Pharma Ltd. (a)(b) | 145,069 | 1,024,187 | |
Vanda Pharmaceuticals, Inc. (a) | 424,105 | 4,207,122 | |
Vaxart, Inc. (a)(b) | 977,686 | 3,402,347 | |
Vaxcyte, Inc. (a)(b) | 322,872 | 7,816,731 | |
VBI Vaccines, Inc. (a)(b) | 1,560,519 | 1,950,649 | |
Vera Therapeutics, Inc. (a)(b) | 105,034 | 2,100,680 | |
Veracyte, Inc. (a)(b) | 479,395 | 9,813,216 | |
Verastem, Inc. (a) | 1,382,547 | 1,963,217 | |
Vericel Corp. (a)(b) | 361,519 | 10,303,292 | |
Verve Therapeutics, Inc. (b) | 244,661 | 3,650,342 | |
Vigil Neuroscience, Inc. (b) | 52,920 | 179,399 | |
Viking Therapeutics, Inc. (a)(b) | 561,069 | 1,335,344 | |
Vincerx Pharma, Inc. (a)(b) | 127,279 | 328,380 | |
Vir Biotechnology, Inc. (a)(b) | 465,710 | 9,477,199 | |
Viracta Therapeutics, Inc. (a)(b) | 265,509 | 677,048 | |
VistaGen Therapeutics, Inc. (a)(b) | 1,450,109 | 1,841,638 | |
Vor Biopharma, Inc. (a)(b) | 134,159 | 768,731 | |
Werewolf Therapeutics, Inc. (a)(b) | 197,310 | 878,030 | |
Xbiotech, Inc. | 125,920 | 977,139 | |
Xencor, Inc. (a) | 433,938 | 10,839,771 | |
Xilio Therapeutics, Inc. (b) | 54,191 | 191,294 | |
XOMA Corp. (a)(b) | 44,700 | 859,581 | |
Y-mAbs Therapeutics, Inc. (a)(b) | 249,693 | 2,097,421 | |
Zentalis Pharmaceuticals, Inc. (a)(b) | 259,217 | 6,874,435 | |
1,142,818,858 | |||
Health Care Equipment & Supplies - 3.3% | |||
Accelerate Diagnostics, Inc. (a)(b) | 249,867 | 239,872 | |
Accuray, Inc. (a)(b) | 713,545 | 1,898,030 | |
Acutus Medical, Inc. (a)(b) | 138,743 | 177,591 | |
Alphatec Holdings, Inc. (a)(b) | 542,601 | 5,887,221 | |
Angiodynamics, Inc. (a)(b) | 285,368 | 6,006,996 | |
Apyx Medical Corp. (a)(b) | 235,079 | 886,248 | |
Artivion, Inc. (a)(b) | 285,571 | 5,794,236 | |
Asensus Surgical, Inc. (a)(b) | 1,564,067 | 708,992 | |
Aspira Women's Health, Inc. (a)(b) | 500,661 | 318,621 | |
Atricure, Inc. (a) | 340,784 | 17,696,913 | |
Atrion Corp. (b) | 10,311 | 6,461,079 | |
Avanos Medical, Inc. (a) | 363,780 | 10,607,825 | |
AxoGen, Inc. (a)(b) | 284,481 | 2,059,642 | |
Axonics Modulation Technologies, Inc. (a)(b) | 353,742 | 18,330,910 | |
BioLife Solutions, Inc. (a)(b) | 67,467 | 854,807 | |
Bioventus, Inc. (a)(b) | 212,051 | 2,550,974 | |
Butterfly Network, Inc. Class A (a)(b) | 1,094,421 | 3,644,422 | |
Cardiovascular Systems, Inc. (a) | 304,287 | 5,690,167 | |
Cerus Corp. (a)(b) | 1,309,992 | 6,052,163 | |
ClearPoint Neuro, Inc. (a)(b) | 141,285 | 1,210,812 | |
CONMED Corp. (b) | 217,028 | 28,856,043 | |
CryoPort, Inc. (a)(b) | 288,071 | 6,498,882 | |
Cue Health, Inc. | 94,754 | 634,852 | |
Cutera, Inc. (a)(b) | 131,769 | 7,156,374 | |
CVRx, Inc. (b) | 88,625 | 552,134 | |
CytoSorbents Corp. (a)(b) | 304,346 | 639,127 | |
DarioHealth Corp. (a)(b) | 116,734 | 579,001 | |
Eargo, Inc. (a)(b) | 209,270 | 791,041 | |
Glaukos Corp. (a) | 347,661 | 16,440,889 | |
Haemonetics Corp. (a)(b) | 384,785 | 19,497,056 | |
Heska Corp. (a)(b) | 74,895 | 8,226,467 | |
Inari Medical, Inc. (a)(b) | 262,349 | 21,171,564 | |
Inogen, Inc. (a) | 141,386 | 3,574,238 | |
Integer Holdings Corp. (a) | 244,638 | 18,389,438 | |
Intersect ENT, Inc. (a) | 243,336 | 6,660,106 | |
Invacare Corp. (a)(b) | 290,081 | 481,534 | |
IRadimed Corp. | 47,545 | 1,564,706 | |
iRhythm Technologies, Inc. (a)(b) | 222,528 | 27,453,279 | |
Lantheus Holdings, Inc. (a) | 504,205 | 33,484,254 | |
Lantheus Holdings, Inc. rights (a)(c) | 524,619 | 5 | |
LeMaitre Vascular, Inc. (b) | 141,440 | 6,111,622 | |
LivaNova PLC (a) | 400,880 | 30,731,461 | |
Lucid Diagnostics, Inc. (b) | 46,029 | 97,121 | |
Meridian Bioscience, Inc. (a) | 320,730 | 8,207,481 | |
Merit Medical Systems, Inc. (a) | 384,189 | 23,823,560 | |
Mesa Laboratories, Inc. (b) | 36,921 | 7,887,433 | |
Natus Medical, Inc. (a) | 252,190 | 8,390,361 | |
Neogen Corp. (a)(b) | 805,355 | 21,261,372 | |
Neuronetics, Inc. (a)(b) | 176,759 | 431,292 | |
NeuroPace, Inc. (a)(b) | 51,037 | 410,337 | |
Nevro Corp. (a) | 269,247 | 16,609,847 | |
NuVasive, Inc. (a) | 398,129 | 20,479,756 | |
OraSure Technologies, Inc. (a)(b) | 546,984 | 3,358,482 | |
Ortho Clinical Diagnostics Holdings PLC (a) | 897,807 | 15,810,381 | |
Orthofix International NV (a) | 141,160 | 4,375,960 | |
OrthoPediatrics Corp. (a)(b) | 107,720 | 4,856,018 | |
Outset Medical, Inc. (a)(b) | 358,791 | 12,514,630 | |
Paragon 28, Inc. (b) | 72,123 | 1,296,050 | |
PAVmed, Inc. (a)(b) | 482,640 | 612,953 | |
PROCEPT BioRobotics Corp. | 63,337 | 2,252,264 | |
Pulmonx Corp. (a)(b) | 185,135 | 4,461,754 | |
Pulse Biosciences, Inc. (a)(b) | 107,769 | 269,423 | |
Pulse Biosciences, Inc. rights 5/23/22 (a)(c) | 107,769 | 24,787 | |
Quotient Ltd. (a)(b) | 554,029 | 319,619 | |
Retractable Technologies, Inc. (a)(b) | 146,114 | 559,617 | |
RxSight, Inc. (b) | 138,570 | 1,700,254 | |
Seaspine Holdings Corp. (a)(b) | 241,211 | 2,245,674 | |
Senseonics Holdings, Inc. (a)(b) | 3,000,173 | 4,200,242 | |
Shockwave Medical, Inc. (a) | 254,964 | 38,532,709 | |
SI-BONE, Inc. (a)(b) | 252,761 | 5,050,165 | |
Sientra, Inc. (a)(b) | 448,301 | 636,587 | |
Sight Sciences, Inc. (b) | 179,554 | 1,253,287 | |
Silk Road Medical, Inc. (a)(b) | 265,981 | 9,322,634 | |
Staar Surgical Co. (a) | 359,609 | 20,530,078 | |
Stereotaxis, Inc. (a)(b) | 384,908 | 962,270 | |
SurModics, Inc. (a)(b) | 100,536 | 3,886,722 | |
Tactile Systems Technology, Inc. (a) | 137,198 | 2,315,902 | |
Talis Biomedical Corp. (a)(b) | 102,232 | 107,344 | |
TransMedics Group, Inc. (a)(b) | 202,513 | 4,244,672 | |
Treace Medical Concepts, Inc. (a)(b) | 218,576 | 4,284,090 | |
UFP Technologies, Inc. (a) | 51,716 | 3,551,338 | |
Utah Medical Products, Inc. | 25,330 | 2,142,665 | |
Vapotherm, Inc. (a)(b) | 175,944 | 781,191 | |
Varex Imaging Corp. (a)(b) | 284,217 | 5,641,707 | |
ViewRay, Inc. (a) | 1,167,989 | 3,118,531 | |
Zynex, Inc. (b) | 177,680 | 1,131,822 | |
610,521,976 | |||
Health Care Providers & Services - 2.9% | |||
1Life Healthcare, Inc. (a)(b) | 779,680 | 5,496,744 | |
Accolade, Inc. (a)(b) | 361,735 | 2,011,247 | |
AdaptHealth Corp. (a) | 502,958 | 6,367,448 | |
Addus HomeCare Corp. (a) | 117,934 | 9,939,478 | |
Agiliti, Inc. (a)(b) | 175,445 | 3,463,284 | |
AirSculpt Technologies, Inc. (a) | 54,834 | 574,112 | |
Alignment Healthcare, Inc. (a)(b) | 610,469 | 5,866,607 | |
AMN Healthcare Services, Inc. (a) | 355,878 | 34,787,075 | |
Apollo Medical Holdings, Inc. (a)(b) | 285,228 | 10,405,117 | |
Aveanna Healthcare Holdings, Inc. (a)(b) | 290,040 | 846,917 | |
Biodesix, Inc. (a)(b) | 95,328 | 153,478 | |
Brookdale Senior Living, Inc. (a) | 1,433,283 | 8,857,689 | |
Castle Biosciences, Inc. (a)(b) | 164,648 | 3,678,236 | |
Community Health Systems, Inc. (a) | 938,701 | 7,199,837 | |
Corvel Corp. (a) | 64,713 | 10,035,692 | |
Covetrus, Inc. (a) | 789,408 | 10,893,830 | |
Cross Country Healthcare, Inc. (a)(b) | 269,970 | 5,059,238 | |
Fulgent Genetics, Inc. (a)(b) | 161,195 | 8,846,382 | |
Hanger, Inc. (a) | 281,388 | 4,626,019 | |
HealthEquity, Inc. (a)(b) | 620,350 | 38,660,212 | |
InfuSystems Holdings, Inc. (a)(b) | 140,212 | 1,111,881 | |
Innovage Holding Corp. (a)(b) | 145,489 | 667,795 | |
Invitae Corp. (a)(b) | 1,291,379 | 6,857,222 | |
LHC Group, Inc. (a) | 234,896 | 38,957,502 | |
LifeStance Health Group, Inc. (b) | 574,093 | 3,886,610 | |
MEDNAX, Inc. (a) | 563,759 | 10,440,817 | |
Modivcare, Inc. (a) | 94,403 | 9,815,080 | |
National Healthcare Corp. | 92,107 | 6,268,802 | |
National Research Corp. Class A | 103,519 | 3,550,702 | |
Ontrak, Inc. (a)(b) | 114,085 | 135,761 | |
Option Care Health, Inc. (a) | 1,192,649 | 35,636,352 | |
Owens & Minor, Inc. | 546,055 | 19,379,492 | |
Patterson Companies, Inc. | 639,630 | 19,681,415 | |
Pennant Group, Inc. (a)(b) | 199,044 | 3,262,331 | |
PetIQ, Inc. Class A (a)(b) | 215,170 | 4,281,883 | |
Privia Health Group, Inc. (a)(b) | 335,166 | 7,370,300 | |
Progyny, Inc. (a) | 491,517 | 18,898,829 | |
R1 RCM, Inc. (a) | 896,178 | 20,181,929 | |
RadNet, Inc. (a) | 346,594 | 6,758,583 | |
Select Medical Holdings Corp. | 828,436 | 18,730,938 | |
Sharps Compliance Corp. (a)(b) | 142,356 | 614,978 | |
Surgery Partners, Inc. (a)(b) | 262,549 | 13,432,007 | |
Tenet Healthcare Corp. (a) | 798,083 | 57,868,998 | |
The Ensign Group, Inc. | 393,046 | 31,573,385 | |
The Joint Corp. (a) | 114,697 | 3,500,552 | |
Tivity Health, Inc. (a) | 325,800 | 10,467,954 | |
U.S. Physical Therapy, Inc. | 96,698 | 10,034,351 | |
Viemed Healthcare, Inc. (a)(b) | 266,681 | 1,328,071 | |
542,463,162 | |||
Health Care Technology - 0.9% | |||
Allscripts Healthcare Solutions, Inc. (a)(b) | 925,519 | 19,121,223 | |
American Well Corp. (a)(b) | 1,273,155 | 3,984,975 | |
Computer Programs & Systems, Inc. (a)(b) | 105,791 | 3,376,849 | |
Convey Health Solutions Holdin | 104,676 | 532,801 | |
Evolent Health, Inc. (a)(b) | 608,762 | 16,753,130 | |
Forian, Inc. (a)(b) | 137,214 | 466,528 | |
Health Catalyst, Inc. (a)(b) | 373,970 | 6,222,861 | |
HealthStream, Inc. (a)(b) | 190,598 | 3,640,422 | |
iCAD, Inc. (a)(b) | 165,523 | 595,883 | |
Inspire Medical Systems, Inc. (a) | 204,289 | 42,034,505 | |
MultiPlan Corp. Class A (a)(b) | 2,263,085 | 10,025,467 | |
NantHealth, Inc. (a)(b) | 173,519 | 122,227 | |
Nextgen Healthcare, Inc. (a) | 425,926 | 8,028,705 | |
Omnicell, Inc. (a) | 332,654 | 36,315,837 | |
OptimizeRx Corp. (a)(b) | 139,234 | 3,913,868 | |
Phreesia, Inc. (a) | 388,325 | 8,884,876 | |
Schrodinger, Inc. (a)(b) | 310,019 | 7,663,670 | |
