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)
Margaret Carey, 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, 2023 |
Item 1.
Reports to Stockholders
Contents
Average Annual Total Returns | |||
Periods ended April 30, 2023 | Past 1 year | Past 5 years | Life of Fund A |
Fidelity® Large Cap Value Index Fund | 1.18% | 7.74% | 8.65% |
$10,000 Over Life of Fund |
Let's say hypothetically that $10,000 was invested in Fidelity® Large Cap Value Index Fund, on June 7, 2016, when the fund started. The chart shows how the value of your investment would have changed, and also shows how the Russell 1000® Value Index performed over the same period. |
Top Holdings (% of Fund's net assets) | ||
Berkshire Hathaway, Inc. Class B | 3.2 | |
Exxon Mobil Corp. | 2.6 | |
Johnson & Johnson | 2.3 | |
Meta Platforms, Inc. Class A | 2.3 | |
JPMorgan Chase & Co. | 2.2 | |
Chevron Corp. | 1.7 | |
Pfizer, Inc. | 1.2 | |
Walmart, Inc. | 1.2 | |
Procter & Gamble Co. | 1.1 | |
Bank of America Corp. | 1.1 | |
18.9 | ||
Market Sectors (% of Fund's net assets) | ||
Financials | 20.3 | |
Health Care | 16.4 | |
Industrials | 10.7 | |
Communication Services | 8.7 | |
Energy | 8.0 | |
Consumer Staples | 7.7 | |
Information Technology | 7.4 | |
Consumer Discretionary | 5.9 | |
Utilities | 5.6 | |
Real Estate | 4.5 | |
Materials | 4.4 | |
Asset Allocation (% of Fund's net assets) |
Futures - 0.4% |
Common Stocks - 99.6% | |||
Shares | Value ($) | ||
COMMUNICATION SERVICES - 8.7% | |||
Diversified Telecommunication Services - 1.6% | |||
AT&T, Inc. | 2,291,619 | 40,492,908 | |
Frontier Communications Parent, Inc. (a)(b) | 78,535 | 1,770,179 | |
Lumen Technologies, Inc. (b) | 326,051 | 772,741 | |
Verizon Communications, Inc. | 1,345,244 | 52,235,825 | |
95,271,653 | |||
Entertainment - 2.1% | |||
Activision Blizzard, Inc. | 248,496 | 19,310,624 | |
AMC Entertainment Holdings, Inc. Class A (a)(b) | 163,830 | 901,065 | |
Electronic Arts, Inc. | 82,030 | 10,440,778 | |
Liberty Media Corp. Liberty Formula One: | |||
Class A (a) | 6,054 | 392,178 | |
Series C (a) | 56,821 | 4,101,908 | |
Live Nation Entertainment, Inc. (a) | 25,013 | 1,695,381 | |
Madison Square Garden Sports Corp. | 2,942 | 589,871 | |
Netflix, Inc. (a) | 76,929 | 25,381,185 | |
Playtika Holding Corp. (a) | 2,528 | 25,280 | |
Roku, Inc. Class A (a) | 27,935 | 1,570,226 | |
Take-Two Interactive Software, Inc. (a) | 8,995 | 1,117,989 | |
The Walt Disney Co. (a) | 544,137 | 55,774,043 | |
Warner Bros Discovery, Inc. | 200,536 | 2,729,295 | |
124,029,823 | |||
Interactive Media & Services - 3.2% | |||
Alphabet, Inc.: | |||
Class A (a) | 250,023 | 26,837,469 | |
Class C (a) | 217,920 | 23,583,302 | |
IAC, Inc. (a) | 24,917 | 1,289,953 | |
Match Group, Inc. (a) | 5,636 | 207,968 | |
Meta Platforms, Inc. Class A (a) | 560,481 | 134,694,794 | |
Pinterest, Inc. Class A (a) | 149,696 | 3,443,008 | |
TripAdvisor, Inc. (a) | 29,672 | 526,085 | |
190,582,579 | |||
Media - 1.4% | |||
Altice U.S.A., Inc. Class A (a) | 66,487 | 232,705 | |
Cable One, Inc. (b) | 708 | 536,954 | |
Comcast Corp. Class A | 1,338,795 | 55,385,949 | |
DISH Network Corp. Class A (a) | 79,297 | 595,520 | |
Fox Corp.: | |||
Class A | 92,810 | 3,086,861 | |
Class B | 44,996 | 1,374,178 | |
Interpublic Group of Companies, Inc. | 124,030 | 4,431,592 | |
Liberty Broadband Corp.: | |||
Class A (a) | 2,913 | 246,236 | |
Class C (a)(b) | 20,208 | 1,713,234 | |
Liberty Media Corp. Liberty SiriusXM: | |||
Series A (a) | 17,061 | 479,414 | |
Series C (a) | 36,496 | 1,019,698 | |
News Corp.: | |||
Class A | 122,197 | 2,151,889 | |
Class B | 37,558 | 666,655 | |
Nexstar Broadcasting Group, Inc. Class A | 10,562 | 1,831,979 | |
Omnicom Group, Inc. | 64,023 | 5,798,563 | |
Paramount Global: | |||
Class A (b) | 3,626 | 95,944 | |
Class B | 183,556 | 4,282,361 | |
Sirius XM Holdings, Inc. (b) | 222,484 | 845,439 | |
The New York Times Co. Class A | 52,242 | 2,076,620 | |
86,851,791 | |||
Wireless Telecommunication Services - 0.4% | |||
T-Mobile U.S., Inc. (a) | 187,715 | 27,012,189 | |
TOTAL COMMUNICATION SERVICES | 523,748,035 | ||
CONSUMER DISCRETIONARY - 5.9% | |||
Automobile Components - 0.2% | |||
Aptiv PLC (a) | 64,649 | 6,649,796 | |
BorgWarner, Inc. | 74,531 | 3,587,177 | |
Gentex Corp. | 75,160 | 2,073,664 | |
Lear Corp. | 18,812 | 2,401,540 | |
QuantumScape Corp. Class A (a)(b) | 81,961 | 573,727 | |
15,285,904 | |||
Automobiles - 0.6% | |||
Ford Motor Co. | 1,261,267 | 14,983,852 | |
General Motors Co. | 445,035 | 14,703,956 | |
Harley-Davidson, Inc. | 43,378 | 1,609,324 | |
Lucid Group, Inc. Class A (a)(b) | 10,946 | 86,911 | |
Rivian Automotive, Inc. (a)(b) | 166,332 | 2,132,376 | |
Thor Industries, Inc. (b) | 16,711 | 1,320,503 | |
34,836,922 | |||
Broadline Retail - 0.2% | |||
eBay, Inc. | 150,969 | 7,009,491 | |
Kohl's Corp. (b) | 34,850 | 767,746 | |
Macy's, Inc. | 87,085 | 1,422,969 | |
Nordstrom, Inc. (b) | 5,271 | 81,490 | |
Ollie's Bargain Outlet Holdings, Inc. (a) | 19,183 | 1,251,691 | |
10,533,387 | |||
Distributors - 0.2% | |||
Genuine Parts Co. | 40,746 | 6,857,959 | |
LKQ Corp. | 79,934 | 4,614,590 | |
11,472,549 | |||
Diversified Consumer Services - 0.1% | |||
ADT, Inc. (b) | 66,493 | 445,503 | |
Bright Horizons Family Solutions, Inc. (a) | 13,063 | 994,356 | |
Grand Canyon Education, Inc. (a) | 9,701 | 1,151,509 | |
H&R Block, Inc. | 8,313 | 281,894 | |
Mister Car Wash, Inc. (a)(b) | 6,766 | 59,676 | |
Service Corp. International | 47,835 | 3,357,539 | |
6,290,477 | |||
Hotels, Restaurants & Leisure - 2.2% | |||
ARAMARK Holdings Corp. | 75,239 | 2,610,793 | |
Boyd Gaming Corp. | 24,629 | 1,709,253 | |
Caesars Entertainment, Inc. (a) | 20,401 | 923,961 | |
Carnival Corp. (a)(b) | 311,950 | 2,873,060 | |
Darden Restaurants, Inc. | 10,668 | 1,620,789 | |
Domino's Pizza, Inc. | 3,002 | 953,045 | |
Doordash, Inc. (a)(b) | 9,095 | 556,523 | |
Hilton Worldwide Holdings, Inc. | 23,298 | 3,355,378 | |
Hyatt Hotels Corp. Class A (a) | 15,240 | 1,741,932 | |
Las Vegas Sands Corp. (a) | 66,179 | 4,225,529 | |
Marriott Vacations Worldwide Corp. | 12,059 | 1,622,659 | |
McDonald's Corp. | 178,988 | 52,935,701 | |
MGM Resorts International | 101,232 | 4,547,341 | |
Norwegian Cruise Line Holdings Ltd. (a)(b) | 124,920 | 1,667,682 | |
Penn Entertainment, Inc. (a) | 49,867 | 1,485,538 | |
Planet Fitness, Inc. (a) | 6,955 | 578,239 | |
Royal Caribbean Cruises Ltd. (a) | 70,348 | 4,602,870 | |
Six Flags Entertainment Corp. (a)(b) | 11,834 | 287,211 | |
Starbucks Corp. | 234,848 | 26,840,778 | |
Travel+Leisure Co. | 7,157 | 273,898 | |
Vail Resorts, Inc. | 681 | 163,794 | |
Wyndham Hotels & Resorts, Inc. | 8,401 | 573,116 | |
Wynn Resorts Ltd. (a) | 29,080 | 3,323,262 | |
Yum! Brands, Inc. | 79,844 | 11,224,470 | |
130,696,822 | |||
Household Durables - 0.6% | |||
D.R. Horton, Inc. | 47,975 | 5,268,615 | |
Garmin Ltd. | 49,235 | 4,833,400 | |
Leggett & Platt, Inc. | 43,020 | 1,389,976 | |
Lennar Corp.: | |||
Class A | 80,033 | 9,028,523 | |
Class B | 5,059 | 494,871 | |
Mohawk Industries, Inc. (a) | 16,956 | 1,795,640 | |
Newell Brands, Inc. | 119,590 | 1,453,019 | |
NVR, Inc. (a) | 262 | 1,530,080 | |
PulteGroup, Inc. | 44,180 | 2,966,687 | |
Tempur Sealy International, Inc. | 52,716 | 1,975,269 | |
Toll Brothers, Inc. | 16,840 | 1,076,244 | |
TopBuild Corp. (a) | 1,584 | 357,160 | |
Whirlpool Corp. | 17,102 | 2,387,268 | |
34,556,752 | |||
Leisure Products - 0.1% | |||
Brunswick Corp. | 19,250 | 1,632,208 | |
Hasbro, Inc. | 42,133 | 2,495,116 | |
Mattel, Inc. (a) | 57,604 | 1,036,872 | |
Peloton Interactive, Inc. Class A (a) | 97,464 | 865,480 | |
Polaris, Inc. | 4,528 | 491,967 | |
6,521,643 | |||
Specialty Retail - 1.5% | |||
Advance Auto Parts, Inc. | 17,461 | 2,191,879 | |
AutoNation, Inc. (a) | 10,907 | 1,436,452 | |
AutoZone, Inc. (a) | 546 | 1,454,167 | |
Bath & Body Works, Inc. | 73,114 | 2,566,301 | |
Best Buy Co., Inc. | 43,449 | 3,237,819 | |
Burlington Stores, Inc. (a) | 1,301 | 250,846 | |
CarMax, Inc. (a)(b) | 44,635 | 3,125,789 | |
Dick's Sporting Goods, Inc. | 16,993 | 2,464,155 | |
GameStop Corp. Class A (b) | 85,129 | 1,642,138 | |
Gap, Inc. | 61,428 | 589,709 | |
Leslie's, Inc. (a)(b) | 5,970 | 64,775 | |
Lithia Motors, Inc. Class A (sub. vtg.) | 8,732 | 1,928,811 | |
Lowe's Companies, Inc. | 26,486 | 5,504,585 | |
O'Reilly Automotive, Inc. (a) | 11,747 | 10,775,641 | |
Penske Automotive Group, Inc. (b) | 8,157 | 1,130,397 | |
Petco Health & Wellness Co., Inc. (a)(b) | 25,270 | 251,689 | |
RH (a) | 3,604 | 919,489 | |
Ross Stores, Inc. | 62,696 | 6,691,544 | |
The Home Depot, Inc. | 137,011 | 41,177,286 | |
Victoria's Secret & Co. (a) | 7,287 | 225,970 | |
Wayfair LLC Class A (a)(b) | 9,155 | 318,869 | |
Williams-Sonoma, Inc. (b) | 4,388 | 531,124 | |
88,479,435 | |||
Textiles, Apparel & Luxury Goods - 0.2% | |||
Capri Holdings Ltd. (a) | 39,312 | 1,631,448 | |
Carter's, Inc. (b) | 11,835 | 825,728 | |
Columbia Sportswear Co. | 11,394 | 951,855 | |
Deckers Outdoor Corp. (a) | 971 | 465,439 | |
Hanesbrands, Inc. (b) | 110,193 | 577,411 | |
PVH Corp. | 20,213 | 1,734,478 | |
Ralph Lauren Corp. | 13,102 | 1,503,979 | |
Skechers U.S.A., Inc. Class A (sub. vtg.) (a) | 36,414 | 1,936,861 | |
Tapestry, Inc. | 65,391 | 2,668,607 | |
Under Armour, Inc.: | |||
Class A (sub. vtg.) (a) | 60,637 | 537,850 | |
Class C (non-vtg.) (a) | 59,072 | 474,939 | |
VF Corp. | 111,842 | 2,629,405 | |
15,938,000 | |||
TOTAL CONSUMER DISCRETIONARY | 354,611,891 | ||
CONSUMER STAPLES - 7.7% | |||
Beverages - 1.0% | |||
Boston Beer Co., Inc. Class A (a) | 149 | 47,309 | |
Brown-Forman Corp.: | |||
Class A | 5,891 | 388,099 | |
Class B (non-vtg.) | 24,354 | 1,585,202 | |
Constellation Brands, Inc. Class A (sub. vtg.) | 48,512 | 11,132,049 | |
Keurig Dr. Pepper, Inc. | 274,634 | 8,980,532 | |
Molson Coors Beverage Co. Class B | 56,005 | 3,331,177 | |
Monster Beverage Corp. | 17,414 | 975,184 | |
PepsiCo, Inc. | 68,482 | 13,072,529 | |
The Coca-Cola Co. | 312,142 | 20,023,909 | |
59,535,990 | |||
Consumer Staples Distribution & Retail - 1.9% | |||
Albertsons Companies, Inc. | 73,788 | 1,542,169 | |
BJ's Wholesale Club Holdings, Inc. (a) | 15,634 | 1,193,969 | |
Casey's General Stores, Inc. | 11,858 | 2,713,348 | |
Dollar Tree, Inc. (a) | 45,997 | 7,070,199 | |
Grocery Outlet Holding Corp. (a)(b) | 25,883 | 770,796 | |
Kroger Co. | 209,842 | 10,204,616 | |
Performance Food Group Co. (a) | 33,798 | 2,118,797 | |
Target Corp. | 66,647 | 10,513,564 | |
U.S. Foods Holding Corp. (a) | 64,581 | 2,479,910 | |
Walgreens Boots Alliance, Inc. | 229,117 | 8,076,374 | |
Walmart, Inc. | 454,885 | 68,673,988 | |
115,357,730 | |||
Food Products - 2.0% | |||
Archer Daniels Midland Co. | 174,958 | 13,660,721 | |
Bunge Ltd. | 44,161 | 4,133,470 | |
Campbell Soup Co. | 61,923 | 3,362,419 | |
Conagra Brands, Inc. | 150,294 | 5,705,160 | |
Darling Ingredients, Inc. (a) | 47,593 | 2,835,115 | |
Flowers Foods, Inc. (b) | 60,434 | 1,662,539 | |
Freshpet, Inc. (a)(b) | 6,329 | 436,511 | |
General Mills, Inc. | 188,644 | 16,719,518 | |
Hormel Foods Corp. | 91,560 | 3,702,686 | |
Ingredion, Inc. | 20,979 | 2,227,340 | |
Kellogg Co. | 36,817 | 2,568,722 | |
McCormick & Co., Inc. (non-vtg.) | 80,031 | 7,030,723 | |
Mondelez International, Inc. | 436,318 | 33,474,317 | |
Pilgrim's Pride Corp. (a) | 7,063 | 161,107 | |
Post Holdings, Inc. (a) | 17,414 | 1,575,793 | |
Seaboard Corp. | 80 | 315,286 | |
The Hershey Co. | 6,262 | 1,709,902 | |
The J.M. Smucker Co. | 32,895 | 5,079,317 | |
The Kraft Heinz Co. | 223,755 | 8,786,859 | |
Tyson Foods, Inc. Class A | 88,843 | 5,551,799 | |
120,699,304 | |||
Household Products - 1.5% | |||
Church & Dwight Co., Inc. | 42,534 | 4,130,902 | |
Colgate-Palmolive Co. | 102,177 | 8,153,725 | |
Kimberly-Clark Corp. | 43,771 | 6,341,980 | |
Procter & Gamble Co. | 433,561 | 67,800,269 | |
Reynolds Consumer Products, Inc. | 17,270 | 484,078 | |
Spectrum Brands Holdings, Inc. | 12,613 | 838,765 | |
The Clorox Co. | 6,666 | 1,104,023 | |
88,853,742 | |||
Personal Care Products - 0.0% | |||
Coty, Inc. Class A (a) | 111,128 | 1,319,089 | |
Tobacco - 1.3% | |||
Altria Group, Inc. | 573,921 | 27,266,987 | |
Philip Morris International, Inc. | 495,964 | 49,581,521 | |
76,848,508 | |||
TOTAL CONSUMER STAPLES | 462,614,363 | ||
ENERGY - 8.0% | |||
Energy Equipment & Services - 0.6% | |||
Baker Hughes Co. Class A | 301,443 | 8,814,193 | |
Halliburton Co. | 156,922 | 5,139,196 | |
NOV, Inc. | 125,161 | 2,096,447 | |
Schlumberger Ltd. | 452,118 | 22,312,023 | |
38,361,859 | |||
Oil, Gas & Consumable Fuels - 7.4% | |||
Antero Midstream GP LP | 106,344 | 1,144,261 | |
Antero Resources Corp. (a) | 31,350 | 720,737 | |
APA Corp. | 102,297 | 3,769,644 | |
Cheniere Energy, Inc. | 33,766 | 5,166,198 | |
Chesapeake Energy Corp. | 38,652 | 3,195,747 | |
Chevron Corp. | 618,962 | 104,344,614 | |
ConocoPhillips Co. | 391,879 | 40,320,430 | |
Coterra Energy, Inc. | 209,764 | 5,369,958 | |
Devon Energy Corp. | 106,122 | 5,670,098 | |
Diamondback Energy, Inc. | 24,552 | 3,491,294 | |
DT Midstream, Inc. | 31,259 | 1,540,131 | |
EOG Resources, Inc. | 50,241 | 6,002,292 | |
EQT Corp. | 117,655 | 4,099,100 | |
Exxon Mobil Corp. | 1,318,862 | 156,074,129 | |
Hess Corp. | 19,539 | 2,834,327 | |
HF Sinclair Corp. | 43,440 | 1,916,138 | |
Kinder Morgan, Inc. | 635,748 | 10,903,078 | |
Marathon Oil Corp. | 202,210 | 4,885,394 | |
Marathon Petroleum Corp. | 145,071 | 17,698,662 | |
Occidental Petroleum Corp. | 44,098 | 2,713,350 | |
ONEOK, Inc. | 125,905 | 8,235,446 | |
Ovintiv, Inc. | 22,422 | 808,986 | |
PDC Energy, Inc. | 12,934 | 841,357 | |
Phillips 66 Co. | 149,095 | 14,760,405 | |
Pioneer Natural Resources Co. | 34,274 | 7,456,309 | |
Range Resources Corp. | 25,438 | 672,835 | |
Southwestern Energy Co. (a) | 329,461 | 1,709,903 | |
The Williams Companies, Inc. | 389,708 | 11,792,564 | |
Valero Energy Corp. | 123,103 | 14,116,221 | |
Vitesse Energy, Inc. (b) | 7,889 | 145,158 | |
442,398,766 | |||
TOTAL ENERGY | 480,760,625 | ||
FINANCIALS - 20.3% | |||
Banks - 6.4% | |||
Bank of America Corp. | 2,247,655 | 65,811,338 | |
Bank of Hawaii Corp. (b) | 12,381 | 599,612 | |
Bank OZK | 35,365 | 1,263,238 | |
BOK Financial Corp. | 9,167 | 768,836 | |
Citigroup, Inc. | 619,469 | 29,158,406 | |
Citizens Financial Group, Inc. | 156,295 | 4,835,767 | |
Columbia Banking Systems, Inc. | 66,888 | 1,428,728 | |
Comerica, Inc. | 41,835 | 1,814,384 | |
Commerce Bancshares, Inc. | 36,607 | 2,044,501 | |
Cullen/Frost Bankers, Inc. | 18,789 | 2,071,487 | |
East West Bancorp, Inc. | 45,316 | 2,342,384 | |
Fifth Third Bancorp | 217,737 | 5,704,709 | |
First Citizens Bancshares, Inc. | 2,643 | 2,661,977 | |
First Hawaiian, Inc. | 40,523 | 774,395 | |
First Horizon National Corp. | 168,884 | 2,963,914 | |
First Republic Bank (b) | 58,853 | 206,574 | |
FNB Corp., Pennsylvania | 113,215 | 1,299,708 | |
Huntington Bancshares, Inc. | 458,587 | 5,136,174 | |
JPMorgan Chase & Co. | 933,452 | 129,040,404 | |
KeyCorp | 297,481 | 3,349,636 | |
M&T Bank Corp. | 54,894 | 6,905,665 | |
New York Community Bancorp, Inc. | 214,371 | 2,291,626 | |
PacWest Bancorp (b) | 36,730 | 372,810 | |
Pinnacle Financial Partners, Inc. | 23,704 | 1,285,468 | |
PNC Financial Services Group, Inc. | 128,890 | 16,787,923 | |
Popular, Inc. | 22,270 | 1,336,423 | |
Prosperity Bancshares, Inc. | 28,242 | 1,768,514 | |
Regions Financial Corp. | 298,785 | 5,455,814 | |
Synovus Financial Corp. | 46,512 | 1,432,570 | |
Truist Financial Corp. | 425,604 | 13,866,178 | |
U.S. Bancorp | 442,619 | 15,172,979 | |
Webster Financial Corp. | 55,590 | 2,073,507 | |
Wells Fargo & Co. | 1,227,634 | 48,798,452 | |
Western Alliance Bancorp. | 12,930 | 479,962 | |
Wintrust Financial Corp. | 18,951 | 1,295,680 | |
Zions Bancorp NA | 47,626 | 1,326,860 | |
383,926,603 | |||
Capital Markets - 4.7% | |||
Affiliated Managers Group, Inc. | 11,966 | 1,727,651 | |
Ameriprise Financial, Inc. | 12,150 | 3,707,208 | |
Bank of New York Mellon Corp. | 234,928 | 10,005,584 | |
BlackRock, Inc. Class A | 47,478 | 31,867,234 | |
Carlyle Group LP | 66,332 | 2,011,850 | |
Cboe Global Markets, Inc. | 33,762 | 4,716,551 | |
Charles Schwab Corp. | 216,511 | 11,310,535 | |
CME Group, Inc. | 114,741 | 21,315,436 | |
Coinbase Global, Inc. (a)(b) | 50,955 | 2,740,869 | |
Evercore, Inc. Class A | 11,775 | 1,343,174 | |
Franklin Resources, Inc. | 91,202 | 2,451,510 | |
Goldman Sachs Group, Inc. | 104,966 | 36,049,523 | |
Interactive Brokers Group, Inc. | 29,632 | 2,306,851 | |
Intercontinental Exchange, Inc. | 176,600 | 19,237,038 | |
Invesco Ltd. | 119,583 | 2,048,457 | |
Janus Henderson Group PLC | 43,011 | 1,116,135 | |
Jefferies Financial Group, Inc. | 63,428 | 2,031,599 | |
KKR & Co. LP | 183,145 | 9,719,505 | |
Lazard Ltd. Class A | 26,254 | 821,750 | |
Moody's Corp. | 2,891 | 905,230 | |
Morgan Stanley | 394,576 | 35,500,003 | |
Morningstar, Inc. | 734 | 130,880 | |
MSCI, Inc. | 6,130 | 2,957,419 | |
NASDAQ, Inc. | 110,227 | 6,103,269 | |
Northern Trust Corp. | 65,614 | 5,128,390 | |
Raymond James Financial, Inc. | 57,144 | 5,173,246 | |
Robinhood Markets, Inc. (a)(b) | 182,684 | 1,616,753 | |
S&P Global, Inc. | 102,994 | 37,343,565 | |
SEI Investments Co. | 33,127 | 1,951,512 | |
State Street Corp. | 111,690 | 8,070,719 | |
Stifel Financial Corp. | 32,711 | 1,961,679 | |
T. Rowe Price Group, Inc. | 70,227 | 7,888,599 | |
Tradeweb Markets, Inc. Class A | 12,546 | 883,364 | |
Virtu Financial, Inc. Class A | 29,855 | 598,593 | |
282,741,681 | |||
Consumer Finance - 1.0% | |||
Ally Financial, Inc. | 95,459 | 2,518,208 | |
American Express Co. | 178,413 | 28,785,153 | |
Capital One Financial Corp. | 121,901 | 11,860,967 | |
Credit Acceptance Corp. (a)(b) | 1,892 | 926,134 | |
Discover Financial Services | 85,159 | 8,811,402 | |
OneMain Holdings, Inc. | 37,149 | 1,425,407 | |
SLM Corp. | 75,733 | 1,137,510 | |
SoFi Technologies, Inc. (a)(b) | 260,316 | 1,621,769 | |
Synchrony Financial | 139,188 | 4,107,438 | |
Upstart Holdings, Inc. (a)(b) | 18,186 | 252,785 | |
61,446,773 | |||
Financial Services - 4.6% | |||
Affirm Holdings, Inc. (a)(b) | 69,909 | 689,303 | |
Apollo Global Management, Inc. | 36,877 | 2,337,633 | |
Berkshire Hathaway, Inc. Class B (a) | 577,373 | 189,695,888 | |
Block, Inc. Class A (a) | 171,617 | 10,432,597 | |
Corebridge Financial, Inc. (b) | 25,304 | 426,625 | |
Equitable Holdings, Inc. | 118,101 | 3,069,445 | |
Euronet Worldwide, Inc. (a) | 3,694 | 409,074 | |
Fidelity National Information Services, Inc. | 189,886 | 11,150,106 | |
Fiserv, Inc. (a) | 171,357 | 20,926,117 | |
Global Payments, Inc. | 83,380 | 9,397,760 | |
MGIC Investment Corp. | 93,605 | 1,391,906 | |
PayPal Holdings, Inc. (a) | 252,553 | 19,194,028 | |
Rocket Companies, Inc. (a)(b) | 15,855 | 141,268 | |
TFS Financial Corp. (b) | 15,677 | 188,751 | |
The Western Union Co. | 78,368 | 856,562 | |
UWM Holdings Corp. Class A (b) | 2,416 | 14,496 | |
Voya Financial, Inc. (b) | 31,191 | 2,385,488 | |
WEX, Inc. (a) | 3,809 | 675,526 | |
273,382,573 | |||
Insurance - 3.4% | |||
AFLAC, Inc. | 195,109 | 13,628,364 | |
Allstate Corp. | 84,594 | 9,792,601 | |
American Financial Group, Inc. | 21,528 | 2,642,131 | |
American International Group, Inc. | 237,898 | 12,618,110 | |
Aon PLC | 3,851 | 1,252,268 | |
Arch Capital Group Ltd. (a) | 76,256 | 5,724,538 | |
Arthur J. Gallagher & Co. | 58,983 | 12,272,003 | |
Assurant, Inc. | 15,987 | 1,968,479 | |
Assured Guaranty Ltd. | 18,239 | 982,535 | |
Axis Capital Holdings Ltd. | 25,141 | 1,421,472 | |
Brighthouse Financial, Inc. (a) | 21,441 | 947,692 | |
Brown & Brown, Inc. | 69,799 | 4,494,358 | |
Chubb Ltd. | 132,978 | 26,803,046 | |
Cincinnati Financial Corp. | 48,953 | 5,210,557 | |
CNA Financial Corp. | 8,652 | 336,649 | |
Erie Indemnity Co. Class A | 2,072 | 450,308 | |
Everest Re Group Ltd. | 8,584 | 3,244,752 | |
F&G Annuities & Life, Inc. | 5,649 | 103,546 | |
Fidelity National Financial, Inc. | 83,045 | 2,947,267 | |
First American Financial Corp. | 32,301 | 1,860,861 | |
Globe Life, Inc. | 28,568 | 3,100,199 | |
Hanover Insurance Group, Inc. | 11,214 | 1,340,746 | |
Hartford Financial Services Group, Inc. | 101,325 | 7,193,062 | |
Kemper Corp. | 20,095 | 977,622 | |
Lincoln National Corp. | 42,638 | 926,524 | |
Loews Corp. | 62,183 | 3,579,875 | |
Markel Corp. (a) | 3,255 | 4,454,565 | |
Marsh & McLennan Companies, Inc. | 17,041 | 3,070,618 | |
MetLife, Inc. | 211,483 | 12,970,252 | |
Old Republic International Corp. | 89,262 | 2,255,651 | |
Primerica, Inc. | 11,736 | 2,141,937 | |
Principal Financial Group, Inc. | 77,270 | 5,771,296 | |
Progressive Corp. | 24,185 | 3,298,834 | |
Prudential Financial, Inc. | 117,972 | 10,263,564 | |
Reinsurance Group of America, Inc. | 21,347 | 3,038,105 | |
RenaissanceRe Holdings Ltd. | 6,167 | 1,328,433 | |
The Travelers Companies, Inc. | 74,851 | 13,558,510 | |
Unum Group | 63,288 | 2,670,754 | |
W.R. Berkley Corp. | 65,737 | 3,873,224 | |
White Mountains Insurance Group Ltd. | 811 | 1,161,466 | |
Willis Towers Watson PLC | 34,463 | 7,981,631 | |
203,658,405 | |||
Mortgage Real Estate Investment Trusts - 0.2% | |||
AGNC Investment Corp. | 183,054 | 1,814,065 | |
Annaly Capital Management, Inc. | 149,490 | 2,986,810 | |
Rithm Capital Corp. | 136,947 | 1,117,488 | |
Starwood Property Trust, Inc. | 92,458 | 1,654,074 | |
7,572,437 | |||
TOTAL FINANCIALS | 1,212,728,472 | ||
HEALTH CARE - 16.4% | |||
Biotechnology - 1.8% | |||
Amgen, Inc. | 27,391 | 6,566,718 | |
Biogen, Inc. (a) | 45,838 | 13,945,295 | |
BioMarin Pharmaceutical, Inc. (a) | 58,916 | 5,658,293 | |
Exact Sciences Corp. (a) | 45,720 | 2,929,280 | |
Exelixis, Inc. (a) | 13,662 | 250,015 | |
Gilead Sciences, Inc. | 401,723 | 33,025,648 | |
Horizon Therapeutics PLC (a) | 4,908 | 545,573 | |
Incyte Corp. (a) | 7,789 | 579,579 | |
Ionis Pharmaceuticals, Inc. (a) | 3,621 | 128,075 | |
Mirati Therapeutics, Inc. (a) | 14,121 | 625,702 | |
Moderna, Inc. (a) | 99,836 | 13,267,206 | |
Natera, Inc. (a) | 2,244 | 113,816 | |
Regeneron Pharmaceuticals, Inc. (a) | 28,329 | 22,713,909 | |
Repligen Corp. (a) | 5,052 | 766,035 | |
Ultragenyx Pharmaceutical, Inc. (a) | 4,643 | 202,760 | |
United Therapeutics Corp. (a) | 14,240 | 3,277,051 | |
Vertex Pharmaceuticals, Inc. (a) | 4,624 | 1,575,536 | |
106,170,491 | |||
Health Care Equipment & Supplies - 3.7% | |||
Abbott Laboratories | 476,291 | 52,615,867 | |
Align Technology, Inc. (a) | 6,303 | 2,050,366 | |
Baxter International, Inc. | 135,667 | 6,468,603 | |
Becton, Dickinson & Co. | 90,834 | 24,008,335 | |
Boston Scientific Corp. (a) | 456,418 | 23,788,506 | |
Dentsply Sirona, Inc. | 68,571 | 2,875,182 | |
Enovis Corp. (a) | 16,061 | 935,553 | |
Envista Holdings Corp. (a) | 52,373 | 2,015,837 | |
GE Healthcare Holding LLC | 110,368 | 8,977,333 | |
Globus Medical, Inc. (a)(b) | 23,293 | 1,354,255 | |
Hologic, Inc. (a) | 77,624 | 6,676,440 | |
ICU Medical, Inc. (a)(b) | 5,207 | 984,852 | |
Integra LifeSciences Holdings Corp. (a) | 23,420 | 1,295,594 | |
Intuitive Surgical, Inc. (a) | 8,908 | 2,683,268 | |
Masimo Corp. (a) | 3,543 | 670,123 | |
Medtronic PLC | 427,721 | 38,901,225 | |
QuidelOrtho Corp. | 15,772 | 1,418,691 | |
STERIS PLC | 31,869 | 6,008,900 | |
Stryker Corp. | 52,280 | 15,665,702 | |
Tandem Diabetes Care, Inc. (a) | 1,273 | 50,385 | |
Teleflex, Inc. | 14,994 | 4,086,165 | |
The Cooper Companies, Inc. | 15,522 | 5,920,867 | |
Zimmer Biomet Holdings, Inc. | 67,180 | 9,300,399 | |
218,752,448 | |||
Health Care Providers & Services - 2.9% | |||
Acadia Healthcare Co., Inc. (a) | 28,635 | 2,070,024 | |
agilon health, Inc. (a)(b) | 3,957 | 96,036 | |
Amedisys, Inc. (a) | 10,108 | 811,672 | |
Cardinal Health, Inc. | 82,234 | 6,751,411 | |
Centene Corp. (a) | 175,294 | 12,083,015 | |
Chemed Corp. | 3,014 | 1,661,468 | |
Cigna Group | 78,885 | 19,980,782 | |
CVS Health Corp. | 410,890 | 30,122,346 | |
Elevance Health, Inc. | 53,703 | 25,167,911 | |
Encompass Health Corp. | 31,356 | 2,011,487 | |
Enhabit Home Health & Hospice (b) | 15,647 | 191,676 | |
HCA Holdings, Inc. | 64,853 | 18,634,212 | |
Henry Schein, Inc. (a) | 43,200 | 3,490,992 | |
Humana, Inc. | 11,867 | 6,295,325 | |
Laboratory Corp. of America Holdings | 28,278 | 6,410,905 | |
McKesson Corp. | 35,259 | 12,842,738 | |
Molina Healthcare, Inc. (a) | 4,058 | 1,208,838 | |
Oak Street Health, Inc. (a) | 36,904 | 1,438,149 | |
Premier, Inc. | 37,232 | 1,240,943 | |
Quest Diagnostics, Inc. | 35,328 | 4,903,880 | |
Tenet Healthcare Corp. (a) | 34,011 | 2,493,687 | |
UnitedHealth Group, Inc. | 26,946 | 13,259,857 | |
Universal Health Services, Inc. Class B | 19,828 | 2,981,140 | |
176,148,494 | |||
Health Care Technology - 0.0% | |||
Certara, Inc. (a) | 13,084 | 316,240 | |
Definitive Healthcare Corp. (a)(b) | 5,550 | 59,385 | |
Doximity, Inc. (a)(b) | 18,849 | 692,701 | |
Teladoc Health, Inc. (a)(b) | 46,980 | 1,246,379 | |
2,314,705 | |||
Life Sciences Tools & Services - 2.2% | |||
10X Genomics, Inc. (a)(b) | 3,040 | 159,387 | |
Agilent Technologies, Inc. | 9,566 | 1,295,523 | |
Avantor, Inc. (a) | 13,585 | 264,636 | |
Azenta, Inc. (a) | 21,610 | 939,819 | |
Bio-Rad Laboratories, Inc. Class A (a) | 6,836 | 3,081,600 | |
Charles River Laboratories International, Inc. (a) | 1,081 | 205,520 | |
Danaher Corp. | 193,119 | 45,751,822 | |
Illumina, Inc. (a) | 50,296 | 10,338,846 | |
PerkinElmer, Inc. | 40,315 | 5,260,704 | |
QIAGEN NV (a) | 72,467 | 3,232,753 | |
Syneos Health, Inc. (a) | 26,773 | 1,051,108 | |
Thermo Fisher Scientific, Inc. | 109,956 | 61,014,584 | |
132,596,302 | |||
Pharmaceuticals - 5.8% | |||
Bristol-Myers Squibb Co. | 681,503 | 45,503,955 | |
Catalent, Inc. (a) | 39,291 | 1,969,265 | |
Elanco Animal Health, Inc. (a) | 143,774 | 1,361,540 | |
Eli Lilly & Co. | 50,148 | 19,851,587 | |
Jazz Pharmaceuticals PLC (a) | 19,726 | 2,770,911 | |
Johnson & Johnson | 842,173 | 137,863,720 | |
Merck & Co., Inc. | 470,307 | 54,306,349 | |
Organon & Co. | 81,835 | 2,015,596 | |
Perrigo Co. PLC | 43,360 | 1,612,558 | |
Pfizer, Inc. | 1,808,757 | 70,342,560 | |
Royalty Pharma PLC | 118,893 | 4,179,089 | |
Viatris, Inc. | 387,314 | 3,613,640 | |
345,390,770 | |||
TOTAL HEALTH CARE | 981,373,210 | ||
INDUSTRIALS - 10.7% | |||
Aerospace & Defense - 2.5% | |||
Axon Enterprise, Inc. (a) | 4,828 | 1,017,308 | |
BWX Technologies, Inc. | 17,620 | 1,137,900 | |
Curtiss-Wright Corp. | 12,275 | 2,084,663 | |
General Dynamics Corp. | 77,832 | 16,993,839 | |
HEICO Corp. | 1,271 | 214,341 | |
HEICO Corp. Class A | 1,095 | 146,982 | |
Hexcel Corp. | 26,872 | 1,936,934 | |
Howmet Aerospace, Inc. | 106,981 | 4,738,188 | |
Huntington Ingalls Industries, Inc. | 9,876 | 1,991,594 | |
L3Harris Technologies, Inc. | 60,798 | 11,864,730 | |
Mercury Systems, Inc. (a) | 15,543 | 740,935 | |
Northrop Grumman Corp. | 40,732 | 18,788,450 | |
Raytheon Technologies Corp. | 470,399 | 46,992,860 | |
Spirit AeroSystems Holdings, Inc. Class A | 1,655 | 49,253 | |
Textron, Inc. | 66,663 | 4,462,421 | |
The Boeing Co. (a) | 122,191 | 25,266,655 | |
TransDigm Group, Inc. | 10,053 | 7,690,545 | |
Woodward, Inc. | 18,594 | 1,785,396 | |
147,902,994 | |||
Air Freight & Logistics - 0.5% | |||
C.H. Robinson Worldwide, Inc. | 27,137 | 2,737,309 | |
Expeditors International of Washington, Inc. | 35,063 | 3,991,572 | |
FedEx Corp. | 74,825 | 17,043,639 | |
GXO Logistics, Inc. (a)(b) | 30,384 | 1,614,302 | |
United Parcel Service, Inc. Class B | 25,328 | 4,554,228 | |
29,941,050 | |||
Building Products - 0.9% | |||
A.O. Smith Corp. | 30,389 | 2,075,265 | |
Allegion PLC | 5,753 | 635,591 | |
Armstrong World Industries, Inc. | 6,025 | 413,677 | |
Builders FirstSource, Inc. (a) | 46,415 | 4,398,750 | |
Carlisle Companies, Inc. | 2,552 | 550,849 | |
Carrier Global Corp. | 267,429 | 11,183,881 | |
Fortune Brands Home & Security, Inc. | 27,002 | 1,746,759 | |
Hayward Holdings, Inc. (a) | 21,164 | 254,815 | |
Johnson Controls International PLC | 220,333 | 13,184,727 | |
Lennox International, Inc. | 10,224 | 2,882,248 | |
Masco Corp. | 68,321 | 3,655,857 | |
MasterBrand, Inc. | 26,642 | 215,001 | |
Owens Corning | 29,830 | 3,186,142 | |
The AZEK Co., Inc. (a) | 35,313 | 958,395 | |
Trane Technologies PLC | 30,883 | 5,738,370 | |
51,080,327 | |||
Commercial Services & Supplies - 0.3% | |||
Cintas Corp. | 1,841 | 839,073 | |
Clean Harbors, Inc. (a) | 16,320 | 2,369,011 | |
Driven Brands Holdings, Inc. (a) | 18,551 | 569,516 | |
MSA Safety, Inc. | 7,175 | 930,956 | |
Republic Services, Inc. | 61,806 | 8,938,384 | |
Ritchie Bros. Auctioneers, Inc. | 3,792 | 216,864 | |
Rollins, Inc. | 5,434 | 229,587 | |
Stericycle, Inc. (a) | 29,697 | 1,355,668 | |
Tetra Tech, Inc. | 9,812 | 1,357,686 | |
Waste Management, Inc. | 8,197 | 1,361,112 | |
18,167,857 | |||
Construction & Engineering - 0.2% | |||
AECOM | 39,507 | 3,281,056 | |
MasTec, Inc. (a) | 19,499 | 1,731,706 | |
MDU Resources Group, Inc. | 65,066 | 1,901,229 | |
Quanta Services, Inc. | 20,634 | 3,500,352 | |
Valmont Industries, Inc. | 5,800 | 1,685,248 | |
Willscot Mobile Mini Holdings (a) | 30,103 | 1,366,676 | |
13,466,267 | |||
Electrical Equipment - 1.0% | |||
Acuity Brands, Inc. | 10,255 | 1,613,932 | |
AMETEK, Inc. | 73,732 | 10,169,855 | |
Eaton Corp. PLC | 127,773 | 21,353,424 | |
Emerson Electric Co. | 123,818 | 10,309,087 | |
Hubbell, Inc. Class B | 17,093 | 4,603,487 | |
nVent Electric PLC | 52,815 | 2,214,533 | |
Plug Power, Inc. (a)(b) | 82,847 | 748,108 | |
Regal Rexnord Corp. | 20,806 | 2,708,109 | |
Rockwell Automation, Inc. | 11,920 | 3,378,247 | |
Sensata Technologies, Inc. PLC | 48,366 | 2,101,503 | |
Sunrun, Inc. (a)(b) | 67,247 | 1,414,877 | |
Vertiv Holdings Co. | 80,833 | 1,206,028 | |
61,821,190 | |||
Ground Transportation - 0.7% | |||
Avis Budget Group, Inc. (a) | 8,088 | 1,428,907 | |
CSX Corp. | 503,098 | 15,414,923 | |
Hertz Global Holdings, Inc. (a)(b) | 57,673 | 961,986 | |
J.B. Hunt Transport Services, Inc. | 2,852 | 499,927 | |
Knight-Swift Transportation Holdings, Inc. Class A | 50,008 | 2,816,451 | |
Landstar System, Inc. | 1,231 | 216,693 | |
Lyft, Inc. (a) | 20,800 | 213,200 | |
Norfolk Southern Corp. | 72,783 | 14,777,132 | |
RXO, Inc. | 33,238 | 601,275 | |
Ryder System, Inc. | 15,396 | 1,218,747 | |
Schneider National, Inc. Class B | 16,993 | 444,707 | |
U-Haul Holding Co. (b) | 2,914 | 177,929 | |
U-Haul Holding Co. (non-vtg.) | 26,129 | 1,413,579 | |
Uber Technologies, Inc. (a) | 82,234 | 2,553,366 | |
XPO, Inc. (a) | 29,961 | 1,323,677 | |
44,062,499 | |||
Industrial Conglomerates - 1.4% | |||
3M Co. | 176,563 | 18,754,522 | |
General Electric Co. | 327,507 | 32,413,368 | |
Honeywell International, Inc. | 152,317 | 30,439,029 | |
81,606,919 | |||
Machinery - 2.0% | |||
AGCO Corp. | 17,212 | 2,133,255 | |
Allison Transmission Holdings, Inc. | 6,045 | 294,936 | |
Caterpillar, Inc. | 21,548 | 4,714,702 | |
Crane Co. | 14,876 | 1,072,113 | |
Crane Nxt Co. | 14,918 | 706,516 | |
Cummins, Inc. | 45,094 | 10,598,894 | |
Donaldson Co., Inc. | 32,517 | 2,066,455 | |
Dover Corp. | 44,722 | 6,536,568 | |
ESAB Corp. | 17,941 | 1,047,037 | |
Flowserve Corp. | 41,258 | 1,377,605 | |
Fortive Corp. | 113,437 | 7,156,740 | |
Gates Industrial Corp. PLC (a) | 34,330 | 462,425 | |
Graco, Inc. | 16,668 | 1,321,606 | |
IDEX Corp. | 19,937 | 4,113,402 | |
Illinois Tool Works, Inc. | 9,816 | 2,374,883 | |
Ingersoll Rand, Inc. | 129,711 | 7,396,121 | |
ITT, Inc. | 26,802 | 2,263,161 | |
Middleby Corp. (a) | 15,943 | 2,246,050 | |
Nordson Corp. | 14,011 | 3,030,719 | |
Oshkosh Corp. | 21,058 | 1,611,358 | |
Otis Worldwide Corp. | 117,123 | 9,990,592 | |
PACCAR, Inc. | 163,697 | 12,226,529 | |
Parker Hannifin Corp. | 31,673 | 10,289,924 | |
Pentair PLC | 52,643 | 3,057,505 | |
Snap-On, Inc. | 16,783 | 4,353,678 | |
Stanley Black & Decker, Inc. | 47,183 | 4,073,780 | |
Timken Co. | 19,747 | 1,517,557 | |
Westinghouse Air Brake Tech Co. | 57,815 | 5,646,791 | |
Xylem, Inc. | 49,176 | 5,106,436 | |
118,787,338 | |||
Marine Transportation - 0.0% | |||
Kirby Corp. (a) | 19,313 | 1,387,446 | |
Passenger Airlines - 0.3% | |||
Alaska Air Group, Inc. (a) | 40,180 | 1,746,223 | |
American Airlines Group, Inc. (a) | 206,534 | 2,817,124 | |
Copa Holdings SA Class A | 9,001 | 812,970 | |
JetBlue Airways Corp. (a) | 101,616 | 725,538 | |
Southwest Airlines Co. | 189,002 | 5,724,871 | |
United Airlines Holdings, Inc. (a) | 104,140 | 4,561,332 | |
16,388,058 | |||
Professional Services - 0.7% | |||
Automatic Data Processing, Inc. | 10,929 | 2,404,380 | |
Broadridge Financial Solutions, Inc. | 3,412 | 496,139 | |
CACI International, Inc. Class A (a) | 7,415 | 2,323,268 | |
Clarivate Analytics PLC (a)(b) | 152,646 | 1,352,444 | |
Concentrix Corp. | 13,752 | 1,327,206 | |
CoStar Group, Inc. (a) | 110,331 | 8,489,970 | |
Dun & Bradstreet Holdings, Inc. | 79,649 | 889,679 | |
Equifax, Inc. | 19,432 | 4,049,240 | |
FTI Consulting, Inc. (a) | 6,334 | 1,143,287 | |
Genpact Ltd. | 26,641 | 1,186,857 | |
Jacobs Solutions, Inc. | 40,245 | 4,646,688 | |
KBR, Inc. | 15,227 | 863,828 | |
Leidos Holdings, Inc. | 43,513 | 4,058,022 | |
Manpower, Inc. | 15,930 | 1,206,060 | |
Robert Half International, Inc. | 3,978 | 290,394 | |
Science Applications International Corp. | 17,612 | 1,796,952 | |
SS&C Technologies Holdings, Inc. | 70,648 | 4,135,734 | |
TransUnion Holding Co., Inc. | 16,262 | 1,118,988 | |
41,779,136 | |||
Trading Companies & Distributors - 0.2% | |||
Air Lease Corp. Class A | 32,930 | 1,324,445 | |
Core & Main, Inc. (a)(b) | 15,356 | 400,177 | |
MSC Industrial Direct Co., Inc. Class A | 14,935 | 1,355,053 | |
SiteOne Landscape Supply, Inc. (a)(b) | 5,527 | 816,559 | |
United Rentals, Inc. | 12,079 | 4,361,848 | |
Univar Solutions, Inc. (a) | 51,474 | 1,827,327 | |
Watsco, Inc. (b) | 5,003 | 1,732,939 | |
WESCO International, Inc. | 6,640 | 956,160 | |
12,774,508 | |||
TOTAL INDUSTRIALS | 639,165,589 | ||
INFORMATION TECHNOLOGY - 7.4% | |||
Communications Equipment - 1.5% | |||
Ciena Corp. (a) | 47,136 | 2,170,141 | |
Cisco Systems, Inc. | 1,315,131 | 62,139,940 | |
F5, Inc. (a) | 19,050 | 2,559,558 | |
Juniper Networks, Inc. | 102,088 | 3,077,953 | |
Lumentum Holdings, Inc. (a) | 22,172 | 1,069,799 | |
Motorola Solutions, Inc. | 52,658 | 15,344,541 | |
Ubiquiti, Inc. | 929 | 216,039 | |
ViaSat, Inc. (a)(b) | 23,038 | 807,021 | |
87,384,992 | |||
Electronic Equipment, Instruments & Components - 0.6% | |||
Amphenol Corp. Class A | 46,080 | 3,477,658 | |
Arrow Electronics, Inc. (a) | 17,748 | 2,030,904 | |
Avnet, Inc. | 28,824 | 1,189,278 | |
Cognex Corp. | 3,838 | 183,034 | |
Coherent Corp. (a) | 32,482 | 1,108,935 | |
Corning, Inc. | 221,022 | 7,342,351 | |
IPG Photonics Corp. (a) | 10,571 | 1,215,454 | |
Jabil, Inc. | 7,558 | 590,658 | |
Keysight Technologies, Inc. (a) | 4,209 | 608,790 | |
Littelfuse, Inc. | 7,762 | 1,880,267 | |
National Instruments Corp. | 36,584 | 2,130,286 | |
TD SYNNEX Corp. | 14,791 | 1,316,991 | |
Teledyne Technologies, Inc. (a) | 14,793 | 6,130,219 | |
Trimble, Inc. (a) | 78,792 | 3,711,103 | |
Vontier Corp. | 18,899 | 512,730 | |
Zebra Technologies Corp. Class A (a) | 9,747 | 2,807,428 | |
36,236,086 | |||
IT Services - 0.8% | |||
Akamai Technologies, Inc. (a) | 49,493 | 4,056,941 | |
Amdocs Ltd. | 37,954 | 3,463,303 | |
Cognizant Technology Solutions Corp. Class A | 164,319 | 9,811,487 | |
DXC Technology Co. (a) | 73,570 | 1,754,645 | |
GoDaddy, Inc. (a) | 43,189 | 3,268,544 | |
IBM Corp. | 95,614 | 12,086,566 | |
Kyndryl Holdings, Inc. (a) | 64,721 | 935,866 | |
Okta, Inc. (a) | 41,745 | 2,860,785 | |
Snowflake, Inc. (a) | 6,282 | 930,239 | |
Twilio, Inc. Class A (a) | 34,901 | 1,836,142 | |
VeriSign, Inc. (a) | 26,453 | 5,867,275 | |
Wix.com Ltd. (a)(b) | 3,870 | 337,580 | |
47,209,373 | |||
Semiconductors & Semiconductor Equipment - 2.4% | |||
Advanced Micro Devices, Inc. (a) | 109,683 | 9,802,370 | |
Analog Devices, Inc. | 129,229 | 23,245,713 | |
Cirrus Logic, Inc. (a) | 17,521 | 1,503,127 | |
First Solar, Inc. (a) | 34,021 | 6,211,554 | |
GlobalFoundries, Inc. (a) | 15,200 | 893,760 | |
Intel Corp. | 1,324,914 | 41,151,829 | |
Marvell Technology, Inc. | 271,705 | 10,726,913 | |
Microchip Technology, Inc. | 25,033 | 1,827,159 | |
Micron Technology, Inc. | 281,768 | 18,134,588 | |
MKS Instruments, Inc. | 18,502 | 1,551,763 | |
onsemi (a) | 52,093 | 3,748,612 | |
Qorvo, Inc. (a) | 31,857 | 2,933,393 | |
Skyworks Solutions, Inc. | 50,733 | 5,372,625 | |
Teradyne, Inc. | 4,627 | 422,815 | |
Texas Instruments, Inc. | 91,367 | 15,276,562 | |
Wolfspeed, Inc. (a)(b) | 39,365 | 1,832,441 | |
144,635,224 | |||
Software - 1.8% | |||
ANSYS, Inc. (a) | 13,162 | 4,131,815 | |
Bill Holdings, Inc. (a) | 31,651 | 2,431,113 | |
Black Knight, Inc. (a) | 44,832 | 2,449,620 | |
CCC Intelligent Solutions Holdings, Inc. Class A (a)(b) | 33,411 | 290,007 | |
Ceridian HCM Holding, Inc. (a) | 35,539 | 2,256,016 | |
Dolby Laboratories, Inc. Class A | 19,096 | 1,598,144 | |
DoubleVerify Holdings, Inc. (a)(b) | 3,597 | 105,824 | |
Dropbox, Inc. Class A (a) | 5,706 | 116,060 | |
Gen Digital, Inc. | 113,457 | 2,004,785 | |
Guidewire Software, Inc. (a) | 26,378 | 2,009,740 | |
Informatica, Inc. (a)(b) | 9,594 | 148,323 | |
Jamf Holding Corp. (a) | 3,107 | 58,784 | |
Manhattan Associates, Inc. (a) | 7,518 | 1,245,582 | |
nCino, Inc. (a)(b) | 17,611 | 435,520 | |
NCR Corp. (a) | 38,532 | 858,878 | |
Nutanix, Inc. Class A (a) | 34,873 | 836,255 | |
Oracle Corp. | 153,131 | 14,504,568 | |
Paycor HCM, Inc. (a)(b) | 19,175 | 450,613 | |
Procore Technologies, Inc. (a) | 6,292 | 336,056 | |
Roper Technologies, Inc. | 33,781 | 15,362,923 | |
Salesforce, Inc. (a) | 242,127 | 48,030,733 | |
SentinelOne, Inc. (a) | 17,866 | 287,107 | |
Teradata Corp. (a) | 14,804 | 573,063 | |
Tyler Technologies, Inc. (a) | 1,653 | 626,537 | |
UiPath, Inc. Class A (a) | 109,570 | 1,542,746 | |
Unity Software, Inc. (a)(b) | 24,396 | 657,960 | |
VMware, Inc. Class A (a) | 34,980 | 4,373,549 | |
Zoom Video Communications, Inc. Class A (a) | 38,998 | 2,395,647 | |
110,117,968 | |||
Technology Hardware, Storage & Peripherals - 0.3% | |||
Dell Technologies, Inc. | 63,882 | 2,778,228 | |
Hewlett Packard Enterprise Co. | 410,152 | 5,873,377 | |
HP, Inc. | 169,642 | 5,040,064 | |
Western Digital Corp. (a) | 101,515 | 3,496,177 | |
17,187,846 | |||
TOTAL INFORMATION TECHNOLOGY | 442,771,489 | ||
MATERIALS - 4.4% | |||
Chemicals - 2.7% | |||
Air Products & Chemicals, Inc. | 70,846 | 20,854,229 | |
Albemarle Corp. | 18,121 | 3,360,721 | |
Ashland, Inc. | 16,323 | 1,658,580 | |
Axalta Coating Systems Ltd. (a) | 53,856 | 1,700,234 | |
Celanese Corp. Class A | 34,607 | 3,676,648 | |
Corteva, Inc. | 228,801 | 13,984,317 | |
Dow, Inc. | 225,318 | 12,257,299 | |
DuPont de Nemours, Inc. | 146,766 | 10,232,526 | |
Eastman Chemical Co. | 38,270 | 3,225,013 | |
Ecolab, Inc. | 9,378 | 1,574,004 | |
Element Solutions, Inc. | 72,917 | 1,323,444 | |
FMC Corp. | 26,453 | 3,269,062 | |
Ginkgo Bioworks Holdings, Inc. Class A (a)(b) | 225,557 | 275,180 | |
Huntsman Corp. | 58,837 | 1,576,243 | |
International Flavors & Fragrances, Inc. | 81,356 | 7,888,278 | |
Linde PLC | 124,902 | 46,145,044 | |
LyondellBasell Industries NV Class A | 82,296 | 7,786,025 | |
NewMarket Corp. | 1,812 | 724,075 | |
Olin Corp. | 38,970 | 2,158,938 | |
PPG Industries, Inc. | 35,288 | 4,949,495 | |
RPM International, Inc. | 38,694 | 3,174,069 | |
The Chemours Co. LLC | 18,570 | 539,830 | |
The Mosaic Co. | 95,176 | 4,078,292 | |
The Scotts Miracle-Gro Co. Class A (b) | 8,390 | 560,536 | |
Westlake Corp. | 10,434 | 1,187,181 | |
158,159,263 | |||
Construction Materials - 0.2% | |||
Eagle Materials, Inc. | 1,910 | 283,081 | |
Martin Marietta Materials, Inc. | 18,110 | 6,577,552 | |
Vulcan Materials Co. | 21,644 | 3,790,297 | |
10,650,930 | |||
Containers & Packaging - 0.5% | |||
Amcor PLC | 475,802 | 5,219,548 | |
Aptargroup, Inc. | 20,921 | 2,479,348 | |
Ardagh Group SA (a) | 4,009 | 28,785 | |
Ardagh Metal Packaging SA (b) | 31,687 | 129,283 | |
Avery Dennison Corp. | 10,023 | 1,748,813 | |
Ball Corp. | 59,316 | 3,154,425 | |
Berry Global Group, Inc. | 20,381 | 1,178,226 | |
Crown Holdings, Inc. | 4,339 | 372,199 | |
Graphic Packaging Holding Co. | 22,168 | 546,663 | |
International Paper Co. | 113,338 | 3,752,621 | |
Packaging Corp. of America | 29,119 | 3,938,636 | |
Silgan Holdings, Inc. | 27,145 | 1,337,163 | |
Sonoco Products Co. | 31,133 | 1,887,282 | |
WestRock Co. | 81,086 | 2,426,904 | |
28,199,896 | |||
Metals & Mining - 1.0% | |||
Alcoa Corp. | 56,510 | 2,098,781 | |
Cleveland-Cliffs, Inc. (a) | 163,184 | 2,509,770 | |
Freeport-McMoRan, Inc. | 456,265 | 17,297,006 | |
Newmont Corp. | 254,197 | 12,048,938 | |
Nucor Corp. | 82,033 | 12,155,650 | |
Reliance Steel & Aluminum Co. | 18,615 | 4,612,797 | |
Royal Gold, Inc. | 19,552 | 2,589,467 | |
Southern Copper Corp. | 9,266 | 711,907 | |
SSR Mining, Inc. | 65,157 | 933,048 | |
Steel Dynamics, Inc. | 53,375 | 5,548,331 | |
United States Steel Corp. | 71,711 | 1,640,748 | |
62,146,443 | |||
Paper & Forest Products - 0.0% | |||
Louisiana-Pacific Corp. | 20,298 | 1,212,603 | |
TOTAL MATERIALS | 260,369,135 | ||
REAL ESTATE - 4.5% | |||
Equity Real Estate Investment Trusts (REITs) - 4.3% | |||
Alexandria Real Estate Equities, Inc. | 54,838 | 6,809,783 | |
American Homes 4 Rent Class A | 98,420 | 3,273,449 | |
American Tower Corp. | 34,649 | 7,081,909 | |
Americold Realty Trust | 85,858 | 2,540,538 | |
Apartment Income (REIT) Corp. | 44,409 | 1,642,245 | |
AvalonBay Communities, Inc. | 44,737 | 8,069,213 | |
Boston Properties, Inc. | 50,115 | 2,674,136 | |
Brixmor Property Group, Inc. | 96,032 | 2,048,363 | |
Camden Property Trust (SBI) | 30,390 | 3,344,420 | |
Cousins Properties, Inc. | 47,781 | 1,042,104 | |
CubeSmart | 71,386 | 3,247,349 | |
Digital Realty Trust, Inc. | 91,859 | 9,107,820 | |
Douglas Emmett, Inc. | 53,301 | 686,517 | |
EastGroup Properties, Inc. | 13,220 | 2,201,923 | |
EPR Properties | 23,466 | 984,633 | |
Equinix, Inc. | 7,291 | 5,279,267 | |
Equity Lifestyle Properties, Inc. | 22,214 | 1,530,545 | |
Equity Residential (SBI) | 118,661 | 7,505,308 | |
Essex Property Trust, Inc. | 20,525 | 4,509,958 | |
Extra Space Storage, Inc. | 37,252 | 5,663,794 | |
Federal Realty Investment Trust (SBI) | 25,690 | 2,540,484 | |
First Industrial Realty Trust, Inc. | 42,245 | 2,216,595 | |
Gaming & Leisure Properties | 77,820 | 4,046,640 | |
Healthcare Trust of America, Inc. | 121,179 | 2,396,921 | |
Healthpeak Properties, Inc. | 174,508 | 3,833,941 | |
Highwoods Properties, Inc. (SBI) | 32,890 | 753,839 | |
Host Hotels & Resorts, Inc. | 225,995 | 3,654,339 | |
Hudson Pacific Properties, Inc. | 43,939 | 244,301 | |
Invitation Homes, Inc. | 194,850 | 6,502,145 | |
Iron Mountain, Inc. | 22,914 | 1,265,769 | |
JBG SMITH Properties | 33,916 | 483,981 | |
Kilroy Realty Corp. | 36,754 | 1,074,687 | |
Kimco Realty Corp. | 193,143 | 3,706,414 | |
Lamar Advertising Co. Class A | 3,301 | 348,850 | |
Life Storage, Inc. | 26,852 | 3,608,372 | |
Medical Properties Trust, Inc. (b) | 191,732 | 1,681,490 | |
Mid-America Apartment Communities, Inc. | 36,670 | 5,639,846 | |
National Retail Properties, Inc. | 57,748 | 2,512,038 | |
National Storage Affiliates Trust | 26,853 | 1,035,183 | |
Omega Healthcare Investors, Inc. | 75,044 | 2,008,177 | |
Park Hotels & Resorts, Inc. | 70,715 | 852,116 | |
Prologis (REIT), Inc. | 294,709 | 36,912,302 | |
Public Storage | 10,262 | 3,025,545 | |
Rayonier, Inc. | 47,079 | 1,476,397 | |
Realty Income Corp. | 200,736 | 12,614,250 | |
Regency Centers Corp. | 54,762 | 3,364,030 | |
Rexford Industrial Realty, Inc. | 62,554 | 3,488,637 | |
SBA Communications Corp. Class A | 26,279 | 6,855,928 | |
Simon Property Group, Inc. | 53,855 | 6,102,849 | |
SL Green Realty Corp. | 20,342 | 481,495 | |
Spirit Realty Capital, Inc. | 44,603 | 1,715,431 | |
Sun Communities, Inc. | 38,849 | 5,397,292 | |
UDR, Inc. | 104,710 | 4,327,664 | |
Ventas, Inc. | 127,992 | 6,150,016 | |
VICI Properties, Inc. | 320,793 | 10,887,714 | |
Vornado Realty Trust | 56,003 | 840,605 | |
Welltower, Inc. | 151,326 | 11,988,046 | |
Weyerhaeuser Co. | 235,810 | 7,053,077 | |
WP Carey, Inc. | 66,568 | 4,939,346 | |
257,270,026 | |||
Real Estate Management & Development - 0.2% | |||
CBRE Group, Inc. (a) | 51,532 | 3,950,443 | |
Howard Hughes Corp. (a) | 11,608 | 898,111 | |
Jones Lang LaSalle, Inc. (a) | 15,269 | 2,123,002 | |
Opendoor Technologies, Inc. (a)(b) | 108,446 | 149,655 | |
WeWork, Inc. (a)(b) | 64,640 | 27,246 | |
Zillow Group, Inc.: | |||
Class A (a) | 17,056 | 729,656 | |
Class C (a) | 47,186 | 2,054,478 | |
9,932,591 | |||
TOTAL REAL ESTATE | 267,202,617 | ||
UTILITIES - 5.6% | |||
Electric Utilities - 3.6% | |||
Alliant Energy Corp. | 80,155 | 4,419,747 | |
American Electric Power Co., Inc. | 164,516 | 15,204,569 | |
Avangrid, Inc. (b) | 22,451 | 903,877 | |
Constellation Energy Corp. | 104,580 | 8,094,492 | |
Duke Energy Corp. | 246,222 | 24,346,431 | |
Edison International | 120,440 | 8,864,384 | |
Entergy Corp. | 64,788 | 6,969,893 | |
Evergy, Inc. | 71,003 | 4,409,996 | |
Eversource Energy | 110,017 | 8,538,419 | |
Exelon Corp. | 317,579 | 13,478,053 | |
FirstEnergy Corp. | 174,014 | 6,925,757 | |
Hawaiian Electric Industries, Inc. | 35,164 | 1,378,780 | |
IDACORP, Inc. | 16,178 | 1,797,699 | |
NextEra Energy, Inc. | 635,557 | 48,702,733 | |
NRG Energy, Inc. | 67,798 | 2,316,658 | |
OGE Energy Corp. | 64,068 | 2,405,113 | |
PG&E Corp. (a) | 526,952 | 9,016,149 | |
Pinnacle West Capital Corp. | 36,082 | 2,830,994 | |
PPL Corp. | 236,026 | 6,778,667 | |
Southern Co. | 347,878 | 25,586,427 | |
Xcel Energy, Inc. | 174,432 | 12,194,541 | |
215,163,379 | |||
Gas Utilities - 0.2% | |||
Atmos Energy Corp. | 45,357 | 5,177,048 | |
National Fuel Gas Co. | 25,510 | 1,426,009 | |
UGI Corp. | 66,998 | 2,269,892 | |
8,872,949 | |||
Independent Power and Renewable Electricity Producers - 0.1% | |||
Brookfield Renewable Corp. | 40,467 | 1,352,002 | |
The AES Corp. | 174,858 | 4,137,140 | |
Vistra Corp. | 52,566 | 1,254,225 | |
6,743,367 | |||
Multi-Utilities - 1.5% | |||
Ameren Corp. | 82,119 | 7,306,127 | |
CenterPoint Energy, Inc. | 201,113 | 6,127,913 | |
CMS Energy Corp. | 92,453 | 5,756,124 | |
Consolidated Edison, Inc. | 113,368 | 11,163,347 | |
Dominion Energy, Inc. | 266,369 | 15,220,325 | |
DTE Energy Co. | 61,803 | 6,947,275 | |
NiSource, Inc. | 129,818 | 3,694,620 | |
Public Service Enterprise Group, Inc. | 159,260 | 10,065,232 | |
Sempra Energy | 100,662 | 15,651,934 | |
WEC Energy Group, Inc. | 100,948 | 9,708,169 | |
91,641,066 | |||
Water Utilities - 0.2% | |||
American Water Works Co., Inc. | 61,832 | 9,166,594 | |
Essential Utilities, Inc. | 73,976 | 3,158,775 | |
12,325,369 | |||
TOTAL UTILITIES | 334,746,130 | ||
TOTAL COMMON STOCKS (Cost $5,317,020,999) | 5,960,091,556 | ||
U.S. Treasury Obligations - 0.0% | |||
Principal Amount (c) | Value ($) | ||
U.S. Treasury Bills, yield at date of purchase 4.65% 6/29/23 (d) (Cost $992,523) | 1,000,000 | 991,947 | |
Money Market Funds - 1.2% | |||
Shares | Value ($) | ||
Fidelity Cash Central Fund 4.88% (e) | 17,566,634 | 17,570,147 | |
Fidelity Securities Lending Cash Central Fund 4.88% (e)(f) | 53,534,852 | 53,540,205 | |
TOTAL MONEY MARKET FUNDS (Cost $71,110,352) | 71,110,352 | ||
TOTAL INVESTMENT IN SECURITIES - 100.8% (Cost $5,389,123,874) | 6,032,193,855 |
NET OTHER ASSETS (LIABILITIES) - (0.8)% | (45,959,256) |
NET ASSETS - 100.0% | 5,986,234,599 |
Futures Contracts | |||||
Number of contracts | Expiration Date | Notional Amount ($) | Value ($) | Unrealized Appreciation/ (Depreciation) ($) | |
Purchased | |||||
Equity Index Contracts | |||||
CME E-mini S&P 500 Index Contracts (United States) | 57 | Jun 2023 | 11,937,225 | 539,296 | 539,296 |
CME E-mini S&P MidCap 400 Index Contracts (United States) | 53 | Jun 2023 | 13,253,180 | 398,278 | 398,278 |
TOTAL FUTURES CONTRACTS | 937,574 | ||||
The notional amount of futures purchased as a percentage of Net Assets is 0.4% |
(a) | Non-income producing |
(b) | Security or a portion of the security is on loan at period end. |
(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 $991,947. |
(e) | Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements, which are not covered by the Fund's Report of Independent Registered Public Accounting Firm, are available on the SEC's website or upon request. |
(f) | Investment made with cash collateral received from securities on loan. |
Affiliate | Value, beginning of period ($) | 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 4.88% | 8,584,209 | 1,020,648,032 | 1,011,662,094 | 477,314 | - | - | 17,570,147 | 0.0% |
Fidelity Securities Lending Cash Central Fund 4.88% | 45,147,021 | 343,996,649 | 335,603,465 | 989,142 | - | - | 53,540,205 | 0.2% |
Total | 53,731,230 | 1,364,644,681 | 1,347,265,559 | 1,466,456 | - | - | 71,110,352 | |
Valuation Inputs at Reporting Date: | ||||
Description | Total ($) | Level 1 ($) | Level 2 ($) | Level 3 ($) |
Investments in Securities: | ||||
Equities: | ||||
Communication Services | 523,748,035 | 523,748,035 | - | - |
Consumer Discretionary | 354,611,891 | 354,611,891 | - | - |
Consumer Staples | 462,614,363 | 462,614,363 | - | - |
Energy | 480,760,625 | 480,760,625 | - | - |
Financials | 1,212,728,472 | 1,212,728,472 | - | - |
Health Care | 981,373,210 | 981,373,210 | - | - |
Industrials | 639,165,589 | 639,165,589 | - | - |
Information Technology | 442,771,489 | 442,771,489 | - | - |
Materials | 260,369,135 | 260,369,135 | - | - |
Real Estate | 267,202,617 | 267,202,617 | - | - |
Utilities | 334,746,130 | 334,746,130 | - | - |
U.S. Government and Government Agency Obligations | 991,947 | - | 991,947 | - |
Money Market Funds | 71,110,352 | 71,110,352 | - | - |
Total Investments in Securities: | 6,032,193,855 | 6,031,201,908 | 991,947 | - |
Derivative Instruments: | ||||
Assets | ||||
Futures Contracts | 937,574 | 937,574 | - | - |
Total Assets | 937,574 | 937,574 | - | - |
Total Derivative Instruments: | 937,574 | 937,574 | - | - |
Primary Risk Exposure / Derivative Type | Value | |
Asset ($) | Liability ($) | |
Equity Risk | ||
Futures Contracts (a) | 937,574 | 0 |
Total Equity Risk | 937,574 | 0 |
Total Value of Derivatives | 937,574 | 0 |
Statement of Assets and Liabilities | ||||
April 30, 2023 | ||||
Assets | ||||
Investment in securities, at value (including securities loaned of $52,441,226) - See accompanying schedule: | ||||
Unaffiliated issuers (cost $5,318,013,522) | $ | 5,961,083,503 | ||
Fidelity Central Funds (cost $71,110,352) | 71,110,352 | |||
Total Investment in Securities (cost $5,389,123,874) | $ | 6,032,193,855 | ||
Segregated cash with brokers for derivative instruments | 343,116 | |||
Receivable for fund shares sold | 16,806,000 | |||
Dividends receivable | 6,600,219 | |||
Distributions receivable from Fidelity Central Funds | 246,148 | |||
Receivable for daily variation margin on futures contracts | 212,768 | |||
Other receivables | 14,535 | |||
Total assets | 6,056,416,641 | |||
Liabilities | ||||
Payable for investments purchased | $ | 14,130,843 | ||
Payable for fund shares redeemed | 2,340,603 | |||
Accrued management fee | 171,516 | |||
Other payables and accrued expenses | 57 | |||
Collateral on securities loaned | 53,539,023 | |||
Total Liabilities | 70,182,042 | |||
Net Assets | $ | 5,986,234,599 | ||
Net Assets consist of: | ||||
Paid in capital | $ | 5,404,887,933 | ||
Total accumulated earnings (loss) | 581,346,666 | |||
Net Assets | $ | 5,986,234,599 | ||
Net Asset Value , offering price and redemption price per share ($5,986,234,599 ÷ 394,590,490 shares) | $ | 15.17 |
Statement of Operations | ||||
Year ended April 30, 2023 | ||||
Investment Income | ||||
Dividends | $ | 124,880,941 | ||
Interest | 24,638 | |||
Income from Fidelity Central Funds (including $989,142 from security lending) | 1,466,456 | |||
Total Income | 126,372,035 | |||
Expenses | ||||
Management fee | $ | 1,890,615 | ||
Independent trustees' fees and expenses | 19,228 | |||
Total expenses before reductions | 1,909,843 | |||
Expense reductions | (2,946) | |||
Total expenses after reductions | 1,906,897 | |||
Net Investment income (loss) | 124,465,138 | |||
Realized and Unrealized Gain (Loss) | ||||
Net realized gain (loss) on: | ||||
Investment Securities: | ||||
Unaffiliated issuers | (16,247,209) | |||
Futures contracts | (3,788,356) | |||
Total net realized gain (loss) | (20,035,565) | |||
Change in net unrealized appreciation (depreciation) on: | ||||
Investment Securities: | ||||
Unaffiliated issuers | (22,086,517) | |||
Futures contracts | 1,187,290 | |||
Total change in net unrealized appreciation (depreciation) | (20,899,227) | |||
Net gain (loss) | (40,934,792) | |||
Net increase (decrease) in net assets resulting from operations | $ | 83,530,346 |
Statement of Changes in Net Assets | ||||
Year ended April 30, 2023 | Year ended April 30, 2022 | |||
Increase (Decrease) in Net Assets | ||||
Operations | ||||
Net investment income (loss) | $ | 124,465,138 | $ | 86,086,207 |
Net realized gain (loss) | (20,035,565) | 115,575,894 | ||
Change in net unrealized appreciation (depreciation) | (20,899,227) | (203,749,128) | ||
Net increase (decrease) in net assets resulting from operations | 83,530,346 | (2,087,027) | ||
Distributions to shareholders | (109,382,778) | (71,152,654) | ||
Share transactions | ||||
Proceeds from sales of shares | 2,036,584,552 | 2,718,796,328 | ||
Reinvestment of distributions | 94,842,907 | 60,657,215 | ||
Cost of shares redeemed | (1,426,933,041) | (1,088,452,857) | ||
Net increase (decrease) in net assets resulting from share transactions | 704,494,418 | 1,691,000,686 | ||
Total increase (decrease) in net assets | 678,641,986 | 1,617,761,005 | ||
Net Assets | ||||
Beginning of period | 5,307,592,613 | 3,689,831,608 | ||
End of period | $ | 5,986,234,599 | $ | 5,307,592,613 |
Other Information | ||||
Shares | ||||
Sold | 137,350,084 | 171,331,199 | ||
Issued in reinvestment of distributions | 6,488,161 | 3,828,682 | ||
Redeemed | (96,192,584) | (68,584,701) | ||
Net increase (decrease) | 47,645,661 | 106,575,180 | ||
Fidelity® Large Cap Value Index Fund |
Years ended April 30, | 2023 | 2022 | 2021 | 2020 | 2019 | |||||
Selected Per-Share Data | ||||||||||
Net asset value, beginning of period | $ | 15.30 | $ | 15.35 | $ | 10.77 | $ | 12.58 | $ | 11.86 |
Income from Investment Operations | ||||||||||
Net investment income (loss) A,B | .34 | .30 | .28 | .33 | .30 | |||||
Net realized and unrealized gain (loss) | (.17) | (.10) | 4.60 | (1.64) | .73 | |||||
Total from investment operations | .17 | .20 | 4.88 | (1.31) | 1.03 | |||||
Distributions from net investment income | (.30) | (.25) | (.30) | (.28) | (.25) | |||||
Distributions from net realized gain | - | - | - | (.22) | (.06) | |||||
Total distributions | (.30) | (.25) | (.30) | (.50) | (.31) | |||||
Net asset value, end of period | $ | 15.17 | $ | 15.30 | $ | 15.35 | $ | 10.77 | $ | 12.58 |
Total Return C | 1.18% | 1.27% | 45.93% | (11.04)% | 9.15% | |||||
Ratios to Average Net Assets B,D,E | ||||||||||
Expenses before reductions | .04% | .04% | .04% | .04% | .04% | |||||
Expenses net of fee waivers, if any | .04% | .04% | .04% | .04% | .04% | |||||
Expenses net of all reductions | .03% | .04% | .04% | .04% | .04% | |||||
Net investment income (loss) | 2.28% | 1.90% | 2.24% | 2.65% | 2.55% | |||||
Supplemental Data | ||||||||||
Net assets, end of period (000 omitted) | $ | 5,986,235 | $ | 5,307,593 | $ | 3,689,832 | $ | 2,298,504 | $ | 2,097,991 |
Portfolio turnover rate F | 16% | 16% | 31% | 27% | 15% |
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% |
Gross unrealized appreciation | $1,062,701,546 |
Gross unrealized depreciation | (487,992,769) |
Net unrealized appreciation (depreciation) | $574,708,777 |
Tax Cost | $5,457,485,078 |
Undistributed ordinary income | $32,739,423 |
Capital loss carryforward | $(26,101,534) |
Net unrealized appreciation (depreciation) on securities and other investments | $574,708,778 |
Short-term | $(26,101,534) |
Long-term | (-) |
Total capital loss carryforward | $(26,101,534) |
April 30, 2023 | April 30, 2022 | |
Ordinary Income | $109,382,778 | $71,152,654 |
Total | $109,382,778 | $71,152,654 |
Equity Risk | Equity risk relates to the fluctuations in the value of financial instruments as a result of changes in market prices (other than those arising from interest rate risk or foreign exchange risk), whether caused by factors specific to an individual investment, its issuer, or all factors affecting all instruments traded in a market or market segment. |
Purchases ($) | Sales ($) | |
Fidelity Large Cap Value Index Fund | 1,631,028,474 | 887,484,686 |
Borrower or Lender | Average Loan Balance | Weighted Average Interest Rate | |
Fidelity Large Cap Value Index Fund | Borrower | $33,380,750 | 3.11% |
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 Large Cap Value Index Fund | $107,734 | $74,468 | $7,940 |
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, 2022 to April 30, 2023). |
Annualized Expense Ratio- A | Beginning Account Value November 1, 2022 | Ending Account Value April 30, 2023 | Expenses Paid During Period- C November 1, 2022 to April 30, 2023 | |||||||
Fidelity® Large Cap Value Index Fund | .04% | |||||||||
Actual | $ 1,000 | $ 1,045.10 | $ .20 | |||||||
Hypothetical- B | $ 1,000 | $ 1,024.60 | $ .20 | |||||||
- 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
Contents
Average Annual Total Returns | |||
Periods ended April 30, 2023 | Past 1 year | Past 5 years | Past 10 years |
Fidelity® Mid Cap Index Fund | -1.65% | 7.98% | 9.85% |
$10,000 Over 10 Years |
Let's say hypothetically that $10,000 was invested in Fidelity® Mid Cap Index Fund on April 30, 2013. The chart shows how the value of your investment would have changed, and also shows how the Russell Midcap® Index performed over the same period. |
Top Holdings (% of Fund's net assets) | ||
Cadence Design Systems, Inc. | 0.6 | |
O'Reilly Automotive, Inc. | 0.6 | |
Chipotle Mexican Grill, Inc. | 0.6 | |
Synopsys, Inc. | 0.6 | |
AutoZone, Inc. | 0.5 | |
Motorola Solutions, Inc. | 0.5 | |
DexCom, Inc. | 0.5 | |
Phillips 66 Co. | 0.5 | |
Amphenol Corp. Class A | 0.5 | |
Corteva, Inc. | 0.5 | |
5.4 | ||
Market Sectors (% of Fund's net assets) | ||
Industrials | 17.2 | |
Information Technology | 14.0 | |
Financials | 13.3 | |
Consumer Discretionary | 12.2 | |
Health Care | 11.1 | |
Real Estate | 7.4 | |
Materials | 6.1 | |
Utilities | 5.8 | |
Energy | 4.8 | |
Consumer Staples | 4.2 | |
Communication Services | 3.6 | |
Asset Allocation (% of Fund's net assets) |
Futures - 0.2% |
Common Stocks - 99.7% | |||
Shares | Value ($) | ||
COMMUNICATION SERVICES - 3.6% | |||
Diversified Telecommunication Services - 0.1% | |||
Frontier Communications Parent, Inc. (a)(b) | 674,915 | 15,212,584 | |
Lumen Technologies, Inc. (b) | 2,831,226 | 6,710,006 | |
21,922,590 | |||
Entertainment - 1.7% | |||
AMC Entertainment Holdings, Inc. Class A (a)(b) | 1,424,191 | 7,833,051 | |
Electronic Arts, Inc. | 753,427 | 95,896,189 | |
Liberty Media Corp. Liberty Formula One: | |||
Class A (a) | 63,768 | 4,130,891 | |
Series C (a) | 547,820 | 39,547,126 | |
Live Nation Entertainment, Inc. (a) | 429,766 | 29,129,539 | |
Madison Square Garden Sports Corp. | 51,322 | 10,290,061 | |
Playtika Holding Corp. (a) | 249,633 | 2,496,330 | |
Roblox Corp. (a) | 1,233,086 | 43,897,862 | |
