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 811-05251
Fidelity Concord Street Trust
(Exact name of registrant as specified in charter)
245 Summer St., Boston, MA 02210
(Address of principal executive offices) (Zip code)
Cynthia Lo Bessette, Secretary
245 Summer St.
Boston, Massachusetts 02210
(Name and address of agent for service)
Registrant's telephone number, including area code:
617-563-7000
Date of fiscal year end: | February 29 |
Date of reporting period: | August 31, 2019 |
Item 1.
Reports to Stockholders
Fidelity® Total Market Index Fund Fidelity® Extended Market Index Fund Fidelity® International Index Fund Semi-Annual Report August 31, 2019 |
Beginning on January 1, 2021, as permitted by regulations adopted by the Securities and Exchange Commission, paper copies of a fund’s shareholder reports will no longer be sent by mail, unless you specifically request paper copies of the reports from the fund or from your financial intermediary, such as a financial advisor, broker-dealer or bank. Instead, the reports will be made available on a website, and you will be notified by mail each time a report is posted and provided with a website link to access the report.
If you already elected to receive shareholder reports electronically, you will not be affected by this change and you need not take any action. You may elect to receive shareholder reports and other communications from a fund electronically, by contacting your financial intermediary. For Fidelity customers, visit Fidelity's web site or call Fidelity using the contact information listed below.
You may elect to receive all future reports in paper free of charge. If you wish to continue receiving paper copies of your shareholder reports, you may contact your financial intermediary or, if you are a Fidelity customer, visit Fidelity’s website, or call Fidelity at the applicable toll-free number listed below. Your election to receive reports in paper will apply to all funds held with the fund complex/your financial intermediary.
Account Type | Website | Phone Number |
Brokerage, Mutual Fund, or Annuity Contracts: | fidelity.com/mailpreferences | 1-800-343-3548 |
Employer Provided Retirement Accounts: | netbenefits.fidelity.com/preferences (choose 'no' under Required Disclosures to continue to print) | 1-800-343-0860 |
Advisor Sold Accounts Serviced Through Your Financial Intermediary: | Contact Your Financial Intermediary | Your Financial Intermediary's phone number |
Advisor Sold Accounts Serviced by Fidelity: | institutional.fidelity.com | 1-877-208-0098 |
Contents
Fidelity® Total Market Index Fund | |
Fidelity® Extended Market Index Fund | |
Fidelity® International Index Fund | |
Board Approval of Investment Advisory Contracts and Management Fees |
To view a fund's proxy voting guidelines and proxy voting record for the 12-month period ended June 30, visit http://www.fidelity.com/proxyvotingresults or visit the Securities and Exchange Commission's (SEC) web site at http://www.sec.gov.
You may also call 1-800-544-8544 to request a free copy of the proxy voting guidelines.
The funds or securities referred to herein are not sponsored, endorsed, or promoted by MSCI, and MSCI bears no liability with respect to any such funds or securities or any index on which such funds or securities are based. The prospectus contains a more detailed description of the limited relationship MSCI has with Fidelity and any related funds.
Standard & Poor's, S&P and S&P 500 are registered service marks of The McGraw-Hill Companies, Inc. and have been licensed for use by Fidelity Distributors Corporation.
Other third-party marks appearing herein are the property of their respective owners.
All other marks appearing herein are registered or unregistered trademarks or service marks of FMR LLC or an affiliated company. © 2019 FMR LLC. All rights reserved.
This report and the financial statements contained herein are submitted for the general information of the shareholders of the Funds. This report is not authorized for distribution to prospective investors in the Funds unless preceded or accompanied by an effective prospectus.
A fund files its complete schedule of portfolio holdings with the SEC for the first and third quarters of each fiscal year on Form N-PORT. Forms N-PORT are available on the SEC’s web site at http://www.sec.gov. A fund's Forms N-PORT may be reviewed and copied at the SEC’s Public Reference Room in Washington, DC. Information regarding the operation of the SEC's Public Reference Room may be obtained by calling 1-800-SEC-0330.
For a complete list of a fund's portfolio holdings, view the most recent holdings listing, semiannual report, or annual report on Fidelity's web site at http://www.fidelity.com, http://www.institutional.fidelity.com, or http://www.401k.com, as applicable.
NOT FDIC INSURED •MAY LOSE VALUE •NO BANK GUARANTEE
Neither the Funds nor Fidelity Distributors Corporation is a bank.