Simulations Plus, Inc. (b) | 119,578 | 5,579,509 | |
Tabula Rasa HealthCare, Inc. (a)(b) | 120,332 | 405,519 | |
177,668,855 | |||
Life Sciences Tools & Services - 0.5% | |||
Absci Corp. (b) | 440,974 | 2,606,156 | |
Akoya Biosciences, Inc. (a)(b) | 102,330 | 962,925 | |
Alpha Teknova, Inc. (b) | 51,569 | 579,120 | |
Berkeley Lights, Inc. (a)(b) | 324,023 | 1,612,014 | |
BioNano Genomics, Inc. (a)(b) | 1,968,257 | 3,208,259 | |
ChromaDex, Inc. (a)(b) | 376,095 | 710,820 | |
Codex DNA, Inc. (b) | 59,455 | 219,984 | |
Codexis, Inc. (a)(b) | 471,637 | 5,673,793 | |
Cytek Biosciences, Inc. (b) | 670,804 | 6,339,098 | |
Harvard Bioscience, Inc. (a)(b) | 300,975 | 1,571,090 | |
Inotiv, Inc. (a)(b) | 136,437 | 1,944,227 | |
IsoPlexis Corp. (b) | 64,828 | 141,325 | |
MaxCyte, Inc. (b) | 771,796 | 4,275,750 | |
Medpace Holdings, Inc. (a) | 221,014 | 29,520,840 | |
Nanostring Technologies, Inc. (a)(b) | 353,603 | 6,640,664 | |
NeoGenomics, Inc. (a) | 813,468 | 7,687,273 | |
Pacific Biosciences of California, Inc. (a)(b) | 1,568,287 | 9,942,940 | |
Personalis, Inc. (a)(b) | 260,066 | 1,456,370 | |
Quanterix Corp. (a)(b) | 241,157 | 5,351,274 | |
Rapid Micro Biosystems, Inc. (b) | 133,910 | 780,695 | |
Seer, Inc. (a)(b) | 305,615 | 2,224,877 | |
Singular Genomics Systems, Inc. (a)(b) | 324,851 | 1,328,641 | |
Standard BioTools, Inc. (a)(b) | 597,628 | 1,583,714 | |
96,361,849 | |||
Pharmaceuticals - 1.5% | |||
9 Meters Biopharma, Inc. (a)(b) | 1,586,348 | 662,776 | |
Aclaris Therapeutics, Inc. (a)(b) | 392,553 | 4,836,253 | |
Aerie Pharmaceuticals, Inc. (a)(b) | 285,054 | 2,026,734 | |
Amneal Pharmaceuticals, Inc. (a) | 759,273 | 2,930,794 | |
Amphastar Pharmaceuticals, Inc. (a)(b) | 275,077 | 9,756,981 | |
Ampio Pharmaceuticals, Inc. (a)(b) | 1,294,320 | 297,952 | |
Amylyx Pharmaceuticals, Inc. (b) | 76,000 | 684,000 | |
Angion Biomedica Corp. (a)(b) | 151,930 | 189,913 | |
ANI Pharmaceuticals, Inc. (a)(b) | 76,115 | 2,246,154 | |
Antares Pharma, Inc. (a) | 1,296,597 | 7,215,562 | |
Arvinas Holding Co. LLC (a)(b) | 360,991 | 19,843,675 | |
AstraZeneca PLC rights (a)(c) | 1,000 | 0 | |
Atea Pharmaceuticals, Inc. (a) | 513,977 | 3,017,045 | |
Athira Pharma, Inc. (a)(b) | 229,532 | 2,361,884 | |
Axsome Therapeutics, Inc. (a)(b) | 223,663 | 7,101,300 | |
Cara Therapeutics, Inc. (a)(b) | 349,769 | 3,049,986 | |
Cassava Sciences, Inc. (a)(b) | 291,669 | 6,087,132 | |
CinCor Pharma, Inc. | 93,281 | 2,219,155 | |
Citius Pharmaceuticals, Inc. (a)(b) | 958,652 | 968,239 | |
Collegium Pharmaceutical, Inc. (a)(b) | 261,707 | 4,213,483 | |
Corcept Therapeutics, Inc. (a)(b) | 666,030 | 14,326,305 | |
CorMedix, Inc. (a)(b) | 297,627 | 1,023,837 | |
CymaBay Therapeutics, Inc. (a)(b) | 607,018 | 1,377,931 | |
DICE Therapeutics, Inc. (b) | 98,369 | 1,998,858 | |
Durect Corp. (a)(b) | 1,626,964 | 732,134 | |
Edgewise Therapeutics, Inc. (a)(b) | 284,051 | 2,266,727 | |
Endo International PLC (a) | 1,571,215 | 3,142,430 | |
Esperion Therapeutics, Inc. (a)(b) | 468,782 | 2,662,682 | |
Evolus, Inc. (a)(b) | 261,033 | 2,920,959 | |
Eyepoint Pharmaceuticals, Inc. (a)(b) | 194,696 | 2,200,065 | |
Fulcrum Therapeutics, Inc. (a)(b) | 221,872 | 2,134,409 | |
Harmony Biosciences Holdings, Inc. (a)(b) | 173,698 | 7,823,358 | |
Ikena Oncology, Inc. (a)(b) | 207,438 | 804,859 | |
Innoviva, Inc. (a)(b) | 321,261 | 5,480,713 | |
Intra-Cellular Therapies, Inc. (a) | 606,503 | 30,695,117 | |
Kala Pharmaceuticals, Inc. (a)(b) | 475,713 | 308,976 | |
KemPharm, Inc. (a)(b) | 225,883 | 1,009,697 | |
Landos Biopharma, Inc. (a) | 34,798 | 33,232 | |
Marinus Pharmaceuticals, Inc. (a)(b) | 303,047 | 2,006,171 | |
Mind Medicine (MindMed), Inc. (a)(b) | 2,389,790 | 1,911,832 | |
NGM Biopharmaceuticals, Inc. (a)(b) | 240,711 | 3,004,073 | |
Nuvation Bio, Inc. (a)(b) | 1,218,932 | 5,680,223 | |
Ocular Therapeutix, Inc. (a)(b) | 570,149 | 2,035,432 | |
Omeros Corp. (a)(b) | 477,657 | 1,657,470 | |
Oramed Pharmaceuticals, Inc. (a)(b) | 292,255 | 1,502,191 | |
Pacira Biosciences, Inc. (a)(b) | 331,163 | 24,694,825 | |
Paratek Pharmaceuticals, Inc. (a)(b) | 364,294 | 805,090 | |
Phathom Pharmaceuticals, Inc. (a)(b) | 144,450 | 1,869,183 | |
Phibro Animal Health Corp. Class A (b) | 149,514 | 2,689,757 | |
Pliant Therapeutics, Inc. (a)(b) | 180,845 | 1,059,752 | |
Prestige Brands Holdings, Inc. (a) | 370,791 | 20,267,436 | |
Provention Bio, Inc. (a)(b) | 434,347 | 1,950,218 | |
Rain Therapeutics, Inc. (a)(b) | 115,480 | 458,456 | |
Reata Pharmaceuticals, Inc. (a)(b) | 184,786 | 4,689,869 | |
Relmada Therapeutics, Inc. (a)(b) | 193,763 | 4,865,389 | |
Revance Therapeutics, Inc. (a) | 544,011 | 8,910,900 | |
Seelos Therapeutics, Inc. (a)(b) | 621,948 | 385,608 | |
SIGA Technologies, Inc. (b) | 349,619 | 2,401,883 | |
Supernus Pharmaceuticals, Inc. (a)(b) | 351,327 | 9,802,023 | |
Tarsus Pharmaceuticals, Inc. (a) | 61,765 | 1,130,917 | |
Terns Pharmaceuticals, Inc. (a)(b) | 96,205 | 153,928 | |
TherapeuticsMD, Inc. (a)(b) | 3,227,849 | 651,057 | |
Theravance Biopharma, Inc. (a)(b) | 470,414 | 4,539,495 | |
Theseus Pharmaceuticals, Inc. (b) | 88,030 | 719,205 | |
Ventyx Biosciences, Inc. (b) | 85,047 | 1,235,733 | |
Verrica Pharmaceuticals, Inc. (a)(b) | 92,256 | 606,122 | |
WAVE Life Sciences (a) | 352,866 | 688,089 | |
Zogenix, Inc. rights (a)(c) | 420,880 | 286,198 | |
273,309,832 | |||
TOTAL HEALTH CARE | 2,843,144,532 | ||
INDUSTRIALS - 15.4% | |||
Aerospace & Defense - 0.8% | |||
AAR Corp. (a) | 254,058 | 11,935,645 | |
Aerojet Rocketdyne Holdings, Inc. (a) | 563,015 | 22,509,340 | |
AeroVironment, Inc. (a)(b) | 171,506 | 13,775,362 | |
AerSale Corp. (a)(b) | 123,168 | 1,783,473 | |
Astronics Corp. (a) | 189,459 | 1,835,858 | |
Byrna Technologies, Inc. (a)(b) | 155,956 | 923,260 | |
Cadre Holding, Inc. | 47,418 | 1,203,469 | |
Ducommun, Inc. (a) | 82,053 | 4,190,447 | |
Kaman Corp. (b) | 208,654 | 8,139,593 | |
Kratos Defense & Security Solutions, Inc. (a) | 937,947 | 14,228,656 | |
Maxar Technologies, Inc. (b) | 555,680 | 17,898,453 | |
Moog, Inc. Class A | 217,277 | 17,353,914 | |
National Presto Industries, Inc. | 37,216 | 2,647,174 | |
Park Aerospace Corp. (b) | 142,346 | 1,665,448 | |
Parsons Corp. (a)(b) | 196,508 | 7,257,040 | |
Triumph Group, Inc. (a) | 481,453 | 10,851,951 | |
Vectrus, Inc. (a) | 86,507 | 3,122,903 | |
141,321,986 | |||
Air Freight & Logistics - 0.4% | |||
Air Transport Services Group, Inc. (a) | 442,749 | 13,858,044 | |
Atlas Air Worldwide Holdings, Inc. (a)(b) | 216,794 | 14,945,778 | |
Forward Air Corp. | 202,435 | 19,630,122 | |
Hub Group, Inc. Class A (a) | 247,863 | 16,646,479 | |
Radiant Logistics, Inc. (a) | 293,822 | 1,695,353 | |
66,775,776 | |||
Airlines - 0.3% | |||
Allegiant Travel Co. (a) | 120,817 | 18,749,590 | |
Frontier Group Holdings, Inc. (a)(b) | 319,352 | 3,388,325 | |
Hawaiian Holdings, Inc. (a)(b) | 421,936 | 7,156,035 | |
Mesa Air Group, Inc. (a)(b) | 231,859 | 788,321 | |
SkyWest, Inc. (a) | 392,432 | 11,439,393 | |
Spirit Airlines, Inc. (a) | 576,603 | 13,613,597 | |
Sun Country Airlines Holdings, Inc. (a)(b) | 255,180 | 7,020,002 | |
62,155,263 | |||
Building Products - 1.3% | |||
AAON, Inc. | 315,348 | 15,370,062 | |
American Woodmark Corp. (a)(b) | 122,018 | 5,716,543 | |
Apogee Enterprises, Inc. | 182,941 | 8,049,404 | |
Caesarstone Sdot-Yam Ltd. | 162,179 | 1,594,220 | |
Cornerstone Building Brands, Inc. (a) | 410,702 | 10,017,022 | |
CSW Industrials, Inc. | 110,897 | 11,700,742 | |
Gibraltar Industries, Inc. (a) | 238,392 | 9,020,753 | |
Griffon Corp. | 390,284 | 7,302,214 | |
Insteel Industries, Inc. (b) | 140,284 | 5,950,847 | |
Jeld-Wen Holding, Inc. (a) | 692,703 | 14,401,295 | |
Masonite International Corp. (a) | 180,349 | 13,980,654 | |
PGT Innovations, Inc. (a)(b) | 432,489 | 7,685,330 | |
Quanex Building Products Corp. (b) | 249,094 | 4,787,587 | |
Resideo Technologies, Inc. (a) | 1,089,738 | 24,508,208 | |
Simpson Manufacturing Co. Ltd. | 328,231 | 34,027,708 | |
UFP Industries, Inc. | 453,558 | 35,091,782 | |
View, Inc. Class A (a)(b) | 648,676 | 998,961 | |
Zurn Water Solutions Corp. | 907,735 | 28,339,487 | |
238,542,819 | |||
Commercial Services & Supplies - 1.8% | |||
ABM Industries, Inc. | 509,440 | 24,590,669 | |
ACCO Brands Corp. | 689,076 | 5,050,927 | |
Aris Water Solution, Inc. Class A | 154,505 | 2,617,315 | |
Brady Corp. Class A (b) | 353,063 | 15,799,569 | |
BrightView Holdings, Inc. (a)(b) | 362,305 | 4,586,781 | |
Casella Waste Systems, Inc. Class A (a) | 368,287 | 30,287,923 | |
CECO Environmental Corp. (a)(b) | 240,732 | 1,143,477 | |
Cimpress PLC (a) | 132,719 | 6,703,637 | |
CompX International, Inc. Class A (b) | 9,445 | 200,517 | |
CoreCivic, Inc. (a) | 908,129 | 11,288,043 | |
Deluxe Corp. (b) | 311,323 | 8,430,627 | |
Ennis, Inc. | 185,898 | 3,206,741 | |
Harsco Corp. (a) | 563,515 | 5,759,123 | |
Healthcare Services Group, Inc. (b) | 527,453 | 9,014,172 | |
Heritage-Crystal Clean, Inc. (a) | 120,359 | 3,285,801 | |
HNI Corp. | 326,900 | 11,650,716 | |
Interface, Inc. (b) | 437,852 | 5,556,342 | |
KAR Auction Services, Inc. (a)(b) | 914,524 | 13,406,922 | |
Kimball International, Inc. Class B | 275,055 | 2,112,422 | |
Matthews International Corp. Class A | 233,540 | 6,961,827 | |
Millerknoll, Inc. | 564,689 | 17,917,582 | |
Montrose Environmental Group, Inc. (a)(b) | 202,487 | 9,186,835 | |
NL Industries, Inc. | 64,234 | 441,930 | |
Pitney Bowes, Inc. (b) | 1,365,760 | 7,197,555 | |