Roku, Inc. Class A (a) | 335,560 | 18,861,828 | |
Spotify Technology SA (a) | 385,821 | 51,545,686 | |
Take-Two Interactive Software, Inc. (a) | 455,517 | 56,616,208 | |
Warner Bros Discovery, Inc. | 6,502,673 | 88,501,380 | |
World Wrestling Entertainment, Inc. Class A (b) | 118,610 | 12,711,434 | |
461,457,585 | |||
Interactive Media & Services - 0.4% | |||
IAC, Inc. (a) | 211,772 | 10,963,436 | |
Match Group, Inc. (a) | 768,113 | 28,343,370 | |
Pinterest, Inc. Class A (a) | 1,637,015 | 37,651,345 | |
TripAdvisor, Inc. (a) | 281,413 | 4,989,452 | |
Zoominfo Technologies, Inc. (a)(b) | 757,446 | 16,595,642 | |
98,543,245 | |||
Media - 1.4% | |||
Altice U.S.A., Inc. Class A (a) | 576,605 | 2,018,118 | |
Cable One, Inc. (b) | 15,893 | 12,053,410 | |
DISH Network Corp. Class A (a)(b) | 690,433 | 5,185,152 | |
Fox Corp.: | |||
Class A | 803,272 | 26,716,827 | |
Class B | 385,090 | 11,760,649 | |
Interpublic Group of Companies, Inc. | 1,069,390 | 38,209,305 | |
Liberty Broadband Corp.: | |||
Class A (a) | 48,145 | 4,069,697 | |
Class C (a) | 328,458 | 27,846,669 | |
Liberty Media Corp. Liberty SiriusXM: | |||
Series A (a) | 207,859 | 5,840,838 | |
Series C (a) | 425,410 | 11,885,955 | |
News Corp.: | |||
Class A | 1,044,356 | 18,391,109 | |
Class B | 328,497 | 5,830,822 | |
Nexstar Broadcasting Group, Inc. Class A | 99,875 | 17,323,319 | |
Omnicom Group, Inc. | 552,533 | 50,042,914 | |
Paramount Global: | |||
Class A (b) | 48,296 | 1,277,912 | |
Class B (b) | 1,563,065 | 36,466,306 | |
Sirius XM Holdings, Inc. (b) | 1,933,837 | 7,348,581 | |
The New York Times Co. Class A | 447,515 | 17,788,721 | |
The Trade Desk, Inc. (a) | 1,209,567 | 77,823,541 | |
377,879,845 | |||
TOTAL COMMUNICATION SERVICES | 959,803,265 | ||
CONSUMER DISCRETIONARY - 12.2% | |||
Automobile Components - 0.6% | |||
Aptiv PLC (a) | 745,205 | 76,651,786 | |
BorgWarner, Inc. | 643,132 | 30,953,943 | |
Gentex Corp. | 647,441 | 17,862,897 | |
Lear Corp. | 162,132 | 20,697,771 | |
QuantumScape Corp. Class A (a)(b) | 710,372 | 4,972,604 | |
151,139,001 | |||
Automobiles - 0.2% | |||
Harley-Davidson, Inc. | 370,697 | 13,752,859 | |
Lucid Group, Inc. Class A (a)(b) | 1,600,494 | 12,707,922 | |
Rivian Automotive, Inc. (a)(b) | 1,432,195 | 18,360,740 | |
Thor Industries, Inc. (b) | 142,253 | 11,240,832 | |
56,062,353 | |||
Broadline Retail - 0.5% | |||
eBay, Inc. | 1,496,664 | 69,490,110 | |
Etsy, Inc. (a) | 344,570 | 34,811,907 | |
Kohl's Corp. (b) | 302,972 | 6,674,473 | |
Macy's, Inc. | 742,607 | 12,134,198 | |
Nordstrom, Inc. (b) | 308,285 | 4,766,086 | |
Ollie's Bargain Outlet Holdings, Inc. (a) | 171,958 | 11,220,260 | |
139,097,034 | |||
Distributors - 0.5% | |||
Genuine Parts Co. | 382,667 | 64,406,683 | |
LKQ Corp. | 688,919 | 39,771,294 | |
Pool Corp. | 104,849 | 36,835,551 | |
141,013,528 | |||
Diversified Consumer Services - 0.3% | |||
ADT, Inc. | 575,883 | 3,858,416 | |
Bright Horizons Family Solutions, Inc. (a) | 158,464 | 12,062,280 | |
Grand Canyon Education, Inc. (a) | 84,459 | 10,025,283 | |
H&R Block, Inc. | 419,256 | 14,216,971 | |
Mister Car Wash, Inc. (a)(b) | 219,824 | 1,938,848 | |
Service Corp. International | 412,174 | 28,930,493 | |
71,032,291 | |||
Hotels, Restaurants & Leisure - 3.7% | |||
ARAMARK Holdings Corp. | 648,075 | 22,488,203 | |
Boyd Gaming Corp. | 210,391 | 14,601,135 | |
Caesars Entertainment, Inc. (a) | 565,386 | 25,606,332 | |
Carnival Corp. (a)(b) | 2,688,527 | 24,761,334 | |
Chipotle Mexican Grill, Inc. (a) | 75,766 | 156,655,297 | |
Choice Hotels International, Inc. (b) | 88,630 | 11,302,098 | |
Churchill Downs, Inc. | 98,304 | 28,756,869 | |
Darden Restaurants, Inc. (b) | 337,397 | 51,260,726 | |
Domino's Pizza, Inc. | 97,216 | 30,863,164 | |
Doordash, Inc. (a)(b) | 688,776 | 42,146,203 | |
Draftkings Holdings, Inc. | 975,245 | 21,367,618 | |
Expedia, Inc. (a) | 406,450 | 38,190,042 | |
Hilton Worldwide Holdings, Inc. | 723,461 | 104,192,853 | |
Hyatt Hotels Corp. Class A (a) | 130,450 | 14,910,435 | |
Las Vegas Sands Corp. (a) | 911,644 | 58,208,469 | |
Marriott Vacations Worldwide Corp. | 103,038 | 13,864,793 | |
MGM Resorts International | 872,638 | 39,198,899 | |
Norwegian Cruise Line Holdings Ltd. (a)(b) | 1,152,493 | 15,385,782 | |
Penn Entertainment, Inc. (a) | 425,675 | 12,680,858 | |
Planet Fitness, Inc. (a) | 229,983 | 19,120,787 | |
Royal Caribbean Cruises Ltd. (a) | 607,056 | 39,719,674 | |
Six Flags Entertainment Corp. (a)(b) | 204,822 | 4,971,030 | |
Travel+Leisure Co. | 219,759 | 8,410,177 | |
Vail Resorts, Inc. | 110,845 | 26,660,439 | |
Wendy's Co. | 469,928 | 10,385,409 | |
Wyndham Hotels & Resorts, Inc. | 239,193 | 16,317,746 | |
Wynn Resorts Ltd. (a) | 287,216 | 32,823,044 | |
Yum! Brands, Inc. | 777,323 | 109,276,067 | |
994,125,483 | |||
Household Durables - 1.6% | |||
D.R. Horton, Inc. | 869,693 | 95,509,685 | |
Garmin Ltd. | 424,892 | 41,711,648 | |
Leggett & Platt, Inc. | 366,647 | 11,846,365 | |
Lennar Corp.: | |||
Class A | 690,513 | 77,896,772 | |
Class B | 41,579 | 4,067,258 | |
Mohawk Industries, Inc. (a) | 144,932 | 15,348,299 | |
Newell Brands, Inc. | 1,040,297 | 12,639,609 | |
NVR, Inc. (a) | 8,053 | 47,029,520 | |
PulteGroup, Inc. | 624,660 | 41,945,919 | |
Tempur Sealy International, Inc. | 458,228 | 17,169,803 | |
Toll Brothers, Inc. | 303,771 | 19,414,005 | |
TopBuild Corp. (a) | 87,884 | 19,816,084 | |
Whirlpool Corp. | 146,966 | 20,514,984 | |
424,909,951 | |||
Leisure Products - 0.3% | |||
Brunswick Corp. | 199,083 | 16,880,248 | |
Hasbro, Inc. | 362,064 | 21,441,430 | |
Mattel, Inc. (a) | 968,673 | 17,436,114 | |
Peloton Interactive, Inc. Class A (a) | 849,270 | 7,541,518 | |
Polaris, Inc. | 151,665 | 16,478,402 | |
YETI Holdings, Inc. (a) | 237,662 | 9,375,766 | |
89,153,478 | |||
Specialty Retail - 3.4% | |||
Advance Auto Parts, Inc. | 163,223 | 20,489,383 | |
AutoNation, Inc. (a) | 92,893 | 12,234,008 | |
AutoZone, Inc. (a) | 51,657 | 137,578,605 | |
Bath & Body Works, Inc. | 630,510 | 22,130,901 | |
Best Buy Co., Inc. | 544,876 | 40,604,160 | |
Burlington Stores, Inc. (a) | 178,956 | 34,504,506 | |
CarMax, Inc. (a)(b) | 435,108 | 30,470,613 | |
Carvana Co. Class A (a)(b) | 287,657 | 1,996,340 | |
Dick's Sporting Goods, Inc. | 146,495 | 21,243,240 | |
Five Below, Inc. (a) | 150,397 | 29,682,352 | |
Floor & Decor Holdings, Inc. Class A (a)(b) | 284,435 | 28,255,773 | |
GameStop Corp. Class A (b) | 739,773 | 14,270,221 | |
Gap, Inc. | 536,028 | 5,145,869 | |
Leslie's, Inc. (a)(b) | 483,148 | 5,242,156 | |
Lithia Motors, Inc. Class A (sub. vtg.) (b) | 74,714 | 16,503,575 | |
O'Reilly Automotive, Inc. (a) | 170,935 | 156,800,385 | |
Penske Automotive Group, Inc. (b) | 71,068 | 9,848,603 | |
Petco Health & Wellness Co., Inc. (a)(b) | 221,729 | 2,208,421 | |
RH (a) | 50,094 | 12,780,482 | |
Ross Stores, Inc. | 939,815 | 100,306,455 | |
Tractor Supply Co. (b) | 304,368 | 72,561,331 | |
Ulta Beauty, Inc. (a) | 138,917 | 76,603,001 | |
Victoria's Secret & Co. (a) | 223,526 | 6,931,541 | |
Wayfair LLC Class A (a)(b) | 217,319 | 7,569,221 | |
Williams-Sonoma, Inc. (b) | 182,584 | 22,099,967 | |
888,061,109 | |||
Textiles, Apparel & Luxury Goods - 1.1% | |||
Capri Holdings Ltd. (a) | 337,747 | 14,016,501 | |
Carter's, Inc. (b) | 102,785 | 7,171,309 | |
Columbia Sportswear Co. | 99,239 | 8,290,426 | |
Deckers Outdoor Corp. (a) | 72,568 | 34,784,745 | |
Hanesbrands, Inc. (b) | 960,391 | 5,032,449 | |
lululemon athletica, Inc. (a) | 307,876 | 116,971,329 | |
PVH Corp. | 173,695 | 14,904,768 | |
Ralph Lauren Corp. | 111,712 | 12,823,420 | |
Skechers U.S.A., Inc. Class A (sub. vtg.) (a) | 368,644 | 19,608,174 | |
Tapestry, Inc. | 650,790 | 26,558,740 | |
Under Armour, Inc.: | |||
Class A (sub. vtg.) (a) | 517,943 | 4,594,154 | |
Class C (non-vtg.) (a) | 524,585 | 4,217,663 | |
VF Corp. | 963,453 | 22,650,780 | |
291,624,458 | |||
TOTAL CONSUMER DISCRETIONARY | 3,246,218,686 | ||
CONSUMER STAPLES - 4.2% | |||
Beverages - 0.3% | |||
Boston Beer Co., Inc. Class A (a) | 26,020 | 8,261,610 | |
Brown-Forman Corp.: | |||
Class A | 125,600 | 8,274,528 | |
Class B (non-vtg.) | 505,571 | 32,907,616 | |
Molson Coors Beverage Co. Class B | 482,381 | 28,692,022 | |
78,135,776 | |||
Consumer Staples Distribution & Retail - 1.1% | |||
Albertsons Companies, Inc. | 642,146 | 13,420,851 | |
BJ's Wholesale Club Holdings, Inc. (a) | 369,245 | 28,199,241 | |
Casey's General Stores, Inc. | 102,140 | 23,371,675 | |
Dollar Tree, Inc. (a) | 575,478 | 88,456,723 | |
Grocery Outlet Holding Corp. (a) | 243,077 | 7,238,833 | |
Kroger Co. | 1,807,543 | 87,900,816 | |
Performance Food Group Co. (a) | 419,065 | 26,271,185 | |
U.S. Foods Holding Corp. (a) | 556,110 | 21,354,624 | |
296,213,948 | |||
Food Products - 2.2% | |||
Bunge Ltd. | 381,231 | 35,683,222 | |
Campbell Soup Co. | 534,234 | 29,008,906 | |
Conagra Brands, Inc. | 1,297,374 | 49,248,317 | |
Darling Ingredients, Inc. (a) | 440,916 | 26,265,366 | |
Flowers Foods, Inc. | 516,469 | 14,208,062 | |
Freshpet, Inc. (a)(b) | 125,253 | 8,638,699 | |
Hormel Foods Corp. | 790,144 | 31,953,423 | |
Ingredion, Inc. | 180,609 | 19,175,258 | |
Kellogg Co. | 702,717 | 49,028,565 | |
Lamb Weston Holdings, Inc. | 397,210 | 44,412,050 | |
McCormick & Co., Inc. (non-vtg.) | 690,937 | 60,698,815 | |
Pilgrim's Pride Corp. (a) | 128,276 | 2,925,976 | |
Post Holdings, Inc. (a) | 148,603 | 13,447,085 | |
Seaboard Corp. | 699 | 2,754,808 | |
The Hershey Co. | 402,346 | 109,864,599 | |
The J.M. Smucker Co. | 284,097 | 43,867,418 | |
Tyson Foods, Inc. Class A | 766,819 | 47,918,519 | |
589,099,088 | |||
Household Products - 0.5% | |||
Church & Dwight Co., Inc. | 669,264 | 64,998,920 | |
Reynolds Consumer Products, Inc. | 149,625 | 4,193,989 | |
Spectrum Brands Holdings, Inc. | 109,803 | 7,301,900 | |
The Clorox Co. | 339,646 | 56,252,171 | |
132,746,980 | |||
Personal Care Products - 0.1% | |||
Coty, Inc. Class A (a) | 968,275 | 11,493,424 | |
Olaplex Holdings, Inc. (a) | 342,905 | 1,268,749 | |
12,762,173 | |||
TOTAL CONSUMER STAPLES | 1,108,957,965 | ||
ENERGY - 4.8% | |||
Energy Equipment & Services - 0.7% | |||
Baker Hughes Co. Class A | 2,595,977 | 75,906,367 | |
Halliburton Co. | 2,476,666 | 81,110,812 | |
NOV, Inc. | 1,078,564 | 18,065,947 | |
175,083,126 | |||
Oil, Gas & Consumable Fuels - 4.1% | |||
Antero Midstream GP LP | 926,547 | 9,969,646 | |
Antero Resources Corp. (a) | 781,498 | 17,966,639 | |
APA Corp. | 882,916 | 32,535,455 | |
Cheniere Energy, Inc. | 686,127 | 104,977,431 | |
Chesapeake Energy Corp. | 333,739 | 27,593,541 | |
Coterra Energy, Inc. | 2,163,072 | 55,374,643 | |
Devon Energy Corp. | 1,792,986 | 95,799,242 | |
Diamondback Energy, Inc. | 493,486 | 70,173,709 | |
DT Midstream, Inc. | 267,051 | 13,157,603 | |
Enviva, Inc. | 84,260 | 1,811,590 | |
EQT Corp. | 1,015,632 | 35,384,619 | |
Hess Corp. | 776,211 | 112,597,168 | |
HF Sinclair Corp. | 371,734 | 16,397,187 | |
Marathon Oil Corp. | 1,744,812 | 42,154,658 | |
New Fortress Energy, Inc. | 151,826 | 4,598,810 | |
ONEOK, Inc. | 1,225,305 | 80,147,200 | |
Ovintiv, Inc. | 676,359 | 24,403,033 | |
PDC Energy, Inc. | 241,994 | 15,741,710 | |
Phillips 66 Co. | 1,284,947 | 127,209,753 | |
Range Resources Corp. | 648,934 | 17,164,304 | |
Southwestern Energy Co. (a) | 3,032,183 | 15,737,030 | |
Targa Resources Corp. | 622,716 | 47,033,739 | |
Texas Pacific Land Corp. (b) | 15,777 | 23,312,884 | |
The Williams Companies, Inc. | 3,357,733 | 101,605,001 | |
Vitesse Energy, Inc. | 67,887 | 1,249,121 | |
1,094,095,716 | |||
TOTAL ENERGY | 1,269,178,842 | ||
FINANCIALS - 13.3% | |||
Banks - 2.2% | |||
Bank of Hawaii Corp. | 107,741 | 5,217,897 | |
Bank OZK | 308,113 | 11,005,796 | |
BOK Financial Corp. | 79,974 | 6,707,419 | |
Citizens Financial Group, Inc. | 1,345,752 | 41,637,567 | |
Columbia Banking Systems, Inc. | 570,537 | 12,186,670 | |
Comerica, Inc. | 359,977 | 15,612,202 | |
Commerce Bancshares, Inc. | 313,277 | 17,496,520 | |
Cullen/Frost Bankers, Inc. | 160,729 | 17,720,372 | |
East West Bancorp, Inc. | 389,708 | 20,144,007 | |
Fifth Third Bancorp | 1,877,946 | 49,202,185 | |
First Citizens Bancshares, Inc. | 30,265 | 30,482,303 | |
First Hawaiian, Inc. | 351,968 | 6,726,108 | |
First Horizon National Corp. | 1,458,273 | 25,592,691 | |
First Republic Bank (b) | 510,645 | 1,792,364 | |
FNB Corp., Pennsylvania | 986,213 | 11,321,725 | |
Huntington Bancshares, Inc. | 3,955,458 | 44,301,130 | |
KeyCorp | 2,560,923 | 28,835,993 | |
M&T Bank Corp. | 473,862 | 59,611,840 | |
New York Community Bancorp, Inc. | 1,844,459 | 19,717,267 | |
PacWest Bancorp (b) | 320,242 | 3,250,456 | |
Pinnacle Financial Partners, Inc. | 206,517 | 11,199,417 | |
Popular, Inc. | 194,012 | 11,642,660 | |
Prosperity Bancshares, Inc. | 241,270 | 15,108,327 | |
Regions Financial Corp. | 2,576,182 | 47,041,083 | |
Synovus Financial Corp. | 396,722 | 12,219,038 | |
Webster Financial Corp. | 476,232 | 17,763,454 | |
Western Alliance Bancorp. | 291,350 | 10,814,912 | |
Wintrust Financial Corp. | 165,094 | 11,287,477 | |
Zions Bancorp NA | 405,691 | 11,302,551 | |
576,941,431 | |||
Capital Markets - 4.2% | |||
Affiliated Managers Group, Inc. | 103,006 | 14,872,006 | |
Ameriprise Financial, Inc. | 289,933 | 88,464,357 | |
Ares Management Corp. | 422,660 | 37,020,789 | |
Bank of New York Mellon Corp. | 2,024,882 | 86,239,724 | |
Blue Owl Capital, Inc. Class A (b) | 1,162,594 | 13,090,808 | |
Carlyle Group LP | 570,519 | 17,303,841 | |
Cboe Global Markets, Inc. | 291,769 | 40,760,129 | |
Coinbase Global, Inc. (a)(b) | 440,055 | 23,670,558 | |
Evercore, Inc. Class A | 100,464 | 11,459,928 | |
FactSet Research Systems, Inc. | 104,598 | 43,061,951 | |
Franklin Resources, Inc. | 786,340 | 21,136,819 | |
Interactive Brokers Group, Inc. | 255,879 | 19,920,180 | |
Invesco Ltd. | 1,028,992 | 17,626,633 | |
Janus Henderson Group PLC | 374,779 | 9,725,515 | |
Jefferies Financial Group, Inc. | 545,195 | 17,462,596 | |
KKR & Co. LP | 1,576,532 | 83,666,553 | |
Lazard Ltd. Class A | 228,104 | 7,139,655 | |
LPL Financial | 219,395 | 45,818,452 | |
MarketAxess Holdings, Inc. | 102,358 | 32,587,716 | |
Morningstar, Inc. | 68,520 | 12,217,801 | |
MSCI, Inc. | 214,164 | 103,323,422 | |
NASDAQ, Inc. | 947,660 | 52,471,934 | |
Northern Trust Corp. | 566,522 | 44,279,360 | |
Raymond James Financial, Inc. | 536,535 | 48,572,514 | |
Robinhood Markets, Inc. (a)(b) | 1,574,456 | 13,933,936 | |
SEI Investments Co. | 283,368 | 16,693,209 | |
State Street Corp. | 961,448 | 69,474,232 | |
Stifel Financial Corp. | 281,408 | 16,876,038 | |
T. Rowe Price Group, Inc. | 606,464 | 68,124,101 | |
Tradeweb Markets, Inc. Class A | 296,746 | 20,893,886 | |
Virtu Financial, Inc. Class A | 259,962 | 5,212,238 | |
1,103,100,881 | |||
Consumer Finance - 0.7% | |||
Ally Financial, Inc. | 822,294 | 21,692,116 | |
Credit Acceptance Corp. (a)(b) | 18,246 | 8,931,417 | |
Discover Financial Services | 735,144 | 76,065,350 | |
OneMain Holdings, Inc. | 316,290 | 12,136,047 | |
SLM Corp. | 659,827 | 9,910,602 | |
SoFi Technologies, Inc. (a)(b) | 2,220,081 | 13,831,105 | |
Synchrony Financial | 1,200,322 | 35,421,502 | |
Upstart Holdings, Inc. (a)(b) | 194,333 | 2,701,229 | |
180,689,368 | |||
Financial Services - 1.4% | |||
Affirm Holdings, Inc. (a)(b) | 609,560 | 6,010,262 | |
Apollo Global Management, Inc. | 1,332,929 | 84,494,369 | |
Corebridge Financial, Inc. | 220,913 | 3,724,593 | |
Equitable Holdings, Inc. | 1,015,761 | 26,399,628 | |
Euronet Worldwide, Inc. (a) | 130,124 | 14,409,932 | |
FleetCor Technologies, Inc. (a) | 197,884 | 42,331,345 | |
Global Payments, Inc. | 719,703 | 81,117,725 | |
Jack Henry & Associates, Inc. | 200,013 | 32,670,123 | |
MGIC Investment Corp. | 813,826 | 12,101,593 | |
Rocket Companies, Inc. (a)(b) | 312,663 | 2,785,827 | |
Shift4 Payments, Inc. (a) | 139,075 | 9,425,113 | |
TFS Financial Corp. | 138,148 | 1,663,302 | |
The Western Union Co. | 1,025,900 | 11,213,087 | |
Toast, Inc. (a) | 702,578 | 12,786,920 | |
UWM Holdings Corp. Class A (b) | 255,127 | 1,530,762 | |
Voya Financial, Inc. (b) | 268,202 | 20,512,089 | |
WEX, Inc. (a) | 119,925 | 21,268,699 | |
384,445,369 | |||
Insurance - 4.6% | |||
AFLAC, Inc. | 1,681,879 | 117,479,248 | |
Allstate Corp. | 728,638 | 84,347,135 | |
American Financial Group, Inc. | 185,417 | 22,756,228 | |
Arch Capital Group Ltd. (a) | 976,188 | 73,282,433 | |
Arthur J. Gallagher & Co. | 573,516 | 119,325,739 | |
Assurant, Inc. | 146,622 | 18,053,567 | |
Assured Guaranty Ltd. | 158,708 | 8,549,600 | |
Axis Capital Holdings Ltd. | 214,403 | 12,122,346 | |
Brighthouse Financial, Inc. (a) | 186,758 | 8,254,704 | |
Brown & Brown, Inc. | 651,511 | 41,950,793 | |
Cincinnati Financial Corp. | 422,516 | 44,972,603 | |
CNA Financial Corp. | 75,189 | 2,925,604 | |
Erie Indemnity Co. Class A | 69,086 | 15,014,460 | |
Everest Re Group Ltd. | 107,244 | 40,538,232 | |
F&G Annuities & Life, Inc. | 49,396 | 905,429 | |
Fidelity National Financial, Inc. | 715,823 | 25,404,558 | |
First American Financial Corp. | 277,993 | 16,015,177 | |
Globe Life, Inc. | 246,433 | 26,742,909 | |
Hanover Insurance Group, Inc. | 97,534 | 11,661,165 | |
Hartford Financial Services Group, Inc. | 875,114 | 62,124,343 | |
Kemper Corp. | 175,022 | 8,514,820 | |
Lincoln National Corp. | 467,572 | 10,160,340 | |
Loews Corp. | 535,856 | 30,849,230 | |
Markel Corp. (a) | 36,423 | 49,845,968 | |
Old Republic International Corp. | 769,364 | 19,441,828 | |
Primerica, Inc. | 101,027 | 18,438,438 | |
Principal Financial Group, Inc. | 667,390 | 49,847,359 | |
Prudential Financial, Inc. | 1,015,132 | 88,316,484 | |
Reinsurance Group of America, Inc. | 184,131 | 26,205,524 | |
RenaissanceRe Holdings Ltd. | 118,636 | 25,555,381 | |
Ryan Specialty Group Holdings, Inc. (a)(b) | 226,624 | 9,259,857 | |
Unum Group | 546,022 | 23,042,128 | |
W.R. Berkley Corp. | 567,362 | 33,428,969 | |
White Mountains Insurance Group Ltd. | 6,885 | 9,860,284 | |
Willis Towers Watson PLC | 296,715 | 68,719,194 | |
1,223,912,077 | |||
Mortgage Real Estate Investment Trusts - 0.2% | |||
AGNC Investment Corp. | 1,572,159 | 15,580,096 | |
Annaly Capital Management, Inc. | 1,288,039 | 25,735,019 | |
Rithm Capital Corp. | 1,192,957 | 9,734,529 | |
Starwood Property Trust, Inc. (b) | 804,846 | 14,398,695 | |
65,448,339 | |||
TOTAL FINANCIALS | 3,534,537,465 | ||
HEALTH CARE - 11.1% | |||
Biotechnology - 2.3% | |||
Alnylam Pharmaceuticals, Inc. (a) | 338,793 | 67,487,566 | |
Biogen, Inc. (a) | 395,142 | 120,214,051 | |
BioMarin Pharmaceutical, Inc. (a) | 508,606 | 48,846,520 | |
Exact Sciences Corp. (a) | 481,754 | 30,865,979 | |
Exelixis, Inc. (a) | 881,345 | 16,128,614 | |
Horizon Therapeutics PLC (a) | 610,120 | 67,820,939 | |
Incyte Corp. (a) | 502,961 | 37,425,328 | |
Ionis Pharmaceuticals, Inc. (a) | 389,199 | 13,765,969 | |
Mirati Therapeutics, Inc. (a) | 122,973 | 5,448,934 | |
Natera, Inc. (a) | 269,142 | 13,650,882 | |
Neurocrine Biosciences, Inc. (a) | 263,936 | 26,668,093 | |
Novavax, Inc. (a)(b) | 236,299 | 1,812,413 | |
Repligen Corp. (a) | 152,400 | 23,108,412 | |
Sarepta Therapeutics, Inc. (a) | 231,889 | 28,469,013 | |
Seagen, Inc. (a) | 374,694 | 74,938,800 | |
Ultragenyx Pharmaceutical, Inc. (a) | 184,007 | 8,035,586 | |
United Therapeutics Corp. (a) | 122,916 | 28,286,659 | |
612,973,758 | |||
Health Care Equipment & Supplies - 3.5% | |||
Align Technology, Inc. (a) | 216,258 | 70,348,727 | |
Dentsply Sirona, Inc. | 590,478 | 24,758,743 | |
DexCom, Inc. (a) | 1,062,453 | 128,918,047 | |
Enovis Corp. (a) | 139,506 | 8,126,225 | |
Envista Holdings Corp. (a) | 448,483 | 17,262,111 | |
Globus Medical, Inc. (a) | 212,689 | 12,365,738 | |
Hologic, Inc. (a) | 670,276 | 57,650,439 | |
ICU Medical, Inc. (a) | 55,573 | 10,511,077 | |
IDEXX Laboratories, Inc. (a) | 226,572 | 111,509,676 | |
Insulet Corp. (a) | 189,729 | 60,341,411 | |
Integra LifeSciences Holdings Corp. (a) | 199,560 | 11,039,659 | |
Masimo Corp. (a) | 130,732 | 24,726,650 | |
Novocure Ltd. (a)(b) | 284,711 | 18,762,455 | |
Penumbra, Inc. (a) | 98,271 | 27,920,757 | |
QuidelOrtho Corp. | 134,335 | 12,083,433 | |
ResMed, Inc. | 398,256 | 95,963,766 | |
STERIS PLC | 275,048 | 51,860,300 | |
Tandem Diabetes Care, Inc. (a) | 175,825 | 6,959,154 | |
Teleflex, Inc. | 129,306 | 35,238,471 | |
The Cooper Companies, Inc. | 133,896 | 51,074,629 | |
Zimmer Biomet Holdings, Inc. | 578,280 | 80,057,083 | |
917,478,551 | |||
Health Care Providers & Services - 1.8% | |||
Acadia Healthcare Co., Inc. (a) | 245,384 | 17,738,809 | |
agilon health, Inc. (a)(b) | 520,982 | 12,644,233 | |
Amedisys, Inc. (a) | 88,108 | 7,075,072 | |
AmerisourceBergen Corp. | 449,384 | 74,979,720 | |
Cardinal Health, Inc. | 710,175 | 58,305,368 | |
Chemed Corp. | 40,251 | 22,188,364 | |
DaVita HealthCare Partners, Inc. (a) | 153,269 | 13,849,387 | |
Encompass Health Corp. | 269,852 | 17,311,006 | |
Enhabit Home Health & Hospice | 135,008 | 1,653,848 | |
Guardant Health, Inc. (a) | 268,544 | 6,058,353 | |
Henry Schein, Inc. (a) | 372,574 | 30,107,705 | |
Laboratory Corp. of America Holdings | 244,070 | 55,333,110 | |
Molina Healthcare, Inc. (a) | 157,867 | 47,027,001 | |
Oak Street Health, Inc. (a) | 321,000 | 12,509,370 | |
Premier, Inc. | 324,399 | 10,812,219 | |
Quest Diagnostics, Inc. | 304,903 | 42,323,585 | |
Tenet Healthcare Corp. (a) | 292,908 | 21,476,015 | |
Universal Health Services, Inc. Class B | 170,974 | 25,705,941 | |
477,099,106 | |||
Health Care Technology - 0.4% | |||
Certara, Inc. (a) | 320,260 | 7,740,684 | |
Definitive Healthcare Corp. (a)(b) | 94,493 | 1,011,075 | |
Doximity, Inc. (a)(b) | 308,013 | 11,319,478 | |
Teladoc Health, Inc. (a)(b) | 442,518 | 11,740,003 | |
Veeva Systems, Inc. Class A (a) | 384,082 | 68,781,405 | |
100,592,645 | |||
Life Sciences Tools & Services - 2.5% | |||
10X Genomics, Inc. (a) | 253,588 | 13,295,619 | |
Agilent Technologies, Inc. | 815,444 | 110,435,581 | |
Avantor, Inc. (a) | 1,680,715 | 32,740,328 | |
Azenta, Inc. (a) | 188,245 | 8,186,775 | |
Bio-Rad Laboratories, Inc. Class A (a) | 58,918 | 26,559,645 | |
Bio-Techne Corp. | 428,765 | 34,249,748 | |
Bruker Corp. | 295,445 | 23,378,563 | |
Charles River Laboratories International, Inc. (a) | 138,953 | 26,417,744 | |
IQVIA Holdings, Inc. (a) | 511,399 | 96,260,634 | |
Maravai LifeSciences Holdings, Inc. (a) | 302,582 | 4,172,606 | |
Mettler-Toledo International, Inc. (a) | 60,621 | 90,416,222 | |
PerkinElmer, Inc. | 347,633 | 45,362,630 | |
QIAGEN NV (a) | 625,099 | 27,885,666 | |
Sotera Health Co. (a) | 272,331 | 4,566,991 | |
Syneos Health, Inc. (a) | 282,362 | 11,085,532 | |
Waters Corp. (a) | 162,792 | 48,896,205 | |
West Pharmaceutical Services, Inc. | 204,098 | 73,728,362 | |
677,638,851 | |||
Pharmaceuticals - 0.6% | |||
Catalent, Inc. (a) | 493,143 | 24,716,327 | |
Elanco Animal Health, Inc. (a) | 1,227,067 | 11,620,324 | |
Jazz Pharmaceuticals PLC (a) | 169,650 | 23,830,736 | |
Organon & Co. | 700,262 | 17,247,453 | |
Perrigo Co. PLC | 370,069 | 13,762,866 | |
Royalty Pharma PLC | 1,025,051 | 36,030,543 | |
Viatris, Inc. | 3,339,579 | 31,158,272 | |
158,366,521 | |||
TOTAL HEALTH CARE | 2,944,149,432 | ||
INDUSTRIALS - 17.2% | |||
Aerospace & Defense - 1.5% | |||
Axon Enterprise, Inc. (a) | 186,150 | 39,223,667 | |
BWX Technologies, Inc. | 251,585 | 16,247,359 | |
Curtiss-Wright Corp. | 105,515 | 17,919,612 | |
HEICO Corp. | 124,021 | 20,914,901 | |
HEICO Corp. Class A | 217,384 | 29,179,454 | |
Hexcel Corp. | 230,906 | 16,643,704 | |
Howmet Aerospace, Inc. | 1,022,775 | 45,298,705 | |
Huntington Ingalls Industries, Inc. | 108,456 | 21,871,237 | |
Mercury Systems, Inc. (a) | 135,554 | 6,461,859 | |
Spirit AeroSystems Holdings, Inc. Class A | 287,555 | 8,557,637 | |
Textron, Inc. | 574,688 | 38,469,615 | |
TransDigm Group, Inc. | 141,557 | 108,291,105 | |
Woodward, Inc. | 159,738 | 15,338,043 | |
384,416,898 | |||
Air Freight & Logistics - 0.4% | |||
C.H. Robinson Worldwide, Inc. | 319,840 | 32,262,261 | |
Expeditors International of Washington, Inc. | 437,210 | 49,771,986 | |
GXO Logistics, Inc. (a) | 291,072 | 15,464,655 | |
97,498,902 | |||
Building Products - 1.9% | |||
A.O. Smith Corp. | 344,751 | 23,543,046 | |
Advanced Drain Systems, Inc. | 171,608 | 14,710,238 | |
Allegion PLC | 241,486 | 26,679,373 | |
Armstrong World Industries, Inc. | 124,821 | 8,570,210 | |
Builders FirstSource, Inc. (a) | 400,758 | 37,979,836 | |
Carlisle Companies, Inc. | 141,715 | 30,589,183 | |
Carrier Global Corp. | 2,303,882 | 96,348,345 | |
Fortune Brands Home & Security, Inc. | 352,183 | 22,782,718 | |
Hayward Holdings, Inc. (a)(b) | 185,363 | 2,231,771 | |
Lennox International, Inc. | 88,037 | 24,818,511 | |
Masco Corp. | 620,890 | 33,223,824 | |
MasterBrand, Inc. | 352,266 | 2,842,787 | |
Owens Corning | 257,053 | 27,455,831 | |
The AZEK Co., Inc. (a) | 306,524 | 8,319,061 | |
Trane Technologies PLC | 633,415 | 117,694,841 | |
Trex Co., Inc. (a) | 303,563 | 16,592,754 | |
494,382,329 | |||
Commercial Services & Supplies - 1.5% | |||
Cintas Corp. | 238,635 | 108,762,674 | |
Clean Harbors, Inc. (a) | 140,461 | 20,389,319 | |
Copart, Inc. (a) | 1,174,898 | 92,875,687 | |
Driven Brands Holdings, Inc. (a) | 171,372 | 5,261,120 | |
MSA Safety, Inc. | 101,723 | 13,198,559 | |
Republic Services, Inc. | 568,462 | 82,210,974 | |
Ritchie Bros. Auctioneers, Inc. | 193,701 | 11,077,760 | |
Rollins, Inc. | 638,475 | 26,975,569 | |
Stericycle, Inc. (a) | 252,562 | 11,529,455 | |
Tetra Tech, Inc. | 144,899 | 20,049,675 | |
392,330,792 | |||
Construction & Engineering - 0.6% | |||
AECOM | 362,884 | 30,137,516 | |
MasTec, Inc. (a) | 167,973 | 14,917,682 | |
MDU Resources Group, Inc. | 556,611 | 16,264,173 | |
Quanta Services, Inc. | 392,178 | 66,529,076 | |
Valmont Industries, Inc. | 57,893 | 16,821,390 | |
Willscot Mobile Mini Holdings (a) | 560,469 | 25,445,293 | |
170,115,130 | |||
Electrical Equipment - 1.3% | |||
Acuity Brands, Inc. | 88,332 | 13,901,690 | |
AMETEK, Inc. | 635,135 | 87,604,171 | |
ChargePoint Holdings, Inc. Class A (a)(b) | 697,445 | 6,046,848 | |
Generac Holdings, Inc. (a) | 171,676 | 17,548,721 | |
Hubbell, Inc. Class B | 147,564 | 39,741,936 | |
nVent Electric PLC | 455,208 | 19,086,871 | |
Plug Power, Inc. (a)(b) | 1,431,327 | 12,924,883 | |
Regal Rexnord Corp. | 179,420 | 23,353,307 | |
Rockwell Automation, Inc. | 316,616 | 89,732,141 | |
Sensata Technologies, Inc. PLC | 416,672 | 18,104,398 | |
Sunrun, Inc. (a)(b) | 573,937 | 12,075,634 | |
Vertiv Holdings Co. | 836,510 | 12,480,729 | |
352,601,329 | |||
Ground Transportation - 0.9% | |||
Avis Budget Group, Inc. (a) | 70,370 | 12,432,268 | |
Hertz Global Holdings, Inc. (a)(b) | 502,260 | 8,377,697 | |
J.B. Hunt Transport Services, Inc. | 227,146 | 39,816,422 | |
Knight-Swift Transportation Holdings, Inc. Class A | 429,903 | 24,212,137 | |
Landstar System, Inc. | 98,286 | 17,301,285 | |
Lyft, Inc. (a) | 898,317 | 9,207,749 | |
Old Dominion Freight Lines, Inc. | 273,786 | 87,718,297 | |
RXO, Inc. | 312,996 | 5,662,098 | |
Ryder System, Inc. | 133,864 | 10,596,674 | |
Schneider National, Inc. Class B | 148,832 | 3,894,933 | |
U-Haul Holding Co. (b) | 25,483 | 1,555,992 | |
U-Haul Holding Co. (non-vtg.) | 222,343 | 12,028,756 | |
XPO, Inc. (a) | 282,067 | 12,461,720 | |
245,266,028 | |||
Machinery - 4.2% | |||
AGCO Corp. | 171,041 | 21,198,822 | |
Allison Transmission Holdings, Inc. | 253,819 | 12,383,829 | |
Crane Co. | 129,619 | 9,341,641 | |
Crane Nxt Co. | 129,619 | 6,138,756 | |
Cummins, Inc. | 388,505 | 91,314,215 | |
Donaldson Co., Inc. | 334,742 | 21,272,854 | |
Dover Corp. | 386,072 | 56,428,284 | |
ESAB Corp. | 156,175 | 9,114,373 | |
Flowserve Corp. | 358,798 | 11,980,265 | |
Fortive Corp. | 975,991 | 61,575,272 | |
Gates Industrial Corp. PLC (a) | 297,319 | 4,004,887 | |
Graco, Inc. | 462,520 | 36,673,211 | |
IDEX Corp. | 209,370 | 43,197,218 | |
Ingersoll Rand, Inc. | 1,119,641 | 63,841,930 | |
ITT, Inc. | 230,042 | 19,424,746 | |
Lincoln Electric Holdings, Inc. | 154,380 | 25,904,964 | |
Middleby Corp. (a) | 147,343 | 20,757,682 | |
Nordson Corp. | 157,619 | 34,094,566 | |
Oshkosh Corp. | 180,943 | 13,845,758 | |
Otis Worldwide Corp. | 1,149,259 | 98,031,793 | |
PACCAR, Inc. | 1,410,718 | 105,366,527 | |
Parker Hannifin Corp. | 352,797 | 114,616,689 | |
Pentair PLC | 453,416 | 26,334,401 | |
Snap-On, Inc. | 144,904 | 37,589,547 | |
Stanley Black & Decker, Inc. | 406,966 | 35,137,444 | |
Timken Co. | 168,521 | 12,950,839 | |
Toro Co. | 287,566 | 29,981,631 | |
Westinghouse Air Brake Tech Co. | 498,913 | 48,728,833 | |
Xylem, Inc. | 493,692 | 51,264,977 | |
1,122,495,954 | |||
Marine Transportation - 0.1% | |||
Kirby Corp. (a) | 164,488 | 11,816,818 | |
Passenger Airlines - 0.8% | |||
Alaska Air Group, Inc. (a) | 344,793 | 14,984,704 | |
American Airlines Group, Inc. (a) | 1,779,896 | 24,277,781 | |
Copa Holdings SA Class A | 78,246 | 7,067,179 | |
Delta Air Lines, Inc. (a) | 1,764,364 | 60,535,329 | |
JetBlue Airways Corp. (a) | 883,846 | 6,310,660 | |
Southwest Airlines Co. | 1,632,293 | 49,442,155 | |
United Airlines Holdings, Inc. (a) | 898,951 | 39,374,054 | |
201,991,862 | |||
Professional Services - 2.7% | |||
Booz Allen Hamilton Holding Corp. Class A | 361,772 | 34,628,816 | |
Broadridge Financial Solutions, Inc. | 321,588 | 46,762,111 | |
CACI International, Inc. Class A (a) | 63,838 | 20,001,722 | |
Clarivate Analytics PLC (a)(b) | 1,300,812 | 11,525,194 | |
Concentrix Corp. | 117,136 | 11,304,795 | |
CoStar Group, Inc. (a) | 1,111,751 | 85,549,239 | |
Dun & Bradstreet Holdings, Inc. | 692,808 | 7,738,665 | |
Equifax, Inc. | 335,015 | 69,810,426 | |
FTI Consulting, Inc. (a)(b) | 92,866 | 16,762,313 | |
Genpact Ltd. | 491,704 | 21,905,413 | |
Jacobs Solutions, Inc. | 347,016 | 40,066,467 | |
KBR, Inc. | 375,526 | 21,303,590 | |
Leidos Holdings, Inc. | 375,400 | 35,009,804 | |
Manpower, Inc. | 138,462 | 10,482,958 | |
Paychex, Inc. | 889,195 | 97,686,963 | |
Robert Half International, Inc. | 291,245 | 21,260,885 | |
Science Applications International Corp. | 151,477 | 15,455,198 | |
SS&C Technologies Holdings, Inc. | 608,054 | 35,595,481 | |
TransUnion Holding Co., Inc. | 530,381 | 36,495,517 | |
Verisk Analytics, Inc. | 428,157 | 83,109,555 | |
722,455,112 | |||
Trading Companies & Distributors - 1.3% | |||
Air Lease Corp. Class A | 286,271 | 11,513,820 | |
Core & Main, Inc. (a)(b) | 202,098 | 5,266,674 | |
Fastenal Co. | 1,586,722 | 85,429,112 | |
MSC Industrial Direct Co., Inc. Class A | 127,316 | 11,551,381 | |
SiteOne Landscape Supply, Inc. (a)(b) | 122,599 | 18,112,776 | |
United Rentals, Inc. | 192,477 | 69,505,369 | |
Univar Solutions, Inc. (a) | 443,056 | 15,728,488 | |
W.W. Grainger, Inc. | 124,198 | 86,388,403 | |
Watsco, Inc. (b) | 90,779 | 31,444,030 | |
WESCO International, Inc. | 122,762 | 17,677,728 | |
352,617,781 | |||
TOTAL INDUSTRIALS | 4,547,988,935 | ||
INFORMATION TECHNOLOGY - 14.0% | |||
Communications Equipment - 1.3% | |||
Arista Networks, Inc. (a) | 678,275 | 108,632,524 | |
Ciena Corp. (a) | 406,028 | 18,693,529 | |
F5, Inc. (a) | 164,075 | 22,045,117 | |
Juniper Networks, Inc. | 880,678 | 26,552,442 | |
Lumentum Holdings, Inc. (a) | 187,686 | 9,055,850 | |
Motorola Solutions, Inc. | 453,881 | 132,260,923 | |
Ubiquiti, Inc. | 11,428 | 2,657,581 | |
ViaSat, Inc. (a)(b) | 200,133 | 7,010,659 | |
326,908,625 | |||
Electronic Equipment, Instruments & Components - 2.3% | |||
Amphenol Corp. Class A | 1,614,416 | 121,839,976 | |
Arrow Electronics, Inc. (a) | 159,957 | 18,303,880 | |
Avnet, Inc. | 250,591 | 10,339,385 | |
CDW Corp. | 372,667 | 63,200,597 | |
Cognex Corp. | 478,832 | 22,835,498 | |
Coherent Corp. (a) | 326,961 | 11,162,449 | |
Corning, Inc. | 2,028,010 | 67,370,492 | |
IPG Photonics Corp. (a) | 89,843 | 10,330,148 | |
Jabil, Inc. | 358,527 | 28,018,885 | |
Keysight Technologies, Inc. (a) | 494,028 | 71,456,210 | |
Littelfuse, Inc. | 66,609 | 16,135,364 | |
National Instruments Corp. | 360,345 | 20,982,889 | |
TD SYNNEX Corp. | 128,658 | 11,455,708 | |
Teledyne Technologies, Inc. (a) | 127,633 | 52,891,115 | |
Trimble, Inc. (a) | 678,511 | 31,957,868 | |
Vontier Corp. | 435,015 | 11,801,957 | |
Zebra Technologies Corp. Class A (a) | 142,215 | 40,962,186 | |
611,044,607 | |||
IT Services - 1.7% | |||
Akamai Technologies, Inc. (a) | 426,907 | 34,993,567 | |
Amdocs Ltd. | 327,400 | 29,875,250 | |
Cloudflare, Inc. (a)(b) | 779,453 | 36,673,264 | |
DXC Technology Co. (a) | 633,889 | 15,118,253 | |
EPAM Systems, Inc. (a) | 151,273 | 42,725,546 | |
Gartner, Inc. (a) | 211,546 | 63,984,203 | |
Globant SA (a) | 112,179 | 17,597,520 | |
GoDaddy, Inc. (a) | 431,234 | 32,635,789 | |
Kyndryl Holdings, Inc. (a) | 563,169 | 8,143,424 | |
MongoDB, Inc. Class A (a) | 182,761 | 43,855,330 | |
Okta, Inc. (a) | 416,898 | 28,570,020 | |
Thoughtworks Holding, Inc. (a) | 238,158 | 1,483,724 | |
Twilio, Inc. Class A (a) | 480,050 | 25,255,431 | |
VeriSign, Inc. (a) | 255,726 | 56,720,027 | |
Wix.com Ltd. (a) | 151,908 | 13,250,935 | |
450,882,283 | |||
Semiconductors & Semiconductor Equipment - 2.3% | |||
Allegro MicroSystems LLC (a) | 182,634 | 6,532,818 | |
Cirrus Logic, Inc. (a) | 150,985 | 12,953,003 | |
Enphase Energy, Inc. (a) | 360,762 | 59,237,120 | |
Entegris, Inc. | 409,003 | 30,642,505 | |
First Solar, Inc. (a) | 292,761 | 53,452,303 | |
GlobalFoundries, Inc. (a)(b) | 174,726 | 10,273,889 | |
Lattice Semiconductor Corp. (a) | 373,951 | 29,803,895 | |
Microchip Technology, Inc. | 1,467,303 | 107,098,446 | |
MKS Instruments, Inc. | 157,893 | 13,242,486 | |
Monolithic Power Systems, Inc. | 126,354 | 58,371,757 | |
onsemi (a) | 1,195,897 | 86,056,748 | |
Qorvo, Inc. (a) | 274,539 | 25,279,551 | |
Skyworks Solutions, Inc. | 437,847 | 46,367,997 | |
Teradyne, Inc. | 431,622 | 39,441,618 | |
Universal Display Corp. | 119,701 | 15,975,295 | |
Wolfspeed, Inc. (a)(b) | 339,335 | 15,796,044 | |
610,525,475 | |||
Software - 5.5% | |||
Alteryx, Inc. Class A (a) | 165,450 | 6,804,959 | |
ANSYS, Inc. (a) | 239,740 | 75,259,181 | |
AppLovin Corp. (a)(b) | 603,049 | 10,251,833 | |
Aspen Technology, Inc. | 74,289 | 13,149,153 | |
Bentley Systems, Inc. Class B | 464,599 | 19,773,333 | |
Bill Holdings, Inc. (a) | 272,522 | 20,932,415 | |
Black Knight, Inc. (a) | 425,889 | 23,270,575 | |
Cadence Design Systems, Inc. (a) | 752,047 | 157,516,240 | |
CCC Intelligent Solutions Holdings, Inc. Class A (a)(b) | 470,837 | 4,086,865 | |
Ceridian HCM Holding, Inc. (a) | 377,117 | 23,939,387 | |
Confluent, Inc. (a) | 342,259 | 7,529,698 | |
Crowdstrike Holdings, Inc. (a) | 593,705 | 71,274,285 | |
Datadog, Inc. Class A (a) | 731,781 | 49,307,404 | |
DocuSign, Inc. (a) | 544,446 | 26,917,410 | |
Dolby Laboratories, Inc. Class A | 163,085 | 13,648,584 | |
DoubleVerify Holdings, Inc. (a) | 236,574 | 6,960,007 | |
Dropbox, Inc. Class A (a) | 739,227 | 15,035,877 | |
Dynatrace, Inc. (a) | 596,348 | 25,213,593 | |
Elastic NV (a) | 213,232 | 12,207,532 | |
Fair Isaac Corp. (a) | 66,915 | 48,710,774 | |
Five9, Inc. (a) | 192,922 | 12,509,062 | |
Fortinet, Inc. (a) | 1,778,780 | 112,152,079 | |
Gen Digital, Inc. | 1,512,582 | 26,727,324 | |
Guidewire Software, Inc. (a) | 225,844 | 17,207,054 | |
HubSpot, Inc. (a) | 127,617 | 53,720,376 | |
Informatica, Inc. (a) | 101,381 | 1,567,350 | |
Jamf Holding Corp. (a) | 182,301 | 3,449,135 | |
Manhattan Associates, Inc. (a) | 170,977 | 28,327,469 | |
nCino, Inc. (a)(b) | 191,880 | 4,745,192 | |
NCR Corp. (a) | 353,865 | 7,887,651 | |
New Relic, Inc. (a) | 146,821 | 10,493,297 | |
Nutanix, Inc. Class A (a) | 632,841 | 15,175,527 | |
Palantir Technologies, Inc. (a)(b) | 5,070,320 | 39,294,980 | |
Paycom Software, Inc. (a) | 141,096 | 40,970,046 | |
Paycor HCM, Inc. (a)(b) | 167,457 | 3,935,240 | |
Paylocity Holding Corp. (a) | 110,685 | 21,394,304 | |
Pegasystems, Inc. | 113,906 | 5,196,392 | |
Procore Technologies, Inc. (a) | 195,947 | 10,465,529 | |
PTC, Inc. (a) | 293,456 | 36,913,830 | |
RingCentral, Inc. (a) | 234,791 | 6,470,840 | |
SentinelOne, Inc. (a) | 526,208 | 8,456,163 | |
Smartsheet, Inc. (a) | 350,351 | 14,318,845 | |
Splunk, Inc. (a) | 448,453 | 38,674,587 | |
Synopsys, Inc. (a) | 420,297 | 156,064,682 | |
Teradata Corp. (a) | 281,985 | 10,915,639 | |
Tyler Technologies, Inc. (a) | 113,408 | 42,985,034 | |
UiPath, Inc. Class A (a) | 1,038,772 | 14,625,910 | |
Unity Software, Inc. (a)(b) | 650,599 | 17,546,655 | |
Zoom Video Communications, Inc. Class A (a) | 677,196 | 41,600,150 | |
Zscaler, Inc. (a) | 232,588 | 20,956,179 | |
1,456,535,626 | |||
Technology Hardware, Storage & Peripherals - 0.9% | |||
Dell Technologies, Inc. | 651,061 | 28,314,643 | |
Hewlett Packard Enterprise Co. | 3,542,907 | 50,734,428 | |
HP, Inc. | 2,708,635 | 80,473,546 | |
NetApp, Inc. | 598,910 | 37,665,450 | |
Pure Storage, Inc. Class A (a) | 785,914 | 17,942,417 | |
Western Digital Corp. (a) | 876,032 | 30,170,542 | |
245,301,026 | |||
TOTAL INFORMATION TECHNOLOGY | 3,701,197,642 | ||
MATERIALS - 6.1% | |||
Chemicals - 3.2% | |||
Albemarle Corp. | 322,601 | 59,829,581 | |
Ashland, Inc. | 139,572 | 14,181,911 | |
Axalta Coating Systems Ltd. (a) | 608,429 | 19,208,104 | |
Celanese Corp. Class A | 298,456 | 31,707,965 | |
CF Industries Holdings, Inc. | 539,623 | 38,626,214 | |
Corteva, Inc. | 1,972,121 | 120,536,036 | |
DuPont de Nemours, Inc. | 1,264,339 | 88,149,715 | |
Eastman Chemical Co. | 329,577 | 27,773,454 | |
Element Solutions, Inc. | 621,245 | 11,275,597 | |
FMC Corp. | 347,132 | 42,898,573 | |
Ginkgo Bioworks Holdings, Inc. Class A (a)(b) | 2,406,384 | 2,935,788 | |
Huntsman Corp. | 502,355 | 13,458,090 | |
International Flavors & Fragrances, Inc. | 702,496 | 68,114,012 | |
LyondellBasell Industries NV Class A | 708,328 | 67,014,912 | |
NewMarket Corp. | 15,782 | 6,306,487 | |
Olin Corp. | 335,959 | 18,612,129 | |
PPG Industries, Inc. | 649,551 | 91,106,023 | |
RPM International, Inc. | 351,700 | 28,849,951 | |
The Chemours Co. LLC | 405,831 | 11,797,507 | |
The Mosaic Co. | 937,275 | 40,162,234 | |
The Scotts Miracle-Gro Co. Class A (b) | 111,214 | 7,430,207 | |
Valvoline, Inc. | 473,239 | 16,350,407 | |
Westlake Corp. | 90,939 | 10,347,039 | |
836,671,936 | |||
Construction Materials - 0.5% | |||
Eagle Materials, Inc. | 98,536 | 14,604,021 | |
Martin Marietta Materials, Inc. | 171,411 | 62,256,475 | |
Vulcan Materials Co. | 364,906 | 63,902,339 | |
140,762,835 | |||
Containers & Packaging - 1.3% | |||
Amcor PLC | 4,087,350 | 44,838,230 | |
Aptargroup, Inc. | 180,435 | 21,383,352 | |
Ardagh Group SA (a) | 38,734 | 278,110 | |
Ardagh Metal Packaging SA (b) | 410,931 | 1,676,598 | |
Avery Dennison Corp. | 224,391 | 39,151,742 | |
Ball Corp. | 849,963 | 45,201,032 | |
Berry Global Group, Inc. | 334,844 | 19,357,332 | |
Crown Holdings, Inc. | 317,182 | 27,207,872 | |
Graphic Packaging Holding Co. | 842,754 | 20,782,314 | |
International Paper Co. | 978,841 | 32,409,426 | |
Packaging Corp. of America | 251,485 | 34,015,861 | |
Sealed Air Corp. (b) | 401,664 | 19,275,855 | |
Silgan Holdings, Inc. | 231,710 | 11,414,035 | |
Sonoco Products Co. | 268,140 | 16,254,647 | |
WestRock Co. | 698,430 | 20,904,010 | |
354,150,416 | |||
Metals & Mining - 1.1% | |||
Alcoa Corp. | 487,171 | 18,093,531 | |
Cleveland-Cliffs, Inc. (a) | 1,408,196 | 21,658,054 | |
MP Materials Corp. (a)(b) | 250,019 | 5,417,912 | |
Nucor Corp. | 706,798 | 104,733,328 | |
Reliance Steel & Aluminum Co. | 160,927 | 39,877,711 | |
Royal Gold, Inc. | 180,585 | 23,916,677 | |
SSR Mining, Inc. | 567,652 | 8,128,777 | |
Steel Dynamics, Inc. | 458,812 | 47,693,507 | |
United States Steel Corp. | 618,716 | 14,156,222 | |
283,675,719 | |||
Paper & Forest Products - 0.0% | |||
Louisiana-Pacific Corp. | 195,846 | 11,699,840 | |
TOTAL MATERIALS | 1,626,960,746 | ||
REAL ESTATE - 7.4% | |||
Equity Real Estate Investment Trusts (REITs) - 6.9% | |||
Alexandria Real Estate Equities, Inc. | 473,510 | 58,800,472 | |
American Homes 4 Rent Class A | 848,219 | 28,211,764 | |
Americold Realty Trust | 740,676 | 21,916,603 | |
Apartment Income (REIT) Corp. | 412,533 | 15,255,470 | |
AvalonBay Communities, Inc. | 384,998 | 69,442,089 | |
Boston Properties, Inc. | 431,909 | 23,046,664 | |
Brixmor Property Group, Inc. | 821,926 | 17,531,682 | |
Camden Property Trust (SBI) | 285,691 | 31,440,295 | |
Cousins Properties, Inc. | 416,182 | 9,076,929 | |
CubeSmart | 615,973 | 28,020,612 | |
Douglas Emmett, Inc. | 465,762 | 5,999,015 | |
EastGroup Properties, Inc. | 113,350 | 18,879,576 | |
EPR Properties | 204,007 | 8,560,134 | |
Equity Lifestyle Properties, Inc. | 489,435 | 33,722,072 | |
Equity Residential (SBI) | 1,020,738 | 64,561,679 | |
Essex Property Trust, Inc. | 177,122 | 38,919,017 | |
Extra Space Storage, Inc. | 365,200 | 55,525,008 | |
Federal Realty Investment Trust (SBI) | 221,182 | 21,872,688 | |
First Industrial Realty Trust, Inc. | 363,009 | 19,047,082 | |
Gaming & Leisure Properties | 672,855 | 34,988,460 | |
Healthcare Trust of America, Inc. | 1,044,822 | 20,666,579 | |
Healthpeak Properties, Inc. | 1,506,051 | 33,087,940 | |
Highwoods Properties, Inc. (SBI) | 286,266 | 6,561,217 | |
Host Hotels & Resorts, Inc. | 1,950,936 | 31,546,635 | |
Hudson Pacific Properties, Inc. | 378,655 | 2,105,322 | |
Invitation Homes, Inc. | 1,681,991 | 56,128,040 | |
Iron Mountain, Inc. | 795,547 | 43,946,016 | |
JBG SMITH Properties | 294,399 | 4,201,074 | |
Kilroy Realty Corp. | 320,264 | 9,364,519 | |
Kimco Realty Corp. | 1,664,529 | 31,942,312 | |
Lamar Advertising Co. Class A | 238,271 | 25,180,479 | |
Life Storage, Inc. | 231,820 | 31,151,972 | |
Medical Properties Trust, Inc. (b) | 1,636,604 | 14,353,017 | |
Mid-America Apartment Communities, Inc. | 316,426 | 48,666,319 | |
National Retail Properties, Inc. | 498,708 | 21,693,798 | |
National Storage Affiliates Trust | 233,937 | 9,018,271 | |
Omega Healthcare Investors, Inc. | 647,605 | 17,329,910 | |
Park Hotels & Resorts, Inc. | 614,200 | 7,401,110 | |
Rayonier, Inc. | 401,495 | 12,590,883 | |
Realty Income Corp. | 1,730,022 | 108,714,582 | |
Regency Centers Corp. | 472,228 | 29,008,966 | |
Rexford Industrial Realty, Inc. | 538,801 | 30,048,932 | |
SBA Communications Corp. Class A | 293,957 | 76,690,442 | |
Simon Property Group, Inc. | 899,203 | 101,897,684 | |
SL Green Realty Corp. | 176,396 | 4,175,293 | |
Spirit Realty Capital, Inc. | 383,469 | 14,748,218 | |
Sun Communities, Inc. | 335,294 | 46,582,395 | |
UDR, Inc. | 903,468 | 37,340,332 | |
Ventas, Inc. | 1,100,390 | 52,873,740 | |
VICI Properties, Inc. | 2,763,562 | 93,795,294 | |
Vornado Realty Trust | 486,229 | 7,298,297 | |
Welltower, Inc. | 1,304,021 | 103,304,544 | |
Weyerhaeuser Co. | 2,028,323 | 60,667,141 | |
WP Carey, Inc. | 575,340 | 42,690,228 | |
1,841,588,812 | |||
Real Estate Management & Development - 0.5% | |||
CBRE Group, Inc. (a) | 868,833 | 66,604,738 | |
Howard Hughes Corp. (a) | 100,936 | 7,809,418 | |
Jones Lang LaSalle, Inc. (a) | 131,543 | 18,289,739 | |
Opendoor Technologies, Inc. (a)(b) | 1,286,249 | 1,775,024 | |
WeWork, Inc. (a)(b) | 584,396 | 246,323 | |
Zillow Group, Inc.: | |||
Class A (a) | 155,946 | 6,671,370 | |
Class C (a)(b) | 434,329 | 18,910,685 | |
120,307,297 | |||
TOTAL REAL ESTATE | 1,961,896,109 | ||
UTILITIES - 5.8% | |||
Electric Utilities - 2.8% | |||
Alliant Energy Corp. | 690,855 | 38,093,745 | |
Avangrid, Inc. (b) | 195,301 | 7,862,818 | |
Constellation Energy Corp. | 900,153 | 69,671,842 | |
Edison International | 1,036,398 | 76,278,893 | |
Entergy Corp. | 559,569 | 60,198,433 | |
Evergy, Inc. | 612,692 | 38,054,300 | |
Eversource Energy | 949,954 | 73,725,930 | |
FirstEnergy Corp. | 1,496,837 | 59,574,113 | |
Hawaiian Electric Industries, Inc. | 299,759 | 11,753,550 | |
IDACORP, Inc. | 138,675 | 15,409,566 | |
NRG Energy, Inc. | 584,808 | 19,982,889 | |
OGE Energy Corp. | 550,279 | 20,657,474 | |
PG&E Corp. (a) | 4,538,325 | 77,650,741 | |
Pinnacle West Capital Corp. | 311,097 | 24,408,671 | |
PPL Corp. | 2,031,416 | 58,342,268 | |
Xcel Energy, Inc. | 1,503,397 | 105,102,484 | |
756,767,717 | |||
Gas Utilities - 0.3% | |||
Atmos Energy Corp. | 391,674 | 44,705,670 | |
National Fuel Gas Co. | 241,523 | 13,501,136 | |
UGI Corp. | 576,918 | 19,545,982 | |
77,752,788 | |||
Independent Power and Renewable Electricity Producers - 0.3% | |||
Brookfield Renewable Corp. (b) | 351,870 | 11,755,977 | |
The AES Corp. | 1,838,781 | 43,505,558 | |
Vistra Corp. | 1,082,666 | 25,832,411 | |
81,093,946 | |||
Multi-Utilities - 2.0% | |||
Ameren Corp. | 709,440 | 63,118,877 | |
CenterPoint Energy, Inc. | 1,736,760 | 52,919,077 | |
CMS Energy Corp. | 798,014 | 49,684,352 | |
Consolidated Edison, Inc. | 978,296 | 96,332,807 | |
DTE Energy Co. | 531,764 | 59,775,591 | |
NiSource, Inc. | 1,119,063 | 31,848,533 | |
Public Service Enterprise Group, Inc. | 1,372,612 | 86,749,078 | |
WEC Energy Group, Inc. | 869,937 | 83,661,841 | |
524,090,156 | |||
Water Utilities - 0.4% | |||
American Water Works Co., Inc. | 531,869 | 78,849,579 | |
Essential Utilities, Inc. | 637,710 | 27,230,217 | |
106,079,796 | |||
TOTAL UTILITIES | 1,545,784,403 | ||
TOTAL COMMON STOCKS (Cost $23,165,367,064) | 26,446,673,490 | ||
U.S. Treasury Obligations - 0.0% | |||
Principal Amount (c) | Value ($) | ||
U.S. Treasury Bills, yield at date of purchase 4.65% 6/29/23 (d) (Cost $5,955,135) | 6,000,000 | 5,951,681 | |
Money Market Funds - 3.1% | |||
Shares | Value ($) | ||
Fidelity Cash Central Fund 4.88% (e) | 85,003,796 | 85,020,796 | |
Fidelity Securities Lending Cash Central Fund 4.88% (e)(f) | 733,367,061 | 733,440,398 | |
TOTAL MONEY MARKET FUNDS (Cost $818,457,278) | 818,461,194 | ||
TOTAL INVESTMENT IN SECURITIES - 102.8% (Cost $23,989,779,477) | 27,271,086,365 |
NET OTHER ASSETS (LIABILITIES) - (2.8)% | (750,383,513) |
NET ASSETS - 100.0% | 26,520,702,852 |
Futures Contracts | |||||
Number of contracts | Expiration Date | Notional Amount ($) | Value ($) | Unrealized Appreciation/ (Depreciation) ($) | |
Purchased | |||||
Equity Index Contracts | |||||
CME E-mini S&P MidCap 400 Index Contracts (United States) | 250 | Jun 2023 | 62,515,000 | 2,242,146 | 2,242,146 |
The notional amount of futures purchased as a percentage of Net Assets is 0.2% |
(a) | Non-income producing |
(b) | Security or a portion of the security is on loan at period end. |
(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 $5,951,681. |
(e) | Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements, which are not covered by the Fund's Report of Independent Registered Public Accounting Firm, are available on the SEC's website or upon request. |
(f) | Investment made with cash collateral received from securities on loan. |
Affiliate | Value, beginning of period ($) | 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 4.88% | 38,224,389 | 3,789,249,253 | 3,742,452,846 | 2,469,606 | - | - | 85,020,796 | 0.2% |
Fidelity Securities Lending Cash Central Fund 4.88% | 616,968,030 | 2,835,270,471 | 2,718,798,103 | 11,458,774 | - | - | 733,440,398 | 2.2% |
Total | 655,192,419 | 6,624,519,724 | 6,461,250,949 | 13,928,380 | - | - | 818,461,194 | |
Valuation Inputs at Reporting Date: | ||||
Description | Total ($) | Level 1 ($) | Level 2 ($) | Level 3 ($) |
Investments in Securities: | ||||
Equities: | ||||
Communication Services | 959,803,265 | 959,803,265 | - | - |
Consumer Discretionary | 3,246,218,686 | 3,246,218,686 | - | - |
Consumer Staples | 1,108,957,965 | 1,108,957,965 | - | - |
Energy | 1,269,178,842 | 1,269,178,842 | - | - |
Financials | 3,534,537,465 | 3,534,537,465 | - | - |
Health Care | 2,944,149,432 | 2,944,149,432 | - | - |
Industrials | 4,547,988,935 | 4,547,988,935 | - | - |
Information Technology | 3,701,197,642 | 3,701,197,642 | - | - |
Materials | 1,626,960,746 | 1,626,960,746 | - | - |
Real Estate | 1,961,896,109 | 1,961,896,109 | - | - |
Utilities | 1,545,784,403 | 1,545,784,403 | - | - |
U.S. Government and Government Agency Obligations | 5,951,681 | - | 5,951,681 | - |
Money Market Funds | 818,461,194 | 818,461,194 | - | - |
Total Investments in Securities: | 27,271,086,365 | 27,265,134,684 | 5,951,681 | - |
Derivative Instruments: | ||||
Assets | ||||
Futures Contracts | 2,242,146 | 2,242,146 | - | - |
Total Assets | 2,242,146 | 2,242,146 | - | - |
Total Derivative Instruments: | 2,242,146 | 2,242,146 | - | - |
Primary Risk Exposure / Derivative Type | Value | |
Asset ($) | Liability ($) | |
Equity Risk | ||
Futures Contracts (a) | 2,242,146 | 0 |
Total Equity Risk | 2,242,146 | 0 |
Total Value of Derivatives | 2,242,146 | 0 |
Statement of Assets and Liabilities | ||||
April 30, 2023 | ||||
Assets | ||||
Investment in securities, at value (including securities loaned of $716,337,384) - See accompanying schedule: | ||||
Unaffiliated issuers (cost $23,171,322,199) | $ | 26,452,625,171 | ||
Fidelity Central Funds (cost $818,457,278) | 818,461,194 | |||
Total Investment in Securities (cost $23,989,779,477) | $ | 27,271,086,365 | ||
Segregated cash with brokers for derivative instruments | 18,897 | |||
Receivable for fund shares sold | 38,702,742 | |||
Dividends receivable | 11,798,618 | |||
Distributions receivable from Fidelity Central Funds | 2,001,902 | |||
Receivable for daily variation margin on futures contracts | 893,339 | |||
Other receivables | 238,273 | |||
Total assets | 27,324,740,136 | |||
Liabilities | ||||
Payable for investments purchased | $ | 50,476,356 | ||
Payable for fund shares redeemed | 19,474,036 | |||
Accrued management fee | 549,733 | |||
Other payables and accrued expenses | 110,688 | |||
Collateral on securities loaned | 733,426,471 | |||
Total Liabilities | 804,037,284 | |||
Net Assets | $ | 26,520,702,852 | ||
Net Assets consist of: | ||||
Paid in capital | $ | 23,606,608,983 | ||
Total accumulated earnings (loss) | 2,914,093,869 | |||
Net Assets | $ | 26,520,702,852 | ||
Net Asset Value , offering price and redemption price per share ($26,520,702,852 ÷ 988,580,490 shares) | $ | 26.83 |
Statement of Operations | ||||
Year ended April 30, 2023 | ||||
Investment Income | ||||
Dividends | $ | 418,258,494 | ||
Interest | 133,803 | |||
Income from Fidelity Central Funds (including $11,458,774 from security lending) | 13,928,380 | |||
Total Income | 432,320,677 | |||
Expenses | ||||
Management fee | $ | 6,116,403 | ||
Independent trustees' fees and expenses | 88,182 | |||
Total expenses before reductions | 6,204,585 | |||
Expense reductions | (6,067) | |||
Total expenses after reductions | 6,198,518 | |||
Net Investment income (loss) | 426,122,159 | |||
Realized and Unrealized Gain (Loss) | ||||
Net realized gain (loss) on: | ||||
Investment Securities: | ||||
Unaffiliated issuers | (178,800,593) | |||
Redemptions in-kind | 293,092,884 | |||
Futures contracts | (6,243,002) | |||
Total net realized gain (loss) | 108,049,289 | |||
Change in net unrealized appreciation (depreciation) on: | ||||
Investment Securities: | ||||
Unaffiliated issuers | (909,787,409) | |||
Futures contracts | 2,821,717 | |||
Total change in net unrealized appreciation (depreciation) | (906,965,692) | |||
Net gain (loss) | (798,916,403) | |||
Net increase (decrease) in net assets resulting from operations | $ | (372,794,244) |
Statement of Changes in Net Assets | ||||
Year ended April 30, 2023 | Year ended April 30, 2022 | |||
Increase (Decrease) in Net Assets | ||||
Operations | ||||
Net investment income (loss) | $ | 426,122,159 | $ | 299,870,824 |
Net realized gain (loss) | 108,049,289 | 786,458,220 | ||
Change in net unrealized appreciation (depreciation) | (906,965,692) | (2,784,963,059) | ||
Net increase (decrease) in net assets resulting from operations | (372,794,244) | (1,698,634,015) | ||
Distributions to shareholders | (498,360,885) | (825,817,779) | ||
Share transactions | ||||
Proceeds from sales of shares | 7,390,631,102 | 10,013,360,284 | ||
Reinvestment of distributions | 469,335,712 | 777,046,785 | ||
Cost of shares redeemed | (5,074,621,184) | (5,613,571,542) | ||
Net increase (decrease) in net assets resulting from share transactions | 2,785,345,630 | 5,176,835,527 | ||
Total increase (decrease) in net assets | 1,914,190,501 | 2,652,383,733 | ||
Net Assets | ||||
Beginning of period | 24,606,512,351 | 21,954,128,618 | ||
End of period | $ | 26,520,702,852 | $ | 24,606,512,351 |
Other Information | ||||
Shares | ||||
Sold | 278,693,173 | 325,804,124 | ||
Issued in reinvestment of distributions | 18,153,493 | 25,155,474 | ||
Redeemed | (191,871,923) | (182,488,538) | ||
Net increase (decrease) | 104,974,743 | 168,471,060 | ||
Fidelity® Mid Cap Index Fund |
Years ended April 30, | 2023 | 2022 | 2021 | 2020 | 2019 | |||||
Selected Per-Share Data | ||||||||||
Net asset value, beginning of period | $ | 27.85 | $ | 30.70 | $ | 19.71 | $ | 22.53 | $ | 20.85 |
Income from Investment Operations | ||||||||||
Net investment income (loss) A,B | .46 | .38 | .34 | .40 | .36 | |||||
Net realized and unrealized gain (loss) | (.94) | (2.16) | 11.28 | (2.54) | 1.80 | |||||
Total from investment operations | (.48) | (1.78) | 11.62 | (2.14) | 2.16 | |||||
Distributions from net investment income | (.41) | (.35) | (.37) | (.34) | (.34) | |||||
Distributions from net realized gain | (.12) | (.72) | (.26) | (.34) | (.14) | |||||
Total distributions | (.54) C | (1.07) | (.63) | (.68) | (.48) | |||||
Net asset value, end of period | $ | 26.83 | $ | 27.85 | $ | 30.70 | $ | 19.71 | $ | 22.53 |
Total Return D | (1.65)% | (6.13)% | 59.59% | (9.99)% | 10.68% | |||||
Ratios to Average Net Assets B,E,F | ||||||||||
Expenses before reductions | .03% | .03% | .03% | .03% | .03% | |||||
Expenses net of fee waivers, if any | .03% | .03% | .03% | .03% | .03% | |||||
Expenses net of all reductions | .02% | .03% | .03% | .03% | .03% | |||||
Net investment income (loss) | 1.72% | 1.24% | 1.35% | 1.82% | 1.71% | |||||
Supplemental Data | ||||||||||
Net assets, end of period (000 omitted) | $ | 26,520,703 | $ | 24,606,512 | $ | 21,954,129 | $ | 11,955,404 | $ | 9,705,989 |
Portfolio turnover rate G | 9% H | 12% H | 14% H | 14% | 12% |
Average Annual Total Returns | |||
Periods ended April 30, 2023 | Past 1 year | Past 5 years | Past 10 years |
Fidelity® Small Cap Index Fund | -3.46% | 4.25% | 8.04% |
$10,000 Over 10 Years |
Let's say hypothetically that $10,000 was invested in Fidelity® Small Cap Index Fund on April 30, 2013. The chart shows how the value of your investment would have changed, and also shows how the Russell 2000® Index performed over the same period. |
Top Holdings (% of Fund's net assets) | ||
Shockwave Medical, Inc. | 0.5 | |
EMCOR Group, Inc. | 0.4 | |
Iridium Communications, Inc. | 0.4 | |
Saia, Inc. | 0.4 | |
Apellis Pharmaceuticals, Inc. | 0.4 | |
Inspire Medical Systems, Inc. | 0.3 | |
Crocs, Inc. | 0.3 | |
Texas Roadhouse, Inc. Class A | 0.3 | |
Kinsale Capital Group, Inc. | 0.3 | |
Prometheus Biosciences, Inc. | 0.3 | |
3.6 | ||
Market Sectors (% of Fund's net assets) | ||
Health Care | 17.0 | |
Industrials | 16.8 | |
Financials | 15.6 | |
Consumer Discretionary | 11.4 | |
Information Technology | 11.3 | |
Energy | 6.4 | |
Real Estate | 6.2 | |
Materials | 4.4 | |
Consumer Staples | 3.9 | |
Utilities | 3.3 | |
Communication Services | 2.7 | |
Asset Allocation (% of Fund's net assets) |
Futures - 1% |
Common Stocks - 99.0% | |||
Shares | Value ($) | ||
COMMUNICATION SERVICES - 2.7% | |||
Diversified Telecommunication Services - 0.7% | |||
Anterix, Inc. (a)(b) | 160,666 | 5,073,832 | |
ATN International, Inc. | 94,793 | 3,428,663 | |
Bandwidth, Inc. (a) | 200,149 | 2,435,813 | |
Charge Enterprises, Inc. (a)(b) | 1,101,306 | 1,167,384 | |
Cogent Communications Group, Inc. | 369,795 | 25,530,647 | |
Consolidated Communications Holdings, Inc. (a) | 635,369 | 2,458,878 | |
EchoStar Holding Corp. Class A (a)(b) | 288,942 | 4,932,240 | |
Globalstar, Inc. (a)(b) | 5,908,099 | 5,352,738 | |
IDT Corp. Class B (a) | 134,205 | 4,456,948 | |
Iridium Communications, Inc. | 1,077,456 | 68,386,132 | |
Liberty Latin America Ltd.: | |||
Class A (a) | 123,529 | 1,095,702 | |
Class C (a)(b) | 1,467,855 | 13,034,552 | |
Ooma, Inc. (a) | 205,956 | 2,533,259 | |
Radius Global Infrastructure, Inc. (a)(b) | 660,289 | 9,699,645 | |
149,586,433 | |||
Entertainment - 0.4% | |||
Cinemark Holdings, Inc. (a)(b) | 937,514 | 15,825,236 | |
IMAX Corp. (a) | 405,573 | 8,496,754 | |
Liberty Media Corp. Liberty Braves: | |||
Class A (a)(b) | 34,738 | 1,360,687 | |
Class C (a)(b) | 375,849 | 14,289,779 | |
Lions Gate Entertainment Corp.: | |||
Class A (a)(b) | 690,240 | 7,937,760 | |
Class B (a)(b) | 792,616 | 8,457,213 | |
Madison Square Garden Entertainment Corp. (b) | 224,442 | 7,242,743 | |
Marcus Corp. (b) | 202,415 | 3,546,311 | |
Playstudios, Inc. Class A (a)(b) | 680,407 | 2,980,183 | |
Reservoir Media, Inc. (a)(b) | 167,894 | 1,114,816 | |
Skillz, Inc. (a)(b) | 2,694,477 | 1,677,851 | |
Sphere Entertainment Co. (a)(b) | 224,442 | 6,315,798 | |
Vivid Seats, Inc. Class A (a)(b) | 221,289 | 1,588,855 | |
80,833,986 | |||
Interactive Media & Services - 0.7% | |||
Bumble, Inc. (a) | 863,977 | 15,733,021 | |
CarGurus, Inc. Class A (a) | 881,896 | 14,498,370 | |
Cars.com, Inc. (a)(b) | 568,577 | 11,127,052 | |
DHI Group, Inc. (a) | 359,888 | 1,320,789 | |
Eventbrite, Inc. (a)(b) | 675,105 | 4,908,013 | |
EverQuote, Inc. Class A (a) | 172,075 | 1,199,363 | |
fuboTV, Inc. (a)(b) | 1,638,069 | 1,867,399 | |
MediaAlpha, Inc. Class A (a) | 211,625 | 1,566,025 | |
Outbrain, Inc. (a) | 310,378 | 1,188,748 | |
QuinStreet, Inc. (a) | 437,079 | 4,855,948 | |
Shutterstock, Inc. (b) | 207,194 | 13,881,998 | |
The Arena Group Holdings, Inc. (a)(b) | 96,954 | 397,511 | |
TrueCar, Inc. (a)(b) | 744,764 | 1,914,043 | |
Vimeo, Inc. (a) | 1,246,962 | 4,102,505 | |
Vinco Ventures, Inc. (a)(b) | 1,927,189 | 353,061 | |
Wejo Group Ltd. (a)(b) | 335,647 | 130,902 | |
Yelp, Inc. (a) | 583,389 | 17,454,999 | |
Ziff Davis, Inc. (a) | 393,246 | 28,762,012 | |
ZipRecruiter, Inc. (a)(b) | 628,544 | 10,647,535 | |
135,909,294 | |||
Media - 0.8% | |||
AdTheorent Holding Co., Inc. Class A (a)(b) | 316,932 | 475,398 | |
Advantage Solutions, Inc. Class A (a)(b) | 724,578 | 927,460 | |
AMC Networks, Inc. Class A (a) | 262,095 | 4,636,461 | |
Audacy, Inc. Class A (a)(b) | 900,617 | 106,093 | |
Boston Omaha Corp. (a) | 191,492 | 3,917,926 | |
Cardlytics, Inc. (a)(b) | 278,336 | 1,806,401 | |
Clear Channel Outdoor Holdings, Inc. (a)(b) | 3,174,552 | 4,031,681 | |
Cumulus Media, Inc. (a) | 143,882 | 505,745 | |
Daily Journal Corp. (a)(b) | 10,193 | 2,784,218 | |
E.W. Scripps Co. Class A (a) | 504,197 | 4,250,381 | |
Entravision Communication Corp. Class A | 515,381 | 3,221,131 | |
Gambling.com Group Ltd. (a)(b) | 74,606 | 732,631 | |
Gannett Co., Inc. (a)(b) | 1,234,335 | 2,345,237 | |
Gray Television, Inc. (b) | 713,418 | 5,500,453 | |
iHeartMedia, Inc. (a)(b) | 1,040,117 | 3,609,206 | |
Innovid Corp. (a)(b) | 658,610 | 618,435 | |
Integral Ad Science Holding Corp. (a)(b) | 330,950 | 5,205,844 | |
John Wiley & Sons, Inc. Class A | 370,688 | 14,297,436 | |
Magnite, Inc. (a)(b) | 1,140,864 | 10,724,122 | |
PubMatic, Inc. (a)(b) | 374,712 | 5,118,566 | |
Quotient Technology, Inc. (a)(b) | 778,881 | 2,196,444 | |
Scholastic Corp. | 253,078 | 9,735,911 | |
Sinclair Broadcast Group, Inc. Class A (b) | 347,879 | 6,919,313 | |
Stagwell, Inc. (a)(b) | 664,583 | 4,133,706 | |
TechTarget, Inc. (a)(b) | 234,463 | 7,992,844 | |
TEGNA, Inc. | 1,919,075 | 32,816,183 | |
Thryv Holdings, Inc. (a)(b) | 216,975 | 4,873,259 | |
Urban One, Inc.: | |||
Class A (a)(b) | 120,468 | 860,142 | |