SP Plus Corp. (a) | 171,507 | 4,887,950 | |
Steelcase, Inc. Class A | 665,911 | 7,811,136 | |
Team, Inc. (a)(b) | 272,452 | 392,331 | |
Tetra Tech, Inc. | 405,966 | 56,542,944 | |
The Brink's Co. | 362,045 | 21,342,553 | |
The GEO Group, Inc. (a) | 929,391 | 6,068,923 | |
U.S. Ecology, Inc. (a) | 240,378 | 11,535,740 | |
UniFirst Corp. | 112,857 | 19,445,261 | |
Viad Corp. (a) | 154,758 | 5,068,325 | |
VSE Corp. | 79,353 | 3,436,778 | |
342,929,394 | |||
Construction & Engineering - 1.6% | |||
Ameresco, Inc. Class A (a)(b) | 233,770 | 11,791,359 | |
API Group Corp. (a) | 1,522,512 | 28,257,823 | |
Arcosa, Inc. | 368,061 | 19,702,305 | |
Argan, Inc. | 105,067 | 3,864,364 | |
Comfort Systems U.S.A., Inc. | 267,058 | 22,545,036 | |
Concrete Pumping Holdings, Inc. (a) | 192,732 | 1,075,445 | |
Construction Partners, Inc. Class A (a)(b) | 308,263 | 7,956,268 | |
Dycom Industries, Inc. (a) | 225,039 | 19,108,061 | |
EMCOR Group, Inc. | 400,499 | 42,645,134 | |
Fluor Corp. (a)(b) | 1,077,443 | 26,666,714 | |
Granite Construction, Inc. (b) | 321,996 | 9,547,181 | |
Great Lakes Dredge & Dock Corp. (a)(b) | 483,963 | 6,683,529 | |
IES Holdings, Inc. (a) | 67,008 | 1,963,334 | |
Infrastructure and Energy Alternatives, Inc. (a)(b) | 226,372 | 2,116,578 | |
INNOVATE Corp. (a)(b) | 340,471 | 1,031,627 | |
Matrix Service Co. (a)(b) | 216,077 | 1,469,324 | |
MYR Group, Inc. (a) | 124,224 | 9,824,876 | |
Northwest Pipe Co. (a)(b) | 73,498 | 1,963,132 | |
NV5 Global, Inc. (a)(b) | 98,653 | 11,818,629 | |
Primoris Services Corp. | 412,888 | 9,570,744 | |
Sterling Construction Co., Inc. (a) | 209,846 | 4,803,375 | |
Tutor Perini Corp. (a)(b) | 316,123 | 2,930,460 | |
Willscot Mobile Mini Holdings (a) | 1,575,985 | 55,317,074 | |
302,652,372 | |||
Electrical Equipment - 0.9% | |||
Advent Technologies Holdings, Inc. Class A (a)(b) | 288,360 | 562,302 | |
Allied Motion Technologies, Inc. | 91,400 | 2,224,676 | |
American Superconductor Corp. (a)(b) | 202,133 | 1,077,369 | |
Array Technologies, Inc. (a)(b) | 1,006,319 | 6,571,263 | |
Atkore, Inc. (a) | 338,876 | 32,565,984 | |
AZZ, Inc. (b) | 182,438 | 8,326,470 | |
Babcock & Wilcox Enterprises, Inc. (a) | 437,859 | 3,288,321 | |
Beam Global (a)(b) | 62,860 | 970,558 | |
Blink Charging Co. (a)(b) | 304,413 | 5,814,288 | |
Bloom Energy Corp. Class A (a)(b) | 1,097,207 | 20,364,162 | |
Encore Wire Corp. | 148,848 | 16,791,543 | |
EnerSys | 315,423 | 20,647,590 | |
Eos Energy Enterprises, Inc. (a)(b) | 214,220 | 454,146 | |
FTC Solar, Inc. (a)(b) | 349,578 | 978,818 | |
FuelCell Energy, Inc. (a)(b) | 2,825,810 | 11,529,305 | |
GrafTech International Ltd. | 1,509,630 | 13,707,440 | |
Powell Industries, Inc. (b) | 71,473 | 1,379,429 | |
Preformed Line Products Co. | 21,672 | 1,289,484 | |
Romeo Power, Inc. (a)(b) | 548,216 | 603,038 | |
Stem, Inc. (a)(b) | 689,082 | 4,940,718 | |
Thermon Group Holdings, Inc. (a) | 244,756 | 3,671,340 | |
TPI Composites, Inc. (a)(b) | 230,004 | 2,631,246 | |
Vicor Corp. (a) | 141,638 | 8,571,932 | |
168,961,422 | |||
Machinery - 3.5% | |||
AgEagle Aerial Systems, Inc. (a)(b) | 735,290 | 592,717 | |
Alamo Group, Inc. | 73,940 | 9,348,974 | |
Albany International Corp. Class A (b) | 229,318 | 17,937,254 | |
Altra Industrial Motion Corp. | 495,790 | 19,335,810 | |
Astec Industries, Inc. | 174,954 | 6,840,701 | |
Barnes Group, Inc. | 349,700 | 11,742,926 | |
Blue Bird Corp. (a) | 131,934 | 2,114,902 | |
Chart Industries, Inc. (a) | 275,821 | 46,564,101 | |
CIRCOR International, Inc. (a) | 141,846 | 2,787,274 | |
Columbus McKinnon Corp. (NY Shares) | 208,466 | 7,390,120 | |
Commercial Vehicle Group, Inc. (a)(b) | 240,069 | 1,723,695 | |
Desktop Metal, Inc. (a)(b) | 1,590,441 | 5,582,448 | |
Douglas Dynamics, Inc. | 168,449 | 5,215,181 | |
Energy Recovery, Inc. (a)(b) | 314,413 | 5,822,929 | |
Enerpac Tool Group Corp. Class A (b) | 453,261 | 9,101,481 | |
EnPro Industries, Inc. (b) | 152,317 | 14,197,468 | |
ESCO Technologies, Inc. | 191,945 | 11,986,965 | |
Evoqua Water Technologies Corp. (a)(b) | 872,214 | 36,362,602 | |
Federal Signal Corp. | 449,084 | 15,282,329 | |
Franklin Electric Co., Inc. | 346,978 | 24,267,641 | |
Gorman-Rupp Co. | 164,326 | 5,235,426 | |
Helios Technologies, Inc. | 243,425 | 16,353,292 | |
Hillenbrand, Inc. | 545,830 | 22,280,781 | |
Hydrofarm Holdings Group, Inc. (a)(b) | 316,082 | 3,018,583 | |
Hyliion Holdings Corp. Class A (a)(b) | 796,836 | 2,557,844 | |
Hyster-Yale Materials Handling Class A | 78,386 | 2,408,018 | |
Ideanomics, Inc. (a)(b) | 3,854,783 | 2,772,360 | |
John Bean Technologies Corp. | 237,030 | 27,943,467 | |
Kadant, Inc. | 86,056 | 15,920,360 | |
Kennametal, Inc. | 641,142 | 16,496,584 | |
Lindsay Corp. (b) | 81,907 | 11,069,731 | |
Luxfer Holdings PLC sponsored | 211,456 | 3,412,900 | |
Manitowoc Co., Inc. (a) | 271,209 | 3,590,807 | |
Mayville Engineering Co., Inc. (a)(b) | 66,089 | 547,217 | |
Meritor, Inc. (a) | 510,263 | 18,323,544 | |
Miller Industries, Inc. | 81,763 | 2,192,066 | |
Mueller Industries, Inc. | 420,429 | 22,766,230 | |
Mueller Water Products, Inc. Class A | 1,168,984 | 14,062,878 | |
Nikola Corp. (a)(b) | 1,790,841 | 12,858,238 | |
NN, Inc. (a)(b) | 308,739 | 935,479 | |
Omega Flex, Inc. (b) | 23,001 | 2,553,111 | |
Park-Ohio Holdings Corp. | 59,488 | 570,490 | |
Proto Labs, Inc. (a) | 201,954 | 8,605,260 | |
RBC Bearings, Inc. (a)(b) | 210,915 | 35,507,540 | |
REV Group, Inc. (b) | 272,612 | 3,249,535 | |
Shyft Group, Inc. (The) | 261,968 | 6,672,325 | |
SPX Corp. (a) | 326,920 | 13,697,948 | |
Standex International Corp. | 87,890 | 8,265,176 | |
Tennant Co. | 136,890 | 8,840,356 | |
Terex Corp. | 522,241 | 17,756,194 | |
The Greenbrier Companies, Inc. (b) | 244,592 | 10,446,524 | |
Titan International, Inc. (a) | 391,938 | 5,432,261 | |
Trinity Industries, Inc. | 578,143 | 16,037,687 | |
Wabash National Corp. | 373,899 | 5,350,495 | |
Watts Water Technologies, Inc. Class A | 208,306 | 26,550,683 | |
Welbilt, Inc. (a) | 972,470 | 22,969,741 | |
651,448,649 | |||
Marine - 0.2% | |||
Costamare, Inc. (b) | 395,126 | 5,298,640 | |
Eagle Bulk Shipping, Inc. | 68,572 | 4,267,921 | |
Genco Shipping & Trading Ltd. | 249,713 | 5,501,177 | |
Matson, Inc. | 311,192 | 26,768,736 | |
Safe Bulkers, Inc. | 472,839 | 1,943,368 | |
43,779,842 | |||
Professional Services - 1.9% | |||
Acacia Research Corp. (a)(b) | 349,324 | 1,638,330 | |
ASGN, Inc. (a) | 382,881 | 43,437,849 | |
Atlas Technical Consultants, Inc. (a)(b) | 107,796 | 1,304,332 | |
Barrett Business Services, Inc. | 55,209 | 3,973,392 | |
CBIZ, Inc. (a)(b) | 363,739 | 15,237,027 | |
CRA International, Inc. | 53,725 | 4,425,328 | |
Exponent, Inc. | 390,633 | 37,426,548 | |
First Advantage Corp. | 414,832 | 7,201,484 | |
Forrester Research, Inc. (a) | 83,353 | 4,641,929 | |
Franklin Covey Co. (a) | 95,288 | 3,818,190 | |
Heidrick & Struggles International, Inc. | 144,196 | 4,608,504 | |
Hirequest, Inc. (b) | 36,918 | 613,577 | |
HireRight Holdings Corp. (b) | 177,630 | 3,071,223 | |
Huron Consulting Group, Inc. (a) | 163,276 | 8,454,431 | |
ICF International, Inc. | 136,636 | 13,501,003 | |
Insperity, Inc. | 271,981 | 28,843,585 | |
KBR, Inc. | 1,063,958 | 52,378,652 | |
Kelly Services, Inc. Class A (non-vtg.) | 262,674 | 5,066,981 | |
Kforce, Inc. | 150,957 | 10,574,538 | |
Korn Ferry | 404,078 | 24,826,552 | |
ManTech International Corp. Class A | 206,826 | 16,616,401 | |
MISTRAS Group, Inc. (a) | 140,799 | 801,146 | |
Resources Connection, Inc. | 230,370 | 3,960,060 | |
Sterling Check Corp. (b) | 131,246 | 3,409,771 | |
TriNet Group, Inc. (a) | 304,261 | 26,987,951 | |
TrueBlue, Inc. (a) | 258,598 | 6,612,351 | |
Upwork, Inc. (a) | 913,868 | 19,163,812 | |
Willdan Group, Inc. (a)(b) | 85,624 | 2,301,573 | |
354,896,520 | |||
Road & Rail - 1.0% | |||
ArcBest Corp. | 192,445 | 13,886,831 | |
Avis Budget Group, Inc. (a)(b) | 311,143 | 83,283,647 | |
Covenant Transport Group, Inc. Class A | 89,517 | 1,838,679 | |
Daseke, Inc. (a)(b) | 301,921 | 2,536,136 | |
Heartland Express, Inc. (b) | 351,265 | 4,847,457 | |
HyreCar, Inc. (a) | 134,549 | 209,896 | |
Marten Transport Ltd. | 442,040 | 7,682,655 | |
P.A.M. Transportation Services, Inc. | 53,840 | 1,636,198 | |
Saia, Inc. (a) | 201,097 | 41,417,938 | |
U.S. Xpress Enterprises, Inc. (a)(b) | 197,126 | 652,487 | |
Universal Logistics Holdings, Inc. | 57,117 | 1,158,333 | |
Werner Enterprises, Inc. (b) | 451,435 | 17,890,369 | |
Yellow Corp. (a) | 405,893 | 1,818,401 | |
178,859,027 | |||
Trading Companies & Distributors - 1.7% | |||
Alta Equipment Group, Inc. (a) | 140,100 | 1,576,125 | |
Applied Industrial Technologies, Inc. | 287,322 | 30,079,740 | |
Beacon Roofing Supply, Inc. (a)(b) | 418,324 | 24,944,660 | |
BlueLinx Corp. (a) | 69,117 | 4,608,030 | |
Boise Cascade Co. | 296,115 | 22,380,372 | |
Custom Truck One Source, Inc. Class A (a)(b) | 458,581 | 3,012,877 | |
DXP Enterprises, Inc. (a) | 130,617 | 3,086,480 | |
EVI Industries, Inc. (a)(b) | 35,761 | 511,025 | |
GATX Corp. (b) | 262,141 | 27,102,758 | |
Global Industrial Co. | 96,914 | 2,990,766 | |
GMS, Inc. (a)(b) | 321,897 | 15,434,961 | |
H&E Equipment Services, Inc. | 242,106 | 8,589,921 | |
Herc Holdings, Inc. (b) | 188,474 | 24,090,747 | |
Karat Packaging, Inc. (a) | 33,967 | 623,294 | |
Lawson Products, Inc. (a)(b) | 35,475 | 1,347,695 | |
McGrath RentCorp. | 180,116 | 15,032,481 | |
MRC Global, Inc. (a) | 609,882 | 7,312,485 | |
NOW, Inc. (a) | 843,393 | 9,192,984 | |
Rush Enterprises, Inc.: | |||
Class A | 358,058 | 18,217,991 | |
Class B | 201 | 9,738 | |
Textainer Group Holdings Ltd. (b) | 352,691 | 11,829,256 | |
Titan Machinery, Inc. (a) | 148,704 | 3,506,440 | |
Transcat, Inc. (a)(b) | 53,618 | 3,914,114 | |
Triton International Ltd. | 500,218 | 30,558,318 | |
Veritiv Corp. (a)(b) | 107,415 | 15,096,104 | |
WESCO International, Inc. (a) | 337,203 | 41,563,642 | |
Willis Lease Finance Corp. (a)(b) | 17,926 | 557,499 | |
327,170,503 | |||
TOTAL INDUSTRIALS | 2,879,493,573 | ||
INFORMATION TECHNOLOGY - 13.3% | |||
Communications Equipment - 0.7% | |||
ADTRAN, Inc. | 375,846 | 6,535,962 | |
Aviat Networks, Inc. (a) | 83,626 | 2,500,417 | |
CalAmp Corp. (a)(b) | 269,481 | 1,474,061 | |
Calix, Inc. (a)(b) | 422,053 | 16,844,135 | |
Cambium Networks Corp. (a) | 87,349 | 1,333,819 | |
Casa Systems, Inc. (a)(b) | 230,209 | 1,128,024 | |
Clearfield, Inc. (a)(b) | 86,492 | 5,036,429 | |
Comtech Telecommunications Corp. (b) | 197,512 | 2,686,163 | |
Digi International, Inc. (a) | 259,116 | 4,902,475 | |
DZS, Inc. (a)(b) | 127,212 | 1,537,993 | |
EMCORE Corp. (a) | 273,342 | 943,030 | |
Extreme Networks, Inc. (a) | 967,942 | 9,292,243 | |
Harmonic, Inc. (a) | 693,825 | 5,758,748 | |
Infinera Corp. (a)(b) | 1,423,775 | 10,948,830 | |
Inseego Corp. (a)(b) | 698,493 | 1,990,705 | |
KVH Industries, Inc. (a)(b) | 105,896 | 843,991 | |
NETGEAR, Inc. (a)(b) | 217,242 | 4,714,151 | |
NetScout Systems, Inc. (a) | 521,070 | 16,048,956 | |
Plantronics, Inc. (a) | 326,001 | 12,994,400 | |
Ribbon Communications, Inc. (a) | 565,591 | 1,951,289 | |
Viavi Solutions, Inc. (a) | 1,720,857 | 24,677,089 | |
134,142,910 | |||
Electronic Equipment & Components - 2.3% | |||
908 Devices, Inc. (a)(b) | 168,394 | 2,988,994 | |
Advanced Energy Industries, Inc. (b) | 287,242 | 21,979,758 | |
Aeva Technologies, Inc. (a)(b) | 839,067 | 2,752,140 | |
Akoustis Technologies, Inc. (a)(b) | 423,215 | 1,879,075 | |
Arlo Technologies, Inc. (a) | 586,327 | 4,538,171 | |
Badger Meter, Inc. | 218,729 | 17,649,243 | |
Belden, Inc. | 330,379 | 17,057,468 | |
Benchmark Electronics, Inc. | 268,715 | 6,384,668 | |
CTS Corp. | 236,195 | 8,354,217 | |
Daktronics, Inc. (a) | 269,198 | 901,813 | |
ePlus, Inc. (a) | 198,648 | 11,219,639 | |
Fabrinet (a) | 278,137 | 27,310,272 | |
FARO Technologies, Inc. (a) | 140,489 | 4,817,368 | |
Identiv, Inc. (a)(b) | 155,093 | 1,890,584 | |
II-VI, Inc. (a)(b) | 804,009 | 49,213,391 | |
Insight Enterprises, Inc. (a) | 257,473 | 25,585,092 | |
Iteris, Inc. (a)(b) | 315,597 | 814,240 | |
Itron, Inc. (a)(b) | 351,579 | 16,798,445 | |
Kimball Electronics, Inc. (a)(b) | 180,594 | 3,221,797 | |
Knowles Corp. (a) | 655,409 | 12,138,175 | |
Luna Innovations, Inc. (a)(b) | 247,348 | 1,365,361 | |
Methode Electronics, Inc. Class A (b) | 276,368 | 12,328,776 | |
MicroVision, Inc. (a)(b) | 1,097,474 | 3,544,841 | |
Napco Security Technologies, Inc. (b) | 216,637 | 3,791,148 | |
nLIGHT, Inc. (a) | 340,665 | 4,479,745 | |
Novanta, Inc. (a) | 266,202 | 34,260,197 | |
OSI Systems, Inc. (a)(b) | 123,306 | 9,753,505 | |
Ouster, Inc. (a)(b) | 902,434 | 2,987,057 | |
Par Technology Corp. (a)(b) | 199,597 | 6,594,685 | |
PC Connection, Inc. | 81,500 | 4,033,435 | |
Plexus Corp. (a) | 209,197 | 16,974,245 | |
Rogers Corp. (a) | 139,983 | 37,896,198 | |
Sanmina Corp. (a) | 469,649 | 19,203,948 | |
ScanSource, Inc. (a) | 186,943 | 6,400,928 | |
TTM Technologies, Inc. (a) | 780,427 | 10,886,957 | |
Velodyne Lidar, Inc. (a)(b) | 307,389 | 577,891 | |
Vishay Intertechnology, Inc. | 1,005,216 | 18,727,174 | |
Vishay Precision Group, Inc. (a) | 87,828 | 2,741,112 | |
434,041,753 | |||
IT Services - 1.5% | |||
BigCommerce Holdings, Inc. (a) | 310,497 | 5,548,581 | |
Brightcove, Inc. (a)(b) | 303,762 | 2,141,522 | |
Cantaloupe, Inc. (a)(b) | 451,552 | 2,469,989 | |
Cass Information Systems, Inc. | 100,373 | 3,885,439 | |
Conduent, Inc. (a) | 1,291,498 | 7,271,134 | |
CSG Systems International, Inc. | 237,271 | 14,585,048 | |
Digitalocean Holdings, Inc. (a) | 387,286 | 15,270,687 | |
EVERTEC, Inc. | 452,197 | 17,816,562 | |
EVO Payments, Inc. Class A (a) | 355,556 | 8,010,677 | |
ExlService Holdings, Inc. (a) | 245,247 | 33,390,379 | |
Flywire Corp. (a)(b) | 439,908 | 13,421,593 | |
GreenBox POS (a)(b) | 137,466 | 496,252 | |
Grid Dynamics Holdings, Inc. (a)(b) | 369,714 | 5,146,419 | |
Hackett Group, Inc. | 179,518 | 4,216,878 | |
i3 Verticals, Inc. Class A (a)(b) | 165,153 | 4,533,450 | |
IBEX Ltd. (a)(b) | 44,075 | 682,722 | |
International Money Express, Inc. (a) | 242,705 | 4,822,548 | |
Limelight Networks, Inc. (a)(b) | 982,193 | 3,506,429 | |
Liveramp Holdings, Inc. (a)(b) | 501,725 | 15,714,027 | |
Maximus, Inc. | 460,284 | 33,545,498 | |
MoneyGram International, Inc. (a) | 684,920 | 6,938,240 | |
Paya Holdings, Inc. (a)(b) | 683,628 | 3,479,667 | |
Perficient, Inc. (a) | 244,881 | 24,343,620 | |
Priority Technology Holdings, Inc. (a)(b) | 79,835 | 383,208 | |
Rackspace Technology, Inc. (a)(b) | 376,521 | 3,723,793 | |
Remitly Global, Inc. (b) | 52,561 | 583,427 | |
Repay Holdings Corp. (a) | 675,128 | 9,033,213 | |
StarTek, Inc. (a) | 117,054 | 438,953 | |
Ttec Holdings, Inc. | 139,463 | 10,293,764 | |
Tucows, Inc. (a)(b) | 70,548 | 4,064,976 | |
Unisys Corp. (a) | 500,488 | 7,111,934 | |
Verra Mobility Corp. (a)(b) | 1,143,111 | 16,037,847 | |
282,908,476 | |||
Semiconductors & Semiconductor Equipment - 3.0% | |||
Alpha & Omega Semiconductor Ltd. (a) | 163,121 | 6,997,891 | |
Ambarella, Inc. (a) | 268,372 | 22,027,974 | |
Amkor Technology, Inc. (b) | 767,592 | 14,438,406 | |
Atomera, Inc. (a)(b) | 147,162 | 1,537,843 | |
Axcelis Technologies, Inc. (a)(b) | 248,304 | 13,520,153 | |
AXT, Inc. (a)(b) | 306,436 | 1,807,972 | |
CEVA, Inc. (a)(b) | 170,780 | 6,206,145 | |
CMC Materials, Inc. | 213,758 | 38,243,444 | |
Cohu, Inc. (a)(b) | 368,907 | 9,798,170 | |
Credo Technology Group Holding Ltd. (b) | 163,462 | 1,804,620 | |
Diodes, Inc. (a) | 325,274 | 23,754,760 | |
FormFactor, Inc. (a) | 588,291 | 22,419,770 | |
Ichor Holdings Ltd. (a)(b) | 216,179 | 6,292,971 | |
Impinj, Inc. (a)(b) | 147,750 | 7,278,165 | |
Kopin Corp. (a) | 549,538 | 879,261 | |
Kulicke & Soffa Industries, Inc. (b) | 462,388 | 21,459,427 | |
Lattice Semiconductor Corp. (a) | 1,025,926 | 49,285,485 | |
MACOM Technology Solutions Holdings, Inc. (a) | 370,934 | 18,899,087 | |
MaxLinear, Inc. Class A (a) | 534,333 | 25,578,521 | |
Meta Materials, Inc. (a)(b) | 1,323,597 | 1,588,316 | |
NeoPhotonics Corp. (a) | 386,435 | 5,850,626 | |
NVE Corp. | 33,064 | 1,533,508 | |
Onto Innovation, Inc. (a) | 365,992 | 26,036,671 | |
PDF Solutions, Inc. (a) | 221,660 | 5,153,595 | |
Photronics, Inc. (a) | 439,391 | 6,586,471 | |
Power Integrations, Inc. | 443,769 | 35,501,520 | |
Rambus, Inc. (a) | 808,468 | 20,138,938 | |
Semtech Corp. (a) | 484,706 | 28,888,478 | |
Silicon Laboratories, Inc. (a) | 285,814 | 38,559,167 | |
SiTime Corp. (a) | 121,857 | 20,541,434 | |
SkyWater Technology, Inc. (a)(b) | 56,216 | 344,042 | |
SMART Global Holdings, Inc. (a)(b) | 372,055 | 8,430,766 | |
SunPower Corp. (a)(b) | 622,495 | 10,277,392 | |
Synaptics, Inc. (a) | 298,487 | 44,307,410 | |
Ultra Clean Holdings, Inc. (a)(b) | 343,646 | 10,711,446 | |
Veeco Instruments, Inc. (a)(b) | 369,768 | 8,475,083 | |
565,154,928 | |||
Software - 5.5% | |||
8x8, Inc. (a)(b) | 890,989 | 8,170,369 | |
A10 Networks, Inc. | 451,994 | 6,454,474 | |
ACI Worldwide, Inc. (a)(b) | 881,272 | 24,340,733 | |
Agilysys, Inc. (a)(b) | 160,763 | 5,917,686 | |
Alarm.com Holdings, Inc. (a)(b) | 354,197 | 21,634,353 | |
Alkami Technology, Inc. (a)(b) | 231,707 | 3,035,362 | |
Altair Engineering, Inc. Class A (a)(b) | 350,842 | 19,057,737 | |
American Software, Inc. Class A | 233,831 | 3,998,510 | |
AppFolio, Inc. (a)(b) | 142,799 | 14,831,104 | |
Appian Corp. Class A (a)(b) | 307,365 | 14,692,047 | |
Arteris, Inc. (b) | 38,132 | 449,576 | |
Asana, Inc. (a)(b) | 556,856 | 14,923,741 | |
Avaya Holdings Corp. (a)(b) | 638,205 | 5,903,396 | |
AvidXchange Holdings, Inc. | 224,667 | 1,840,023 | |
Benefitfocus, Inc. (a)(b) | 180,417 | 1,921,441 | |
Blackbaud, Inc. (a) | 356,239 | 20,665,424 | |
BlackLine, Inc. (a) | 412,869 | 27,682,866 | |
Bottomline Technologies, Inc. (a) | 332,041 | 18,800,161 | |
Box, Inc. Class A (a) | 1,021,455 | 31,276,952 | |
BTRS Holdings, Inc. (a) | 746,788 | 5,018,415 | |
Cerence, Inc. (a)(b) | 307,522 | 9,071,899 | |
ChannelAdvisor Corp. (a) | 224,397 | 3,256,000 | |
Cleanspark, Inc. (a)(b) | 341,511 | 2,216,406 | |
CommVault Systems, Inc. (a) | 333,283 | 20,330,263 | |
Consensus Cloud Solutions, Inc. (a) | 120,117 | 6,332,568 | |
CoreCard Corp. (a)(b) | 55,053 | 1,254,658 | |
Couchbase, Inc. (b) | 194,306 | 3,303,202 | |
CS Disco, Inc. (b) | 126,620 | 3,888,500 | |
Digimarc Corp. (a)(b) | 100,787 | 2,607,360 | |
Digital Turbine, Inc. (a) | 698,116 | 22,095,371 | |
Domo, Inc. Class B (a) | 225,936 | 9,358,269 | |
E2open Parent Holdings, Inc. (a)(b) | 1,538,428 | 11,907,433 | |
Ebix, Inc. (b) | 181,066 | 5,395,767 | |
eGain Communications Corp. (a) | 151,518 | 1,568,211 | |
Enfusion, Inc. Class A (b) | 158,767 | 2,027,455 | |
EngageSmart, Inc. (b) | 135,659 | 2,832,560 | |
Envestnet, Inc. (a)(b) | 406,499 | 32,373,580 | |
EverCommerce, Inc. (b) | 236,596 | 2,929,058 | |