Class D (non-vtg.) (a) | 17,391 | 101,042 | |
WideOpenWest, Inc. (a)(b) | 463,386 | 5,296,502 | |
149,740,171 | |||
Wireless Telecommunication Services - 0.1% | |||
Gogo, Inc. (a) | 427,250 | 5,729,423 | |
KORE Group Holdings, Inc. (a)(b) | 310,341 | 378,616 | |
Shenandoah Telecommunications Co. (b) | 416,924 | 8,676,188 | |
Telephone & Data Systems, Inc. | 874,704 | 8,747,040 | |
U.S. Cellular Corp. (a)(b) | 125,996 | 2,676,155 | |
26,207,422 | |||
TOTAL COMMUNICATION SERVICES | 542,277,306 | ||
CONSUMER DISCRETIONARY - 11.4% | |||
Automobile Components - 1.4% | |||
Adient PLC (a)(b) | 816,871 | 30,175,215 | |
American Axle & Manufacturing Holdings, Inc. (a) | 969,596 | 6,932,611 | |
Dana, Inc. | 1,106,337 | 16,362,724 | |
Dorman Products, Inc. (a)(b) | 227,114 | 19,568,142 | |
Fox Factory Holding Corp. (a)(b) | 365,429 | 40,515,113 | |
Gentherm, Inc. (a)(b) | 284,700 | 16,982,355 | |
Holley, Inc. (a)(b) | 447,924 | 1,079,497 | |
LCI Industries (b) | 214,336 | 24,211,395 | |
Luminar Technologies, Inc. (a)(b) | 2,164,574 | 13,030,735 | |
Modine Manufacturing Co. (a) | 426,678 | 8,921,837 | |
Motorcar Parts of America, Inc. (a)(b) | 164,525 | 801,237 | |
Patrick Industries, Inc. | 185,893 | 12,757,837 | |
Solid Power, Inc. (a)(b) | 1,145,605 | 2,600,523 | |
Standard Motor Products, Inc. | 172,537 | 6,213,057 | |
Stoneridge, Inc. (a)(b) | 223,702 | 4,212,309 | |
The Goodyear Tire & Rubber Co. (a)(b) | 2,412,981 | 25,746,507 | |
Visteon Corp. (a) | 239,218 | 33,583,815 | |
XPEL, Inc. (a)(b) | 185,483 | 13,551,388 | |
277,246,297 | |||
Automobiles - 0.2% | |||
Canoo, Inc. (a)(b) | 2,417,368 | 1,825,113 | |
Cenntro Electric Group Ltd. (a)(b) | 1,560,996 | 578,817 | |
Faraday Future Intelligent Electric, Inc. (a)(b) | 4,342,133 | 740,334 | |
Fisker, Inc. (a)(b) | 1,535,978 | 9,891,698 | |
Lordstown Motors Corp. Class A (a)(b) | 1,474,466 | 771,146 | |
Mullen Automotive, Inc. (a)(b) | 8,567,152 | 658,814 | |
Winnebago Industries, Inc. (b) | 258,419 | 15,024,481 | |
Workhorse Group, Inc. (a)(b) | 1,349,531 | 1,271,528 | |
30,761,931 | |||
Broadline Retail - 0.1% | |||
1stDibs.com, Inc. (a)(b) | 203,009 | 763,314 | |
Big Lots, Inc. (b) | 246,438 | 2,215,478 | |
ContextLogic, Inc. (a)(b) | 163,037 | 1,175,497 | |
Dillard's, Inc. Class A (b) | 34,312 | 10,238,358 | |
Groupon, Inc. (a)(b) | 185,685 | 664,752 | |
Qurate Retail, Inc. Series A (a)(b) | 3,025,222 | 2,409,892 | |
17,467,291 | |||
Distributors - 0.0% | |||
Funko, Inc. (a)(b) | 277,722 | 2,738,339 | |
Weyco Group, Inc. (b) | 49,475 | 1,342,752 | |
4,081,091 | |||
Diversified Consumer Services - 1.0% | |||
2U, Inc. (a)(b) | 661,914 | 3,667,004 | |
Adtalem Global Education, Inc. (a)(b) | 386,769 | 15,691,218 | |
American Public Education, Inc. (a) | 159,878 | 911,305 | |
Carriage Services, Inc. | 114,884 | 3,298,320 | |
Chegg, Inc. (a) | 1,073,852 | 19,307,859 | |
Coursera, Inc. (a) | 985,435 | 12,258,811 | |
Duolingo, Inc. (a)(b) | 207,456 | 28,247,209 | |
European Wax Center, Inc. (b) | 212,411 | 4,001,823 | |
Frontdoor, Inc. (a)(b) | 711,570 | 19,468,555 | |
Graham Holdings Co. | 31,675 | 18,231,180 | |
Laureate Education, Inc. Class A | 1,156,879 | 14,333,731 | |
Nerdy, Inc. Class A (a)(b) | 482,241 | 1,914,497 | |
OneSpaWorld Holdings Ltd. (a) | 571,027 | 6,852,324 | |
Perdoceo Education Corp. (a) | 577,209 | 7,492,173 | |
Rover Group, Inc. Class A (a)(b) | 809,149 | 3,665,445 | |
Strategic Education, Inc. (b) | 195,793 | 17,229,784 | |
Stride, Inc. (a) | 363,180 | 15,602,213 | |
The Beachbody Co., Inc. (a)(b) | 873,240 | 407,454 | |
Udemy, Inc. (a)(b) | 633,241 | 5,756,161 | |
Universal Technical Institute, Inc. (a) | 289,013 | 2,040,432 | |
WW International, Inc. (a)(b) | 466,906 | 3,898,665 | |
204,276,163 | |||
Hotels, Restaurants & Leisure - 2.8% | |||
Accel Entertainment, Inc. (a) | 483,465 | 4,278,665 | |
Bally's Corp. (a) | 309,107 | 5,316,640 | |
Biglari Holdings, Inc. Class B (a) | 5,239 | 907,395 | |
BJ's Restaurants, Inc. (a)(b) | 194,126 | 6,316,860 | |
Bloomin' Brands, Inc. | 751,086 | 18,604,400 | |
Bluegreen Vacations Holding Corp. Class A | 82,204 | 2,366,653 | |
Bowlero Corp. Class A (a)(b) | 254,469 | 3,722,881 | |
Brinker International, Inc. (a)(b) | 373,531 | 14,911,358 | |
Century Casinos, Inc. (a) | 233,585 | 1,644,438 | |
Chuy's Holdings, Inc. (a)(b) | 153,673 | 5,360,114 | |
Cracker Barrel Old Country Store, Inc. (b) | 190,763 | 20,251,400 | |
Dave & Buster's Entertainment, Inc. (a)(b) | 369,213 | 13,092,293 | |
Denny's Corp. (a) | 476,884 | 5,345,870 | |
Dine Brands Global, Inc. (b) | 127,171 | 8,257,213 | |
El Pollo Loco Holdings, Inc. (b) | 163,971 | 1,528,210 | |
Everi Holdings, Inc. (a) | 743,849 | 11,306,505 | |
F45 Training Holdings, Inc. (a)(b) | 305,299 | 259,535 | |
First Watch Restaurant Group, Inc. (a) | 131,785 | 2,119,103 | |
Full House Resorts, Inc. (a) | 282,030 | 1,985,491 | |
Golden Entertainment, Inc. (a) | 174,372 | 7,351,524 | |
Hilton Grand Vacations, Inc. (a) | 739,439 | 31,647,989 | |
Inspirato, Inc. (a)(b) | 150,884 | 114,672 | |
Inspired Entertainment, Inc. (a) | 181,529 | 2,323,571 | |
International Game Technology PLC (b) | 844,644 | 23,768,282 | |
Jack in the Box, Inc. | 178,379 | 16,533,950 | |
Krispy Kreme, Inc. (b) | 620,401 | 9,541,767 | |
Kura Sushi U.S.A., Inc. Class A (a)(b) | 39,883 | 2,748,736 | |
Life Time Group Holdings, Inc. (a)(b) | 360,316 | 7,490,970 | |
Light & Wonder, Inc. Class A (a) | 811,151 | 48,904,294 | |
Lindblad Expeditions Holdings (a)(b) | 290,367 | 3,284,051 | |
Monarch Casino & Resort, Inc. | 114,630 | 7,950,737 | |
NeoGames SA (a) | 113,416 | 1,525,445 | |
Noodles & Co. (a) | 348,344 | 1,720,819 | |
Papa John's International, Inc. | 281,114 | 21,024,516 | |
Portillo's, Inc. (a)(b) | 276,219 | 5,971,855 | |
RCI Hospitality Holdings, Inc. (b) | 74,245 | 5,560,951 | |
Red Rock Resorts, Inc. | 433,211 | 21,140,697 | |
Rush Street Interactive, Inc. (a)(b) | 534,020 | 1,660,802 | |
Ruth's Hospitality Group, Inc. (b) | 274,862 | 4,441,770 | |
Sabre Corp. (a)(b) | 2,811,435 | 11,245,740 | |
SeaWorld Entertainment, Inc. (a)(b) | 342,358 | 18,370,930 | |
Shake Shack, Inc. Class A (a) | 323,124 | 17,710,426 | |
Sonder Holdings, Inc. (a)(b) | 1,598,758 | 655,651 | |
Sweetgreen, Inc. Class A (a)(b) | 769,910 | 6,113,085 | |
Target Hospitality Corp. (a)(b) | 251,873 | 3,176,119 | |
Texas Roadhouse, Inc. Class A | 577,148 | 63,844,112 | |
The Cheesecake Factory, Inc. (b) | 417,674 | 14,071,437 | |
The ONE Group Hospitality, Inc. (a)(b) | 195,651 | 1,531,947 | |
Vacasa, Inc. Class A (a)(b) | 988,059 | 787,088 | |
Wingstop, Inc. (b) | 258,135 | 51,655,395 | |
Xponential Fitness, Inc. (a)(b) | 176,203 | 5,828,795 | |
547,273,147 | |||
Household Durables - 2.0% | |||
Aterian, Inc. (a)(b) | 544,335 | 430,678 | |
Beazer Homes U.S.A., Inc. (a) | 254,036 | 5,413,507 | |
Cavco Industries, Inc. (a) | 75,113 | 22,550,425 | |
Century Communities, Inc. | 243,291 | 16,383,216 | |
Dream Finders Homes, Inc. (a)(b) | 184,857 | 2,819,069 | |
Ethan Allen Interiors, Inc. | 195,817 | 5,469,169 | |
GoPro, Inc. Class A (a) | 1,114,208 | 4,768,810 | |
Green Brick Partners, Inc. (a)(b) | 233,861 | 8,715,999 | |
Helen of Troy Ltd. (a)(b) | 205,198 | 20,589,567 | |
Hovnanian Enterprises, Inc. Class A (a) | 41,789 | 3,082,775 | |
Installed Building Products, Inc. (b) | 205,507 | 25,538,355 | |
iRobot Corp. (a)(b) | 229,452 | 9,024,347 | |
KB Home | 652,751 | 28,603,549 | |
La-Z-Boy, Inc. (b) | 371,291 | 10,667,190 | |
Landsea Homes Corp. (a) | 82,684 | 545,714 | |
Legacy Housing Corp. (a)(b) | 74,787 | 1,615,399 | |
LGI Homes, Inc. (a)(b) | 176,856 | 21,010,493 | |
Lifetime Brands, Inc. | 105,885 | 518,837 | |
Lovesac (a)(b) | 121,158 | 3,185,244 | |
M.D.C. Holdings, Inc. | 503,729 | 20,637,777 | |
M/I Homes, Inc. (a) | 228,669 | 15,467,171 | |
Meritage Homes Corp. (b) | 312,442 | 40,008,198 | |
Purple Innovation, Inc. | 540,268 | 1,604,596 | |
Skyline Champion Corp. (a)(b) | 460,130 | 34,127,842 | |
Snap One Holdings Corp. (a)(b) | 151,679 | 1,480,387 | |
Sonos, Inc. (a)(b) | 1,100,026 | 23,254,550 | |
Taylor Morrison Home Corp. (a) | 900,234 | 38,791,083 | |
Traeger, Inc. (a)(b) | 292,212 | 888,324 | |
TRI Pointe Homes, Inc. (a) | 866,496 | 24,851,105 | |
Tupperware Brands Corp. (a)(b) | 379,586 | 474,483 | |
Universal Electronics, Inc. (a)(b) | 102,235 | 1,027,462 | |
Vizio Holding Corp. (a)(b) | 584,286 | 5,007,331 | |
Vuzix Corp. (a)(b) | 512,695 | 2,061,034 | |
400,613,686 | |||
Leisure Products - 0.5% | |||
Acushnet Holdings Corp. (b) | 286,602 | 14,367,358 | |
AMMO, Inc. (a)(b) | 782,739 | 1,541,996 | |
Clarus Corp. | 250,729 | 2,439,593 | |
Johnson Outdoors, Inc. Class A | 45,999 | 2,667,942 | |
Latham Group, Inc. (a) | 373,806 | 900,872 | |
Malibu Boats, Inc. Class A (a) | 175,748 | 9,973,699 | |
Marine Products Corp. | 69,457 | 956,423 | |
MasterCraft Boat Holdings, Inc. (a)(b) | 151,100 | 4,422,697 | |
Smith & Wesson Brands, Inc. (b) | 391,681 | 4,708,006 | |
Solo Brands, Inc. Class A (a)(b) | 191,163 | 1,527,392 | |
Sturm, Ruger & Co., Inc. | 149,237 | 8,590,082 | |
Topgolf Callaway Brands Corp. (a)(b) | 1,203,414 | 26,679,688 | |
Vista Outdoor, Inc. (a)(b) | 482,731 | 11,633,817 | |
90,409,565 | |||
Specialty Retail - 2.6% | |||
1-800-FLOWERS.com, Inc. Class A (a)(b) | 223,270 | 2,056,317 | |
a.k.a. Brands Holding Corp. (a)(b) | 61,208 | 22,469 | |
Abercrombie & Fitch Co. Class A (a) | 419,749 | 9,880,891 | |
Academy Sports & Outdoors, Inc. (b) | 654,524 | 41,575,364 | |
America's Car Mart, Inc. (a)(b) | 50,708 | 4,076,416 | |
American Eagle Outfitters, Inc. (b) | 1,328,883 | 17,793,743 | |
Arko Corp. (b) | 715,424 | 5,980,945 | |
Asbury Automotive Group, Inc. (a)(b) | 190,766 | 36,905,590 | |
BARK, Inc. (a)(b) | 929,699 | 1,022,669 | |
Big 5 Sporting Goods Corp. (b) | 190,895 | 1,504,253 | |
Boot Barn Holdings, Inc. (a)(b) | 254,694 | 18,457,674 | |
Build-A-Bear Workshop, Inc. | 115,016 | 2,668,371 | |
Caleres, Inc. (b) | 294,947 | 6,724,792 | |
Camping World Holdings, Inc. (b) | 336,681 | 7,538,288 | |
CarParts.com, Inc. (a)(b) | 438,975 | 2,080,742 | |
Chico's FAS, Inc. (a) | 1,058,375 | 5,334,210 | |
Citi Trends, Inc. (a)(b) | 70,842 | 1,222,733 | |
Conn's, Inc. (a)(b) | 111,575 | 533,329 | |
Designer Brands, Inc. Class A (b) | 434,580 | 3,559,210 | |
Destination XL Group, Inc. (a) | 499,272 | 2,191,804 | |
Duluth Holdings, Inc. (a) | 114,046 | 713,928 | |
EVgo, Inc. Class A (a)(b) | 588,360 | 3,524,276 | |
Express, Inc. (a)(b) | 537,424 | 433,970 | |
Foot Locker, Inc. (b) | 695,279 | 29,194,765 | |
Franchise Group, Inc. (b) | 227,256 | 6,647,238 | |
Genesco, Inc. (a) | 106,970 | 3,707,580 | |
Group 1 Automotive, Inc. (b) | 121,541 | 27,283,524 | |
GrowGeneration Corp. (a)(b) | 492,598 | 1,684,685 | |
Guess?, Inc. (b) | 267,581 | 5,043,902 | |
Haverty Furniture Companies, Inc. (b) | 125,656 | 3,787,272 | |
Hibbett, Inc. (b) | 109,713 | 5,960,707 | |
JOANN, Inc. (b) | 103,278 | 178,671 | |
Lands' End, Inc. (a)(b) | 131,269 | 941,199 | |
LL Flooring Holdings, Inc. (a) | 241,753 | 795,367 | |
Lulu's Fashion Lounge Holdings, Inc. (a)(b) | 131,578 | 296,051 | |
MarineMax, Inc. (a)(b) | 186,136 | 5,420,280 | |
Monro, Inc. (b) | 268,698 | 13,133,958 | |
Murphy U.S.A., Inc. | 173,355 | 47,712,497 | |
National Vision Holdings, Inc. (a)(b) | 675,844 | 14,219,758 | |
OneWater Marine, Inc. Class A (a)(b) | 98,524 | 2,601,034 | |
Overstock.com, Inc. (a)(b) | 369,390 | 7,520,780 | |
PetMed Express, Inc. (b) | 177,757 | 2,732,125 | |
Rent the Runway, Inc. Class A (a)(b) | 408,880 | 1,067,177 | |
Revolve Group, Inc. (a)(b) | 354,700 | 7,324,555 | |
RumbleON, Inc. Class B (a)(b) | 91,698 | 623,546 | |
Sally Beauty Holdings, Inc. (a)(b) | 920,248 | 13,095,129 | |
Shoe Carnival, Inc. (b) | 147,032 | 3,418,494 | |
Signet Jewelers Ltd. | 385,927 | 28,396,509 | |
Sleep Number Corp. (a)(b) | 183,794 | 4,144,555 | |
Sonic Automotive, Inc. Class A (sub. vtg.) (b) | 154,095 | 6,860,309 | |
Sportsman's Warehouse Holdings, Inc. (a) | 321,092 | 1,997,192 | |
Stitch Fix, Inc. (a)(b) | 742,430 | 2,531,686 | |
The Aaron's Co., Inc. | 262,025 | 3,498,034 | |
The Buckle, Inc. (b) | 260,840 | 8,745,965 | |
The Cato Corp. Class A (sub. vtg.) (b) | 158,820 | 1,310,265 | |
The Children's Place, Inc. (a)(b) | 102,425 | 3,035,877 | |
The Container Store Group, Inc. (a) | 281,450 | 869,681 | |
The ODP Corp. (a)(b) | 343,822 | 14,856,549 | |
The RealReal, Inc. (a)(b) | 761,113 | 852,447 | |
thredUP, Inc. (a)(b) | 505,870 | 1,335,497 | |
Tile Shop Holdings, Inc. (a)(b) | 262,301 | 1,230,192 | |
Tilly's, Inc. (a)(b) | 191,871 | 1,440,951 | |
Torrid Holdings, Inc. (a)(b) | 126,548 | 432,794 | |
TravelCenters of America LLC (a) | 108,641 | 9,357,249 | |
Upbound Group, Inc. (b) | 431,449 | 11,502,430 | |
Urban Outfitters, Inc. (a)(b) | 549,601 | 14,872,203 | |
Warby Parker, Inc. (a)(b) | 721,743 | 7,599,954 | |
Winmark Corp. | 23,710 | 7,917,243 | |
Zumiez, Inc. (a)(b) | 134,642 | 2,354,215 | |
515,334,075 | |||
Textiles, Apparel & Luxury Goods - 0.8% | |||
Allbirds, Inc. Class A (a)(b) | 819,493 | 1,024,366 | |
Crocs, Inc. (a)(b) | 522,615 | 64,631,797 | |
Ermenegildo Zegna Holditalia SpA (b) | 512,513 | 6,626,793 | |
Fossil Group, Inc. (a) | 406,691 | 1,366,482 | |
G-III Apparel Group Ltd. (a)(b) | 368,112 | 5,779,358 | |
Kontoor Brands, Inc. (b) | 477,864 | 21,585,117 | |
Movado Group, Inc. (b) | 130,325 | 3,338,927 | |
Oxford Industries, Inc. (b) | 128,790 | 13,289,840 | |
PLBY Group, Inc. (a)(b) | 377,227 | 629,969 | |
Rocky Brands, Inc. (b) | 58,900 | 1,721,058 | |
Steven Madden Ltd. | 662,557 | 23,215,997 | |
Superior Group of Companies, Inc. (b) | 94,906 | 740,267 | |
Unifi, Inc. (a)(b) | 120,326 | 1,056,462 | |
Wolverine World Wide, Inc. (b) | 665,953 | 11,148,053 | |
156,154,486 | |||
TOTAL CONSUMER DISCRETIONARY | 2,243,617,732 | ||
CONSUMER STAPLES - 3.9% | |||
Beverages - 0.6% | |||
Celsius Holdings, Inc. (a)(b) | 479,120 | 45,789,498 | |
Coca-Cola Bottling Co. Consolidated | 40,575 | 23,917,340 | |
Duckhorn Portfolio, Inc. (a) | 364,491 | 5,503,814 | |
MGP Ingredients, Inc. (b) | 121,918 | 12,030,868 | |
National Beverage Corp. (a)(b) | 203,830 | 10,130,351 | |
Primo Water Corp. | 1,358,208 | 20,631,180 | |
The Vita Coco Co., Inc. (a)(b) | 241,165 | 5,221,222 | |
Vintage Wine Estates, Inc. (a)(b) | 285,952 | 383,176 | |
123,607,449 | |||
Consumer Staples Distribution & Retail - 0.6% | |||
Andersons, Inc. | 276,968 | 12,380,470 | |
Chefs' Warehouse Holdings (a)(b) | 293,983 | 9,777,875 | |
HF Foods Group, Inc. (a)(b) | 322,185 | 1,262,965 | |
Ingles Markets, Inc. Class A | 122,677 | 11,291,191 | |
Natural Grocers by Vitamin Cottage, Inc. | 82,354 | 888,600 | |
PriceSmart, Inc. (b) | 221,556 | 16,324,246 | |
Rite Aid Corp. (a)(b) | 477,425 | 1,002,593 | |
SpartanNash Co. (b) | 303,363 | 7,438,461 | |
Sprouts Farmers Market LLC (a)(b) | 912,419 | 31,624,443 | |
United Natural Foods, Inc. (a)(b) | 516,566 | 14,086,755 | |
Village Super Market, Inc. Class A (b) | 71,074 | 1,555,810 | |
Weis Markets, Inc. | 142,350 | 11,742,452 | |
119,375,861 | |||
Food Products - 1.3% | |||
Alico, Inc. (b) | 60,553 | 1,426,629 | |
AppHarvest, Inc. (a)(b) | 881,982 | 409,328 | |
B&G Foods, Inc. Class A (b) | 613,910 | 9,847,116 | |
Benson Hill, Inc. (a)(b) | 1,483,966 | 1,573,004 | |
Beyond Meat, Inc. (a)(b) | 529,016 | 7,162,877 | |
BRC, Inc. Class A (a)(b) | 236,224 | 1,230,727 | |
Cal-Maine Foods, Inc. (b) | 328,190 | 15,589,025 | |
Calavo Growers, Inc. | 149,144 | 4,766,642 | |
Fresh Del Monte Produce, Inc. (b) | 261,907 | 7,519,350 | |
Hostess Brands, Inc. Class A (a)(b) | 1,151,269 | 29,656,689 | |
J&J Snack Foods Corp. (b) | 131,192 | 20,098,614 | |
John B. Sanfilippo & Son, Inc. (b) | 76,967 | 8,000,720 | |
Lancaster Colony Corp. | 167,365 | 34,999,369 | |
Lifecore Biomedical (a)(b) | 223,832 | 951,286 | |
Local Bounti Corp. (a)(b) | 552,315 | 295,489 | |
Mission Produce, Inc. (a)(b) | 343,496 | 3,912,419 | |
Seneca Foods Corp. Class A (a) | 44,135 | 2,100,826 | |
Sovos Brands, Inc. (a)(b) | 332,210 | 5,697,402 | |
SunOpta, Inc. (a)(b) | 843,233 | 7,167,481 | |
Tattooed Chef, Inc. (a)(b) | 438,506 | 675,299 | |
The Hain Celestial Group, Inc. (a)(b) | 773,375 | 13,866,614 | |
The Simply Good Foods Co. (a) | 766,714 | 27,885,388 | |
Tootsie Roll Industries, Inc. | 138,467 | 5,660,531 | |
TreeHouse Foods, Inc. (a) | 437,493 | 23,296,502 | |
Utz Brands, Inc. Class A (b) | 568,238 | 10,745,381 | |
Vital Farms, Inc. (a)(b) | 259,304 | 3,339,836 | |
Whole Earth Brands, Inc. Class A (a)(b) | 354,746 | 851,390 | |
248,725,934 | |||
Household Products - 0.3% | |||
Central Garden & Pet Co. (a)(b) | 312,937 | 11,528,599 | |
Central Garden & Pet Co. Class A (non-vtg.) (a) | 107,025 | 3,781,193 | |
Energizer Holdings, Inc. (b) | 612,192 | 20,465,579 | |
WD-40 Co. (b) | 117,635 | 22,397,704 | |
58,173,075 | |||
Personal Care Products - 0.9% | |||
BellRing Brands, Inc. (a) | 1,149,574 | 41,373,168 | |
Edgewell Personal Care Co. (b) | 442,988 | 19,345,286 | |
elf Beauty, Inc. (a)(b) | 423,722 | 39,304,453 | |
Herbalife Ltd. (a)(b) | 843,515 | 12,534,633 | |
Inter Parfums, Inc. | 154,400 | 23,436,376 | |
MediFast, Inc. (b) | 94,279 | 8,640,670 | |
Nature's Sunshine Products, Inc. (a) | 113,144 | 1,240,058 | |
Nu Skin Enterprises, Inc. Class A (b) | 423,468 | 16,710,047 | |
The Beauty Health Co. (a)(b) | 753,595 | 8,636,199 | |
The Honest Co., Inc. (a)(b) | 567,237 | 941,613 | |
Thorne HealthTech, Inc. (a) | 123,912 | 546,452 | |
USANA Health Sciences, Inc. (a) | 95,391 | 6,331,101 | |
Veru, Inc. (a)(b) | 550,467 | 699,093 | |
179,739,149 | |||
Tobacco - 0.2% | |||
22nd Century Group, Inc. (a)(b) | 1,370,410 | 973,539 | |
Turning Point Brands, Inc. | 127,706 | 3,038,126 | |
Universal Corp. (b) | 207,535 | 11,391,596 | |
Vector Group Ltd. | 1,236,302 | 15,750,487 | |
31,153,748 | |||
TOTAL CONSUMER STAPLES | 760,775,216 | ||
ENERGY - 6.4% | |||
Energy Equipment & Services - 2.0% | |||
Archrock, Inc. | 1,162,336 | 11,960,437 | |
Borr Drilling Ltd. (a)(b) | 1,735,541 | 12,062,010 | |
Bristow Group, Inc. (a) | 199,700 | 4,467,289 | |
Cactus, Inc. | 539,285 | 21,830,257 | |
Championx Corp. | 1,725,328 | 46,721,882 | |
Diamond Offshore Drilling, Inc. (a) | 871,049 | 10,008,353 | |
DMC Global, Inc. (a)(b) | 161,267 | 3,054,397 | |
Dril-Quip, Inc. (a)(b) | 290,574 | 7,926,859 | |
Expro Group Holdings NV (a)(b) | 747,816 | 14,874,060 | |
Helix Energy Solutions Group, Inc. (a)(b) | 1,225,475 | 8,884,694 | |
Helmerich & Payne, Inc. (b) | 886,415 | 29,393,521 | |
Liberty Oilfield Services, Inc. Class A | 1,163,115 | 14,899,503 | |
Nabors Industries Ltd. (a)(b) | 77,778 | 7,757,578 | |
Newpark Resources, Inc. (a) | 724,590 | 2,898,360 | |
Nextier Oilfield Solutions, Inc. (a)(b) | 1,517,013 | 12,257,465 | |
Noble Corp. PLC (b) | 726,013 | 27,915,200 | |
Oceaneering International, Inc. (a) | 860,349 | 15,253,988 | |
Oil States International, Inc. (a) | 541,315 | 3,810,858 | |
Patterson-UTI Energy, Inc. | 1,849,376 | 20,694,517 | |
ProFrac Holding Corp. (b) | 205,182 | 2,298,038 | |
ProPetro Holding Corp. (a)(b) | 751,583 | 5,215,986 | |
RPC, Inc. | 644,705 | 4,764,370 | |
Select Energy Services, Inc. Class A | 616,661 | 4,581,791 | |
Solaris Oilfield Infrastructure, Inc. Class A | 280,020 | 2,150,554 | |
TETRA Technologies, Inc. (a) | 1,068,745 | 3,045,923 | |
Tidewater, Inc. (a) | 401,470 | 18,078,194 | |
U.S. Silica Holdings, Inc. (a)(b) | 639,950 | 8,351,348 | |
Valaris Ltd. (a)(b) | 524,246 | 31,454,760 | |
Weatherford International PLC (a)(b) | 607,800 | 39,282,114 | |
395,894,306 | |||
Oil, Gas & Consumable Fuels - 4.4% | |||
Aemetis, Inc. (a)(b) | 252,258 | 560,013 | |
Alto Ingredients, Inc. (a) | 625,571 | 819,498 | |
Amplify Energy Corp. (a)(b) | 305,413 | 2,110,404 | |
Arch Resources, Inc. (b) | 127,956 | 15,642,621 | |
Ardmore Shipping Corp. | 352,780 | 5,182,338 | |
Battalion Oil Corp. (a)(b) | 10,152 | 71,470 | |
Berry Corp. | 667,893 | 5,102,703 | |
California Resources Corp. | 636,900 | 25,794,450 | |
Callon Petroleum Co. (a)(b) | 424,590 | 14,070,913 | |
Centrus Energy Corp. Class A (a) | 91,529 | 2,681,800 | |
Chord Energy Corp. | 358,522 | 51,028,436 | |
Chord Energy Corp.: | |||
warrants 9/1/24 (a) | 29,463 | 577,475 | |
warrants 9/1/25 (a) | 14,729 | 217,253 | |
Civitas Resources, Inc. (b) | 637,328 | 44,007,498 | |
Clean Energy Fuels Corp. (a)(b) | 1,459,163 | 6,230,626 | |
CNX Resources Corp. (a)(b) | 1,442,726 | 22,405,535 | |
Comstock Resources, Inc. (b) | 792,856 | 9,117,844 | |
CONSOL Energy, Inc. | 296,216 | 17,577,457 | |
Crescent Energy, Inc. Class A (b) | 343,849 | 3,995,525 | |
CVR Energy, Inc. | 254,660 | 6,707,744 | |
Delek U.S. Holdings, Inc. (b) | 596,624 | 12,976,572 | |
Denbury, Inc. (a) | 431,243 | 40,269,471 | |
DHT Holdings, Inc. | 1,178,554 | 11,184,477 | |
Dorian LPG Ltd. | 262,247 | 5,827,128 | |
Earthstone Energy, Inc. (a)(b) | 378,960 | 5,138,698 | |
Empire Petroleum Corp. (a)(b) | 87,178 | 945,881 | |
Energy Fuels, Inc. (a)(b) | 1,344,737 | 7,678,448 | |
Equitrans Midstream Corp. | 3,541,475 | 18,238,596 | |
Excelerate Energy, Inc. | 158,323 | 3,403,945 | |
FLEX LNG Ltd. (b) | 249,652 | 8,590,525 | |
Frontline PLC (NY Shares) | 1,074,604 | 16,624,124 | |
Gevo, Inc. (a)(b) | 1,645,868 | 1,909,207 | |
Golar LNG Ltd. (a) | 867,388 | 19,689,708 | |
Green Plains, Inc. (a)(b) | 462,526 | 15,804,513 | |
Gulfport Energy Corp. (a)(b) | 94,357 | 8,535,534 | |
HighPeak Energy, Inc. (b) | 61,116 | 1,207,652 | |
International Seaways, Inc. (b) | 419,443 | 16,702,220 | |
Kinetik Holdings, Inc. | 145,553 | 4,483,032 | |
Kosmos Energy Ltd. (a)(b) | 3,888,932 | 24,889,165 | |
Magnolia Oil & Gas Corp. Class A | 1,502,564 | 31,734,152 | |
Matador Resources Co. | 970,536 | 47,585,380 | |
Murphy Oil Corp. | 1,269,236 | 46,593,654 | |
NACCO Industries, Inc. Class A (b) | 35,168 | 1,270,268 | |
Nextdecade Corp. (a)(b) | 310,325 | 1,933,325 | |
Nordic American Tanker Shipping Ltd. | 1,770,985 | 6,251,577 | |
Northern Oil & Gas, Inc. (b) | 569,565 | 18,892,471 | |
Par Pacific Holdings, Inc. (a) | 419,179 | 9,821,364 | |
PBF Energy, Inc. Class A | 1,019,947 | 35,555,352 | |
Peabody Energy Corp. (b) | 1,014,120 | 24,359,162 | |
Permian Resource Corp. Class A (b) | 2,027,904 | 21,191,597 | |
Ranger Oil Corp. | 164,835 | 6,791,202 | |
Rex American Resources Corp. (a) | 132,544 | 3,749,670 | |
Riley Exploration Permian, Inc. (b) | 92,850 | 3,900,629 | |
Ring Energy, Inc. (a)(b) | 810,944 | 1,467,809 | |
SandRidge Energy, Inc. (a) | 273,347 | 3,873,327 | |
Scorpio Tankers, Inc. | 404,903 | 21,156,182 | |
SFL Corp. Ltd. (b) | 985,786 | 8,960,795 | |
SilverBow Resources, Inc. (a)(b) | 101,893 | 2,430,148 | |
Sitio Royalties Corp. (b) | 613,963 | 15,588,521 | |
SM Energy Co. (b) | 1,043,805 | 29,310,044 | |
Talos Energy, Inc. (a) | 603,947 | 8,231,798 | |
Teekay Corp. (a) | 580,092 | 3,277,520 | |
Teekay Tankers Ltd. (a) | 196,124 | 7,941,061 | |
Tellurian, Inc. (a)(b) | 4,406,083 | 6,256,638 | |
Ur-Energy, Inc. (a)(b) | 1,755,034 | 1,637,622 | |
Uranium Energy Corp. (a)(b) | 3,081,071 | 8,041,595 | |
VAALCO Energy, Inc. (b) | 919,558 | 3,935,708 | |
Vertex Energy, Inc. (a)(b) | 468,397 | 3,700,336 | |
Vital Energy, Inc. (a)(b) | 143,139 | 6,660,258 | |
W&T Offshore, Inc. (a)(b) | 814,720 | 3,560,326 | |
World Fuel Services Corp. | 526,208 | 12,439,557 | |
866,099,547 | |||
TOTAL ENERGY | 1,261,993,853 | ||
FINANCIALS - 15.6% | |||
Banks - 8.0% | |||
1st Source Corp. | 138,477 | 5,771,721 | |
ACNB Corp. (b) | 70,142 | 2,127,407 | |
Amalgamated Financial Corp. | 153,039 | 2,491,475 | |
Amerant Bancorp, Inc. Class A | 240,069 | 4,465,283 | |
American National Bankshares, Inc. (b) | 88,243 | 2,549,340 | |
Ameris Bancorp | 569,842 | 19,089,707 | |
Arrow Financial Corp. | 120,881 | 2,609,821 | |
Associated Banc-Corp. | 1,285,187 | 22,914,884 | |
Atlantic Union Bankshares Corp. | 644,317 | 18,440,353 | |
Axos Financial, Inc. (a) | 494,478 | 20,110,420 | |
Banc of California, Inc. | 448,280 | 5,087,978 | |
BancFirst Corp. (b) | 169,432 | 13,535,922 | |
Bancorp, Inc., Delaware (a)(b) | 470,989 | 15,029,259 | |
Bank First National Corp. (b) | 66,340 | 4,536,993 | |
Bank of Marin Bancorp | 136,834 | 2,412,383 | |
BankUnited, Inc. | 652,399 | 14,711,597 | |
Bankwell Financial Group, Inc. | 47,217 | 1,098,267 | |
Banner Corp. | 295,155 | 14,734,138 | |
Bar Harbor Bankshares | 126,545 | 3,138,316 | |
BayCom Corp. | 101,817 | 1,698,308 | |
BCB Bancorp, Inc. | 123,363 | 1,455,683 | |
Berkshire Hills Bancorp, Inc. | 366,288 | 7,790,946 | |
Blue Foundry Bancorp (a)(b) | 209,487 | 2,015,265 | |
Blue Ridge Bankshares, Inc. | 150,392 | 1,454,291 | |
Bridgewater Bancshares, Inc. (a) | 174,741 | 1,738,673 | |
Brookline Bancorp, Inc., Delaware | 736,032 | 7,021,745 | |
Business First Bancshares, Inc. | 205,897 | 3,174,932 | |
Byline Bancorp, Inc. | 210,137 | 4,066,151 | |
Cadence Bank | 1,565,638 | 31,657,200 | |
Cambridge Bancorp | 59,965 | 3,097,192 | |
Camden National Corp. | 123,421 | 3,943,301 | |
Capital Bancorp, Inc. | 75,637 | 1,274,483 | |
Capital City Bank Group, Inc. | 115,989 | 3,533,025 | |
Capitol Federal Financial, Inc. | 1,091,488 | 6,767,226 | |
Capstar Financial Holdings, Inc. | 175,445 | 2,347,454 | |
Carter Bankshares, Inc. (a) | 200,244 | 2,573,135 | |
Cathay General Bancorp | 602,022 | 19,186,441 | |
Central Pacific Financial Corp. | 236,598 | 3,757,176 | |
Citizens & Northern Corp. | 129,752 | 2,478,263 | |
City Holding Co. | 126,341 | 11,521,036 | |
Civista Bancshares, Inc. | 130,692 | 2,074,082 | |
CNB Financial Corp., Pennsylvania | 174,605 | 3,275,590 | |
Coastal Financial Corp. of Washington (a) | 93,428 | 3,386,765 | |
Colony Bankcorp, Inc. | 137,343 | 1,356,949 | |
Columbia Financial, Inc. (a)(b) | 288,106 | 4,834,419 | |
Community Bank System, Inc. | 460,463 | 23,004,731 | |
Community Trust Bancorp, Inc. | 134,472 | 4,842,337 | |
ConnectOne Bancorp, Inc. | 321,705 | 5,076,505 | |
CrossFirst Bankshares, Inc. (a) | 385,460 | 3,866,164 | |
Customers Bancorp, Inc. (a) | 265,949 | 5,808,326 | |
CVB Financial Corp. | 1,152,352 | 17,250,709 | |
Dime Community Bancshares, Inc. | 284,778 | 5,866,427 | |
Eagle Bancorp, Inc. | 267,219 | 6,707,197 | |
Eastern Bankshares, Inc. (b) | 1,331,843 | 15,515,971 | |
Enterprise Bancorp, Inc. | 79,241 | 2,285,310 | |
Enterprise Financial Services Corp. | 304,341 | 13,013,621 | |
Equity Bancshares, Inc. | 128,356 | 3,022,784 | |
Esquire Financial Holdings, Inc. | 61,714 | 2,385,863 | |
Farmers & Merchants Bancorp, Inc. (b) | 108,093 | 2,464,520 | |
Farmers National Banc Corp. (b) | 305,547 | 3,571,844 | |
FB Financial Corp. | 308,364 | 9,075,153 | |
Financial Institutions, Inc. | 130,721 | 2,285,003 | |
First Bancorp, North Carolina | 331,095 | 10,191,104 | |
First Bancorp, Puerto Rico | 1,560,723 | 18,338,495 | |
First Bancshares, Inc. | 213,916 | 5,369,292 | |
First Bank Hamilton New Jersey | 135,367 | 1,314,414 | |
First Busey Corp. | 443,413 | 8,061,248 | |
First Business Finance Services, Inc. | 66,876 | 1,918,672 | |
First Commonwealth Financial Corp. | 880,186 | 10,984,721 | |
First Community Bankshares, Inc. | 133,915 | 3,134,950 | |
First Financial Bancorp, Ohio | 802,082 | 16,603,097 | |
First Financial Bankshares, Inc. | 1,120,618 | 32,789,283 | |
First Financial Corp., Indiana | 93,257 | 3,222,029 | |
First Foundation, Inc. | 445,565 | 2,802,604 | |
First Guaranty Bancshares, Inc. (b) | 52,192 | 709,289 | |
First Internet Bancorp | 74,475 | 1,095,527 | |
First Interstate Bancsystem, Inc. | 773,562 | 19,795,452 | |
First Merchants Corp. | 494,077 | 14,417,167 | |
First Mid-Illinois Bancshares, Inc. | 161,048 | 4,245,225 | |
First of Long Island Corp. | 186,750 | 2,184,975 | |
First Western Financial, Inc. (a)(b) | 65,135 | 1,156,798 | |
Five Star Bancorp | 109,112 | 2,319,721 | |
Flushing Financial Corp. | 242,756 | 2,920,355 | |
Fulton Financial Corp. | 1,394,514 | 16,636,552 | |
FVCBankcorp, Inc. (a)(b) | 122,722 | 1,179,358 | |
German American Bancorp, Inc. | 238,383 | 6,929,794 | |
Glacier Bancorp, Inc. | 958,889 | 31,863,881 | |
Great Southern Bancorp, Inc. | 78,382 | 3,988,076 | |
Greene County Bancorp, Inc. | 59,702 | 1,226,876 | |
Guaranty Bancshares, Inc. Texas | 68,932 | 1,661,951 | |
Hancock Whitney Corp. | 743,045 | 27,136,003 | |
Hanmi Financial Corp. | 264,929 | 4,281,253 | |
HarborOne Bancorp, Inc. (b) | 372,855 | 4,008,191 | |
HBT Financial, Inc. | 103,538 | 1,826,410 | |
Heartland Financial U.S.A., Inc. | 353,510 | 11,510,286 | |
Heritage Commerce Corp. | 523,427 | 4,449,130 | |
Heritage Financial Corp., Washington | 299,205 | 5,269,000 | |
Hilltop Holdings, Inc. | 426,325 | 13,224,602 | |
Hingham Institution for Savings | 12,666 | 2,464,297 | |
Home Bancorp, Inc. | 61,204 | 1,917,521 | |
Home Bancshares, Inc. (b) | 1,615,637 | 35,172,417 | |
HomeStreet, Inc. | 157,956 | 1,541,651 | |
HomeTrust Bancshares, Inc. | 123,456 | 2,576,527 | |
Hope Bancorp, Inc. | 1,000,302 | 9,102,748 | |
Horizon Bancorp, Inc. Indiana | 354,911 | 3,737,213 | |
Independent Bank Corp. (b) | 395,417 | 22,143,352 | |
Independent Bank Corp. | 174,472 | 3,109,091 | |
Independent Bank Group, Inc. | 308,931 | 11,238,910 | |
International Bancshares Corp. | 460,848 | 19,664,384 | |
John Marshall Bankcorp, Inc. (b) | 97,865 | 1,783,100 | |
Kearny Financial Corp. | 513,943 | 4,003,616 | |
Lakeland Bancorp, Inc. | 532,930 | 7,642,216 | |
Lakeland Financial Corp. | 211,364 | 10,709,814 | |
Live Oak Bancshares, Inc. (b) | 285,064 | 6,716,108 | |
Luther Burbank Corp. | 121,888 | 1,101,868 | |
Macatawa Bank Corp. | 219,030 | 2,047,931 | |
Mercantile Bank Corp. | 132,614 | 3,721,149 | |
Metrocity Bankshares, Inc. | 158,907 | 2,598,129 | |
Metropolitan Bank Holding Corp. (a) | 89,961 | 2,886,848 | |
Mid Penn Bancorp, Inc. | 121,823 | 2,755,636 | |
Midland States Bancorp, Inc. | 184,666 | 3,693,320 | |
MidWestOne Financial Group, Inc. | 120,321 | 2,490,645 | |
MVB Financial Corp. | 90,056 | 1,643,522 | |
National Bank Holdings Corp. | 251,991 | 8,013,314 | |
NBT Bancorp, Inc. | 360,426 | 11,620,134 | |
Nicolet Bankshares, Inc. (a)(b) | 105,306 | 6,035,087 | |
Northeast Bank | 55,930 | 2,061,021 | |
Northfield Bancorp, Inc. | 364,469 | 3,797,767 | |
Northwest Bancshares, Inc. | 1,048,296 | 12,254,580 | |
OceanFirst Financial Corp. | 501,726 | 8,027,616 | |
OFG Bancorp | 400,998 | 10,253,519 | |
Old National Bancorp, Indiana | 2,528,729 | 33,910,256 | |
Old Second Bancorp, Inc. | 368,745 | 4,531,876 | |
Origin Bancorp, Inc. | 193,008 | 5,680,225 | |
Orrstown Financial Services, Inc. | 85,781 | 1,644,422 | |
Pacific Premier Bancorp, Inc. | 814,983 | 18,125,222 | |
Park National Corp. (b) | 123,517 | 13,379,361 | |
Parke Bancorp, Inc. (b) | 84,181 | 1,447,071 | |
Pathward Financial, Inc. | 234,588 | 10,446,204 | |
PCB Bancorp | 98,869 | 1,366,370 | |
Peapack-Gladstone Financial Corp. | 145,513 | 3,864,825 | |
Peoples Bancorp, Inc. | 280,608 | 7,312,644 | |
Peoples Financial Services Corp. | 59,076 | 2,383,717 | |
Pioneer Bancorp, Inc. (a)(b) | 89,011 | 785,077 | |
Preferred Bank, Los Angeles | 115,620 | 5,559,010 | |
Premier Financial Corp. | 310,928 | 5,164,514 | |
Primis Financial Corp. | 177,762 | 1,573,194 | |
Provident Bancorp, Inc. | 129,271 | 882,921 | |
Provident Financial Services, Inc. | 631,515 | 11,038,882 | |
QCR Holdings, Inc. | 135,774 | 5,621,044 | |
RBB Bancorp | 121,468 | 1,511,062 | |
Red River Bancshares, Inc. | 36,694 | 1,687,924 | |
Renasant Corp. | 469,187 | 13,193,538 | |
Republic Bancorp, Inc., Kentucky Class A | 73,255 | 2,878,922 | |
Republic First Bancorp, Inc. (a)(b) | 535,790 | 659,022 | |
S&T Bancorp, Inc. | 336,120 | 9,253,384 | |
Sandy Spring Bancorp, Inc. | 377,903 | 8,495,259 | |
Seacoast Banking Corp., Florida | 625,178 | 13,872,700 | |
ServisFirst Bancshares, Inc. | 433,114 | 21,872,257 | |
Shore Bancshares, Inc. | 153,203 | 2,034,536 | |
Sierra Bancorp | 114,685 | 1,879,687 | |
Simmons First National Corp. Class A | 1,049,962 | 17,544,865 | |
SmartFinancial, Inc. | 132,394 | 2,851,767 | |
South Plains Financial, Inc. | 82,834 | 1,700,582 | |
Southern First Bancshares, Inc. (a) | 63,825 | 1,760,294 | |
Southern Missouri Bancorp, Inc. | 67,314 | 2,442,152 | |
Southside Bancshares, Inc. (b) | 257,534 | 8,171,554 | |
Southstate Corp. | 646,858 | 44,620,265 | |
Stellar Bancorp, Inc. | 393,584 | 9,028,817 | |
Sterling Bancorp, Inc. (a)(b) | 126,440 | 685,305 | |
Stock Yards Bancorp, Inc. | 247,469 | 12,026,993 | |
Summit Financial Group, Inc. (b) | 94,008 | 1,826,575 | |
Texas Capital Bancshares, Inc. (a) | 415,603 | 20,884,051 | |
The Bank of NT Butterfield & Son Ltd. | 432,025 | 11,116,003 | |
The First Bancorp, Inc. | 83,354 | 2,058,844 | |
Third Coast Bancshares, Inc. (a)(b) | 108,946 | 1,518,707 | |
Tompkins Financial Corp. | 119,603 | 7,011,128 | |
TowneBank | 592,821 | 14,043,929 | |
Trico Bancshares | 268,927 | 9,630,276 | |
Triumph Bancorp, Inc. (a) | 197,814 | 10,278,415 | |
Trustco Bank Corp., New York | 161,087 | 4,806,836 | |
Trustmark Corp. | 524,873 | 12,539,216 | |
UMB Financial Corp. | 380,056 | 24,175,362 | |
United Bankshares, Inc., West Virginia | 1,123,203 | 37,211,715 | |
United Community Bank, Inc. | 918,195 | 22,863,056 | |
Unity Bancorp, Inc. (b) | 56,727 | 1,313,230 | |
Univest Corp. of Pennsylvania | 248,508 | 4,999,981 | |
USCB Financial Holdings, Inc. (a)(b) | 93,747 | 892,471 | |
Valley National Bancorp | 3,717,642 | 34,871,482 | |
Veritex Holdings, Inc. | 456,638 | 7,858,740 | |
Washington Federal, Inc. | 558,084 | 15,648,675 | |
Washington Trust Bancorp, Inc. | 147,902 | 4,157,525 | |
WesBanco, Inc. | 490,364 | 13,053,490 | |
West Bancorp., Inc. | 138,931 | 2,393,781 | |
Westamerica Bancorp. | 225,678 | 9,142,216 | |
WSFS Financial Corp. | 527,926 | 18,567,157 | |
1,571,418,873 | |||
Capital Markets - 1.6% | |||
Artisan Partners Asset Management, Inc. (b) | 519,446 | 18,009,193 | |
Assetmark Financial Holdings, Inc. (a) | 184,503 | 5,660,552 | |
Associated Capital Group, Inc. (b) | 10,985 | 410,070 | |
Avantax, Inc. (a)(b) | 408,967 | 10,375,493 | |
B. Riley Financial, Inc. (b) | 181,979 | 5,732,339 | |
Bakkt Holdings, Inc. Class A (a)(b) | 502,321 | 678,133 | |
BGC Partners, Inc. Class A | 2,711,425 | 12,282,755 | |
BrightSphere Investment Group, Inc. | 272,758 | 6,158,876 | |
Cohen & Steers, Inc. (b) | 219,048 | 13,156,023 | |
Diamond Hill Investment Group, Inc. | 24,895 | 4,035,977 | |
Donnelley Financial Solutions, Inc. (a)(b) | 217,691 | 9,415,136 | |
Federated Hermes, Inc. | 733,682 | 30,367,098 | |
Focus Financial Partners, Inc. Class A (a) | 498,764 | 25,905,802 | |
GCM Grosvenor, Inc. Class A (b) | 358,335 | 2,891,763 | |
Hamilton Lane, Inc. Class A (b) | 310,238 | 22,858,336 | |
Houlihan Lokey | 437,571 | 39,985,238 | |
MarketWise, Inc. Class A (a)(b) | 130,927 | 240,906 | |
Moelis & Co. Class A | 550,750 | 20,862,410 | |
Open Lending Corp. (a) | 914,848 | 6,431,381 | |
Oppenheimer Holdings, Inc. Class A (non-vtg.) (b) | 66,811 | 2,498,063 | |
Perella Weinberg Partners Class A | 315,467 | 2,492,189 | |
Piper Jaffray Companies | 150,147 | 20,335,910 | |
PJT Partners, Inc. | 203,588 | 14,000,747 | |
Sculptor Capital Management, Inc. Class A (b) | 216,314 | 1,801,896 | |
Silvercrest Asset Management Group Class A (b) | 84,766 | 1,587,667 | |
StepStone Group, Inc. Class A | 474,946 | 10,463,060 | |
StoneX Group, Inc. (a)(b) | 150,841 | 14,792,977 | |
Value Line, Inc. | 7,370 | 337,546 | |
Victory Capital Holdings, Inc. | 139,140 | 4,249,336 | |
Virtus Investment Partners, Inc. | 59,753 | 10,887,594 | |
WisdomTree Investments, Inc. | 1,160,711 | 7,242,837 | |
326,147,303 | |||
Consumer Finance - 0.8% | |||
Atlanticus Holdings Corp. (a)(b) | 38,309 | 1,117,090 | |
Bread Financial Holdings, Inc. | 432,050 | 11,924,580 | |
Consumer Portfolio Services, Inc. (a)(b) | 76,821 | 799,707 | |
CURO Group Holdings Corp. (b) | 183,242 | 293,187 | |
Encore Capital Group, Inc. (a)(b) | 199,092 | 10,229,347 | |
Enova International, Inc. (a) | 265,095 | 11,642,972 | |
EZCORP, Inc. (non-vtg.) Class A (a)(b) | 423,058 | 3,642,529 | |
FirstCash Holdings, Inc. | 324,468 | 33,429,938 | |
Green Dot Corp. Class A (a)(b) | 408,557 | 7,023,095 | |
LendingClub Corp. (a) | 922,647 | 6,624,605 | |
LendingTree, Inc. (a) | 90,579 | 2,158,498 | |
MoneyLion, Inc. (a)(b) | 41,317 | 384,248 | |
Navient Corp. (b) | 873,350 | 14,445,209 | |
Nelnet, Inc. Class A (b) | 123,506 | 11,893,628 | |
NerdWallet, Inc. (a)(b) | 225,520 | 3,060,306 | |
Oportun Financial Corp. (a)(b) | 245,797 | 1,000,394 | |
OppFi, Inc. Class A (a)(b) | 102,415 | 194,589 | |
PRA Group, Inc. (a)(b) | 330,148 | 11,974,468 | |
PROG Holdings, Inc. (a) | 430,664 | 13,018,973 | |
Regional Management Corp. | 67,322 | 1,801,537 | |
Sunlight Financial Holdings, Inc. Class A (a)(b) | 200,338 | 89,551 | |
World Acceptance Corp. (a)(b) | 33,868 | 3,417,281 | |
150,165,732 | |||
Financial Services - 1.9% | |||
A-Mark Precious Metals, Inc. (b) | 158,775 | 5,684,145 | |
Alerus Financial Corp. (b) | 132,284 | 1,903,567 | |
AvidXchange Holdings, Inc. (a) | 1,263,184 | 9,385,457 | |
Banco Latinoamericano de Comer Series E | 234,750 | 4,225,500 | |
Cannae Holdings, Inc. (a) | 594,932 | 10,851,560 | |
Cantaloupe, Inc. (a)(b) | 495,141 | 2,728,227 | |
Cass Information Systems, Inc. | 116,045 | 4,244,926 | |
Compass Diversified Holdings | 540,518 | 10,302,273 | |
Enact Holdings, Inc. | 257,843 | 6,224,330 | |
Essent Group Ltd. | 908,020 | 38,563,609 | |
EVERTEC, Inc. | 526,917 | 18,278,751 | |
Federal Agricultural Mortgage Corp. Class C (non-vtg.) (b) | 77,323 | 10,306,383 | |
Finance of America Companies, Inc. (a)(b) | 335,096 | 546,206 | |
Flywire Corp. (a) | 492,991 | 14,380,547 | |
Home Point Capital, Inc. (b) | 61,463 | 121,082 | |
i3 Verticals, Inc. Class A (a)(b) | 200,576 | 4,663,392 | |
International Money Express, Inc. (a) | 272,431 | 7,023,271 | |
Jackson Financial, Inc. (b) | 646,911 | 23,295,265 | |
Marqeta, Inc. Class A (a) | 3,744,882 | 15,166,772 | |
Merchants Bancorp | 135,744 | 3,149,261 | |
MoneyGram International, Inc. (a) | 788,149 | 8,007,594 | |
Mr. Cooper Group, Inc. (a) | 596,537 | 27,619,663 | |
NMI Holdings, Inc. (a) | 706,899 | 16,541,437 | |
Payoneer Global, Inc. (a)(b) | 1,903,396 | 10,392,542 | |
Paysafe Ltd. (a)(b) | 243,008 | 3,489,595 | |
PennyMac Financial Services, Inc. | 230,445 | 14,400,508 | |
Priority Technology Holdings, Inc. (a)(b) | 152,585 | 489,798 | |
Radian Group, Inc. (b) | 1,357,040 | 32,935,361 | |
Remitly Global, Inc. (a) | 863,677 | 14,509,774 | |
Repay Holdings Corp. (a)(b) | 761,576 | 4,775,082 | |
StoneCo Ltd. Class A (a)(b) | 2,390,202 | 29,447,289 | |
SWK Holdings Corp. (a)(b) | 26,493 | 464,422 | |
Velocity Financial, Inc. (a) | 68,778 | 627,255 | |
Walker & Dunlop, Inc. | 266,085 | 17,910,181 | |
Waterstone Financial, Inc. | 160,354 | 2,220,903 | |
374,875,928 | |||
Insurance - 2.2% | |||
AMBAC Financial Group, Inc. (a) | 376,545 | 6,005,893 | |
American Equity Investment Life Holding Co. (b) | 610,253 | 23,519,151 | |
Amerisafe, Inc. (b) | 163,971 | 9,124,986 | |
Argo Group International Holdings, Ltd. | 272,942 | 8,027,224 | |
Bright Health Group, Inc. (a)(b) | 1,622,194 | 260,687 | |
BRP Group, Inc. (a)(b) | 526,017 | 13,250,368 | |
CNO Financial Group, Inc. | 980,673 | 22,006,302 | |
Crawford & Co. Class A | 133,067 | 1,201,595 | |
Donegal Group, Inc. Class A | 130,615 | 1,839,059 | |
eHealth, Inc. (a) | 212,850 | 1,277,100 | |
Employers Holdings, Inc. | 233,344 | 9,238,089 | |
Enstar Group Ltd. (a)(b) | 96,112 | 23,124,547 | |
Genworth Financial, Inc. Class A (a) | 4,252,367 | 24,706,252 | |
Goosehead Insurance (a)(b) | 164,212 | 9,442,190 | |
Greenlight Capital Re, Ltd. (a) | 225,771 | 2,208,040 | |
HCI Group, Inc. (b) | 53,977 | 2,734,475 | |
Hippo Holdings, Inc. (a)(b) | 148,673 | 2,711,796 | |
Horace Mann Educators Corp. (b) | 354,889 | 11,100,928 | |
Investors Title Co. | 10,987 | 1,634,646 | |
James River Group Holdings Ltd. | 316,756 | 6,167,239 | |
Kinsale Capital Group, Inc. (b) | 186,789 | 61,025,834 | |
Lemonade, Inc. (a)(b) | 409,538 | 4,439,392 | |
MBIA, Inc. (a)(b) | 413,133 | 4,156,118 | |
Mercury General Corp. | 232,093 | 7,057,948 | |
National Western Life Group, Inc. (b) | 19,434 | 4,955,281 | |
NI Holdings, Inc. (a) | 66,359 | 895,183 | |
Oscar Health, Inc. (a) | 1,044,550 | 7,029,822 | |
Palomar Holdings, Inc. (a)(b) | 210,612 | 10,585,359 | |
ProAssurance Corp. | 467,502 | 8,396,336 | |
RLI Corp. (b) | 336,491 | 46,789,074 | |
Root, Inc. (a)(b) | 69,930 | 300,000 | |
Safety Insurance Group, Inc. | 123,329 | 9,014,117 | |
Selective Insurance Group, Inc. | 514,313 | 49,543,771 | |
Selectquote, Inc. (a)(b) | 1,163,564 | 1,233,378 | |
Siriuspoint Ltd. (a) | 796,153 | 6,918,570 | |
Skyward Specialty Insurance Group, Inc. (b) | 88,053 | 1,882,573 | |
Stewart Information Services Corp. (b) | 232,313 | 9,675,836 | |
Tiptree, Inc. (b) | 210,579 | 2,899,673 | |
Trupanion, Inc. (a)(b) | 336,845 | 11,826,628 | |
United Fire Group, Inc. (b) | 184,743 | 4,969,587 | |
Universal Insurance Holdings, Inc. | 222,776 | 3,435,206 | |
436,610,253 | |||
Mortgage Real Estate Investment Trusts - 1.1% | |||
Angel Oak Mortgage (REIT), Inc. (b) | 110,254 | 852,263 | |
Apollo Commercial Real Estate Finance, Inc. | 1,230,945 | 12,457,163 | |
Arbor Realty Trust, Inc. (b) | 1,434,984 | 16,459,266 | |
Ares Commercial Real Estate Corp. | 486,241 | 4,186,535 | |
Armour Residential REIT, Inc. (b) | 1,406,896 | 7,175,170 | |
Blackstone Mortgage Trust, Inc. (b) | 1,501,436 | 27,386,193 | |
BrightSpire Capital, Inc. | 835,065 | 4,759,871 | |
Broadmark Realty Capital, Inc. | 1,151,306 | 5,652,912 | |
Chimera Investment Corp. | 2,012,180 | 11,429,182 | |
Claros Mortgage Trust, Inc. (b) | 795,430 | 9,513,343 | |
Dynex Capital, Inc. | 458,073 | 5,432,746 | |
Ellington Financial LLC | 550,339 | 7,027,829 | |
Franklin BSP Realty Trust, Inc. (b) | 718,099 | 9,069,590 | |
Granite Point Mortgage Trust, Inc. | 466,353 | 2,084,598 | |
Hannon Armstrong Sustainable Infrastructure Capital, Inc. | 752,057 | 21,343,378 | |
Invesco Mortgage Capital, Inc. | 306,878 | 3,255,976 | |
KKR Real Estate Finance Trust, Inc. (b) | 504,847 | 5,422,057 | |
Ladder Capital Corp. Class A | 983,870 | 9,199,185 | |
MFA Financial, Inc. | 889,488 | 9,508,627 | |
New York Mortgage Trust, Inc. | 802,403 | 8,248,703 | |
Nexpoint Real Estate Finance, Inc. | 71,024 | 988,654 | |
Orchid Island Capital, Inc. | 317,880 | 3,401,316 | |
PennyMac Mortgage Investment Trust | 767,943 | 9,545,531 | |
Ready Capital Corp. | 637,699 | 6,842,510 | |
Redwood Trust, Inc. | 981,922 | 6,166,470 | |
TPG RE Finance Trust, Inc. | 599,270 | 4,272,795 | |
Two Harbors Investment Corp. | 842,623 | 11,737,738 | |
223,419,601 | |||
TOTAL FINANCIALS | 3,082,637,690 | ||
HEALTH CARE - 17.0% | |||
Biotechnology - 7.3% | |||
2seventy bio, Inc. (a)(b) | 323,954 | 3,080,803 | |
4D Molecular Therapeutics, Inc. (a)(b) | 258,938 | 4,663,473 | |
Aadi Bioscience, Inc. (a)(b) | 123,721 | 960,075 | |
Absci Corp. (a)(b) | 453,775 | 598,983 | |
ACADIA Pharmaceuticals, Inc. (a) | 1,036,220 | 22,102,573 | |
Acrivon Therapeutics, Inc. (b) | 74,921 | 922,278 | |
Adicet Bio, Inc. (a)(b) | 261,443 | 1,526,827 | |
ADMA Biologics, Inc. (a)(b) | 1,796,259 | 6,017,468 | |
Aerovate Therapeutics, Inc. (a)(b) | 78,354 | 1,643,083 | |
Affimed NV (a)(b) | 1,223,676 | 1,101,308 | |
Agenus, Inc. (a)(b) | 2,613,843 | 3,946,903 | |
Agios Pharmaceuticals, Inc. (a)(b) | 468,625 | 10,717,454 | |
Akero Therapeutics, Inc. (a) | 299,992 | 13,421,642 | |
Alector, Inc. (a)(b) | 535,434 | 3,533,864 | |
Alkermes PLC (a) | 1,403,400 | 40,067,070 | |
Allogene Therapeutics, Inc. (a)(b) | 688,697 | 3,739,625 | |
Allovir, Inc. (a)(b) | 267,945 | 921,731 | |
Alpine Immune Sciences, Inc. (a)(b) | 206,869 | 1,549,449 | |
ALX Oncology Holdings, Inc. (a)(b) | 181,220 | 1,076,447 | |
Amicus Therapeutics, Inc. (a) | 2,374,163 | 27,397,841 | |
AnaptysBio, Inc. (a)(b) | 174,075 | 3,624,242 | |
Anavex Life Sciences Corp. (a)(b) | 599,755 | 4,882,006 | |
Anika Therapeutics, Inc. (a) | 124,391 | 3,191,873 | |
Apellis Pharmaceuticals, Inc. (a)(b) | 807,951 | 67,407,352 | |
Arbutus Biopharma Corp. (a)(b) | 972,916 | 2,442,019 | |
Arcellx, Inc. (a)(b) | 254,009 | 10,841,104 | |
Arcturus Therapeutics Holdings, Inc. (a)(b) | 199,769 | 5,317,851 | |
Arcus Biosciences, Inc. (a)(b) | 442,827 | 7,904,462 | |
Arcutis Biotherapeutics, Inc. (a)(b) | 357,920 | 4,953,613 | |
Arrowhead Pharmaceuticals, Inc. (a) | 887,761 | 31,435,617 | |
Atara Biotherapeutics, Inc. (a)(b) | 815,870 | 2,211,008 | |
Aura Biosciences, Inc. (a)(b) | 202,436 | 1,830,021 | |
Aurinia Pharmaceuticals, Inc. (a)(b) | 1,157,354 | 13,020,233 | |
Avid Bioservices, Inc. (a)(b) | 527,143 | 9,514,931 | |
Avidity Biosciences, Inc. (a)(b) | 562,251 | 6,971,912 | |
Beam Therapeutics, Inc. (a)(b) | 548,616 | 16,847,997 | |
BioCryst Pharmaceuticals, Inc. (a)(b) | 1,596,524 | 12,149,548 | |
Biohaven Ltd. (b) | 544,482 | 7,121,825 | |
BioXcel Therapeutics, Inc. (a)(b) | 162,923 | 3,359,472 | |
bluebird bio, Inc. (a)(b) | 883,689 | 3,844,047 | |
Blueprint Medicines Corp. (a)(b) | 515,012 | 26,291,363 | |
BridgeBio Pharma, Inc. (a)(b) | 912,132 | 13,244,157 | |
C4 Therapeutics, Inc. (a)(b) | 362,783 | 1,095,605 | |
CareDx, Inc. (a)(b) | 441,933 | 3,575,238 | |
Caribou Biosciences, Inc. (a)(b) | 482,434 | 2,074,466 | |
Catalyst Pharmaceutical Partners, Inc. (a)(b) | 837,270 | 13,329,338 | |
Celldex Therapeutics, Inc. (a)(b) | 394,913 | 12,416,065 | |
Celularity, Inc. Class A (a)(b) | 532,502 | 314,442 | |
Century Therapeutics, Inc. (a)(b) | 177,240 | 554,761 | |
Cerevel Therapeutics Holdings (a)(b) | 493,112 | 14,319,972 | |
Chimerix, Inc. (a) | 721,541 | 836,988 | |
Chinook Therapeutics, Inc. (a) | 434,767 | 8,699,688 | |
Chinook Therapeutics, Inc. rights (a)(c) | 86,210 | 1 | |
Cogent Biosciences, Inc. (a)(b) | 551,430 | 5,933,387 | |
Coherus BioSciences, Inc. (a)(b) | 636,289 | 4,600,369 | |
Crinetics Pharmaceuticals, Inc. (a) | 453,461 | 8,860,628 | |
CTI BioPharma Corp. (a)(b) | 865,960 | 4,208,566 | |
Cullinan Oncology, Inc. (a) | 226,526 | 2,204,098 | |
Cytokinetics, Inc. (a)(b) | 707,283 | 26,452,384 | |
Day One Biopharmaceuticals, Inc. (a)(b) | 236,938 | 2,938,031 | |
Deciphera Pharmaceuticals, Inc. (a)(b) | 445,307 | 6,327,812 | |
Denali Therapeutics, Inc. (a)(b) | 937,802 | 23,295,002 | |
Design Therapeutics, Inc. (a)(b) | 288,053 | 1,857,942 | |
Dynavax Technologies Corp. (a)(b) | 1,031,294 | 10,735,771 | |
Dyne Therapeutics, Inc. (a)(b) | 271,127 | 2,808,876 | |
Eagle Pharmaceuticals, Inc. (a)(b) | 89,225 | 2,505,438 | |
Editas Medicine, Inc. (a)(b) | 599,503 | 4,891,944 | |
Eiger Biopharmaceuticals, Inc. (a)(b) | 360,981 | 371,810 | |
Emergent BioSolutions, Inc. (a)(b) | 434,232 | 3,834,269 | |
Enanta Pharmaceuticals, Inc. (a) | 171,722 | 6,104,717 | |
Enochian Biosciences, Inc. (a)(b) | 145,286 | 165,626 | |
EQRx, Inc. (a)(b) | 1,730,216 | 2,906,763 | |
Erasca, Inc. (a)(b) | 615,532 | 1,698,868 | |
Fate Therapeutics, Inc. (a)(b) | 724,346 | 4,396,780 | |
FibroGen, Inc. (a) | 753,533 | 12,900,485 | |
Foghorn Therapeutics, Inc. (a)(b) | 167,572 | 1,092,569 | |
Generation Bio Co. (a)(b) | 414,190 | 2,037,815 | |
Geron Corp. (a)(b) | 3,676,286 | 9,043,664 | |
Gossamer Bio, Inc. (a)(b) | 548,316 | 707,328 | |
GreenLight Biosciences Holdings PBC Class A (a)(b) | 732,005 | 233,144 | |
Halozyme Therapeutics, Inc. (a)(b) | 1,147,214 | 36,859,986 | |
Heron Therapeutics, Inc. (a)(b) | 881,971 | 2,107,911 | |
HilleVax, Inc. (b) | 149,398 | 2,091,572 | |
Humacyte, Inc. Class A (a)(b) | 505,796 | 1,638,779 | |
Icosavax, Inc. (a)(b) | 191,438 | 1,054,823 | |
Ideaya Biosciences, Inc. (a) | 381,116 | 6,959,178 | |
IGM Biosciences, Inc. (a)(b) | 90,844 | 983,841 | |
ImmunityBio, Inc. (a)(b) | 700,659 | 1,961,845 | |
ImmunoGen, Inc. (a)(b) | 1,871,520 | 10,087,493 | |
Immunovant, Inc. (a) | 382,223 | 6,169,079 | |
Inhibrx, Inc. (a)(b) | 280,498 | 5,890,458 | |
Inovio Pharmaceuticals, Inc. (a)(b) | 2,087,460 | 1,612,563 | |
Insmed, Inc. (a)(b) | 1,163,642 | 22,691,019 | |
Instil Bio, Inc. (a)(b) | 578,902 | 378,312 | |
Intellia Therapeutics, Inc. (a)(b) | 715,117 | 26,995,667 | |
Intercept Pharmaceuticals, Inc. (a)(b) | 211,484 | 3,662,903 | |
Invivyd, Inc. (a)(b) | 440,429 | 484,472 | |
Iovance Biotherapeutics, Inc. (a) | 1,300,793 | 7,336,473 | |
Ironwood Pharmaceuticals, Inc. Class A (a) | 1,175,506 | 12,237,017 | |
iTeos Therapeutics, Inc. (a) | 203,565 | 2,796,983 | |
Iveric Bio, Inc. (a) | 1,176,420 | 38,692,454 | |
Janux Therapeutics, Inc. (a)(b) | 149,464 | 2,289,788 | |
Jounce Therapeutics, Inc. (a) | 360,116 | 695,024 | |
Kalvista Pharmaceuticals, Inc. (a)(b) | 210,669 | 1,797,007 | |
Karuna Therapeutics, Inc. (a)(b) | 279,142 | 55,392,938 | |
Karyopharm Therapeutics, Inc. (a)(b) | 667,395 | 2,389,274 | |
Keros Therapeutics, Inc. (a)(b) | 165,971 | 7,361,644 | |
Kezar Life Sciences, Inc. (a) | 449,530 | 1,092,358 | |
Kiniksa Pharmaceuticals Ltd. (a)(b) | 270,421 | 2,907,026 | |
Kinnate Biopharma, Inc. (a)(b) | 250,354 | 633,396 | |
Kodiak Sciences, Inc. (a)(b) | 280,098 | 1,226,829 | |
Kronos Bio, Inc. (a)(b) | 314,484 | 518,899 | |
Krystal Biotech, Inc. (a)(b) | 183,439 | 15,408,876 | |
Kura Oncology, Inc. (a) | 560,341 | 5,457,721 | |
Kymera Therapeutics, Inc. (a)(b) | 326,302 | 10,291,565 | |
Lexicon Pharmaceuticals, Inc. (a)(b) | 702,578 | 1,679,161 | |
Lyell Immunopharma, Inc. (a)(b) | 1,498,578 | 3,042,113 | |
Macrogenics, Inc. (a)(b) | 521,693 | 3,594,465 | |
Madrigal Pharmaceuticals, Inc. (a)(b) | 109,609 | 34,198,008 | |
MannKind Corp. (a)(b) | 2,182,060 | 8,400,931 | |
MeiraGTx Holdings PLC (a)(b) | 285,531 | 1,527,591 | |
Mersana Therapeutics, Inc. (a) | 800,196 | 3,504,858 | |
MiMedx Group, Inc. (a)(b) | 970,679 | 3,717,701 | |
Mineralys Therapeutics, Inc. (b) | 101,495 | 1,365,108 | |
MiNK Therapeutics, Inc. (a) | 38,161 | 68,308 | |
Mirum Pharmaceuticals, Inc. (a)(b) | 160,147 | 4,299,947 | |
Monte Rosa Therapeutics, Inc. (a)(b) | 253,916 | 1,152,779 | |
Morphic Holding, Inc. (a)(b) | 221,695 | 10,477,306 | |
Myriad Genetics, Inc. (a)(b) | 684,961 | 14,582,820 | |
Nkarta, Inc. (a)(b) | 285,538 | 1,413,413 | |
Nurix Therapeutics, Inc. (a)(b) | 410,651 | 3,954,569 | |
Nuvalent, Inc. Class A (a)(b) | 172,729 | 6,112,879 | |
Ocugen, Inc. (a)(b) | 1,847,103 | 1,318,093 | |
Omniab, Inc. (b)(c) | 45,323 | 108,775 | |
Omniab, Inc. (b)(c) | 45,323 | 101,977 | |
Oncternal Therapeutics, Inc. rights (a)(b)(c) | 4,336 | 0 | |
Organogenesis Holdings, Inc. Class A (a) | 625,991 | 1,283,282 | |
Outlook Therapeutics, Inc. (a)(b) | 1,315,073 | 1,380,827 | |
Pardes Biosciences, Inc. (a)(b) | 293,640 | 569,662 | |
PepGen, Inc. (b) | 125,534 | 1,894,308 | |
PMV Pharmaceuticals, Inc. (a)(b) | 321,187 | 1,480,672 | |
Point Biopharma Global, Inc. (a)(b) | 748,173 | 5,790,859 | |
Praxis Precision Medicines, Inc. (a)(b) | 393,828 | 409,581 | |
Precigen, Inc. (a)(b) | 1,036,492 | 1,254,155 | |
Prime Medicine, Inc. (b) | 90,631 | 1,247,989 | |
Prometheus Biosciences, Inc. (a) | 299,651 | 58,117,311 | |
Protagonist Therapeutics, Inc. (a) | 400,083 | 9,041,876 | |
Prothena Corp. PLC (a)(b) | 337,583 | 17,763,617 | |
PTC Therapeutics, Inc. (a)(b) | 604,758 | 33,346,356 | |
Rallybio Corp. (a)(b) | 150,590 | 811,680 | |
RAPT Therapeutics, Inc. (a)(b) | 257,188 | 4,680,822 | |
Recursion Pharmaceuticals, Inc. (a)(b) | 1,187,381 | 5,663,807 | |
REGENXBIO, Inc. (a) | 346,813 | 6,714,300 | |
Relay Therapeutics, Inc. (a)(b) | 733,039 | 8,334,653 | |
Replimune Group, Inc. (a)(b) | 401,255 | 6,712,996 | |
Revolution Medicines, Inc. (a)(b) | 747,361 | 17,555,510 | |
Rigel Pharmaceuticals, Inc. (a) | 1,479,737 | 1,672,103 | |
Rocket Pharmaceuticals, Inc. (a)(b) | 479,360 | 8,590,131 | |
Sage Therapeutics, Inc. (a)(b) | 448,377 | 21,903,216 | |
Sana Biotechnology, Inc. (a)(b) | 771,100 | 4,079,119 | |
Sangamo Therapeutics, Inc. (a)(b) | 1,136,945 | 1,671,309 | |
Seres Therapeutics, Inc. (a)(b) | 605,827 | 2,953,407 | |
SpringWorks Therapeutics, Inc. (a)(b) | 309,792 | 7,242,937 | |
Stoke Therapeutics, Inc. (a)(b) | 193,877 | 1,723,567 | |
Sutro Biopharma, Inc. (a) | 460,770 | 1,962,880 | |
Syndax Pharmaceuticals, Inc. (a) | 517,504 | 10,634,707 | |
Talaris Therapeutics, Inc. (a)(b) | 199,900 | 575,712 | |
Tango Therapeutics, Inc. (a)(b) | 404,022 | 1,373,675 | |
Tenaya Therapeutics, Inc. (a)(b) | 373,369 | 1,984,456 | |
TG Therapeutics, Inc. (a)(b) | 1,148,142 | 28,508,366 | |
Tobira Therapeutics, Inc. rights (a)(b)(c) | 9,663 | 0 | |
Travere Therapeutics, Inc. (a)(b) | 529,239 | 11,415,685 | |
Twist Bioscience Corp. (a)(b) | 489,530 | 6,109,334 | |
Tyra Biosciences, Inc. (a)(b) | 113,423 | 1,607,204 | |
Vanda Pharmaceuticals, Inc. (a) | 470,565 | 2,889,269 | |
Vaxart, Inc. (a)(b) | 1,063,792 | 865,395 | |
Vaxcyte, Inc. (a)(b) | 705,645 | 30,222,775 | |
VBI Vaccines, Inc. (a)(b) | 52,016 | 149,286 | |
Vera Therapeutics, Inc. (a)(b) | 185,834 | 1,235,796 | |
Veracyte, Inc. (a)(b) | 618,547 | 14,003,904 | |
Vericel Corp. (a) | 407,431 | 12,838,151 | |
Verve Therapeutics, Inc. (a)(b) | 403,566 | 6,428,806 | |
Vir Biotechnology, Inc. (a) | 624,584 | 15,708,288 | |
Viridian Therapeutics, Inc. (a)(b) | 327,952 | 9,192,495 | |
VistaGen Therapeutics, Inc. (a)(b) | 1,620,212 | 226,830 | |
Xencor, Inc. (a)(b) | 494,317 | 13,069,741 | |
Y-mAbs Therapeutics, Inc. (a) | 319,926 | 1,916,357 | |
Zentalis Pharmaceuticals, Inc. (a)(b) | 404,082 | 8,901,926 | |
1,438,213,265 | |||
Health Care Equipment & Supplies - 4.2% | |||
Alphatec Holdings, Inc. (a)(b) | 623,254 | 8,999,788 | |
Angiodynamics, Inc. (a) | 321,216 | 2,672,517 | |
Artivion, Inc. (a)(b) | 331,656 | 4,600,069 | |
Atricure, Inc. (a)(b) | 393,079 | 17,291,545 | |
Atrion Corp. (b) | 11,702 | 7,200,241 | |
Avanos Medical, Inc. (a) | 396,564 | 11,714,501 | |
AxoGen, Inc. (a)(b) | 350,097 | 3,157,875 | |
Axonics Modulation Technologies, Inc. (a)(b) | 422,887 | 24,299,087 | |
Bioventus, Inc. (a)(b) | 275,003 | 277,753 | |
Butterfly Network, Inc. Class A (a)(b) | 1,149,892 | 2,483,767 | |
Cerus Corp. (a)(b) | 1,489,931 | 3,441,741 | |
CONMED Corp. (b) | 250,743 | 31,485,799 | |
Cue Health, Inc. (a)(b) | 918,747 | 722,962 | |
Cutera, Inc. (a)(b) | 143,164 | 3,264,139 | |
Embecta Corp. (b) | 495,519 | 13,750,652 | |
Figs, Inc. Class A (a)(b) | 1,103,106 | 7,942,363 | |
Glaukos Corp. (a) | 393,270 | 18,684,258 | |
Haemonetics Corp. (a) | 431,024 | 36,081,019 | |
Heska Corp. (a)(b) | 82,923 | 9,715,259 | |
Inari Medical, Inc. (a)(b) | 415,991 | 27,630,122 | |
Inogen, Inc. (a) | 196,609 | 2,616,866 | |
Inspire Medical Systems, Inc. (a)(b) | 246,443 | 65,955,540 | |
Integer Holdings Corp. (a)(b) | 283,137 | 23,316,332 | |
IRadimed Corp. | 61,785 | 2,572,110 | |
iRhythm Technologies, Inc. (a)(b) | 259,913 | 34,152,568 | |
Lantheus Holdings, Inc. (a) | 588,934 | 50,324,410 | |
Lantheus Holdings, Inc. rights (a)(c) | 524,619 | 5 | |
LeMaitre Vascular, Inc. (b) | 167,313 | 9,034,902 | |
LivaNova PLC (a)(b) | 462,204 | 22,139,572 | |
Merit Medical Systems, Inc. (a) | 480,212 | 39,036,433 | |
Mesa Laboratories, Inc. (b) | 44,239 | 7,366,236 | |
Nano-X Imaging Ltd. (a)(b) | 397,790 | 2,430,497 | |
Neogen Corp. (a)(b) | 1,867,856 | 32,164,480 | |
Nevro Corp. (a) | 300,835 | 8,805,440 | |
NuVasive, Inc. (a) | 450,542 | 19,391,328 | |
Omnicell, Inc. (a)(b) | 383,250 | 23,290,103 | |
OraSure Technologies, Inc. (a) | 615,388 | 4,184,638 | |
Orthofix International NV (a) | 295,467 | 5,563,644 | |
OrthoPediatrics Corp. (a) | 131,353 | 6,625,445 | |
Outset Medical, Inc. (a)(b) | 417,208 | 7,505,572 | |
Owlet, Inc. (a)(b) | 598,668 | 187,563 | |
Paragon 28, Inc. (a)(b) | 418,789 | 7,714,093 | |
PROCEPT BioRobotics Corp. (a)(b) | 224,226 | 6,814,228 | |
Pulmonx Corp. (a)(b) | 294,570 | 3,461,198 | |
RxSight, Inc. (a)(b) | 203,372 | 3,640,359 | |
Senseonics Holdings, Inc. (a)(b) | 4,027,556 | 2,396,799 | |
Shockwave Medical, Inc. (a) | 306,884 | 89,045,443 | |
SI-BONE, Inc. (a)(b) | 292,842 | 6,471,808 | |
Sight Sciences, Inc. (a)(b) | 187,328 | 1,811,462 | |
Silk Road Medical, Inc. (a)(b) | 323,262 | 14,229,993 | |
Staar Surgical Co. (a)(b) | 413,571 | 29,144,348 | |
SurModics, Inc. (a) | 117,626 | 2,710,103 | |
Tactile Systems Technology, Inc. (a)(b) | 168,016 | 3,062,932 | |
Tenon Medical, Inc. (b) | 62,972 | 116,498 | |
TransMedics Group, Inc. (a)(b) | 263,006 | 20,803,775 | |
Treace Medical Concepts, Inc. (a) | 315,802 | 7,733,991 | |
UFP Technologies, Inc. (a)(b) | 58,726 | 8,094,792 | |
Utah Medical Products, Inc. | 29,529 | 2,800,530 | |
Varex Imaging Corp. (a)(b) | 330,729 | 5,867,132 | |
Vicarious Surgical, Inc. (a)(b) | 480,749 | 1,081,685 | |
ViewRay, Inc. (a) | 1,263,347 | 1,490,749 | |
Zimvie, Inc. (a) | 179,129 | 1,474,232 | |
Zynex, Inc. (a)(b) | 185,200 | 2,118,688 | |
824,163,979 | |||
Health Care Providers & Services - 2.6% | |||
23andMe Holding Co. Class A (a)(b) | 2,228,602 | 4,390,346 | |
Accolade, Inc. (a)(b) | 574,220 | 7,769,197 | |
AdaptHealth Corp. (a)(b) | 622,960 | 7,400,765 | |
Addus HomeCare Corp. (a)(b) | 133,217 | 10,889,158 | |
Agiliti, Inc. (a)(b) | 240,908 | 4,027,982 | |
AirSculpt Technologies, Inc. (b) | 116,029 | 568,542 | |
Alignment Healthcare, Inc. (a)(b) | 850,261 | 5,348,142 | |
AMN Healthcare Services, Inc. (a)(b) | 373,240 | 32,229,274 | |
Apollo Medical Holdings, Inc. (a)(b) | 336,363 | 11,937,523 | |
ATI Physical Therapy, Inc. (a)(b) | 555,650 | 150,803 | |
Aveanna Healthcare Holdings, Inc. (a)(b) | 372,050 | 457,622 | |
Brookdale Senior Living, Inc. (a)(b) | 1,598,386 | 6,857,076 | |
Cano Health, Inc. (a)(b) | 1,391,651 | 1,614,315 | |
CareMax, Inc. Class A (a)(b) | 506,977 | 1,277,582 | |
Castle Biosciences, Inc. (a)(b) | 211,138 | 4,778,053 | |
Clover Health Investments Corp. (a)(b) | 3,315,190 | 2,448,599 | |
Community Health Systems, Inc. (a) | 1,080,416 | 6,849,837 | |
Corvel Corp. (a) | 75,235 | 15,199,727 | |
Cross Country Healthcare, Inc. (a)(b) | 308,941 | 6,790,523 | |
DocGo, Inc. Class A (a)(b) | 716,280 | 6,088,380 | |
Fulgent Genetics, Inc. (a)(b) | 182,082 | 5,384,165 | |
GeneDx Holdings Corp. Class A (a)(b) | 2,488,492 | 680,851 | |
HealthEquity, Inc. (a)(b) | 715,437 | 38,240,108 | |
Hims & Hers Health, Inc. (a)(b) | 1,045,101 | 12,112,721 | |
Innovage Holding Corp. (a)(b) | 157,948 | 965,062 | |
Invitae Corp. (a)(b) | 2,109,139 | 2,868,429 | |
LifeStance Health Group, Inc. (a)(b) | 623,654 | 5,082,780 | |
Modivcare, Inc. (a)(b) | 108,958 | 6,929,729 | |
National Healthcare Corp. | 108,570 | 6,287,289 | |
National Research Corp. Class A | 120,881 | 5,261,950 | |
NeoGenomics, Inc. (a)(b) | 1,083,814 | 15,845,361 | |
Nutex Health, Inc. (a)(b) | 2,176,555 | 1,236,719 | |
Opko Health, Inc. (a)(b) | 3,477,594 | 5,112,063 | |
Option Care Health, Inc. (a)(b) | 1,441,245 | 46,336,027 | |
Owens & Minor, Inc. (a) | 636,570 | 9,892,298 | |
P3 Health Partners, Inc. Class A (a)(b) | 185,816 | 235,986 | |
Patterson Companies, Inc. | 751,832 | 20,382,166 | |
Pediatrix Medical Group, Inc. (a)(b) | 701,791 | 10,056,665 | |
Pennant Group, Inc. (a) | 223,979 | 3,106,589 | |
PetIQ, Inc. Class A (a)(b) | 233,141 | 2,748,732 | |
Privia Health Group, Inc. (a)(b) | 445,828 | 12,318,228 | |
Progyny, Inc. (a)(b) | 652,530 | 21,690,097 | |
R1 Rcm, Inc. (b) | 1,296,175 | 20,207,368 | |
RadNet, Inc. (a) | 428,382 | 11,849,046 | |
Select Medical Holdings Corp. (b) | 896,288 | 27,336,784 | |
Surgery Partners, Inc. (a) | 443,582 | 17,592,462 | |
The Ensign Group, Inc. | 463,237 | 44,975,680 | |
The Joint Corp. (a) | 120,917 | 1,909,279 | |
The Oncology Institute, Inc. (a)(b) | 271,535 | 138,483 | |
U.S. Physical Therapy, Inc. | 110,605 | 11,775,008 | |
505,631,571 | |||
Health Care Technology - 0.5% | |||
American Well Corp. (a)(b) | 1,970,589 | 4,315,590 | |
Babylon Holdings Ltd. Class A (a)(b) | 32,664 | 260,005 | |
Computer Programs & Systems, Inc. (a) | 121,594 | 3,146,853 | |
Evolent Health, Inc. (a)(b) | 707,819 | 25,771,690 | |
Health Catalyst, Inc. (a)(b) | 474,857 | 5,983,198 | |
HealthStream, Inc. | 204,959 | 5,050,190 | |
MultiPlan Corp. Class A (a)(b) | 3,250,828 | 3,180,285 | |
Nextgen Healthcare, Inc. (a)(b) | 475,226 | 7,955,283 | |
OptimizeRx Corp. (a)(b) | 144,818 | 2,176,615 | |
Phreesia, Inc. (a) | 428,299 | 13,551,380 | |
Schrodinger, Inc. (a)(b) | 466,924 | 13,783,596 | |
Sharecare, Inc. Class A (a)(b) | 2,570,736 | 3,958,933 | |
Simulations Plus, Inc. | 136,289 | 5,690,066 | |
Veradigm, Inc. (a) | 931,790 | 11,638,057 | |
106,461,741 | |||
Life Sciences Tools & Services - 0.7% | |||
AbCellera Biologics, Inc. (a)(b) | 1,785,880 | 12,108,266 | |
Adaptive Biotechnologies Corp. (a)(b) | 965,700 | 6,895,098 | |
Akoya Biosciences, Inc. (a)(b) | 136,947 | 953,151 | |
Alpha Teknova, Inc. (a)(b) | 51,569 | 97,465 | |
BioLife Solutions, Inc. (a)(b) | 291,972 | 5,127,028 | |
BioNano Genomics, Inc. (a)(b) | 2,580,213 | 1,774,929 | |
Codexis, Inc. (a) | 532,517 | 2,087,467 | |
CryoPort, Inc. (a)(b) | 381,950 | 8,036,228 | |
Cytek Biosciences, Inc. (a)(b) | 988,748 | 11,350,827 | |
Inotiv, Inc. (a)(b) | 202,167 | 1,120,005 | |
MaxCyte, Inc. (a)(b) | 760,803 | 3,804,015 | |
Medpace Holdings, Inc. (a)(b) | 218,891 | 43,808,845 | |
Nanostring Technologies, Inc. (a)(b) | 400,678 | 3,926,644 | |
Nautilus Biotechnology, Inc. (a)(b) | 384,780 | 992,732 | |
OmniAb, Inc. (a)(b) | 667,215 | 2,321,908 | |
Pacific Biosciences of California, Inc. (a)(b) | 2,135,226 | 22,633,396 | |
Phenomex, Inc. (a) | 536,183 | 627,334 | |
Quanterix Corp. (a)(b) | 292,637 | 3,698,932 | |
Quantum-Si, Inc. (a)(b) | 792,095 | 1,164,380 | |
Science 37 Holdings, Inc. (a)(b) | 463,886 | 131,697 | |
Seer, Inc. (a)(b) | 449,790 | 1,502,299 | |
Singular Genomics Systems, Inc. (a)(b) | 460,423 | 455,819 | |
SomaLogic, Inc. Class A (a)(b) | 1,329,512 | 3,722,634 | |
138,341,099 | |||
Pharmaceuticals - 1.7% | |||
Aclaris Therapeutics, Inc. (a)(b) | 559,379 | 4,972,879 | |
Amneal Pharmaceuticals, Inc. (a) | 872,614 | 1,684,145 | |
Amphastar Pharmaceuticals, Inc. (a)(b) | 330,656 | 11,827,565 | |
Amylyx Pharmaceuticals, Inc. (a)(b) | 435,263 | 12,361,469 | |
AN2 Therapeutics, Inc. (a)(b) | 86,826 | 681,584 | |
ANI Pharmaceuticals, Inc. (a)(b) | 109,804 | 4,141,807 | |
Arvinas Holding Co. LLC (a) | 421,415 | 11,045,287 | |
Atea Pharmaceuticals, Inc. (a) | 654,319 | 2,139,623 | |
Athira Pharma, Inc. (a)(b) | 287,575 | 802,334 | |
Axsome Therapeutics, Inc. (a)(b) | 276,094 | 19,749,004 | |
Cara Therapeutics, Inc. (a)(b) | 386,448 | 1,623,082 | |
Cassava Sciences, Inc. (a)(b) | 328,062 | 7,617,600 | |
Collegium Pharmaceutical, Inc. (a)(b) | 289,054 | 6,726,287 | |
Corcept Therapeutics, Inc. (a)(b) | 745,185 | 16,789,018 | |
DICE Therapeutics, Inc. (a)(b) | 304,150 | 9,884,875 | |
Edgewise Therapeutics, Inc. (a)(b) | 325,339 | 2,853,223 | |
Esperion Therapeutics, Inc. (a)(b) | 640,398 | 845,325 | |
Evolus, Inc. (a)(b) | 307,022 | 2,683,372 | |
Eyepoint Pharmaceuticals, Inc. (a)(b) | 224,709 | 1,411,173 | |
Fulcrum Therapeutics, Inc. (a)(b) | 448,082 | 1,120,205 | |
Harmony Biosciences Holdings, Inc. (a)(b) | 227,121 | 7,322,381 | |
Innoviva, Inc. (a)(b) | 541,465 | 6,351,384 | |
Intra-Cellular Therapies, Inc. (a) | 789,948 | 49,095,268 | |
Ligand Pharmaceuticals, Inc. Class B (a)(b) | 130,515 | 9,964,820 | |
Liquidia Corp. (a)(b) | 410,508 | 2,754,509 | |
Nektar Therapeutics (a) | 1,546,457 | 1,163,400 | |
NGM Biopharmaceuticals, Inc. (a)(b) | 352,539 | 1,589,951 | |
Nuvation Bio, Inc. (a) | 993,613 | 1,599,717 | |
Ocular Therapeutix, Inc. (a) | 664,697 | 4,121,121 | |
Pacira Biosciences, Inc. (a)(b) | 388,335 | 17,595,459 | |
Phathom Pharmaceuticals, Inc. (a)(b) | 210,738 | 2,254,897 | |
Phibro Animal Health Corp. Class A | 173,208 | 2,695,116 | |
Prestige Brands Holdings, Inc. (a) | 428,239 | 26,349,546 | |
Reata Pharmaceuticals, Inc. (a)(b) | 238,080 | 23,536,589 | |
Relmada Therapeutics, Inc. (a)(b) | 235,501 | 593,463 | |
Revance Therapeutics, Inc. (a)(b) | 695,926 | 22,151,325 | |
Scilex Holding Co. (b) | 528,042 | 3,440,722 | |
SIGA Technologies, Inc. (b) | 403,533 | 2,352,597 | |
Supernus Pharmaceuticals, Inc. (a)(b) | 426,553 | 15,722,744 | |
Tarsus Pharmaceuticals, Inc. (a)(b) | 158,211 | 2,360,508 | |
Theravance Biopharma, Inc. (a)(b) | 563,534 | 6,103,073 | |
Theseus Pharmaceuticals, Inc. (a)(b) | 146,374 | 1,498,870 | |
Third Harmonics Bio, Inc. (b) | 106,262 | 481,367 | |
Ventyx Biosciences, Inc. (a)(b) | 214,182 | 8,053,243 | |
Xeris Biopharma Holdings, Inc. (a)(b) | 1,141,806 | 2,580,482 | |
342,692,409 | |||
TOTAL HEALTH CARE | 3,355,504,064 | ||
INDUSTRIALS - 16.8% | |||
Aerospace & Defense - 1.1% | |||
AAR Corp. (a) | 284,631 | 15,022,824 | |
Aerojet Rocketdyne Holdings, Inc. (a) | 678,728 | 38,287,046 | |
AeroVironment, Inc. (a)(b) | 212,534 | 21,400,048 | |
AerSale Corp. (a)(b) | 216,591 | 3,504,442 | |
Archer Aviation, Inc. Class A (a)(b) | 1,255,286 | 2,485,466 | |
Astra Space, Inc. Class A (a)(b) | 1,298,098 | 548,446 | |
Astronics Corp. (a) | 219,860 | 3,240,736 | |
Cadre Holdings, Inc. | 165,045 | 3,475,848 | |
Ducommun, Inc. (a) | 96,505 | 4,825,250 | |
Kaman Corp. | 246,327 | 5,436,437 | |
Kratos Defense & Security Solutions, Inc. (a) | 1,065,253 | 13,741,764 | |
Maxar Technologies, Inc. | 632,879 | 33,365,381 | |
Momentus, Inc. Class A (a)(b) | 461,469 | 198,478 | |
Moog, Inc. Class A | 245,460 | 22,118,401 | |
National Presto Industries, Inc. (b) | 44,767 | 3,045,051 | |
Park Aerospace Corp. | 170,480 | 2,229,878 | |
Parsons Corp. (a) | 286,554 | 12,465,099 | |
Redwire Corp. (a)(b) | 173,399 | 560,079 | |
Rocket Lab U.S.A., Inc. Class A (a)(b) | 1,864,391 | 7,308,413 | |
Terran Orbital Corp. Class A (a)(b) | 351,527 | 625,718 | |
Triumph Group, Inc. (a) | 553,235 | 5,980,470 | |
V2X, Inc. (a)(b) | 103,517 | 4,471,934 | |
Virgin Galactic Holdings, Inc. (a)(b) | 2,096,021 | 7,629,516 | |
211,966,725 | |||
Air Freight & Logistics - 0.3% | |||
Air Transport Services Group, Inc. (a)(b) | 497,598 | 10,106,215 | |
Forward Air Corp. (b) | 231,747 | 24,451,626 | |
Hub Group, Inc. Class A (a) | 278,307 | 20,984,348 | |
Radiant Logistics, Inc. (a) | 319,479 | 2,108,561 | |
57,650,750 | |||
Building Products - 1.5% | |||
AAON, Inc. (b) | 377,676 | 37,012,248 | |
American Woodmark Corp. (a) | 142,241 | 7,186,015 | |
Apogee Enterprises, Inc. | 191,401 | 8,146,027 | |
AZZ, Inc. | 210,918 | 7,957,936 | |
Caesarstone Sdot-Yam Ltd. (b) | 193,172 | 880,864 | |
CSW Industrials, Inc. | 125,854 | 16,948,758 | |
Gibraltar Industries, Inc. (a) | 267,400 | 13,380,696 | |
Griffon Corp. | 374,693 | 10,660,016 | |
Insteel Industries, Inc. | 162,614 | 4,476,763 | |
Janus International Group, Inc. (a) | 704,141 | 6,337,269 | |
Jeld-Wen Holding, Inc. (a) | 719,080 | 9,189,842 | |
Masonite International Corp. (a)(b) | 191,417 | 17,497,428 | |
PGT Innovations, Inc. (a) | 498,271 | 12,785,634 | |
Quanex Building Products Corp. (b) | 286,649 | 5,474,996 | |
Resideo Technologies, Inc. (a) | 1,245,716 | 22,173,745 | |
Simpson Manufacturing Co. Ltd. | 368,718 | 46,377,350 | |
UFP Industries, Inc. | 515,527 | 40,479,180 | |
View, Inc. Class A (a)(b) | 1,144,414 | 391,390 | |
Zurn Elkay Water Solutions Cor | 1,070,672 | 23,072,982 | |
290,429,139 | |||
Commercial Services & Supplies - 1.5% | |||
ABM Industries, Inc. (b) | 570,805 | 24,304,877 | |
ACCO Brands Corp. | 786,209 | 3,600,837 | |
ACV Auctions, Inc. Class A (a)(b) | 1,017,120 | 13,253,074 | |
Aris Water Solution, Inc. Class A (b) | 192,950 | 1,402,747 | |
Brady Corp. Class A | 387,401 | 19,769,073 | |
BrightView Holdings, Inc. (a) | 353,254 | 1,953,495 | |
Casella Waste Systems, Inc. Class A (a)(b) | 429,757 | 38,248,373 | |
Cimpress PLC (a) | 152,084 | 7,900,764 | |
CompX International, Inc. Class A (b) | 14,565 | 263,627 | |
CoreCivic, Inc. (a) | 980,611 | 8,619,571 | |
Deluxe Corp. (b) | 378,315 | 5,731,472 | |
Ennis, Inc. | 218,819 | 4,251,653 | |
Harsco Corp. (a) | 676,277 | 4,646,023 | |
Healthcare Services Group, Inc. (b) | 641,425 | 10,012,644 | |
Heritage-Crystal Clean, Inc. (a)(b) | 135,592 | 4,740,296 | |
HNI Corp. (b) | 356,360 | 9,258,233 | |
Interface, Inc. | 492,091 | 3,857,993 | |
KAR Auction Services, Inc. (a)(b) | 926,833 | 12,549,319 | |
Kimball International, Inc. Class B (b) | 302,387 | 3,722,384 | |
Li-Cycle Holdings Corp. (a)(b) | 1,183,647 | 5,622,323 | |
Liquidity Services, Inc. (a) | 212,265 | 2,774,304 | |
Matthews International Corp. Class A | 256,456 | 9,711,989 | |
Millerknoll, Inc. (b) | 656,802 | 11,172,202 | |
Montrose Environmental Group, Inc. (a)(b) | 237,026 | 7,219,812 | |
NL Industries, Inc. | 75,786 | 487,304 | |
Pitney Bowes, Inc. (b) | 1,494,682 | 5,246,334 | |
Quad/Graphics, Inc. (a) | 279,671 | 976,052 | |
SP Plus Corp. (a) | 170,958 | 5,841,635 | |
Steelcase, Inc. Class A (b) | 750,716 | 6,005,728 | |
The Brink's Co. | 389,950 | 24,508,358 | |
The GEO Group, Inc. (a) | 1,017,889 | 7,664,704 | |
UniFirst Corp. | 128,649 | 21,057,268 | |
Viad Corp. (a)(b) | 174,780 | 3,326,063 | |
VSE Corp. | 91,407 | 3,865,602 | |
293,566,133 | |||
Construction & Engineering - 1.7% | |||
Ameresco, Inc. Class A (a)(b) | 274,767 | 11,430,307 | |
API Group Corp. (a) | 1,786,653 | 40,664,222 | |
Arcosa, Inc. | 417,670 | 28,209,432 | |
Argan, Inc. (b) | 110,191 | 4,432,984 | |
Comfort Systems U.S.A., Inc. | 305,486 | 45,667,102 | |
Concrete Pumping Holdings, Inc. (a) | 217,803 | 1,513,731 | |
Construction Partners, Inc. Class A (a)(b) | 345,933 | 8,973,502 | |
Dycom Industries, Inc. (a)(b) | 249,096 | 23,071,272 | |
EMCOR Group, Inc. | 406,280 | 69,473,880 | |
Fluor Corp. (a)(b) | 1,227,023 | 35,657,288 | |
Granite Construction, Inc. (b) | 381,658 | 14,552,620 | |
Great Lakes Dredge & Dock Corp. (a) | 559,912 | 3,208,296 | |
IES Holdings, Inc. (a) | 73,783 | 3,186,688 | |
MYR Group, Inc. (a) | 141,398 | 18,097,530 | |
Northwest Pipe Co. (a) | 83,854 | 2,309,339 | |
Primoris Services Corp. | 455,743 | 11,530,298 | |
Sterling Construction Co., Inc. (a)(b) | 251,885 | 9,299,594 | |
Tutor Perini Corp. (a)(b) | 359,105 | 1,903,257 | |
333,181,342 | |||
Electrical Equipment - 1.4% | |||
Allied Motion Technologies, Inc. | 115,215 | 3,965,700 | |
Array Technologies, Inc. (a)(b) | 1,299,225 | 26,569,151 | |
Atkore, Inc. (a)(b) | 339,709 | 42,915,438 | |
Babcock & Wilcox Enterprises, Inc. (a)(b) | 523,886 | 3,258,571 | |
Blink Charging Co. (a)(b) | 367,645 | 2,621,309 | |
Bloom Energy Corp. Class A (a)(b) | 1,549,661 | 25,801,856 | |
Encore Wire Corp. (b) | 152,748 | 23,879,095 | |
Energy Vault Holdings, Inc. Class A (a)(b) | 715,729 | 1,209,582 | |
EnerSys (b) | 351,053 | 29,126,867 | |
Enovix Corp. (a)(b) | 938,405 | 10,153,542 | |
ESS Tech, Inc. Class A (a)(b) | 713,271 | 763,200 | |
Fluence Energy, Inc. (a)(b) | 316,239 | 5,711,276 | |
FTC Solar, Inc. (a)(b) | 375,860 | 1,026,098 | |
FuelCell Energy, Inc. (a)(b) | 3,527,385 | 6,631,484 | |
GrafTech International Ltd. (b) | 1,666,176 | 7,847,689 | |
Heliogen, Inc. (a)(b) | 759,369 | 213,155 | |
Nextracker, Inc. Class A | 265,615 | 8,364,216 | |
NuScale Power Corp. (a)(b) | 272,904 | 2,420,658 | |
Powell Industries, Inc. | 79,336 | 3,178,200 | |
Preformed Line Products Co. | 21,465 | 2,667,670 | |
Shoals Technologies Group, Inc. (a)(b) | 1,402,905 | 29,306,685 | |
Stem, Inc. (a)(b) | 1,246,726 | 5,273,651 | |
SunPower Corp. (a)(b) | 705,888 | 9,331,839 | |
Thermon Group Holdings, Inc. (a) | 282,949 | 5,879,680 | |
TPI Composites, Inc. (a)(b) | 316,015 | 3,905,945 | |
Vicor Corp. (a) | 190,364 | 8,179,941 | |
270,202,498 | |||
Ground Transportation - 0.7% | |||
ArcBest Corp. | 208,881 | 19,718,366 | |
Bird Global, Inc. Class A (a)(b) | 1,467,069 | 198,641 | |
Covenant Transport Group, Inc. Class A (b) | 79,663 | 3,137,926 | |
Daseke, Inc. (a)(b) | 347,423 | 2,841,920 | |
Heartland Express, Inc. (b) | 399,198 | 5,780,387 | |
Marten Transport Ltd. | 500,835 | 10,111,859 | |
P.A.M. Transportation Services, Inc. (a)(b) | 56,466 | 1,267,662 | |
Saia, Inc. (a)(b) | 228,954 | 68,175,633 | |
TuSimple Holdings, Inc. (a)(b) | 1,231,785 | 1,490,460 | |
Universal Logistics Holdings, Inc. | 62,005 | 1,587,328 | |
Werner Enterprises, Inc. | 544,652 | 24,601,931 | |
138,912,113 | |||
Industrial Conglomerates - 0.0% | |||
Brookfield Business Corp. Class A (b) | 225,744 | 4,167,234 | |
Machinery - 3.9% | |||
3D Systems Corp. (a)(b) | 1,090,972 | 9,993,304 | |
Alamo Group, Inc. | 86,596 | 15,304,111 | |
Albany International Corp. Class A (b) | 267,908 | 24,435,889 | |
Astec Industries, Inc. | 198,029 | 8,174,637 | |
Barnes Group, Inc. | 419,163 | 17,617,421 | |
Berkshire Grey, Inc. Class A (a)(b) | 443,954 | 608,217 | |
Blue Bird Corp. (a) | 149,810 | 2,801,447 | |
Chart Industries, Inc. (a)(b) | 368,157 | 49,001,697 | |
CIRCOR International, Inc. (a) | 159,184 | 4,431,683 | |
Columbus McKinnon Corp. (NY Shares) | 239,628 | 8,317,488 | |
Desktop Metal, Inc. (a)(b) | 2,320,596 | 5,105,311 | |
Douglas Dynamics, Inc. | 195,104 | 5,718,498 | |
Energy Recovery, Inc. (a)(b) | 474,908 | 10,699,677 | |
Enerpac Tool Group Corp. Class A | 492,439 | 11,700,351 | |
EnPro Industries, Inc. | 179,846 | 16,954,082 | |
ESCO Technologies, Inc. (b) | 221,615 | 20,736,516 | |
Evoqua Water Technologies Corp. (a) | 1,013,610 | 50,123,015 | |
Fathom Digital Manufacturing Corp. (a)(b) | 221,759 | 104,626 | |
Federal Signal Corp. | 513,728 | 26,395,345 | |
Franklin Electric Co., Inc. | 397,089 | 35,527,553 | |
Gorman-Rupp Co. | 195,652 | 4,803,257 | |
Helios Technologies, Inc. | 281,402 | 16,923,516 | |
Hillenbrand, Inc. | 597,592 | 27,262,147 | |
Hillman Solutions Corp. Class A (a)(b) | 1,170,945 | 9,835,938 | |
Hydrofarm Holdings Group, Inc. (a)(b) | 382,824 | 601,034 | |
Hyliion Holdings Corp. Class A (a)(b) | 1,209,652 | 1,657,223 | |
Hyster-Yale Materials Handling, Inc. Class A | 93,235 | 4,909,755 | |
Hyzon Motors, Inc. Class A (a)(b) | 749,761 | 623,501 | |
John Bean Technologies Corp. (b) | 272,810 | 29,657,175 | |
Kadant, Inc. | 100,206 | 18,621,281 | |
Kennametal, Inc. | 701,295 | 18,205,618 | |
Lightning eMotors, Inc. (a)(b) | 25,768 | 114,668 | |
Lindsay Corp. | 95,203 | 11,494,810 | |
Luxfer Holdings PLC sponsored | 235,058 | 3,584,635 | |
Manitowoc Co., Inc. (a) | 300,310 | 4,591,740 | |
Markforged Holding Corp. (a)(b) | 985,719 | 960,977 | |
Microvast Holdings, Inc. (a)(b) | 1,486,142 | 1,560,449 | |
Miller Industries, Inc. | 93,964 | 3,063,226 | |
Mueller Industries, Inc. (b) | 482,317 | 34,654,476 | |
Mueller Water Products, Inc. Class A | 1,343,399 | 18,001,547 | |
Nikola Corp. (a)(b) | 2,927,997 | 2,592,741 | |
Omega Flex, Inc. (b) | 28,390 | 3,123,184 | |
Proterra, Inc. Class A (a)(b) | 1,921,529 | 2,248,189 | |
Proto Labs, Inc. (a) | 234,684 | 6,751,859 | |
RBC Bearings, Inc. (a)(b) | 245,837 | 55,807,457 | |
REV Group, Inc. | 285,942 | 3,068,158 | |
Sarcos Technology and Robotics Corp. Class A (a)(b) | 850,015 | 340,091 | |
Shyft Group, Inc. (The) (b) | 298,406 | 7,484,022 | |
SPX Technologies, Inc. (a)(b) | 376,503 | 23,975,711 | |
Standex International Corp. | 101,431 | 12,456,741 | |
Tennant Co. | 158,874 | 12,141,151 | |
Terex Corp. (b) | 574,815 | 25,631,001 | |
The Greenbrier Companies, Inc. | 275,214 | 7,279,410 | |
Titan International, Inc. (a) | 444,091 | 4,334,328 | |
Trinity Industries, Inc. | 707,618 | 16,947,451 | |
Velo3D, Inc. (a)(b) | 495,934 | 1,160,486 | |
Wabash National Corp. | 410,566 | 10,539,229 | |
Watts Water Technologies, Inc. Class A | 235,438 | 38,077,388 | |
Xos, Inc. Class A (a)(b) | 410,499 | 208,287 | |
769,044,725 | |||
Marine Transportation - 0.3% | |||
Costamare, Inc. (b) | 450,304 | 4,066,245 | |
Eagle Bulk Shipping, Inc. (b) | 117,333 | 5,247,132 | |
Eneti, Inc. | 183,231 | 1,570,290 | |
Genco Shipping & Trading Ltd. (b) | 321,872 | 4,960,048 | |
Golden Ocean Group Ltd. (b) | 1,061,792 | 9,715,397 | |
Matson, Inc. | 321,879 | 21,897,428 | |
Safe Bulkers, Inc. (b) | 620,481 | 2,270,960 | |
49,727,500 | |||
Passenger Airlines - 0.3% | |||
Allegiant Travel Co. (a)(b) | 136,036 | 14,135,501 | |
Blade Air Mobility, Inc. (a)(b) | 497,160 | 1,302,559 | |
Frontier Group Holdings, Inc. (a)(b) | 317,174 | 3,009,981 | |
Hawaiian Holdings, Inc. (a)(b) | 429,714 | 3,579,518 | |
Joby Aviation, Inc. (a)(b) | 2,238,334 | 9,691,986 | |
SkyWest, Inc. (a) | 429,858 | 12,164,981 | |
Spirit Airlines, Inc. | 933,742 | 15,966,988 | |
Sun Country Airlines Holdings, Inc. (a)(b) | 284,783 | 5,618,769 | |
Wheels Up Experience, Inc. Class A (a)(b) | 1,370,080 | 633,662 | |
66,103,945 | |||
Professional Services - 2.4% | |||
Alight, Inc. Class A (a) | 3,314,983 | 30,663,593 | |
ASGN, Inc. (a) | 422,881 | 30,274,051 | |
Barrett Business Services, Inc. | 58,711 | 4,908,827 | |
CBIZ, Inc. (a)(b) | 405,776 | 21,380,337 | |
Conduent, Inc. (a) | 1,456,201 | 5,111,266 | |
CRA International, Inc. (b) | 59,845 | 6,292,103 | |
CSG Systems International, Inc. | 267,624 | 14,098,432 | |
ExlService Holdings, Inc. (a) | 278,970 | 49,762,669 | |
Exponent, Inc. | 438,278 | 40,343,490 | |
First Advantage Corp. (a)(b) | 508,664 | 6,541,419 | |
Forrester Research, Inc. (a) | 99,159 | 3,067,979 | |
Franklin Covey Co. (a) | 105,088 | 3,858,831 | |
Heidrick & Struggles International, Inc. | 169,337 | 4,252,052 | |
HireRight Holdings Corp. (a)(b) | 186,003 | 1,971,632 | |
Huron Consulting Group, Inc. (a) | 169,837 | 14,400,479 | |
IBEX Ltd. (a) | 76,626 | 1,568,534 | |
ICF International, Inc. (b) | 158,917 | 18,116,538 | |
Insperity, Inc. | 308,225 | 37,745,234 | |
Kelly Services, Inc. Class A (non-vtg.) (b) | 289,318 | 4,747,708 | |
Kforce, Inc. (b) | 171,214 | 10,125,596 | |
Korn Ferry | 451,352 | 21,673,923 | |
LegalZoom.com, Inc. (a)(b) | 835,034 | 7,832,619 | |
Maximus, Inc. | 520,907 | 43,573,871 | |
NV5 Global, Inc. (a)(b) | 116,687 | 11,053,760 | |
Planet Labs PBC Class A (a)(b) | 1,675,407 | 6,835,661 | |
Red Violet, Inc. (a) | 81,771 | 1,398,284 | |
Resources Connection, Inc. | 277,989 | 4,055,860 | |
Skillsoft Corp. (a)(b) | 694,644 | 854,412 | |
Spire Global, Inc. (a)(b) | 1,021,326 | 714,928 | |
Sterling Check Corp. (a)(b) | 207,943 | 2,337,279 | |
TriNet Group, Inc. (a)(b) | 322,536 | 29,924,890 | |
TrueBlue, Inc. (a) | 275,741 | 4,177,476 | |
Ttec Holdings, Inc. | 163,377 | 5,566,254 | |
Upwork, Inc. (a)(b) | 1,046,296 | 10,013,053 | |
Verra Mobility Corp. (a)(b) | 1,206,417 | 20,448,768 | |
Willdan Group, Inc. (a)(b) | 100,905 | 1,478,258 | |
481,170,066 | |||
Trading Companies & Distributors - 1.7% | |||
Alta Equipment Group, Inc. | 178,840 | 2,528,798 | |
Applied Industrial Technologies, Inc. | 329,612 | 44,715,164 | |
Beacon Roofing Supply, Inc. (a)(b) | 443,075 | 26,664,254 | |
BlueLinx Corp. (a) | 76,025 | 5,326,312 | |
Boise Cascade Co. | 340,995 | 23,293,368 | |
Custom Truck One Source, Inc. Class A (a)(b) | 519,169 | 3,260,381 | |
Distribution Solutions Group I (a)(b) | 42,720 | 1,994,170 | |
DXP Enterprises, Inc. (a) | 130,329 | 3,284,291 | |
GATX Corp. (b) | 301,512 | 34,345,232 | |
Global Industrial Co. | 113,037 | 3,012,436 | |
GMS, Inc. (a) | 360,686 | 20,941,429 | |
H&E Equipment Services, Inc. | 274,957 | 10,035,931 | |
Herc Holdings, Inc. (b) | 216,950 | 21,699,339 | |
Hudson Technologies, Inc. (a)(b) | 376,198 | 2,908,011 | |
Karat Packaging, Inc. | 48,130 | 652,643 | |
McGrath RentCorp. | 208,650 | 18,544,812 | |
MRC Global, Inc. (a) | 714,842 | 6,962,561 | |
NOW, Inc. (a) | 948,810 | 10,123,803 | |
Rush Enterprises, Inc.: | |||
Class A | 413,350 | 21,953,019 | |
Class B | 2,375 | 139,128 | |
Textainer Group Holdings Ltd. (b) | 372,445 | 13,072,820 | |
Titan Machinery, Inc. (a)(b) | 175,014 | 5,486,689 | |
Transcat, Inc. (a)(b) | 61,297 | 4,676,348 | |
Triton International Ltd. | 500,566 | 41,381,791 | |
Veritiv Corp. | 112,948 | 12,974,337 | |
Xometry, Inc. (a)(b) | 295,188 | 4,100,161 | |
344,077,228 | |||
TOTAL INDUSTRIALS | 3,310,199,398 | ||
INFORMATION TECHNOLOGY - 11.3% | |||
Communications Equipment - 0.7% | |||
ADTRAN Holdings, Inc. (b) | 664,957 | 6,064,408 | |
Aviat Networks, Inc. (a)(b) | 96,319 | 3,160,226 | |
Calix, Inc. (a) | 496,182 | 22,675,517 | |
Cambium Networks Corp. (a) | 100,032 | 1,514,484 | |
Casa Systems, Inc. (a)(b) | 301,452 | 376,815 | |
Clearfield, Inc. (a)(b) | 111,586 | 4,874,076 | |
CommScope Holding Co., Inc. (a) | 1,768,352 | 8,717,975 | |
Comtech Telecommunications Corp. | 220,954 | 2,286,874 | |
Digi International, Inc. (a)(b) | 300,455 | 9,061,723 | |
DZS, Inc. (a)(b) | 175,472 | 1,193,210 | |
Extreme Networks, Inc. (a) | 1,087,595 | 19,337,439 | |
Harmonic, Inc. (a)(b) | 795,498 | 11,208,567 | |
Infinera Corp. (a)(b) | 1,666,645 | 10,549,863 | |
Inseego Corp. (a)(b) | 698,493 | 420,493 | |
NETGEAR, Inc. (a) | 240,610 | 3,399,819 | |
NetScout Systems, Inc. (a) | 584,793 | 15,912,218 | |
Ondas Holdings, Inc. (a)(b) | 306,431 | 306,431 | |
Ribbon Communications, Inc. (a) | 620,633 | 1,588,820 | |
Viavi Solutions, Inc. (a)(b) | 1,934,577 | 17,333,810 | |
139,982,768 | |||
Electronic Equipment, Instruments & Components - 2.4% | |||
908 Devices, Inc. (a)(b) | 192,589 | 1,301,902 | |
Advanced Energy Industries, Inc. (b) | 324,008 | 28,026,692 | |
Aeva Technologies, Inc. (a)(b) | 834,088 | 827,332 | |
AEye, Inc. Class A (a)(b) | 845,412 | 168,068 | |
Akoustis Technologies, Inc. (a)(b) | 578,765 | 1,649,480 | |
Arlo Technologies, Inc. (a) | 750,406 | 4,832,615 | |
Badger Meter, Inc. | 252,108 | 33,361,452 | |
Belden, Inc. | 365,328 | 28,820,726 | |
Benchmark Electronics, Inc. | 302,381 | 6,455,834 | |
Cepton, Inc. (a)(b) | 387,177 | 144,417 | |
CTS Corp. | 273,237 | 10,713,623 | |
ePlus, Inc. (a) | 229,558 | 9,994,955 | |
Evolv Technologies Holdings, Inc. (a)(b) | 723,119 | 2,603,228 | |
Fabrinet (a)(b) | 318,433 | 30,235,213 | |
FARO Technologies, Inc. (a)(b) | 162,382 | 3,791,620 | |
Focus Universal, Inc. (b) | 225,074 | 479,408 | |
Identiv, Inc. (a)(b) | 194,657 | 1,070,614 | |
Insight Enterprises, Inc. (a)(b) | 269,629 | 32,611,628 | |
Itron, Inc. (a)(b) | 388,576 | 20,749,958 | |
Kimball Electronics, Inc. (a) | 205,656 | 4,139,855 | |
Knowles Corp. (a)(b) | 767,307 | 12,952,142 | |
Lightwave Logic, Inc. (a)(b) | 981,574 | 4,417,083 | |
Methode Electronics, Inc. Class A | 305,170 | 12,508,918 | |
MicroVision, Inc. (a)(b) | 1,425,624 | 2,851,248 | |
Mirion Technologies, Inc. Class A (a)(b) | 1,177,943 | 9,541,338 | |
Napco Security Technologies, Inc. (a)(b) | 271,456 | 8,415,136 | |
nLIGHT, Inc. (a)(b) | 385,841 | 3,383,826 | |
Novanta, Inc. (a)(b) | 306,099 | 46,784,171 | |
OSI Systems, Inc. (a)(b) | 137,641 | 15,547,927 | |
Ouster, Inc. (a)(b) | 241,169 | 853,738 | |
Par Technology Corp. (a)(b) | 229,339 | 7,015,480 | |
PC Connection, Inc. (b) | 97,021 | 3,907,036 | |
Plexus Corp. (a) | 235,856 | 20,630,324 | |
Rogers Corp. (a) | 161,840 | 26,048,148 | |
Sanmina Corp. (a) | 490,918 | 25,655,375 | |
ScanSource, Inc. (a) | 217,092 | 5,937,466 | |
Smartrent, Inc. (a)(b) | 1,047,703 | 2,703,074 | |
TTM Technologies, Inc. (a)(b) | 870,540 | 10,281,077 | |
Vishay Intertechnology, Inc. | 1,118,643 | 23,815,909 | |
Vishay Precision Group, Inc. (a) | 106,509 | 3,998,348 | |
469,226,384 | |||
IT Services - 0.4% | |||
BigCommerce Holdings, Inc. (a)(b) | 564,174 | 4,169,246 | |
Brightcove, Inc. (a) | 364,740 | 1,510,024 | |
Cerberus Cyber Sentinel Corp. (a)(b) | 499,415 | 105,926 | |
Cyxtera Technologies, Inc. Class A (a)(b) | 321,543 | 104,566 | |
Digitalocean Holdings, Inc. (a)(b) | 601,960 | 18,985,818 | |
Edgio, Inc. (a)(b) | 1,175,234 | 776,830 | |
Fastly, Inc. Class A (a)(b) | 979,299 | 14,474,039 | |
Grid Dynamics Holdings, Inc. (a) | 466,635 | 5,072,322 | |
Hackett Group, Inc. (b) | 197,561 | 3,666,732 | |
Information Services Group, Inc. | 310,068 | 1,578,246 | |
Perficient, Inc. (a)(b) | 294,567 | 19,123,290 | |
PFSweb, Inc. (a) | 138,699 | 557,570 | |
Rackspace Technology, Inc. (a)(b) | 489,535 | 714,721 | |
Squarespace, Inc. Class A (a) | 261,428 | 8,130,411 | |
Tucows, Inc. (a)(b) | 85,042 | 1,904,090 | |
Unisys Corp. (a) | 577,613 | 1,854,138 | |
82,727,969 | |||
Semiconductors & Semiconductor Equipment - 2.6% | |||
ACM Research, Inc. (a) | 414,918 | 3,879,483 | |
Alpha & Omega Semiconductor Ltd. (a)(b) | 189,826 | 4,533,045 | |
Ambarella, Inc. (a)(b) | 319,541 | 19,805,151 | |
Amkor Technology, Inc. | 872,880 | 19,526,326 | |
Atomera, Inc. (a)(b) | 182,341 | 1,440,494 | |
Axcelis Technologies, Inc. (a)(b) | 281,332 | 33,281,576 | |
AXT, Inc. (a)(b) | 353,234 | 943,135 | |
CEVA, Inc. (a) | 196,073 | 4,927,314 | |
Cohu, Inc. (a) | 404,954 | 13,703,643 | |
Credo Technology Group Holding Ltd. (a)(b) | 842,541 | 6,833,008 | |
Diodes, Inc. (a)(b) | 383,108 | 30,533,708 | |
FormFactor, Inc. (a) | 664,642 | 18,151,373 | |
Ichor Holdings Ltd. (a)(b) | 240,755 | 6,705,027 | |
Impinj, Inc. (a)(b) | 184,705 | 16,329,769 | |
indie Semiconductor, Inc. (a)(b) | 920,524 | 6,968,367 | |
Kulicke & Soffa Industries, Inc. (b) | 480,482 | 22,899,772 | |
MACOM Technology Solutions Holdings, Inc. (a)(b) | 466,721 | 27,228,503 | |
MaxLinear, Inc. Class A (a)(b) | 628,578 | 15,167,587 | |
Onto Innovation, Inc. (a) | 427,194 | 34,594,170 | |
PDF Solutions, Inc. (a) | 258,286 | 9,311,210 | |
Photronics, Inc. (a)(b) | 513,748 | 7,428,796 | |
Power Integrations, Inc. (b) | 487,640 | 35,490,439 | |
Rambus, Inc. (a)(b) | 920,973 | 40,835,943 | |
Rigetti Computing, Inc. Class A (a)(b) | 707,183 | 332,376 | |
Semtech Corp. (a) | 544,861 | 10,619,341 | |
Silicon Laboratories, Inc. (a)(b) | 272,676 | 37,983,767 | |
SiTime Corp. (a)(b) | 140,170 | 15,204,240 | |
SkyWater Technology, Inc. (a)(b) | 99,810 | 902,282 | |
SMART Global Holdings, Inc. (a)(b) | 418,204 | 6,448,706 | |
Synaptics, Inc. (a) | 342,513 | 30,332,951 | |
Transphorm, Inc. (a)(b) | 183,205 | 562,439 | |
Ultra Clean Holdings, Inc. (a)(b) | 389,173 | 11,106,997 | |
Veeco Instruments, Inc. (a)(b) | 435,762 | 8,026,736 | |
502,037,674 | |||
Software - 4.8% | |||
8x8, Inc. (a)(b) | 970,124 | 2,784,256 | |
A10 Networks, Inc. | 551,991 | 7,805,153 | |
ACI Worldwide, Inc. (a) | 966,413 | 24,479,241 | |
Adeia, Inc. | 896,300 | 6,847,732 | |
Agilysys, Inc. (a)(b) | 170,607 | 13,314,170 | |
Alarm.com Holdings, Inc. (a) | 414,881 | 19,785,675 | |
Alkami Technology, Inc. (a)(b) | 314,586 | 3,771,886 | |
Altair Engineering, Inc. Class A (a)(b) | 447,722 | 30,915,204 | |
American Software, Inc. Class A | 274,994 | 3,283,428 | |
Amplitude, Inc. (a)(b) | 486,691 | 5,523,943 | |
AppFolio, Inc. (a)(b) | 169,031 | 23,600,108 | |
Appian Corp. Class A (a)(b) | 345,484 | 12,972,924 | |
Applied Digital Corp. (b) | 581,966 | 1,862,291 | |
Arteris, Inc. (a)(b) | 151,929 | 565,176 | |
Asana, Inc. (a)(b) | 636,765 | 10,302,858 | |
AvePoint, Inc. (a)(b) | 1,136,746 | 4,933,478 | |
Blackbaud, Inc. (a) | 399,928 | 27,737,006 | |
BlackLine, Inc. (a)(b) | 475,626 | 26,497,124 | |
Blend Labs, Inc. (a)(b) | 1,616,872 | 957,350 | |
Box, Inc. Class A (a)(b) | 1,205,812 | 31,905,786 | |
C3.ai, Inc. (a)(b) | 514,295 | 9,164,737 | |
Cerence, Inc. (a)(b) | 346,849 | 8,861,992 | |
Cipher Mining, Inc. (a)(b) | 336,964 | 778,387 | |
Cleanspark, Inc. (a)(b) | 636,018 | 2,486,830 | |
Clear Secure, Inc. (b) | 557,711 | 13,491,029 | |
CommVault Systems, Inc. (a) | 383,713 | 22,358,957 | |
Consensus Cloud Solutions, Inc. (a)(b) | 160,950 | 6,008,264 | |
Couchbase, Inc. (a)(b) | 243,828 | 3,745,198 | |
CS Disco, Inc. (a)(b) | 198,980 | 1,170,002 | |
Cvent Holding Corp. (a)(b) | 395,736 | 3,328,140 | |
Digimarc Corp. (a)(b) | 117,799 | 2,007,295 | |
Digital Turbine, Inc. (a)(b) | 812,115 | 9,526,109 | |
Domo, Inc. Class B (a) | 268,498 | 4,263,748 | |
E2open Parent Holdings, Inc. (a)(b) | 1,711,662 | 10,766,354 | |
Ebix, Inc. | 227,729 | 3,702,874 | |
eGain Communications Corp. (a) | 174,476 | 1,280,654 | |
Enfusion, Inc. Class A (a)(b) | 230,958 | 1,935,428 | |
EngageSmart, Inc. (a)(b) | 310,369 | 5,329,036 | |
Envestnet, Inc. (a)(b) | 473,240 | 29,993,951 | |
Everbridge, Inc. (a) | 345,535 | 9,080,660 | |
EverCommerce, Inc. (a)(b) | 208,677 | 2,518,731 | |
ForgeRock, Inc. (a)(b) | 375,586 | 7,522,988 | |
Greenidge Generation Holdings, Inc. (a)(b) | 98,343 | 48,198 | |
Instructure Holdings, Inc. (a)(b) | 149,676 | 3,970,904 | |
Intapp, Inc. (a) | 125,431 | 5,057,378 | |
InterDigital, Inc. (b) | 255,589 | 17,313,599 | |
IronNet, Inc. Class A (a)(b) | 571,562 | 158,666 | |
Kaleyra, Inc. (a)(b) | 63,864 | 117,510 | |
Latch, Inc. (a)(b) | 914,956 | 722,632 | |
LivePerson, Inc. (a)(b) | 605,039 | 2,801,331 | |
Liveramp Holdings, Inc. (a) | 549,992 | 13,249,307 | |
Livevox Holdings, Inc. (a)(b) | 189,997 | 543,391 | |
Marathon Digital Holdings, Inc. (a)(b) | 1,008,777 | 10,158,384 | |
Matterport, Inc. (a)(b) | 1,946,334 | 4,534,958 | |
MeridianLink, Inc. (a)(b) | 197,947 | 2,957,328 | |
MicroStrategy, Inc. Class A (a)(b) | 83,281 | 27,347,815 | |
Mitek Systems, Inc. (a)(b) | 368,066 | 3,319,955 | |
Model N, Inc. (a)(b) | 321,618 | 9,905,834 | |
Momentive Global, Inc. (a)(b) | 1,125,398 | 10,567,487 | |
N-able, Inc. (a)(b) | 586,929 | 7,483,345 | |
Nextnav, Inc. (a)(b) | 580,958 | 1,254,869 | |
Olo, Inc. (a)(b) | 781,232 | 5,351,439 | |
ON24, Inc. (a) | 365,410 | 3,179,067 | |
Onespan, Inc. (a)(b) | 341,486 | 5,033,504 | |
Pagerduty, Inc. (a)(b) | 747,010 | 22,455,121 | |
Porch Group, Inc. Class A (a)(b) | 699,164 | 636,309 | |
PowerSchool Holdings, Inc. (a) | 393,313 | 8,212,375 | |
Progress Software Corp. | 368,961 | 20,248,580 | |
PROS Holdings, Inc. (a)(b) | 355,882 | 10,096,372 | |
Q2 Holdings, Inc. (a)(b) | 482,447 | 11,877,845 | |
Qualys, Inc. (a)(b) | 332,439 | 37,545,661 | |
Rapid7, Inc. (a)(b) | 509,677 | 24,775,399 | |
Rimini Street, Inc. (a) | 431,004 | 1,611,955 | |
Riot Platforms, Inc. (a)(b) | 1,368,070 | 16,362,117 | |
Sapiens International Corp. NV | 277,020 | 5,576,413 | |
SecureWorks Corp. (a)(b) | 80,053 | 726,081 | |
SolarWinds, Inc. (a)(b) | 411,854 | 3,550,181 | |
SoundThinking, Inc. (a)(b) | 77,287 | 2,299,288 | |
Sprout Social, Inc. (a)(b) | 404,035 | 19,902,764 | |
SPS Commerce, Inc. (a) | 312,439 | 46,022,265 | |
Sumo Logic, Inc. (a)(b) | 1,014,107 | 12,169,284 | |
Telos Corp. (a) | 460,487 | 782,828 | |
Tenable Holdings, Inc. (a) | 964,566 | 35,679,296 | |
TeraWulf, Inc. (a)(b) | 611,906 | 1,089,193 | |
Upland Software, Inc. (a) | 253,818 | 931,512 | |
Varonis Systems, Inc. (a) | 922,824 | 21,372,604 | |
Verint Systems, Inc. (a)(b) | 557,932 | 20,358,939 | |
Veritone, Inc. (a)(b) | 273,100 | 1,299,956 | |
Viant Technology, Inc. (a) | 116,132 | 513,303 | |
Weave Communications, Inc. (a)(b) | 270,817 | 1,199,719 | |
Workiva, Inc. (a)(b) | 410,282 | 38,328,544 | |
Xperi, Inc. (b) | 360,610 | 3,422,189 | |
Yext, Inc. (a)(b) | 967,651 | 8,495,976 | |
Zeta Global Holdings Corp. (a)(b) | 955,811 | 9,280,925 | |
Zuora, Inc. (a)(b) | 1,086,183 | 8,461,366 | |
949,527,414 | |||
Technology Hardware, Storage & Peripherals - 0.4% | |||
Avid Technology, Inc. (a)(b) | 299,135 | 8,827,474 | |
CompoSecure, Inc. (a)(b) | 69,227 | 519,203 | |
Corsair Gaming, Inc. (a)(b) | 347,996 | 6,062,090 | |
Diebold Nixdorf, Inc. (a)(b) | 619,407 | 499,800 | |
Eastman Kodak Co. (a)(b) | 495,402 | 1,629,873 | |
IonQ, Inc. (a)(b) | 1,040,103 | 5,730,968 | |
Super Micro Computer, Inc. (a)(b) | 404,458 | 42,642,007 | |
Turtle Beach Corp. (a)(b) | 132,921 | 1,444,851 | |
Xerox Holdings Corp. | 985,205 | 15,438,162 | |
82,794,428 | |||
TOTAL INFORMATION TECHNOLOGY | 2,226,296,637 | ||
MATERIALS - 4.4% | |||
Chemicals - 2.1% | |||
AdvanSix, Inc. | 230,617 | 8,689,649 | |
American Vanguard Corp. | 239,459 | 4,609,586 | |
Amyris, Inc. (a)(b) | 1,747,321 | 1,428,610 | |
Aspen Aerogels, Inc. (a)(b) | 434,963 | 2,722,868 | |
Avient Corp. | 784,699 | 30,218,758 | |
Balchem Corp. | 274,115 | 36,018,711 | |
Cabot Corp. (b) | 479,179 | 34,385,885 | |
Chase Corp. | 64,741 | 7,078,134 | |
Danimer Scientific, Inc. (a)(b) | 783,353 | 2,475,395 | |
Diversey Holdings Ltd. (a)(b) | 670,826 | 5,453,815 | |
Ecovyst, Inc. (a)(b) | 722,349 | 8,198,661 | |
FutureFuel Corp. | 219,086 | 1,643,145 | |
H.B. Fuller Co. (b) | 461,566 | 30,541,822 | |
Hawkins, Inc. | 167,327 | 6,749,971 | |
Ingevity Corp. (a) | 322,535 | 23,138,661 | |
Innospec, Inc. (b) | 212,828 | 21,629,710 | |
Intrepid Potash, Inc. (a)(b) | 96,912 | 2,498,391 | |
Koppers Holdings, Inc. (b) | 173,315 | 5,686,465 | |
Kronos Worldwide, Inc. (b) | 194,754 | 1,811,212 | |
Livent Corp. (a)(b) | 1,397,569 | 30,536,883 | |
LSB Industries, Inc. (a)(b) | 640,936 | 5,723,558 | |
Mativ, Inc. (b) | 469,816 | 9,100,336 | |
Minerals Technologies, Inc. | 277,636 | 16,452,709 | |
Origin Materials, Inc. Class A (a)(b) | 896,485 | 3,541,116 | |
Orion Engineered Carbons SA | 518,429 | 12,551,166 | |
Perimeter Solutions SA (a)(b) | 1,011,094 | 7,562,983 | |
PureCycle Technologies, Inc. (a)(b) | 916,376 | 6,020,590 | |
Quaker Houghton (b) | 116,722 | 21,783,827 | |
Rayonier Advanced Materials, Inc. (a) | 530,355 | 2,885,131 | |
Sensient Technologies Corp. | 360,598 | 26,850,127 | |
Stepan Co. | 183,058 | 16,877,948 | |
Trinseo PLC (b) | 302,116 | 5,474,342 | |
Tronox Holdings PLC (b) | 1,008,984 | 13,812,991 | |
Valhi, Inc. (b) | 17,749 | 275,642 | |
414,428,798 | |||
Construction Materials - 0.2% | |||
Summit Materials, Inc. | 1,022,569 | 28,028,616 | |
United States Lime & Minerals, Inc. (b) | 17,371 | 2,794,994 | |
30,823,610 | |||
Containers & Packaging - 0.3% | |||
Eightco Holdings, Inc. (b) | 10,635 | 20,313 | |
Greif, Inc.: | |||
Class A (b) | 269,946 | 16,949,909 | |
Class B (b) | 1,881 | 148,110 | |
Myers Industries, Inc. (b) | 314,450 | 5,958,828 | |
O-I Glass, Inc. (a) | 1,323,278 | 29,734,057 | |
Pactiv Evergreen, Inc. | 372,139 | 2,939,898 | |
Ranpak Holdings Corp. (A Shares) (a)(b) | 373,340 | 1,523,227 | |
TriMas Corp. | 358,124 | 9,099,931 | |
66,374,273 | |||
Metals & Mining - 1.7% | |||
5E Advanced Materials, Inc. (a)(b) | 337,747 | 1,425,292 | |
Alpha Metallurgical Resources (b) | 131,342 | 19,249,484 | |
Arconic Corp. (a) | 873,261 | 21,613,210 | |
ATI, Inc. (a)(b) | 1,066,913 | 41,204,180 | |
Carpenter Technology Corp. | 410,423 | 21,645,709 | |
Century Aluminum Co. (a)(b) | 448,242 | 3,850,399 | |
Coeur d'Alene Mines Corp. (a)(b) | 2,408,061 | 8,187,407 | |
Commercial Metals Co. | 1,005,641 | 46,953,378 | |
Compass Minerals International, Inc. | 293,783 | 9,615,518 | |
Constellium NV (a)(b) | 1,087,671 | 16,151,914 | |
Dakota Gold Corp. (b) | 450,364 | 1,481,698 | |
Haynes International, Inc. | 106,438 | 5,003,650 | |
Hecla Mining Co. (b) | 4,764,577 | 28,825,691 | |
Hycroft Mining Holding Corp. (a)(b) | 1,287,316 | 486,477 | |
Ivanhoe Electric, Inc. (b) | 398,337 | 4,744,194 | |
Kaiser Aluminum Corp. (b) | 136,628 | 8,979,192 | |
Materion Corp. | 175,620 | 19,021,402 | |
Novagold Resources, Inc. (a)(b) | 2,052,770 | 11,167,069 | |
Olympic Steel, Inc. (b) | 82,513 | 3,842,630 | |
Piedmont Lithium, Inc. (a)(b) | 150,408 | 8,648,460 | |
PolyMet Mining Corp. (a) | 592,999 | 1,079,258 | |
Ramaco Resources, Inc. (b) | 197,882 | 1,608,781 | |
Ryerson Holding Corp. | 167,249 | 6,316,995 | |
Schnitzer Steel Industries, Inc. Class A | 220,576 | 6,372,441 | |
SunCoke Energy, Inc. | 713,790 | 5,553,286 | |
TimkenSteel Corp. (a)(b) | 381,064 | 6,379,011 | |
Tredegar Corp. (b) | 232,796 | 2,183,626 | |
Warrior Metropolitan Coal, Inc. | 443,499 | 15,331,760 | |
Worthington Industries, Inc. | 270,290 | 16,052,523 | |
342,974,635 | |||
Paper & Forest Products - 0.1% | |||
Clearwater Paper Corp. (a) | 144,025 | 5,199,303 | |
Glatfelter Corp. | 384,103 | 1,736,146 | |
Sylvamo Corp. | 293,281 | 13,438,135 | |
20,373,584 | |||
TOTAL MATERIALS | 874,974,900 | ||
REAL ESTATE - 6.2% | |||
Equity Real Estate Investment Trusts (REITs) - 5.6% | |||
Acadia Realty Trust (SBI) | 819,854 | 11,076,228 | |
Agree Realty Corp. | 758,703 | 51,584,217 | |
Alexander & Baldwin, Inc. | 640,984 | 12,326,122 | |
Alexanders, Inc. | 19,419 | 3,613,293 | |
American Assets Trust, Inc. | 438,433 | 7,979,481 | |
Apartment Investment & Management Co. Class A | 1,280,627 | 10,027,309 | |
Apple Hospitality (REIT), Inc. | 1,868,880 | 27,827,623 | |
Armada Hoffler Properties, Inc. | 604,562 | 7,085,467 | |
Ashford Hospitality Trust, Inc. (a) | 298,263 | 1,014,094 | |
Bluerock Homes Trust, Inc. (b) | 32,779 | 647,713 | |
Braemar Hotels & Resorts, Inc. | 567,221 | 2,155,440 | |
Brandywine Realty Trust (SBI) | 1,530,504 | 6,014,881 | |
Broadstone Net Lease, Inc. | 1,508,833 | 24,397,830 | |
BRT Apartments Corp. | 110,922 | 1,922,278 | |
CareTrust (REIT), Inc. | 863,284 | 16,825,405 | |
CBL & Associates Properties, Inc. (b) | 231,022 | 5,343,539 | |
Centerspace | 133,589 | 7,531,748 | |
Chatham Lodging Trust | 421,055 | 4,311,603 | |
City Office REIT, Inc. | 370,894 | 2,158,603 | |
Clipper Realty, Inc. | 102,657 | 538,949 | |
Community Healthcare Trust, Inc. | 212,497 | 7,605,268 | |
Corporate Office Properties Trust (SBI) | 981,993 | 22,477,820 | |
CTO Realty Growth, Inc. | 199,034 | 3,351,733 | |
DiamondRock Hospitality Co. | 1,820,748 | 14,766,266 | |
Diversified Healthcare Trust (SBI) | 2,051,611 | 1,873,941 | |
Easterly Government Properties, Inc. | 808,857 | 11,380,618 | |
Elme Communities (SBI) | 765,183 | 13,184,103 | |
Empire State Realty Trust, Inc. | 1,152,586 | 7,042,300 | |
Equity Commonwealth | 899,601 | 18,639,733 | |
Essential Properties Realty Trust, Inc. | 1,225,771 | 30,337,832 | |
Farmland Partners, Inc. | 436,007 | 4,551,913 | |
Four Corners Property Trust, Inc. | 731,965 | 18,672,427 | |
Franklin Street Properties Corp. | 882,563 | 1,023,773 | |
Getty Realty Corp. | 368,497 | 12,282,005 | |
Gladstone Commercial Corp. | 355,599 | 4,245,852 | |
Gladstone Land Corp. | 283,525 | 4,567,588 | |
Global Medical REIT, Inc. | 556,632 | 5,165,545 | |
Global Net Lease, Inc. | 925,969 | 10,426,411 | |
Hersha Hospitality Trust | 280,179 | 1,765,128 | |
Independence Realty Trust, Inc. | 1,960,191 | 32,637,180 | |
Indus Realty Trust, Inc. | 47,550 | 3,165,404 | |
Industrial Logistics Properties Trust | 580,594 | 1,196,024 | |
InvenTrust Properties Corp. | 591,014 | 13,327,366 | |
Kite Realty Group Trust | 1,891,129 | 39,184,193 | |
LTC Properties, Inc. | 349,997 | 11,707,400 | |
LXP Industrial Trust (REIT) | 2,366,506 | 22,245,156 | |
National Health Investors, Inc. | 364,520 | 18,142,160 | |
Necessity Retail (REIT), Inc./The | 1,197,657 | 6,599,090 | |
NETSTREIT Corp. | 494,642 | 9,012,377 | |
NexPoint Residential Trust, Inc. | 198,602 | 8,525,984 | |
Office Properties Income Trust | 436,061 | 2,843,118 | |
One Liberty Properties, Inc. | 150,773 | 3,320,021 | |
Orion Office (REIT), Inc. | 540,528 | 3,318,842 | |
Outfront Media, Inc. | 1,275,183 | 21,244,549 | |
Paramount Group, Inc. | 1,636,488 | 7,085,993 | |
Pebblebrook Hotel Trust | 1,126,303 | 16,027,292 | |
Phillips Edison & Co., Inc. (b) | 1,019,641 | 32,159,477 | |
Physicians Realty Trust | 1,985,899 | 28,636,664 | |
Piedmont Office Realty Trust, Inc. Class A | 1,100,705 | 7,165,590 | |
Plymouth Industrial REIT, Inc. | 334,267 | 6,765,564 | |
Postal Realty Trust, Inc. | 171,716 | 2,639,275 | |
Potlatch Corp. | 689,706 | 31,885,108 | |
Retail Opportunity Investments Corp. | 1,057,786 | 13,782,952 | |
RLJ Lodging Trust | 1,390,709 | 14,046,161 | |
RPT Realty | 749,930 | 6,974,349 | |
Ryman Hospitality Properties, Inc. | 463,845 | 41,588,343 | |
Sabra Health Care REIT, Inc. | 2,009,746 | 22,911,104 | |
Safehold, Inc. (b) | 349,619 | 9,691,439 | |
Saul Centers, Inc. | 107,556 | 3,875,243 | |
Service Properties Trust | 1,418,563 | 12,440,798 | |
SITE Centers Corp. | 1,673,595 | 20,652,162 | |
Stag Industrial, Inc. | 1,565,807 | 53,033,883 | |
Star Holdings | 110,976 | 1,791,153 | |
Summit Hotel Properties, Inc. | 918,967 | 5,918,147 | |
Sunstone Hotel Investors, Inc. | 1,838,771 | 17,523,488 | |
Tanger Factory Outlet Centers, Inc. | 879,211 | 17,241,328 | |
Terreno Realty Corp. | 701,273 | 43,191,404 | |
The Macerich Co. | 1,869,421 | 18,675,516 | |
UMH Properties, Inc. | 469,389 | 7,134,713 | |
Uniti Group, Inc. | 2,084,567 | 7,129,219 | |
Universal Health Realty Income Trust (SBI) | 114,549 | 4,982,882 | |
Urban Edge Properties | 999,839 | 14,667,638 | |
Urstadt Biddle Properties, Inc. Class A | 254,066 | 4,375,017 | |
Veris Residential, Inc. (a) | 743,642 | 12,158,547 | |
Whitestone REIT Class B | 427,029 | 3,821,910 | |
Xenia Hotels & Resorts, Inc. | 993,048 | 12,571,988 | |
1,096,755,290 | |||
Real Estate Management & Development - 0.6% | |||
American Realty Investments, Inc. (a)(b) | 7,326 | 136,483 | |
Anywhere Real Estate, Inc. (a) | 927,517 | 5,908,283 | |
Compass, Inc. (a)(b) | 2,397,881 | 5,611,042 | |
Cushman & Wakefield PLC (a)(b) | 1,378,096 | 13,574,246 | |
Digitalbridge Group, Inc. | 1,364,267 | 16,957,839 | |
Doma Holdings, Inc. Class A (a)(b) | 1,090,319 | 468,837 | |
Douglas Elliman, Inc. | 660,509 | 2,107,024 | |
eXp World Holdings, Inc. (b) | 606,696 | 7,092,276 | |
Forestar Group, Inc. (a)(b) | 157,339 | 3,042,936 | |
FRP Holdings, Inc. (a) | 56,306 | 3,265,748 | |
Kennedy-Wilson Holdings, Inc. (b) | 1,021,549 | 17,141,592 | |
Marcus & Millichap, Inc. (b) | 218,927 | 6,889,633 | |
Newmark Group, Inc. (b) | 1,170,822 | 7,423,011 | |
Offerpad Solutions, Inc. (a)(b) | 559,407 | 261,411 | |
RE/MAX Holdings, Inc. | 154,387 | 2,981,213 | |
Redfin Corp. (a)(b) | 915,917 | 6,823,582 | |
Stratus Properties, Inc. | 49,780 | 1,065,292 | |
Tejon Ranch Co. (a) | 177,260 | 3,063,053 | |
The RMR Group, Inc. | 135,807 | 3,225,416 | |
The St. Joe Co. | 299,246 | 12,299,011 | |
Transcontinental Realty Investors, Inc. (a) | 10,137 | 369,494 | |
119,707,422 | |||
TOTAL REAL ESTATE | 1,216,462,712 | ||
UTILITIES - 3.3% | |||
Electric Utilities - 0.8% | |||
Allete, Inc. | 493,168 | 30,763,820 | |
MGE Energy, Inc. (b) | 313,100 | 23,986,591 | |
Otter Tail Corp. (b) | 354,795 | 25,527,500 | |
PNM Resources, Inc. | 730,311 | 35,149,868 | |
Portland General Electric Co. | 770,427 | 38,999,015 | |
Via Renewables, Inc. Class A, (b) | 23,159 | 239,696 | |
154,666,490 | |||
Gas Utilities - 1.0% | |||
Brookfield Infrastructure Corp. A Shares (b) | 843,957 | 35,952,568 | |
Chesapeake Utilities Corp. | 150,248 | 18,555,628 | |
New Jersey Resources Corp. (b) | 828,258 | 42,771,243 | |
Northwest Natural Holding Co. | 300,931 | 14,131,720 | |
ONE Gas, Inc. | 464,864 | 35,771,285 | |
Southwest Gas Holdings, Inc. | 578,448 | 32,393,088 | |
Spire, Inc. (b) | 440,524 | 29,836,691 | |
209,412,223 | |||
Independent Power and Renewable Electricity Producers - 0.5% | |||
Altus Power, Inc. Class A (a)(b) | 789,588 | 3,584,730 | |
Clearway Energy, Inc.: | |||
Class A (b) | 801,045 | 23,214,284 | |
Class C | 232,068 | 7,047,905 | |
Montauk Renewables, Inc. (a)(b) | 556,753 | 3,702,407 | |
Ormat Technologies, Inc. | 449,930 | 38,608,493 | |
Sunnova Energy International, Inc. (a)(b) | 858,012 | 15,409,896 | |
91,567,715 | |||
Multi-Utilities - 0.5% | |||
Avista Corp. (b) | 636,681 | 28,058,532 | |
Black Hills Corp. | 560,053 | 36,565,860 | |
NorthWestern Energy Corp. | 500,061 | 29,313,576 | |
Unitil Corp. | 137,547 | 7,646,238 | |
101,584,206 | |||
Water Utilities - 0.5% | |||
American States Water Co. | 318,289 | 28,248,149 | |
Artesian Resources Corp. Class A | 71,420 | 3,912,388 | |
California Water Service Group | 468,767 | 26,288,453 | |
Global Water Resources, Inc. | 115,733 | 1,269,591 | |
Middlesex Water Co. | 150,895 | 11,012,317 | |
Pure Cycle Corp. (a)(b) | 171,684 | 1,694,521 | |
SJW Group | 232,863 | 17,678,959 | |
York Water Co. | 122,203 | 5,137,414 | |
95,241,792 | |||
TOTAL UTILITIES | 652,472,426 | ||
TOTAL COMMON STOCKS (Cost $19,553,439,289) | 19,527,211,934 | ||
U.S. Treasury Obligations - 0.1% | |||
Principal Amount (d) | Value ($) | ||
U.S. Treasury Bills, yield at date of purchase 4.65% 6/29/23 (e) (Cost $20,842,974) | 21,000,000 | 20,830,885 | |
Money Market Funds - 18.2% | |||
Shares | Value ($) | ||
Fidelity Cash Central Fund 4.88% (f) | 147,969,069 | 147,998,663 | |
Fidelity Securities Lending Cash Central Fund 4.88% (f)(g) | 3,440,659,924 | 3,441,003,990 | |
TOTAL MONEY MARKET FUNDS (Cost $3,588,984,690) | 3,589,002,653 | ||
TOTAL INVESTMENT IN SECURITIES - 117.3% (Cost $23,163,266,953) | 23,137,045,472 |
NET OTHER ASSETS (LIABILITIES) - (17.3)% | (3,405,007,252) |
NET ASSETS - 100.0% | 19,732,038,220 |
Futures Contracts | |||||
Number of contracts | Expiration Date | Notional Amount ($) | Value ($) | Unrealized Appreciation/ (Depreciation) ($) | |
Purchased | |||||
Equity Index Contracts | |||||
CME E-mini Russell 2000 Index Contracts (United States) | 2,267 | Jun 2023 | 201,173,580 | 992,265 | 992,265 |
The notional amount of futures purchased as a percentage of Net Assets is 1.0% |
(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 $15,456,517. |
(f) | Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements, which are not covered by the Fund's Report of Independent Registered Public Accounting Firm, are available on the SEC's website or upon request. |
(g) | Investment made with cash collateral received from securities on loan. |
Affiliate | Value, beginning of period ($) | 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 4.88% | 194,733,187 | 4,410,544,953 | 4,457,279,478 | 5,135,782 | - | 1 | 147,998,663 | 0.4% |
Fidelity Securities Lending Cash Central Fund 4.88% | 2,697,694,701 | 10,760,034,560 | 10,016,725,271 | 35,943,156 | - | - | 3,441,003,990 | 10.4% |
Total | 2,892,427,888 | 15,170,579,513 | 14,474,004,749 | 41,078,938 | - | 1 | 3,589,002,653 | |
Valuation Inputs at Reporting Date: | ||||
Description | Total ($) | Level 1 ($) | Level 2 ($) | Level 3 ($) |
Investments in Securities: | ||||
Equities: | ||||
Communication Services | 542,277,306 | 542,277,306 | - | - |
Consumer Discretionary | 2,243,617,732 | 2,243,617,732 | - | - |
Consumer Staples | 760,775,216 | 760,775,216 | - | - |
Energy | 1,261,993,853 | 1,261,993,853 | - | - |
Financials | 3,082,637,690 | 3,082,637,690 | - | - |
Health Care | 3,355,504,064 | 3,351,852,584 | 3,440,722 | 210,758 |
Industrials | 3,310,199,398 | 3,310,199,398 | - | - |
Information Technology | 2,226,296,637 | 2,226,296,637 | - | - |
Materials | 874,974,900 | 874,974,900 | - | - |
Real Estate | 1,216,462,712 | 1,216,462,712 | - | - |
Utilities | 652,472,426 | 652,472,426 | - | - |
U.S. Government and Government Agency Obligations | 20,830,885 | - | 20,830,885 | - |
Money Market Funds | 3,589,002,653 | 3,589,002,653 | - | - |
Total Investments in Securities: | 23,137,045,472 | 23,112,563,107 | 24,271,607 | 210,758 |
Derivative Instruments: | ||||
Assets | ||||
Futures Contracts | 992,265 | 992,265 | - | - |
Total Assets | 992,265 | 992,265 | - | - |
Total Derivative Instruments: | 992,265 | 992,265 | - | - |
Primary Risk Exposure / Derivative Type | Value | |
Asset ($) | Liability ($) | |
Equity Risk | ||
Futures Contracts (a) | 992,265 | 0 |
Total Equity Risk | 992,265 | 0 |
Total Value of Derivatives | 992,265 | 0 |
Statement of Assets and Liabilities | ||||
April 30, 2023 | ||||
Assets | ||||
Investment in securities, at value (including securities loaned of $3,351,857,546) - See accompanying schedule: | ||||
Unaffiliated issuers (cost $19,574,282,263) | $ | 19,548,042,819 | ||
Fidelity Central Funds (cost $3,588,984,690) | 3,589,002,653 | |||
Total Investment in Securities (cost $23,163,266,953) | $ | 23,137,045,472 | ||
Cash | 20,659,152 | |||
Receivable for investments sold | 865,759 | |||
Receivable for fund shares sold | 23,090,698 | |||
Dividends receivable | 5,942,612 | |||
Distributions receivable from Fidelity Central Funds | 2,552,853 | |||
Receivable for daily variation margin on futures contracts | 1,602,415 | |||
Other receivables | 52,289 | |||
Total assets | 23,191,811,250 | |||
Liabilities | ||||
Payable for investments purchased | $ | 1,025,174 | ||
Payable for fund shares redeemed | 17,375,902 | |||
Accrued management fee | 411,893 | |||
Collateral on securities loaned | 3,440,960,061 | |||
Total Liabilities | 3,459,773,030 | |||
Net Assets | $ | 19,732,038,220 | ||
Net Assets consist of: | ||||
Paid in capital | $ | 20,134,772,062 | ||
Total accumulated earnings (loss) | (402,733,842) | |||
Net Assets | $ | 19,732,038,220 | ||
Net Asset Value , offering price and redemption price per share ($19,732,038,220 ÷ 900,419,726 shares) | $ | 21.91 |
Statement of Operations | ||||
Year ended April 30, 2023 | ||||
Investment Income | ||||
Dividends | $ | 284,484,634 | ||
Interest | 440,787 | |||
Income from Fidelity Central Funds (including $35,943,156 from security lending) | 41,078,938 | |||
Total Income | 326,004,359 | |||
Expenses | ||||
Management fee | $ | 4,683,823 | ||
Independent trustees' fees and expenses | 67,699 | |||
Total expenses before reductions | 4,751,522 | |||
Expense reductions | (15,036) | |||
Total expenses after reductions | 4,736,486 | |||
Net Investment income (loss) | 321,267,873 | |||
Realized and Unrealized Gain (Loss) | ||||
Net realized gain (loss) on: | ||||
Investment Securities: | ||||
Unaffiliated issuers | (68,488,113) | |||
Redemptions in-kind | 295,395,555 | |||
Futures contracts | 7,410,738 | |||
Total net realized gain (loss) | 234,318,180 | |||
Change in net unrealized appreciation (depreciation) on: | ||||
Investment Securities: | ||||
Unaffiliated issuers | (1,243,987,022) | |||
Fidelity Central Funds | 1 | |||
Futures contracts | 12,647,446 | |||
Total change in net unrealized appreciation (depreciation) | (1,231,339,575) | |||
Net gain (loss) | (997,021,395) | |||
Net increase (decrease) in net assets resulting from operations | $ | (675,753,522) |
Statement of Changes in Net Assets | ||||
Year ended April 30, 2023 | Year ended April 30, 2022 | |||
Increase (Decrease) in Net Assets | ||||
Operations | ||||
Net investment income (loss) | $ | 321,267,873 | $ | 234,335,415 |
Net realized gain (loss) | 234,318,180 | 1,360,437,369 | ||
Change in net unrealized appreciation (depreciation) | (1,231,339,575) | (5,274,911,692) | ||
Net increase (decrease) in net assets resulting from operations | (675,753,522) | (3,680,138,908) | ||
Distributions to shareholders | (230,640,532) | (803,693,172) | ||
Share transactions | ||||
Proceeds from sales of shares | 6,708,339,746 | 10,108,089,119 | ||
Reinvestment of distributions | 217,324,816 | 759,419,198 | ||
Cost of shares redeemed | (4,991,776,380) | (8,894,495,318) | ||
Net increase (decrease) in net assets resulting from share transactions | 1,933,888,182 | 1,973,012,999 | ||
Total increase (decrease) in net assets | 1,027,494,128 | (2,510,819,081) | ||
Net Assets | ||||
Beginning of period | 18,704,544,092 | 21,215,363,173 | ||
End of period | $ | 19,732,038,220 | $ | 18,704,544,092 |
Other Information | ||||
Shares | ||||
Sold | 298,979,514 | 369,838,910 | ||
Issued in reinvestment of distributions | 10,014,969 | 27,878,199 | ||
Redeemed | (222,498,112) | (321,734,800) | ||
Net increase (decrease) | 86,496,371 | 75,982,309 | ||
Fidelity® Small Cap Index Fund |
Years ended April 30, | 2023 | 2022 | 2021 | 2020 | 2019 | |||||
Selected Per-Share Data | ||||||||||
Net asset value, beginning of period | $ | 22.98 | $ | 28.75 | $ | 16.60 | $ | 20.43 | $ | 20.49 |
Income from Investment Operations | ||||||||||
Net investment income (loss) A,B | .38 | .30 | .25 | .27 | .27 | |||||
Net realized and unrealized gain (loss) | (1.18) | (4.99) | 12.13 | (3.48) | .60 | |||||
Total from investment operations | (.80) | (4.69) | 12.38 | (3.21) | .87 | |||||
Distributions from net investment income | (.27) | (.35) | (.23) | (.28) | (.23) | |||||
Distributions from net realized gain | - | (.73) | - | (.35) | (.70) | |||||
Total distributions | (.27) | (1.08) | (.23) | (.62) C | (.93) | |||||
Net asset value, end of period | $ | 21.91 | $ | 22.98 | $ | 28.75 | $ | 16.60 | $ | 20.43 |
Total Return D | (3.46)% | (16.89)% | 74.95% | (16.27)% | 4.74% | |||||
Ratios to Average Net Assets B,E,F | ||||||||||
Expenses before reductions | .03% | .02% G | .03% | .03% | .03% | |||||
Expenses net of fee waivers, if any | .03% | .02% G | .03% | .03% | .03% | |||||
Expenses net of all reductions | .02% | .02% G | .03% | .03% | .03% | |||||
Net investment income (loss) | 1.69% | 1.10% | 1.09% | 1.42% | 1.37% | |||||
Supplemental Data | ||||||||||
Net assets, end of period (000 omitted) | $ | 19,732,038 | $ | 18,704,544 | $ | 21,215,363 | $ | 9,927,295 | $ | 8,564,571 |
Portfolio turnover rate H | 9% I | 24% I | 19% | 17% | 18% |
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 | $110,662 |
Tax cost | Gross unrealized appreciation | Gross unrealized depreciation | Net unrealized appreciation (depreciation) | |
Fidelity Mid Cap Index Fund | $24,369,081,778 | $6,189,636,798 | $(3,287,632,211) | $2,902,004,587 |
Fidelity Small Cap Index Fund | 23,420,238,761 | 4,229,754,899 | (4,512,948,188) | (283,193,289) |
Undistributed ordinary income | Undistributed long-term capital gain | Capital loss carryforward | Net unrealized appreciation (depreciation) on securities and other investments | |
Fidelity Mid Cap Index Fund | $87,747,597 | $- | $- | $2,902,004,587 |
Fidelity Small Cap Index Fund | 76,949,999 | - | (196,490,552) | (283,193,289) |
Short-term | Long-term | Total capital loss carryforward | |
Fidelity Small Cap Index Fund | (196,490,552) | - | (196,490,552) |
Capital losses | |
Fidelity Mid Cap Index Fund | $ (75,658,313) |
April 30, 2023 | |||
Ordinary Income | Long-term Capital Gains | Total | |
Fidelity Mid Cap Index Fund | $384,865,794 | $113,495,091 | $498,360,885 |
Fidelity Small Cap Index Fund | 230,640,532 | - | 230,640,532 |
April 30, 2022 | |||
Ordinary Income | Long-term Capital Gains | Total | |
Fidelity Mid Cap Index Fund | $410,792,422 | $415,025,357 | $825,817,779 |
Fidelity Small Cap Index Fund | 264,428,720 | 539,264,452 | 803,693,172 |
Equity Risk | Equity risk relates to the fluctuations in the value of financial instruments as a result of changes in market prices (other than those arising from interest rate risk or foreign exchange risk), whether caused by factors specific to an individual investment, its issuer, or all factors affecting all instruments traded in a market or market segment. |
Purchases ($) | Sales ($) | |
Fidelity Mid Cap Index Fund | 5,829,904,577 | 2,308,078,989 |
Fidelity Small Cap Index Fund | 5,265,740,911 | 1,762,602,341 |
Shares | Total net realized gain or loss ($) | Total Proceeds ($) | |
Fidelity Mid Cap Index Fund | 18,229,349 | 293,092,884 | 469,588,022 |
Fidelity Small Cap Index Fund | 21,136,549 | 295,395,555 | 463,390,557 |
Shares | Total net realized gain or loss ($) | 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 |
Borrower or Lender | Average Loan Balance | Weighted Average Interest Rate | |
Fidelity Mid Cap Index Fund | Borrower | $ 30,072,333 | 1.65% |
Fidelity Small Cap Index Fund | Borrower | $ 319,064,000 | 1.80% |
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 | $1,256,841 | $ 218,564 | $1,834,498 |
Fidelity Small Cap Index Fund | $ 3,871,429 | $ 2,066,124 | $18,838,430 |
Custodian credits | |
Fidelity Mid Cap Index Fund | $ 6,067 |
Fidelity Small Cap Index Fund | 15,036 |
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, 2022 to April 30, 2023). |
Annualized Expense Ratio- A | Beginning Account Value November 1, 2022 | Ending Account Value April 30, 2023 | Expenses Paid During Period- C November 1, 2022 to April 30, 2023 | |||||||
Fidelity® Mid Cap Index Fund | .03% | |||||||||
Actual | $ 1,000 | $ 1,038.00 | $ .15 | |||||||
Hypothetical- B | $ 1,000 | $ 1,024.65 | $ .15 | |||||||
Fidelity® Small Cap Index Fund | .03% | |||||||||
Actual | $ 1,000 | $ 966.70 | $ .15 | |||||||
Hypothetical- B | $ 1,000 | $ 1,024.65 | $ .15 | |||||||
Fidelity Mid Cap Index Fund | $ 35,849,755 |
Fidelity Small Cap Index Fund | $0 |
Fidelity Mid Cap Index Fund | |
June 2022 | 100% |
December 2022 | 77% |
Fidelity Small Cap Index Fund | |
December 2022 | 63% |
Fidelity Mid Cap Index Fund | |
June 2022 | 100% |
December 2022 | 82.83% |
Fidelity Small Cap Index Fund | |
December 2022 | 69.23% |
Fidelity Mid Cap Index Fund | |
June 2022 | 0.01% |
December 2022 | 15.33% |
Fidelity Small Cap Index Fund | |
December 2022 | 19.80% |
Fidelity Mid Cap Index Fund | $0 |
Fidelity Small Cap Index Fund | $3,037,920 |
- 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
Contents
Average Annual Total Returns | |||
Periods ended April 30, 2023 | Past 1 year | Past 5 years | Life of Fund A |
Fidelity® Large Cap Growth Index Fund | 2.33% | 13.76% | 15.08% |
$10,000 Over Life of Fund |
Let's say hypothetically that $10,000 was invested in Fidelity® Large Cap Growth Index Fund, on June 7, 2016, when the fund started. The chart shows how the value of your investment would have changed, and also shows how the Russell 1000® Growth Index performed over the same period. |
Top Holdings (% of Fund's net assets) | ||
Apple, Inc. | 12.9 | |
Microsoft Corp. | 11.7 | |
Amazon.com, Inc. | 4.7 | |
NVIDIA Corp. | 3.3 | |
Alphabet, Inc. Class A | 2.9 | |
Alphabet, Inc. Class C | 2.5 | |
Tesla, Inc. | 2.2 | |
UnitedHealth Group, Inc. | 2.1 | |
Visa, Inc. Class A | 1.9 | |
MasterCard, Inc. Class A | 1.7 | |
45.9 | ||
Market Sectors (% of Fund's net assets) | ||
Information Technology | 41.6 | |
Consumer Discretionary | 13.9 | |
Health Care | 12.0 | |
Industrials | 7.9 | |
Communication Services | 7.3 | |
Financials | 6.8 | |
Consumer Staples | 6.1 | |
Real Estate | 1.4 | |
Energy | 1.4 | |
Materials | 1.3 | |
Utilities | 0.0 | |
Asset Allocation (% of Fund's net assets) |
Futures - 0.3% |
Common Stocks - 99.7% | |||
Shares | Value ($) | ||
COMMUNICATION SERVICES - 7.3% | |||
Entertainment - 0.9% | |||
Electronic Arts, Inc. | 11,108 | 1,413,826 | |
Liberty Media Corp. Liberty Formula One: | |||
Class A (a) | 1,766 | 114,401 | |
Series C (a) | 14,480 | 1,045,311 | |
Live Nation Entertainment, Inc. (a) | 51,132 | 3,465,727 | |
Madison Square Garden Sports Corp. | 6,148 | 1,232,674 | |
Netflix, Inc. (a) | 129,750 | 42,808,418 | |
Playtika Holding Corp. (a) | 54,693 | 546,930 | |
Roblox Corp. (a) | 293,727 | 10,456,681 | |
Roku, Inc. Class A (a) | 22,702 | 1,276,079 | |
Spotify Technology SA (a) | 91,910 | 12,279,176 | |
Take-Two Interactive Software, Inc. (a) | 89,848 | 11,167,208 | |
The Walt Disney Co. (a) | 80,246 | 8,225,215 | |
Warner Bros Discovery, Inc. | 1,137,000 | 15,474,570 | |
World Wrestling Entertainment, Inc. Class A (b) | 28,242 | 3,026,695 | |
112,532,911 | |||
Interactive Media & Services - 6.0% | |||
Alphabet, Inc.: | |||
Class A (a) | 3,439,045 | 369,147,090 | |
Class C (a) | 2,991,267 | 323,714,915 | |
Match Group, Inc. (a) | 171,344 | 6,322,594 | |
Meta Platforms, Inc. Class A (a) | 311,497 | 74,858,959 | |
Pinterest, Inc. Class A (a) | 82,312 | 1,893,176 | |
TripAdvisor, Inc. (a) | 5,658 | 100,316 | |
Zoominfo Technologies, Inc. (a) | 180,218 | 3,948,576 | |
779,985,626 | |||
Media - 0.4% | |||
Cable One, Inc. (b) | 2,323 | 1,761,786 | |
Charter Communications, Inc. Class A (a) | 69,096 | 25,475,695 | |