GTY Technology Holdings, Inc. (a)(b) | 232,087 | 1,413,410 | |
Instructure Holdings, Inc. (b) | 92,581 | 1,675,716 | |
Intapp, Inc. (b) | 111,648 | 2,784,501 | |
InterDigital, Inc. | 228,397 | 12,984,369 | |
JFrog Ltd. (a)(b) | 426,882 | 8,909,027 | |
Kaltura, Inc. (b) | 448,853 | 695,722 | |
LivePerson, Inc. (a) | 427,678 | 9,674,076 | |
Marathon Digital Holdings, Inc. (a)(b) | 731,394 | 11,409,746 | |
MeridianLink, Inc. (b) | 175,574 | 2,835,520 | |
MicroStrategy, Inc. Class A (a)(b) | 71,512 | 25,327,405 | |
Mimecast Ltd. (a) | 464,755 | 37,031,678 | |
Mitek Systems, Inc. (a)(b) | 326,296 | 3,644,726 | |
Model N, Inc. (a)(b) | 273,095 | 7,056,775 | |
Momentive Global, Inc. (a) | 999,946 | 15,819,146 | |
ON24, Inc. (a)(b) | 220,241 | 2,790,453 | |
Onespan, Inc. (a) | 274,786 | 3,882,726 | |
Pagerduty, Inc. (a)(b) | 638,893 | 18,253,173 | |
Ping Identity Holding Corp. (a) | 468,804 | 12,249,849 | |
Progress Software Corp. | 327,671 | 15,721,655 | |
PROS Holdings, Inc. (a)(b) | 288,304 | 8,052,331 | |
Q2 Holdings, Inc. (a)(b) | 420,460 | 21,750,396 | |
Qualys, Inc. (a) | 256,241 | 34,920,523 | |
Rapid7, Inc. (a) | 423,000 | 40,404,960 | |
Rekor Systems, Inc. (a)(b) | 245,202 | 728,250 | |
Rimini Street, Inc. (a)(b) | 345,735 | 1,991,434 | |
Riot Blockchain, Inc. (a)(b) | 830,817 | 8,424,484 | |
SailPoint Technologies Holding, Inc. (a) | 688,654 | 43,956,785 | |
Sapiens International Corp. NV | 233,646 | 5,429,933 | |
SecureWorks Corp. (a) | 71,748 | 792,098 | |
ShotSpotter, Inc. (a)(b) | 64,484 | 1,770,086 | |
Smith Micro Software, Inc. (a)(b) | 364,993 | 1,124,178 | |
Sprout Social, Inc. (a) | 345,493 | 21,171,811 | |
SPS Commerce, Inc. (a) | 270,106 | 32,312,781 | |
Stronghold Digital Mining, Inc. Class A (b) | 35,708 | 139,261 | |
Sumo Logic, Inc. (a) | 696,051 | 6,528,958 | |
Telos Corp. (a) | 256,691 | 1,999,623 | |
Tenable Holdings, Inc. (a) | 695,715 | 38,424,339 | |
Upland Software, Inc. (a)(b) | 209,965 | 3,132,678 | |
UserTesting, Inc. (a)(b) | 78,822 | 615,600 | |
Varonis Systems, Inc. (a)(b) | 809,148 | 34,955,194 | |
Verint Systems, Inc. (a)(b) | 480,275 | 26,203,804 | |
Veritone, Inc. (a)(b) | 227,835 | 2,467,453 | |
Viant Technology, Inc. (a) | 86,310 | 507,503 | |
VirnetX Holding Corp. (a)(b) | 421,543 | 598,591 | |
Vonage Holdings Corp. (a) | 1,895,411 | 37,832,404 | |
Weave Communications, Inc. (b) | 23,997 | 113,746 | |
Workiva, Inc. (a) | 322,931 | 31,166,071 | |
Xperi Holding Corp. (b) | 767,324 | 11,970,254 | |
Yext, Inc. (a) | 762,443 | 4,414,545 | |
Zuora, Inc. (a) | 887,608 | 10,802,189 | |
1,022,224,866 | |||
Technology Hardware, Storage & Peripherals - 0.3% | |||
3D Systems Corp. (a)(b) | 861,222 | 9,766,257 | |
Avid Technology, Inc. (a) | 272,171 | 8,630,542 | |
Corsair Gaming, Inc. (a)(b) | 180,681 | 2,733,704 | |
Diebold Nixdorf, Inc. (a)(b) | 515,288 | 2,112,681 | |
Eastman Kodak Co. (a)(b) | 382,830 | 1,979,231 | |
Quantum Corp. (a)(b) | 431,470 | 806,849 | |
Super Micro Computer, Inc. (a) | 332,781 | 14,010,080 | |
Turtle Beach Corp. (a)(b) | 130,472 | 2,171,054 | |
42,210,398 | |||
TOTAL INFORMATION TECHNOLOGY | 2,480,683,331 | ||
MATERIALS - 4.0% | |||
Chemicals - 2.0% | |||
AdvanSix, Inc. | 204,050 | 9,088,387 | |
American Vanguard Corp. | 219,066 | 4,688,012 | |
Amyris, Inc. (a)(b) | 1,447,534 | 4,965,042 | |
Aspen Aerogels, Inc. (a) | 169,701 | 3,665,542 | |
Avient Corp. | 687,587 | 33,856,784 | |
Balchem Corp. | 241,457 | 29,747,502 | |
Cabot Corp. | 421,693 | 27,768,484 | |
Chase Corp. | 55,207 | 4,657,263 | |
Danimer Scientific, Inc. (a)(b) | 562,279 | 2,204,134 | |
Ecovyst, Inc. | 448,042 | 4,507,303 | |
FutureFuel Corp. | 201,300 | 1,914,363 | |
GCP Applied Technologies, Inc. (a) | 500,139 | 15,689,360 | |
H.B. Fuller Co. (b) | 395,458 | 26,377,049 | |
Hawkins, Inc. (b) | 143,196 | 5,338,347 | |
Ingevity Corp. (a) | 297,936 | 17,846,366 | |
Innospec, Inc. | 182,621 | 17,405,608 | |
Intrepid Potash, Inc. (a)(b) | 75,141 | 5,754,298 | |
Koppers Holdings, Inc. | 154,260 | 3,742,348 | |
Kronos Worldwide, Inc. (b) | 159,531 | 2,428,062 | |
Livent Corp. (a)(b) | 1,230,723 | 26,288,243 | |
Marrone Bio Innovations, Inc. (a)(b) | 668,003 | 774,883 | |
Minerals Technologies, Inc. | 246,226 | 15,662,436 | |
Orion Engineered Carbons SA (b) | 452,058 | 6,826,076 | |
PureCycle Technologies, Inc. (a)(b) | 404,285 | 3,153,423 | |
Quaker Houghton (b) | 102,164 | 16,623,104 | |
Rayonier Advanced Materials, Inc. (a) | 475,004 | 2,436,771 | |
Sensient Technologies Corp. | 316,046 | 26,737,492 | |
Stepan Co. | 160,203 | 16,358,328 | |
Tredegar Corp. | 191,799 | 2,196,099 | |
Trinseo PLC (b) | 299,833 | 14,227,076 | |
Tronox Holdings PLC | 867,856 | 14,927,123 | |
Valhi, Inc. | 17,140 | 545,223 | |
Zymergen, Inc. (a)(b) | 586,964 | 986,100 | |
369,386,631 | |||
Construction Materials - 0.1% | |||
Summit Materials, Inc. (a) | 900,035 | 25,020,973 | |
United States Lime & Minerals, Inc. | 15,807 | 1,731,025 | |
26,751,998 | |||
Containers & Packaging - 0.3% | |||
Greif, Inc.: | |||
Class A | 233,933 | 14,195,054 | |
Class B | 1,714 | 100,029 | |
Myers Industries, Inc. | 272,375 | 5,973,184 | |
O-I Glass, Inc. (a) | 1,176,099 | 15,853,815 | |
Pactiv Evergreen, Inc. | 313,738 | 3,093,457 | |
Ranpak Holdings Corp. (A Shares) (a)(b) | 297,601 | 4,487,823 | |
TriMas Corp. | 321,184 | 9,487,775 | |
53,191,137 | |||
Metals & Mining - 1.5% | |||
Allegheny Technologies, Inc. (a)(b) | 961,725 | 26,139,686 | |
Arconic Corp. (a) | 811,668 | 20,421,567 | |
Carpenter Technology Corp. | 366,581 | 13,996,063 | |
Century Aluminum Co. (a)(b) | 389,660 | 6,573,564 | |
Coeur d'Alene Mines Corp. (a)(b) | 1,666,924 | 6,050,934 | |
Commercial Metals Co. | 899,110 | 36,863,510 | |
Compass Minerals International, Inc. (b) | 258,732 | 15,298,823 | |
Constellium NV (a) | 928,955 | 15,504,259 | |
Ferroglobe Representation & Warranty Insurance (a)(c) | 73,951 | 1 | |
Gatos Silver, Inc. (a)(b) | 311,029 | 1,051,278 | |
Haynes International, Inc. (b) | 92,166 | 3,601,847 | |
Hecla Mining Co. (b) | 4,026,815 | 20,979,706 | |
Kaiser Aluminum Corp. | 120,755 | 11,652,858 | |
Materion Corp. | 152,338 | 12,971,581 | |
MP Materials Corp. (a)(b) | 573,368 | 21,810,919 | |
Novagold Resources, Inc. (a)(b) | 1,795,940 | 11,170,747 | |
Olympic Steel, Inc. | 70,880 | 2,433,310 | |
Perpetua Resources Corp. (a)(b) | 226,637 | 800,029 | |
PolyMet Mining Corp. (a) | 242,610 | 764,222 | |
Ryerson Holding Corp. | 123,319 | 4,539,372 | |
Schnitzer Steel Industries, Inc. Class A | 198,448 | 9,055,182 | |
SunCoke Energy, Inc. | 623,382 | 5,186,538 | |
TimkenSteel Corp. (a)(b) | 344,012 | 7,110,728 | |
Warrior Metropolitan Coal, Inc. | 383,919 | 13,080,120 | |
Worthington Industries, Inc. (b) | 246,920 | 11,745,984 | |
278,802,828 | |||
Paper & Forest Products - 0.1% | |||
Clearwater Paper Corp. (a) | 128,321 | 4,248,708 | |
Glatfelter Corp. (b) | 342,966 | 3,772,626 | |
Neenah, Inc. | 132,753 | 4,699,456 | |
Schweitzer-Mauduit International, Inc. (b) | 247,593 | 6,229,440 | |
18,950,230 | |||
TOTAL MATERIALS | 747,082,824 | ||
REAL ESTATE - 7.9% | |||
Equity Real Estate Investment Trusts (REITs) - 7.3% | |||
Acadia Realty Trust (SBI) | 665,260 | 13,917,239 | |
Agree Realty Corp. | 547,245 | 37,168,880 | |
Alexander & Baldwin, Inc. | 542,586 | 11,502,823 | |
Alexanders, Inc. | 16,857 | 4,183,402 | |
American Assets Trust, Inc. | 388,789 | 14,229,677 | |
Apartment Investment & Management Co. Class A (a) | 1,176,996 | 7,415,075 | |
Apple Hospitality (REIT), Inc. | 1,624,132 | 28,730,895 | |
Armada Hoffler Properties, Inc. | 524,468 | 7,106,541 | |
Ashford Hospitality Trust, Inc. (a) | 102,424 | 722,089 | |
Braemar Hotels & Resorts, Inc. | 469,723 | 2,846,521 | |
Brandywine Realty Trust (SBI) | 1,338,478 | 15,620,038 | |
Broadstone Net Lease, Inc. | 1,200,380 | 24,835,862 | |
BRT Apartments Corp. | 87,070 | 1,905,962 | |
CareTrust (REIT), Inc. | 760,594 | 12,329,229 | |
CatchMark Timber Trust, Inc. | 393,806 | 3,233,147 | |
Centerspace | 109,149 | 10,070,087 | |
Chatham Lodging Trust (a) | 380,213 | 5,459,859 | |
City Office REIT, Inc. | 330,299 | 4,901,637 | |
Clipper Realty, Inc. | 95,498 | 852,797 | |
Community Healthcare Trust, Inc. | 194,165 | 7,149,155 | |
Corporate Office Properties Trust (SBI) | 864,424 | 23,071,477 | |
CTO Realty Growth, Inc. | 47,032 | 2,999,231 | |
DiamondRock Hospitality Co. (a) | 1,643,229 | 17,451,092 | |
Digitalbridge Group, Inc. (a) | 3,715,762 | 25,861,704 | |
Diversified Healthcare Trust (SBI) | 1,763,921 | 3,968,822 | |
Easterly Government Properties, Inc. | 683,501 | 13,020,694 | |
EastGroup Properties, Inc. | 309,130 | 57,961,875 | |
Empire State Realty Trust, Inc. | 1,111,926 | 9,607,041 | |
Equity Commonwealth (a) | 813,690 | 21,310,541 | |
Essential Properties Realty Trust, Inc. | 945,615 | 22,694,760 | |
Farmland Partners, Inc. | 234,358 | 3,449,750 | |
Four Corners Property Trust, Inc. | 602,927 | 16,556,375 | |
Franklin Street Properties Corp. | 789,058 | 4,071,539 | |
Getty Realty Corp. | 325,542 | 8,760,335 | |
Gladstone Commercial Corp. | 297,139 | 6,251,805 | |
Gladstone Land Corp. | 239,113 | 8,703,713 | |
Global Medical REIT, Inc. | 487,797 | 7,199,884 | |
Global Net Lease, Inc. | 844,036 | 11,841,825 | |
Healthcare Realty Trust, Inc. (b) | 964,777 | 26,126,161 | |
Hersha Hospitality Trust (a) | 262,771 | 2,569,900 | |
Independence Realty Trust, Inc. | 1,682,737 | 45,871,411 | |
Indus Realty Trust, Inc. | 43,336 | 3,096,357 | |
Industrial Logistics Properties Trust | 507,357 | 8,198,889 | |
iStar Financial, Inc. | 513,933 | 8,654,632 | |
Kite Realty Group Trust | 1,652,407 | 36,848,676 | |
LTC Properties, Inc. | 308,918 | 10,194,294 | |
LXP Industrial Trust (REIT) | 2,109,873 | 26,478,906 | |
National Health Investors, Inc. | 339,055 | 17,471,504 | |
National Storage Affiliates Trust | 626,044 | 35,434,090 | |
Necessity Retail (REIT), Inc./The | 998,207 | 7,456,606 | |
NETSTREIT Corp. | 338,048 | 7,308,598 | |
NexPoint Residential Trust, Inc. | 168,172 | 14,994,216 | |
Office Properties Income Trust | 385,895 | 8,343,050 | |
One Liberty Properties, Inc. | 132,926 | 3,808,330 | |
Outfront Media, Inc. | 1,100,747 | 28,179,123 | |
Paramount Group, Inc. | 1,475,181 | 14,028,971 | |
Pebblebrook Hotel Trust | 1,003,119 | 24,496,166 | |
Phillips Edison & Co., Inc. | 875,330 | 29,638,674 | |
Physicians Realty Trust | 1,721,599 | 29,508,207 | |
Piedmont Office Realty Trust, Inc. Class A | 972,466 | 15,656,703 | |
Plymouth Industrial REIT, Inc. | 246,130 | 5,936,656 | |
Postal Realty Trust, Inc. | 158,772 | 2,672,133 | |
Potlatch Corp. | 501,145 | 27,758,422 | |
Preferred Apartment Communities, Inc. Class A | 394,397 | 9,812,597 | |
PS Business Parks, Inc. | 156,096 | 29,221,171 | |
Retail Opportunity Investments Corp. | 929,224 | 17,311,443 | |
RLJ Lodging Trust | 1,298,849 | 18,209,863 | |
RPT Realty | 653,991 | 8,691,540 | |
Ryman Hospitality Properties, Inc. (a) | 406,120 | 37,964,098 | |
Sabra Health Care REIT, Inc. | 1,797,359 | 20,993,153 | |
Safehold, Inc. | 162,448 | 6,993,386 | |
Saul Centers, Inc. | 95,668 | 4,937,425 | |
Seritage Growth Properties (a)(b) | 265,056 | 2,624,054 | |
Service Properties Trust | 1,326,532 | 10,771,440 | |
SITE Centers Corp. | 1,333,377 | 21,200,694 | |
Stag Industrial, Inc. | 1,372,129 | 51,207,854 | |
Summit Hotel Properties, Inc. (a) | 816,020 | 8,054,117 | |
Sunstone Hotel Investors, Inc. (a) | 1,714,755 | 21,005,749 | |
Tanger Factory Outlet Centers, Inc. | 796,496 | 12,847,480 | |
Terreno Realty Corp. | 571,284 | 41,560,911 | |
The Macerich Co. | 1,656,828 | 20,793,191 | |
UMH Properties, Inc. | 346,929 | 8,159,770 | |
Uniti Group, Inc. | 1,485,156 | 18,401,083 | |
Universal Health Realty Income Trust (SBI) | 103,153 | 5,177,249 | |
Urban Edge Properties | 902,758 | 16,872,547 | |
Urstadt Biddle Properties, Inc. Class A | 243,381 | 4,222,660 | |
Veris Residential, Inc. (a) | 674,075 | 10,791,941 | |
Washington REIT (SBI) | 640,865 | 15,438,438 | |
Whitestone REIT Class B | 361,566 | 4,393,027 | |
Xenia Hotels & Resorts, Inc. (a) | 876,426 | 16,906,258 | |
1,364,257,192 | |||
Real Estate Management & Development - 0.6% | |||
Cushman & Wakefield PLC (a)(b) | 1,044,153 | 18,690,339 | |
Douglas Elliman, Inc. | 554,818 | 3,362,197 | |
eXp World Holdings, Inc. (b) | 485,013 | 6,494,324 | |
Fathom Holdings, Inc. (a)(b) | 55,984 | 415,401 | |
Forestar Group, Inc. (a)(b) | 141,253 | 2,303,836 | |
FRP Holdings, Inc. (a) | 49,437 | 2,793,685 | |
Kennedy-Wilson Holdings, Inc. (b) | 878,808 | 19,817,120 | |
Marcus & Millichap, Inc. | 179,205 | 8,026,592 | |
Newmark Group, Inc. | 1,260,013 | 15,309,158 | |
Rafael Holdings, Inc. (a)(b) | 83,349 | 179,200 | |
RE/MAX Holdings, Inc. | 148,326 | 3,479,728 | |
Realogy Holdings Corp. (a)(b) | 863,828 | 9,467,555 | |
Redfin Corp. (a)(b) | 831,158 | 9,267,412 | |
Tejon Ranch Co. (a) | 155,009 | 2,838,215 | |
The RMR Group, Inc. | 116,480 | 3,177,574 | |
The St. Joe Co. | 251,831 | 13,399,928 | |
119,022,264 | |||
TOTAL REAL ESTATE | 1,483,279,456 | ||
UTILITIES - 3.1% | |||
Electric Utilities - 0.7% | |||
Allete, Inc. | 397,385 | 23,580,826 | |
MGE Energy, Inc. | 273,258 | 21,278,600 | |
Otter Tail Corp. | 309,356 | 17,930,274 | |
PNM Resources, Inc. | 642,509 | 29,979,470 | |
Portland General Electric Co. | 677,868 | 32,083,492 | |
Via Renewables, Inc. Class A, (b) | 94,328 | 673,502 | |
125,526,164 | |||
Gas Utilities - 1.2% | |||
Brookfield Infrastructure Corp. A Shares (b) | 477,199 | 33,842,953 | |
Chesapeake Utilities Corp. | 129,690 | 16,233,297 | |
New Jersey Resources Corp. | 722,115 | 31,166,483 | |
Northwest Natural Holding Co. | 229,955 | 10,998,748 | |
ONE Gas, Inc. | 394,848 | 33,313,326 | |
South Jersey Industries, Inc. | 778,512 | 26,617,325 | |
Southwest Gas Corp. | 497,214 | 43,809,526 | |
Spire, Inc. (b) | 382,249 | 27,808,615 | |
223,790,273 | |||
Independent Power and Renewable Electricity Producers - 0.3% | |||
Clearway Energy, Inc.: | |||
Class A (b) | 851,206 | 24,191,275 | |
Class C | 78,311 | 2,390,835 | |
Ormat Technologies, Inc. (b) | 339,440 | 26,374,488 | |
Sunnova Energy International, Inc. (a)(b) | 677,439 | 11,699,372 | |
64,655,970 | |||
Multi-Utilities - 0.5% | |||
Avista Corp. (b) | 532,882 | 21,619,023 | |
Black Hills Corp. (b) | 480,221 | 35,171,386 | |
NorthWestern Energy Corp. (b) | 412,405 | 23,379,239 | |
Unitil Corp. | 116,988 | 5,966,388 | |
86,136,036 | |||
Water Utilities - 0.4% | |||
American States Water Co. | 276,101 | 21,718,105 | |
Artesian Resources Corp. Class A | 60,176 | 2,798,184 | |
Cadiz, Inc. (a)(b) | 161,751 | 320,267 | |
California Water Service Group | 396,535 | 20,568,270 | |
Global Water Resources, Inc. | 95,213 | 1,363,450 | |
Middlesex Water Co. | 131,388 | 11,686,963 | |
Pure Cycle Corp. (a)(b) | 160,039 | 1,672,408 | |
SJW Corp. | 206,338 | 12,173,942 | |
York Water Co. (b) | 97,636 | 3,776,560 | |
76,078,149 | |||
TOTAL UTILITIES | 576,186,592 | ||
TOTAL COMMON STOCKS (Cost $17,253,311,082) | 18,471,133,995 | ||
U.S. Treasury Obligations - 0.1% | |||
Principal Amount (d) | Value ($) | ||
U.S. Treasury Bills, yield at date of purchase 1.15% 1/26/23 (e) (Cost $20,820,529) | 21,000,000 | 20,745,194 | |
Money Market Funds - 15.5% | |||
Shares | Value ($) | ||
Fidelity Cash Central Fund 0.32% (f) | 194,694,248 | 194,733,187 | |
Fidelity Securities Lending Cash Central Fund 0.32% (f)(g) | 2,697,424,959 | 2,697,694,701 | |
TOTAL MONEY MARKET FUNDS (Cost $2,892,409,926) | 2,892,427,888 | ||
TOTAL INVESTMENT IN SECURITIES - 114.3% (Cost $20,166,541,537) | 21,384,307,077 |
NET OTHER ASSETS (LIABILITIES) - (14.3)% | (2,679,762,985) |
NET ASSETS - 100.0% | 18,704,544,092 |
Futures Contracts | |||||
Number of contracts | Expiration Date | Notional Amount ($) | Value ($) | Unrealized Appreciation/ (Depreciation) ($) | |
Purchased | |||||
Equity Index Contracts | |||||
CME E-mini Russell 2000 Index Contracts (United States) | 2,525 | Jun 2022 | 234,989,125 | (11,655,181) | (11,655,181) |
The notional amount of futures purchased as a percentage of Net Assets is 1.3% |
(a) | Non-income producing �� |
(b) | Security or a portion of the security is on loan at period end. |
(c) | Level 3 security |
(d) | Amount is stated in United States dollars unless otherwise noted. |
(e) | Security or a portion of the security was pledged to cover margin requirements for futures contracts. At period end, the value of securities pledged amounted to $15,907,612. |
(f) | Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements, which are not covered by the Fund's Report of Independent Registered Public Accounting Firm, are available on the SEC's website or upon request. |
(g) | Investment made with cash collateral received from securities on loan. |
Affiliate | Value, beginning of period ($) | Purchases ($) | Sales Proceeds ($) | Dividend Income ($) | Realized Gain (loss) ($) | Change in Unrealized appreciation (depreciation) ($) | Value, end of period ($) | %ownership, end of period |
Fidelity Cash Central Fund 0.32% | 202,920,958 | 6,524,456,415 | 6,532,644,186 | 259,885 | - | - | 194,733,187 | 0.4% |
Fidelity Securities Lending Cash Central Fund 0.32% | 2,238,021,415 | 8,402,901,206 | 7,943,227,920 | 13,174,437 | - | - | 2,697,694,701 | 7.1% |
Total | 2,440,942,373 | 14,927,357,621 | 14,475,872,106 | 13,434,322 | - | - | 2,892,427,888 |
Valuation Inputs at Reporting Date: | ||||
Description | Total ($) | Level 1 ($) | Level 2 ($) | Level 3 ($) |
Investments in Securities: | ||||
Equities: | ||||
Communication Services | 542,360,816 | 542,360,816 | - | - |
Consumer Discretionary | 1,935,427,983 | 1,935,427,983 | - | - |
Consumer Staples | 715,904,988 | 715,904,988 | - | - |
Energy | 1,324,839,776 | 1,324,839,776 | - | - |
Financials | 2,942,730,124 | 2,942,730,124 | - | - |
Health Care | 2,843,144,532 | 2,842,829,231 | - | 315,301 |
Industrials | 2,879,493,573 | 2,879,493,573 | - | - |
Information Technology | 2,480,683,331 | 2,480,683,331 | - | - |
Materials | 747,082,824 | 747,082,823 | - | 1 |
Real Estate | 1,483,279,456 | 1,483,279,456 | - | - |
Utilities | 576,186,592 | 576,186,592 | - | - |
U.S. Government and Government Agency Obligations | 20,745,194 | - | 20,745,194 | - |
Money Market Funds | 2,892,427,888 | 2,892,427,888 | - | - |
Total Investments in Securities: | 21,384,307,077 | 21,363,246,581 | 20,745,194 | 315,302 |
Derivative Instruments: | ||||
Liabilities | ||||
Futures Contracts | (11,655,181) | (11,655,181) | - | - |
Total Liabilities | (11,655,181) | (11,655,181) | - | - |
Total Derivative Instruments: | (11,655,181) | (11,655,181) | - | - |
Primary Risk Exposure / Derivative Type | Value | |
Asset ($) | Liability ($) | |
Equity Risk | ||
Futures Contracts (a) | 0 | (11,655,181) |