Liberty Broadband Corp.: | |||
Class A (a) | 5,537 | 468,043 | |
Class C (a) | 36,180 | 3,067,340 | |
Liberty Media Corp. Liberty SiriusXM: | |||
Series A (a) | 13,276 | 373,056 | |
Series C (a) | 28,728 | 802,660 | |
Nexstar Broadcasting Group, Inc. Class A | 2,142 | 371,530 | |
The Trade Desk, Inc. (a) | 288,135 | 18,538,606 | |
50,858,716 | |||
TOTAL COMMUNICATION SERVICES | 943,377,253 | ||
CONSUMER DISCRETIONARY - 13.9% | |||
Automobile Components - 0.0% | |||
Aptiv PLC (a) | 44,514 | 4,578,710 | |
Automobiles - 2.2% | |||
Lucid Group, Inc. Class A (a)(b) | 357,444 | 2,838,105 | |
Tesla, Inc. (a) | 1,698,561 | 279,090,558 | |
281,928,663 | |||
Broadline Retail - 4.8% | |||
Amazon.com, Inc. (a) | 5,841,389 | 615,974,470 | |
eBay, Inc. | 46,420 | 2,155,281 | |
Etsy, Inc. (a) | 82,092 | 8,293,755 | |
Nordstrom, Inc. (b) | 62,556 | 967,116 | |
Ollie's Bargain Outlet Holdings, Inc. (a) | 2,152 | 140,418 | |
627,531,040 | |||
Distributors - 0.1% | |||
Genuine Parts Co. | 7,370 | 1,240,445 | |
Pool Corp. | 24,980 | 8,775,974 | |
10,016,419 | |||
Diversified Consumer Services - 0.0% | |||
Bright Horizons Family Solutions, Inc. (a) | 10,617 | 808,166 | |
H&R Block, Inc. | 82,450 | 2,795,880 | |
Mister Car Wash, Inc. (a)(b) | 37,822 | 333,590 | |
3,937,636 | |||
Hotels, Restaurants & Leisure - 2.5% | |||
Airbnb, Inc. Class A (a) | 246,516 | 29,500,570 | |
Booking Holdings, Inc. (a) | 25,483 | 68,455,238 | |
Caesars Entertainment, Inc. (a) | 92,301 | 4,180,312 | |
Chipotle Mexican Grill, Inc. (a) | 18,048 | 37,316,406 | |
Choice Hotels International, Inc. (b) | 21,077 | 2,687,739 | |
Churchill Downs, Inc. | 23,400 | 6,845,202 | |
Darden Restaurants, Inc. | 58,680 | 8,915,252 | |
Domino's Pizza, Inc. | 16,921 | 5,371,910 | |
Doordash, Inc. (a) | 145,219 | 8,885,951 | |
Draftkings Holdings, Inc. | 232,337 | 5,090,504 | |
Expedia, Inc. (a) | 96,833 | 9,098,429 | |
Hilton Worldwide Holdings, Inc. | 124,612 | 17,946,620 | |
Las Vegas Sands Corp. (a) | 80,996 | 5,171,595 | |
Marriott International, Inc. Class A | 174,365 | 29,526,969 | |
McDonald's Corp. | 118,023 | 34,905,302 | |
Norwegian Cruise Line Holdings Ltd. (a)(b) | 20,629 | 275,397 | |
Planet Fitness, Inc. (a) | 40,392 | 3,358,191 | |
Six Flags Entertainment Corp. (a)(b) | 24,399 | 592,164 | |
Starbucks Corp. | 271,295 | 31,006,306 | |
Travel+Leisure Co. | 37,579 | 1,438,148 | |
Vail Resorts, Inc. | 24,959 | 6,003,139 | |
Wendy's Co. | 111,992 | 2,475,023 | |
Wyndham Hotels & Resorts, Inc. | 39,589 | 2,700,762 | |
Wynn Resorts Ltd. (a) | 8,636 | 986,922 | |
Yum! Brands, Inc. | 21,301 | 2,994,495 | |
325,728,546 | |||
Household Durables - 0.2% | |||
D.R. Horton, Inc. | 108,551 | 11,921,071 | |
NVR, Inc. (a) | 1,384 | 8,082,560 | |
PulteGroup, Inc. | 58,246 | 3,911,219 | |
Toll Brothers, Inc. | 37,437 | 2,392,599 | |
TopBuild Corp. (a) | 17,649 | 3,979,497 | |
30,286,946 | |||
Leisure Products - 0.1% | |||
Brunswick Corp. | 8,237 | 698,415 | |
Mattel, Inc. (a) | 111,093 | 1,999,674 | |
Polaris, Inc. | 26,786 | 2,910,299 | |
YETI Holdings, Inc. (a) | 56,720 | 2,237,604 | |
7,845,992 | |||
Specialty Retail - 2.9% | |||
Advance Auto Parts, Inc. | 3,080 | 386,632 | |
AutoZone, Inc. (a) | 11,173 | 29,757,163 | |
Best Buy Co., Inc. | 40,626 | 3,027,450 | |
Burlington Stores, Inc. (a) | 39,950 | 7,702,760 | |
CarMax, Inc. (a)(b) | 12,005 | 840,710 | |
Carvana Co. Class A (a)(b) | 69,107 | 479,603 | |
Five Below, Inc. (a) | 35,836 | 7,072,593 | |
Floor & Decor Holdings, Inc. Class A (a)(b) | 67,791 | 6,734,358 | |
Leslie's, Inc. (a)(b) | 102,569 | 1,112,874 | |
Lowe's Companies, Inc. | 343,131 | 71,312,916 | |
O'Reilly Automotive, Inc. (a) | 16,612 | 15,238,354 | |
RH (a) | 4,464 | 1,138,900 | |
Ross Stores, Inc. | 94,923 | 10,131,132 | |
The Home Depot, Inc. | 388,460 | 116,747,768 | |
TJX Companies, Inc. | 762,760 | 60,120,743 | |
Tractor Supply Co. | 72,504 | 17,284,954 | |
Ulta Beauty, Inc. (a) | 33,091 | 18,247,370 | |
Victoria's Secret & Co. (a) | 38,025 | 1,179,155 | |
Wayfair LLC Class A (a)(b) | 32,774 | 1,141,518 | |
Williams-Sonoma, Inc. (b) | 34,368 | 4,159,903 | |
373,816,856 | |||
Textiles, Apparel & Luxury Goods - 1.1% | |||
Deckers Outdoor Corp. (a) | 15,266 | 7,317,604 | |
lululemon athletica, Inc. (a) | 73,339 | 27,863,686 | |
NIKE, Inc. Class B | 790,617 | 100,186,986 | |
Skechers U.S.A., Inc. Class A (sub. vtg.) (a) | 13,258 | 705,193 | |
Tapestry, Inc. | 20,866 | 851,541 | |
136,925,010 | |||
TOTAL CONSUMER DISCRETIONARY | 1,802,595,818 | ||
CONSUMER STAPLES - 6.1% | |||
Beverages - 2.3% | |||
Boston Beer Co., Inc. Class A (a) | 5,879 | 1,866,641 | |
Brown-Forman Corp.: | |||
Class A | 17,165 | 1,130,830 | |
Class B (non-vtg.) | 71,248 | 4,637,532 | |
Monster Beverage Corp. | 444,940 | 24,916,640 | |
PepsiCo, Inc. | 767,731 | 146,552,171 | |
The Coca-Cola Co. | 1,924,587 | 123,462,256 | |
302,566,070 | |||
Consumer Staples Distribution & Retail - 1.9% | |||
BJ's Wholesale Club Holdings, Inc. (a) | 55,539 | 4,241,513 | |
Costco Wholesale Corp. | 290,972 | 146,422,930 | |
Dollar General Corp. | 148,084 | 32,794,683 | |
Dollar Tree, Inc. (a) | 42,525 | 6,536,518 | |
Grocery Outlet Holding Corp. (a) | 4,155 | 123,736 | |
Performance Food Group Co. (a) | 30,820 | 1,932,106 | |
Sysco Corp. | 333,612 | 25,601,385 | |
Target Corp. | 167,698 | 26,454,360 | |
244,107,231 | |||
Food Products - 0.3% | |||
Darling Ingredients, Inc. (a) | 7,214 | 429,738 | |
Freshpet, Inc. (a)(b) | 16,640 | 1,147,661 | |
Kellogg Co. | 91,655 | 6,394,769 | |
Lamb Weston Holdings, Inc. | 94,616 | 10,579,015 | |
Pilgrim's Pride Corp. (a) | 16,045 | 365,986 | |
The Hershey Co. | 83,102 | 22,691,832 | |
41,609,001 | |||
Household Products - 1.3% | |||
Church & Dwight Co., Inc. | 72,262 | 7,018,085 | |
Colgate-Palmolive Co. | 334,598 | 26,700,920 | |
Kimberly-Clark Corp. | 131,098 | 18,994,789 | |
Procter & Gamble Co. | 660,869 | 103,346,694 | |
The Clorox Co. | 67,074 | 11,108,796 | |
167,169,284 | |||
Personal Care Products - 0.3% | |||
Estee Lauder Companies, Inc. Class A | 150,795 | 37,204,142 | |
Olaplex Holdings, Inc. (a) | 80,332 | 297,228 | |
37,501,370 | |||
TOTAL CONSUMER STAPLES | 792,952,956 | ||
ENERGY - 1.4% | |||
Energy Equipment & Services - 0.1% | |||
Halliburton Co. | 267,309 | 8,754,370 | |
Oil, Gas & Consumable Fuels - 1.3% | |||
Antero Resources Corp. (a) | 121,271 | 2,788,020 | |
Cheniere Energy, Inc. | 93,979 | 14,378,787 | |
Coterra Energy, Inc. | 84,104 | 2,153,062 | |
Devon Energy Corp. | 208,873 | 11,160,084 | |
Diamondback Energy, Inc. | 67,124 | 9,545,033 | |
Enviva, Inc. | 19,910 | 428,065 | |
EOG Resources, Inc. | 280,930 | 33,562,707 | |
Hess Corp. | 144,774 | 21,000,916 | |
New Fortress Energy, Inc. | 36,096 | 1,093,348 | |
Occidental Petroleum Corp. | 430,741 | 26,503,494 | |
ONEOK, Inc. | 32,940 | 2,154,605 | |
Ovintiv, Inc. | 114,776 | 4,141,118 | |
PDC Energy, Inc. | 30,846 | 2,006,532 | |
Pioneer Natural Resources Co. | 85,880 | 18,683,194 | |
Range Resources Corp. | 102,174 | 2,702,502 | |
Southwestern Energy Co. (a) | 50,876 | 264,046 | |
Targa Resources Corp. | 148,346 | 11,204,573 | |
Texas Pacific Land Corp. (b) | 3,756 | 5,550,053 | |
169,320,139 | |||
TOTAL ENERGY | 178,074,509 | ||
FINANCIALS - 6.8% | |||
Banks - 0.0% | |||
First Citizens Bancshares, Inc. | 1,777 | 1,789,759 | |
Western Alliance Bancorp. | 42,401 | 1,573,925 | |
3,363,684 | |||
Capital Markets - 1.4% | |||
Ameriprise Financial, Inc. | 44,066 | 13,445,418 | |
Ares Management Corp. | 100,687 | 8,819,174 | |
Blackstone, Inc. | 466,208 | 41,646,361 | |
Blue Owl Capital, Inc. Class A (b) | 276,830 | 3,117,106 | |
Charles Schwab Corp. | 554,400 | 28,961,856 | |
FactSet Research Systems, Inc. | 24,919 | 10,258,903 | |
LPL Financial | 52,263 | 10,914,605 | |
MarketAxess Holdings, Inc. | 24,385 | 7,763,452 | |
Moody's Corp. | 99,024 | 31,006,395 | |
Morningstar, Inc. | 14,785 | 2,636,313 | |
MSCI, Inc. | 38,415 | 18,533,317 | |
Raymond James Financial, Inc. | 10,226 | 925,760 | |
Tradeweb Markets, Inc. Class A | 44,673 | 3,145,426 | |
181,174,086 | |||
Consumer Finance - 0.0% | |||
American Express Co. | 24,595 | 3,968,157 | |
Credit Acceptance Corp. (a)(b) | 437 | 213,912 | |
Upstart Holdings, Inc. (a)(b) | 8,992 | 124,989 | |
4,307,058 | |||
Financial Services - 4.1% | |||
Apollo Global Management, Inc. | 241,937 | 15,336,386 | |
Euronet Worldwide, Inc. (a) | 23,339 | 2,584,561 | |
Fiserv, Inc. (a) | 35,224 | 4,301,555 | |
FleetCor Technologies, Inc. (a) | 47,139 | 10,083,975 | |
Jack Henry & Associates, Inc. | 47,655 | 7,783,968 | |
MasterCard, Inc. Class A | 559,223 | 212,521,517 | |
PayPal Holdings, Inc. (a) | 230,694 | 17,532,744 | |
Rocket Companies, Inc. (a)(b) | 41,314 | 368,108 | |
Shift4 Payments, Inc. (a) | 33,163 | 2,247,457 | |
The Western Union Co. | 81,775 | 893,801 | |
Toast, Inc. (a) | 167,338 | 3,045,552 | |
UWM Holdings Corp. Class A (b) | 55,741 | 334,446 | |
Visa, Inc. Class A | 1,068,304 | 248,626,390 | |
WEX, Inc. (a) | 20,708 | 3,672,564 | |
529,333,024 | |||
Insurance - 1.3% | |||
Aon PLC | 126,828 | 41,241,929 | |
Arch Capital Group Ltd. (a) | 75,532 | 5,670,187 | |
Arthur J. Gallagher & Co. | 15,562 | 3,237,830 | |
Assurant, Inc. | 2,170 | 267,192 | |
Brown & Brown, Inc. | 11,815 | 760,768 | |
Erie Indemnity Co. Class A | 12,185 | 2,648,166 | |
Everest Re Group Ltd. | 7,893 | 2,983,554 | |
Lincoln National Corp. | 22,829 | 496,074 | |
Markel Corp. (a) | 1,986 | 2,717,901 | |
Marsh & McLennan Companies, Inc. | 290,690 | 52,379,431 | |
Progressive Corp. | 333,781 | 45,527,728 | |
RenaissanceRe Holdings Ltd. | 15,464 | 3,331,100 | |
Ryan Specialty Group Holdings, Inc. (a)(b) | 53,922 | 2,203,253 | |
163,465,113 | |||
TOTAL FINANCIALS | 881,642,965 | ||
HEALTH CARE - 12.0% | |||
Biotechnology - 3.1% | |||
AbbVie, Inc. | 1,161,507 | 175,526,938 | |
Alnylam Pharmaceuticals, Inc. (a) | 80,698 | 16,075,042 | |
Amgen, Inc. | 294,779 | 70,670,317 | |
Exact Sciences Corp. (a) | 20,757 | 1,329,901 | |
Exelixis, Inc. (a) | 181,643 | 3,324,067 | |
Horizon Therapeutics PLC (a) | 135,161 | 15,024,497 | |
Incyte Corp. (a) | 103,666 | 7,713,787 | |
Ionis Pharmaceuticals, Inc. (a) | 85,275 | 3,016,177 | |
Moderna, Inc. (a) | 13,062 | 1,735,809 | |
Natera, Inc. (a) | 59,587 | 3,022,253 | |
Neurocrine Biosciences, Inc. (a) | 62,908 | 6,356,224 | |
Novavax, Inc. (a)(b) | 55,745 | 427,564 | |
Regeneron Pharmaceuticals, Inc. (a) | 9,947 | 7,975,405 | |
Repligen Corp. (a) | 25,873 | 3,923,123 | |
Sarepta Therapeutics, Inc. (a) | 55,259 | 6,784,147 | |
Seagen, Inc. (a) | 89,252 | 17,850,400 | |
Ultragenyx Pharmaceutical, Inc. (a) | 34,236 | 1,495,086 | |
Vertex Pharmaceuticals, Inc. (a) | 158,631 | 54,050,341 | |
396,301,078 | |||
Health Care Equipment & Supplies - 2.2% | |||
Abbott Laboratories | 148,751 | 16,432,523 | |
Align Technology, Inc. (a) | 38,635 | 12,567,966 | |
Baxter International, Inc. | 51,581 | 2,459,382 | |
DexCom, Inc. (a) | 253,082 | 30,708,970 | |
Edwards Lifesciences Corp. (a) | 405,848 | 35,706,507 | |
GE Healthcare Holding LLC | 13,416 | 1,091,257 | |
Globus Medical, Inc. (a)(b) | 3,366 | 195,699 | |
ICU Medical, Inc. (a) | 2,474 | 467,932 | |
IDEXX Laboratories, Inc. (a) | 53,970 | 26,561,875 | |
Insulet Corp. (a) | 45,193 | 14,373,182 | |
Intuitive Surgical, Inc. (a) | 213,219 | 64,225,827 | |
Masimo Corp. (a) | 23,831 | 4,507,395 | |
Novocure Ltd. (a)(b) | 67,860 | 4,471,974 | |
Penumbra, Inc. (a) | 23,420 | 6,654,090 | |
ResMed, Inc. | 94,866 | 22,858,911 | |
Stryker Corp. | 123,520 | 37,012,768 | |
Tandem Diabetes Care, Inc. (a) | 39,220 | 1,552,328 | |
281,848,586 | |||
Health Care Providers & Services - 2.9% | |||
agilon health, Inc. (a)(b) | 116,070 | 2,817,019 | |
AmerisourceBergen Corp. | 107,054 | 17,861,960 | |
Chemed Corp. | 3,404 | 1,876,455 | |
Cigna Group | 30,620 | 7,755,740 | |
DaVita HealthCare Partners, Inc. (a) | 36,484 | 3,296,694 | |
Elevance Health, Inc. | 48,160 | 22,570,184 | |
Guardant Health, Inc. (a) | 63,840 | 1,440,230 | |
HCA Holdings, Inc. | 8,651 | 2,485,692 | |
Humana, Inc. | 58,647 | 31,111,647 | |
McKesson Corp. | 17,657 | 6,431,386 | |
Molina Healthcare, Inc. (a) | 29,184 | 8,693,622 | |
UnitedHealth Group, Inc. | 559,403 | 275,276,622 | |
381,617,251 | |||
Health Care Technology - 0.2% | |||
Certara, Inc. (a) | 49,131 | 1,187,496 | |
Definitive Healthcare Corp. (a)(b) | 11,558 | 123,671 | |
Doximity, Inc. (a)(b) | 34,065 | 1,251,889 | |
Teladoc Health, Inc. (a)(b) | 10,105 | 268,086 | |
Veeva Systems, Inc. Class A (a) | 91,499 | 16,385,641 | |
19,216,783 | |||
Life Sciences Tools & Services - 1.2% | |||
10X Genomics, Inc. (a)(b) | 54,137 | 2,838,403 | |
Agilent Technologies, Inc. | 174,426 | 23,622,513 | |
Avantor, Inc. (a) | 372,041 | 7,247,359 | |
Bio-Techne Corp. | 102,149 | 8,159,662 | |
Bruker Corp. | 70,347 | 5,566,558 | |
Charles River Laboratories International, Inc. (a) | 30,860 | 5,867,103 | |
Danaher Corp. | 28,941 | 6,856,412 | |
IQVIA Holdings, Inc. (a) | 121,818 | 22,929,802 | |
Maravai LifeSciences Holdings, Inc. (a) | 71,917 | 991,735 | |
Mettler-Toledo International, Inc. (a) | 14,440 | 21,537,260 | |
Sotera Health Co. (a) | 65,114 | 1,091,962 | |
Syneos Health, Inc. (a) | 11,796 | 463,111 | |
Thermo Fisher Scientific, Inc. | 31,368 | 17,406,103 | |
Waters Corp. (a) | 38,779 | 11,647,660 | |
West Pharmaceutical Services, Inc. | 48,617 | 17,562,405 | |
153,788,048 | |||
Pharmaceuticals - 2.4% | |||
Catalent, Inc. (a) | 37,568 | 1,882,908 | |
Eli Lilly & Co. | 450,762 | 178,438,645 | |
Merck & Co., Inc. | 696,594 | 80,435,709 | |
Zoetis, Inc. Class A | 309,421 | 54,390,023 | |
315,147,285 | |||
TOTAL HEALTH CARE | 1,547,919,031 | ||
INDUSTRIALS - 7.9% | |||
Aerospace & Defense - 1.0% | |||
Axon Enterprise, Inc. (a) | 34,325 | 7,232,621 | |
BWX Technologies, Inc. | 23,431 | 1,513,174 | |
HEICO Corp. | 27,634 | 4,660,198 | |
HEICO Corp. Class A | 48,581 | 6,521,028 | |
Howmet Aerospace, Inc. | 23,848 | 1,056,228 | |
Huntington Ingalls Industries, Inc. | 5,693 | 1,148,050 | |
Lockheed Martin Corp. | 149,647 | 69,503,549 | |
Northrop Grumman Corp. | 11,082 | 5,111,794 | |
Spirit AeroSystems Holdings, Inc. Class A | 65,026 | 1,935,174 | |
The Boeing Co. (a) | 113,244 | 23,416,594 | |
TransDigm Group, Inc. | 13,047 | 9,980,955 | |
132,079,365 | |||
Air Freight & Logistics - 0.6% | |||
C.H. Robinson Worldwide, Inc. | 20,513 | 2,069,146 | |
Expeditors International of Washington, Inc. | 32,145 | 3,659,387 | |
GXO Logistics, Inc. (a) | 7,545 | 400,866 | |
United Parcel Service, Inc. Class B | 430,955 | 77,490,019 | |
83,619,418 | |||
Building Products - 0.3% | |||
A.O. Smith Corp. | 19,785 | 1,351,118 | |
Advanced Drain Systems, Inc. (b) | 40,847 | 3,501,405 | |
Allegion PLC | 45,587 | 5,036,452 | |
Armstrong World Industries, Inc. | 17,229 | 1,182,943 | |
Carlisle Companies, Inc. | 28,438 | 6,138,342 | |
Fortune Brands Home & Security, Inc. | 28,915 | 1,870,511 | |
Masco Corp. | 7,720 | 413,097 | |
MasterBrand, Inc. | 29,461 | 237,750 | |
Trane Technologies PLC | 87,666 | 16,289,219 | |
Trex Co., Inc. (a) | 72,231 | 3,948,146 | |
39,968,983 | |||
Commercial Services & Supplies - 0.8% | |||
Cintas Corp. | 53,037 | 24,172,673 | |
Copart, Inc. (a) | 279,864 | 22,123,249 | |
Driven Brands Holdings, Inc. (a) | 2,514 | 77,180 | |
MSA Safety, Inc. | 9,376 | 1,216,536 | |
Republic Services, Inc. | 8,651 | 1,251,108 | |
Ritchie Bros. Auctioneers, Inc. | 38,331 | 2,192,150 | |
Rollins, Inc. | 140,785 | 5,948,166 | |
Tetra Tech, Inc. | 14,184 | 1,962,640 | |
Waste Management, Inc. | 252,583 | 41,941,407 | |
100,885,109 | |||
Construction & Engineering - 0.1% | |||
AECOM | 5,273 | 437,923 | |
Quanta Services, Inc. | 51,003 | 8,652,149 | |
Valmont Industries, Inc. | 1,927 | 559,909 | |
Willscot Mobile Mini Holdings (a) | 71,091 | 3,227,531 | |
12,877,512 | |||
Electrical Equipment - 0.3% | |||
ChargePoint Holdings, Inc. Class A (a)(b) | 166,648 | 1,444,838 | |
Emerson Electric Co. | 119,059 | 9,912,852 | |
Generac Holdings, Inc. (a) | 40,931 | 4,183,967 | |
Plug Power, Inc. (a)(b) | 169,295 | 1,528,734 | |
Rockwell Automation, Inc. | 50,906 | 14,427,269 | |
Vertiv Holdings Co. | 31,216 | 465,743 | |
31,963,403 | |||
Ground Transportation - 1.2% | |||
CSX Corp. | 347,949 | 10,661,157 | |
J.B. Hunt Transport Services, Inc. | 48,231 | 8,454,412 | |
Landstar System, Inc. | 20,834 | 3,667,409 | |
Lyft, Inc. (a) | 170,921 | 1,751,940 | |
Old Dominion Freight Lines, Inc. | 65,223 | 20,896,797 | |
RXO, Inc. | 5,502 | 99,531 | |
Uber Technologies, Inc. (a) | 1,092,075 | 33,908,929 | |
Union Pacific Corp. | 403,911 | 79,045,383 | |
XPO, Inc. (a) | 5,017 | 221,651 | |
158,707,209 | |||
Industrial Conglomerates - 0.2% | |||
General Electric Co. | 39,835 | 3,942,470 | |
Honeywell International, Inc. | 130,229 | 26,024,963 | |
29,967,433 | |||
Machinery - 1.7% | |||
AGCO Corp. | 5,364 | 664,814 | |
Allison Transmission Holdings, Inc. | 47,779 | 2,331,137 | |
Caterpillar, Inc. | 297,879 | 65,175,925 | |
Deere & Co. | 178,444 | 67,455,401 | |
Donaldson Co., Inc. | 13,353 | 848,583 | |
Graco, Inc. | 75,544 | 5,989,884 | |
IDEX Corp. | 8,883 | 1,832,741 | |
Illinois Tool Works, Inc. | 180,550 | 43,682,267 | |
Lincoln Electric Holdings, Inc. | 36,746 | 6,165,979 | |
Middleby Corp. (a) | 2,436 | 343,184 | |
Nordson Corp. | 8,780 | 1,899,202 | |
Otis Worldwide Corp. | 33,446 | 2,852,944 | |
Parker Hannifin Corp. | 19,061 | 6,192,538 | |
Toro Co. | 68,518 | 7,143,687 | |
Xylem, Inc. | 16,417 | 1,704,741 | |
214,283,027 | |||
Passenger Airlines - 0.1% | |||
Delta Air Lines, Inc. (a) | 420,336 | 14,421,728 | |
Professional Services - 1.1% | |||
Automatic Data Processing, Inc. | 251,910 | 55,420,200 | |
Booz Allen Hamilton Holding Corp. Class A | 86,184 | 8,249,532 | |
Broadridge Financial Solutions, Inc. | 69,563 | 10,115,156 | |
CoStar Group, Inc. (a) | 37,809 | 2,909,403 | |
Equifax, Inc. | 39,907 | 8,315,821 | |
FTI Consulting, Inc. (a) | 9,314 | 1,681,177 | |
Genpact Ltd. | 61,812 | 2,753,725 | |
KBR, Inc. | 57,949 | 3,287,447 | |
Paychex, Inc. | 211,827 | 23,271,314 | |
Robert Half International, Inc. | 61,216 | 4,468,768 | |
TransUnion Holding Co., Inc. | 92,553 | 6,368,572 | |
Verisk Analytics, Inc. | 101,994 | 19,798,055 | |
146,639,170 | |||
Trading Companies & Distributors - 0.5% | |||
Core & Main, Inc. (a)(b) | 16,519 | 430,485 | |
Fastenal Co. | 378,005 | 20,351,789 | |
SiteOne Landscape Supply, Inc. (a)(b) | 17,750 | 2,622,385 | |
United Rentals, Inc. | 21,047 | 7,600,282 | |
W.W. Grainger, Inc. | 29,585 | 20,578,438 | |
Watsco, Inc. (b) | 11,451 | 3,966,397 | |
WESCO International, Inc. | 15,438 | 2,223,072 | |
57,772,848 | |||
TOTAL INDUSTRIALS | 1,023,185,205 | ||
INFORMATION TECHNOLOGY - 41.6% | |||
Communications Equipment - 0.2% | |||
Arista Networks, Inc. (a) | 161,569 | 25,876,891 | |
Ubiquiti, Inc. | 781 | 181,622 | |
26,058,513 | |||
Electronic Equipment, Instruments & Components - 0.6% | |||
Amphenol Corp. Class A | 290,002 | 21,886,451 | |
Arrow Electronics, Inc. (a) | 1,965 | 224,855 | |
CDW Corp. | 88,780 | 15,056,200 | |
Cognex Corp. | 106,210 | 5,065,155 | |
Coherent Corp. (a) | 12,256 | 418,420 | |
Corning, Inc. | 28,340 | 941,455 | |
Jabil, Inc. | 69,660 | 5,443,929 | |
Keysight Technologies, Inc. (a) | 108,983 | 15,763,301 | |
National Instruments Corp. | 11,191 | 651,652 | |
Vontier Corp. | 64,489 | 1,749,587 | |
Zebra Technologies Corp. Class A (a) | 13,876 | 3,996,704 | |
71,197,709 | |||
IT Services - 2.0% | |||
Accenture PLC Class A | 416,427 | 116,720,324 | |
Cloudflare, Inc. (a) | 185,673 | 8,735,915 | |
EPAM Systems, Inc. (a) | 36,036 | 10,178,008 | |
Gartner, Inc. (a) | 50,393 | 15,241,867 | |
Globant SA (a)(b) | 26,743 | 4,195,174 | |
GoDaddy, Inc. (a) | 14,114 | 1,068,148 | |
IBM Corp. | 395,083 | 49,942,442 | |
MongoDB, Inc. Class A (a) | 43,536 | 10,446,899 | |
Okta, Inc. (a) | 13,449 | 921,660 | |
Snowflake, Inc. (a) | 190,614 | 28,226,121 | |
Thoughtworks Holding, Inc. (a) | 56,666 | 353,029 | |
Twilio, Inc. Class A (a) | 43,311 | 2,278,592 | |
VeriSign, Inc. (a) | 6,510 | 1,443,918 | |
Wix.com Ltd. (a) | 28,201 | 2,459,973 | |
252,212,070 | |||
Semiconductors & Semiconductor Equipment - 8.3% | |||
Advanced Micro Devices, Inc. (a) | 836,459 | 74,754,341 | |
Allegro MicroSystems LLC (a) | 43,550 | 1,557,784 | |
Analog Devices, Inc. | 66,782 | 12,012,746 | |
Applied Materials, Inc. | 553,022 | 62,508,077 | |
Broadcom, Inc. | 259,570 | 162,620,605 | |
Enphase Energy, Inc. (a) | 85,937 | 14,110,855 | |
Entegris, Inc. | 97,462 | 7,301,853 | |
GlobalFoundries, Inc. (a) | 10,092 | 593,410 | |
KLA Corp. | 90,985 | 35,169,342 | |
Lam Research Corp. | 88,570 | 46,417,766 | |
Lattice Semiconductor Corp. (a) | 89,089 | 7,100,393 | |
Microchip Technology, Inc. | 298,495 | 21,787,150 | |
Micron Technology, Inc. | 134,865 | 8,679,911 | |
Monolithic Power Systems, Inc. | 30,099 | 13,904,835 | |
NVIDIA Corp. | 1,554,891 | 431,466,704 | |
onsemi (a) | 177,754 | 12,791,178 | |
Qualcomm, Inc. | 736,407 | 86,012,338 | |
Teradyne, Inc. | 93,268 | 8,522,830 | |
Texas Instruments, Inc. | 408,528 | 68,305,882 | |
Universal Display Corp. | 28,479 | 3,800,807 | |
1,079,418,807 | |||
Software - 17.4% | |||
Adobe, Inc. (a) | 300,489 | 113,452,627 | |
Alteryx, Inc. Class A (a) | 39,329 | 1,617,602 | |
ANSYS, Inc. (a) | 30,097 | 9,448,050 | |
AppLovin Corp. (a)(b) | 143,731 | 2,443,427 | |
Aspen Technology, Inc. | 17,668 | 3,127,236 | |
Atlassian Corp. PLC (a) | 95,544 | 14,108,027 | |
Autodesk, Inc. (a) | 142,950 | 27,845,231 | |
Bentley Systems, Inc. Class B | 110,703 | 4,711,520 | |
Black Knight, Inc. (a) | 9,392 | 513,179 | |
Cadence Design Systems, Inc. (a) | 179,143 | 37,521,501 | |
CCC Intelligent Solutions Holdings, Inc. Class A (a)(b) | 43,727 | 379,550 | |
Ceridian HCM Holding, Inc. (a) | 17,131 | 1,087,476 | |
Confluent, Inc. (a) | 81,571 | 1,794,562 | |
Crowdstrike Holdings, Inc. (a) | 141,429 | 16,978,551 | |
Datadog, Inc. Class A (a) | 174,323 | 11,745,884 | |
DocuSign, Inc. (a) | 129,783 | 6,416,472 | |
DoubleVerify Holdings, Inc. (a) | 49,190 | 1,447,170 | |
Dropbox, Inc. Class A (a) | 163,923 | 3,334,194 | |
Dynatrace, Inc. (a) | 141,969 | 6,002,449 | |
Elastic NV (a) | 50,783 | 2,907,327 | |
Fair Isaac Corp. (a) | 15,939 | 11,602,795 | |
Five9, Inc. (a) | 45,984 | 2,981,603 | |
Fortinet, Inc. (a) | 423,725 | 26,715,861 | |
Gen Digital, Inc. | 129,036 | 2,280,066 | |
HubSpot, Inc. (a) | 30,399 | 12,796,459 | |
Informatica, Inc. (a) | 3,966 | 61,314 | |
Intuit, Inc. | 181,106 | 80,402,009 | |
Jamf Holding Corp. (a) | 37,166 | 703,181 | |
Manhattan Associates, Inc. (a) | 25,150 | 4,166,852 | |
Microsoft Corp. | 4,917,552 | 1,510,967,028 | |
nCino, Inc. (a)(b) | 9,003 | 222,644 | |
NCR Corp. (a) | 4,182 | 93,217 | |
New Relic, Inc. (a) | 34,921 | 2,495,804 | |
Nutanix, Inc. Class A (a) | 78,654 | 1,886,123 | |
Oracle Corp. | 690,143 | 65,370,345 | |
Palantir Technologies, Inc. (a)(b) | 1,207,816 | 9,360,574 | |
Palo Alto Networks, Inc. (a)(b) | 195,359 | 35,645,203 | |
Paycom Software, Inc. (a) | 33,613 | 9,760,207 | |
Paylocity Holding Corp. (a) | 26,368 | 5,096,671 | |
Pegasystems, Inc. | 27,192 | 1,240,499 | |
Procore Technologies, Inc. (a) | 33,554 | 1,792,119 | |
PTC, Inc. (a) | 69,910 | 8,793,979 | |
RingCentral, Inc. (a) | 55,767 | 1,536,939 | |
Salesforce, Inc. (a) | 135,353 | 26,849,975 | |
SentinelOne, Inc. (a) | 88,405 | 1,420,668 | |
ServiceNow, Inc. (a) | 133,255 | 61,220,012 | |
Smartsheet, Inc. (a) | 83,372 | 3,407,414 | |
Splunk, Inc. (a) | 106,832 | 9,213,192 | |
Synopsys, Inc. (a) | 100,119 | 37,176,187 | |
Teradata Corp. (a) | 36,493 | 1,412,644 | |
Tyler Technologies, Inc. (a) | 23,586 | 8,939,802 | |
UiPath, Inc. Class A (a) | 22,610 | 318,349 | |
Unity Software, Inc. (a)(b) | 104,285 | 2,812,566 | |
VMware, Inc. Class A (a) | 68,320 | 8,542,050 | |
Workday, Inc. Class A (a) | 131,163 | 24,414,681 | |
Zoom Video Communications, Inc. Class A (a) | 81,312 | 4,994,996 | |
Zscaler, Inc. (a) | 55,392 | 4,990,819 | |
2,258,566,882 | |||
Technology Hardware, Storage & Peripherals - 13.1% | |||
Apple, Inc. | 9,877,447 | 1,676,005,201 | |
Dell Technologies, Inc. | 23,732 | 1,032,105 | |
HP, Inc. | 296,241 | 8,801,320 | |
NetApp, Inc. | 142,703 | 8,974,592 | |
Pure Storage, Inc. Class A (a) | 187,003 | 4,269,278 | |
1,699,082,496 | |||
TOTAL INFORMATION TECHNOLOGY | 5,386,536,477 | ||
MATERIALS - 1.3% | |||
Chemicals - 1.0% | |||
Albemarle Corp. | 39,585 | 7,341,434 | |
Axalta Coating Systems Ltd. (a) | 35,144 | 1,109,496 | |
CF Industries Holdings, Inc. | 128,550 | 9,201,609 | |
Ecolab, Inc. | 143,882 | 24,149,155 | |
FMC Corp. | 28,247 | 3,490,764 | |
Ginkgo Bioworks Holdings, Inc. Class A (a)(b) | 108,454 | 132,314 | |
Linde PLC | 68,186 | 25,191,318 | |
PPG Industries, Inc. | 82,163 | 11,524,182 | |
RPM International, Inc. | 4,227 | 346,741 | |
Sherwin-Williams Co. | 157,142 | 37,327,511 | |
The Chemours Co. LLC | 58,479 | 1,699,985 | |
The Mosaic Co. | 27,458 | 1,176,575 | |
The Scotts Miracle-Gro Co. Class A (b) | 9,047 | 604,430 | |
Valvoline, Inc. | 112,589 | 3,889,950 | |
127,185,464 | |||
Construction Materials - 0.1% | |||
Eagle Materials, Inc. | 19,491 | 2,888,761 | |
Martin Marietta Materials, Inc. | 3,588 | 1,303,162 | |
Vulcan Materials Co. | 42,424 | 7,429,291 | |
11,621,214 | |||
Containers & Packaging - 0.2% | |||
Ardagh Metal Packaging SA (b) | 32,413 | 132,245 | |
Avery Dennison Corp. | 32,857 | 5,732,889 | |
Ball Corp. | 80,498 | 4,280,884 | |
Berry Global Group, Inc. | 38,490 | 2,225,107 | |
Crown Holdings, Inc. | 66,577 | 5,710,975 | |
Graphic Packaging Holding Co. | 154,982 | 3,821,856 | |
Sealed Air Corp. | 95,771 | 4,596,050 | |
26,500,006 | |||
Metals & Mining - 0.0% | |||
MP Materials Corp. (a)(b) | 59,704 | 1,293,786 | |
Royal Gold, Inc. | 2,806 | 371,627 | |
Southern Copper Corp. | 36,926 | 2,837,025 | |
4,502,438 | |||
Paper & Forest Products - 0.0% | |||
Louisiana-Pacific Corp. | 4,521 | 270,085 | |
TOTAL MATERIALS | 170,079,207 | ||
REAL ESTATE - 1.4% | |||
Equity Real Estate Investment Trusts (REITs) - 1.3% | |||
American Tower Corp. | 233,876 | 47,801,916 | |
Apartment Income (REIT) Corp. | 7,877 | 291,291 | |
Camden Property Trust (SBI) | 5,670 | 623,984 | |
Crown Castle International Corp. | 283,543 | 34,901,308 | |
Equinix, Inc. | 45,759 | 33,133,177 | |
Equity Lifestyle Properties, Inc. | 71,492 | 4,925,799 | |
Extra Space Storage, Inc. | 10,358 | 1,574,830 | |
Iron Mountain, Inc. | 141,964 | 7,842,091 | |
Lamar Advertising Co. Class A | 49,958 | 5,279,561 | |
Public Storage | 81,526 | 24,036,311 | |
SBA Communications Corp. Class A | 15,949 | 4,160,935 | |
Simon Property Group, Inc. | 103,891 | 11,772,928 | |
176,344,131 | |||
Real Estate Management & Development - 0.1% | |||
CBRE Group, Inc. (a) | 101,025 | 7,744,577 | |
Opendoor Technologies, Inc. (a)(b) | 85,861 | 118,488 | |
Zillow Group, Inc.: | |||
Class A (a) | 2,071 | 88,597 | |
Class C (a) | 6,565 | 285,840 | |
8,237,502 | |||
TOTAL REAL ESTATE | 184,581,633 | ||
UTILITIES - 0.0% | |||
Gas Utilities - 0.0% | |||
National Fuel Gas Co. | 4,707 | 263,121 | |
Independent Power and Renewable Electricity Producers - 0.0% | |||
The AES Corp. | 78,878 | 1,866,253 | |
Vistra Corp. | 148,674 | 3,547,362 | |
5,413,615 | |||
TOTAL UTILITIES | 5,676,736 | ||
TOTAL COMMON STOCKS (Cost $10,262,062,382) | 12,916,621,790 | ||
U.S. Treasury Obligations - 0.0% | |||
Principal Amount (c) | Value ($) | ||
U.S. Treasury Bills, yield at date of purchase 4.65% 6/29/23 (d) (Cost $1,985,045) | 2,000,000 | 1,983,894 | |
Money Market Funds - 1.1% | |||
Shares | Value ($) | ||
Fidelity Cash Central Fund 4.88% (e) | 29,448,282 | 29,454,172 | |
Fidelity Securities Lending Cash Central Fund 4.88% (e)(f) | 102,852,697 | 102,862,982 | |
TOTAL MONEY MARKET FUNDS (Cost $132,317,154) | 132,317,154 | ||
TOTAL INVESTMENT IN SECURITIES - 100.8% (Cost $10,396,364,581) | 13,050,922,838 |
NET OTHER ASSETS (LIABILITIES) - (0.8)% | (97,739,518) |
NET ASSETS - 100.0% | 12,953,183,320 |
Futures Contracts | |||||
Number of contracts | Expiration Date | Notional Amount ($) | Value ($) | Unrealized Appreciation/ (Depreciation) ($) | |
Purchased | |||||
Equity Index Contracts | |||||
CME E-mini NASDAQ 100 Index Contracts (United States) | 98 | Jun 2023 | 26,107,690 | 2,020,667 | 2,020,667 |
CME E-mini S&P 500 Index Contracts (United States) | 39 | Jun 2023 | 8,167,575 | 454,659 | 454,659 |
TOTAL FUTURES CONTRACTS | 2,475,326 | ||||
The notional amount of futures purchased as a percentage of Net Assets is 0.3% |
(a) | Non-income producing |
(b) | Security or a portion of the security is on loan at period end. |
(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 $1,983,894. |
(e) | Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements, which are not covered by the Fund's Report of Independent Registered Public Accounting Firm, are available on the SEC's website or upon request. |
(f) | Investment made with cash collateral received from securities on loan. |
Affiliate | Value, beginning of period ($) | 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 4.88% | 74,792,053 | 2,875,735,263 | 2,921,073,144 | 1,580,940 | - | - | 29,454,172 | 0.1% |
Fidelity Securities Lending Cash Central Fund 4.88% | 84,486,071 | 574,946,157 | 556,569,246 | 647,407 | - | - | 102,862,982 | 0.3% |
Total | 159,278,124 | 3,450,681,420 | 3,477,642,390 | 2,228,347 | - | - | 132,317,154 | |
Valuation Inputs at Reporting Date: | ||||
Description | Total ($) | Level 1 ($) | Level 2 ($) | Level 3 ($) |
Investments in Securities: | ||||
Equities: | ||||
Communication Services | 943,377,253 | 943,377,253 | - | - |
Consumer Discretionary | 1,802,595,818 | 1,802,595,818 | - | - |
Consumer Staples | 792,952,956 | 792,952,956 | - | - |
Energy | 178,074,509 | 178,074,509 | - | - |
Financials | 881,642,965 | 881,642,965 | - | - |
Health Care | 1,547,919,031 | 1,547,919,031 | - | - |
Industrials | 1,023,185,205 | 1,023,185,205 | - | - |
Information Technology | 5,386,536,477 | 5,386,536,477 | - | - |
Materials | 170,079,207 | 170,079,207 | - | - |
Real Estate | 184,581,633 | 184,581,633 | - | - |
Utilities | 5,676,736 | 5,676,736 | - | - |
U.S. Government and Government Agency Obligations | 1,983,894 | - | 1,983,894 | - |
Money Market Funds | 132,317,154 | 132,317,154 | - | - |
Total Investments in Securities: | 13,050,922,838 | 13,048,938,944 | 1,983,894 | - |
Derivative Instruments: | ||||
Assets | ||||
Futures Contracts | 2,475,326 | 2,475,326 | - | - |
Total Assets | 2,475,326 | 2,475,326 | - | - |
Total Derivative Instruments: | 2,475,326 | 2,475,326 | - | - |
Primary Risk Exposure / Derivative Type | Value | |
Asset ($) | Liability ($) | |
Equity Risk | ||
Futures Contracts (a) | 2,475,326 | 0 |
Total Equity Risk | 2,475,326 | 0 |
Total Value of Derivatives | 2,475,326 | 0 |
Statement of Assets and Liabilities | ||||
April 30, 2023 | ||||
Assets | ||||
Investment in securities, at value (including securities loaned of $100,252,813) - See accompanying schedule: | ||||
Unaffiliated issuers (cost $10,264,047,427) | $ | 12,918,605,684 | ||
Fidelity Central Funds (cost $132,317,154) | 132,317,154 | |||
Total Investment in Securities (cost $10,396,364,581) | $ | 13,050,922,838 | ||
Segregated cash with brokers for derivative instruments | 119,832 | |||
Receivable for fund shares sold | 23,849,079 | |||
Dividends receivable | 5,493,992 | |||
Distributions receivable from Fidelity Central Funds | 284,255 | |||
Receivable for daily variation margin on futures contracts | 263,228 | |||
Total assets | 13,080,933,224 | |||
Liabilities | ||||
Payable for investments purchased | $ | 15,107,817 | ||
Payable for fund shares redeemed | 9,404,417 | |||
Accrued management fee | 369,064 | |||
Collateral on securities loaned | 102,868,606 | |||
Total Liabilities | 127,749,904 | |||
Net Assets | $ | 12,953,183,320 | ||
Net Assets consist of: | ||||
Paid in capital | $ | 10,711,250,624 | ||
Total accumulated earnings (loss) | 2,241,932,696 | |||
Net Assets | $ | 12,953,183,320 | ||
Net Asset Value , offering price and redemption price per share ($12,953,183,320 ÷ 538,610,437 shares) | $ | 24.05 |
Statement of Operations | ||||
Year ended April 30, 2023 | ||||
Investment Income | ||||
Dividends | $ | 103,488,045 | ||
Interest | 57,284 | |||
Income from Fidelity Central Funds (including $647,407 from security lending) | 2,228,347 | |||
Total Income | 105,773,676 | |||
Expenses | ||||
Management fee | $ | 3,515,397 | ||
Independent trustees' fees and expenses | 34,922 | |||
Total expenses before reductions | 3,550,319 | |||
Expense reductions | (5,245) | |||
Total expenses after reductions | 3,545,074 | |||
Net Investment income (loss) | 102,228,602 | |||
Realized and Unrealized Gain (Loss) | ||||
Net realized gain (loss) on: | ||||
Investment Securities: | ||||
Unaffiliated issuers | (386,266,210) | |||
Futures contracts | (1,633,631) | |||
Total net realized gain (loss) | (387,899,841) | |||
Change in net unrealized appreciation (depreciation) on: | ||||
Investment Securities: | ||||
Unaffiliated issuers | 740,657,052 | |||
Futures contracts | 2,800,332 | |||
Total change in net unrealized appreciation (depreciation) | 743,457,384 | |||
Net gain (loss) | 355,557,543 | |||
Net increase (decrease) in net assets resulting from operations | $ | 457,786,145 |
Statement of Changes in Net Assets | ||||
Year ended April 30, 2023 | Year ended April 30, 2022 | |||
Increase (Decrease) in Net Assets | ||||
Operations | ||||
Net investment income (loss) | $ | 102,228,602 | $ | 61,758,337 |
Net realized gain (loss) | (387,899,841) | 148,789,594 | ||
Change in net unrealized appreciation (depreciation) | 743,457,384 | (859,218,165) | ||
Net increase (decrease) in net assets resulting from operations | 457,786,145 | (648,670,234) | ||
Distributions to shareholders | (82,379,037) | (215,358,076) | ||
Share transactions | ||||
Proceeds from sales of shares | 6,253,077,049 | 4,609,400,972 | ||
Reinvestment of distributions | 72,260,562 | 195,646,382 | ||
Cost of shares redeemed | (2,468,414,952) | (2,341,538,817) | ||
Net increase (decrease) in net assets resulting from share transactions | 3,856,922,659 | 2,463,508,537 | ||
Total increase (decrease) in net assets | 4,232,329,767 | 1,599,480,227 | ||
Net Assets | ||||
Beginning of period | 8,720,853,553 | 7,121,373,326 | ||
End of period | $ | 12,953,183,320 | $ | 8,720,853,553 |
Other Information | ||||
Shares | ||||
Sold | 278,500,617 | 170,017,284 | ||
Issued in reinvestment of distributions | 3,381,907 | 6,861,958 | ||
Redeemed | (111,204,559) | (86,833,277) | ||
Net increase (decrease) | 170,677,965 | 90,045,965 | ||
Fidelity® Large Cap Growth Index Fund |
Years ended April 30, | 2023 | 2022 | 2021 | 2020 | 2019 | |||||
Selected Per-Share Data | ||||||||||
Net asset value, beginning of period | $ | 23.70 | $ | 25.63 | $ | 17.27 | $ | 15.75 | $ | 13.62 |
Income from Investment Operations | ||||||||||
Net investment income (loss) A,B | .23 | .19 | .18 | .20 | .19 | |||||
Net realized and unrealized gain (loss) | .30 | (1.46) | 8.60 | 1.50 | 2.13 | |||||
Total from investment operations | .53 | (1.27) | 8.78 | 1.70 | 2.32 | |||||
Distributions from net investment income | (.18) | (.16) | (.18) | (.17) | (.15) | |||||
Distributions from net realized gain | - | (.50) | (.24) | (.01) | (.04) | |||||
Total distributions | (.18) | (.66) | (.42) | (.18) | (.19) | |||||
Net asset value, end of period | $ | 24.05 | $ | 23.70 | $ | 25.63 | $ | 17.27 | $ | 15.75 |
Total Return C | 2.33% | (5.39)% | 51.34% | 10.84% | 17.34% | |||||
Ratios to Average Net Assets B,D,E | ||||||||||
Expenses before reductions | .04% | .04% | .04% | .04% | .04% | |||||
Expenses net of fee waivers, if any | .04% | .04% | .04% | .04% | .04% | |||||
Expenses net of all reductions | .03% | .04% | .04% | .04% | .04% | |||||
Net investment income (loss) | 1.01% | .70% | .82% | 1.20% | 1.30% | |||||
Supplemental Data | ||||||||||
Net assets, end of period (000 omitted) | $ | 12,953,183 | $ | 8,720,854 | $ | 7,121,373 | $ | 4,042,492 | $ | 2,240,759 |
Portfolio turnover rate F | 12% | 14% | 21% | 15% | 14% |
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% |
Gross unrealized appreciation | $3,255,646,999 |
Gross unrealized depreciation | (712,654,069) |
Net unrealized appreciation (depreciation) | $2,542,992,930 |
Tax Cost | $10,507,929,908 |
Undistributed ordinary income | $29,253,158 |
Capital loss carryforward | $(330,313,392) |
Net unrealized appreciation (depreciation) on securities and other investments | $2,542,992,930 |
Short-term | $(235,533,247) |
Long-term | (94,780,145) |
Total capital loss carryforward | $(330,313,392) |
April 30, 2023 | April 30, 2022 | |
Ordinary Income | $82,379,037 | $70,657,032 |
Long-term Capital Gains | - | 144,701,044 |
Total | $82,379,037 | $215,358,076 |
Equity Risk | Equity risk relates to the fluctuations in the value of financial instruments as a result of changes in market prices (other than those arising from interest rate risk or foreign exchange risk), whether caused by factors specific to an individual investment, its issuer, or all factors affecting all instruments traded in a market or market segment. |
Purchases ($) | Sales ($) | |
Fidelity Large Cap Growth Index Fund | 5,114,023,321 | 1,205,133,003 |
Borrower or Lender | Average Loan Balance | Weighted Average Interest Rate | |
Fidelity Large Cap Growth Index Fund | Borrower | $10,491,500 | 3.64% |
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 Large Cap Growth Index Fund | $69,552 | $30,444 | $446,267 |
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, 2022 to April 30, 2023). |
Annualized Expense Ratio- A | Beginning Account Value November 1, 2022 | Ending Account Value April 30, 2023 | Expenses Paid During Period- C November 1, 2022 to April 30, 2023 | |||||||
Fidelity® Large Cap Growth Index Fund | .04% | |||||||||
Actual | $ 1,000 | $ 1,115.10 | $ .21 | |||||||
Hypothetical- B | $ 1,000 | $ 1,024.60 | $ .20 | |||||||
- 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
Contents
Average Annual Total Returns | |||
Periods ended April 30, 2023 | Past 1 year | Past 5 years | Life of Fund A |
Fidelity Flex® Mid Cap Index Fund | -1.62% | 8.04% | 8.68% |
$10,000 Over Life of Fund |
Let's say hypothetically that $10,000 was invested in Fidelity Flex® Mid Cap Index Fund, on March 9, 2017, when the fund started. The chart shows how the value of your investment would have changed, and also shows how the Russell Midcap® Index performed over the same period. |
Top Holdings (% of Fund's net assets) | ||
Cadence Design Systems, Inc. | 0.6 | |
O'Reilly Automotive, Inc. | 0.6 | |
Chipotle Mexican Grill, Inc. | 0.6 | |
Synopsys, Inc. | 0.6 | |
AutoZone, Inc. | 0.5 | |
Motorola Solutions, Inc. | 0.5 | |
DexCom, Inc. | 0.5 | |
Phillips 66 Co. | 0.5 | |
Amphenol Corp. Class A | 0.5 | |
Corteva, Inc. | 0.5 | |
5.4 | ||
Market Sectors (% of Fund's net assets) | ||
Industrials | 17.2 | |
Information Technology | 14.0 | |
Financials | 13.3 | |
Consumer Discretionary | 12.3 | |
Health Care | 11.1 | |
Real Estate | 7.4 | |
Materials | 6.1 | |
Utilities | 5.8 | |
Energy | 4.8 | |
Consumer Staples | 4.2 | |
Communication Services | 3.6 | |
Asset Allocation (% of Fund's net assets) |
Futures - 0.2% |
Common Stocks - 99.8% | |||
Shares | Value ($) | ||
COMMUNICATION SERVICES - 3.6% | |||
Diversified Telecommunication Services - 0.1% | |||
Frontier Communications Parent, Inc. (a) | 7,496 | 168,960 | |
Lumen Technologies, Inc. (b) | 31,221 | 73,994 | |
242,954 | |||
Entertainment - 1.7% | |||
AMC Entertainment Holdings, Inc. Class A (a)(b) | 15,827 | 87,049 | |
Electronic Arts, Inc. | 8,358 | 1,063,806 | |
Liberty Media Corp. Liberty Formula One: | |||
Class A (a) | 687 | 44,504 | |
Series C (a) | 6,088 | 439,493 | |
Live Nation Entertainment, Inc. (a) | 4,766 | 323,039 | |
Madison Square Garden Sports Corp. | 569 | 114,085 | |
Playtika Holding Corp. (a) | 2,784 | 27,840 | |
Roblox Corp. (a) | 13,681 | 487,044 | |
Roku, Inc. Class A (a) | 3,722 | 209,214 | |
Spotify Technology SA (a) | 4,277 | 571,407 | |
Take-Two Interactive Software, Inc. (a) | 5,050 | 627,665 | |
Warner Bros Discovery, Inc. | 72,151 | 981,975 | |
World Wrestling Entertainment, Inc. Class A | 1,312 | 140,607 | |
5,117,728 | |||
Interactive Media & Services - 0.4% | |||
IAC, Inc. (a) | 2,352 | 121,763 | |
Match Group, Inc. (a) | 8,532 | 314,831 | |
Pinterest, Inc. Class A (a) | 18,170 | 417,910 | |
TripAdvisor, Inc. (a) | 3,120 | 55,318 | |
Zoominfo Technologies, Inc. (a) | 8,418 | 184,438 | |
1,094,260 | |||
Media - 1.4% | |||
Altice U.S.A., Inc. Class A (a) | 6,483 | 22,691 | |
Cable One, Inc. | 176 | 133,480 | |
DISH Network Corp. Class A (a) | 7,663 | 57,549 | |
Fox Corp.: | |||
Class A | 8,957 | 297,910 | |
Class B | 4,204 | 128,390 | |
Interpublic Group of Companies, Inc. | 11,872 | 424,187 | |
Liberty Broadband Corp.: | |||
Class A (a) | 550 | 46,492 | |
Class C (a) | 3,625 | 307,328 | |
Liberty Media Corp. Liberty SiriusXM: | |||
Series A (a) | 2,288 | 64,293 | |
Series C (a) | 4,744 | 132,547 | |
News Corp.: | |||
Class A | 11,660 | 205,333 | |
Class B | 3,585 | 63,634 | |
Nexstar Broadcasting Group, Inc. Class A | 1,105 | 191,662 | |
Omnicom Group, Inc. | 6,131 | 555,285 | |
Paramount Global: | |||
Class A (b) | 840 | 22,226 | |
Class B (b) | 17,008 | 396,797 | |
Sirius XM Holdings, Inc. (b) | 21,457 | 81,537 | |
The New York Times Co. Class A | 4,970 | 197,558 | |
The Trade Desk, Inc. (a) | 13,423 | 863,636 | |
4,192,535 | |||
TOTAL COMMUNICATION SERVICES | 10,647,477 | ||
CONSUMER DISCRETIONARY - 12.3% | |||
Automobile Components - 0.6% | |||
Aptiv PLC (a) | 8,271 | 850,755 | |
BorgWarner, Inc. | 7,131 | 343,215 | |
Gentex Corp. | 7,186 | 198,262 | |
Lear Corp. | 1,802 | 230,043 | |
QuantumScape Corp. Class A (a)(b) | 7,898 | 55,286 | |
1,677,561 | |||
Automobiles - 0.2% | |||
Harley-Davidson, Inc. | 4,119 | 152,815 | |
Lucid Group, Inc. Class A (a)(b) | 17,782 | 141,189 | |
Rivian Automotive, Inc. (a)(b) | 15,912 | 203,992 | |
Thor Industries, Inc. | 1,577 | 124,615 | |
622,611 | |||
Broadline Retail - 0.5% | |||
eBay, Inc. | 16,591 | 770,320 | |
Etsy, Inc. (a) | 3,824 | 386,339 | |
Kohl's Corp. | 3,343 | 73,646 | |
Macy's, Inc. | 8,265 | 135,050 | |
Nordstrom, Inc. (b) | 3,428 | 52,997 | |
Ollie's Bargain Outlet Holdings, Inc. (a) | 1,909 | 124,562 | |
1,542,914 | |||
Distributors - 0.5% | |||
Genuine Parts Co. | 4,246 | 714,644 | |
LKQ Corp. | 7,646 | 441,404 | |
Pool Corp. | 1,163 | 408,585 | |
1,564,633 | |||
Diversified Consumer Services - 0.3% | |||
ADT, Inc. | 6,399 | 42,873 | |
Bright Horizons Family Solutions, Inc. (a) | 1,762 | 134,123 | |
Grand Canyon Education, Inc. (a) | 939 | 111,459 | |
H&R Block, Inc. | 4,658 | 157,953 | |
Mister Car Wash, Inc. (a) | 2,388 | 21,062 | |
Service Corp. International | 4,571 | 320,838 | |
788,308 | |||
Hotels, Restaurants & Leisure - 3.8% | |||
ARAMARK Holdings Corp. | 7,192 | 249,562 | |
Boyd Gaming Corp. | 2,331 | 161,771 | |
Caesars Entertainment, Inc. (a) | 6,261 | 283,561 | |
Carnival Corp. (a)(b) | 29,872 | 275,121 | |
Chipotle Mexican Grill, Inc. (a) | 841 | 1,738,868 | |
Choice Hotels International, Inc. | 983 | 125,352 | |
Churchill Downs, Inc. | 1,089 | 318,565 | |
Darden Restaurants, Inc. | 3,744 | 568,826 | |
Domino's Pizza, Inc. | 1,080 | 342,868 | |
Doordash, Inc. (a) | 7,646 | 467,859 | |
Draftkings Holdings, Inc. | 10,810 | 236,847 | |
Expedia, Inc. (a) | 4,506 | 423,384 | |
Hilton Worldwide Holdings, Inc. | 8,026 | 1,155,905 | |
Hyatt Hotels Corp. Class A (a) | 1,450 | 165,735 | |
Las Vegas Sands Corp. (a) | 10,121 | 646,226 | |
Marriott Vacations Worldwide Corp. | 1,140 | 153,398 | |
MGM Resorts International | 9,673 | 434,511 | |
Norwegian Cruise Line Holdings Ltd. (a)(b) | 12,793 | 170,787 | |
Penn Entertainment, Inc. (a) | 4,739 | 141,175 | |
Planet Fitness, Inc. (a) | 2,553 | 212,256 | |
Royal Caribbean Cruises Ltd. (a) | 6,731 | 440,409 | |
Six Flags Entertainment Corp. (a) | 2,278 | 55,287 | |
Travel+Leisure Co. | 2,443 | 93,494 | |
Vail Resorts, Inc. | 1,228 | 295,359 | |
Wendy's Co. | 5,236 | 115,716 | |
Wyndham Hotels & Resorts, Inc. | 2,648 | 180,647 | |
Wynn Resorts Ltd. (a) | 3,183 | 363,753 | |
Yum! Brands, Inc. | 8,622 | 1,212,081 | |
11,029,323 | |||
Household Durables - 1.6% | |||
D.R. Horton, Inc. | 9,648 | 1,059,543 | |
Garmin Ltd. | 4,709 | 462,283 | |
Leggett & Platt, Inc. | 4,061 | 131,211 | |
Lennar Corp.: | |||
Class A | 7,659 | 864,012 | |
Class B | 464 | 45,388 | |
Mohawk Industries, Inc. (a) | 1,612 | 170,711 | |
Newell Brands, Inc. | 11,543 | 140,247 | |
NVR, Inc. (a) | 89 | 519,760 | |
PulteGroup, Inc. | 6,924 | 464,947 | |
Tempur Sealy International, Inc. | 5,091 | 190,760 | |
Toll Brothers, Inc. | 3,367 | 215,185 | |
TopBuild Corp. (a) | 976 | 220,068 | |
Whirlpool Corp. | 1,628 | 227,253 | |
4,711,368 | |||
Leisure Products - 0.3% | |||
Brunswick Corp. | 2,207 | 187,132 | |
Hasbro, Inc. | 4,016 | 237,828 | |
Mattel, Inc. (a) | 10,769 | 193,842 | |
Peloton Interactive, Inc. Class A (a) | 9,361 | 83,126 | |
Polaris, Inc. | 1,686 | 183,184 | |
YETI Holdings, Inc. (a) | 2,645 | 104,345 | |
989,457 | |||
Specialty Retail - 3.4% | |||
Advance Auto Parts, Inc. | 1,814 | 227,711 | |
AutoNation, Inc. (a) | 1,032 | 135,914 | |
AutoZone, Inc. (a) | 573 | 1,526,077 | |
Bath & Body Works, Inc. | 6,997 | 245,595 | |
Best Buy Co., Inc. | 6,041 | 450,175 | |
Burlington Stores, Inc. (a) | 1,986 | 382,921 | |
CarMax, Inc. (a) | 4,822 | 337,685 | |
Carvana Co. Class A (a)(b) | 3,146 | 21,833 | |
Dick's Sporting Goods, Inc. | 1,624 | 235,496 | |
Five Below, Inc. (a) | 1,666 | 328,802 | |
Floor & Decor Holdings, Inc. Class A (a)(b) | 3,159 | 313,815 | |
GameStop Corp. Class A (b) | 8,184 | 157,869 | |
Gap, Inc. | 5,970 | 57,312 | |
Leslie's, Inc. (a) | 5,375 | 58,319 | |
Lithia Motors, Inc. Class A (sub. vtg.) | 827 | 182,676 | |
O'Reilly Automotive, Inc. (a) | 1,896 | 1,739,220 | |
Penske Automotive Group, Inc. | 789 | 109,340 | |
Petco Health & Wellness Co., Inc. (a) | 2,479 | 24,691 | |
RH (a) | 556 | 141,852 | |
Ross Stores, Inc. | 10,427 | 1,112,874 | |
Tractor Supply Co. | 3,377 | 805,077 | |
Ulta Beauty, Inc. (a) | 1,541 | 849,754 | |
Victoria's Secret & Co. (a) | 2,473 | 76,688 | |
Wayfair LLC Class A (a) | 2,411 | 83,975 | |
Williams-Sonoma, Inc. (b) | 2,023 | 244,864 | |
9,850,535 | |||
Textiles, Apparel & Luxury Goods - 1.1% | |||
Capri Holdings Ltd. (a) | 3,751 | 155,667 | |
Carter's, Inc. | 1,132 | 78,980 | |
Columbia Sportswear Co. | 1,103 | 92,145 | |
Deckers Outdoor Corp. (a) | 804 | 385,389 | |
Hanesbrands, Inc. | 10,720 | 56,173 | |
lululemon athletica, Inc. (a) | 3,415 | 1,297,461 | |
PVH Corp. | 1,929 | 165,527 | |
Ralph Lauren Corp. | 1,239 | 142,225 | |
Skechers U.S.A., Inc. Class A (sub. vtg.) (a) | 4,093 | 217,707 | |
Tapestry, Inc. | 7,224 | 294,811 | |
Under Armour, Inc.: | |||
Class A (sub. vtg.) (a) | 5,892 | 52,262 | |
Class C (non-vtg.) (a) | 5,700 | 45,828 | |
VF Corp. | 10,676 | 250,993 | |
3,235,168 | |||
TOTAL CONSUMER DISCRETIONARY | 36,011,878 | ||
CONSUMER STAPLES - 4.2% | |||
Beverages - 0.3% | |||
Boston Beer Co., Inc. Class A (a) | 287 | 91,125 | |
Brown-Forman Corp.: | |||
Class A | 1,439 | 94,801 | |
Class B (non-vtg.) | 5,569 | 362,486 | |
Molson Coors Beverage Co. Class B | 5,352 | 318,337 | |
866,749 | |||
Consumer Staples Distribution & Retail - 1.1% | |||
Albertsons Companies, Inc. | 7,136 | 149,142 | |
BJ's Wholesale Club Holdings, Inc. (a) | 4,098 | 312,964 | |
Casey's General Stores, Inc. | 1,131 | 258,795 | |
Dollar Tree, Inc. (a) | 6,384 | 981,285 | |
Grocery Outlet Holding Corp. (a) | 2,692 | 80,168 | |
Kroger Co. | 20,051 | 975,080 | |
Performance Food Group Co. (a) | 4,647 | 291,320 | |
U.S. Foods Holding Corp. (a) | 6,165 | 236,736 | |
3,285,490 | |||
Food Products - 2.2% | |||
Bunge Ltd. | 4,227 | 395,647 | |
Campbell Soup Co. | 5,924 | 321,673 | |
Conagra Brands, Inc. | 14,382 | 545,941 | |
Darling Ingredients, Inc. (a) | 4,897 | 291,714 | |
Flowers Foods, Inc. | 5,742 | 157,962 | |
Freshpet, Inc. (a) | 1,395 | 96,213 | |
Hormel Foods Corp. | 8,775 | 354,861 | |
Ingredion, Inc. | 2,002 | 212,552 | |
Kellogg Co. | 7,800 | 544,206 | |
Lamb Weston Holdings, Inc. | 4,410 | 493,082 | |
McCormick & Co., Inc. (non-vtg.) | 7,659 | 672,843 | |
Pilgrim's Pride Corp. (a) | 1,404 | 32,025 | |
Post Holdings, Inc. (a) | 1,647 | 149,037 | |
Seaboard Corp. | 8 | 31,529 | |
The Hershey Co. | 4,461 | 1,218,121 | |
The J.M. Smucker Co. | 3,155 | 487,164 | |
Tyson Foods, Inc. Class A | 8,507 | 531,602 | |
6,536,172 | |||
Household Products - 0.5% | |||
Church & Dwight Co., Inc. | 7,422 | 720,825 | |
Reynolds Consumer Products, Inc. | 1,668 | 46,754 | |
Spectrum Brands Holdings, Inc. | 1,222 | 81,263 | |
The Clorox Co. | 3,770 | 624,387 | |
1,473,229 | |||
Personal Care Products - 0.1% | |||
Coty, Inc. Class A (a) | 10,703 | 127,045 | |
Olaplex Holdings, Inc. (a) | 3,836 | 14,193 | |
141,238 | |||
TOTAL CONSUMER STAPLES | 12,302,878 | ||
ENERGY - 4.8% | |||
Energy Equipment & Services - 0.7% | |||
Baker Hughes Co. Class A | 28,804 | 842,229 | |
Halliburton Co. | 27,485 | 900,134 | |
NOV, Inc. | 11,974 | 200,565 | |
1,942,928 | |||
Oil, Gas & Consumable Fuels - 4.1% | |||
Antero Midstream GP LP | 10,310 | 110,936 | |
Antero Resources Corp. (a) | 8,669 | 199,300 | |
APA Corp. | 9,799 | 361,093 | |
Cheniere Energy, Inc. | 7,611 | 1,164,483 | |
Chesapeake Energy Corp. | 3,697 | 305,668 | |
Coterra Energy, Inc. | 23,973 | 613,709 | |
Devon Energy Corp. | 19,891 | 1,062,776 | |
Diamondback Energy, Inc. | 5,476 | 778,687 | |
DT Midstream, Inc. | 2,964 | 146,036 | |
Enviva, Inc. | 918 | 19,737 | |
EQT Corp. | 11,276 | 392,856 | |
Hess Corp. | 8,610 | 1,248,967 | |
HF Sinclair Corp. | 4,128 | 182,086 | |
Marathon Oil Corp. | 19,361 | 467,762 | |
New Fortress Energy, Inc. | 1,687 | 51,099 | |
ONEOK, Inc. | 13,592 | 889,053 | |
Ovintiv, Inc. | 7,500 | 270,600 | |
PDC Energy, Inc. | 2,681 | 174,399 | |
Phillips 66 Co. | 14,252 | 1,410,948 | |
Range Resources Corp. | 7,216 | 190,863 | |
Southwestern Energy Co. (a) | 33,634 | 174,560 | |
Targa Resources Corp. | 6,906 | 521,610 | |
Texas Pacific Land Corp. | 175 | 258,589 | |
The Williams Companies, Inc. | 37,245 | 1,127,034 | |
Vitesse Energy, Inc. | 774 | 14,242 | |
12,137,093 | |||
TOTAL ENERGY | 14,080,021 | ||
FINANCIALS - 13.3% | |||
Banks - 2.2% | |||
Bank of Hawaii Corp. | 1,187 | 57,486 | |
Bank OZK | 3,430 | 122,520 | |
BOK Financial Corp. | 883 | 74,057 | |
Citizens Financial Group, Inc. | 14,919 | 461,594 | |
Columbia Banking Systems, Inc. | 6,340 | 135,422 | |
Comerica, Inc. | 3,990 | 173,046 | |
Commerce Bancshares, Inc. | 3,477 | 194,190 | |
Cullen/Frost Bankers, Inc. | 1,779 | 196,135 | |
East West Bancorp, Inc. | 4,319 | 223,249 | |
Fifth Third Bancorp | 20,827 | 545,667 | |
First Citizens Bancshares, Inc. | 336 | 338,412 | |
First Hawaiian, Inc. | 3,929 | 75,083 | |
First Horizon National Corp. | 16,161 | 283,626 | |
First Republic Bank (b) | 5,678 | 19,930 | |
FNB Corp., Pennsylvania | 11,008 | 126,372 | |
Huntington Bancshares, Inc. | 43,936 | 492,083 | |
KeyCorp | 28,425 | 320,066 | |
M&T Bank Corp. | 5,253 | 660,827 | |
New York Community Bancorp, Inc. | 20,427 | 218,365 | |
PacWest Bancorp (b) | 3,564 | 36,175 | |
Pinnacle Financial Partners, Inc. | 2,290 | 124,187 | |
Popular, Inc. | 2,146 | 128,781 | |
Prosperity Bancshares, Inc. | 2,680 | 167,822 | |
Regions Financial Corp. | 28,619 | 522,583 | |
Synovus Financial Corp. | 4,387 | 135,120 | |
Webster Financial Corp. | 5,278 | 196,869 | |
Western Alliance Bancorp. | 3,225 | 119,712 | |
Wintrust Financial Corp. | 1,823 | 124,639 | |
Zions Bancorp NA | 4,511 | 125,676 | |
6,399,694 | |||
Capital Markets - 4.2% | |||
Affiliated Managers Group, Inc. | 1,144 | 165,171 | |
Ameriprise Financial, Inc. | 3,217 | 981,571 | |
Ares Management Corp. | 4,686 | 410,447 | |
Bank of New York Mellon Corp. | 22,468 | 956,912 | |
Blue Owl Capital, Inc. Class A | 12,904 | 145,299 | |
Carlyle Group LP | 6,342 | 192,353 | |
Cboe Global Markets, Inc. | 3,238 | 452,349 | |
Coinbase Global, Inc. (a)(b) | 4,881 | 262,549 | |
Evercore, Inc. Class A | 1,110 | 126,618 | |
FactSet Research Systems, Inc. | 1,160 | 477,560 | |
Franklin Resources, Inc. | 8,716 | 234,286 | |
Interactive Brokers Group, Inc. | 2,835 | 220,705 | |
Invesco Ltd. | 11,395 | 195,196 | |
Janus Henderson Group PLC | 4,165 | 108,082 | |
Jefferies Financial Group, Inc. | 6,046 | 193,653 | |
KKR & Co. LP | 17,497 | 928,566 | |
Lazard Ltd. Class A | 2,532 | 79,252 | |
LPL Financial | 2,434 | 508,317 | |
MarketAxess Holdings, Inc. | 1,136 | 361,668 | |
Morningstar, Inc. | 759 | 135,337 | |
MSCI, Inc. | 2,376 | 1,146,301 | |
NASDAQ, Inc. | 10,504 | 581,606 | |
Northern Trust Corp. | 6,288 | 491,470 | |
Raymond James Financial, Inc. | 5,949 | 538,563 | |
Robinhood Markets, Inc. (a) | 17,468 | 154,592 | |
SEI Investments Co. | 3,139 | 184,918 | |
State Street Corp. | 10,669 | 770,942 | |
Stifel Financial Corp. | 3,113 | 186,687 | |
T. Rowe Price Group, Inc. | 6,731 | 756,093 | |
Tradeweb Markets, Inc. Class A | 3,285 | 231,297 | |
Virtu Financial, Inc. Class A | 2,902 | 58,185 | |
12,236,545 | |||
Consumer Finance - 0.7% | |||
Ally Financial, Inc. | 9,107 | 240,243 | |
Credit Acceptance Corp. (a) | 202 | 98,879 | |
Discover Financial Services | 8,160 | 844,315 | |
OneMain Holdings, Inc. | 3,519 | 135,024 | |
SLM Corp. | 7,310 | 109,796 | |
SoFi Technologies, Inc. (a)(b) | 24,624 | 153,408 | |
Synchrony Financial | 13,308 | 392,719 | |
Upstart Holdings, Inc. (a)(b) | 2,162 | 30,052 | |
2,004,436 | |||
Financial Services - 1.4% | |||
Affirm Holdings, Inc. (a) | 6,789 | 66,940 | |
Apollo Global Management, Inc. | 14,777 | 936,714 | |
Corebridge Financial, Inc. | 2,474 | 41,712 | |
Equitable Holdings, Inc. | 11,286 | 293,323 | |
Euronet Worldwide, Inc. (a) | 1,446 | 160,130 | |
FleetCor Technologies, Inc. (a) | 2,194 | 469,340 | |
Global Payments, Inc. | 7,979 | 899,313 | |
Jack Henry & Associates, Inc. | 2,220 | 362,615 | |
MGIC Investment Corp. | 9,029 | 134,261 | |
Rocket Companies, Inc. (a)(b) | 3,421 | 30,481 | |
Shift4 Payments, Inc. (a) | 1,546 | 104,772 | |
TFS Financial Corp. | 1,507 | 18,144 | |
The Western Union Co. | 11,339 | 123,935 | |
Toast, Inc. (a) | 7,767 | 141,359 | |
UWM Holdings Corp. Class A | 2,746 | 16,476 | |
Voya Financial, Inc. | 2,970 | 227,146 | |
WEX, Inc. (a) | 1,333 | 236,408 | |
4,263,069 | |||
Insurance - 4.6% | |||
AFLAC, Inc. | 18,653 | 1,302,912 | |
Allstate Corp. | 8,084 | 935,804 | |
American Financial Group, Inc. | 2,056 | 252,333 | |
Arch Capital Group Ltd. (a) | 10,833 | 813,233 | |
Arthur J. Gallagher & Co. | 6,361 | 1,323,470 | |
Assurant, Inc. | 1,629 | 200,579 | |
Assured Guaranty Ltd. | 1,758 | 94,703 | |
Axis Capital Holdings Ltd. | 2,384 | 134,791 | |
Brighthouse Financial, Inc. (a) | 2,065 | 91,273 | |
Brown & Brown, Inc. | 7,220 | 464,896 | |
Cincinnati Financial Corp. | 4,690 | 499,204 | |
CNA Financial Corp. | 827 | 32,179 | |
Erie Indemnity Co. Class A | 769 | 167,127 | |
Everest Re Group Ltd. | 1,189 | 449,442 | |
F&G Annuities & Life, Inc. | 535 | 9,807 | |
Fidelity National Financial, Inc. | 7,947 | 282,039 | |
First American Financial Corp. | 3,083 | 177,612 | |
Globe Life, Inc. | 2,738 | 297,128 | |
Hanover Insurance Group, Inc. | 1,084 | 129,603 | |
Hartford Financial Services Group, Inc. | 9,707 | 689,100 | |
Kemper Corp. | 1,948 | 94,770 | |
Lincoln National Corp. | 5,195 | 112,887 | |
Loews Corp. | 5,938 | 341,851 | |
Markel Corp. (a) | 404 | 552,886 | |
Old Republic International Corp. | 8,547 | 215,983 | |
Primerica, Inc. | 1,123 | 204,959 | |
Principal Financial Group, Inc. | 7,404 | 553,005 | |
Prudential Financial, Inc. | 11,257 | 979,359 | |
Reinsurance Group of America, Inc. | 2,046 | 291,187 | |
RenaissanceRe Holdings Ltd. | 1,315 | 283,264 | |
Ryan Specialty Group Holdings, Inc. (a) | 2,520 | 102,967 | |
Unum Group | 6,047 | 255,183 | |
W.R. Berkley Corp. | 6,293 | 370,784 | |
White Mountains Insurance Group Ltd. | 77 | 110,275 | |
Willis Towers Watson PLC | 3,292 | 762,427 | |
13,579,022 | |||
Mortgage Real Estate Investment Trusts - 0.2% | |||
AGNC Investment Corp. | 17,466 | 173,088 | |
Annaly Capital Management, Inc. | 14,316 | 286,034 | |
Rithm Capital Corp. | 13,201 | 107,720 | |
Starwood Property Trust, Inc. (b) | 8,916 | 159,507 | |
726,349 | |||
TOTAL FINANCIALS | 39,209,115 | ||
HEALTH CARE - 11.1% | |||
Biotechnology - 2.3% | |||
Alnylam Pharmaceuticals, Inc. (a) | 3,756 | 748,195 | |
Biogen, Inc. (a) | 4,384 | 1,333,744 | |
BioMarin Pharmaceutical, Inc. (a) | 5,643 | 541,954 | |
Exact Sciences Corp. (a) | 5,346 | 342,518 | |
Exelixis, Inc. (a) | 9,799 | 179,322 | |
Horizon Therapeutics PLC (a) | 6,768 | 752,331 | |
Incyte Corp. (a) | 5,585 | 415,580 | |
Ionis Pharmaceuticals, Inc. (a) | 4,323 | 152,905 | |
Mirati Therapeutics, Inc. (a) | 1,365 | 60,483 | |
Natera, Inc. (a) | 2,975 | 150,892 | |
Neurocrine Biosciences, Inc. (a) | 2,925 | 295,542 | |
Novavax, Inc. (a)(b) | 2,637 | 20,226 | |
Repligen Corp. (a) | 1,694 | 256,861 | |
Sarepta Therapeutics, Inc. (a) | 2,572 | 315,764 | |
Seagen, Inc. (a) | 4,157 | 831,400 | |
Ultragenyx Pharmaceutical, Inc. (a) | 2,046 | 89,349 | |
United Therapeutics Corp. (a) | 1,363 | 313,667 | |
6,800,733 | |||
Health Care Equipment & Supplies - 3.5% | |||
Align Technology, Inc. (a) | 2,400 | 780,720 | |
Dentsply Sirona, Inc. | 6,547 | 274,516 | |
DexCom, Inc. (a) | 11,786 | 1,430,113 | |
Enovis Corp. (a) | 1,552 | 90,404 | |
Envista Holdings Corp. (a) | 4,982 | 191,757 | |
Globus Medical, Inc. (a) | 2,364 | 137,443 | |
Hologic, Inc. (a) | 7,437 | 639,656 | |
ICU Medical, Inc. (a) | 619 | 117,078 | |
IDEXX Laboratories, Inc. (a) | 2,513 | 1,236,798 | |
Insulet Corp. (a) | 2,105 | 669,474 | |
Integra LifeSciences Holdings Corp. (a) | 2,204 | 121,925 | |
Masimo Corp. (a) | 1,452 | 274,631 | |
Novocure Ltd. (a) | 3,161 | 208,310 | |
Penumbra, Inc. (a) | 1,091 | 309,975 | |
QuidelOrtho Corp. | 1,494 | 134,385 | |
ResMed, Inc. | 4,417 | 1,064,320 | |
STERIS PLC | 3,051 | 575,266 | |
Tandem Diabetes Care, Inc. (a) | 1,963 | 77,696 | |
Teleflex, Inc. | 1,434 | 390,794 | |
The Cooper Companies, Inc. | 1,486 | 566,835 | |
Zimmer Biomet Holdings, Inc. | 6,415 | 888,093 | |
10,180,189 | |||
Health Care Providers & Services - 1.8% | |||
Acadia Healthcare Co., Inc. (a) | 2,723 | 196,846 | |
agilon health, Inc. (a) | 5,788 | 140,475 | |
Amedisys, Inc. (a) | 977 | 78,453 | |
AmerisourceBergen Corp. | 4,986 | 831,914 | |
Cardinal Health, Inc. | 7,873 | 646,373 | |
Chemed Corp. | 446 | 245,858 | |
DaVita HealthCare Partners, Inc. (a) | 1,700 | 153,612 | |
Encompass Health Corp. | 2,989 | 191,744 | |
Enhabit Home Health & Hospice | 1,481 | 18,142 | |
Guardant Health, Inc. (a) | 2,959 | 66,755 | |
Henry Schein, Inc. (a) | 4,131 | 333,826 | |
Laboratory Corp. of America Holdings | 2,708 | 613,931 | |
Molina Healthcare, Inc. (a) | 1,753 | 522,201 | |
Oak Street Health, Inc. (a) | 3,573 | 139,240 | |
Premier, Inc. | 3,600 | 119,988 | |
Quest Diagnostics, Inc. | 3,383 | 469,594 | |
Tenet Healthcare Corp. (a) | 3,249 | 238,217 | |
Universal Health Services, Inc. Class B | 1,898 | 285,364 | |
5,292,533 | |||
Health Care Technology - 0.4% | |||
Certara, Inc. (a) | 3,553 | 85,876 | |
Definitive Healthcare Corp. (a) | 1,017 | 10,882 | |
Doximity, Inc. (a) | 3,415 | 125,501 | |
Teladoc Health, Inc. (a) | 4,894 | 129,838 | |
Veeva Systems, Inc. Class A (a) | 4,258 | 762,523 | |
1,114,620 | |||
Life Sciences Tools & Services - 2.5% | |||
10X Genomics, Inc. (a) | 2,810 | 147,328 | |
Agilent Technologies, Inc. | 9,043 | 1,224,693 | |
Avantor, Inc. (a) | 18,656 | 363,419 | |
Azenta, Inc. (a) | 2,090 | 90,894 | |
Bio-Rad Laboratories, Inc. Class A (a) | 654 | 294,817 | |
Bio-Techne Corp. | 4,760 | 380,229 | |
Bruker Corp. | 3,278 | 259,388 | |
Charles River Laboratories International, Inc. (a) | 1,543 | 293,355 | |
IQVIA Holdings, Inc. (a) | 5,672 | 1,067,641 | |
Maravai LifeSciences Holdings, Inc. (a) | 3,346 | 46,141 | |
Mettler-Toledo International, Inc. (a) | 673 | 1,003,780 | |
PerkinElmer, Inc. | 3,856 | 503,169 | |
QIAGEN NV (a) | 6,939 | 309,549 | |
Sotera Health Co. (a) | 3,026 | 50,746 | |
Syneos Health, Inc. (a) | 3,129 | 122,845 | |
Waters Corp. (a) | 1,805 | 542,150 | |
West Pharmaceutical Services, Inc. | 2,265 | 818,209 | |
7,518,353 | |||
Pharmaceuticals - 0.6% | |||
Catalent, Inc. (a) | 5,478 | 274,557 | |
Elanco Animal Health, Inc. (a) | 13,568 | 128,489 | |
Jazz Pharmaceuticals PLC (a) | 1,881 | 264,224 | |
Organon & Co. | 7,754 | 190,981 | |
Perrigo Co. PLC | 4,093 | 152,219 | |
Royalty Pharma PLC | 11,361 | 399,339 | |
Viatris, Inc. | 37,090 | 346,050 | |
1,755,859 | |||
TOTAL HEALTH CARE | 32,662,287 | ||
INDUSTRIALS - 17.2% | |||
Aerospace & Defense - 1.5% | |||
Axon Enterprise, Inc. (a) | 2,065 | 435,116 | |
BWX Technologies, Inc. | 2,788 | 180,049 | |
Curtiss-Wright Corp. | 1,171 | 198,871 | |
HEICO Corp. | 1,411 | 237,951 | |
HEICO Corp. Class A | 2,368 | 317,857 | |
Hexcel Corp. | 2,560 | 184,525 | |
Howmet Aerospace, Inc. | 11,336 | 502,071 | |
Huntington Ingalls Industries, Inc. | 1,201 | 242,194 | |
Mercury Systems, Inc. (a) | 1,493 | 71,171 | |
Spirit AeroSystems Holdings, Inc. Class A | 3,199 | 95,202 | |
Textron, Inc. | 6,380 | 427,077 | |
TransDigm Group, Inc. | 1,571 | 1,201,815 | |
Woodward, Inc. | 1,773 | 170,243 | |
4,264,142 | |||
Air Freight & Logistics - 0.4% | |||
C.H. Robinson Worldwide, Inc. | 3,554 | 358,492 | |
Expeditors International of Washington, Inc. | 4,849 | 552,010 | |
GXO Logistics, Inc. (a) | 3,234 | 171,822 | |
1,082,324 | |||
Building Products - 1.9% | |||
A.O. Smith Corp. | 3,827 | 261,346 | |
Advanced Drain Systems, Inc. | 1,908 | 163,554 | |
Allegion PLC | 2,677 | 295,755 | |
Armstrong World Industries, Inc. | 1,383 | 94,957 | |
Builders FirstSource, Inc. (a) | 4,443 | 421,063 | |
Carlisle Companies, Inc. | 1,572 | 339,316 | |
Carrier Global Corp. | 25,558 | 1,068,836 | |
Fortune Brands Home & Security, Inc. | 3,914 | 253,197 | |
Hayward Holdings, Inc. (a) | 2,039 | 24,550 | |
Lennox International, Inc. | 978 | 275,708 | |
Masco Corp. | 6,880 | 368,149 | |
MasterBrand, Inc. | 3,909 | 31,546 | |
Owens Corning | 2,857 | 305,156 | |
The AZEK Co., Inc. (a) | 3,404 | 92,385 | |
Trane Technologies PLC | 7,025 | 1,305,315 | |
Trex Co., Inc. (a) | 3,369 | 184,150 | |
5,484,983 | |||
Commercial Services & Supplies - 1.5% | |||
Cintas Corp. | 2,647 | 1,206,423 | |
Clean Harbors, Inc. (a) | 1,555 | 225,724 | |
Copart, Inc. (a) | 13,032 | 1,030,180 | |
Driven Brands Holdings, Inc. (a) | 1,906 | 58,514 | |
MSA Safety, Inc. | 1,125 | 145,969 | |
Republic Services, Inc. | 6,305 | 911,829 | |
Ritchie Bros. Auctioneers, Inc. | 2,142 | 122,501 | |
Rollins, Inc. | 7,072 | 298,792 | |
Stericycle, Inc. (a) | 2,802 | 127,911 | |
Tetra Tech, Inc. | 1,607 | 222,361 | |
4,350,204 | |||
Construction & Engineering - 0.6% | |||
AECOM | 4,027 | 334,442 | |
MasTec, Inc. (a) | 1,865 | 165,631 | |
MDU Resources Group, Inc. | 6,194 | 180,989 | |
Quanta Services, Inc. | 4,350 | 737,934 | |
Valmont Industries, Inc. | 641 | 186,249 | |
Willscot Mobile Mini Holdings (a) | 6,213 | 282,070 | |
1,887,315 | |||
Electrical Equipment - 1.3% | |||
Acuity Brands, Inc. | 981 | 154,390 | |
AMETEK, Inc. | 7,046 | 971,855 | |
ChargePoint Holdings, Inc. Class A (a)(b) | 7,738 | 67,088 | |
Generac Holdings, Inc. (a) | 1,907 | 194,934 | |
Hubbell, Inc. Class B | 1,638 | 441,146 | |
nVent Electric PLC | 5,054 | 211,914 | |
Plug Power, Inc. (a)(b) | 15,926 | 143,812 | |
Regal Rexnord Corp. | 1,987 | 258,628 | |
Rockwell Automation, Inc. | 3,513 | 995,619 | |
Sensata Technologies, Inc. PLC | 4,628 | 201,087 | |
Sunrun, Inc. (a) | 6,356 | 133,730 | |
Vertiv Holdings Co. | 9,262 | 138,189 | |
3,912,392 | |||
Ground Transportation - 0.9% | |||
Avis Budget Group, Inc. (a) | 782 | 138,156 | |
Hertz Global Holdings, Inc. (a) | 5,577 | 93,024 | |
J.B. Hunt Transport Services, Inc. | 2,520 | 441,731 | |
Knight-Swift Transportation Holdings, Inc. Class A | 4,767 | 268,477 | |
Landstar System, Inc. | 1,093 | 192,401 | |
Lyft, Inc. (a) | 10,001 | 102,510 | |
Old Dominion Freight Lines, Inc. | 3,037 | 973,024 | |
RXO, Inc. | 3,474 | 62,845 | |
Ryder System, Inc. | 1,483 | 117,394 | |
Schneider National, Inc. Class B | 1,650 | 43,181 | |
U-Haul Holding Co. | 357 | 21,798 | |
U-Haul Holding Co. (non-vtg.) | 2,372 | 128,325 | |
XPO, Inc. (a) | 3,123 | 137,974 | |
2,720,840 | |||
Machinery - 4.2% | |||
AGCO Corp. | 1,895 | 234,866 | |
Allison Transmission Holdings, Inc. | 2,827 | 137,929 | |
Crane Co. | 1,438 | 103,637 | |
Crane Nxt Co. | 1,448 | 68,577 | |
Cummins, Inc. | 4,310 | 1,013,022 | |
Donaldson Co., Inc. | 3,712 | 235,898 | |
Dover Corp. | 4,280 | 625,565 | |
ESAB Corp. | 1,737 | 101,371 | |
Flowserve Corp. | 3,991 | 133,259 | |
Fortive Corp. | 10,827 | 683,075 | |
Gates Industrial Corp. PLC (a) | 3,273 | 44,087 | |
Graco, Inc. | 5,127 | 406,520 | |
IDEX Corp. | 2,323 | 479,281 | |
Ingersoll Rand, Inc. | 12,412 | 707,732 | |
ITT, Inc. | 2,550 | 215,322 | |
Lincoln Electric Holdings, Inc. | 1,710 | 286,938 | |
Middleby Corp. (a) | 1,637 | 230,621 | |
Nordson Corp. | 1,748 | 378,110 | |
Oshkosh Corp. | 2,014 | 154,111 | |
Otis Worldwide Corp. | 12,747 | 1,087,319 | |
PACCAR, Inc. | 15,649 | 1,168,824 | |
Parker Hannifin Corp. | 3,914 | 1,271,580 | |
Pentair PLC | 5,025 | 291,852 | |
Snap-On, Inc. | 1,607 | 416,872 | |
Stanley Black & Decker, Inc. | 4,519 | 390,170 | |
Timken Co. | 1,869 | 143,633 | |
Toro Co. | 3,191 | 332,694 | |
Westinghouse Air Brake Tech Co. | 5,538 | 540,896 | |
Xylem, Inc. | 5,477 | 568,732 | |
12,452,493 | |||
Marine Transportation - 0.1% | |||
Kirby Corp. (a) | 1,819 | 130,677 | |
Passenger Airlines - 0.8% | |||
Alaska Air Group, Inc. (a) | 3,835 | 166,669 | |
American Airlines Group, Inc. (a) | 19,727 | 269,076 | |
Copa Holdings SA Class A | 867 | 78,307 | |
Delta Air Lines, Inc. (a) | 19,581 | 671,824 | |
JetBlue Airways Corp. (a) | 9,748 | 69,601 | |
Southwest Airlines Co. | 18,115 | 548,703 | |
United Airlines Holdings, Inc. (a) | 9,974 | 436,861 | |
2,241,041 | |||
Professional Services - 2.7% | |||
Booz Allen Hamilton Holding Corp. Class A | 4,012 | 384,029 | |
Broadridge Financial Solutions, Inc. | 3,569 | 518,968 | |
CACI International, Inc. Class A (a) | 709 | 222,144 | |
Clarivate Analytics PLC (a) | 14,475 | 128,249 | |
Concentrix Corp. | 1,295 | 124,980 | |
CoStar Group, Inc. (a) | 12,334 | 949,101 | |
Dun & Bradstreet Holdings, Inc. | 7,723 | 86,266 | |
Equifax, Inc. | 3,718 | 774,757 | |
FTI Consulting, Inc. (a) | 1,030 | 185,915 | |
Genpact Ltd. | 5,461 | 243,288 | |
Jacobs Solutions, Inc. | 3,853 | 444,867 | |
KBR, Inc. | 4,161 | 236,054 | |
Leidos Holdings, Inc. | 4,166 | 388,521 | |
Manpower, Inc. | 1,532 | 115,988 | |
Paychex, Inc. | 9,864 | 1,083,659 | |
Robert Half International, Inc. | 3,238 | 236,374 | |
Science Applications International Corp. | 1,686 | 172,023 | |
SS&C Technologies Holdings, Inc. | 6,740 | 394,560 | |
TransUnion Holding Co., Inc. | 5,882 | 404,740 | |
Verisk Analytics, Inc. | 4,750 | 922,023 | |
8,016,506 | |||
Trading Companies & Distributors - 1.3% | |||
Air Lease Corp. Class A | 3,166 | 127,337 | |
Core & Main, Inc. (a) | 2,230 | 58,114 | |
Fastenal Co. | 17,603 | 947,746 | |
MSC Industrial Direct Co., Inc. Class A | 1,409 | 127,839 | |
SiteOne Landscape Supply, Inc. (a) | 1,363 | 201,370 | |
United Rentals, Inc. | 2,136 | 771,331 | |
Univar Solutions, Inc. (a) | 4,911 | 174,341 | |
W.W. Grainger, Inc. | 1,378 | 958,495 | |
Watsco, Inc. | 1,006 | 348,458 | |
WESCO International, Inc. | 1,363 | 196,272 | |
3,911,303 | |||
TOTAL INDUSTRIALS | 50,454,220 | ||
INFORMATION TECHNOLOGY - 14.0% | |||
Communications Equipment - 1.3% | |||
Arista Networks, Inc. (a) | 7,525 | 1,205,204 | |
Ciena Corp. (a) | 4,506 | 207,456 | |
F5, Inc. (a) | 1,822 | 244,804 | |
Juniper Networks, Inc. | 9,778 | 294,807 | |
Lumentum Holdings, Inc. (a) | 2,081 | 100,408 | |
Motorola Solutions, Inc. | 5,035 | 1,467,199 | |
Ubiquiti, Inc. | 126 | 29,301 | |
ViaSat, Inc. (a) | 2,204 | 77,206 | |
3,626,385 | |||
Electronic Equipment, Instruments & Components - 2.3% | |||
Amphenol Corp. Class A | 17,907 | 1,351,441 | |
Arrow Electronics, Inc. (a) | 1,776 | 203,228 | |
Avnet, Inc. | 2,776 | 114,538 | |
CDW Corp. | 4,131 | 700,576 | |
Cognex Corp. | 5,313 | 253,377 | |
Coherent Corp. (a) | 3,612 | 123,314 | |
Corning, Inc. | 22,501 | 747,483 | |
IPG Photonics Corp. (a) | 997 | 114,635 | |
Jabil, Inc. | 3,973 | 310,490 | |
Keysight Technologies, Inc. (a) | 5,483 | 793,061 | |
Littelfuse, Inc. | 737 | 178,531 | |
National Instruments Corp. | 3,996 | 232,687 | |
TD SYNNEX Corp. | 1,422 | 126,615 | |
Teledyne Technologies, Inc. (a) | 1,416 | 586,790 | |
Trimble, Inc. (a) | 7,529 | 354,616 | |
Vontier Corp. | 4,807 | 130,414 | |
Zebra Technologies Corp. Class A (a) | 1,579 | 454,799 | |
6,776,595 | |||
IT Services - 1.7% | |||
Akamai Technologies, Inc. (a) | 4,738 | 388,374 | |
Amdocs Ltd. | 3,637 | 331,876 | |
Cloudflare, Inc. (a) | 8,649 | 406,935 | |
DXC Technology Co. (a) | 7,027 | 167,594 | |
EPAM Systems, Inc. (a) | 1,677 | 473,652 | |
Gartner, Inc. (a) | 2,347 | 709,874 | |
Globant SA (a) | 1,246 | 195,460 | |
GoDaddy, Inc. (a) | 4,779 | 361,675 | |
Kyndryl Holdings, Inc. (a) | 6,277 | 90,765 | |
MongoDB, Inc. Class A (a) | 2,028 | 486,639 | |
Okta, Inc. (a) | 4,620 | 316,609 | |
Thoughtworks Holding, Inc. (a) | 2,604 | 16,223 | |
Twilio, Inc. Class A (a) | 5,326 | 280,201 | |
VeriSign, Inc. (a) | 2,835 | 628,803 | |
Wix.com Ltd. (a) | 1,690 | 147,419 | |
5,002,099 | |||
Semiconductors & Semiconductor Equipment - 2.3% | |||
Allegro MicroSystems LLC (a) | 2,038 | 72,899 | |
Cirrus Logic, Inc. (a) | 1,677 | 143,870 | |
Enphase Energy, Inc. (a) | 4,004 | 657,457 | |
Entegris, Inc. | 4,537 | 339,912 | |
First Solar, Inc. (a) | 3,250 | 593,385 | |
GlobalFoundries, Inc. (a)(b) | 1,931 | 113,543 | |
Lattice Semiconductor Corp. (a) | 4,153 | 330,994 | |
Microchip Technology, Inc. | 16,268 | 1,187,401 | |
MKS Instruments, Inc. | 1,750 | 146,773 | |
Monolithic Power Systems, Inc. | 1,401 | 647,220 | |
onsemi (a) | 13,264 | 954,477 | |
Qorvo, Inc. (a) | 3,047 | 280,568 | |
Skyworks Solutions, Inc. | 4,860 | 514,674 | |
Teradyne, Inc. | 4,785 | 437,253 | |
Universal Display Corp. | 1,331 | 177,635 | |
Wolfspeed, Inc. (a)(b) | 3,768 | 175,400 | |
6,773,461 | |||
Software - 5.5% | |||
Alteryx, Inc. Class A (a) | 1,825 | 75,062 | |
ANSYS, Inc. (a) | 2,660 | 835,027 | |
AppLovin Corp. (a) | 6,712 | 114,104 | |
Aspen Technology, Inc. | 825 | 146,025 | |
Bentley Systems, Inc. Class B | 5,158 | 219,524 | |
Bill Holdings, Inc. (a) | 3,023 | 232,197 | |
Black Knight, Inc. (a) | 4,728 | 258,338 | |
Cadence Design Systems, Inc. (a) | 8,343 | 1,747,430 | |
CCC Intelligent Solutions Holdings, Inc. Class A (a) | 5,253 | 45,596 | |
Ceridian HCM Holding, Inc. (a) | 4,175 | 265,029 | |
Confluent, Inc. (a) | 3,801 | 83,622 | |
Crowdstrike Holdings, Inc. (a) | 6,589 | 791,009 | |
Datadog, Inc. Class A (a) | 8,121 | 547,193 | |
DocuSign, Inc. (a) | 6,037 | 298,469 | |
Dolby Laboratories, Inc. Class A | 1,812 | 151,646 | |
DoubleVerify Holdings, Inc. (a) | 2,633 | 77,463 | |
Dropbox, Inc. Class A (a) | 8,193 | 166,646 | |
Dynatrace, Inc. (a) | 6,604 | 279,217 | |
Elastic NV (a) | 2,370 | 135,683 | |
Fair Isaac Corp. (a) | 742 | 540,139 | |
Five9, Inc. (a) | 2,141 | 138,822 | |
Fortinet, Inc. (a) | 19,735 | 1,244,292 | |
Gen Digital, Inc. | 16,765 | 296,238 | |
Guidewire Software, Inc. (a) | 2,507 | 191,008 | |
HubSpot, Inc. (a) | 1,416 | 596,065 | |
Informatica, Inc. (a) | 1,142 | 17,655 | |
Jamf Holding Corp. (a) | 2,005 | 37,935 | |
Manhattan Associates, Inc. (a) | 1,897 | 314,295 | |
nCino, Inc. (a) | 2,137 | 52,848 | |
NCR Corp. (a) | 3,902 | 86,976 | |
New Relic, Inc. (a) | 1,628 | 116,353 | |
Nutanix, Inc. Class A (a) | 7,011 | 168,124 | |
Palantir Technologies, Inc. (a) | 56,212 | 435,643 | |
Paycom Software, Inc. (a) | 1,566 | 454,719 | |
Paycor HCM, Inc. (a) | 1,849 | 43,452 | |
Paylocity Holding Corp. (a) | 1,229 | 237,553 | |
Pegasystems, Inc. | 1,263 | 57,618 | |
Procore Technologies, Inc. (a) | 2,167 | 115,739 | |
PTC, Inc. (a) | 3,252 | 409,069 | |
RingCentral, Inc. (a) | 2,602 | 71,711 | |
SentinelOne, Inc. (a) | 5,861 | 94,186 | |
Smartsheet, Inc. (a) | 3,881 | 158,616 | |
Splunk, Inc. (a) | 4,980 | 429,475 | |
Synopsys, Inc. (a) | 4,663 | 1,731,465 | |
Teradata Corp. (a) | 3,116 | 120,620 | |
Tyler Technologies, Inc. (a) | 1,257 | 476,441 | |
UiPath, Inc. Class A (a) | 11,486 | 161,723 | |
Unity Software, Inc. (a) | 7,228 | 194,939 | |
Zoom Video Communications, Inc. Class A (a) | 7,508 | 461,216 | |
Zscaler, Inc. (a) | 2,578 | 232,278 | |
16,156,493 | |||
Technology Hardware, Storage & Peripherals - 0.9% | |||
Dell Technologies, Inc. | 7,234 | 314,607 | |
Hewlett Packard Enterprise Co. | 39,282 | 562,518 | |
HP, Inc. | 30,053 | 892,875 | |
NetApp, Inc. | 6,651 | 418,281 | |
Pure Storage, Inc. Class A (a) | 8,726 | 199,215 | |
Western Digital Corp. (a) | 9,725 | 334,929 | |
2,722,425 | |||
TOTAL INFORMATION TECHNOLOGY | 41,057,458 | ||
MATERIALS - 6.1% | |||
Chemicals - 3.2% | |||
Albemarle Corp. | 3,581 | 664,132 | |
Ashland, Inc. | 1,552 | 157,699 | |
Axalta Coating Systems Ltd. (a) | 6,746 | 212,971 | |
Celanese Corp. Class A | 3,312 | 351,867 | |
CF Industries Holdings, Inc. | 5,990 | 428,764 | |
Corteva, Inc. | 21,876 | 1,337,061 | |
DuPont de Nemours, Inc. | 14,026 | 977,893 | |
Eastman Chemical Co. | 3,658 | 308,260 | |
Element Solutions, Inc. | 6,878 | 124,836 | |
FMC Corp. | 3,851 | 475,907 | |
Ginkgo Bioworks Holdings, Inc. Class A (a)(b) | 26,321 | 32,112 | |
Huntsman Corp. | 5,554 | 148,792 | |
International Flavors & Fragrances, Inc. | 7,798 | 756,094 | |
LyondellBasell Industries NV Class A | 7,858 | 743,445 | |
NewMarket Corp. | 175 | 69,930 | |
Olin Corp. | 3,724 | 206,310 | |
PPG Industries, Inc. | 7,206 | 1,010,714 | |
RPM International, Inc. | 3,900 | 319,917 | |
The Chemours Co. LLC | 4,515 | 131,251 | |
The Mosaic Co. | 10,392 | 445,297 | |
The Scotts Miracle-Gro Co. Class A | 1,232 | 82,310 | |
Valvoline, Inc. | 5,239 | 181,007 | |
Westlake Corp. | 1,013 | 115,259 | |
9,281,828 | |||
Construction Materials - 0.5% | |||
Eagle Materials, Inc. | 1,089 | 161,401 | |
Martin Marietta Materials, Inc. | 1,903 | 691,170 | |
Vulcan Materials Co. | 4,051 | 709,411 | |
1,561,982 | |||
Containers & Packaging - 1.3% | |||
Amcor PLC | 45,324 | 497,204 | |
Aptargroup, Inc. | 2,007 | 237,850 | |
Ardagh Group SA (a) | 363 | 2,606 | |
Ardagh Metal Packaging SA | 4,497 | 18,348 | |
Avery Dennison Corp. | 2,487 | 433,932 | |
Ball Corp. | 9,430 | 501,487 | |
Berry Global Group, Inc. | 3,710 | 214,475 | |
Crown Holdings, Inc. | 3,520 | 301,946 | |
Graphic Packaging Holding Co. | 9,342 | 230,374 | |
International Paper Co. | 10,860 | 359,575 | |
Packaging Corp. of America | 2,790 | 377,375 | |
Sealed Air Corp. | 4,454 | 213,747 | |
Silgan Holdings, Inc. | 2,583 | 127,239 | |
Sonoco Products Co. | 2,970 | 180,041 | |
WestRock Co. | 7,763 | 232,347 | |
3,928,546 | |||
Metals & Mining - 1.1% | |||
Alcoa Corp. | 5,390 | 200,185 | |
Cleveland-Cliffs, Inc. (a) | 15,602 | 239,959 | |
MP Materials Corp. (a) | 2,785 | 60,351 | |
Nucor Corp. | 7,842 | 1,162,028 | |
Reliance Steel & Aluminum Co. | 1,786 | 442,571 | |
Royal Gold, Inc. | 2,001 | 265,012 | |
SSR Mining, Inc. | 6,315 | 90,431 | |
Steel Dynamics, Inc. | 5,088 | 528,898 | |
United States Steel Corp. | 6,858 | 156,911 | |
3,146,346 | |||
Paper & Forest Products - 0.0% | |||
Louisiana-Pacific Corp. | 2,171 | 129,696 | |
TOTAL MATERIALS | 18,048,398 | ||
REAL ESTATE - 7.4% | |||
Equity Real Estate Investment Trusts (REITs) - 6.9% | |||
Alexandria Real Estate Equities, Inc. | 5,250 | 651,945 | |
American Homes 4 Rent Class A | 9,414 | 313,110 | |
Americold Realty Trust | 8,211 | 242,963 | |
Apartment Income (REIT) Corp. | 4,590 | 169,738 | |
AvalonBay Communities, Inc. | 4,273 | 770,721 | |
Boston Properties, Inc. | 4,799 | 256,075 | |
Brixmor Property Group, Inc. | 9,098 | 194,060 | |
Camden Property Trust (SBI) | 3,173 | 349,189 | |
Cousins Properties, Inc. | 4,595 | 100,217 | |
CubeSmart | 6,832 | 310,788 | |
Douglas Emmett, Inc. | 5,200 | 66,976 | |
EastGroup Properties, Inc. | 1,256 | 209,199 | |
EPR Properties | 2,263 | 94,955 | |
Equity Lifestyle Properties, Inc. | 5,424 | 373,714 | |
Equity Residential (SBI) | 11,332 | 716,749 | |
Essex Property Trust, Inc. | 1,963 | 431,330 | |
Extra Space Storage, Inc. | 4,049 | 615,610 | |
Federal Realty Investment Trust (SBI) | 2,453 | 242,577 | |
First Industrial Realty Trust, Inc. | 4,026 | 211,244 | |
Gaming & Leisure Properties | 7,469 | 388,388 | |
Healthcare Trust of America, Inc. | 11,617 | 229,784 | |
Healthpeak Properties, Inc. | 16,706 | 367,031 | |
Highwoods Properties, Inc. (SBI) | 3,174 | 72,748 | |
Host Hotels & Resorts, Inc. | 21,663 | 350,291 | |
Hudson Pacific Properties, Inc. | 4,178 | 23,230 | |
Invitation Homes, Inc. | 18,670 | 623,018 | |
Iron Mountain, Inc. | 8,830 | 487,769 | |
JBG SMITH Properties | 3,250 | 46,378 | |
Kilroy Realty Corp. | 3,538 | 103,451 | |
Kimco Realty Corp. | 18,460 | 354,247 | |
Lamar Advertising Co. Class A | 2,643 | 279,312 | |
Life Storage, Inc. | 2,571 | 345,491 | |
Medical Properties Trust, Inc. (b) | 18,134 | 159,035 | |
Mid-America Apartment Communities, Inc. | 3,514 | 540,453 | |
National Retail Properties, Inc. | 5,523 | 240,251 | |
National Storage Affiliates Trust | 2,587 | 99,729 | |
Omega Healthcare Investors, Inc. | 7,192 | 192,458 | |
Park Hotels & Resorts, Inc. | 6,836 | 82,374 | |
Rayonier, Inc. | 4,439 | 139,207 | |
Realty Income Corp. | 19,196 | 1,206,277 | |
Regency Centers Corp. | 5,232 | 321,402 | |
Rexford Industrial Realty, Inc. | 5,969 | 332,891 | |
SBA Communications Corp. Class A | 3,262 | 851,023 | |
Simon Property Group, Inc. | 9,979 | 1,130,820 | |
SL Green Realty Corp. | 1,947 | 46,085 | |
Spirit Realty Capital, Inc. | 4,259 | 163,801 | |
Sun Communities, Inc. | 3,722 | 517,097 | |
UDR, Inc. | 10,031 | 414,581 | |
Ventas, Inc. | 12,211 | 586,739 | |
VICI Properties, Inc. | 30,664 | 1,040,736 | |
Vornado Realty Trust | 5,361 | 80,469 | |
Welltower, Inc. | 14,468 | 1,146,155 | |
Weyerhaeuser Co. | 22,486 | 672,556 | |
WP Carey, Inc. | 6,386 | 473,841 | |
20,430,278 | |||
Real Estate Management & Development - 0.5% | |||
CBRE Group, Inc. (a) | 9,633 | 738,466 | |
Howard Hughes Corp. (a) | 1,115 | 86,268 | |
Jones Lang LaSalle, Inc. (a) | 1,459 | 202,859 | |
Opendoor Technologies, Inc. (a) | 14,153 | 19,531 | |
WeWork, Inc. (a) | 6,305 | 2,658 | |
Zillow Group, Inc.: | |||
Class A (a) | 1,812 | 77,517 | |
Class C (a) | 4,745 | 206,597 | |
1,333,896 | |||
TOTAL REAL ESTATE | 21,764,174 | ||
UTILITIES - 5.8% | |||
Electric Utilities - 2.8% | |||
Alliant Energy Corp. | 7,656 | 422,152 | |
Avangrid, Inc. | 2,158 | 86,881 | |
Constellation Energy Corp. | 9,986 | 772,916 | |
Edison International | 11,501 | 846,474 | |
Entergy Corp. | 6,208 | 667,857 | |
Evergy, Inc. | 6,804 | 422,596 | |
Eversource Energy | 10,542 | 818,165 | |
FirstEnergy Corp. | 16,594 | 660,441 | |
Hawaiian Electric Industries, Inc. | 3,337 | 130,844 | |
IDACORP, Inc. | 1,539 | 171,014 | |
NRG Energy, Inc. | 6,488 | 221,695 | |
OGE Energy Corp. | 6,108 | 229,294 | |
PG&E Corp. (a) | 50,342 | 861,352 | |
Pinnacle West Capital Corp. | 3,454 | 271,001 | |
PPL Corp. | 22,540 | 647,349 | |
Xcel Energy, Inc. | 16,675 | 1,165,749 | |
8,395,780 | |||
Gas Utilities - 0.3% | |||
Atmos Energy Corp. | 4,345 | 495,938 | |
National Fuel Gas Co. | 2,683 | 149,980 | |
UGI Corp. | 6,402 | 216,900 | |
862,818 | |||
Independent Power and Renewable Electricity Producers - 0.3% | |||
Brookfield Renewable Corp. | 3,891 | 129,998 | |
The AES Corp. | 20,379 | 482,167 | |
Vistra Corp. | 12,021 | 286,821 | |
898,986 | |||
Multi-Utilities - 2.0% | |||
Ameren Corp. | 7,865 | 699,749 | |
CenterPoint Energy, Inc. | 19,256 | 586,730 | |
CMS Energy Corp. | 8,859 | 551,561 | |
Consolidated Edison, Inc. | 10,853 | 1,068,695 | |
DTE Energy Co. | 5,895 | 662,657 | |
NiSource, Inc. | 12,420 | 353,473 | |
Public Service Enterprise Group, Inc. | 15,229 | 962,473 | |
WEC Energy Group, Inc. | 9,654 | 928,425 | |
5,813,763 | |||
Water Utilities - 0.4% | |||
American Water Works Co., Inc. | 5,903 | 875,120 | |
Essential Utilities, Inc. | 7,062 | 301,547 | |
1,176,667 | |||
TOTAL UTILITIES | 17,148,014 | ||
TOTAL COMMON STOCKS (Cost $266,873,130) | 293,385,920 | ||
Nonconvertible Preferred Stocks - 0.0% | |||
Shares | Value ($) | ||
REAL ESTATE - 0.0% | |||
Real Estate Management & Development - 0.0% | |||
Brookfield Property Preferred LP 6.25% (Cost $74) | 3 | 45 | |
Money Market Funds - 1.3% | |||
Shares | Value ($) | ||
Fidelity Cash Central Fund 4.88% (c) | 736,253 | 736,400 | |
Fidelity Securities Lending Cash Central Fund 4.88% (c)(d) | 3,217,906 | 3,218,228 | |
TOTAL MONEY MARKET FUNDS (Cost $3,954,628) | 3,954,628 | ||
TOTAL INVESTMENT IN SECURITIES - 101.1% (Cost $270,827,832) | 297,340,593 |
NET OTHER ASSETS (LIABILITIES) - (1.1)% | (3,378,076) |
NET ASSETS - 100.0% | 293,962,517 |
Futures Contracts | |||||
Number of contracts | Expiration Date | Notional Amount ($) | Value ($) | Unrealized Appreciation/ (Depreciation) ($) | |
Purchased | |||||
Equity Index Contracts | |||||
CME E-mini S&P MidCap 400 Index Contracts (United States) | 2 | Jun 2023 | 500,120 | 21,918 | 21,918 |
The notional amount of futures purchased as a percentage of Net Assets is 0.2% |
(a) | Non-income producing |
(b) | Security or a portion of the security is on loan at period end. |
(c) | 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. |
(d) | 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 ($) | % ownership, end of period |
Fidelity Cash Central Fund 4.88% | 101,705 | 35,401,940 | 34,767,245 | 17,387 | - | - | 736,400 | 0.0% |
Fidelity Securities Lending Cash Central Fund 4.88% | 9,145,255 | 26,866,454 | 32,793,481 | 110,013 | - | - | 3,218,228 | 0.0% |
Total | 9,246,960 | 62,268,394 | 67,560,726 | 127,400 | - | - | 3,954,628 | |
Valuation Inputs at Reporting Date: | ||||
Description | Total ($) | Level 1 ($) | Level 2 ($) | Level 3 ($) |
Investments in Securities: | ||||
Equities: | ||||
Communication Services | 10,647,477 | 10,647,477 | - | - |
Consumer Discretionary | 36,011,878 | 36,011,878 | - | - |
Consumer Staples | 12,302,878 | 12,302,878 | - | - |
Energy | 14,080,021 | 14,080,021 | - | - |
Financials | 39,209,115 | 39,209,115 | - | - |
Health Care | 32,662,287 | 32,662,287 | - | - |
Industrials | 50,454,220 | 50,454,220 | - | - |
Information Technology | 41,057,458 | 41,057,458 | - | - |
Materials | 18,048,398 | 18,048,398 | - | - |
Real Estate | 21,764,219 | 21,764,219 | - | - |
Utilities | 17,148,014 | 17,148,014 | - | - |
Money Market Funds | 3,954,628 | 3,954,628 | - | - |
Total Investments in Securities: | 297,340,593 | 297,340,593 | - | - |
Derivative Instruments: | ||||
Assets | ||||
Futures Contracts | 21,918 | 21,918 | - | - |
Total Assets | 21,918 | 21,918 | - | - |
Total Derivative Instruments: | 21,918 | 21,918 | - | - |
Primary Risk Exposure / Derivative Type | Value | |
Asset ($) | Liability ($) | |
Equity Risk | ||
Futures Contracts (a) | 21,918 | 0 |
Total Equity Risk | 21,918 | 0 |
Total Value of Derivatives | 21,918 | 0 |
Statement of Assets and Liabilities | ||||
April 30, 2023 | ||||
Assets | ||||
Investment in securities, at value (including securities loaned of $3,145,156) - See accompanying schedule: | ||||
Unaffiliated issuers (cost $266,873,204) | $ | 293,385,965 | ||
Fidelity Central Funds (cost $3,954,628) | 3,954,628 | |||
Total Investment in Securities (cost $270,827,832) | $ | 297,340,593 | ||
Segregated cash with brokers for derivative instruments | 28,800 | |||
Receivable for investments sold | 6,496 | |||
Receivable for fund shares sold | 399,603 | |||
Dividends receivable | 130,497 | |||
Distributions receivable from Fidelity Central Funds | 19,483 | |||
Receivable for daily variation margin on futures contracts | 4,440 | |||
Other receivables | 1,364 | |||
Total assets | 297,931,276 | |||
Liabilities | ||||
Payable for investments purchased | $ | 380,259 | ||
Payable for fund shares redeemed | 370,302 | |||
Collateral on securities loaned | 3,218,198 | |||
Total Liabilities | 3,968,759 | |||
Net Assets | $ | 293,962,517 | ||
Net Assets consist of: | ||||
Paid in capital | $ | 273,380,387 | ||
Total accumulated earnings (loss) | 20,582,130 | |||
Net Assets | $ | 293,962,517 | ||
Net Asset Value , offering price and redemption price per share ($293,962,517 ÷ 19,825,567 shares) | $ | 14.83 |
Statement of Operations | ||||
Year ended April 30, 2023 | ||||
Investment Income | ||||
Dividends | $ | 4,463,427 | ||
Income from Fidelity Central Funds (including $110,013 from security lending) | 127,400 | |||
Total Income | 4,590,827 | |||
Expenses | ||||
Independent trustees' fees and expenses | $ | 926 | ||
Total expenses before reductions | 926 | |||
Expense reductions | (46) | |||
Total expenses after reductions | 880 | |||
Net Investment income (loss) | 4,589,947 | |||
Realized and Unrealized Gain (Loss) | ||||
Net realized gain (loss) on: | ||||
Investment Securities: | ||||
Unaffiliated issuers | (2,716,392) | |||
Futures contracts | (52,115) | |||
Total net realized gain (loss) | (2,768,507) | |||
Change in net unrealized appreciation (depreciation) on: | ||||
Investment Securities: | ||||
Unaffiliated issuers | (4,289,597) | |||
Futures contracts | 26,239 | |||
Total change in net unrealized appreciation (depreciation) | (4,263,358) | |||
Net gain (loss) | (7,031,865) | |||
Net increase (decrease) in net assets resulting from operations | $ | (2,441,918) |
Statement of Changes in Net Assets | ||||
Year ended April 30, 2023 | Year ended April 30, 2022 | |||
Increase (Decrease) in Net Assets | ||||
Operations | ||||
Net investment income (loss) | $ | 4,589,947 | $ | 2,997,312 |
Net realized gain (loss) | (2,768,507) | 3,645,981 | ||
Change in net unrealized appreciation (depreciation) | (4,263,358) | (24,785,005) | ||
Net increase (decrease) in net assets resulting from operations | (2,441,918) | (18,141,712) | ||
Distributions to shareholders | (4,597,577) | (6,913,831) | ||
Share transactions | ||||
Proceeds from sales of shares | 118,927,737 | 148,157,214 | ||
Reinvestment of distributions | 3,203,047 | 4,691,590 | ||
Cost of shares redeemed | (72,465,560) | (65,791,393) | ||
Net increase (decrease) in net assets resulting from share transactions | 49,665,224 | 87,057,411 | ||
Total increase (decrease) in net assets | 42,625,729 | 62,001,868 | ||
Net Assets | ||||
Beginning of period | 251,336,788 | 189,334,920 | ||
End of period | $ | 293,962,517 | $ | 251,336,788 |
Other Information | ||||
Shares | ||||
Sold | 8,137,991 | 8,732,269 | ||
Issued in reinvestment of distributions | 224,077 | 271,847 | ||
Redeemed | (4,909,134) | (3,885,387) | ||
Net increase (decrease) | 3,452,934 | 5,118,729 | ||
Fidelity Flex® Mid Cap Index Fund |
Years ended April 30, | 2023 | 2022 | 2021 | 2020 | 2019 | |||||
Selected Per-Share Data | ||||||||||
Net asset value, beginning of period | $ | 15.35 | $ | 16.82 | $ | 10.78 | $ | 12.23 | $ | 11.28 |
Income from Investment Operations | ||||||||||
Net investment income (loss) A,B | .26 | .21 | .19 | .22 | .20 | |||||
Net realized and unrealized gain (loss) | (.52) | (1.18) | 6.17 | (1.39) | .98 | |||||
Total from investment operations | (.26) | (.97) | 6.36 | (1.17) | 1.18 | |||||
Distributions from net investment income | (.23) | (.19) | (.20) | (.18) | (.19) | |||||
Distributions from net realized gain | (.03) | (.31) | (.12) | (.10) | (.05) | |||||
Total distributions | (.26) | (.50) | (.32) | (.28) | (.23) C | |||||
Net asset value, end of period | $ | 14.83 | $ | 15.35 | $ | 16.82 | $ | 10.78 | $ | 12.23 |
Total Return D | (1.62)% | (6.09)% | 59.64% | (9.88)% | 10.75% | |||||
Ratios to Average Net Assets B,E,F | ||||||||||
Expenses before reductions G | -% | -% | -% | -% | -% | |||||
Expenses net of fee waivers, if any G | -% | -% | -% | -% | -% | |||||
Expenses net of all reductions G | -% | -% | -% | -% | -% | |||||
Net investment income (loss) | 1.75% | 1.27% | 1.35% | 1.84% | 1.76% | |||||
Supplemental Data | ||||||||||
Net assets, end of period (000 omitted) | $ | 293,963 | $ | 251,337 | $ | 189,335 | $ | 88,365 | $ | 76,766 |
Portfolio turnover rate H | 13% | 13% | 26% | 38% | 25% |
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% |
Gross unrealized appreciation | $56,737,810 |
Gross unrealized depreciation | (36,568,435) |
Net unrealized appreciation (depreciation) | $20,169,375 |
Tax Cost | $277,171,218 |
Undistributed ordinary income | $1,136,911 |
Net unrealized appreciation (depreciation) on securities and other investments | $20,169,375 |
April 30, 2023 | April 30, 2022 | |
Ordinary Income | $4,117,732 | $4,060,909 |
Long-term Capital Gains | 479,845 | 2,852,922 |
Total | $4,597,577 | $6,913,831 |
Equity Risk | Equity risk relates to the fluctuations in the value of financial instruments as a result of changes in market prices (other than those arising from interest rate risk or foreign exchange risk), whether caused by factors specific to an individual investment, its issuer, or all factors affecting all instruments traded in a market or market segment. |
Purchases ($) | Sales ($) | |
Fidelity Flex Mid Cap Index Fund | 89,211,818 | 35,624,317 |
Security Lending Income From Securities Loaned to NFS | Value of Securities Loaned to NFS at Period End | |
Fidelity Flex Mid Cap Index Fund | $ 83 | $ 21,514 |
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, 2022 to April 30, 2023). |
Annualized Expense Ratio- A | Beginning Account Value November 1, 2022 | Ending Account Value April 30, 2023 | Expenses Paid During Period- C November 1, 2022 to April 30, 2023 | |||||||
Fidelity Flex® Mid Cap Index Fund | -%- D | |||||||||
Actual | $ 1,000 | $ 1,038.10 | $- E | |||||||
Hypothetical- B | $ 1,000 | $ 1,024.79 | $- E | |||||||
- 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
Contents
Average Annual Total Returns | |||
Periods ended April 30, 2023 | Past 1 year | Life of Fund A |
Fidelity® Series Large Cap Growth Index Fund | 2.39% | 12.22% |
$10,000 Over Life of Fund |
Let's say hypothetically that $10,000 was invested in Fidelity® Series Large Cap Growth Index Fund, on August 17, 2018, when the fund started. The chart shows how the value of your investment would have changed, and also shows how the Russell 1000® Growth Index performed over the same period. |
Top Holdings (% of Fund's net assets) | ||
Apple, Inc. | 12.9 | |
Microsoft Corp. | 11.7 | |
Amazon.com, Inc. | 4.7 | |
NVIDIA Corp. | 3.3 | |
Alphabet, Inc. Class A | 2.9 | |
Alphabet, Inc. Class C | 2.5 | |
Tesla, Inc. | 2.2 | |
UnitedHealth Group, Inc. | 2.1 | |
Visa, Inc. Class A | 1.9 | |
MasterCard, Inc. Class A | 1.7 | |
45.9 | ||
Market Sectors (% of Fund's net assets) | ||
Information Technology | 41.6 | |
Consumer Discretionary | 13.9 | |
Health Care | 12.0 | |
Industrials | 7.9 | |
Communication Services | 7.3 | |
Financials | 6.8 | |
Consumer Staples | 6.1 | |
Real Estate | 1.4 | |
Energy | 1.4 | |
Materials | 1.3 | |
Utilities | 0.0 | |
Asset Allocation (% of Fund's net assets) |
Futures - 0.3% |
Common Stocks - 99.7% | |||
Shares | Value ($) | ||
COMMUNICATION SERVICES - 7.3% | |||
Entertainment - 0.9% | |||
Electronic Arts, Inc. | 669 | 85,150 | |
Liberty Media Corp. Liberty Formula One: | |||
Class A (a) | 83 | 5,377 | |
Series C (a) | 997 | 71,973 | |
Live Nation Entertainment, Inc. (a) | 3,167 | 214,659 | |
Madison Square Garden Sports Corp. | 389 | 77,995 | |
Netflix, Inc. (a) | 8,147 | 2,687,940 | |
Playtika Holding Corp. (a)(b) | 3,490 | 34,900 | |
Roblox Corp. (a) | 18,478 | 657,817 | |
Roku, Inc. Class A (a) | 1,491 | 83,809 | |
Spotify Technology SA (a) | 5,779 | 772,074 | |
Take-Two Interactive Software, Inc. (a) | 5,661 | 703,606 | |
The Walt Disney Co. (a) | 5,010 | 513,525 | |
Warner Bros Discovery, Inc. | 71,426 | 972,108 | |
World Wrestling Entertainment, Inc. Class A (b) | 1,736 | 186,047 | |
7,066,980 | |||
Interactive Media & Services - 6.0% | |||
Alphabet, Inc.: | |||
Class A (a) | 215,951 | 23,180,180 | |
Class C (a) | 187,802 | 20,323,932 | |
Match Group, Inc. (a) | 10,707 | 395,088 | |
Meta Platforms, Inc. Class A (a) | 19,558 | 4,700,179 | |
Pinterest, Inc. Class A (a) | 5,304 | 121,992 | |
TripAdvisor, Inc. (a) | 306 | 5,425 | |
Zoominfo Technologies, Inc. (a) | 11,214 | 245,699 | |
48,972,495 | |||
Media - 0.4% | |||
Cable One, Inc. | 147 | 111,486 | |
Charter Communications, Inc. Class A (a) | 4,339 | 1,599,789 | |
Liberty Broadband Corp.: | |||
Class A (a) | 346 | 29,247 | |
Class C (a) | 2,235 | 189,483 | |
Liberty Media Corp. Liberty SiriusXM: | |||
Series A (a) | 585 | 16,439 | |
Series C (a) | 2,059 | 57,528 | |
Nexstar Broadcasting Group, Inc. Class A (b) | 131 | 22,722 | |
The Trade Desk, Inc. (a) | 18,092 | 1,164,039 | |
3,190,733 | |||
TOTAL COMMUNICATION SERVICES | 59,230,208 | ||
CONSUMER DISCRETIONARY - 13.9% | |||
Automobile Components - 0.0% | |||
Aptiv PLC (a) | 2,784 | 286,362 | |
Automobiles - 2.2% | |||
Lucid Group, Inc. Class A (a)(b) | 22,483 | 178,515 | |
Tesla, Inc. (a) | 106,651 | 17,523,826 | |
17,702,341 | |||
Broadline Retail - 4.8% | |||
Amazon.com, Inc. (a) | 366,775 | 38,676,424 | |
eBay, Inc. | 2,905 | 134,879 | |
Etsy, Inc. (a) | 5,145 | 519,799 | |
Nordstrom, Inc. | 4,077 | 63,030 | |
Ollie's Bargain Outlet Holdings, Inc. (a) | 119 | 7,765 | |
39,401,897 | |||
Distributors - 0.1% | |||
Genuine Parts Co. | 484 | 81,462 | |
Pool Corp. | 1,563 | 549,113 | |
630,575 | |||
Diversified Consumer Services - 0.0% | |||
Bright Horizons Family Solutions, Inc. (a) | 694 | 52,827 | |
H&R Block, Inc. | 5,229 | 177,315 | |
Mister Car Wash, Inc. (a)(b) | 2,614 | 23,055 | |
253,197 | |||
Hotels, Restaurants & Leisure - 2.5% | |||
Airbnb, Inc. Class A (a) | 15,475 | 1,851,893 | |
Booking Holdings, Inc. (a) | 1,600 | 4,298,096 | |
Caesars Entertainment, Inc. (a) | 5,755 | 260,644 | |
Chipotle Mexican Grill, Inc. (a) | 1,133 | 2,342,613 | |
Choice Hotels International, Inc. (b) | 1,333 | 169,984 | |
Churchill Downs, Inc. | 1,461 | 427,386 | |
Darden Restaurants, Inc. | 3,670 | 557,583 | |
Domino's Pizza, Inc. | 1,058 | 335,883 | |
Doordash, Inc. (a) | 9,154 | 560,133 | |
Draftkings Holdings, Inc. | 14,683 | 321,705 | |
Expedia, Inc. (a) | 6,073 | 570,619 | |
Hilton Worldwide Holdings, Inc. | 7,832 | 1,127,965 | |
Las Vegas Sands Corp. (a) | 5,113 | 326,465 | |
Marriott International, Inc. Class A | 10,942 | 1,852,918 | |
McDonald's Corp. | 7,408 | 2,190,916 | |
Norwegian Cruise Line Holdings Ltd. (a)(b) | 1,139 | 15,206 | |
Planet Fitness, Inc. (a) | 2,575 | 214,086 | |
Six Flags Entertainment Corp. (a)(b) | 1,619 | 39,293 | |
Starbucks Corp. | 17,000 | 1,942,930 | |
Travel+Leisure Co. | 2,393 | 91,580 | |
Vail Resorts, Inc. | 1,558 | 374,730 | |
Wendy's Co. | 7,212 | 159,385 | |
Wyndham Hotels & Resorts, Inc. | 2,547 | 173,756 | |
Wynn Resorts Ltd. (a) | 556 | 63,540 | |
Yum! Brands, Inc. | 1,340 | 188,377 | |
20,457,686 | |||
Household Durables - 0.2% | |||
D.R. Horton, Inc. | 6,799 | 746,666 | |
NVR, Inc. (a) | 87 | 508,080 | |
PulteGroup, Inc. | 3,714 | 249,395 | |
Toll Brothers, Inc. | 2,359 | 150,764 | |
TopBuild Corp. (a) | 1,116 | 251,636 | |
1,906,541 | |||
Leisure Products - 0.1% | |||
Brunswick Corp. | 502 | 42,565 | |
Mattel, Inc. (a) | 6,807 | 122,526 | |
Polaris, Inc. (b) | 1,652 | 179,490 | |
YETI Holdings, Inc. (a) | 3,649 | 143,953 | |
488,534 | |||
Specialty Retail - 2.9% | |||
Advance Auto Parts, Inc. | 197 | 24,729 | |
AutoZone, Inc. (a) | 701 | 1,866,980 | |
Best Buy Co., Inc. | 2,502 | 186,449 | |
Burlington Stores, Inc. (a) | 2,495 | 481,061 | |
CarMax, Inc. (a)(b) | 772 | 54,063 | |
Carvana Co. Class A (a)(b) | 4,506 | 31,272 | |
Five Below, Inc. (a) | 2,235 | 441,100 | |
Floor & Decor Holdings, Inc. Class A (a)(b) | 4,225 | 419,712 | |
Leslie's, Inc. (a)(b) | 6,688 | 72,565 | |
Lowe's Companies, Inc. | 21,543 | 4,477,282 | |
O'Reilly Automotive, Inc. (a) | 1,043 | 956,754 | |
RH (a) | 268 | 68,375 | |
Ross Stores, Inc. | 5,974 | 637,605 | |
The Home Depot, Inc. | 24,390 | 7,330,171 | |
TJX Companies, Inc. | 47,889 | 3,774,611 | |
Tractor Supply Co. | 4,551 | 1,084,958 | |
Ulta Beauty, Inc. (a) | 2,077 | 1,145,320 | |
Victoria's Secret & Co. (a) | 2,503 | 77,618 | |
Wayfair LLC Class A (a)(b) | 2,125 | 74,014 | |
Williams-Sonoma, Inc. (b) | 2,195 | 265,683 | |
23,470,322 | |||
Textiles, Apparel & Luxury Goods - 1.1% | |||
Deckers Outdoor Corp. (a) | 953 | 456,811 | |
lululemon athletica, Inc. (a) | 4,605 | 1,749,578 | |
NIKE, Inc. Class B | 49,641 | 6,290,508 | |
Skechers U.S.A., Inc. Class A (sub. vtg.) (a) | 866 | 46,063 | |
Tapestry, Inc. | 1,314 | 53,624 | |
8,596,584 | |||
TOTAL CONSUMER DISCRETIONARY | 113,194,039 | ||
CONSUMER STAPLES - 6.1% | |||
Beverages - 2.3% | |||
Boston Beer Co., Inc. Class A (a) | 358 | 113,669 | |
Brown-Forman Corp.: | |||
Class A | 1,210 | 79,715 | |
Class B (non-vtg.) | 4,298 | 279,757 | |
Monster Beverage Corp. | 27,992 | 1,567,552 | |
PepsiCo, Inc. | 48,212 | 9,203,189 | |
The Coca-Cola Co. | 120,862 | 7,753,297 | |
18,997,179 | |||
Consumer Staples Distribution & Retail - 1.9% | |||
BJ's Wholesale Club Holdings, Inc. (a) | 3,502 | 267,448 | |
Costco Wholesale Corp. | 18,271 | 9,194,333 | |
Dollar General Corp. | 9,299 | 2,059,357 | |
Dollar Tree, Inc. (a) | 2,651 | 407,485 | |
Grocery Outlet Holding Corp. (a) | 242 | 7,207 | |
Performance Food Group Co. (a) | 1,882 | 117,983 | |
Sysco Corp. | 20,949 | 1,607,626 | |
Target Corp. | 10,546 | 1,663,632 | |
15,325,071 | |||
Food Products - 0.3% | |||
Darling Ingredients, Inc. (a) | 488 | 29,070 | |
Freshpet, Inc. (a) | 993 | 68,487 | |
Kellogg Co. | 5,709 | 398,317 | |
Lamb Weston Holdings, Inc. | 5,959 | 666,276 | |
Pilgrim's Pride Corp. (a) | 908 | 20,711 | |
The Hershey Co. | 5,231 | 1,428,377 | |
2,611,238 | |||
Household Products - 1.3% | |||
Church & Dwight Co., Inc. | 4,490 | 436,069 | |
Colgate-Palmolive Co. | 21,065 | 1,680,987 | |
Kimberly-Clark Corp. | 8,240 | 1,193,894 | |
Procter & Gamble Co. | 41,503 | 6,490,239 | |
The Clorox Co. | 4,217 | 698,420 | |
10,499,609 | |||
Personal Care Products - 0.3% | |||
Estee Lauder Companies, Inc. Class A | 9,464 | 2,334,958 | |
Olaplex Holdings, Inc. (a) | 5,469 | 20,235 | |
2,355,193 | |||
TOTAL CONSUMER STAPLES | 49,788,290 | ||
ENERGY - 1.4% | |||
Energy Equipment & Services - 0.1% | |||
Halliburton Co. | 16,769 | 549,185 | |
Oil, Gas & Consumable Fuels - 1.3% | |||
Antero Resources Corp. (a) | 7,644 | 175,736 | |
Cheniere Energy, Inc. | 5,915 | 904,995 | |
Coterra Energy, Inc. | 5,288 | 135,373 | |
Devon Energy Corp. | 13,108 | 700,360 | |
Diamondback Energy, Inc. | 4,213 | 599,089 | |
Enviva, Inc. (b) | 1,242 | 26,703 | |
EOG Resources, Inc. | 17,635 | 2,106,853 | |
Hess Corp. | 9,086 | 1,318,015 | |
New Fortress Energy, Inc. | 2,270 | 68,758 | |
Occidental Petroleum Corp. | 27,041 | 1,663,833 | |
ONEOK, Inc. | 2,095 | 137,034 | |
Ovintiv, Inc. | 7,243 | 261,327 | |
PDC Energy, Inc. | 1,943 | 126,392 | |
Pioneer Natural Resources Co. | 5,403 | 1,175,423 | |
Range Resources Corp. | 6,222 | 164,572 | |
Southwestern Energy Co. (a) | 2,917 | 15,139 | |
Targa Resources Corp. | 9,301 | 702,505 | |
Texas Pacific Land Corp. (b) | 235 | 347,248 | |
10,629,355 | |||
TOTAL ENERGY | 11,178,540 | ||
FINANCIALS - 6.8% | |||
Banks - 0.0% | |||
First Citizens Bancshares, Inc. | 112 | 112,804 | |
Western Alliance Bancorp. | 2,701 | 100,261 | |
213,065 | |||
Capital Markets - 1.4% | |||
Ameriprise Financial, Inc. | 2,772 | 845,793 | |
Ares Management Corp. | 6,290 | 550,941 | |
Blackstone, Inc. | 29,269 | 2,614,600 | |
Blue Owl Capital, Inc. Class A (b) | 17,488 | 196,915 | |
Charles Schwab Corp. | 34,808 | 1,818,370 | |
FactSet Research Systems, Inc. | 1,563 | 643,471 | |
LPL Financial | 3,293 | 687,710 | |
MarketAxess Holdings, Inc. | 1,525 | 485,514 | |
Moody's Corp. | 6,215 | 1,946,041 | |
Morningstar, Inc. | 942 | 167,968 | |
MSCI, Inc. | 2,411 | 1,163,187 | |
Raymond James Financial, Inc. | 664 | 60,112 | |
Tradeweb Markets, Inc. Class A | 2,852 | 200,809 | |
11,381,431 | |||
Consumer Finance - 0.0% | |||
American Express Co. | 1,548 | 249,754 | |
Credit Acceptance Corp. (a) | 26 | 12,727 | |
Upstart Holdings, Inc. (a)(b) | 518 | 7,200 | |
269,681 | |||
Financial Services - 4.1% | |||
Apollo Global Management, Inc. | 15,188 | 962,767 | |
Euronet Worldwide, Inc. (a) | 1,423 | 157,583 | |
Fiserv, Inc. (a) | 2,219 | 270,984 | |
FleetCor Technologies, Inc. (a) | 2,953 | 631,706 | |
Jack Henry & Associates, Inc. | 2,973 | 485,610 | |
MasterCard, Inc. Class A | 35,113 | 13,343,993 | |
PayPal Holdings, Inc. (a) | 14,483 | 1,100,708 | |
Rocket Companies, Inc. (a)(b) | 2,443 | 21,767 | |
Shift4 Payments, Inc. (a) | 2,103 | 142,520 | |
The Western Union Co. | 5,120 | 55,962 | |
Toast, Inc. (a) | 10,680 | 194,376 | |
UWM Holdings Corp. Class A (b) | 2,771 | 16,626 | |
Visa, Inc. Class A | 67,078 | 15,611,063 | |
WEX, Inc. (a) | 1,317 | 233,570 | |
33,229,235 | |||
Insurance - 1.3% | |||
Aon PLC | 7,963 | 2,589,408 | |
Arch Capital Group Ltd. (a) | 4,708 | 353,430 | |
Arthur J. Gallagher & Co. | 952 | 198,073 | |
Assurant, Inc. | 122 | 15,022 | |
Brown & Brown, Inc. | 752 | 48,421 | |
Erie Indemnity Co. Class A | 778 | 169,083 | |
Everest Re Group Ltd. | 508 | 192,024 | |
Lincoln National Corp. | 1,482 | 32,204 | |
Markel Corp. (a) | 127 | 173,803 | |
Marsh & McLennan Companies, Inc. | 18,253 | 3,289,008 | |
Progressive Corp. | 20,958 | 2,858,671 | |
RenaissanceRe Holdings Ltd. | 972 | 209,379 | |
Ryan Specialty Group Holdings, Inc. (a)(b) | 3,301 | 134,879 | |
10,263,405 | |||
TOTAL FINANCIALS | 55,356,817 | ||
HEALTH CARE - 12.0% | |||
Biotechnology - 3.1% | |||
AbbVie, Inc. | 72,934 | 11,021,786 | |
Alnylam Pharmaceuticals, Inc. (a) | 5,067 | 1,009,346 | |
Amgen, Inc. | 18,511 | 4,437,827 | |
Exact Sciences Corp. (a) | 1,245 | 79,767 | |
Exelixis, Inc. (a) | 11,611 | 212,481 | |
Horizon Therapeutics PLC (a) | 8,494 | 944,193 | |
Incyte Corp. (a) | 6,512 | 484,558 | |
Ionis Pharmaceuticals, Inc. (a)(b) | 5,430 | 192,059 | |
Moderna, Inc. (a) | 840 | 111,628 | |
Natera, Inc. (a) | 3,700 | 187,664 | |
Neurocrine Biosciences, Inc. (a) | 3,916 | 395,673 | |
Novavax, Inc. (a)(b) | 3,388 | 25,986 | |
Regeneron Pharmaceuticals, Inc. (a) | 627 | 502,722 | |
Repligen Corp. (a) | 1,634 | 247,763 | |
Sarepta Therapeutics, Inc. (a) | 3,448 | 423,311 | |
Seagen, Inc. (a) | 5,604 | 1,120,800 | |
Ultragenyx Pharmaceutical, Inc. (a) | 2,074 | 90,572 | |
Vertex Pharmaceuticals, Inc. (a) | 9,961 | 3,394,012 | |
24,882,148 | |||
Health Care Equipment & Supplies - 2.2% | |||
Abbott Laboratories | 9,367 | 1,034,772 | |
Align Technology, Inc. (a) | 2,430 | 790,479 | |
Baxter International, Inc. | 3,240 | 154,483 | |
DexCom, Inc. (a) | 15,889 | 1,927,971 | |
Edwards Lifesciences Corp. (a) | 25,477 | 2,241,466 | |
GE Healthcare Holding LLC | 837 | 68,082 | |
Globus Medical, Inc. (a) | 201 | 11,686 | |
ICU Medical, Inc. (a)(b) | 168 | 31,776 | |
IDEXX Laboratories, Inc. (a) | 3,387 | 1,666,946 | |
Insulet Corp. (a) | 2,842 | 903,870 | |
Intuitive Surgical, Inc. (a) | 13,386 | 4,032,131 | |
Masimo Corp. (a) | 1,503 | 284,277 | |
Novocure Ltd. (a)(b) | 4,237 | 279,218 | |
Penumbra, Inc. (a) | 1,463 | 415,668 | |
ResMed, Inc. | 5,954 | 1,434,676 | |
Stryker Corp. | 7,753 | 2,323,186 | |
Tandem Diabetes Care, Inc. (a) | 2,546 | 100,771 | |
17,701,458 | |||
Health Care Providers & Services - 2.9% | |||
agilon health, Inc. (a)(b) | 7,317 | 177,584 | |
AmerisourceBergen Corp. | 6,737 | 1,124,068 | |
Chemed Corp. | 216 | 119,070 | |
Cigna Group | 1,915 | 485,050 | |
DaVita HealthCare Partners, Inc. (a) | 2,336 | 211,081 | |
Elevance Health, Inc. | 3,021 | 1,415,792 | |
Guardant Health, Inc. (a) | 4,185 | 94,414 | |
HCA Holdings, Inc. | 544 | 156,308 | |
Humana, Inc. | 3,680 | 1,952,203 | |
McKesson Corp. | 1,103 | 401,757 | |
Molina Healthcare, Inc. (a) | 1,830 | 545,139 | |
UnitedHealth Group, Inc. | 35,122 | 17,283,185 | |
23,965,651 | |||
Health Care Technology - 0.2% | |||
Certara, Inc. (a) | 3,111 | 75,193 | |
Definitive Healthcare Corp. (a)(b) | 602 | 6,441 | |
Doximity, Inc. (a)(b) | 2,182 | 80,189 | |
Teladoc Health, Inc. (a) | 572 | 15,175 | |
Veeva Systems, Inc. Class A (a) | 5,749 | 1,029,531 | |
1,206,529 | |||
Life Sciences Tools & Services - 1.2% | |||
10X Genomics, Inc. (a) | 3,350 | 175,641 | |
Agilent Technologies, Inc. | 10,958 | 1,484,042 | |
Avantor, Inc. (a) | 23,261 | 453,124 | |
Bio-Techne Corp. | 6,386 | 510,114 | |
Bruker Corp. | 4,403 | 348,409 | |
Charles River Laboratories International, Inc. (a) | 1,931 | 367,122 | |
Danaher Corp. | 1,805 | 427,623 | |
IQVIA Holdings, Inc. (a) | 7,653 | 1,440,524 | |
Maravai LifeSciences Holdings, Inc. (a) | 4,480 | 61,779 | |
Mettler-Toledo International, Inc. (a) | 907 | 1,352,791 | |
Sotera Health Co. (a) | 4,045 | 67,835 | |
Syneos Health, Inc. (a) | 690 | 27,089 | |
Thermo Fisher Scientific, Inc. | 1,974 | 1,095,373 | |
Waters Corp. (a) | 2,445 | 734,380 | |
West Pharmaceutical Services, Inc. | 3,053 | 1,102,866 | |
9,648,712 | |||
Pharmaceuticals - 2.4% | |||
Catalent, Inc. (a) | 2,364 | 118,484 | |
Eli Lilly & Co. | 28,304 | 11,204,421 | |
Merck & Co., Inc. | 43,741 | 5,050,773 | |
Zoetis, Inc. Class A | 19,429 | 3,415,230 | |
19,788,908 | |||
TOTAL HEALTH CARE | 97,193,406 | ||
INDUSTRIALS - 7.9% | |||
Aerospace & Defense - 1.0% | |||
Axon Enterprise, Inc. (a) | 2,146 | 452,184 | |
BWX Technologies, Inc. | 1,508 | 97,387 | |
HEICO Corp. | 1,647 | 277,750 | |
HEICO Corp. Class A | 3,153 | 423,227 | |
Howmet Aerospace, Inc. | 1,493 | 66,125 | |
Huntington Ingalls Industries, Inc. | 370 | 74,614 | |
Lockheed Martin Corp. | 9,394 | 4,363,043 | |
Northrop Grumman Corp. | 699 | 322,428 | |
Spirit AeroSystems Holdings, Inc. Class A | 4,082 | 121,480 | |
The Boeing Co. (a) | 7,107 | 1,469,585 | |
TransDigm Group, Inc. | 817 | 625,005 | |
8,292,828 | |||
Air Freight & Logistics - 0.7% | |||
C.H. Robinson Worldwide, Inc. (b) | 1,284 | 129,517 | |
Expeditors International of Washington, Inc. | 2,053 | 233,714 | |
GXO Logistics, Inc. (a) | 517 | 27,468 | |
United Parcel Service, Inc. Class B | 27,055 | 4,864,760 | |
5,255,459 | |||
Building Products - 0.3% | |||
A.O. Smith Corp. | 1,194 | 81,538 | |
Advanced Drain Systems, Inc. (b) | 2,588 | 221,843 | |
Allegion PLC | 2,866 | 316,636 | |
Armstrong World Industries, Inc. | 1,075 | 73,810 | |
Carlisle Companies, Inc. | 1,782 | 384,645 | |
Fortune Brands Home & Security, Inc. | 1,829 | 118,318 | |
Masco Corp. | 453 | 24,240 | |
MasterBrand, Inc. | 1,742 | 14,058 | |
Trane Technologies PLC | 5,517 | 1,025,114 | |
Trex Co., Inc. (a) | 4,499 | 245,915 | |
2,506,117 | |||
Commercial Services & Supplies - 0.8% | |||
Cintas Corp. | 3,321 | 1,513,612 | |
Copart, Inc. (a) | 17,564 | 1,388,434 | |
Driven Brands Holdings, Inc. (a) | 146 | 4,482 | |
MSA Safety, Inc. | 608 | 78,888 | |
Republic Services, Inc. | 569 | 82,289 | |
Ritchie Bros. Auctioneers, Inc. | 2,332 | 133,367 | |
Rollins, Inc. | 8,798 | 371,716 | |
Tetra Tech, Inc. | 890 | 123,149 | |
Waste Management, Inc. | 15,860 | 2,633,553 | |
6,329,490 | |||
Construction & Engineering - 0.1% | |||
AECOM | 357 | 29,649 | |
Quanta Services, Inc. | 3,187 | 540,643 | |
Valmont Industries, Inc. | 123 | 35,739 | |
Willscot Mobile Mini Holdings (a) | 4,481 | 203,437 | |
809,468 | |||
Electrical Equipment - 0.3% | |||
ChargePoint Holdings, Inc. Class A (a)(b) | 10,466 | 90,740 | |
Emerson Electric Co. | 7,495 | 624,034 | |
Generac Holdings, Inc. (a) | 2,552 | 260,865 | |
Plug Power, Inc. (a)(b) | 11,015 | 99,465 | |
Rockwell Automation, Inc. | 3,198 | 906,345 | |
Vertiv Holdings Co. | 2,143 | 31,974 | |
2,013,423 | |||
Ground Transportation - 1.2% | |||
CSX Corp. | 21,782 | 667,400 | |
J.B. Hunt Transport Services, Inc. | 3,014 | 528,324 | |
Landstar System, Inc. | 1,314 | 231,303 | |
Lyft, Inc. (a) | 10,447 | 107,082 | |
Old Dominion Freight Lines, Inc. | 4,097 | 1,312,638 | |
RXO, Inc. | 288 | 5,210 | |
Uber Technologies, Inc. (a) | 68,578 | 2,129,347 | |
Union Pacific Corp. | 25,367 | 4,964,322 | |
XPO, Inc. (a) | 288 | 12,724 | |
9,958,350 | |||
Industrial Conglomerates - 0.2% | |||
General Electric Co. | 2,500 | 247,425 | |
Honeywell International, Inc. | 8,169 | 1,632,493 | |
1,879,918 | |||
Machinery - 1.7% | |||
AGCO Corp. | 339 | 42,016 | |
Allison Transmission Holdings, Inc. | 2,999 | 146,321 | |
Caterpillar, Inc. | 18,700 | 4,091,560 | |
Deere & Co. | 11,203 | 4,234,958 | |
Donaldson Co., Inc. | 854 | 54,272 | |
Graco, Inc. | 4,732 | 375,200 | |
IDEX Corp. | 560 | 115,539 | |
Illinois Tool Works, Inc. | 11,329 | 2,740,938 | |
Lincoln Electric Holdings, Inc. | 2,303 | 386,443 | |
Middleby Corp. (a) | 139 | 19,582 | |
Nordson Corp. | 554 | 119,836 | |
Otis Worldwide Corp. | 2,106 | 179,642 | |
Parker Hannifin Corp. | 1,194 | 387,907 | |
Toro Co. | 4,289 | 447,171 | |
Xylem, Inc. (b) | 1,078 | 111,940 | |
13,453,325 | |||
Passenger Airlines - 0.1% | |||
Delta Air Lines, Inc. (a) | 26,351 | 904,103 | |
Professional Services - 1.1% | |||
Automatic Data Processing, Inc. | 15,816 | 3,479,520 | |
Booz Allen Hamilton Holding Corp. Class A | 5,389 | 515,835 | |
Broadridge Financial Solutions, Inc. | 4,350 | 632,534 | |
CoStar Group, Inc. (a) | 2,421 | 186,296 | |
Equifax, Inc. (b) | 2,503 | 521,575 | |
FTI Consulting, Inc. (a) | 591 | 106,676 | |
Genpact Ltd. | 3,925 | 174,859 | |
KBR, Inc. | 3,669 | 208,142 | |
Paychex, Inc. | 13,298 | 1,460,918 | |
Robert Half International, Inc. (b) | 3,825 | 279,225 | |
TransUnion Holding Co., Inc. | 5,783 | 397,928 | |
Verisk Analytics, Inc. | 6,402 | 1,242,692 | |
9,206,200 | |||
Trading Companies & Distributors - 0.4% | |||
Core & Main, Inc. (a)(b) | 988 | 25,747 | |
Fastenal Co. | 23,736 | 1,277,946 | |
SiteOne Landscape Supply, Inc. (a)(b) | 1,091 | 161,184 | |
United Rentals, Inc. | 1,318 | 475,943 | |
W.W. Grainger, Inc. | 1,857 | 1,291,673 | |
Watsco, Inc. (b) | 722 | 250,086 | |
WESCO International, Inc. | 977 | 140,688 | |
3,623,267 | |||
TOTAL INDUSTRIALS | 64,231,948 | ||
INFORMATION TECHNOLOGY - 41.6% | |||
Communications Equipment - 0.2% | |||
Arista Networks, Inc. (a) | 10,143 | 1,624,503 | |
Ubiquiti, Inc. | 47 | 10,930 | |
1,635,433 | |||
Electronic Equipment, Instruments & Components - 0.6% | |||
Amphenol Corp. Class A | 18,258 | 1,377,931 | |
Arrow Electronics, Inc. (a) | 121 | 13,846 | |
CDW Corp. | 5,571 | 944,786 | |
Cognex Corp. | 6,630 | 316,185 | |
Coherent Corp. (a) | 741 | 25,298 | |
Corning, Inc. | 1,826 | 60,660 | |
Jabil, Inc. | 4,355 | 340,343 | |
Keysight Technologies, Inc. (a) | 6,838 | 989,048 | |
National Instruments Corp. | 709 | 41,285 | |
Vontier Corp. | 4,151 | 112,617 | |
Zebra Technologies Corp. Class A (a) | 866 | 249,434 | |
4,471,433 | |||
IT Services - 2.0% | |||
Accenture PLC Class A | 26,142 | 7,327,341 | |
Cloudflare, Inc. (a) | 11,684 | 549,732 | |
EPAM Systems, Inc. (a) | 2,270 | 641,139 | |
Gartner, Inc. (a) | 3,169 | 958,496 | |
Globant SA (a) | 1,667 | 261,502 | |
GoDaddy, Inc. (a) | 884 | 66,901 | |
IBM Corp. | 24,800 | 3,134,968 | |
MongoDB, Inc. Class A (a) | 2,743 | 658,210 | |
Okta, Inc. (a) | 888 | 60,855 | |
Snowflake, Inc. (a) | 11,967 | 1,772,073 | |
Thoughtworks Holding, Inc. (a) | 3,635 | 22,646 | |
Twilio, Inc. Class A (a) | 2,665 | 140,206 | |
VeriSign, Inc. (a) | 394 | 87,389 | |
Wix.com Ltd. (a) | 1,796 | 156,665 | |
15,838,123 | |||
Semiconductors & Semiconductor Equipment - 8.3% | |||
Advanced Micro Devices, Inc. (a) | 52,517 | 4,693,444 | |
Allegro MicroSystems LLC (a) | 2,788 | 99,727 | |
Analog Devices, Inc. | 4,204 | 756,216 | |
Applied Materials, Inc. | 34,714 | 3,923,723 | |
Broadcom, Inc. | 16,297 | 10,210,071 | |
Enphase Energy, Inc. (a) | 5,395 | 885,859 | |
Entegris, Inc. (b) | 6,085 | 455,888 | |
GlobalFoundries, Inc. (a)(b) | 651 | 38,279 | |
KLA Corp. | 5,711 | 2,207,530 | |
Lam Research Corp. | 5,560 | 2,913,885 | |
Lattice Semiconductor Corp. (a) | 5,564 | 443,451 | |
Microchip Technology, Inc. | 18,791 | 1,371,555 | |
Micron Technology, Inc. | 8,510 | 547,704 | |
Monolithic Power Systems, Inc. | 1,891 | 873,585 | |
NVIDIA Corp. | 97,629 | 27,091,071 | |
onsemi (a) | 11,177 | 804,297 | |
Qualcomm, Inc. | 46,233 | 5,400,014 | |
Teradyne, Inc. | 5,842 | 533,842 | |
Texas Instruments, Inc. | 25,646 | 4,288,011 | |
Universal Display Corp. | 1,780 | 237,559 | |
67,775,711 | |||
Software - 17.4% | |||
Adobe, Inc. (a) | 18,866 | 7,123,047 | |
Alteryx, Inc. Class A (a) | 2,395 | 98,506 | |
ANSYS, Inc. (a) | 1,884 | 591,425 | |
AppLovin Corp. (a)(b) | 9,086 | 154,462 | |
Aspen Technology, Inc. | 1,116 | 197,532 | |
Atlassian Corp. PLC (a) | 6,005 | 886,698 | |
Autodesk, Inc. (a) | 8,972 | 1,747,656 | |
Bentley Systems, Inc. Class B (b) | 6,987 | 297,367 | |
Black Knight, Inc. (a) | 613 | 33,494 | |
Cadence Design Systems, Inc. (a) | 11,245 | 2,355,265 | |
CCC Intelligent Solutions Holdings, Inc. Class A (a)(b) | 3,012 | 26,144 | |
Ceridian HCM Holding, Inc. (a)(b) | 1,128 | 71,605 | |
Confluent, Inc. (a) | 5,144 | 113,168 | |
Crowdstrike Holdings, Inc. (a) | 8,878 | 1,065,804 | |
Datadog, Inc. Class A (a) | 10,970 | 739,159 | |
DocuSign, Inc. (a) | 8,108 | 400,860 | |
DoubleVerify Holdings, Inc. (a) | 3,120 | 91,790 | |
Dropbox, Inc. Class A (a) | 10,360 | 210,722 | |
Dynatrace, Inc. (a) | 8,884 | 375,616 | |
Elastic NV (a) | 3,208 | 183,658 | |
Fair Isaac Corp. (a) | 1,005 | 731,590 | |
Five9, Inc. (a) | 2,901 | 188,101 | |
Fortinet, Inc. (a) | 26,597 | 1,676,941 | |
Gen Digital, Inc. | 8,113 | 143,357 | |
HubSpot, Inc. (a) | 1,913 | 805,277 | |
Informatica, Inc. (a) | 232 | 3,587 | |
Intuit, Inc. | 11,370 | 5,047,712 | |
Jamf Holding Corp. (a)(b) | 2,291 | 43,346 | |
Manhattan Associates, Inc. (a) | 1,583 | 262,271 | |
Microsoft Corp. | 308,768 | 94,872,056 | |
nCino, Inc. (a)(b) | 560 | 13,849 | |
NCR Corp. (a) | 244 | 5,439 | |
New Relic, Inc. (a) | 2,209 | 157,877 | |
Nutanix, Inc. Class A (a) | 4,919 | 117,958 | |
Oracle Corp. | 43,327 | 4,103,933 | |
Palantir Technologies, Inc. (a)(b) | 75,720 | 586,830 | |
Palo Alto Networks, Inc. (a) | 12,265 | 2,237,872 | |
Paycom Software, Inc. (a) | 2,107 | 611,810 | |
Paylocity Holding Corp. (a) | 1,645 | 317,962 | |
Pegasystems, Inc. (b) | 1,727 | 78,786 | |
Procore Technologies, Inc. (a)(b) | 2,123 | 113,389 | |
PTC, Inc. (a) | 4,385 | 551,589 | |
RingCentral, Inc. (a) | 3,512 | 96,791 | |
Salesforce, Inc. (a) | 8,480 | 1,682,178 | |
SentinelOne, Inc. (a) | 5,537 | 88,980 | |
ServiceNow, Inc. (a) | 8,366 | 3,843,508 | |
Smartsheet, Inc. (a) | 5,275 | 215,589 | |
Splunk, Inc. (a) | 6,699 | 577,722 | |
Synopsys, Inc. (a) | 6,284 | 2,333,375 | |
Teradata Corp. (a) | 2,268 | 87,794 | |
Tyler Technologies, Inc. (a) | 1,476 | 559,448 | |
UiPath, Inc. Class A (a)(b) | 1,566 | 22,049 | |
Unity Software, Inc. (a)(b) | 6,546 | 176,546 | |
VMware, Inc. Class A (a) | 4,293 | 536,754 | |
Workday, Inc. Class A (a) | 8,255 | 1,536,586 | |
Zoom Video Communications, Inc. Class A (a) | 5,082 | 312,187 | |
Zscaler, Inc. (a) | 3,463 | 312,016 | |
141,817,033 | |||
Technology Hardware, Storage & Peripherals - 13.1% | |||
Apple, Inc. | 620,202 | 105,235,872 | |
Dell Technologies, Inc. | 1,591 | 69,193 | |
HP, Inc. | 18,500 | 549,635 | |
NetApp, Inc. | 8,916 | 560,727 | |
Pure Storage, Inc. Class A (a) | 11,631 | 265,536 | |
106,680,963 | |||
TOTAL INFORMATION TECHNOLOGY | 338,218,696 | ||
MATERIALS - 1.3% | |||
Chemicals - 1.0% | |||
Albemarle Corp. | 2,474 | 458,828 | |
Axalta Coating Systems Ltd. (a) | 2,202 | 69,517 | |
CF Industries Holdings, Inc. | 8,105 | 580,156 | |
Ecolab, Inc. | 9,030 | 1,515,595 | |
FMC Corp. | 1,800 | 222,444 | |
Ginkgo Bioworks Holdings, Inc. Class A (a)(b) | 6,124 | 7,471 | |
Linde PLC | 4,272 | 1,578,290 | |
PPG Industries, Inc. | 5,170 | 725,144 | |
RPM International, Inc. | 299 | 24,527 | |
Sherwin-Williams Co. | 9,865 | 2,343,332 | |
The Chemours Co. LLC | 3,751 | 109,042 | |
The Mosaic Co. | 1,720 | 73,702 | |
The Scotts Miracle-Gro Co. Class A | 553 | 36,946 | |
Valvoline, Inc. (b) | 7,043 | 243,336 | |
7,988,330 | |||
Construction Materials - 0.1% | |||
Eagle Materials, Inc. | 1,244 | 184,373 | |
Martin Marietta Materials, Inc. | 234 | 84,989 | |
Vulcan Materials Co. | 2,639 | 462,142 | |
731,504 | |||
Containers & Packaging - 0.2% | |||
Ardagh Metal Packaging SA (b) | 1,804 | 7,360 | |
Avery Dennison Corp. | 2,080 | 362,918 | |
Ball Corp. | 5,026 | 267,283 | |
Berry Global Group, Inc. | 2,481 | 143,427 | |
Crown Holdings, Inc. | 4,158 | 356,673 | |
Graphic Packaging Holding Co. | 9,662 | 238,265 | |
Sealed Air Corp. | 5,965 | 286,260 | |
1,662,186 | |||
Metals & Mining - 0.0% | |||
MP Materials Corp. (a)(b) | 3,769 | 81,674 | |
Royal Gold, Inc. | 195 | 25,826 | |
Southern Copper Corp. (b) | 2,324 | 178,553 | |
286,053 | |||
Paper & Forest Products - 0.0% | |||
Louisiana-Pacific Corp. | 293 | 17,504 | |
TOTAL MATERIALS | 10,685,577 | ||
REAL ESTATE - 1.4% | |||
Equity Real Estate Investment Trusts (REITs) - 1.3% | |||
American Tower Corp. | 14,683 | 3,001,058 | |
Apartment Income (REIT) Corp. | 471 | 17,418 | |
Camden Property Trust (SBI) | 365 | 40,168 | |
Crown Castle International Corp. | 17,800 | 2,191,002 | |
Equinix, Inc. | 2,873 | 2,080,282 | |
Equity Lifestyle Properties, Inc. | 4,457 | 307,087 | |
Extra Space Storage, Inc. | 663 | 100,803 | |
Iron Mountain, Inc. | 8,888 | 490,973 | |
Lamar Advertising Co. Class A | 3,144 | 332,258 | |
Public Storage | 5,133 | 1,513,362 | |
SBA Communications Corp. Class A | 994 | 259,325 | |
Simon Property Group, Inc. | 6,517 | 738,506 | |
11,072,242 | |||
Real Estate Management & Development - 0.1% | |||
CBRE Group, Inc. (a) | 6,325 | 484,875 | |
Opendoor Technologies, Inc. (a)(b) | 4,696 | 6,480 | |
Zillow Group, Inc.: | |||
Class A (a) | 91 | 3,893 | |
Class C (a) | 411 | 17,895 | |
513,143 | |||
TOTAL REAL ESTATE | 11,585,385 | ||
UTILITIES - 0.0% | |||
Gas Utilities - 0.0% | |||
National Fuel Gas Co. | 264 | 14,758 | |
Independent Power and Renewable Electricity Producers - 0.0% | |||
The AES Corp. | 4,915 | 116,289 | |
Vistra Corp. | 9,500 | 226,670 | |
342,959 | |||
TOTAL UTILITIES | 357,717 | ||
TOTAL COMMON STOCKS (Cost $624,316,342) | 811,020,623 | ||
U.S. Treasury Obligations - 0.1% | |||
Principal Amount (c) | Value ($) | ||
U.S. Treasury Bills, yield at date of purchase 4.65% 6/29/23 (d) (Cost $397,009) | 400,000 | 396,779 | |
Money Market Funds - 1.2% | |||
Shares | Value ($) | ||
Fidelity Cash Central Fund 4.88% (e) | 3,177,705 | 3,178,341 | |