Total Equity Risk | 0 | (11,655,181) |
Total Value of Derivatives | 0 | (11,655,181) |
Statement of Assets and Liabilities | ||||
April 30, 2022 | ||||
Assets | ||||
Investment in securities, at value (including securities loaned of $2,526,770,988) - See accompanying schedule: | $18,491,879,189 | |||
Unaffiliated issuers (cost $17,274,131,611) | ||||
Fidelity Central Funds (cost $2,892,409,926) | 2,892,427,888 | |||
Total Investment in Securities (cost $20,166,541,537) | $ | 21,384,307,077 | ||
Cash | 53,128 | |||
Receivable for investments sold | 3,431,890 | |||
Receivable for fund shares sold | 24,959,917 | |||
Dividends receivable | 5,042,255 | |||
Distributions receivable from Fidelity Central Funds | 1,563,616 | |||
Other receivables | 102,721 | |||
Total assets | 21,419,460,604 | |||
Liabilities | ||||
Payable for fund shares redeemed | 10,465,053 | |||
Accrued management fee | 418,682 | |||
Payable for daily variation margin on futures contracts | 6,279,272 | |||
Other payables and accrued expenses | 102,732 | |||
Collateral on securities loaned | 2,697,650,773 | |||
Total Liabilities | 2,714,916,512 | |||
Net Assets | $ | 18,704,544,092 | ||
Net Assets consist of: | ||||
Paid in capital | $ | 17,891,989,907 | ||
Total accumulated earnings (loss) | 812,554,185 | |||
Net Assets | $ | 18,704,544,092 | ||
Net Asset Value , offering price and redemption price per share ($18,704,544,092 ÷ 813,923,355 shares) | $ | 22.98 | ||
Statement of Operations | ||||
Year ended April 30, 2022 | ||||
Investment Income | ||||
Dividends | $ | 212,984,931 | ||
Non-Cash dividends | 13,209,952 | |||
Interest | 26,290 | |||
Income from Fidelity Central Funds (including $13,174,437 from security lending) | 13,434,322 | |||
Total Income | 239,655,495 | |||
Expenses | ||||
Management fee | $ | 5,255,940 | ||
Independent trustees' fees and expenses | 64,262 | |||
Total expenses before reductions | 5,320,202 | |||
Expense reductions | (122) | |||
Total expenses after reductions | 5,320,080 | |||
Net Investment income (loss) | 234,335,415 | |||
Realized and Unrealized Gain (Loss) | ||||
Net realized gain (loss) on: | ||||
Investment Securities: | ||||
Unaffiliated issuers | 1,361,734,213 | |||
Futures contracts | (1,296,844) | |||
Total net realized gain (loss) | 1,360,437,369 | |||
Change in net unrealized appreciation (depreciation) on: | ||||
Investment Securities: | ||||
Unaffiliated issuers | (5,260,226,066) | |||
Futures contracts | (14,685,626) | |||
Total change in net unrealized appreciation (depreciation) | (5,274,911,692) | |||
Net gain (loss) | (3,914,474,323) | |||
Net increase (decrease) in net assets resulting from operations | $ | (3,680,138,908) | ||
Statement of Changes in Net Assets | ||||
Year ended April 30, 2022 | Year ended April 30, 2021 | |||
Increase (Decrease) in Net Assets | ||||
Operations | ||||
Net investment income (loss) | $ | 234,335,415 | $ | 160,835,481 |
Net realized gain (loss) | 1,360,437,369 | 92,878,602 | ||
Change in net unrealized appreciation (depreciation) | (5,274,911,692) | 7,654,220,397 | ||
Net increase (decrease) in net assets resulting from operations | (3,680,138,908) | 7,907,934,480 | ||
Distributions to shareholders | (803,693,172) | (149,090,960) | ||
Share transactions | ||||
Proceeds from sales of shares | 10,108,089,119 | 8,754,671,056 | ||
Reinvestment of distributions | 759,419,198 | 143,821,664 | ||
Cost of shares redeemed | (8,894,495,318) | (5,369,268,250) | ||
Net increase (decrease) in net assets resulting from share transactions | 1,973,012,999 | 3,529,224,470 | ||
Total increase (decrease) in net assets | (2,510,819,081) | 11,288,067,990 | ||
Net Assets | ||||
Beginning of period | 21,215,363,173 | 9,927,295,183 | ||
End of period | $ | 18,704,544,092 | $ | 21,215,363,173 |
Other Information | ||||
Shares | ||||
Sold | 369,838,910 | 373,282,279 | ||
Issued in reinvestment of distributions | 27,878,199 | 6,215,163 | ||
Redeemed | (321,734,800) | (239,596,382) | ||
Net increase (decrease) | 75,982,309 | 139,901,060 | ||
Fidelity® Small Cap Index Fund |
Years ended April 30, | 2022 | 2021 | 2020 | 2019 | 2018 | |||||
Selected Per-Share Data | ||||||||||
Net asset value, beginning of period | $ | 28.75 | $ | 16.60 | $ | 20.43 | $ | 20.49 | $ | 19.03 |
Income from Investment Operations | ||||||||||
Net investment income (loss) A,B | .30 | .25 | .27 | .27 | .28 | |||||
Net realized and unrealized gain (loss) | (4.99) | 12.13 | (3.48) | .60 | 1.93 | |||||
Total from investment operations | (4.69) | 12.38 | (3.21) | .87 | 2.21 | |||||
Distributions from net investment income | (.35) | (.23) | (.28) | (.23) | (.23) | |||||
Distributions from net realized gain | (.73) | - | (.35) | (.70) | (.51) | |||||
Total distributions | (1.08) | (.23) | (.62) C | (.93) | (.75) C | |||||
Net asset value, end of period | $ | 22.98 | $ | 28.75 | $ | 16.60 | $ | 20.43 | $ | 20.49 |
Total Return D | (16.89)% | 74.95% | (16.27)% | 4.74% | 11.73% | |||||
Ratios to Average Net Assets B,E,F | ||||||||||
Expenses before reductions | .02% G | .03% | .03% | .03% | .04% | |||||
Expenses net of fee waivers, if any | .02% G | .03% | .03% | .03% | .04% | |||||
Expenses net of all reductions | .02% G | .03% | .03% | .03% | .04% | |||||
Net investment income (loss) | 1.10% | 1.09% | 1.42% | 1.37% | 1.38% | |||||
Supplemental Data | ||||||||||
Net assets, end of period (000 omitted) | $ | 18,704,544 | $ | 21,215,363 | $ | 9,927,295 | $ | 8,564,571 | $ | 353,568 |
Portfolio turnover rate H | 24% I | 19% | 17% | 18% | 14% I |
Fidelity Central Fund | Investment Manager | Investment Objective | Investment Practices | Expense Ratio A |
Fidelity Money Market Central Funds | Fidelity Management & Research Company LLC (FMR) | Each fund seeks to obtain a high level of current income consistent with the preservation of capital and liquidity. | Short-term Investments | Less than .005% |
Fidelity Mid Cap Index Fund | $87,086 |
Tax cost | Gross unrealized appreciation | Gross unrealized depreciation | Net unrealized appreciation (depreciation) | |
Fidelity Mid Cap Index Fund | $21,256,585,502 | $6,169,049,262 | $(2,215,176,758) | $3,953,872,504 |
Fidelity Small Cap Index Fund | 20,416,213,519 | 4,326,072,060 | (3,357,978,502) | 968,093,558 |
Undistributed ordinary income | Undistributed long-term capital gain | Net unrealized appreciation (depreciation) on securities and other investments | |
Fidelity Mid Cap Index Fund | $72,275,560 | $112,558,165 | $3,953,872,504 |
Fidelity Small Cap Index Fund | - | - | 968,093,558 |
Capital losses | |
Fidelity Small Cap Index Fund | (155,539,373) |
April 30, 2022 | |||
Ordinary Income | Long-term Capital Gains | Total | |
Fidelity Mid Cap Index Fund | $410,792,422 | $415,025,357 | $825,817,779 |
Fidelity Small Cap Index Fund | 264,428,720 | 539,264,452 | 803,693,172 |
April 30, 2021 | |||
Ordinary Income | Long-term Capital Gains | Total | |
Fidelity Mid Cap Index Fund | $245,394,490 | $164,805,630 | $410,200,120 |
Fidelity Small Cap Index Fund | 149,090,960 | - | 149,090,960 |
Equity Risk | Equity risk relates to the fluctuations in the value of financial instruments as a result of changes in market prices (other than those arising from interest rate risk or foreign exchange risk), whether caused by factors specific to an individual investment, its issuer, or all factors affecting all instruments traded in a market or market segment. |
Purchases ($) | Sales ($) | |
Fidelity Mid Cap Index Fund | 8,087,536,763 | 2,973,379,926 |
Fidelity Small Cap Index Fund | 8,385,845,446 | 4,991,564,391 |
Shares | Total net realized gain or loss ($) | Total Proceeds ($) | |
Fidelity Mid Cap Index Fund | 9,065,524 | 153,247,486 | 281,565,838 |
Fidelity Small Cap Index Fund | 49,257,749 | 852,368,692 | 1,380,190,093 |
Shares | Total Proceeds ($) | |
Fidelity Mid Cap Index Fund | 14,198,868 | 357,669,486 |
Borrower or Lender | Average Loan Balance | Weighted Average Interest Rate | |
Fidelity Mid Cap Index Fund | Borrower | $48,610,556 | .34% |
Fidelity Small Cap Index Fund | Borrower | $69,632,000 | .33% |
Total Security Lending Fees Paid to NFS | Security Lending Income From Securities Loaned to NFS | Value of Securities Loaned to NFS at Period End | |
Fidelity Mid Cap Index Fund | $192,579 | $32,998 | $1,475,893 |
Fidelity Small Cap Index Fund | $1,391,800 | $497,041 | $10,952,060 |
Custodian credits | |
Fidelity Mid Cap Index Fund | $307 |
Fidelity Small Cap Index Fund | 122 |
The Example is based on an investment of $1,000 invested at the beginning of the period and held for the entire period (November 1, 2021 to April 30, 2022). |
Annualized Expense Ratio- A | Beginning Account Value November 1, 2021 | Ending Account Value April 30, 2022 | Expenses Paid During Period- C November 1, 2021 to April 30, 2022 | |||||||
Fidelity® Mid Cap Index Fund | .03% | |||||||||
Actual | $ 1,000 | $ 874.70 | $ .14 | |||||||
Hypothetical- B | $ 1,000 | $ 1,024.65 | $ .15 | |||||||
Fidelity® Small Cap Index Fund | .02% | |||||||||
Actual | $ 1,000 | $ 816.70 | $ .09 | |||||||
Hypothetical- B | $ 1,000 | $ 1,024.70 | $ .10 | |||||||
Fidelity Mid Cap Index Fund | $571,719,424 |
Fidelity Small Cap Index Fund | $578,436,792 |
Fidelity Mid Cap Index Fund | |
June 2021 | 97% |
December 2021 | 46% |
Fidelity Small Cap Index Fund | |
June 2021 | 71% |
December 2021 | 64% |