Fidelity Securities Lending Cash Central Fund 4.88% (e)(f) | 6,762,311 | 6,762,987 | |
TOTAL MONEY MARKET FUNDS (Cost $9,941,328) | 9,941,328 | ||
TOTAL INVESTMENT IN SECURITIES - 101.0% (Cost $634,654,679) | 821,358,730 |
NET OTHER ASSETS (LIABILITIES) - (1.0)% | (7,789,260) |
NET ASSETS - 100.0% | 813,569,470 |
Futures Contracts | |||||
Number of contracts | Expiration Date | Notional Amount ($) | Value ($) | Unrealized Appreciation/ (Depreciation) ($) | |
Purchased | |||||
Equity Index Contracts | |||||
CME E-mini NASDAQ 100 Index Contracts (United States) | 8 | Jun 2023 | 2,131,240 | 179,791 | 179,791 |
CME E-mini S&P 500 Index Contracts (United States) | 3 | Jun 2023 | 628,275 | 34,941 | 34,941 |
TOTAL FUTURES CONTRACTS | 214,732 | ||||
The notional amount of futures purchased as a percentage of Net Assets is 0.3% |
(a) | Non-income producing |
(b) | Security or a portion of the security is on loan at period end. |
(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 $289,648. |
(e) | Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements, which are not covered by the Fund's Report of Independent Registered Public Accounting Firm, are available on the SEC's website or upon request. |
(f) | Investment made with cash collateral received from securities on loan. |
Affiliate | Value, beginning of period ($) | 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 4.88% | 5,233,166 | 300,618,424 | 302,673,249 | 101,264 | - | - | 3,178,341 | 0.0% |
Fidelity Securities Lending Cash Central Fund 4.88% | 4,375,732 | 71,355,973 | 68,968,718 | 45,754 | - | - | 6,762,987 | 0.0% |
Total | 9,608,898 | 371,974,397 | 371,641,967 | 147,018 | - | - | 9,941,328 | |
Valuation Inputs at Reporting Date: | ||||
Description | Total ($) | Level 1 ($) | Level 2 ($) | Level 3 ($) |
Investments in Securities: | ||||
Equities: | ||||
Communication Services | 59,230,208 | 59,230,208 | - | - |
Consumer Discretionary | 113,194,039 | 113,194,039 | - | - |
Consumer Staples | 49,788,290 | 49,788,290 | - | - |
Energy | 11,178,540 | 11,178,540 | - | - |
Financials | 55,356,817 | 55,356,817 | - | - |
Health Care | 97,193,406 | 97,193,406 | - | - |
Industrials | 64,231,948 | 64,231,948 | - | - |
Information Technology | 338,218,696 | 338,218,696 | - | - |
Materials | 10,685,577 | 10,685,577 | - | - |
Real Estate | 11,585,385 | 11,585,385 | - | - |
Utilities | 357,717 | 357,717 | - | - |
U.S. Government and Government Agency Obligations | 396,779 | - | 396,779 | - |
Money Market Funds | 9,941,328 | 9,941,328 | - | - |
Total Investments in Securities: | 821,358,730 | 820,961,951 | 396,779 | - |
Derivative Instruments: | ||||
Assets | ||||
Futures Contracts | 214,732 | 214,732 | - | - |
Total Assets | 214,732 | 214,732 | - | - |
Total Derivative Instruments: | 214,732 | 214,732 | - | - |
Primary Risk Exposure / Derivative Type | Value | |
Asset ($) | Liability ($) | |
Equity Risk | ||
Futures Contracts (a) | 214,732 | 0 |
Total Equity Risk | 214,732 | 0 |
Total Value of Derivatives | 214,732 | 0 |
Statement of Assets and Liabilities | ||||
April 30, 2023 | ||||
Assets | ||||
Investment in securities, at value (including securities loaned of $6,639,534) - See accompanying schedule: | ||||
Unaffiliated issuers (cost $624,713,351) | $ | 811,417,402 | ||
Fidelity Central Funds (cost $9,941,328) | 9,941,328 | |||
Total Investment in Securities (cost $634,654,679) | $ | 821,358,730 | ||
Receivable for investments sold | 4,031,135 | |||
Receivable for fund shares sold | 52,239 | |||
Dividends receivable | 349,070 | |||
Distributions receivable from Fidelity Central Funds | 14,592 | |||
Receivable for daily variation margin on futures contracts | 28,705 | |||
Receivable from investment adviser for expense reductions | 1,759 | |||
Total assets | 825,836,230 | |||
Liabilities | ||||
Payable for fund shares redeemed | $ | 5,495,703 | ||
Other payables and accrued expenses | 8,077 | |||
Collateral on securities loaned | 6,762,980 | |||
Total Liabilities | 12,266,760 | |||
Net Assets | $ | 813,569,470 | ||
Net Assets consist of: | ||||
Paid in capital | $ | 660,714,816 | ||
Total accumulated earnings (loss) | 152,854,654 | |||
Net Assets | $ | 813,569,470 | ||
Net Asset Value , offering price and redemption price per share ($813,569,470 ÷ 52,055,091 shares) | $ | 15.63 |
Statement of Operations | ||||
Year ended April 30, 2023 | ||||
Investment Income | ||||
Dividends | $ | 7,220,625 | ||
Interest | 8,495 | |||
Income from Fidelity Central Funds (including $45,754 from security lending) | 147,018 | |||
Total Income | 7,376,138 | |||
Expenses | ||||
Custodian fees and expenses | $ | 31,363 | ||
Independent trustees' fees and expenses | 2,465 | |||
Interest | 6,218 | |||
Total expenses before reductions | 40,046 | |||
Expense reductions | (10,175) | |||
Total expenses after reductions | 29,871 | |||
Net Investment income (loss) | 7,346,267 | |||
Realized and Unrealized Gain (Loss) | ||||
Net realized gain (loss) on: | ||||
Investment Securities: | ||||
Unaffiliated issuers | (27,191,609) | |||
Futures contracts | (284,291) | |||
Total net realized gain (loss) | (27,475,900) | |||
Change in net unrealized appreciation (depreciation) on: | ||||
Investment Securities: | ||||
Unaffiliated issuers | 52,478,608 | |||
Futures contracts | 252,022 | |||
Total change in net unrealized appreciation (depreciation) | 52,730,630 | |||
Net gain (loss) | 25,254,730 | |||
Net increase (decrease) in net assets resulting from operations | $ | 32,600,997 |
Statement of Changes in Net Assets | ||||
Year ended April 30, 2023 | Year ended April 30, 2022 | |||
Increase (Decrease) in Net Assets | ||||
Operations | ||||
Net investment income (loss) | $ | 7,346,267 | $ | 4,744,000 |
Net realized gain (loss) | (27,475,900) | 11,155,903 | ||
Change in net unrealized appreciation (depreciation) | 52,730,630 | (50,252,072) | ||
Net increase (decrease) in net assets resulting from operations | 32,600,997 | (34,352,169) | ||
Distributions to shareholders | (9,239,181) | (20,151,918) | ||
Share transactions | ||||
Proceeds from sales of shares | 297,407,219 | 328,924,069 | ||
Reinvestment of distributions | 9,239,181 | 20,151,918 | ||
Cost of shares redeemed | (159,930,900) | (197,089,005) | ||
Net increase (decrease) in net assets resulting from share transactions | 146,715,500 | 151,986,982 | ||
Total increase (decrease) in net assets | 170,077,316 | 97,482,895 | ||
Net Assets | ||||
Beginning of period | 643,492,154 | 546,009,259 | ||
End of period | $ | 813,569,470 | $ | 643,492,154 |
Other Information | ||||
Shares | ||||
Sold | 20,607,506 | 18,966,983 | ||
Issued in reinvestment of distributions | 647,458 | 1,064,704 | ||
Redeemed | (10,783,270) | (10,844,228) | ||
Net increase (decrease) | 10,471,694 | 9,187,459 | ||
Fidelity® Series Large Cap Growth Index Fund |
Years ended April 30, | 2023 | 2022 | 2021 | 2020 | 2019 A | |||||
Selected Per-Share Data | ||||||||||
Net asset value, beginning of period | $ | 15.47 | $ | 16.85 | $ | 11.52 | $ | 10.54 | $ | 10.00 |
Income from Investment Operations | ||||||||||
Net investment income (loss) B,C | .15 | .13 | .12 | .14 | .06 | |||||
Net realized and unrealized gain (loss) | .20 | (.92) | 5.67 | .99 | .53 | |||||
Total from investment operations | .35 | (.79) | 5.79 | 1.13 | .59 | |||||
Distributions from net investment income | (.13) | (.12) | (.13) | (.10) | (.05) | |||||
Distributions from net realized gain | (.06) | (.46) | (.33) | (.05) | - | |||||
Total distributions | (.19) | (.59) D | (.46) | (.15) | (.05) | |||||
Net asset value, end of period | $ | 15.63 | $ | 15.47 | $ | 16.85 | $ | 11.52 | $ | 10.54 |
Total Return E,F | 2.39% | (5.34)% | 51.21% | 10.77% | 5.97% | |||||
Ratios to Average Net Assets C,G,H | ||||||||||
Expenses before reductions | .01% | .01% | .01% | .01% | .05% I | |||||
Expenses net of fee waivers, if any | -% J | -% J | -% J | .01% | .01% I | |||||
Expenses net of all reductions | -% J | -% J | -% J | .01% | .01% I | |||||
Net investment income (loss) | 1.04% | .73% | .85% | 1.24% | .85% I | |||||
Supplemental Data | ||||||||||
Net assets, end of period (000 omitted) | $ | 813,569 | $ | 643,492 | $ | 546,009 | $ | 297,828 | $ | 263,824 |
Portfolio turnover rate K | 29% | 40% | 40% | 45% | 21% 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% |
Gross unrealized appreciation | $215,698,099 |
Gross unrealized depreciation | (41,043,300) |
Net unrealized appreciation (depreciation) | $174,654,799 |
Tax Cost | $646,703,931 |
Undistributed ordinary income | $1,989,772 |
Capital loss carryforward | $(23,789,917) |
Net unrealized appreciation (depreciation) on securities and other investments | $174,654,799 |
Short-term | $(13,287,833) |
Long-term | (10,502,084) |
Total capital loss carryforward | $(23,789,917) |
April 30, 2023 | April 30, 2022 | |
Ordinary Income | $8,198,918 | $9,665,986 |
Long-term Capital Gains | 1,040,263 | 10,485,932 |
Total | $9,239,181 | $20,151,918 |
Equity Risk | Equity risk relates to the fluctuations in the value of financial instruments as a result of changes in market prices (other than those arising from interest rate risk or foreign exchange risk), whether caused by factors specific to an individual investment, its issuer, or all factors affecting all instruments traded in a market or market segment. |
Purchases ($) | Sales ($) | |
Fidelity Series Large Cap Growth Index Fund | 356,763,491 | 208,104,293 |
Borrower or Lender | Average Loan Balance | Weighted Average Interest Rate | Interest Expense | |
Fidelity Series Large Cap Growth Index Fund | Borrower | $ 13,112,000 | 4.27% | $6,218 |
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 Series Large Cap Growth Index Fund | $4,609 | $3,796 | $122,141 |
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, 2022 to April 30, 2023). |
Annualized Expense Ratio- A | Beginning Account Value November 1, 2022 | Ending Account Value April 30, 2023 | Expenses Paid During Period- C November 1, 2022 to April 30, 2023 | |||||||
Fidelity® Series Large Cap Growth Index Fund | -%- D | |||||||||
Actual | $ 1,000 | $ 1,115.60 | $- E | |||||||
Hypothetical- B | $ 1,000 | $ 1,024.79 | $- E | |||||||
- 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
Contents
Average Annual Total Returns | |||
Periods ended April 30, 2023 | Past 1 year | Past 5 years | Life of Fund A |
Fidelity Flex® Small Cap Index Fund | -3.46% | 4.25% | 5.85% |
$10,000 Over Life of Fund |
Let's say hypothetically that $10,000 was invested in Fidelity Flex® Small Cap Index Fund, on March 9, 2017, when the fund started. The chart shows how the value of your investment would have changed, and also shows how the Russell 2000® Index performed over the same period. |
Top Holdings (% of Fund's net assets) | ||
Shockwave Medical, Inc. | 0.5 | |
EMCOR Group, Inc. | 0.4 | |
Iridium Communications, Inc. | 0.4 | |
Saia, Inc. | 0.4 | |
Apellis Pharmaceuticals, Inc. | 0.4 | |
Inspire Medical Systems, Inc. | 0.3 | |
Crocs, Inc. | 0.3 | |
Texas Roadhouse, Inc. Class A | 0.3 | |
Kinsale Capital Group, Inc. | 0.3 | |
Prometheus Biosciences, Inc. | 0.3 | |
3.6 | ||
Market Sectors (% of Fund's net assets) | ||
Health Care | 17.0 | |
Industrials | 16.7 | |
Financials | 15.6 | |
Consumer Discretionary | 11.4 | |
Information Technology | 11.3 | |
Energy | 6.4 | |
Real Estate | 6.2 | |
Materials | 4.4 | |
Consumer Staples | 3.8 | |
Utilities | 3.3 | |
Communication Services | 2.7 | |
Asset Allocation (% of Fund's net assets) |
Futures - 1.2% |
Common Stocks - 98.8% | |||
Shares | Value ($) | ||
COMMUNICATION SERVICES - 2.7% | |||
Diversified Telecommunication Services - 0.7% | |||
Anterix, Inc. (a) | 2,265 | 71,529 | |
ATN International, Inc. | 1,359 | 49,155 | |
Bandwidth, Inc. (a) | 2,893 | 35,208 | |
Charge Enterprises, Inc. (a) | 16,112 | 17,079 | |
Cogent Communications Group, Inc. | 5,293 | 365,429 | |
Consolidated Communications Holdings, Inc. (a) | 9,352 | 36,192 | |
EchoStar Holding Corp. Class A (a) | 4,124 | 70,397 | |
Globalstar, Inc. (a) | 84,444 | 76,506 | |
IDT Corp. Class B (a) | 1,919 | 63,730 | |
Iridium Communications, Inc. | 15,411 | 978,136 | |
Liberty Latin America Ltd.: | |||
Class A (a) | 4,468 | 39,631 | |
Class C (a) | 18,257 | 162,122 | |
Ooma, Inc. (a) | 2,861 | 35,190 | |
Radius Global Infrastructure, Inc. (a) | 9,420 | 138,380 | |
2,138,684 | |||
Entertainment - 0.4% | |||
Cinemark Holdings, Inc. (a) | 13,422 | 226,563 | |
IMAX Corp. (a) | 5,808 | 121,678 | |
Liberty Media Corp. Liberty Braves: | |||
Class A (a) | 1,143 | 44,771 | |
Class C (a) | 4,706 | 178,922 | |
Lions Gate Entertainment Corp.: | |||
Class A (a) | 9,166 | 105,409 | |
Class B (a) | 12,107 | 129,182 | |
Madison Square Garden Entertainment Corp. | 3,246 | 104,748 | |
Marcus Corp. (b) | 2,907 | 50,931 | |
Playstudios, Inc. Class A (a) | 9,809 | 42,963 | |
Reservoir Media, Inc. (a) | 2,528 | 16,786 | |
Skillz, Inc. (a) | 38,051 | 23,694 | |
Sphere Entertainment Co. (a) | 3,185 | 89,626 | |
Vivid Seats, Inc. Class A (a) | 3,082 | 22,129 | |
1,157,402 | |||
Interactive Media & Services - 0.7% | |||
Bumble, Inc. (a) | 12,359 | 225,057 | |
CarGurus, Inc. Class A (a) | 12,609 | 207,292 | |
Cars.com, Inc. (a) | 8,133 | 159,163 | |
DHI Group, Inc. (a) | 5,253 | 19,279 | |
Eventbrite, Inc. (a) | 9,588 | 69,705 | |
EverQuote, Inc. Class A (a) | 2,445 | 17,042 | |
fuboTV, Inc. (a)(b) | 23,215 | 26,465 | |
MediaAlpha, Inc. Class A (a) | 3,005 | 22,237 | |
Outbrain, Inc. (a) | 4,652 | 17,817 | |
QuinStreet, Inc. (a) | 6,241 | 69,338 | |
Shutterstock, Inc. | 2,960 | 198,320 | |
The Arena Group Holdings, Inc. (a) | 1,450 | 5,945 | |
TrueCar, Inc. (a) | 10,814 | 27,792 | |
Vimeo, Inc. (a) | 17,770 | 58,463 | |
Vinco Ventures, Inc. (a) | 27,056 | 4,957 | |
Wejo Group Ltd. (a) | 6,382 | 2,489 | |
Yelp, Inc. (a) | 8,335 | 249,383 | |
Ziff Davis, Inc. (a) | 5,622 | 411,193 | |
ZipRecruiter, Inc. (a) | 8,999 | 152,443 | |
1,944,380 | |||
Media - 0.8% | |||
AdTheorent Holding Co., Inc. Class A (a) | 4,630 | 6,945 | |
Advantage Solutions, Inc. Class A (a) | 9,734 | 12,460 | |
AMC Networks, Inc. Class A (a) | 3,730 | 65,984 | |
Audacy, Inc. Class A (a) | 8,880 | 1,046 | |
Boston Omaha Corp. (a) | 2,719 | 55,631 | |
Cardlytics, Inc. (a) | 3,959 | 25,694 | |
Clear Channel Outdoor Holdings, Inc. (a) | 45,484 | 57,765 | |
Cumulus Media, Inc. (a) | 2,099 | 7,378 | |
Daily Journal Corp. (a) | 150 | 40,973 | |
E.W. Scripps Co. Class A (a) | 7,227 | 60,924 | |
Entravision Communication Corp. Class A | 7,429 | 46,431 | |
Gambling.com Group Ltd. (a) | 1,131 | 11,106 | |
Gannett Co., Inc. (a) | 18,010 | 34,219 | |
Gray Television, Inc. | 10,231 | 78,881 | |
iHeartMedia, Inc. (a) | 14,674 | 50,919 | |
Innovid Corp. (a) | 9,118 | 8,562 | |
Integral Ad Science Holding Corp. (a) | 4,718 | 74,214 | |
John Wiley & Sons, Inc. Class A | 5,306 | 204,652 | |
Magnite, Inc. (a) | 16,356 | 153,746 | |
PubMatic, Inc. (a) | 5,364 | 73,272 | |
Quotient Technology, Inc. (a) | 11,216 | 31,629 | |
Scholastic Corp. | 3,630 | 139,646 | |
Sinclair Broadcast Group, Inc. Class A | 4,948 | 98,416 | |
Stagwell, Inc. (a) | 9,494 | 59,053 | |
TechTarget, Inc. (a) | 3,355 | 114,372 | |
TEGNA, Inc. | 27,451 | 469,412 | |
Thryv Holdings, Inc. (a) | 3,103 | 69,693 | |
Urban One, Inc. Class A (a) | 2,129 | 15,201 | |
WideOpenWest, Inc. (a) | 6,578 | 75,187 | |
2,143,411 | |||
Wireless Telecommunication Services - 0.1% | |||
Gogo, Inc. (a) | 6,120 | 82,069 | |
KORE Group Holdings, Inc. (a) | 4,822 | 5,883 | |
Shenandoah Telecommunications Co. | 5,915 | 123,091 | |
Telephone & Data Systems, Inc. | 12,548 | 125,480 | |
U.S. Cellular Corp. (a) | 1,812 | 38,487 | |
375,010 | |||
TOTAL COMMUNICATION SERVICES | 7,758,887 | ||
CONSUMER DISCRETIONARY - 11.4% | |||
Automobile Components - 1.4% | |||
Adient PLC (a) | 11,687 | 431,718 | |
American Axle & Manufacturing Holdings, Inc. (a) | 13,913 | 99,478 | |
Dana, Inc. | 15,825 | 234,052 | |
Dorman Products, Inc. (a) | 3,247 | 279,762 | |
Fox Factory Holding Corp. (a) | 5,227 | 579,517 | |
Gentherm, Inc. (a) | 4,074 | 243,014 | |
Holley, Inc. (a) | 6,184 | 14,903 | |
LCI Industries | 3,066 | 346,335 | |
Luminar Technologies, Inc. (a)(b) | 31,011 | 186,686 | |
Modine Manufacturing Co. (a) | 6,068 | 126,882 | |
Motorcar Parts of America, Inc. (a) | 2,434 | 11,854 | |
Patrick Industries, Inc. | 2,660 | 182,556 | |
Solid Power, Inc. (a) | 16,539 | 37,544 | |
Standard Motor Products, Inc. | 2,475 | 89,125 | |
Stoneridge, Inc. (a) | 3,207 | 60,388 | |
The Goodyear Tire & Rubber Co. (a) | 34,535 | 368,488 | |
Visteon Corp. (a) | 3,423 | 480,555 | |
XPEL, Inc. (a) | 2,653 | 193,828 | |
3,966,685 | |||
Automobiles - 0.2% | |||
Canoo, Inc. (a)(b) | 35,147 | 26,536 | |
Cenntro Electric Group Ltd. (a) | 23,123 | 8,574 | |
Faraday Future Intelligent Electric, Inc. (a) | 59,205 | 10,094 | |
Fisker, Inc. (a)(b) | 21,972 | 141,500 | |
Lordstown Motors Corp. Class A (a)(b) | 20,953 | 10,958 | |
Mullen Automotive, Inc. (a) | 118,708 | 9,129 | |
Winnebago Industries, Inc. | 3,697 | 214,944 | |
Workhorse Group, Inc. (a)(b) | 19,755 | 18,613 | |
440,348 | |||
Broadline Retail - 0.1% | |||
1stDibs.com, Inc. (a) | 3,109 | 11,690 | |
Big Lots, Inc. | 3,570 | 32,094 | |
ContextLogic, Inc. (a) | 2,427 | 17,499 | |
Dillard's, Inc. Class A (b) | 491 | 146,509 | |
Groupon, Inc. (a) | 2,541 | 9,097 | |
Qurate Retail, Inc. Series A (a) | 43,624 | 34,751 | |
251,640 | |||
Distributors - 0.0% | |||
Funko, Inc. (a) | 4,004 | 39,479 | |
Weyco Group, Inc. | 746 | 20,246 | |
59,725 | |||
Diversified Consumer Services - 1.0% | |||
2U, Inc. (a) | 9,507 | 52,669 | |
Adtalem Global Education, Inc. (a) | 5,530 | 224,352 | |
American Public Education, Inc. (a) | 2,207 | 12,580 | |
Carriage Services, Inc. | 1,643 | 47,171 | |
Chegg, Inc. (a) | 15,353 | 276,047 | |
Coursera, Inc. (a) | 14,135 | 175,839 | |
Duolingo, Inc. (a) | 2,967 | 403,987 | |
European Wax Center, Inc. | 3,046 | 57,387 | |
Frontdoor, Inc. (a) | 10,177 | 278,443 | |
Graham Holdings Co. | 453 | 260,733 | |
Laureate Education, Inc. Class A | 16,541 | 204,943 | |
Nerdy, Inc. Class A (a) | 7,090 | 28,147 | |
OneSpaWorld Holdings Ltd. (a) | 8,184 | 98,208 | |
Perdoceo Education Corp. (a) | 8,262 | 107,241 | |
Rover Group, Inc. Class A (a) | 11,522 | 52,195 | |
Strategic Education, Inc. | 2,798 | 246,224 | |
Stride, Inc. (a) | 5,191 | 223,005 | |
The Beachbody Co., Inc. (a) | 11,490 | 5,361 | |
Udemy, Inc. (a) | 9,068 | 82,428 | |
Universal Technical Institute, Inc. (a) | 4,182 | 29,525 | |
WW International, Inc. (a) | 6,651 | 55,536 | |
2,922,021 | |||
Hotels, Restaurants & Leisure - 2.8% | |||
Accel Entertainment, Inc. (a) | 6,913 | 61,180 | |
Bally's Corp. (a) | 4,431 | 76,213 | |
Biglari Holdings, Inc. Class B (a) | 82 | 14,202 | |
BJ's Restaurants, Inc. (a) | 2,790 | 90,787 | |
Bloomin' Brands, Inc. | 10,745 | 266,154 | |
Bluegreen Vacations Holding Corp. Class A | 1,204 | 34,663 | |
Bowlero Corp. Class A (a) | 3,650 | 53,400 | |
Brinker International, Inc. (a) | 5,345 | 213,372 | |
Century Casinos, Inc. (a) | 3,261 | 22,957 | |
Chuy's Holdings, Inc. (a) | 2,201 | 76,771 | |
Cracker Barrel Old Country Store, Inc. | 2,729 | 289,711 | |
Dave & Buster's Entertainment, Inc. (a) | 5,287 | 187,477 | |
Denny's Corp. (a) | 6,768 | 75,869 | |
Dine Brands Global, Inc. | 1,823 | 118,367 | |
El Pollo Loco Holdings, Inc. | 2,394 | 22,312 | |
Everi Holdings, Inc. (a) | 10,643 | 161,774 | |
F45 Training Holdings, Inc. (a) | 3,954 | 3,361 | |
First Watch Restaurant Group, Inc. (a) | 1,893 | 30,439 | |
Full House Resorts, Inc. (a) | 4,066 | 28,625 | |
Golden Entertainment, Inc. (a) | 2,477 | 104,430 | |
Hilton Grand Vacations, Inc. (a) | 10,578 | 452,738 | |
Inspirato, Inc. (a) | 2,127 | 1,617 | |
Inspired Entertainment, Inc. (a) | 2,603 | 33,318 | |
International Game Technology PLC | 12,083 | 340,016 | |
Jack in the Box, Inc. | 2,550 | 236,360 | |
Krispy Kreme, Inc. (b) | 8,872 | 136,451 | |
Kura Sushi U.S.A., Inc. Class A (a) | 577 | 39,767 | |
Life Time Group Holdings, Inc. (a) | 5,175 | 107,588 | |
Light & Wonder, Inc. Class A (a) | 11,604 | 699,605 | |
Lindblad Expeditions Holdings (a) | 4,171 | 47,174 | |
Monarch Casino & Resort, Inc. | 1,639 | 113,681 | |
NeoGames SA (a) | 1,575 | 21,184 | |
Noodles & Co. (a) | 5,046 | 24,927 | |
Papa John's International, Inc. | 4,022 | 300,805 | |
Portillo's, Inc. (a) | 3,957 | 85,550 | |
RCI Hospitality Holdings, Inc. | 1,064 | 79,694 | |
Red Rock Resorts, Inc. | 6,205 | 302,804 | |
Rush Street Interactive, Inc. (a) | 7,349 | 22,855 | |
Ruth's Hospitality Group, Inc. | 3,936 | 63,606 | |
Sabre Corp. (a) | 40,162 | 160,648 | |
SeaWorld Entertainment, Inc. (a) | 4,897 | 262,773 | |
Shake Shack, Inc. Class A (a) | 4,619 | 253,167 | |
Sonder Holdings, Inc. (a) | 21,785 | 8,934 | |
Sweetgreen, Inc. Class A (a) | 10,917 | 86,681 | |
Target Hospitality Corp. (a) | 3,603 | 45,434 | |
Texas Roadhouse, Inc. Class A | 8,255 | 913,168 | |
The Cheesecake Factory, Inc. | 5,974 | 201,264 | |
The ONE Group Hospitality, Inc. (a) | 2,820 | 22,081 | |
Vacasa, Inc. Class A (a) | 13,883 | 11,059 | |
Wingstop, Inc. | 3,692 | 738,806 | |
Xponential Fitness, Inc. (a) | 2,515 | 83,196 | |
7,829,015 | |||
Household Durables - 2.0% | |||
Aterian, Inc. (a) | 7,236 | 5,725 | |
Beazer Homes U.S.A., Inc. (a) | 3,650 | 77,782 | |
Cavco Industries, Inc. (a) | 1,074 | 322,436 | |
Century Communities, Inc. | 3,479 | 234,276 | |
Dream Finders Homes, Inc. (a) | 2,643 | 40,306 | |
Ethan Allen Interiors, Inc. | 2,782 | 77,701 | |
GoPro, Inc. Class A (a) | 15,770 | 67,496 | |
Green Brick Partners, Inc. (a) | 3,345 | 124,668 | |
Helen of Troy Ltd. (a) | 2,937 | 294,699 | |
Hovnanian Enterprises, Inc. Class A (a) | 593 | 43,746 | |
Installed Building Products, Inc. | 2,939 | 365,230 | |
iRobot Corp. (a) | 3,289 | 129,356 | |
KB Home | 9,339 | 409,235 | |
La-Z-Boy, Inc. | 5,311 | 152,585 | |
Landsea Homes Corp. (a) | 1,149 | 7,583 | |
Legacy Housing Corp. (a) | 1,081 | 23,350 | |
LGI Homes, Inc. (a)(b) | 2,530 | 300,564 | |
Lifetime Brands, Inc. | 1,539 | 7,541 | |
Lovesac (a) | 1,738 | 45,692 | |
M.D.C. Holdings, Inc. | 7,211 | 295,435 | |
M/I Homes, Inc. (a) | 3,271 | 221,250 | |
Meritage Homes Corp. | 4,469 | 572,255 | |
Purple Innovation, Inc. | 7,809 | 23,193 | |
Skyline Champion Corp. (a) | 6,582 | 488,187 | |
Snap One Holdings Corp. (a) | 2,269 | 22,145 | |
Sonos, Inc. (a) | 15,738 | 332,701 | |
Taylor Morrison Home Corp. (a) | 12,874 | 554,741 | |
Traeger, Inc. (a) | 4,153 | 12,625 | |
TRI Pointe Homes, Inc. (a) | 12,398 | 355,575 | |
Tupperware Brands Corp. (a) | 5,102 | 6,378 | |
Universal Electronics, Inc. (a) | 1,462 | 14,693 | |
Vizio Holding Corp. (a) | 8,328 | 71,371 | |
Vuzix Corp. (a)(b) | 7,262 | 29,193 | |
5,729,713 | |||
Leisure Products - 0.5% | |||
Acushnet Holdings Corp. | 4,099 | 205,483 | |
AMMO, Inc. (a)(b) | 10,770 | 21,217 | |
Clarus Corp. | 3,621 | 35,232 | |
Johnson Outdoors, Inc. Class A | 656 | 38,048 | |
Latham Group, Inc. (a) | 5,299 | 12,771 | |
Malibu Boats, Inc. Class A (a) | 2,502 | 141,989 | |
Marine Products Corp. | 1,098 | 15,119 | |
MasterCraft Boat Holdings, Inc. (a) | 2,168 | 63,457 | |
Smith & Wesson Brands, Inc. | 5,598 | 67,288 | |
Solo Brands, Inc. Class A (a) | 2,694 | 21,525 | |
Sturm, Ruger & Co., Inc. | 2,132 | 122,718 | |
Topgolf Callaway Brands Corp. (a) | 17,223 | 381,834 | |
Vista Outdoor, Inc. (a) | 6,905 | 166,411 | |
1,293,092 | |||
Specialty Retail - 2.6% | |||
1-800-FLOWERS.com, Inc. Class A (a) | 3,207 | 29,536 | |
a.k.a. Brands Holding Corp. (a) | 1,392 | 511 | |
Abercrombie & Fitch Co. Class A (a) | 6,007 | 141,405 | |
Academy Sports & Outdoors, Inc. | 9,363 | 594,738 | |
America's Car Mart, Inc. (a) | 724 | 58,202 | |
American Eagle Outfitters, Inc. | 19,015 | 254,611 | |
Arko Corp. | 10,125 | 84,645 | |
Asbury Automotive Group, Inc. (a) | 2,729 | 527,952 | |
BARK, Inc. (a) | 12,824 | 14,106 | |
Big 5 Sporting Goods Corp. (b) | 2,690 | 21,197 | |
Boot Barn Holdings, Inc. (a) | 3,644 | 264,081 | |
Build-A-Bear Workshop, Inc. | 1,650 | 38,280 | |
Caleres, Inc. | 4,230 | 96,444 | |
Camping World Holdings, Inc. (b) | 4,835 | 108,256 | |
CarParts.com, Inc. (a) | 6,365 | 30,170 | |
Chico's FAS, Inc. (a) | 15,141 | 76,311 | |
Citi Trends, Inc. (a) | 1,018 | 17,571 | |
Conn's, Inc. (a) | 1,560 | 7,457 | |
Designer Brands, Inc. Class A | 6,253 | 51,212 | |
Destination XL Group, Inc. (a) | 7,182 | 31,529 | |
Duluth Holdings, Inc. (a) | 1,527 | 9,559 | |
EVgo, Inc. Class A (a)(b) | 8,447 | 50,598 | |
Express, Inc. (a) | 7,186 | 5,803 | |
Foot Locker, Inc. | 9,948 | 417,717 | |
Franchise Group, Inc. (b) | 3,235 | 94,624 | |
Genesco, Inc. (a) | 1,499 | 51,955 | |
Group 1 Automotive, Inc. | 1,738 | 390,146 | |
GrowGeneration Corp. (a) | 6,897 | 23,588 | |
Guess?, Inc. (b) | 3,833 | 72,252 | |
Haverty Furniture Companies, Inc. | 1,796 | 54,131 | |
Hibbett, Inc. | 1,574 | 85,515 | |
JOANN, Inc. | 1,181 | 2,043 | |
Lands' End, Inc. (a) | 1,941 | 13,917 | |
LL Flooring Holdings, Inc. (a) | 3,453 | 11,360 | |
Lulu's Fashion Lounge Holdings, Inc. (a) | 1,840 | 4,140 | |
MarineMax, Inc. (a) | 2,655 | 77,314 | |
Monro, Inc. | 3,844 | 187,895 | |
Murphy U.S.A., Inc. | 2,480 | 682,570 | |
National Vision Holdings, Inc. (a) | 9,672 | 203,499 | |
OneWater Marine, Inc. Class A (a) | 1,427 | 37,673 | |
Overstock.com, Inc. (a) | 5,287 | 107,643 | |
PetMed Express, Inc. | 2,560 | 39,347 | |
Rent the Runway, Inc. Class A (a)(b) | 5,898 | 15,394 | |
Revolve Group, Inc. (a) | 5,036 | 103,993 | |
RumbleON, Inc. Class B (a) | 1,364 | 9,275 | |
Sally Beauty Holdings, Inc. (a) | 13,178 | 187,523 | |
Shoe Carnival, Inc. | 2,120 | 49,290 | |
Signet Jewelers Ltd. (b) | 5,520 | 406,162 | |
Sleep Number Corp. (a) | 2,606 | 58,765 | |
Sonic Automotive, Inc. Class A (sub. vtg.) | 2,211 | 98,434 | |
Sportsman's Warehouse Holdings, Inc. (a) | 4,613 | 28,693 | |
Stitch Fix, Inc. (a)(b) | 10,416 | 35,519 | |
The Aaron's Co., Inc. | 3,773 | 50,370 | |
The Buckle, Inc. | 3,733 | 125,167 | |
The Cato Corp. Class A (sub. vtg.) | 2,166 | 17,870 | |
The Children's Place, Inc. (a) | 1,481 | 43,897 | |
The Container Store Group, Inc. (a) | 3,762 | 11,625 | |
The ODP Corp. (a) | 4,920 | 212,593 | |
The RealReal, Inc. (a) | 10,885 | 12,191 | |
thredUP, Inc. (a) | 7,081 | 18,694 | |
Tile Shop Holdings, Inc. (a) | 3,909 | 18,333 | |
Tilly's, Inc. (a) | 2,772 | 20,818 | |
Torrid Holdings, Inc. (a) | 1,626 | 5,561 | |
TravelCenters of America LLC (a) | 1,554 | 133,846 | |
Upbound Group, Inc. | 6,172 | 164,546 | |
Urban Outfitters, Inc. (a) | 7,865 | 212,827 | |
Warby Parker, Inc. (a)(b) | 10,331 | 108,785 | |
Winmark Corp. | 339 | 113,199 | |
Zumiez, Inc. (a) | 1,957 | 34,218 | |
7,369,091 | |||
Textiles, Apparel & Luxury Goods - 0.8% | |||
Allbirds, Inc. Class A (a) | 11,299 | 14,124 | |
Crocs, Inc. (a) | 7,475 | 924,433 | |
Ermenegildo Zegna Holditalia SpA | 7,355 | 95,100 | |
Fossil Group, Inc. (a) | 5,812 | 19,528 | |
G-III Apparel Group Ltd. (a) | 5,260 | 82,582 | |
Kontoor Brands, Inc. | 6,832 | 308,601 | |
Movado Group, Inc. | 1,884 | 48,268 | |
Oxford Industries, Inc. | 1,844 | 190,282 | |
PLBY Group, Inc. (a) | 5,301 | 8,853 | |
Rocky Brands, Inc. | 878 | 25,655 | |
Steven Madden Ltd. | 9,472 | 331,899 | |
Superior Group of Companies, Inc. | 1,382 | 10,780 | |
Unifi, Inc. (a) | 1,769 | 15,532 | |
Wolverine World Wide, Inc. | 9,549 | 159,850 | |
2,235,487 | |||
TOTAL CONSUMER DISCRETIONARY | 32,096,817 | ||
CONSUMER STAPLES - 3.8% | |||
Beverages - 0.6% | |||
Celsius Holdings, Inc. (a) | 6,853 | 654,941 | |
Coca-Cola Bottling Co. Consolidated | 580 | 341,887 | |
Duckhorn Portfolio, Inc. (a) | 5,210 | 78,671 | |
MGP Ingredients, Inc. | 1,742 | 171,901 | |
National Beverage Corp. (a) | 2,914 | 144,826 | |
Primo Water Corp. | 19,432 | 295,172 | |
The Vita Coco Co., Inc. (a) | 3,446 | 74,606 | |
Vintage Wine Estates, Inc. (a) | 3,699 | 4,957 | |
1,766,961 | |||
Consumer Staples Distribution & Retail - 0.6% | |||
Andersons, Inc. | 3,965 | 177,236 | |
Chefs' Warehouse Holdings (a) | 4,214 | 140,158 | |
HF Foods Group, Inc. (a) | 4,540 | 17,797 | |
Ingles Markets, Inc. Class A | 1,758 | 161,806 | |
Natural Grocers by Vitamin Cottage, Inc. | 1,177 | 12,700 | |
PriceSmart, Inc. | 3,170 | 233,566 | |
Rite Aid Corp. (a) | 6,998 | 14,696 | |
SpartanNash Co. | 4,337 | 106,343 | |
Sprouts Farmers Market LLC (a) | 13,045 | 452,140 | |
United Natural Foods, Inc. (a) | 7,390 | 201,525 | |
Village Super Market, Inc. Class A | 1,000 | 21,890 | |
Weis Markets, Inc. | 2,031 | 167,537 | |
1,707,394 | |||
Food Products - 1.3% | |||
Alico, Inc. | 848 | 19,979 | |
AppHarvest, Inc. (a) | 12,382 | 5,746 | |
B&G Foods, Inc. Class A | 8,786 | 140,927 | |
Benson Hill, Inc. (a) | 21,357 | 22,638 | |
Beyond Meat, Inc. (a)(b) | 7,593 | 102,809 | |
BRC, Inc. Class A (a)(b) | 3,418 | 17,808 | |
Cal-Maine Foods, Inc. | 4,703 | 223,393 | |
Calavo Growers, Inc. | 2,139 | 68,362 | |
Fresh Del Monte Produce, Inc. | 3,769 | 108,208 | |
Hostess Brands, Inc. Class A (a) | 16,466 | 424,164 | |
J&J Snack Foods Corp. | 1,875 | 287,250 | |
John B. Sanfilippo & Son, Inc. | 1,100 | 114,345 | |
Lancaster Colony Corp. | 2,394 | 500,633 | |
Lifecore Biomedical (a) | 3,287 | 13,970 | |
Local Bounti Corp. (a)(b) | 7,175 | 3,839 | |
Mission Produce, Inc. (a) | 4,916 | 55,993 | |
Seneca Foods Corp. Class A (a) | 637 | 30,321 | |
Sovos Brands, Inc. (a) | 4,698 | 80,571 | |
SunOpta, Inc. (a) | 12,095 | 102,808 | |
Tattooed Chef, Inc. (a)(b) | 6,844 | 10,540 | |
The Hain Celestial Group, Inc. (a) | 11,086 | 198,772 | |
The Simply Good Foods Co. (a) | 10,964 | 398,761 | |
Tootsie Roll Industries, Inc. | 1,978 | 80,861 | |
TreeHouse Foods, Inc. (a) | 6,257 | 333,185 | |
Utz Brands, Inc. Class A | 8,142 | 153,965 | |
Vital Farms, Inc. (a) | 3,706 | 47,733 | |
Whole Earth Brands, Inc. Class A (a) | 5,015 | 12,036 | |
3,559,617 | |||
Household Products - 0.3% | |||
Central Garden & Pet Co. (a) | 1,276 | 47,008 | |
Central Garden & Pet Co. Class A (non-vtg.) (a) | 4,877 | 172,304 | |
Energizer Holdings, Inc. | 8,764 | 292,981 | |
WD-40 Co. | 1,682 | 320,253 | |
832,546 | |||
Personal Care Products - 0.9% | |||
BellRing Brands, Inc. (a) | 16,444 | 591,820 | |
Edgewell Personal Care Co. | 6,336 | 276,693 | |
elf Beauty, Inc. (a) | 6,059 | 562,033 | |
Herbalife Ltd. (a) | 12,064 | 179,271 | |
Inter Parfums, Inc. | 2,208 | 335,152 | |
MediFast, Inc. | 1,352 | 123,911 | |
Nature's Sunshine Products, Inc. (a) | 1,672 | 18,325 | |
Nu Skin Enterprises, Inc. Class A | 6,055 | 238,930 | |
The Beauty Health Co. (a)(b) | 10,807 | 123,848 | |
The Honest Co., Inc. (a) | 7,851 | 13,033 | |
Thorne HealthTech, Inc. (a) | 1,754 | 7,735 | |
USANA Health Sciences, Inc. (a) | 1,370 | 90,927 | |
Veru, Inc. (a)(b) | 8,146 | 10,345 | |
2,572,023 | |||
Tobacco - 0.1% | |||
22nd Century Group, Inc. (a) | 19,340 | 13,739 | |
Turning Point Brands, Inc. | 1,830 | 43,536 | |
Universal Corp. | 2,978 | 163,462 | |
Vector Group Ltd. | 17,686 | 225,320 | |
446,057 | |||
TOTAL CONSUMER STAPLES | 10,884,598 | ||
ENERGY - 6.4% | |||
Energy Equipment & Services - 2.0% | |||
Archrock, Inc. | 16,632 | 171,143 | |
Borr Drilling Ltd. (a)(b) | 24,822 | 172,513 | |
Bristow Group, Inc. (a) | 2,869 | 64,180 | |
Cactus, Inc. | 7,714 | 312,263 | |
Championx Corp. | 24,680 | 668,334 | |
Diamond Offshore Drilling, Inc. (a) | 12,446 | 143,005 | |
DMC Global, Inc. (a) | 2,333 | 44,187 | |
Dril-Quip, Inc. (a) | 4,132 | 112,721 | |
Expro Group Holdings NV (a) | 10,704 | 212,903 | |
Helix Energy Solutions Group, Inc. (a) | 17,508 | 126,933 | |
Helmerich & Payne, Inc. | 12,682 | 420,535 | |
Liberty Oilfield Services, Inc. Class A | 16,631 | 213,043 | |
Nabors Industries Ltd. (a) | 1,116 | 111,310 | |
Newpark Resources, Inc. (a) | 10,396 | 41,584 | |
Nextier Oilfield Solutions, Inc. (a) | 21,694 | 175,288 | |
Noble Corp. PLC | 10,387 | 399,380 | |
Oceaneering International, Inc. (a) | 12,296 | 218,008 | |
Oil States International, Inc. (a) | 7,731 | 54,426 | |
Patterson-UTI Energy, Inc. | 26,457 | 296,054 | |
ProFrac Holding Corp. | 2,956 | 33,107 | |
ProPetro Holding Corp. (a) | 10,754 | 74,633 | |
RPC, Inc. | 9,162 | 67,707 | |
Select Energy Services, Inc. Class A | 8,810 | 65,458 | |
Solaris Oilfield Infrastructure, Inc. Class A | 3,990 | 30,643 | |
TETRA Technologies, Inc. (a) | 15,270 | 43,520 | |
Tidewater, Inc. (a) | 5,740 | 258,472 | |
U.S. Silica Holdings, Inc. (a) | 9,150 | 119,408 | |
Valaris Ltd. (a) | 7,501 | 450,060 | |
Weatherford International PLC (a) | 8,694 | 561,893 | |
5,662,711 | |||
Oil, Gas & Consumable Fuels - 4.4% | |||
Aemetis, Inc. (a)(b) | 3,684 | 8,178 | |
Alto Ingredients, Inc. (a) | 8,519 | 11,160 | |
Amplify Energy Corp. (a) | 4,398 | 30,390 | |
Arch Resources, Inc. (b) | 1,830 | 223,718 | |
Ardmore Shipping Corp. | 5,042 | 74,067 | |
Battalion Oil Corp. (a) | 237 | 1,668 | |
Berry Corp. | 9,533 | 72,832 | |
California Resources Corp. | 9,107 | 368,834 | |
Callon Petroleum Co. (a) | 6,071 | 201,193 | |
Centrus Energy Corp. Class A (a) | 1,317 | 38,588 | |
Chord Energy Corp. | 5,128 | 729,868 | |
Chord Energy Corp.: | |||
warrants 9/1/24 (a) | 224 | 4,390 | |
warrants 9/1/25 (a) | 111 | 1,637 | |
Civitas Resources, Inc. | 9,118 | 629,598 | |
Clean Energy Fuels Corp. (a) | 20,885 | 89,179 | |
CNX Resources Corp. (a) | 20,632 | 320,415 | |
Comstock Resources, Inc. | 11,379 | 130,859 | |
CONSOL Energy, Inc. | 4,237 | 251,424 | |
Crescent Energy, Inc. Class A | 4,919 | 57,159 | |
CVR Energy, Inc. | 3,645 | 96,009 | |
Delek U.S. Holdings, Inc. | 8,533 | 185,593 | |
Denbury, Inc. (a) | 6,167 | 575,874 | |
DHT Holdings, Inc. | 16,868 | 160,077 | |
Dorian LPG Ltd. | 3,737 | 83,036 | |
Earthstone Energy, Inc. (a)(b) | 5,385 | 73,021 | |
Empire Petroleum Corp. (a) | 1,297 | 14,072 | |
Energy Fuels, Inc. (a)(b) | 19,237 | 109,843 | |
Equitrans Midstream Corp. | 50,731 | 261,265 | |
Excelerate Energy, Inc. | 2,286 | 49,149 | |
FLEX LNG Ltd. (b) | 3,550 | 122,156 | |
Frontline PLC (NY Shares) (b) | 15,374 | 237,836 | |
Gevo, Inc. (a)(b) | 23,950 | 27,782 | |
Golar LNG Ltd. (a) | 12,402 | 281,525 | |
Green Plains, Inc. (a) | 6,628 | 226,479 | |
Gulfport Energy Corp. (a) | 1,348 | 121,940 | |
HighPeak Energy, Inc. (b) | 897 | 17,725 | |
International Seaways, Inc. | 6,000 | 238,920 | |
Kinetik Holdings, Inc. | 2,077 | 63,972 | |
Kosmos Energy Ltd. (a) | 55,607 | 355,885 | |
Magnolia Oil & Gas Corp. Class A | 21,478 | 453,615 | |
Matador Resources Co. | 13,881 | 680,585 | |
Murphy Oil Corp. | 18,154 | 666,433 | |
NACCO Industries, Inc. Class A | 485 | 17,518 | |
Nextdecade Corp. (a) | 4,497 | 28,016 | |
Nordic American Tanker Shipping Ltd. | 25,337 | 89,440 | |
Northern Oil & Gas, Inc. | 8,140 | 270,004 | |
Par Pacific Holdings, Inc. (a) | 5,990 | 140,346 | |
PBF Energy, Inc. Class A | 14,589 | 508,573 | |
Peabody Energy Corp. | 14,503 | 348,362 | |
Permian Resource Corp. Class A | 28,996 | 303,008 | |
Ranger Oil Corp. | 2,356 | 97,067 | |
Rex American Resources Corp. (a) | 1,908 | 53,977 | |
Riley Exploration Permian, Inc. | 1,336 | 56,125 | |
Ring Energy, Inc. (a) | 11,236 | 20,337 | |
SandRidge Energy, Inc. (a) | 3,905 | 55,334 | |
Scorpio Tankers, Inc. | 5,792 | 302,632 | |
SFL Corp. Ltd. | 14,146 | 128,587 | |
SilverBow Resources, Inc. (a) | 1,463 | 34,893 | |
Sitio Royalties Corp. (b) | 8,785 | 223,051 | |
SM Energy Co. | 14,932 | 419,291 | |
Talos Energy, Inc. (a) | 8,669 | 118,158 | |
Teekay Corp. (a) | 8,358 | 47,223 | |
Teekay Tankers Ltd. (a) | 2,812 | 113,858 | |
Tellurian, Inc. (a) | 62,654 | 88,969 | |
Ur-Energy, Inc. (a)(b) | 24,223 | 22,602 | |
Uranium Energy Corp. (a) | 44,206 | 115,378 | |
VAALCO Energy, Inc. | 13,179 | 56,406 | |
Vertex Energy, Inc. (a)(b) | 6,678 | 52,756 | |
Vital Energy, Inc. (a) | 2,050 | 95,387 | |
W&T Offshore, Inc. (a) | 11,696 | 51,112 | |
World Fuel Services Corp. | 7,521 | 177,796 | |
12,384,155 | |||
TOTAL ENERGY | 18,046,866 | ||
FINANCIALS - 15.6% | |||
Banks - 8.0% | |||
1st Source Corp. | 1,966 | 81,943 | |
ACNB Corp. | 1,000 | 30,330 | |
Amalgamated Financial Corp. | 2,205 | 35,897 | |
Amerant Bancorp, Inc. Class A | 3,408 | 63,389 | |
American National Bankshares, Inc. | 1,256 | 36,286 | |
Ameris Bancorp | 8,160 | 273,360 | |
Arrow Financial Corp. | 1,744 | 37,653 | |
Associated Banc-Corp. | 18,383 | 327,769 | |
Atlantic Union Bankshares Corp. | 9,220 | 263,876 | |
Axos Financial, Inc. (a) | 7,068 | 287,456 | |
Banc of California, Inc. | 6,423 | 72,901 | |
BancFirst Corp. | 2,421 | 193,414 | |
Bancorp, Inc., Delaware (a) | 6,727 | 214,659 | |
Bank First National Corp. (b) | 949 | 64,902 | |
Bank of Marin Bancorp | 1,978 | 34,872 | |
BankUnited, Inc. | 9,340 | 210,617 | |
Bankwell Financial Group, Inc. | 649 | 15,096 | |
Banner Corp. | 4,215 | 210,413 | |
Bar Harbor Bankshares | 1,814 | 44,987 | |
BayCom Corp. | 1,483 | 24,736 | |
BCB Bancorp, Inc. | 1,803 | 21,275 | |
Berkshire Hills Bancorp, Inc. | 5,240 | 111,455 | |
Blue Foundry Bancorp (a) | 3,063 | 29,466 | |
Blue Ridge Bankshares, Inc. | 2,178 | 21,061 | |
Bridgewater Bancshares, Inc. (a) | 2,411 | 23,989 | |
Brookline Bancorp, Inc., Delaware | 10,505 | 100,218 | |
Business First Bancshares, Inc. | 2,994 | 46,167 | |
Byline Bancorp, Inc. | 2,985 | 57,760 | |
Cadence Bank | 22,398 | 452,888 | |
Cambridge Bancorp | 857 | 44,264 | |
Camden National Corp. | 1,764 | 56,360 | |
Capital Bancorp, Inc. | 1,035 | 17,440 | |
Capital City Bank Group, Inc. | 1,655 | 50,411 | |
Capitol Federal Financial, Inc. | 15,636 | 96,943 | |
Capstar Financial Holdings, Inc. | 2,507 | 33,544 | |
Carter Bankshares, Inc. (a) | 2,862 | 36,777 | |
Cathay General Bancorp | 8,608 | 274,337 | |
Central Pacific Financial Corp. | 3,362 | 53,389 | |
Citizens & Northern Corp. | 1,864 | 35,602 | |
City Holding Co. | 1,805 | 164,598 | |
Civista Bancshares, Inc. | 1,896 | 30,090 | |
CNB Financial Corp., Pennsylvania | 2,561 | 48,044 | |
Coastal Financial Corp. of Washington (a) | 1,345 | 48,756 | |
Colony Bankcorp, Inc. | 2,000 | 19,760 | |
Columbia Financial, Inc. (a) | 4,067 | 68,244 | |
Community Bank System, Inc. | 6,589 | 329,186 | |
Community Trust Bancorp, Inc. | 1,917 | 69,031 | |
ConnectOne Bancorp, Inc. | 4,621 | 72,919 | |
CrossFirst Bankshares, Inc. (a) | 5,506 | 55,225 | |
Customers Bancorp, Inc. (a) | 3,791 | 82,795 | |
CVB Financial Corp. | 16,503 | 247,050 | |
Dime Community Bancshares, Inc. | 4,045 | 83,327 | |
Eagle Bancorp, Inc. | 3,834 | 96,233 | |
Eastern Bankshares, Inc. | 19,055 | 221,991 | |
Enterprise Bancorp, Inc. | 1,142 | 32,935 | |
Enterprise Financial Services Corp. | 4,345 | 185,792 | |
Equity Bancshares, Inc. | 1,843 | 43,403 | |
Esquire Financial Holdings, Inc. | 888 | 34,330 | |
Farmers & Merchants Bancorp, Inc. | 1,579 | 36,001 | |
Farmers National Banc Corp. | 4,384 | 51,249 | |
FB Financial Corp. | 4,413 | 129,875 | |
Financial Institutions, Inc. | 1,890 | 33,037 | |
First Bancorp, North Carolina | 4,728 | 145,528 | |
First Bancorp, Puerto Rico | 22,297 | 261,990 | |
First Bancshares, Inc. | 3,049 | 76,530 | |
First Bank Hamilton New Jersey | 1,844 | 17,905 | |
First Busey Corp. | 6,349 | 115,425 | |
First Business Finance Services, Inc. | 970 | 27,829 | |
First Commonwealth Financial Corp. | 12,575 | 156,936 | |
First Community Bankshares, Inc. | 1,935 | 45,298 | |
First Financial Bancorp, Ohio | 11,462 | 237,263 | |
First Financial Bankshares, Inc. (b) | 16,022 | 468,804 | |
First Financial Corp., Indiana | 1,336 | 46,159 | |
First Foundation, Inc. | 6,481 | 40,765 | |
First Guaranty Bancshares, Inc. | 735 | 9,989 | |
First Internet Bancorp | 1,106 | 16,269 | |
First Interstate Bancsystem, Inc. | 11,075 | 283,409 | |
First Merchants Corp. | 7,070 | 206,303 | |
First Mid-Illinois Bancshares, Inc. | 2,295 | 60,496 | |
First of Long Island Corp. | 2,709 | 31,695 | |
First Western Financial, Inc. (a) | 916 | 16,268 | |
Five Star Bancorp | 1,581 | 33,612 | |
Flushing Financial Corp. | 3,446 | 41,455 | |
Fulton Financial Corp. | 19,958 | 238,099 | |
FVCBankcorp, Inc. (a) | 1,783 | 17,135 | |
German American Bancorp, Inc. | 3,398 | 98,780 | |
Glacier Bancorp, Inc. | 13,715 | 455,749 | |
Great Southern Bancorp, Inc. | 1,127 | 57,342 | |
Greene County Bancorp, Inc. | 853 | 17,529 | |
Guaranty Bancshares, Inc. Texas | 973 | 23,459 | |
Hancock Whitney Corp. | 10,626 | 388,062 | |
Hanmi Financial Corp. | 3,807 | 61,521 | |
HarborOne Bancorp, Inc. | 5,325 | 57,244 | |
HBT Financial, Inc. | 1,479 | 26,090 | |
Heartland Financial U.S.A., Inc. | 5,061 | 164,786 | |
Heritage Commerce Corp. | 7,333 | 62,331 | |
Heritage Financial Corp., Washington | 4,294 | 75,617 | |
Hilltop Holdings, Inc. | 6,106 | 189,408 | |
Hingham Institution for Savings | 181 | 35,215 | |
Home Bancorp, Inc. | 887 | 27,790 | |
Home Bancshares, Inc. | 23,120 | 503,322 | |
HomeStreet, Inc. | 2,295 | 22,399 | |
HomeTrust Bancshares, Inc. | 1,766 | 36,856 | |
Hope Bancorp, Inc. | 14,358 | 130,658 | |
Horizon Bancorp, Inc. Indiana | 5,041 | 53,082 | |
Independent Bank Corp. | 5,656 | 316,736 | |
Independent Bank Corp. | 2,480 | 44,194 | |
Independent Bank Group, Inc. | 4,417 | 160,690 | |
International Bancshares Corp. | 6,587 | 281,067 | |
John Marshall Bankcorp, Inc. | 1,451 | 26,437 | |
Kearny Financial Corp. | 7,367 | 57,389 | |
Lakeland Bancorp, Inc. | 7,626 | 109,357 | |
Lakeland Financial Corp. | 3,022 | 153,125 | |
Live Oak Bancshares, Inc. | 4,034 | 95,041 | |
Luther Burbank Corp. | 1,881 | 17,004 | |
Macatawa Bank Corp. | 3,156 | 29,509 | |
Mercantile Bank Corp. | 1,923 | 53,959 | |
Metrocity Bankshares, Inc. | 2,325 | 38,014 | |
Metropolitan Bank Holding Corp. (a) | 1,289 | 41,364 | |
Mid Penn Bancorp, Inc. | 1,739 | 39,336 | |
Midland States Bancorp, Inc. | 2,632 | 52,640 | |
MidWestOne Financial Group, Inc. | 1,728 | 35,770 | |
MVB Financial Corp. | 1,306 | 23,835 | |
National Bank Holdings Corp. | 3,610 | 114,798 | |
NBT Bancorp, Inc. | 5,153 | 166,133 | |
Nicolet Bankshares, Inc. (a) | 1,492 | 85,507 | |
Northeast Bank | 789 | 29,075 | |
Northfield Bancorp, Inc. | 5,215 | 54,340 | |
Northwest Bancshares, Inc. | 14,996 | 175,303 | |
OceanFirst Financial Corp. | 7,195 | 115,120 | |
OFG Bancorp | 5,740 | 146,772 | |
Old National Bancorp, Indiana | 36,181 | 485,187 | |
Old Second Bancorp, Inc. | 5,273 | 64,805 | |
Origin Bancorp, Inc. | 2,737 | 80,550 | |
Orrstown Financial Services, Inc. | 1,291 | 24,748 | |
Pacific Premier Bancorp, Inc. | 11,677 | 259,696 | |
Park National Corp. | 1,769 | 191,618 | |
Parke Bancorp, Inc. | 1,167 | 20,061 | |
Pathward Financial, Inc. | 3,342 | 148,819 | |
PCB Bancorp | 1,360 | 18,795 | |
Peapack-Gladstone Financial Corp. | 2,079 | 55,218 | |
Peoples Bancorp, Inc. | 4,013 | 104,579 | |
Peoples Financial Services Corp. | 865 | 34,903 | |
Pioneer Bancorp, Inc. (a) | 1,167 | 10,293 | |
Preferred Bank, Los Angeles | 1,661 | 79,861 | |
Premier Financial Corp. | 4,436 | 73,682 | |
Primis Financial Corp. | 2,609 | 23,090 | |
Provident Bancorp, Inc. | 1,776 | 12,130 | |
Provident Financial Services, Inc. | 9,038 | 157,984 | |
QCR Holdings, Inc. | 1,923 | 79,612 | |
RBB Bancorp | 1,797 | 22,355 | |
Red River Bancshares, Inc. | 529 | 24,334 | |
Renasant Corp. | 6,714 | 188,798 | |
Republic Bancorp, Inc., Kentucky Class A | 1,080 | 42,444 | |
Republic First Bancorp, Inc. (a) | 7,585 | 9,330 | |
S&T Bancorp, Inc. | 4,803 | 132,227 | |
Sandy Spring Bancorp, Inc. | 5,419 | 121,819 | |
Seacoast Banking Corp., Florida | 8,946 | 198,512 | |
ServisFirst Bancshares, Inc. | 6,194 | 312,797 | |
Shore Bancshares, Inc. | 2,244 | 29,800 | |
Sierra Bancorp | 1,667 | 27,322 | |
Simmons First National Corp. Class A | 15,029 | 251,135 | |
SmartFinancial, Inc. | 1,887 | 40,646 | |
South Plains Financial, Inc. | 1,172 | 24,061 | |
Southern First Bancshares, Inc. (a) | 925 | 25,512 | |
Southern Missouri Bancorp, Inc. | 960 | 34,829 | |
Southside Bancshares, Inc. | 3,657 | 116,037 | |
Southstate Corp. | 9,253 | 638,272 | |
Stellar Bancorp, Inc. | 5,580 | 128,005 | |
Sterling Bancorp, Inc. (a) | 2,066 | 11,198 | |
Stock Yards Bancorp, Inc. | 3,536 | 171,850 | |
Summit Financial Group, Inc. | 1,383 | 26,872 | |
Texas Capital Bancshares, Inc. (a) | 5,943 | 298,636 | |
The Bank of NT Butterfield & Son Ltd. | 6,178 | 158,960 | |
The First Bancorp, Inc. | 1,219 | 30,109 | |
Third Coast Bancshares, Inc. (a) | 1,507 | 21,008 | |
Tompkins Financial Corp. | 1,695 | 99,361 | |
TowneBank | 8,470 | 200,654 | |
Trico Bancshares | 3,845 | 137,689 | |
Triumph Bancorp, Inc. (a) | 2,832 | 147,151 | |
Trustco Bank Corp., New York | 2,282 | 68,095 | |
Trustmark Corp. | 7,522 | 179,701 | |
UMB Financial Corp. | 5,431 | 345,466 | |
United Bankshares, Inc., West Virginia (b) | 16,069 | 532,366 | |
United Community Bank, Inc. | 13,126 | 326,837 | |
Unity Bancorp, Inc. | 820 | 18,983 | |
Univest Corp. of Pennsylvania | 3,557 | 71,567 | |
USCB Financial Holdings, Inc. (a) | 1,292 | 12,300 | |
Valley National Bancorp | 53,202 | 499,035 | |
Veritex Holdings, Inc. | 6,541 | 112,571 | |
Washington Federal, Inc. | 7,981 | 223,787 | |
Washington Trust Bancorp, Inc. | 2,106 | 59,200 | |
WesBanco, Inc. | 7,012 | 186,659 | |
West Bancorp., Inc. | 1,978 | 34,081 | |
Westamerica Bancorp. | 3,235 | 131,050 | |
WSFS Financial Corp. | 7,548 | 265,463 | |
22,481,205 | |||
Capital Markets - 1.6% | |||
Artisan Partners Asset Management, Inc. | 7,428 | 257,529 | |
Assetmark Financial Holdings, Inc. (a) | 2,640 | 80,995 | |
Associated Capital Group, Inc. | 176 | 6,570 | |
Avantax, Inc. (a)(b) | 5,846 | 148,313 | |
B. Riley Financial, Inc. (b) | 2,597 | 81,806 | |
Bakkt Holdings, Inc. Class A (a)(b) | 6,937 | 9,365 | |
BGC Partners, Inc. Class A | 38,805 | 175,787 | |
BrightSphere Investment Group, Inc. | 3,896 | 87,972 | |
Cohen & Steers, Inc. | 3,136 | 188,348 | |
Diamond Hill Investment Group, Inc. | 356 | 57,715 | |
Donnelley Financial Solutions, Inc. (a) | 3,114 | 134,681 | |
Federated Hermes, Inc. | 10,496 | 434,429 | |
Focus Financial Partners, Inc. Class A (a) | 7,133 | 370,488 | |
GCM Grosvenor, Inc. Class A | 5,125 | 41,359 | |
Hamilton Lane, Inc. Class A | 4,435 | 326,771 | |
Houlihan Lokey | 6,261 | 572,130 | |
MarketWise, Inc. Class A (a) | 2,053 | 3,778 | |
Moelis & Co. Class A | 7,878 | 298,419 | |
Open Lending Corp. (a) | 13,084 | 91,981 | |
Oppenheimer Holdings, Inc. Class A (non-vtg.) | 961 | 35,932 | |
Perella Weinberg Partners Class A | 4,540 | 35,866 | |
Piper Jaffray Companies | 2,148 | 290,925 | |
PJT Partners, Inc. | 2,912 | 200,258 | |
Sculptor Capital Management, Inc. Class A | 3,110 | 25,906 | |
Silvercrest Asset Management Group Class A | 1,186 | 22,214 | |
StepStone Group, Inc. Class A | 6,810 | 150,024 | |
StoneX Group, Inc. (a) | 2,156 | 211,439 | |
Value Line, Inc. | 115 | 5,267 | |
Victory Capital Holdings, Inc. | 1,983 | 60,561 | |
Virtus Investment Partners, Inc. | 856 | 155,972 | |
WisdomTree Investments, Inc. | 16,624 | 103,734 | |
4,666,534 | |||
Consumer Finance - 0.8% | |||
Atlanticus Holdings Corp. (a) | 530 | 15,455 | |
Bread Financial Holdings, Inc. | 6,186 | 170,734 | |
Consumer Portfolio Services, Inc. (a) | 1,172 | 12,201 | |
CURO Group Holdings Corp. | 2,502 | 4,003 | |
Encore Capital Group, Inc. (a) | 2,849 | 146,382 | |
Enova International, Inc. (a) | 3,789 | 166,413 | |
EZCORP, Inc. (non-vtg.) Class A (a) | 5,992 | 51,591 | |
FirstCash Holdings, Inc. | 4,641 | 478,162 | |
Green Dot Corp. Class A (a) | 5,847 | 100,510 | |
LendingClub Corp. (a) | 13,212 | 94,862 | |
LendingTree, Inc. (a) | 1,279 | 30,479 | |
MoneyLion, Inc. (a) | 562 | 5,227 | |
Navient Corp. | 12,501 | 206,767 | |
Nelnet, Inc. Class A | 1,769 | 170,355 | |
NerdWallet, Inc. (a) | 3,227 | 43,790 | |
Oportun Financial Corp. (a) | 3,325 | 13,533 | |
OppFi, Inc. Class A (a) | 1,387 | 2,635 | |
PRA Group, Inc. (a) | 4,723 | 171,303 | |
PROG Holdings, Inc. (a) | 6,168 | 186,459 | |
Regional Management Corp. | 978 | 26,171 | |
Sunlight Financial Holdings, Inc. Class A (a) | 2,736 | 1,223 | |
World Acceptance Corp. (a) | 479 | 48,331 | |
2,146,586 | |||
Financial Services - 1.9% | |||
A-Mark Precious Metals, Inc. | 2,258 | 80,836 | |
Alerus Financial Corp. | 1,909 | 27,471 | |
AvidXchange Holdings, Inc. (a) | 18,119 | 134,624 | |
Banco Latinoamericano de Comer Series E | 3,384 | 60,912 | |
Cannae Holdings, Inc. (a) | 8,520 | 155,405 | |
Cantaloupe, Inc. (a) | 7,119 | 39,226 | |
Cass Information Systems, Inc. | 1,664 | 60,869 | |
Compass Diversified Holdings (b) | 7,725 | 147,239 | |
Enact Holdings, Inc. | 3,677 | 88,763 | |
Essent Group Ltd. | 12,981 | 551,303 | |
EVERTEC, Inc. | 7,535 | 261,389 | |
Federal Agricultural Mortgage Corp. Class C (non-vtg.) | 1,109 | 147,819 | |
Finance of America Companies, Inc. (a) | 5,116 | 8,339 | |
Flywire Corp. (a) | 7,048 | 205,590 | |
Home Point Capital, Inc. | 786 | 1,548 | |
i3 Verticals, Inc. Class A (a) | 2,856 | 66,402 | |
International Money Express, Inc. (a) | 3,886 | 100,181 | |
Jackson Financial, Inc. | 9,252 | 333,165 | |
Marqeta, Inc. Class A (a) | 53,669 | 217,359 | |
Merchants Bancorp | 1,945 | 45,124 | |
MoneyGram International, Inc. (a) | 11,319 | 115,001 | |
Mr. Cooper Group, Inc. (a) | 8,530 | 394,939 | |
NMI Holdings, Inc. (a) | 10,101 | 236,363 | |
Payoneer Global, Inc. (a) | 27,229 | 148,670 | |
Paysafe Ltd. (a) | 3,509 | 50,389 | |
PennyMac Financial Services, Inc. | 3,292 | 205,717 | |
Priority Technology Holdings, Inc. (a) | 2,165 | 6,950 | |
Radian Group, Inc. | 19,403 | 470,911 | |
Remitly Global, Inc. (a) | 12,350 | 207,480 | |
Repay Holdings Corp. (a) | 10,831 | 67,910 | |
StoneCo Ltd. Class A (a) | 34,185 | 421,159 | |
SWK Holdings Corp. (a) | 386 | 6,767 | |
Velocity Financial, Inc. (a) | 983 | 8,965 | |
Walker & Dunlop, Inc. | 3,809 | 256,384 | |
Waterstone Financial, Inc. | 2,303 | 31,897 | |
5,363,066 | |||
Insurance - 2.2% | |||
AMBAC Financial Group, Inc. (a) | 5,402 | 86,162 | |
American Equity Investment Life Holding Co. | 8,726 | 336,300 | |
Amerisafe, Inc. | 2,347 | 130,611 | |
Argo Group International Holdings, Ltd. | 3,916 | 115,170 | |
Bright Health Group, Inc. (a) | 23,349 | 3,752 | |
BRP Group, Inc. (a) | 7,526 | 189,580 | |
CNO Financial Group, Inc. | 14,019 | 314,586 | |
Crawford & Co. Class A | 1,921 | 17,347 | |
Donegal Group, Inc. Class A | 1,898 | 26,724 | |
eHealth, Inc. (a) | 3,119 | 18,714 | |
Employers Holdings, Inc. | 3,344 | 132,389 | |
Enstar Group Ltd. (a) | 1,376 | 331,066 | |
Genworth Financial, Inc. Class A (a) | 60,871 | 353,661 | |
Goosehead Insurance (a) | 2,354 | 135,355 | |
Greenlight Capital Re, Ltd. (a) | 3,271 | 31,990 | |
HCI Group, Inc. (b) | 783 | 39,667 | |
Hippo Holdings, Inc. (a) | 2,141 | 39,052 | |
Horace Mann Educators Corp. | 5,080 | 158,902 | |
Investors Title Co. | 158 | 23,507 | |
James River Group Holdings Ltd. | 4,551 | 88,608 | |
Kinsale Capital Group, Inc. | 2,671 | 872,642 | |
Lemonade, Inc. (a)(b) | 5,885 | 63,793 | |
MBIA, Inc. (a) | 5,899 | 59,344 | |
Mercury General Corp. | 3,287 | 99,958 | |
National Western Life Group, Inc. | 277 | 70,629 | |
NI Holdings, Inc. (a) | 946 | 12,762 | |
Oscar Health, Inc. (a) | 14,823 | 99,759 | |
Palomar Holdings, Inc. (a) | 3,012 | 151,383 | |
ProAssurance Corp. | 6,664 | 119,685 | |
RLI Corp. | 4,814 | 669,387 | |
Root, Inc. (a) | 1,031 | 4,423 | |
Safety Insurance Group, Inc. | 1,764 | 128,931 | |
Selective Insurance Group, Inc. | 7,355 | 708,507 | |
Selectquote, Inc. (a) | 16,339 | 17,319 | |
Siriuspoint Ltd. (a) | 11,349 | 98,623 | |
Skyward Specialty Insurance Group, Inc. | 1,292 | 27,623 | |
Stewart Information Services Corp. | 3,313 | 137,986 | |
Tiptree, Inc. | 3,045 | 41,930 | |
Trupanion, Inc. (a)(b) | 4,823 | 169,336 | |
United Fire Group, Inc. | 2,629 | 70,720 | |
Universal Insurance Holdings, Inc. | 3,158 | 48,696 | |
6,246,579 | |||
Mortgage Real Estate Investment Trusts - 1.1% | |||
Angel Oak Mortgage (REIT), Inc. (b) | 1,455 | 11,247 | |
Apollo Commercial Real Estate Finance, Inc. | 17,605 | 178,163 | |
Arbor Realty Trust, Inc. (b) | 20,544 | 235,640 | |
Ares Commercial Real Estate Corp. | 6,620 | 56,998 | |
Armour Residential REIT, Inc. (b) | 20,203 | 103,035 | |
Blackstone Mortgage Trust, Inc. (b) | 21,460 | 391,430 | |
BrightSpire Capital, Inc. | 12,008 | 68,446 | |
Broadmark Realty Capital, Inc. | 16,431 | 80,676 | |
Chimera Investment Corp. | 28,862 | 163,936 | |
Claros Mortgage Trust, Inc. (b) | 11,411 | 136,476 | |
Dynex Capital, Inc. | 6,538 | 77,541 | |
Ellington Financial LLC | 7,872 | 100,525 | |
Franklin BSP Realty Trust, Inc. | 10,284 | 129,887 | |
Granite Point Mortgage Trust, Inc. | 6,912 | 30,897 | |
Hannon Armstrong Sustainable Infrastructure Capital, Inc. | 10,753 | 305,170 | |
Invesco Mortgage Capital, Inc. | 4,453 | 47,246 | |
KKR Real Estate Finance Trust, Inc. | 7,176 | 77,070 | |
Ladder Capital Corp. Class A | 14,098 | 131,816 | |
MFA Financial, Inc. | 12,744 | 136,233 | |
New York Mortgage Trust, Inc. | 11,494 | 118,158 | |
Nexpoint Real Estate Finance, Inc. | 1,054 | 14,672 | |
Orchid Island Capital, Inc. | 4,610 | 49,327 | |
PennyMac Mortgage Investment Trust | 11,043 | 137,264 | |
Ready Capital Corp. | 9,126 | 97,922 | |
Redwood Trust, Inc. | 14,169 | 88,981 | |
TPG RE Finance Trust, Inc. | 8,555 | 60,997 | |
Two Harbors Investment Corp. | 12,060 | 167,996 | |
3,197,749 | |||
TOTAL FINANCIALS | 44,101,719 | ||
HEALTH CARE - 17.0% | |||
Biotechnology - 7.3% | |||
2seventy bio, Inc. (a) | 4,658 | 44,298 | |
4D Molecular Therapeutics, Inc. (a) | 3,699 | 66,619 | |
Aadi Bioscience, Inc. (a) | 1,700 | 13,192 | |
Absci Corp. (a) | 6,351 | 8,383 | |
ACADIA Pharmaceuticals, Inc. (a) | 14,814 | 315,983 | |
Acrivon Therapeutics, Inc. | 1,084 | 13,344 | |
Adicet Bio, Inc. (a) | 3,909 | 22,829 | |
ADMA Biologics, Inc. (a) | 25,731 | 86,199 | |
Aerovate Therapeutics, Inc. (a) | 1,133 | 23,759 | |
Affimed NV (a) | 17,703 | 15,933 | |
Agenus, Inc. (a) | 37,761 | 57,019 | |
Agios Pharmaceuticals, Inc. (a) | 6,717 | 153,618 | |
Akero Therapeutics, Inc. (a) | 4,289 | 191,890 | |
Alector, Inc. (a) | 7,712 | 50,899 | |
Alkermes PLC (a) | 20,062 | 572,770 | |
Allogene Therapeutics, Inc. (a) | 9,878 | 53,638 | |
Allovir, Inc. (a) | 3,691 | 12,697 | |
Alpine Immune Sciences, Inc. (a) | 3,030 | 22,695 | |
ALX Oncology Holdings, Inc. (a) | 2,551 | 15,153 | |
Amicus Therapeutics, Inc. (a) | 33,939 | 391,656 | |
AnaptysBio, Inc. (a)(b) | 2,495 | 51,946 | |
Anavex Life Sciences Corp. (a)(b) | 8,561 | 69,687 | |
Anika Therapeutics, Inc. (a) | 1,782 | 45,726 | |
Apellis Pharmaceuticals, Inc. (a) | 11,555 | 964,034 | |
Arbutus Biopharma Corp. (a) | 13,937 | 34,982 | |
Arcellx, Inc. (a) | 3,642 | 155,441 | |
Arcturus Therapeutics Holdings, Inc. (a) | 2,853 | 75,947 | |
Arcus Biosciences, Inc. (a) | 6,345 | 113,258 | |
Arcutis Biotherapeutics, Inc. (a) | 5,100 | 70,584 | |
Arrowhead Pharmaceuticals, Inc. (a) | 12,689 | 449,317 | |
Atara Biotherapeutics, Inc. (a) | 11,830 | 32,059 | |
Aura Biosciences, Inc. (a) | 2,979 | 26,930 | |
Aurinia Pharmaceuticals, Inc. (a) | 16,546 | 186,143 | |
Avid Bioservices, Inc. (a) | 7,545 | 136,187 | |
Avidity Biosciences, Inc. (a) | 8,057 | 99,907 | |
Beam Therapeutics, Inc. (a)(b) | 7,854 | 241,196 | |
BioCryst Pharmaceuticals, Inc. (a) | 22,845 | 173,850 | |
Biohaven Ltd. | 7,797 | 101,985 | |
BioXcel Therapeutics, Inc. (a) | 2,332 | 48,086 | |
bluebird bio, Inc. (a) | 12,748 | 55,454 | |
Blueprint Medicines Corp. (a) | 7,366 | 376,034 | |
BridgeBio Pharma, Inc. (a) | 13,041 | 189,355 | |
C4 Therapeutics, Inc. (a) | 5,078 | 15,336 | |
CareDx, Inc. (a) | 6,324 | 51,161 | |
Caribou Biosciences, Inc. (a) | 6,972 | 29,980 | |
Catalyst Pharmaceutical Partners, Inc. (a) | 11,959 | 190,387 | |
Celldex Therapeutics, Inc. (a) | 5,648 | 177,573 | |
Celularity, Inc. Class A (a)(b) | 7,235 | 4,272 | |
Century Therapeutics, Inc. (a) | 2,428 | 7,600 | |
Cerevel Therapeutics Holdings (a) | 7,052 | 204,790 | |
Chimerix, Inc. (a) | 10,265 | 11,907 | |
Chinook Therapeutics, Inc. (a) | 6,233 | 124,722 | |
Chinook Therapeutics, Inc. rights (a)(c) | 702 | 0 | |
Cogent Biosciences, Inc. (a) | 7,872 | 84,703 | |
Coherus BioSciences, Inc. (a) | 9,095 | 65,757 | |
Crinetics Pharmaceuticals, Inc. (a) | 6,497 | 126,951 | |
CTI BioPharma Corp. (a) | 12,372 | 60,128 | |
Cullinan Oncology, Inc. (a) | 3,148 | 30,630 | |
Cytokinetics, Inc. (a) | 10,116 | 378,338 | |
Day One Biopharmaceuticals, Inc. (a) | 3,389 | 42,024 | |
Deciphera Pharmaceuticals, Inc. (a) | 6,381 | 90,674 | |
Denali Therapeutics, Inc. (a) | 13,406 | 333,005 | |
Design Therapeutics, Inc. (a) | 4,182 | 26,974 | |
Dynavax Technologies Corp. (a) | 14,742 | 153,464 | |
Dyne Therapeutics, Inc. (a) | 3,906 | 40,466 | |
Eagle Pharmaceuticals, Inc. (a) | 1,250 | 35,100 | |
Editas Medicine, Inc. (a) | 8,587 | 70,070 | |
Eiger Biopharmaceuticals, Inc. (a) | 5,429 | 5,592 | |
Emergent BioSolutions, Inc. (a) | 6,200 | 54,746 | |
Enanta Pharmaceuticals, Inc. (a) | 2,453 | 87,204 | |
Enochian Biosciences, Inc. (a) | 2,034 | 2,319 | |
EQRx, Inc. (a) | 24,888 | 41,812 | |
Erasca, Inc. (a) | 8,919 | 24,616 | |
Fate Therapeutics, Inc. (a) | 10,362 | 62,897 | |
FibroGen, Inc. (a) | 10,770 | 184,382 | |
Foghorn Therapeutics, Inc. (a) | 2,435 | 15,876 | |
Generation Bio Co. (a) | 6,116 | 30,091 | |
Geron Corp. (a) | 52,722 | 129,696 | |
Gossamer Bio, Inc. (a) | 7,620 | 9,830 | |
GreenLight Biosciences Holdings PBC Class A (a) | 9,776 | 3,114 | |
Halozyme Therapeutics, Inc. (a) | 16,407 | 527,157 | |
Heron Therapeutics, Inc. (a) | 12,795 | 30,580 | |
HilleVax, Inc. | 2,134 | 29,876 | |
Humacyte, Inc. Class A (a) | 7,346 | 23,801 | |
Icosavax, Inc. (a) | 2,693 | 14,838 | |
Ideaya Biosciences, Inc. (a) | 5,441 | 99,353 | |
IGM Biosciences, Inc. (a) | 1,310 | 14,187 | |
ImmunityBio, Inc. (a)(b) | 10,249 | 28,697 | |
ImmunoGen, Inc. (a) | 26,547 | 143,088 | |
Immunovant, Inc. (a) | 5,477 | 88,399 | |
Inhibrx, Inc. (a) | 3,976 | 83,496 | |
Inovio Pharmaceuticals, Inc. (a) | 30,341 | 23,438 | |
Insmed, Inc. (a) | 16,644 | 324,558 | |
Instil Bio, Inc. (a) | 7,272 | 4,752 | |
Intellia Therapeutics, Inc. (a) | 10,227 | 386,069 | |
Intercept Pharmaceuticals, Inc. (a) | 3,021 | 52,324 | |
Invivyd, Inc. (a) | 6,360 | 6,996 | |
Iovance Biotherapeutics, Inc. (a) | 18,659 | 105,237 | |
Ironwood Pharmaceuticals, Inc. Class A (a) | 16,777 | 174,649 | |
iTeos Therapeutics, Inc. (a) | 2,886 | 39,654 | |
Iveric Bio, Inc. (a) | 16,822 | 553,276 | |
Janux Therapeutics, Inc. (a) | 2,130 | 32,632 | |
Jounce Therapeutics, Inc. (a) | 5,270 | 10,171 | |
Kalvista Pharmaceuticals, Inc. (a) | 3,045 | 25,974 | |
Karuna Therapeutics, Inc. (a) | 3,992 | 792,172 | |
Karyopharm Therapeutics, Inc. (a) | 9,570 | 34,261 | |
Keros Therapeutics, Inc. (a) | 2,371 | 105,166 | |
Kezar Life Sciences, Inc. (a) | 6,529 | 15,865 | |
Kiniksa Pharmaceuticals Ltd. (a) | 3,871 | 41,613 | |
Kinnate Biopharma, Inc. (a) | 3,726 | 9,427 | |
Kodiak Sciences, Inc. (a) | 4,053 | 17,752 | |
Kronos Bio, Inc. (a) | 5,040 | 8,316 | |
Krystal Biotech, Inc. (a) | 2,621 | 220,164 | |
Kura Oncology, Inc. (a) | 8,003 | 77,949 | |
Kymera Therapeutics, Inc. (a) | 4,671 | 147,323 | |
Lexicon Pharmaceuticals, Inc. (a) | 10,185 | 24,342 | |
Lyell Immunopharma, Inc. (a) | 21,246 | 43,129 | |
Macrogenics, Inc. (a) | 7,377 | 50,828 | |
Madrigal Pharmaceuticals, Inc. (a) | 1,568 | 489,216 | |
MannKind Corp. (a) | 31,302 | 120,513 | |
MeiraGTx Holdings PLC (a) | 4,077 | 21,812 | |
Mersana Therapeutics, Inc. (a) | 11,439 | 50,103 | |
MiMedx Group, Inc. (a) | 14,070 | 53,888 | |
Mineralys Therapeutics, Inc. | 1,448 | 19,476 | |
MiNK Therapeutics, Inc. (a) | 551 | 986 | |
Mirum Pharmaceuticals, Inc. (a) | 2,277 | 61,137 | |
Monte Rosa Therapeutics, Inc. (a) | 3,620 | 16,435 | |
Morphic Holding, Inc. (a) | 3,161 | 149,389 | |
Myriad Genetics, Inc. (a) | 9,792 | 208,472 | |
Nkarta, Inc. (a) | 4,120 | 20,394 | |
Nurix Therapeutics, Inc. (a) | 5,731 | 55,190 | |
Nuvalent, Inc. Class A (a) | 2,463 | 87,166 | |
Ocugen, Inc. (a)(b) | 25,872 | 18,462 | |
Omniab, Inc. (c) | 613 | 1,471 | |
Omniab, Inc. (c) | 613 | 1,379 | |
Oncternal Therapeutics, Inc. rights (a)(c) | 19 | 0 | |
Organogenesis Holdings, Inc. Class A (a) | 8,523 | 17,472 | |
Outlook Therapeutics, Inc. (a)(b) | 19,064 | 20,017 | |
Pardes Biosciences, Inc. (a) | 4,992 | 9,684 | |
PepGen, Inc. (b) | 1,839 | 27,751 | |
PMV Pharmaceuticals, Inc. (a) | 4,423 | 20,390 | |
Point Biopharma Global, Inc. (a)(b) | 10,708 | 82,880 | |
Praxis Precision Medicines, Inc. (a) | 5,673 | 5,900 | |
Precigen, Inc. (a) | 15,071 | 18,236 | |
Prime Medicine, Inc. (b) | 1,283 | 17,667 | |
Prometheus Biosciences, Inc. (a) | 4,286 | 831,270 | |
Protagonist Therapeutics, Inc. (a) | 5,706 | 128,956 | |
Prothena Corp. PLC (a) | 4,824 | 253,839 | |
PTC Therapeutics, Inc. (a) | 8,646 | 476,740 | |
Rallybio Corp. (a) | 2,297 | 12,381 | |
RAPT Therapeutics, Inc. (a) | 3,695 | 67,249 | |
Recursion Pharmaceuticals, Inc. (a) | 16,923 | 80,723 | |
REGENXBIO, Inc. (a) | 4,946 | 95,755 | |
Relay Therapeutics, Inc. (a) | 10,484 | 119,203 | |
Replimune Group, Inc. (a) | 5,750 | 96,198 | |
Revolution Medicines, Inc. (a) | 10,704 | 251,437 | |
Rigel Pharmaceuticals, Inc. (a) | 21,677 | 24,495 | |
Rocket Pharmaceuticals, Inc. (a) | 6,840 | 122,573 | |
Sage Therapeutics, Inc. (a) | 6,413 | 313,275 | |
Sana Biotechnology, Inc. (a)(b) | 11,012 | 58,253 | |
Sangamo Therapeutics, Inc. (a) | 16,610 | 24,417 | |
Seres Therapeutics, Inc. (a) | 8,705 | 42,437 | |
SpringWorks Therapeutics, Inc. (a) | 4,440 | 103,807 | |
Stoke Therapeutics, Inc. (a) | 2,782 | 24,732 | |
Sutro Biopharma, Inc. (a) | 6,678 | 28,448 | |
Syndax Pharmaceuticals, Inc. (a) | 7,415 | 152,378 | |
Talaris Therapeutics, Inc. (a) | 2,870 | 8,266 | |
Tango Therapeutics, Inc. (a) | 5,745 | 19,533 | |
Tenaya Therapeutics, Inc. (a) | 5,359 | 28,483 | |
TG Therapeutics, Inc. (a) | 16,420 | 407,709 | |
Travere Therapeutics, Inc. (a) | 7,583 | 163,565 | |
Twist Bioscience Corp. (a) | 7,023 | 87,647 | |
Tyra Biosciences, Inc. (a)(b) | 1,628 | 23,069 | |
Vanda Pharmaceuticals, Inc. (a) | 6,772 | 41,580 | |
Vaxart, Inc. (a) | 15,095 | 12,280 | |
Vaxcyte, Inc. (a) | 10,080 | 431,726 | |
VBI Vaccines, Inc. (a) | 720 | 2,066 | |
Vera Therapeutics, Inc. (a) | 2,682 | 17,835 | |
Veracyte, Inc. (a) | 8,841 | 200,160 | |
Vericel Corp. (a) | 5,823 | 183,483 | |
Verve Therapeutics, Inc. (a) | 5,740 | 91,438 | |
Vir Biotechnology, Inc. (a) | 8,927 | 224,514 | |
Viridian Therapeutics, Inc. (a) | 4,701 | 131,769 | |
VistaGen Therapeutics, Inc. (a) | 21,220 | 2,971 | |
Xencor, Inc. (a) | 7,060 | 186,666 | |
Y-mAbs Therapeutics, Inc. (a) | 4,651 | 27,859 | |
Zentalis Pharmaceuticals, Inc. (a) | 5,792 | 127,598 | |
20,574,647 | |||
Health Care Equipment & Supplies - 4.2% | |||
Alphatec Holdings, Inc. (a) | 8,909 | 128,646 | |
Angiodynamics, Inc. (a) | 4,618 | 38,422 | |
Artivion, Inc. (a) | 4,772 | 66,188 | |
Atricure, Inc. (a) | 5,619 | 247,180 | |
Atrion Corp. | 167 | 102,755 | |
Avanos Medical, Inc. (a) | 5,673 | 167,580 | |
AxoGen, Inc. (a) | 4,979 | 44,911 | |
Axonics Modulation Technologies, Inc. (a) | 6,048 | 347,518 | |
Bioventus, Inc. (a) | 3,494 | 3,529 | |
Butterfly Network, Inc. Class A (a)(b) | 16,529 | 35,703 | |
Cerus Corp. (a) | 21,311 | 49,228 | |
CONMED Corp. | 3,586 | 450,294 | |
Cue Health, Inc. (a) | 13,086 | 10,297 | |
Cutera, Inc. (a) | 2,049 | 46,717 | |
Embecta Corp. | 7,087 | 196,664 | |
Figs, Inc. Class A (a) | 15,777 | 113,594 | |
Glaukos Corp. (a) | 5,623 | 267,149 | |
Haemonetics Corp. (a) | 6,165 | 516,072 | |
Heska Corp. (a) | 1,183 | 138,600 | |
Inari Medical, Inc. (a) | 5,950 | 395,199 | |
Inogen, Inc. (a) | 2,834 | 37,721 | |
Inspire Medical Systems, Inc. (a) | 3,525 | 943,396 | |
Integer Holdings Corp. (a) | 4,051 | 333,600 | |
IRadimed Corp. | 887 | 36,926 | |
iRhythm Technologies, Inc. (a) | 3,718 | 488,545 | |
Lantheus Holdings, Inc. (a) | 8,424 | 719,831 | |
Lantheus Holdings, Inc. rights (a)(c) | 4,219 | 0 | |
LeMaitre Vascular, Inc. | 2,394 | 129,276 | |
LivaNova PLC (a) | 6,615 | 316,859 | |
Merit Medical Systems, Inc. (a) | 6,866 | 558,137 | |
Mesa Laboratories, Inc. | 629 | 104,735 | |
Nano-X Imaging Ltd. (a)(b) | 5,740 | 35,071 | |
Neogen Corp. (a) | 26,719 | 460,101 | |
Nevro Corp. (a) | 4,302 | 125,920 | |
NuVasive, Inc. (a) | 6,446 | 277,436 | |
Omnicell, Inc. (a) | 5,481 | 333,080 | |
OraSure Technologies, Inc. (a) | 8,821 | 59,983 | |
Orthofix International NV (a) | 4,199 | 79,067 | |
OrthoPediatrics Corp. (a) | 1,866 | 94,121 | |
Outset Medical, Inc. (a) | 5,961 | 107,238 | |
Owlet, Inc. (a) | 8,970 | 2,810 | |
Paragon 28, Inc. (a) | 5,985 | 110,244 | |
PROCEPT BioRobotics Corp. (a) | 3,207 | 97,461 | |
Pulmonx Corp. (a) | 4,238 | 49,797 | |
RxSight, Inc. (a) | 2,936 | 52,554 | |
Senseonics Holdings, Inc. (a)(b) | 58,033 | 34,535 | |
Shockwave Medical, Inc. (a) | 4,389 | 1,273,492 | |
SI-BONE, Inc. (a) | 4,190 | 92,599 | |
Sight Sciences, Inc. (a) | 2,672 | 25,838 | |
Silk Road Medical, Inc. (a) | 4,624 | 203,548 | |
Staar Surgical Co. (a) | 5,916 | 416,901 | |
SurModics, Inc. (a) | 1,675 | 38,592 | |
Tactile Systems Technology, Inc. (a) | 2,433 | 44,354 | |
Tenon Medical, Inc. | 937 | 1,733 | |
TransMedics Group, Inc. (a) | 3,761 | 297,495 | |
Treace Medical Concepts, Inc. (a) | 4,499 | 110,181 | |
UFP Technologies, Inc. (a) | 840 | 115,786 | |
Utah Medical Products, Inc. | 417 | 39,548 | |
Varex Imaging Corp. (a) | 4,739 | 84,070 | |
Vicarious Surgical, Inc. (a) | 6,630 | 14,918 | |
ViewRay, Inc. (a) | 18,231 | 21,513 | |
Zimvie, Inc. (a) | 2,604 | 21,431 | |
Zynex, Inc. (a) | 2,703 | 30,922 | |
11,787,611 | |||
Health Care Providers & Services - 2.6% | |||
23andMe Holding Co. Class A (a) | 31,727 | 62,502 | |
Accolade, Inc. (a) | 8,206 | 111,027 | |
AdaptHealth Corp. (a) | 8,890 | 105,613 | |
Addus HomeCare Corp. (a) | 1,903 | 155,551 | |
Agiliti, Inc. (a) | 3,458 | 57,818 | |
AirSculpt Technologies, Inc. | 1,617 | 7,923 | |
Alignment Healthcare, Inc. (a) | 12,191 | 76,681 | |
AMN Healthcare Services, Inc. (a) | 5,338 | 460,936 | |
Apollo Medical Holdings, Inc. (a) | 4,813 | 170,813 | |
ATI Physical Therapy, Inc. (a) | 8,189 | 2,222 | |
Aveanna Healthcare Holdings, Inc. (a) | 4,959 | 6,100 | |
Brookdale Senior Living, Inc. (a) | 22,942 | 98,421 | |
Cano Health, Inc. (a) | 19,545 | 22,672 | |
CareMax, Inc. Class A (a) | 7,445 | 18,761 | |
Castle Biosciences, Inc. (a) | 3,032 | 68,614 | |
Clover Health Investments Corp. (a)(b) | 47,785 | 35,294 | |
Community Health Systems, Inc. (a) | 15,441 | 97,896 | |
Corvel Corp. (a) | 1,075 | 217,182 | |
Cross Country Healthcare, Inc. (a) | 4,425 | 97,262 | |
DocGo, Inc. Class A (a) | 10,253 | 87,151 | |
Fulgent Genetics, Inc. (a) | 2,581 | 76,320 | |
GeneDx Holdings Corp. Class A (a) | 34,903 | 9,549 | |
HealthEquity, Inc. (a) | 10,234 | 547,007 | |
Hims & Hers Health, Inc. (a) | 14,946 | 173,224 | |
Innovage Holding Corp. (a) | 2,269 | 13,864 | |
Invitae Corp. (a)(b) | 29,071 | 39,537 | |
LifeStance Health Group, Inc. (a)(b) | 8,923 | 72,722 | |
Modivcare, Inc. (a) | 1,565 | 99,534 | |
National Healthcare Corp. | 1,542 | 89,297 | |
National Research Corp. Class A | 1,731 | 75,350 | |
NeoGenomics, Inc. (a) | 15,504 | 226,668 | |
Nutex Health, Inc. (a)(b) | 30,331 | 17,234 | |
Opko Health, Inc. (a) | 49,666 | 73,009 | |
Option Care Health, Inc. (a) | 20,617 | 662,837 | |
Owens & Minor, Inc. (a) | 9,127 | 141,834 | |
P3 Health Partners, Inc. Class A (a)(b) | 2,567 | 3,260 | |
Patterson Companies, Inc. | 10,757 | 291,622 | |
Pediatrix Medical Group, Inc. (a) | 10,060 | 144,160 | |
Pennant Group, Inc. (a) | 3,206 | 44,467 | |
PetIQ, Inc. Class A (a) | 3,358 | 39,591 | |
Privia Health Group, Inc. (a) | 6,377 | 176,197 | |
Progyny, Inc. (a) | 9,334 | 310,262 | |
R1 Rcm, Inc. | 18,543 | 289,085 | |
RadNet, Inc. (a) | 6,128 | 169,500 | |
Select Medical Holdings Corp. | 12,822 | 391,071 | |
Surgery Partners, Inc. (a) | 6,353 | 251,960 | |
The Ensign Group, Inc. | 6,626 | 643,318 | |
The Joint Corp. (a) | 1,749 | 27,617 | |
The Oncology Institute, Inc. (a) | 3,758 | 1,917 | |
U.S. Physical Therapy, Inc. | 1,582 | 168,420 | |
7,230,872 | |||
Health Care Technology - 0.5% | |||
American Well Corp. (a) | 28,310 | 61,999 | |
Babylon Holdings Ltd. Class A (a) | 492 | 3,916 | |
Computer Programs & Systems, Inc. (a) | 1,731 | 44,798 | |
Evolent Health, Inc. (a) | 10,121 | 368,506 | |
Health Catalyst, Inc. (a) | 6,802 | 85,705 | |
HealthStream, Inc. | 2,914 | 71,801 | |
MultiPlan Corp. Class A (a) | 46,164 | 45,162 | |
Nextgen Healthcare, Inc. (a) | 6,802 | 113,865 | |
OptimizeRx Corp. (a) | 2,068 | 31,082 | |
Phreesia, Inc. (a) | 6,130 | 193,953 | |
Schrodinger, Inc. (a) | 6,669 | 196,869 | |
Sharecare, Inc. Class A (a) | 36,833 | 56,723 | |
Simulations Plus, Inc. | 1,940 | 80,995 | |
Veradigm, Inc. (a) | 13,328 | 166,467 | |
1,521,841 | |||
Life Sciences Tools & Services - 0.7% | |||
AbCellera Biologics, Inc. (a) | 25,545 | 173,195 | |
Adaptive Biotechnologies Corp. (a) | 13,815 | 98,639 | |
Akoya Biosciences, Inc. (a) | 1,887 | 13,134 | |
Alpha Teknova, Inc. (a) | 730 | 1,380 | |
BioLife Solutions, Inc. (a) | 4,177 | 73,348 | |
BioNano Genomics, Inc. (a)(b) | 35,751 | 24,593 | |
Codexis, Inc. (a) | 7,560 | 29,635 | |
CryoPort, Inc. (a) | 5,444 | 114,542 | |
Cytek Biosciences, Inc. (a) | 14,145 | 162,385 | |
Inotiv, Inc. (a) | 2,893 | 16,027 | |
MaxCyte, Inc. (a) | 10,929 | 54,645 | |
Medpace Holdings, Inc. (a) | 3,129 | 626,238 | |
Nanostring Technologies, Inc. (a) | 5,749 | 56,340 | |
Nautilus Biotechnology, Inc. (a) | 6,046 | 15,599 | |
OmniAb, Inc. (a) | 9,455 | 32,903 | |
Pacific Biosciences of California, Inc. (a) | 30,535 | 323,671 | |
Phenomex, Inc. (a) | 8,131 | 9,513 | |
Quanterix Corp. (a) | 4,213 | 53,252 | |
Quantum-Si, Inc. (a) | 10,946 | 16,091 | |
Science 37 Holdings, Inc. (a) | 6,898 | 1,958 | |
Seer, Inc. (a) | 6,423 | 21,453 | |
Singular Genomics Systems, Inc. (a) | 6,673 | 6,606 | |
SomaLogic, Inc. Class A (a) | 19,124 | 53,547 | |
1,978,694 | |||
Pharmaceuticals - 1.7% | |||
Aclaris Therapeutics, Inc. (a) | 7,984 | 70,978 | |
Amneal Pharmaceuticals, Inc. (a) | 12,748 | 24,604 | |
Amphastar Pharmaceuticals, Inc. (a) | 4,724 | 168,977 | |
Amylyx Pharmaceuticals, Inc. (a) | 6,224 | 176,762 | |
AN2 Therapeutics, Inc. (a) | 1,368 | 10,739 | |
ANI Pharmaceuticals, Inc. (a) | 1,566 | 59,070 | |
Arvinas Holding Co. LLC (a) | 6,016 | 157,679 | |
Atea Pharmaceuticals, Inc. (a) | 9,611 | 31,428 | |
Athira Pharma, Inc. (a) | 3,968 | 11,071 | |
Axsome Therapeutics, Inc. (a) | 3,948 | 282,400 | |
Cara Therapeutics, Inc. (a) | 5,600 | 23,520 | |
Cassava Sciences, Inc. (a)(b) | 4,678 | 108,623 | |
Collegium Pharmaceutical, Inc. (a) | 4,137 | 96,268 | |
Corcept Therapeutics, Inc. (a)(b) | 10,648 | 239,899 | |
DICE Therapeutics, Inc. (a) | 4,359 | 141,668 | |
Edgewise Therapeutics, Inc. (a) | 4,606 | 40,395 | |
Esperion Therapeutics, Inc. (a) | 8,605 | 11,359 | |
Evolus, Inc. (a) | 4,331 | 37,853 | |
Eyepoint Pharmaceuticals, Inc. (a) | 3,378 | 21,214 | |
Fulcrum Therapeutics, Inc. (a) | 6,437 | 16,093 | |
Harmony Biosciences Holdings, Inc. (a) | 3,247 | 104,683 | |
Innoviva, Inc. (a) | 7,717 | 90,520 | |
Intra-Cellular Therapies, Inc. (a) | 11,296 | 702,046 | |
Ligand Pharmaceuticals, Inc. Class B (a) | 1,860 | 142,011 | |
Liquidia Corp. (a) | 5,900 | 39,589 | |
Nektar Therapeutics (a) | 22,325 | 16,795 | |
NGM Biopharmaceuticals, Inc. (a) | 5,159 | 23,267 | |
Nuvation Bio, Inc. (a) | 14,352 | 23,107 | |
Ocular Therapeutix, Inc. (a) | 9,552 | 59,222 | |
Pacira Biosciences, Inc. (a) | 5,548 | 251,380 | |
Phathom Pharmaceuticals, Inc. (a)(b) | 3,091 | 33,074 | |
Phibro Animal Health Corp. Class A | 2,499 | 38,884 | |
Prestige Brands Holdings, Inc. (a) | 6,117 | 376,379 | |
Reata Pharmaceuticals, Inc. (a) | 3,405 | 336,618 | |
Relmada Therapeutics, Inc. (a) | 3,895 | 9,815 | |
Revance Therapeutics, Inc. (a) | 9,952 | 316,772 | |
Scilex Holding Co. (b) | 7,037 | 45,853 | |
SIGA Technologies, Inc. | 5,867 | 34,205 | |
Supernus Pharmaceuticals, Inc. (a) | 6,094 | 224,625 | |
Tarsus Pharmaceuticals, Inc. (a) | 2,219 | 33,107 | |
Theravance Biopharma, Inc. (a) | 8,048 | 87,160 | |
Theseus Pharmaceuticals, Inc. (a) | 2,068 | 21,176 | |
Third Harmonics Bio, Inc. | 1,366 | 6,188 | |
Ventyx Biosciences, Inc. (a) | 3,072 | 115,507 | |
Xeris Biopharma Holdings, Inc. (a) | 16,632 | 37,588 | |
4,900,171 | |||
TOTAL HEALTH CARE | 47,993,836 | ||
INDUSTRIALS - 16.7% | |||
Aerospace & Defense - 1.1% | |||
AAR Corp. (a) | 4,075 | 215,079 | |
Aerojet Rocketdyne Holdings, Inc. (a) | 9,713 | 547,910 | |
AeroVironment, Inc. (a) | 3,041 | 306,198 | |
AerSale Corp. (a) | 3,104 | 50,223 | |
Archer Aviation, Inc. Class A (a) | 17,925 | 35,492 | |
Astra Space, Inc. Class A (a)(b) | 17,116 | 7,232 | |
Astronics Corp. (a) | 3,170 | 46,726 | |
Cadre Holdings, Inc. | 2,369 | 49,891 | |
Ducommun, Inc. (a) | 1,358 | 67,900 | |
Kaman Corp. | 3,493 | 77,091 | |
Kratos Defense & Security Solutions, Inc. (a) | 15,260 | 196,854 | |
Maxar Technologies, Inc. | 9,053 | 477,274 | |
Momentus, Inc. Class A (a) | 6,324 | 2,720 | |
Moog, Inc. Class A | 3,514 | 316,647 | |
National Presto Industries, Inc. | 639 | 43,465 | |
Park Aerospace Corp. | 2,482 | 32,465 | |
Parsons Corp. (a) | 4,103 | 178,481 | |
Redwire Corp. (a)(b) | 2,232 | 7,209 | |
Rocket Lab U.S.A., Inc. Class A (a)(b) | 26,708 | 104,695 | |
Terran Orbital Corp. Class A (a)(b) | 5,216 | 9,284 | |
Triumph Group, Inc. (a) | 7,916 | 85,572 | |
V2X, Inc. (a) | 1,482 | 64,022 | |
Virgin Galactic Holdings, Inc. (a)(b) | 30,051 | 109,386 | |
3,031,816 | |||
Air Freight & Logistics - 0.3% | |||
Air Transport Services Group, Inc. (a) | 7,137 | 144,952 | |
Forward Air Corp. | 3,313 | 349,555 | |
Hub Group, Inc. Class A (a) | 3,979 | 300,017 | |
Radiant Logistics, Inc. (a) | 4,598 | 30,347 | |
824,871 | |||
Building Products - 1.5% | |||
AAON, Inc. | 5,400 | 529,200 | |
American Woodmark Corp. (a) | 2,033 | 102,707 | |
Apogee Enterprises, Inc. | 2,742 | 116,700 | |
AZZ, Inc. | 3,025 | 114,133 | |
Caesarstone Sdot-Yam Ltd. | 2,653 | 12,098 | |
CSW Industrials, Inc. | 1,799 | 242,271 | |
Gibraltar Industries, Inc. (a) | 3,822 | 191,253 | |
Griffon Corp. | 5,369 | 152,748 | |
Insteel Industries, Inc. | 2,331 | 64,172 | |
Janus International Group, Inc. (a) | 10,094 | 90,846 | |
Jeld-Wen Holding, Inc. (a) | 10,288 | 131,481 | |
Masonite International Corp. (a) | 2,738 | 250,281 | |
PGT Innovations, Inc. (a) | 7,121 | 182,725 | |
Quanex Building Products Corp. | 4,103 | 78,367 | |
Resideo Technologies, Inc. (a) | 17,818 | 317,160 | |
Simpson Manufacturing Co. Ltd. | 5,274 | 663,364 | |
UFP Industries, Inc. | 7,375 | 579,085 | |
View, Inc. Class A (a) | 16,467 | 5,632 | |
Zurn Elkay Water Solutions Cor | 15,314 | 330,017 | |
4,154,240 | |||
Commercial Services & Supplies - 1.5% | |||
ABM Industries, Inc. | 8,168 | 347,793 | |
ACCO Brands Corp. | 11,147 | 51,053 | |
ACV Auctions, Inc. Class A (a) | 14,544 | 189,508 | |
Aris Water Solution, Inc. Class A | 2,790 | 20,283 | |
Brady Corp. Class A | 5,544 | 282,910 | |
BrightView Holdings, Inc. (a) | 5,145 | 28,452 | |
Casella Waste Systems, Inc. Class A (a) | 6,148 | 547,172 | |
Cimpress PLC (a) | 2,174 | 112,939 | |
CompX International, Inc. Class A | 171 | 3,095 | |
CoreCivic, Inc. (a) | 14,056 | 123,552 | |
Deluxe Corp. | 5,355 | 81,128 | |
Ennis, Inc. | 3,119 | 60,602 | |
Harsco Corp. (a) | 9,628 | 66,144 | |
Healthcare Services Group, Inc. | 9,176 | 143,237 | |
Heritage-Crystal Clean, Inc. (a) | 1,929 | 67,438 | |
HNI Corp. | 5,117 | 132,940 | |
Interface, Inc. | 7,110 | 55,742 | |
KAR Auction Services, Inc. (a) | 13,265 | 179,608 | |
Kimball International, Inc. Class B | 4,352 | 53,573 | |
Li-Cycle Holdings Corp. (a)(b) | 16,942 | 80,475 | |
Liquidity Services, Inc. (a) | 3,049 | 39,850 | |
Matthews International Corp. Class A | 3,680 | 139,362 | |
Millerknoll, Inc. | 9,411 | 160,081 | |
Montrose Environmental Group, Inc. (a) | 3,401 | 103,594 | |
NL Industries, Inc. | 997 | 6,411 | |
Pitney Bowes, Inc. | 21,276 | 74,679 | |
Quad/Graphics, Inc. (a) | 3,884 | 13,555 | |
SP Plus Corp. (a) | 2,450 | 83,717 | |
Steelcase, Inc. Class A | 10,770 | 86,160 | |
The Brink's Co. | 5,577 | 350,514 | |
The GEO Group, Inc. (a) | 14,590 | 109,863 | |
UniFirst Corp. | 1,841 | 301,335 | |
Viad Corp. (a) | 2,527 | 48,089 | |
VSE Corp. | 1,315 | 55,611 | |
4,200,465 | |||
Construction & Engineering - 1.7% | |||
Ameresco, Inc. Class A (a) | 3,931 | 163,530 | |
API Group Corp. (a) | 25,556 | 581,655 | |
Arcosa, Inc. | 5,974 | 403,484 | |
Argan, Inc. | 1,586 | 63,805 | |
Comfort Systems U.S.A., Inc. | 4,370 | 653,271 | |
Concrete Pumping Holdings, Inc. (a) | 3,148 | 21,879 | |
Construction Partners, Inc. Class A (a) | 4,907 | 127,288 | |
Dycom Industries, Inc. (a) | 3,563 | 330,005 | |
EMCOR Group, Inc. | 5,812 | 993,852 | |
Fluor Corp. (a) | 17,555 | 510,148 | |
Granite Construction, Inc. | 5,456 | 208,037 | |
Great Lakes Dredge & Dock Corp. (a) | 8,069 | 46,235 | |
IES Holdings, Inc. (a) | 1,049 | 45,306 | |
MYR Group, Inc. (a) | 2,021 | 258,668 | |
Northwest Pipe Co. (a) | 1,218 | 33,544 | |
Primoris Services Corp. | 6,516 | 164,855 | |
Sterling Construction Co., Inc. (a) | 3,596 | 132,764 | |
Tutor Perini Corp. (a) | 5,093 | 26,993 | |
4,765,319 | |||
Electrical Equipment - 1.4% | |||
Allied Motion Technologies, Inc. | 1,649 | 56,759 | |
Array Technologies, Inc. (a) | 18,583 | 380,022 | |
Atkore, Inc. (a) | 4,861 | 614,090 | |
Babcock & Wilcox Enterprises, Inc. (a) | 7,516 | 46,750 | |
Blink Charging Co. (a)(b) | 5,315 | 37,896 | |
Bloom Energy Corp. Class A (a) | 22,172 | 369,164 | |
Encore Wire Corp. | 2,185 | 341,581 | |
Energy Vault Holdings, Inc. Class A (a)(b) | 10,206 | 17,248 | |
EnerSys | 5,022 | 416,675 | |
Enovix Corp. (a)(b) | 13,423 | 145,237 | |
ESS Tech, Inc. Class A (a)(b) | 9,791 | 10,476 | |
Fluence Energy, Inc. (a) | 4,541 | 82,010 | |
FTC Solar, Inc. (a) | 5,243 | 14,313 | |
FuelCell Energy, Inc. (a)(b) | 50,683 | 95,284 | |
GrafTech International Ltd. | 23,768 | 111,947 | |
Heliogen, Inc. (a) | 9,894 | 2,777 | |
Nextracker, Inc. Class A | 3,802 | 119,725 | |
NuScale Power Corp. (a)(b) | 3,822 | 33,901 | |
Powell Industries, Inc. | 1,136 | 45,508 | |
Preformed Line Products Co. | 308 | 38,278 | |
Shoals Technologies Group, Inc. (a) | 20,069 | 419,241 | |
Stem, Inc. (a)(b) | 17,928 | 75,835 | |
SunPower Corp. (a)(b) | 10,124 | 133,839 | |
Thermon Group Holdings, Inc. (a) | 4,061 | 84,388 | |
TPI Composites, Inc. (a) | 4,512 | 55,768 | |
Vicor Corp. (a) | 2,723 | 117,007 | |
3,865,719 | |||
Ground Transportation - 0.7% | |||
ArcBest Corp. | 2,986 | 281,878 | |
Bird Global, Inc. Class A (a) | 19,279 | 2,610 | |
Covenant Transport Group, Inc. Class A | 1,147 | 45,180 | |
Daseke, Inc. (a) | 5,023 | 41,088 | |
Heartland Express, Inc. | 5,650 | 81,812 | |
Marten Transport Ltd. | 7,171 | 144,782 | |
P.A.M. Transportation Services, Inc. (a) | 782 | 17,556 | |
Saia, Inc. (a) | 3,275 | 975,197 | |
TuSimple Holdings, Inc. (a) | 17,823 | 21,566 | |
Universal Logistics Holdings, Inc. | 897 | 22,963 | |
Werner Enterprises, Inc. | 7,787 | 351,739 | |
1,986,371 | |||
Industrial Conglomerates - 0.0% | |||
Brookfield Business Corp. Class A (b) | 3,266 | 60,290 | |
Machinery - 3.9% | |||
3D Systems Corp. (a) | 15,655 | 143,400 | |
Alamo Group, Inc. | 1,238 | 218,792 | |
Albany International Corp. Class A | 3,832 | 349,517 | |
Astec Industries, Inc. | 2,837 | 117,111 | |
Barnes Group, Inc. | 5,993 | 251,886 | |
Berkshire Grey, Inc. Class A (a) | 7,087 | 9,709 | |
Blue Bird Corp. (a) | 2,147 | 40,149 | |
Chart Industries, Inc. (a) | 5,265 | 700,772 | |
CIRCOR International, Inc. (a) | 2,269 | 63,169 | |
Columbus McKinnon Corp. (NY Shares) | 3,435 | 119,229 | |
Desktop Metal, Inc. (a)(b) | 32,982 | 72,560 | |
Douglas Dynamics, Inc. | 2,787 | 81,687 | |
Energy Recovery, Inc. (a) | 6,786 | 152,889 | |
Enerpac Tool Group Corp. Class A | 7,046 | 167,413 | |
EnPro Industries, Inc. | 2,571 | 242,368 | |
ESCO Technologies, Inc. | 3,167 | 296,336 | |
Evoqua Water Technologies Corp. (a) | 14,496 | 716,827 | |
Fathom Digital Manufacturing Corp. (a) | 3,628 | 1,712 | |
Federal Signal Corp. | 7,345 | 377,386 | |
Franklin Electric Co., Inc. | 5,675 | 507,742 | |
Gorman-Rupp Co. | 2,803 | 68,814 | |
Helios Technologies, Inc. | 4,025 | 242,064 | |
Hillenbrand, Inc. | 8,548 | 389,960 | |
Hillman Solutions Corp. Class A (a) | 16,633 | 139,717 | |
Hydrofarm Holdings Group, Inc. (a) | 5,404 | 8,484 | |
Hyliion Holdings Corp. Class A (a) | 17,396 | 23,833 | |
Hyster-Yale Materials Handling, Inc. Class A | 1,336 | 70,354 | |
Hyzon Motors, Inc. Class A (a)(b) | 10,742 | 8,933 | |
John Bean Technologies Corp. | 3,901 | 424,078 | |
Kadant, Inc. | 1,433 | 266,294 | |
Kennametal, Inc. | 10,034 | 260,483 | |
Lightning eMotors, Inc. (a) | 382 | 1,700 | |
Lindsay Corp. | 1,363 | 164,569 | |
Luxfer Holdings PLC sponsored | 3,345 | 51,011 | |
Manitowoc Co., Inc. (a) | 4,257 | 65,090 | |
Markforged Holding Corp. (a)(b) | 13,910 | 13,561 | |
Microvast Holdings, Inc. (a) | 21,490 | 22,565 | |
Miller Industries, Inc. | 1,353 | 44,108 | |
Mueller Industries, Inc. | 6,899 | 495,693 | |
Mueller Water Products, Inc. Class A | 19,212 | 257,441 | |
Nikola Corp. (a)(b) | 40,979 | 36,287 | |
Omega Flex, Inc. | 408 | 44,884 | |
Proterra, Inc. Class A (a)(b) | 27,733 | 32,448 | |
Proto Labs, Inc. (a) | 3,358 | 96,610 | |
RBC Bearings, Inc. (a)(b) | 3,516 | 798,167 | |
REV Group, Inc. | 4,057 | 43,532 | |
Sarcos Technology and Robotics Corp. Class A (a) | 11,898 | 4,760 | |
Shyft Group, Inc. (The) | 4,268 | 107,041 | |
SPX Technologies, Inc. (a) | 5,382 | 342,726 | |
Standex International Corp. | 1,451 | 178,197 | |
Tennant Co. | 2,275 | 173,856 | |
Terex Corp. | 8,223 | 366,664 | |
The Greenbrier Companies, Inc. | 3,939 | 104,187 | |
Titan International, Inc. (a) | 6,327 | 61,752 | |
Trinity Industries, Inc. | 10,119 | 242,350 | |
Velo3D, Inc. (a)(b) | 6,907 | 16,162 | |
Wabash National Corp. | 5,866 | 150,580 | |
Watts Water Technologies, Inc. Class A | 3,367 | 544,545 | |
Xos, Inc. Class A (a) | 6,641 | 3,370 | |
10,997,524 | |||
Marine Transportation - 0.2% | |||
Costamare, Inc. | 6,447 | 58,216 | |
Eagle Bulk Shipping, Inc. | 1,684 | 75,308 | |
Eneti, Inc. | 2,655 | 22,753 | |
Genco Shipping & Trading Ltd. | 4,613 | 71,086 | |
Golden Ocean Group Ltd. (b) | 15,237 | 139,419 | |
Matson, Inc. | 4,603 | 313,142 | |
Safe Bulkers, Inc. | 8,771 | 32,102 | |
712,026 | |||
Passenger Airlines - 0.3% | |||
Allegiant Travel Co. (a) | 1,946 | 202,209 | |
Blade Air Mobility, Inc. (a) | 7,242 | 18,974 | |
Frontier Group Holdings, Inc. (a) | 4,589 | 43,550 | |
Hawaiian Holdings, Inc. (a) | 6,159 | 51,304 | |
Joby Aviation, Inc. (a)(b) | 31,720 | 137,348 | |
SkyWest, Inc. (a) | 6,136 | 173,649 | |
Spirit Airlines, Inc. | 13,396 | 229,072 | |
Sun Country Airlines Holdings, Inc. (a) | 4,102 | 80,932 | |
Wheels Up Experience, Inc. Class A (a) | 18,541 | 8,575 | |
945,613 | |||
Professional Services - 2.4% | |||
Alight, Inc. Class A (a) | 47,433 | 438,755 | |
ASGN, Inc. (a) | 6,052 | 433,263 | |
Barrett Business Services, Inc. | 834 | 69,731 | |
CBIZ, Inc. (a) | 5,808 | 306,024 | |
Conduent, Inc. (a) | 20,651 | 72,485 | |
CRA International, Inc. | 859 | 90,315 | |
CSG Systems International, Inc. | 3,831 | 201,817 | |
ExlService Holdings, Inc. (a) | 3,991 | 711,915 | |
Exponent, Inc. | 6,271 | 577,246 | |
First Advantage Corp. (a) | 7,274 | 93,544 | |
Forrester Research, Inc. (a) | 1,410 | 43,625 | |
Franklin Covey Co. (a) | 1,506 | 55,300 | |
Heidrick & Struggles International, Inc. | 2,403 | 60,339 | |
HireRight Holdings Corp. (a) | 2,589 | 27,443 | |
Huron Consulting Group, Inc. (a) | 2,428 | 205,870 | |
IBEX Ltd. (a) | 1,115 | 22,824 | |
ICF International, Inc. | 2,274 | 259,236 | |
Insperity, Inc. | 4,411 | 540,171 | |
Kelly Services, Inc. Class A (non-vtg.) | 4,147 | 68,052 | |
Kforce, Inc. | 2,450 | 144,893 | |
Korn Ferry | 6,461 | 310,257 | |
LegalZoom.com, Inc. (a) | 11,874 | 111,378 | |
Maximus, Inc. | 7,452 | 623,360 | |
NV5 Global, Inc. (a) | 1,674 | 158,578 | |
Planet Labs PBC Class A (a) | 24,050 | 98,124 | |
Red Violet, Inc. (a) | 1,170 | 20,007 | |
Resources Connection, Inc. | 3,980 | 58,068 | |
Skillsoft Corp. (a) | 9,761 | 12,006 | |
Spire Global, Inc. (a) | 15,434 | 10,804 | |
Sterling Check Corp. (a) | 2,934 | 32,978 | |
TriNet Group, Inc. (a) | 4,613 | 427,994 | |
TrueBlue, Inc. (a) | 3,939 | 59,676 | |
Ttec Holdings, Inc. | 2,316 | 78,906 | |
Upwork, Inc. (a) | 15,012 | 143,665 | |
Verra Mobility Corp. (a) | 17,269 | 292,710 | |
Willdan Group, Inc. (a) | 1,400 | 20,510 | |
6,881,869 | |||
Trading Companies & Distributors - 1.7% | |||
Alta Equipment Group, Inc. | 2,528 | 35,746 | |
Applied Industrial Technologies, Inc. | 4,714 | 639,501 | |
Beacon Roofing Supply, Inc. (a) | 6,339 | 381,481 | |
BlueLinx Corp. (a) | 1,081 | 75,735 | |
Boise Cascade Co. | 4,875 | 333,011 | |
Custom Truck One Source, Inc. Class A (a) | 7,428 | 46,648 | |
Distribution Solutions Group I (a) | 613 | 28,615 | |
DXP Enterprises, Inc. (a) | 1,874 | 47,225 | |
GATX Corp. | 4,312 | 491,180 | |
Global Industrial Co. | 1,620 | 43,173 | |
GMS, Inc. (a) | 5,156 | 299,357 | |
H&E Equipment Services, Inc. | 3,930 | 143,445 | |
Herc Holdings, Inc. | 3,103 | 310,362 | |
Hudson Technologies, Inc. (a) | 5,404 | 41,773 | |
Karat Packaging, Inc. | 792 | 10,740 | |
McGrath RentCorp. | 2,984 | 265,218 | |
MRC Global, Inc. (a) | 10,221 | 99,553 | |
NOW, Inc. (a) | 13,595 | 145,059 | |
Rush Enterprises, Inc.: | |||
Class A | 5,703 | 302,886 | |
Class B | 219 | 12,829 | |
Textainer Group Holdings Ltd. | 5,336 | 187,294 | |
Titan Machinery, Inc. (a) | 2,510 | 78,689 | |
Transcat, Inc. (a) | 880 | 67,135 | |
Triton International Ltd. | 7,171 | 592,827 | |
Veritiv Corp. | 1,615 | 185,515 | |
Xometry, Inc. (a) | 4,229 | 58,741 | |
4,923,738 | |||
TOTAL INDUSTRIALS | 47,349,861 | ||
INFORMATION TECHNOLOGY - 11.3% | |||
Communications Equipment - 0.7% | |||
ADTRAN Holdings, Inc. | 9,486 | 86,512 | |
Aviat Networks, Inc. (a) | 1,373 | 45,048 | |
Calix, Inc. (a) | 7,099 | 324,424 | |
Cambium Networks Corp. (a) | 1,422 | 21,529 | |
Casa Systems, Inc. (a) | 4,263 | 5,329 | |
Clearfield, Inc. (a) | 1,589 | 69,408 | |
CommScope Holding Co., Inc. (a) | 25,322 | 124,837 | |
Comtech Telecommunications Corp. | 3,184 | 32,954 | |
Digi International, Inc. (a) | 4,298 | 129,628 | |
DZS, Inc. (a) | 2,547 | 17,320 | |
Extreme Networks, Inc. (a) | 15,551 | 276,497 | |
Harmonic, Inc. (a) | 11,377 | 160,302 | |
Infinera Corp. (a) | 23,838 | 150,895 | |
Inseego Corp. (a) | 9,000 | 5,418 | |
NETGEAR, Inc. (a) | 3,452 | 48,777 | |
NetScout Systems, Inc. (a) | 8,372 | 227,802 | |
Ondas Holdings, Inc. (a) | 4,004 | 4,004 | |
Ribbon Communications, Inc. (a) | 8,979 | 22,986 | |
Viavi Solutions, Inc. (a) | 27,709 | 248,273 | |
2,001,943 | |||
Electronic Equipment, Instruments & Components - 2.4% | |||
908 Devices, Inc. (a) | 2,853 | 19,286 | |
Advanced Energy Industries, Inc. | 4,638 | 401,187 | |
Aeva Technologies, Inc. (a) | 11,562 | 11,468 | |
AEye, Inc. Class A (a) | 11,314 | 2,249 | |
Akoustis Technologies, Inc. (a) | 8,488 | 24,191 | |
Arlo Technologies, Inc. (a) | 10,706 | 68,947 | |
Badger Meter, Inc. | 3,605 | 477,050 | |
Belden, Inc. | 5,230 | 412,595 | |
Benchmark Electronics, Inc. | 4,298 | 91,762 | |
Cepton, Inc. (a) | 5,171 | 1,929 | |
CTS Corp. | 3,908 | 153,233 | |
ePlus, Inc. (a) | 3,285 | 143,029 | |
Evolv Technologies Holdings, Inc. (a) | 10,310 | 37,116 | |
Fabrinet (a) | 4,557 | 432,687 | |
FARO Technologies, Inc. (a) | 2,329 | 54,382 | |
Focus Universal, Inc. (b) | 3,175 | 6,763 | |
Identiv, Inc. (a) | 2,677 | 14,724 | |
Insight Enterprises, Inc. (a) | 3,861 | 466,988 | |
Itron, Inc. (a) | 5,559 | 296,851 | |
Kimball Electronics, Inc. (a) | 2,961 | 59,605 | |
Knowles Corp. (a) | 11,017 | 185,967 | |
Lightwave Logic, Inc. (a)(b) | 14,057 | 63,257 | |
Methode Electronics, Inc. Class A | 4,367 | 179,003 | |
MicroVision, Inc. (a)(b) | 20,238 | 40,476 | |
Mirion Technologies, Inc. Class A (a) | 16,889 | 136,801 | |
Napco Security Technologies, Inc. (a) | 3,890 | 120,590 | |
nLIGHT, Inc. (a) | 5,513 | 48,349 | |
Novanta, Inc. (a) | 4,379 | 669,286 | |
OSI Systems, Inc. (a) | 1,969 | 222,418 | |
Ouster, Inc. (a) | 3,305 | 11,700 | |
Par Technology Corp. (a) | 3,283 | 100,427 | |
PC Connection, Inc. | 1,390 | 55,975 | |
Plexus Corp. (a) | 3,377 | 295,386 | |
Rogers Corp. (a) | 2,315 | 372,599 | |
Sanmina Corp. (a) | 7,023 | 367,022 | |
ScanSource, Inc. (a) | 3,110 | 85,059 | |
Smartrent, Inc. (a) | 14,798 | 38,179 | |
TTM Technologies, Inc. (a) | 12,479 | 147,377 | |
Vishay Intertechnology, Inc. | 16,009 | 340,832 | |
Vishay Precision Group, Inc. (a) | 1,509 | 56,648 | |
6,713,393 | |||
IT Services - 0.4% | |||
BigCommerce Holdings, Inc. (a) | 7,997 | 59,098 | |
Brightcove, Inc. (a) | 5,344 | 22,124 | |
Cerberus Cyber Sentinel Corp. (a) | 4,944 | 1,049 | |
Cyxtera Technologies, Inc. Class A (a) | 4,759 | 1,548 | |
Digitalocean Holdings, Inc. (a)(b) | 8,617 | 271,780 | |
Edgio, Inc. (a) | 16,343 | 10,803 | |
Fastly, Inc. Class A (a) | 14,013 | 207,112 | |
Grid Dynamics Holdings, Inc. (a) | 6,600 | 71,742 | |
Hackett Group, Inc. | 2,834 | 52,599 | |
Information Services Group, Inc. | 4,426 | 22,528 | |
Perficient, Inc. (a) | 4,219 | 273,897 | |
PFSweb, Inc. (a) | 2,093 | 8,414 | |
Rackspace Technology, Inc. (a)(b) | 6,961 | 10,163 | |
Squarespace, Inc. Class A (a) | 3,719 | 115,661 | |
Tucows, Inc. (a) | 1,206 | 27,002 | |
Unisys Corp. (a) | 8,098 | 25,995 | |
1,181,515 | |||
Semiconductors & Semiconductor Equipment - 2.6% | |||
ACM Research, Inc. (a) | 5,893 | 55,100 | |
Alpha & Omega Semiconductor Ltd. (a) | 2,719 | 64,930 | |
Ambarella, Inc. (a) | 4,572 | 283,373 | |
Amkor Technology, Inc. | 12,488 | 279,357 | |
Atomera, Inc. (a)(b) | 2,485 | 19,632 | |
Axcelis Technologies, Inc. (a) | 4,024 | 476,039 | |
AXT, Inc. (a) | 5,060 | 13,510 | |
CEVA, Inc. (a) | 2,805 | 70,490 | |
Cohu, Inc. (a) | 5,790 | 195,934 | |
Credo Technology Group Holding Ltd. (a) | 12,082 | 97,985 | |
Diodes, Inc. (a) | 5,482 | 436,915 | |
FormFactor, Inc. (a) | 9,508 | 259,663 | |
Ichor Holdings Ltd. (a) | 3,451 | 96,110 | |
Impinj, Inc. (a) | 2,642 | 233,579 | |
indie Semiconductor, Inc. (a) | 13,138 | 99,455 | |
Kulicke & Soffa Industries, Inc. | 6,875 | 327,663 | |
MACOM Technology Solutions Holdings, Inc. (a) | 6,678 | 389,595 | |
MaxLinear, Inc. Class A (a) | 8,996 | 217,073 | |
Onto Innovation, Inc. (a) | 6,113 | 495,031 | |
PDF Solutions, Inc. (a) | 3,692 | 133,097 | |
Photronics, Inc. (a) | 7,371 | 106,585 | |
Power Integrations, Inc. | 6,979 | 507,932 | |
Rambus, Inc. (a) | 13,171 | 584,002 | |
Rigetti Computing, Inc. Class A (a) | 8,796 | 4,134 | |
Semtech Corp. (a) | 7,808 | 152,178 | |
Silicon Laboratories, Inc. (a) | 3,901 | 543,409 | |
SiTime Corp. (a) | 2,007 | 217,699 | |
SkyWater Technology, Inc. (a) | 1,403 | 12,683 | |
SMART Global Holdings, Inc. (a) | 5,992 | 92,397 | |
Synaptics, Inc. (a) | 4,901 | 434,033 | |
Transphorm, Inc. (a) | 2,697 | 8,280 | |
Ultra Clean Holdings, Inc. (a) | 5,567 | 158,882 | |
Veeco Instruments, Inc. (a) | 6,220 | 114,572 | |
7,181,317 | |||
Software - 4.8% | |||
8x8, Inc. (a) | 13,977 | 40,114 | |
A10 Networks, Inc. | 7,925 | 112,060 | |
ACI Worldwide, Inc. (a) | 13,822 | 350,111 | |
Adeia, Inc. | 12,789 | 97,708 | |
Agilysys, Inc. (a) | 2,439 | 190,340 | |
Alarm.com Holdings, Inc. (a) | 5,934 | 282,992 | |
Alkami Technology, Inc. (a) | 4,498 | 53,931 | |
Altair Engineering, Inc. Class A (a) | 6,403 | 442,127 | |
American Software, Inc. Class A | 3,885 | 46,387 | |
Amplitude, Inc. (a) | 6,965 | 79,053 | |
AppFolio, Inc. (a) | 2,416 | 337,322 | |
Appian Corp. Class A (a) | 4,952 | 185,948 | |
Applied Digital Corp. | 8,351 | 26,723 | |
Arteris, Inc. (a) | 2,229 | 8,292 | |
Asana, Inc. (a) | 9,116 | 147,497 | |
AvePoint, Inc. (a)(b) | 16,202 | 70,317 | |
Blackbaud, Inc. (a) | 5,720 | 396,711 | |
BlackLine, Inc. (a) | 6,805 | 379,107 | |
Blend Labs, Inc. (a) | 23,657 | 14,007 | |
Box, Inc. Class A (a) | 17,251 | 456,461 | |
C3.ai, Inc. (a)(b) | 7,361 | 131,173 | |
Cerence, Inc. (a) | 4,976 | 127,137 | |
Cipher Mining, Inc. (a) | 4,966 | 11,471 | |
Cleanspark, Inc. (a) | 9,096 | 35,565 | |
Clear Secure, Inc. | 7,980 | 193,036 | |
CommVault Systems, Inc. (a) | 5,489 | 319,844 | |
Consensus Cloud Solutions, Inc. (a) | 2,307 | 86,120 | |
Couchbase, Inc. (a) | 3,522 | 54,098 | |
CS Disco, Inc. (a) | 2,904 | 17,076 | |
Cvent Holding Corp. (a) | 5,673 | 47,710 | |
Digimarc Corp. (a)(b) | 1,670 | 28,457 | |
Digital Turbine, Inc. (a) | 11,647 | 136,619 | |
Domo, Inc. Class B (a) | 3,833 | 60,868 | |
E2open Parent Holdings, Inc. (a) | 24,567 | 154,526 | |
Ebix, Inc. | 3,267 | 53,121 | |
eGain Communications Corp. (a) | 2,495 | 18,313 | |
Enfusion, Inc. Class A (a) | 3,284 | 27,520 | |
EngageSmart, Inc. (a) | 4,440 | 76,235 | |
Envestnet, Inc. (a) | 6,770 | 429,083 | |
Everbridge, Inc. (a) | 4,944 | 129,928 | |
EverCommerce, Inc. (a) | 2,985 | 36,029 | |
ForgeRock, Inc. (a) | 5,375 | 107,661 | |
Greenidge Generation Holdings, Inc. (a) | 1,487 | 729 | |
Instructure Holdings, Inc. (a) | 2,151 | 57,066 | |
Intapp, Inc. (a) | 1,796 | 72,415 | |
InterDigital, Inc. | 3,657 | 247,725 | |
IronNet, Inc. Class A (a) | 7,642 | 2,121 | |
Kaleyra, Inc. (a) | 928 | 1,708 | |
Latch, Inc. (a) | 13,169 | 10,401 | |
LivePerson, Inc. (a) | 8,693 | 40,249 | |
Liveramp Holdings, Inc. (a) | 7,867 | 189,516 | |
Livevox Holdings, Inc. (a) | 2,769 | 7,919 | |
Marathon Digital Holdings, Inc. (a)(b) | 14,458 | 145,592 | |
Matterport, Inc. (a)(b) | 27,705 | 64,553 | |
MeridianLink, Inc. (a) | 2,811 | 41,996 | |
MicroStrategy, Inc. Class A (a)(b) | 1,191 | 391,101 | |
Mitek Systems, Inc. (a) | 5,273 | 47,562 | |
Model N, Inc. (a) | 4,598 | 141,618 | |
Momentive Global, Inc. (a) | 16,088 | 151,066 | |
N-able, Inc. (a) | 8,364 | 106,641 | |
Nextnav, Inc. (a) | 7,973 | 17,222 | |
Olo, Inc. (a) | 11,077 | 75,877 | |
ON24, Inc. (a) | 5,243 | 45,614 | |
Onespan, Inc. (a) | 4,881 | 71,946 | |
Pagerduty, Inc. (a)(b) | 10,683 | 321,131 | |
Porch Group, Inc. Class A (a) | 9,657 | 8,789 | |
PowerSchool Holdings, Inc. (a) | 5,635 | 117,659 | |
Progress Software Corp. | 5,282 | 289,876 | |
PROS Holdings, Inc. (a) | 5,104 | 144,800 | |
Q2 Holdings, Inc. (a) | 6,919 | 170,346 | |
Qualys, Inc. (a) | 4,755 | 537,030 | |
Rapid7, Inc. (a) | 7,288 | 354,270 | |
Rimini Street, Inc. (a) | 6,362 | 23,794 | |
Riot Platforms, Inc. (a)(b) | 19,570 | 234,057 | |
Sapiens International Corp. NV | 3,959 | 79,695 | |
SecureWorks Corp. (a) | 1,143 | 10,367 | |
SolarWinds, Inc. (a) | 5,828 | 50,237 | |
SoundThinking, Inc. (a) | 1,112 | 33,082 | |
Sprout Social, Inc. (a) | 5,779 | 284,674 | |
SPS Commerce, Inc. (a) | 4,468 | 658,136 | |
Sumo Logic, Inc. (a) | 14,498 | 173,976 | |
Telos Corp. (a) | 6,218 | 10,571 | |
Tenable Holdings, Inc. (a) | 13,797 | 510,351 | |
TeraWulf, Inc. (a) | 8,444 | 15,030 | |
Upland Software, Inc. (a) | 3,582 | 13,146 | |
Varonis Systems, Inc. (a) | 13,202 | 305,758 | |
Verint Systems, Inc. (a) | 7,984 | 291,336 | |
Veritone, Inc. (a)(b) | 3,966 | 18,878 | |
Viant Technology, Inc. (a) | 1,804 | 7,974 | |
Weave Communications, Inc. (a) | 3,749 | 16,608 | |
Workiva, Inc. (a) | 5,869 | 548,282 | |
Xperi, Inc. | 5,181 | 49,168 | |
Yext, Inc. (a) | 13,894 | 121,989 | |
Zeta Global Holdings Corp. (a) | 13,704 | 133,066 | |
Zuora, Inc. (a) | 15,588 | 121,431 | |
13,584,942 | |||
Technology Hardware, Storage & Peripherals - 0.4% | |||
Avid Technology, Inc. (a) | 4,282 | 126,362 | |
CompoSecure, Inc. (a) | 930 | 6,975 | |
Corsair Gaming, Inc. (a) | 4,981 | 86,769 | |
Diebold Nixdorf, Inc. (a) | 8,832 | 7,127 | |
Eastman Kodak Co. (a) | 6,867 | 22,592 | |
IonQ, Inc. (a)(b) | 14,758 | 81,317 | |
Super Micro Computer, Inc. (a) | 5,787 | 610,123 | |
Turtle Beach Corp. (a) | 1,940 | 21,088 | |
Xerox Holdings Corp. | 14,118 | 221,229 | |
1,183,582 | |||
TOTAL INFORMATION TECHNOLOGY | 31,846,692 | ||
MATERIALS - 4.4% | |||
Chemicals - 2.1% | |||
AdvanSix, Inc. | 3,297 | 124,231 | |
American Vanguard Corp. | 3,428 | 65,989 | |
Amyris, Inc. (a)(b) | 24,405 | 19,954 | |
Aspen Aerogels, Inc. (a) | 6,282 | 39,325 | |
Avient Corp. | 11,228 | 432,390 | |
Balchem Corp. | 3,920 | 515,088 | |
Cabot Corp. | 6,855 | 491,915 | |
Chase Corp. | 925 | 101,130 | |
Danimer Scientific, Inc. (a)(b) | 11,271 | 35,616 | |
Diversey Holdings Ltd. (a) | 9,632 | 78,308 | |
Ecovyst, Inc. (a) | 10,293 | 116,826 | |
FutureFuel Corp. | 3,211 | 24,083 | |
H.B. Fuller Co. | 6,605 | 437,053 | |
Hawkins, Inc. | 2,388 | 96,332 | |
Ingevity Corp. (a) | 4,614 | 331,008 | |
Innospec, Inc. | 3,044 | 309,362 | |
Intrepid Potash, Inc. (a) | 1,394 | 35,937 | |
Koppers Holdings, Inc. | 2,457 | 80,614 | |
Kronos Worldwide, Inc. | 2,811 | 26,142 | |
Livent Corp. (a)(b) | 19,994 | 436,869 | |
LSB Industries, Inc. (a) | 9,170 | 81,888 | |
Mativ, Inc. | 6,741 | 130,573 | |
Minerals Technologies, Inc. | 3,972 | 235,381 | |
Origin Materials, Inc. Class A (a) | 12,947 | 51,141 | |
Orion Engineered Carbons SA | 7,418 | 179,590 | |
Perimeter Solutions SA (a) | 14,461 | 108,168 | |
PureCycle Technologies, Inc. (a)(b) | 13,106 | 86,106 | |
Quaker Houghton | 1,669 | 311,485 | |
Rayonier Advanced Materials, Inc. (a) | 7,655 | 41,643 | |
Sensient Technologies Corp. | 5,157 | 383,990 | |
Stepan Co. | 2,619 | 241,472 | |
Trinseo PLC | 4,306 | 78,025 | |
Tronox Holdings PLC | 14,428 | 197,519 | |
Valhi, Inc. | 308 | 4,783 | |
5,929,936 | |||
Construction Materials - 0.2% | |||
Summit Materials, Inc. | 14,627 | 400,926 | |
United States Lime & Minerals, Inc. | 250 | 40,225 | |
441,151 | |||
Containers & Packaging - 0.3% | |||
Eightco Holdings, Inc. | 48 | 92 | |
Greif, Inc.: | |||
Class A | 3,223 | 202,372 | |
Class B | 527 | 41,496 | |
Myers Industries, Inc. | 4,499 | 85,256 | |
O-I Glass, Inc. (a) | 18,931 | 425,380 | |
Pactiv Evergreen, Inc. | 5,396 | 42,628 | |
Ranpak Holdings Corp. (A Shares) (a) | 5,353 | 21,840 | |
TriMas Corp. | 5,082 | 129,134 | |
948,198 | |||
Metals & Mining - 1.7% | |||
5E Advanced Materials, Inc. (a)(b) | 4,964 | 20,948 | |
Alpha Metallurgical Resources | 1,879 | 275,386 | |
Arconic Corp. (a) | 12,498 | 309,326 | |
ATI, Inc. (a) | 15,266 | 589,573 | |
Carpenter Technology Corp. | 5,878 | 310,006 | |
Century Aluminum Co. (a) | 6,445 | 55,363 | |
Coeur d'Alene Mines Corp. (a) | 34,333 | 116,732 | |
Commercial Metals Co. | 14,389 | 671,822 | |
Compass Minerals International, Inc. | 4,211 | 137,826 | |
Constellium NV (a) | 15,563 | 231,111 | |
Dakota Gold Corp. | 6,158 | 20,260 | |
Haynes International, Inc. | 1,524 | 71,643 | |
Hecla Mining Co. | 68,154 | 412,332 | |
Hycroft Mining Holding Corp. (a) | 16,362 | 6,183 | |
Ivanhoe Electric, Inc. | 5,718 | 68,101 | |
Kaiser Aluminum Corp. | 1,959 | 128,745 | |
Materion Corp. | 2,512 | 272,075 | |
Novagold Resources, Inc. (a) | 29,294 | 159,359 | |
Olympic Steel, Inc. | 1,188 | 55,325 | |
Piedmont Lithium, Inc. (a) | 2,141 | 123,108 | |
PolyMet Mining Corp. (a) | 8,914 | 16,223 | |
Ramaco Resources, Inc. | 2,774 | 22,553 | |
Ryerson Holding Corp. | 2,398 | 90,572 | |
Schnitzer Steel Industries, Inc. Class A | 3,140 | 90,715 | |
SunCoke Energy, Inc. | 10,273 | 79,924 | |
TimkenSteel Corp. (a) | 5,472 | 91,601 | |
Tredegar Corp. | 3,274 | 30,710 | |
Warrior Metropolitan Coal, Inc. | 6,343 | 219,278 | |
Worthington Industries, Inc. | 3,866 | 229,602 | |
4,906,402 | |||
Paper & Forest Products - 0.1% | |||
Clearwater Paper Corp. (a) | 2,057 | 74,258 | |
Glatfelter Corp. | 5,327 | 24,078 | |
Sylvamo Corp. | 4,196 | 192,261 | |
290,597 | |||
TOTAL MATERIALS | 12,516,284 | ||
REAL ESTATE - 6.2% | |||
Equity Real Estate Investment Trusts (REITs) - 5.6% | |||
Acadia Realty Trust (SBI) | 11,676 | 157,743 | |
Agree Realty Corp. | 10,851 | 737,759 | |
Alexander & Baldwin, Inc. | 9,148 | 175,916 | |
Alexanders, Inc. | 278 | 51,727 | |
American Assets Trust, Inc. | 6,279 | 114,278 | |
Apartment Investment & Management Co. Class A | 18,308 | 143,352 | |
Apple Hospitality (REIT), Inc. | 26,731 | 398,025 | |
Armada Hoffler Properties, Inc. | 8,621 | 101,038 | |
Ashford Hospitality Trust, Inc. (a) | 4,114 | 13,988 | |
Bluerock Homes Trust, Inc. | 473 | 9,346 | |
Braemar Hotels & Resorts, Inc. | 8,155 | 30,989 | |
Brandywine Realty Trust (SBI) | 21,638 | 85,037 | |
Broadstone Net Lease, Inc. | 21,586 | 349,046 | |
BRT Apartments Corp. | 1,598 | 27,693 | |
CareTrust (REIT), Inc. | 12,350 | 240,702 | |
CBL & Associates Properties, Inc. | 3,306 | 76,468 | |
Centerspace | 1,915 | 107,968 | |
Chatham Lodging Trust | 5,967 | 61,102 | |
City Office REIT, Inc. | 5,316 | 30,939 | |
Clipper Realty, Inc. | 1,584 | 8,316 | |
Community Healthcare Trust, Inc. | 3,015 | 107,907 | |
Corporate Office Properties Trust (SBI) | 14,048 | 321,559 | |
CTO Realty Growth, Inc. | 2,850 | 47,994 | |
DiamondRock Hospitality Co. | 26,052 | 211,282 | |
Diversified Healthcare Trust (SBI) | 28,712 | 26,226 | |
Easterly Government Properties, Inc. | 11,518 | 162,058 | |
Elme Communities (SBI) | 10,930 | 188,324 | |
Empire State Realty Trust, Inc. | 16,529 | 100,992 | |
Equity Commonwealth | 12,861 | 266,480 | |
Essential Properties Realty Trust, Inc. | 17,514 | 433,472 | |
Farmland Partners, Inc. | 6,276 | 65,521 | |
Four Corners Property Trust, Inc. | 10,459 | 266,809 | |
Franklin Street Properties Corp. | 12,071 | 14,002 | |
Getty Realty Corp. | 5,257 | 175,216 | |
Gladstone Commercial Corp. | 5,082 | 60,679 | |
Gladstone Land Corp. | 4,081 | 65,745 | |
Global Medical REIT, Inc. | 7,945 | 73,730 | |
Global Net Lease, Inc. | 13,297 | 149,724 | |
Hersha Hospitality Trust | 4,012 | 25,276 | |
Independence Realty Trust, Inc. | 28,020 | 466,533 | |
Indus Realty Trust, Inc. | 670 | 44,602 | |
Industrial Logistics Properties Trust | 7,859 | 16,190 | |
InvenTrust Properties Corp. | 8,448 | 190,502 | |
Kite Realty Group Trust | 27,037 | 560,207 | |
LTC Properties, Inc. | 5,006 | 167,451 | |
LXP Industrial Trust (REIT) | 33,833 | 318,030 | |
National Health Investors, Inc. | 5,215 | 259,551 | |
Necessity Retail (REIT), Inc./The | 17,062 | 94,012 | |
NETSTREIT Corp. | 7,074 | 128,888 | |
NexPoint Residential Trust, Inc. | 2,836 | 121,749 | |
Office Properties Income Trust | 6,306 | 41,115 | |
One Liberty Properties, Inc. | 2,170 | 47,783 | |
Orion Office (REIT), Inc. | 7,432 | 45,632 | |
Outfront Media, Inc. | 18,228 | 303,678 | |
Paramount Group, Inc. | 23,633 | 102,331 | |
Pebblebrook Hotel Trust | 16,121 | 229,402 | |
Phillips Edison & Co., Inc. | 14,579 | 459,822 | |
Physicians Realty Trust | 28,419 | 409,802 | |
Piedmont Office Realty Trust, Inc. Class A | 15,848 | 103,170 | |
Plymouth Industrial REIT, Inc. | 4,765 | 96,444 | |
Postal Realty Trust, Inc. | 2,457 | 37,764 | |
Potlatch Corp. | 9,863 | 455,966 | |
Retail Opportunity Investments Corp. | 15,132 | 197,170 | |
RLJ Lodging Trust | 19,902 | 201,010 | |
RPT Realty | 10,614 | 98,710 | |
Ryman Hospitality Properties, Inc. | 6,635 | 594,894 | |
Sabra Health Care REIT, Inc. | 28,763 | 327,898 | |
Safehold, Inc. | 4,922 | 136,438 | |
Saul Centers, Inc. | 1,536 | 55,342 | |
Service Properties Trust | 20,306 | 178,084 | |
SITE Centers Corp. | 23,906 | 295,000 | |
Stag Industrial, Inc. | 22,374 | 757,807 | |
Star Holdings | 1,595 | 25,743 | |
Summit Hotel Properties, Inc. | 13,004 | 83,746 | |
Sunstone Hotel Investors, Inc. | 26,301 | 250,649 | |
Tanger Factory Outlet Centers, Inc. | 12,570 | 246,498 | |
Terreno Realty Corp. | 10,022 | 617,255 | |
The Macerich Co. | 26,759 | 267,322 | |
UMH Properties, Inc. | 6,734 | 102,357 | |
Uniti Group, Inc. | 29,887 | 102,214 | |
Universal Health Realty Income Trust (SBI) | 1,643 | 71,471 | |
Urban Edge Properties | 14,293 | 209,678 | |
Urstadt Biddle Properties, Inc. Class A | 3,633 | 62,560 | |
Veris Residential, Inc. (a) | 10,630 | 173,801 | |
Whitestone REIT Class B | 6,173 | 55,248 | |
Xenia Hotels & Resorts, Inc. | 14,203 | 179,810 | |
15,675,757 | |||
Real Estate Management & Development - 0.6% | |||
American Realty Investments, Inc. (a) | 193 | 3,596 | |
Anywhere Real Estate, Inc. (a) | 13,285 | 84,625 | |
Compass, Inc. (a) | 34,324 | 80,318 | |
Cushman & Wakefield PLC (a) | 19,704 | 194,084 | |
Digitalbridge Group, Inc. | 19,529 | 242,745 | |
Doma Holdings, Inc. Class A (a) | 15,581 | 6,700 | |
Douglas Elliman, Inc. | 9,383 | 29,932 | |
eXp World Holdings, Inc. (b) | 8,689 | 101,574 | |
Forestar Group, Inc. (a) | 2,244 | 43,399 | |
FRP Holdings, Inc. (a) | 810 | 46,980 | |
Kennedy-Wilson Holdings, Inc. | 14,608 | 245,122 | |
Marcus & Millichap, Inc. | 3,128 | 98,438 | |
Newmark Group, Inc. | 16,770 | 106,322 | |
Offerpad Solutions, Inc. (a) | 7,719 | 3,607 | |
RE/MAX Holdings, Inc. | 2,219 | 42,849 | |
Redfin Corp. (a) | 13,144 | 97,923 | |
Stratus Properties, Inc. | 720 | 15,408 | |
Tejon Ranch Co. (a) | 2,545 | 43,978 | |
The RMR Group, Inc. | 1,940 | 46,075 | |
The St. Joe Co. | 4,272 | 175,579 | |
Transcontinental Realty Investors, Inc. (a) | 151 | 5,504 | |
1,714,758 | |||
TOTAL REAL ESTATE | 17,390,515 | ||
UTILITIES - 3.3% | |||
Electric Utilities - 0.8% | |||
Allete, Inc. | 7,055 | 440,091 | |
MGE Energy, Inc. | 4,479 | 343,136 | |
Otter Tail Corp. | 5,074 | 365,074 | |
PNM Resources, Inc. | 10,461 | 503,488 | |
Portland General Electric Co. | 11,023 | 557,984 | |
Via Renewables, Inc. Class A, | 346 | 3,581 | |
2,213,354 | |||
Gas Utilities - 1.0% | |||
Brookfield Infrastructure Corp. A Shares (b) | 12,072 | 514,267 | |
Chesapeake Utilities Corp. | 2,147 | 265,155 | |
New Jersey Resources Corp. | 11,845 | 611,676 | |
Northwest Natural Holding Co. | 4,304 | 202,116 | |
ONE Gas, Inc. | 6,651 | 511,794 | |
Southwest Gas Holdings, Inc. | 8,281 | 463,736 | |
Spire, Inc. | 6,305 | 427,038 | |
2,995,782 | |||
Independent Power and Renewable Electricity Producers - 0.5% | |||
Altus Power, Inc. Class A (a) | 11,363 | 51,588 | |
Clearway Energy, Inc.: | |||
Class A | 3,958 | 114,703 | |
Class C | 10,466 | 317,852 | |
Montauk Renewables, Inc. (a) | 8,018 | 53,320 | |
Ormat Technologies, Inc. | 6,436 | 552,273 | |
Sunnova Energy International, Inc. (a)(b) | 12,269 | 220,351 | |
1,310,087 | |||
Multi-Utilities - 0.5% | |||
Avista Corp. | 9,106 | 401,301 | |
Black Hills Corp. | 8,013 | 523,169 | |
NorthWestern Energy Corp. | 7,153 | 419,309 | |
Unitil Corp. | 1,964 | 109,179 | |
1,452,958 | |||
Water Utilities - 0.5% | |||
American States Water Co. | 4,549 | 403,724 | |
Artesian Resources Corp. Class A | 1,025 | 56,150 | |
California Water Service Group | 6,700 | 375,736 | |
Global Water Resources, Inc. | 1,720 | 18,868 | |
Middlesex Water Co. | 2,158 | 157,491 | |
Pure Cycle Corp. (a) | 2,445 | 24,132 | |
SJW Group | 3,329 | 252,738 | |
York Water Co. | 1,742 | 73,234 | |
1,362,073 | |||
TOTAL UTILITIES | 9,334,254 | ||
TOTAL COMMON STOCKS (Cost $282,090,728) | 279,320,329 | ||
U.S. Treasury Obligations - 0.1% | |||
Principal Amount (d) | Value ($) | ||
U.S. Treasury Bills, yield at date of purchase 4.65% 6/29/23 (e) (Cost $198,505) | 200,000 | 198,389 | |
Money Market Funds - 6.0% | |||
Shares | Value ($) | ||
Fidelity Cash Central Fund 4.88% (f) | 5,614,275 | 5,615,398 | |
Fidelity Securities Lending Cash Central Fund 4.88% (f)(g) | 11,362,849 | 11,363,985 | |
TOTAL MONEY MARKET FUNDS (Cost $16,979,383) | 16,979,383 | ||
TOTAL INVESTMENT IN SECURITIES - 104.9% (Cost $299,268,616) | 296,498,101 |
NET OTHER ASSETS (LIABILITIES) - (4.9)% | (13,732,926) |
NET ASSETS - 100.0% | 282,765,175 |
Futures Contracts | |||||
Number of contracts | Expiration Date | Notional Amount ($) | Value ($) | Unrealized Appreciation/ (Depreciation) ($) | |
Purchased | |||||
Equity Index Contracts | |||||
CME E-mini Russell 2000 Index Contracts (United States) | 39 | Jun 2023 | 3,460,860 | 21,513 | 21,513 |
The notional amount of futures purchased as a percentage of Net Assets is 1.2% |
(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 $198,389. |
(f) | Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements, which are not covered by the Fund's Report of Independent Registered Public Accounting Firm, are available on the SEC's website or upon request. |
(g) | Investment made with cash collateral received from securities on loan. |
Affiliate | Value, beginning of period ($) | 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 4.88% | 4,281,328 | 69,368,070 | 68,033,999 | 71,594 | - | (1) | 5,615,398 | 0.0% |
Fidelity Securities Lending Cash Central Fund 4.88% | 25,198,424 | 54,058,519 | 67,892,958 | 349,749 | - | - | 11,363,985 | 0.0% |
Total | 29,479,752 | 123,426,589 | 135,926,957 | 421,343 | - | (1) | 16,979,383 | |
Valuation Inputs at Reporting Date: | ||||
Description | Total ($) | Level 1 ($) | Level 2 ($) | Level 3 ($) |
Investments in Securities: | ||||
Equities: | ||||
Communication Services | 7,758,887 | 7,758,887 | - | - |
Consumer Discretionary | 32,096,817 | 32,096,817 | - | - |
Consumer Staples | 10,884,598 | 10,884,598 | - | - |
Energy | 18,046,866 | 18,046,866 | - | - |
Financials | 44,101,719 | 44,101,719 | - | - |
Health Care | 47,993,836 | 47,945,133 | 45,853 | 2,850 |
Industrials | 47,349,861 | 47,349,861 | - | - |
Information Technology | 31,846,692 | 31,846,692 | - | - |
Materials | 12,516,284 | 12,516,284 | - | - |
Real Estate | 17,390,515 | 17,390,515 | - | - |
Utilities | 9,334,254 | 9,334,254 | - | - |
U.S. Government and Government Agency Obligations | 198,389 | - | 198,389 | - |
Money Market Funds | 16,979,383 | 16,979,383 | - | - |
Total Investments in Securities: | 296,498,101 | 296,251,009 | 244,242 | 2,850 |
Derivative Instruments: | ||||
Assets | ||||
Futures Contracts | 21,513 | 21,513 | - | - |
Total Assets | 21,513 | 21,513 | - | - |
Total Derivative Instruments: | 21,513 | 21,513 | - | - |
Primary Risk Exposure / Derivative Type | Value | |
Asset ($) | Liability ($) | |
Equity Risk | ||
Futures Contracts (a) | 21,513 | 0 |
Total Equity Risk | 21,513 | 0 |
Total Value of Derivatives | 21,513 | 0 |
Statement of Assets and Liabilities | ||||
April 30, 2023 | ||||
Assets | ||||
Investment in securities, at value (including securities loaned of $11,037,270) - See accompanying schedule: | ||||
Unaffiliated issuers (cost $282,289,233) | $ | 279,518,718 | ||
Fidelity Central Funds (cost $16,979,383) | 16,979,383 | |||
Total Investment in Securities (cost $299,268,616) | $ | 296,498,101 | ||
Segregated cash with brokers for derivative instruments | 26,864 | |||
Cash | 104,345 | |||
Receivable for investments sold | 200,143 | |||
Receivable for fund shares sold | 429,663 | |||
Dividends receivable | 83,942 | |||
Distributions receivable from Fidelity Central Funds | 33,140 | |||
Receivable for daily variation margin on futures contracts | 26,465 | |||
Other receivables | 799 | |||
Total assets | 297,403,462 | |||
Liabilities | ||||
Payable for investments purchased | $ | 3,047,076 | ||
Payable for fund shares redeemed | 227,245 | |||
Collateral on securities loaned | 11,363,966 | |||
Total Liabilities | 14,638,287 | |||
Net Assets | $ | 282,765,175 | ||
Net Assets consist of: | ||||
Paid in capital | $ | 293,442,328 | ||
Total accumulated earnings (loss) | (10,677,153) | |||
Net Assets | $ | 282,765,175 | ||
Net Asset Value , offering price and redemption price per share ($282,765,175 ÷ 22,264,009 shares) | $ | 12.70 |
Statement of Operations | ||||
Year ended April 30, 2023 | ||||
Investment Income | ||||
Dividends | $ | 3,865,765 | ||
Interest | 4,436 | |||
Income from Fidelity Central Funds (including $349,749 from security lending) | 421,343 | |||
Total Income | 4,291,544 | |||
Expenses | ||||
Independent trustees' fees and expenses | $ | 910 | ||
Total expenses before reductions | 910 | |||
Expense reductions | (464) | |||
Total expenses after reductions | 446 | |||
Net Investment income (loss) | 4,291,098 | |||
Realized and Unrealized Gain (Loss) | ||||
Net realized gain (loss) on: | ||||
Investment Securities: | ||||
Unaffiliated issuers | (3,218,956) | |||
Futures contracts | (458,180) | |||
Total net realized gain (loss) | (3,677,136) | |||
Change in net unrealized appreciation (depreciation) on: | ||||
Investment Securities: | ||||
Unaffiliated issuers | (8,397,601) | |||
Fidelity Central Funds | (1) | |||
Futures contracts | 296,054 | |||
Total change in net unrealized appreciation (depreciation) | (8,101,548) | |||
Net gain (loss) | (11,778,684) | |||
Net increase (decrease) in net assets resulting from operations | $ | (7,487,586) |
Statement of Changes in Net Assets | ||||
Year ended April 30, 2023 | Year ended April 30, 2022 | |||
Increase (Decrease) in Net Assets | ||||
Operations | ||||
Net investment income (loss) | $ | 4,291,098 | $ | 2,603,626 |
Net realized gain (loss) | (3,677,136) | 4,606,515 | ||
Change in net unrealized appreciation (depreciation) | (8,101,548) | (52,186,134) | ||
Net increase (decrease) in net assets resulting from operations | (7,487,586) | (44,975,993) | ||
Distributions to shareholders | (3,089,661) | (6,456,110) | ||
Share transactions | ||||
Proceeds from sales of shares | 124,512,167 | 168,655,490 | ||
Reinvestment of distributions | 2,144,309 | 4,332,568 | ||
Cost of shares redeemed | (76,140,306) | (56,802,403) | ||
Net increase (decrease) in net assets resulting from share transactions | 50,516,170 | 116,185,655 | ||
Total increase (decrease) in net assets | 39,938,923 | 64,753,552 | ||
Net Assets | ||||
Beginning of period | 242,826,252 | 178,072,700 | ||
End of period | $ | 282,765,175 | $ | 242,826,252 |
Other Information | ||||
Shares | ||||
Sold | 9,634,149 | 10,781,275 | ||
Issued in reinvestment of distributions | 170,455 | 274,899 | ||
Redeemed | (5,765,531) | (3,645,940) | ||
Net increase (decrease) | 4,039,073 | 7,410,234 | ||
Fidelity Flex® Small Cap Index Fund |
Years ended April 30, | 2023 | 2022 | 2021 | 2020 | 2019 | |||||
Selected Per-Share Data | ||||||||||
Net asset value, beginning of period | $ | 13.32 | $ | 16.47 | $ | 9.52 | $ | 11.70 | $ | 11.43 |
Income from Investment Operations | ||||||||||
Net investment income (loss) A,B | .22 | .18 | .14 | .15 | .16 | |||||
Net realized and unrealized gain (loss) | (.68) | (2.89) | 6.96 | (1.98) | .35 | |||||
Total from investment operations | (.46) | (2.71) | 7.10 | (1.83) | .51 | |||||
Distributions from net investment income | (.16) | (.18) | (.15) | (.16) | (.11) | |||||
Distributions from net realized gain | - | (.26) | - | (.19) | (.12) | |||||
Total distributions | (.16) | (.44) | (.15) | (.35) | (.24) C | |||||
Net asset value, end of period | $ | 12.70 | $ | 13.32 | $ | 16.47 | $ | 9.52 | $ | 11.70 |
Total Return D | (3.46)% | (16.88)% | 75.01% | (16.23)% | 4.63% | |||||
Ratios to Average Net Assets B,E,F | ||||||||||
Expenses before reductions G | -% | -% | -% | -% | -% | |||||
Expenses net of fee waivers, if any G | -% | -% | -% | -% | -% | |||||
Expenses net of all reductions G | -% | -% | -% | -% | -% | |||||
Net investment income (loss) | 1.66% | 1.14% | 1.09% | 1.36% | 1.36% | |||||
Supplemental Data | ||||||||||
Net assets, end of period (000 omitted) | $ | 282,765 | $ | 242,826 | $ | 178,073 | $ | 104,119 | $ | 74,937 |
Portfolio turnover rate H | 16% | 18% | 47% | 18% | 23% |
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% |
Gross unrealized appreciation | $51,723,615 |
Gross unrealized depreciation | (60,113,328) |
Net unrealized appreciation (depreciation) | $(8,389,713) |
Tax Cost | $304,887,814 |
Undistributed ordinary income | $968,523 |
Capital loss carryforward | $(3,255,962) |
Net unrealized appreciation (depreciation) on securities and other investments | $(8,389,713) |
Short-term | $(3,255,962) |
April 30, 2023 | April 30, 2022 | |
Ordinary Income | $3,089,661 | $2,555,469 |
Long-term Capital Gains | - | 3,900,641 |
Total | $3,089,661 | $6,456,110 |
Equity Risk | Equity risk relates to the fluctuations in the value of financial instruments as a result of changes in market prices (other than those arising from interest rate risk or foreign exchange risk), whether caused by factors specific to an individual investment, its issuer, or all factors affecting all instruments traded in a market or market segment. |
Purchases ($) | Sales ($) | |
Fidelity Flex Small Cap Index Fund | 106,303,581 | 40,443,234 |
Security Lending Income From Securities Loaned to NFS | Value of Securities Loaned to NFS at Period End | |
Fidelity Flex Small Cap Index Fund | $6,017 | $2,827 |
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, 2022 to April 30, 2023). |
Annualized Expense Ratio- A | Beginning Account Value November 1, 2022 | Ending Account Value April 30, 2023 | Expenses Paid During Period- C November 1, 2022 to April 30, 2023 | |||||||
Fidelity Flex® Small Cap Index Fund | -%- D | |||||||||
Actual | $ 1,000 | $ 966.20 | $- E | |||||||
Hypothetical- B | $ 1,000 | $ 1,024.79 | $- E | |||||||
- 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
Item 2.
Code of Ethics
As of the end of the period, April 30, 2023, 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 Flex Mid Cap Index Fund, Fidelity Flex Small Cap Index Fund, Fidelity Large Cap Growth Index Fund, Fidelity Large Cap Value Index Fund, Fidelity Mid Cap Index Fund, Fidelity Series Large Cap Growth Index Fund, and Fidelity Small Cap Index Fund (the “Funds”):
Services Billed by Deloitte Entities
April 30, 2023 FeesA
Audit Fees | Audit-Related Fees | Tax Fees | All Other Fees | |
Fidelity Flex Mid Cap Index Fund | $40,100 | $- | $7,700 | $1,000 |
Fidelity Flex Small Cap Index Fund | $50,000 | $- | $7,200 | $1,200 |
Fidelity Large Cap Growth Index Fund | $39,300 | $- | $7,400 | $1,000 |
Fidelity Large Cap Value Index Fund | $39,200 | $- | $7,700 | $1,000 |
Fidelity Mid Cap Index Fund | $45,800 | $- | $9,400 | $1,000 |
Fidelity Series Large Cap Growth Index Fund | $39,200 | $- | $7,900 | $1,000 |
Fidelity Small Cap Index Fund | $61,700 | $- | $9,200 | $1,200 |
April 30, 2022 FeesA
Audit Fees | Audit-Related Fees | Tax Fees | All Other Fees | |
Fidelity Flex Mid Cap Index Fund | $39,700 | $- | $7,100 | $900 |
Fidelity Flex Small Cap Index Fund | $49,600 | $- | $6,900 | $1,100 |
Fidelity Large Cap Growth Index Fund | $38,800 | $- | $7,100 | $900 |
Fidelity Large Cap Value Index Fund | $38,800 | $- | $7,100 | $900 |
Fidelity Mid Cap Index Fund | $42,500 | $- | $9,100 | $900 |
Fidelity Series Large Cap Growth Index Fund | $38,800 | $- | $7,800 | $900 |
Fidelity Small Cap Index Fund | $49,500 | $- | $8,900 | $1,100 |
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, 2023A | April 30, 2022A | |
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, 2023A | April 30, 2022A |
Deloitte Entities | $306,500 | $518,300 |
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 22, 2023 |
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 22, 2023 |
By: | /s/John J. Burke III |
John J. Burke III | |
Chief Financial Officer | |
Date: | June 22, 2023 |