Fidelity Mid Cap Index Fund | |
June 2021 | 100% |
December 2021 | 50% |
Fidelity Small Cap Index Fund | |
June 2021 | 72% |
December 2021 | 71% |
Fidelity Mid Cap Index Fund | |
June 2021 | 1% |
December 2021 | 13% |
Fidelity Small Cap Index Fund | |
June 2021 | 5% |
December 2021 | 22% |
Fidelity Mid Cap Index Fund | |
June 2021 | 100% |
December 2021 | 100% |
Fidelity Small Cap Index Fund | |
June 2021 | 100% |
December 2021 | - |
- Highly liquid investments - cash or convertible to cash within three business days or less
- Moderately liquid investments - convertible to cash in three to seven calendar days
- Less liquid investments - can be sold or disposed of, but not settled, within seven calendar days
- Illiquid investments - cannot be sold or disposed of within seven calendar days
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Item 2.
Code of Ethics
As of the end of the period, April 30, 2022, Fidelity Salem Street Trust (the trust) has adopted a code of ethics, as defined in Item 2 of Form N-CSR, that applies to its President and Treasurer and its Chief Financial Officer. A copy of the code of ethics is filed as an exhibit to this Form N-CSR.
Item 3.
Audit Committee Financial Expert
The Board of Trustees of the trust has determined that Elizabeth S. Acton is an audit committee financial expert, as defined in Item 3 of Form N-CSR. Ms. Acton is independent for purposes of Item 3 of Form N-CSR.
Item 4.
Principal Accountant Fees and Services
Fees and Services
The following table presents fees billed by Deloitte & Touche LLP, the member firms of Deloitte Touche Tohmatsu, and their respective affiliates (collectively, “Deloitte Entities”) in each of the last two fiscal years for services rendered to Fidelity Mid Cap Index Fund and Fidelity Small Cap Index Fund (the “Funds”):
Services Billed by Deloitte Entities
April 30, 2022 FeesA
Audit Fees | Audit-Related Fees | Tax Fees | All Other Fees | |
Fidelity Mid Cap Index Fund | $42,500 | $- | $9,100 | $900 |
Fidelity Small Cap Index Fund | $49,500 | $- | $8,900 | $1,100 |
April 30, 2021 FeesA
Audit Fees | Audit-Related Fees | Tax Fees | All Other Fees | |
Fidelity Mid Cap Index Fund | $38,800 | $- | $7,400 | $1,000 |
Fidelity Small Cap Index Fund | $48,200 | $- | $7,200 | $1,200 |
A Amounts may reflect rounding.
The following table(s) present(s) fees billed by Deloitte Entities that were required to be approved by the Audit Committee for services that relate directly to the operations and financial reporting of the Fund(s) and that are rendered on behalf of Fidelity Management & Research Company LLC ("FMR") and entities controlling, controlled by, or under common control with FMR (not including any sub-adviser whose role is primarily portfolio management and is subcontracted with or overseen by another investment adviser) that provide ongoing services to the Fund(s) (“Fund Service Providers”):
Services Billed by Deloitte Entities
April 30, 2022A | April 30, 2021A | |
Audit-Related Fees | $- | $- |
Tax Fees | $- | $- |
All Other Fees | $- | $- |
A Amounts may reflect rounding.
“Audit-Related Fees” represent fees billed for assurance and related services that are reasonably related to the performance of the fund audit or the review of the fund's financial statements and that are not reported under Audit Fees.
“Tax Fees” represent fees billed for tax compliance, tax advice or tax planning that relate directly to the operations and financial reporting of the fund.
“All Other Fees” represent fees billed for services provided to the fund or Fund Service Provider, a significant portion of which are assurance related, that relate directly to the operations and financial reporting of the fund, excluding those services that are reported under Audit Fees, Audit-Related Fees or Tax Fees.
Assurance services must be performed by an independent public accountant.
* * *
The aggregate non-audit fees billed by Deloitte Entities for services rendered to the Fund(s), FMR (not including any sub-adviser whose role is primarily portfolio management and is subcontracted with or overseen by another investment adviser), and any Fund Service Provider for each of the last two fiscal years of the Fund(s) are as follows:
Billed By | April 30, 2022A | April 30, 2021A |
Deloitte Entities | $477,600 | $538,400 |
A Amounts may reflect rounding.
The trust's Audit Committee has considered non-audit services that were not pre-approved that were provided by Deloitte Entities to Fund Service Providers to be compatible with maintaining the independence of Deloitte Entities in its(their) audit of the Fund(s), taking into account representations from Deloitte Entities, in accordance with Public Company Accounting Oversight Board rules, regarding its independence from the Fund(s) and its(their) related entities and FMR’s review of the appropriateness and permissibility under applicable law of such non-audit services prior to their provision to the Fund(s) Service Providers.
Audit Committee Pre-Approval Policies and Procedures
The trust’s Audit Committee must pre-approve all audit and non-audit services provided by a fund’s independent registered public accounting firm relating to the operations or financial reporting of the fund. Prior to the commencement of any audit or non-audit services to a fund, the Audit Committee reviews the services to determine whether they are appropriate and permissible under applicable law.
The Audit Committee has adopted policies and procedures to, among other purposes, provide a framework for the Committee’s consideration of non-audit services by the audit firms that audit the Fidelity funds. The policies and procedures require that any non-audit service provided by a fund audit firm to a Fidelity fund and any non-audit service provided by a fund auditor to a Fund Service Provider that relates directly to the operations and financial reporting of a Fidelity fund (“Covered Service”) are subject to approval by the Audit Committee before such service is provided.
All Covered Services must be approved in advance of provision of the service either: (i) by formal resolution of the Audit Committee, or (ii) by oral or written approval of the service by the Chair of the Audit Committee (or if the Chair is unavailable, such other member of the Audit Committee as may be designated by the Chair to act in the Chair’s absence). The approval contemplated by (ii) above is permitted where the Treasurer determines that action on such an engagement is necessary before the next meeting of the Audit Committee.
Non-audit services provided by a fund audit firm to a Fund Service Provider that do not relate directly to the operations and financial reporting of a Fidelity fund are reported to the Audit Committee periodically.
Non-Audit Services Approved Pursuant to Rule 2-01(c)(7)(i)(C) and (ii) of Regulation S-X (“De Minimis Exception”)
There were no non-audit services approved or required to be approved by the Audit Committee pursuant to the De Minimis Exception during the Fund’s(s’) last two fiscal years relating to services provided to (i) the Fund(s) or (ii) any Fund Service Provider that relate directly to the operations and financial reporting of the Fund(s).
Item 5.
Audit Committee of Listed Registrants
Not applicable.
Item 6.
Investments
(a)
Not applicable.
(b)
Not applicable.
Item 7.
Disclosure of Proxy Voting Policies and Procedures for Closed-End Management Investment Companies
Not applicable.
Item 8.
Portfolio Managers of Closed-End Management Investment Companies
Not applicable.
Item 9.
Purchase of Equity Securities by Closed-End Management Investment Company and Affiliated Purchasers
Not applicable.
Item 10.
Submission of Matters to a Vote of Security Holders
There were no material changes to the procedures by which shareholders may recommend nominees to the trust’s Board of Trustees.
Item 11.
Controls and Procedures
(a)(i) The President and Treasurer and the Chief Financial Officer have concluded that the trust’s disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act) provide reasonable assurances that material information relating to the trust is made known to them by the appropriate persons, based on their evaluation of these controls and procedures as of a date within 90 days of the filing date of this report.
(a)(ii) There was no change in the trust’s internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act) that occurred during the period covered by this report that has materially affected, or is reasonably likely to materially affect, the trust’s internal control over financial reporting.
Item 12.
Disclosure of Securities Lending Activities for Closed-End Management
Investment Companies
Not applicable.
Item 13.
Exhibits
(a) | (1) | Code of Ethics pursuant to Item 2 of Form N-CSR is filed and attached hereto as EX-99.CODE ETH. |
(a) | (2) | |
(a) | (3) | Not applicable. |
(b) |
SIGNATURES
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.
Fidelity Salem Street Trust
By: | /s/Laura M. Del Prato |
Laura M. Del Prato | |
President and Treasurer | |
Date: | June 21, 2022 |
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.
By: | /s/Laura M. Del Prato |
Laura M. Del Prato | |
President and Treasurer | |
Date: | June 21, 2022 |
By: | /s/John J. Burke III |
John J. Burke III | |
Chief Financial Officer | |
Date: | June 21, 2022 |