Fidelity® Total Market Index Fund
Investment Summary (Unaudited)
Top Ten Stocks as of August 31, 2019
% of fund's net assets | |
Microsoft Corp. | 3.6 |
Apple, Inc. | 3.1 |
Amazon.com, Inc. | 2.5 |
Facebook, Inc. Class A | 1.5 |
Berkshire Hathaway, Inc. Class B | 1.4 |
Alphabet, Inc. Class C | 1.3 |
JPMorgan Chase & Co. | 1.3 |
Alphabet, Inc. Class A | 1.2 |
Johnson & Johnson | 1.2 |
Visa, Inc. Class A | 1.1 |
18.2 |
Top Market Sectors as of August 31, 2019
% of fund's net assets | |
Information Technology | 21.5 |
Health Care | 13.7 |
Financials | 13.3 |
Consumer Discretionary | 10.4 |
Industrials | 9.9 |
Communication Services | 9.5 |
Consumer Staples | 6.8 |
Real Estate | 4.3 |
Energy | 4.1 |
Utilities | 3.4 |
Fidelity® Total Market Index Fund
Schedule of Investments August 31, 2019 (Unaudited)
Showing Percentage of Net Assets
Common Stocks - 99.7% | |||
Shares | Value | ||
COMMUNICATION SERVICES - 9.5% | |||
Diversified Telecommunication Services - 1.8% | |||
Alaska Communication Systems Group, Inc. (a) | 99,607 | $170,328 | |
AT&T, Inc. | 11,619,838 | 409,715,488 | |
Atn International, Inc. | 17,665 | 1,003,725 | |
Bandwidth, Inc. (a) | 24,887 | 2,169,898 | |
CenturyLink, Inc. (b) | 1,517,269 | 17,266,521 | |
Cincinnati Bell, Inc. (a) | 87,126 | 473,094 | |
Cogent Communications Group, Inc. | 68,536 | 4,173,157 | |
Consolidated Communications Holdings, Inc. (b) | 114,389 | 460,988 | |
Frontier Communications Corp. (a)(b) | 181,752 | 145,492 | |
GCI Liberty, Inc. (a) | 152,810 | 9,510,894 | |
Globalstar, Inc. (a)(b) | 1,109,802 | 419,838 | |
GlowPoint, Inc.(a) | 1,377 | 985 | |
IDT Corp. Class B (a) | 32,832 | 289,578 | |
Iridium Communications, Inc. (a)(b) | 155,880 | 3,769,178 | |
Ooma, Inc. (a) | 27,474 | 343,425 | |
ORBCOMM, Inc. (a) | 120,257 | 554,385 | |
Pareteum Corp. (a)(b) | 105,023 | 224,749 | |
PDVWireless, Inc. (a) | 17,521 | 678,939 | |
Verizon Communications, Inc. | 6,595,615 | 383,600,968 | |
Vonage Holdings Corp. (a) | 346,071 | 4,575,059 | |
WideOpenWest, Inc. (a) | 50,731 | 285,108 | |
Zayo Group Holdings, Inc. (a) | 318,924 | 10,734,982 | |
850,566,779 | |||
Entertainment - 1.7% | |||
Activision Blizzard, Inc. | 1,221,507 | 61,808,254 | |
AMC Entertainment Holdings, Inc. Class A (b) | 83,692 | 929,818 | |
Ballantyne of Omaha, Inc. (a) | 13,175 | 44,532 | |
Chicken Soup For The Soul Entertainment, Inc. (b) | 3,788 | 35,153 | |
Cinedigm Corp. (a) | 4,117 | 4,323 | |
Cinemark Holdings, Inc. | 167,703 | 6,399,546 | |
Electronic Arts, Inc. (a) | 473,284 | 44,337,245 | |
Gaia, Inc. Class A (a)(b) | 15,951 | 106,393 | |
Global Eagle Entertainment, Inc. (a) | 76,697 | 53,688 | |
Glu Mobile, Inc. (a) | 173,972 | 772,436 | |
Lions Gate Entertainment Corp.: | |||
Class A (b) | 138,179 | 1,247,756 | |
Class B | 123,306 | 1,028,372 | |
Live Nation Entertainment, Inc. (a) | 225,657 | 15,685,418 | |
LiveXLive Media, Inc. (a)(b) | 50,809 | 112,796 | |
Marcus Corp. | 34,936 | 1,172,452 | |
Netflix, Inc. (a) | 696,431 | 204,576,606 | |
Reading International, Inc. Class A (a) | 17,557 | 217,707 | |
Rosetta Stone, Inc. (a) | 34,821 | 635,483 | |
Take-Two Interactive Software, Inc. (a) | 179,177 | 23,645,989 | |
The Madison Square Garden Co. (a) | 28,039 | 7,075,081 | |
The Walt Disney Co. | 2,787,108 | 382,558,444 | |
Viacom, Inc.: | |||
Class A | 10,382 | 283,117 | |
Class B (non-vtg.) | 561,691 | 14,031,041 | |
World Wrestling Entertainment, Inc. Class A (b) | 69,107 | 4,936,313 | |
Zynga, Inc. (a) | 1,336,368 | 7,630,661 | |
779,328,624 | |||
Interactive Media & Services - 4.3% | |||
Alphabet, Inc.: | |||
Class A (a) | 476,900 | 567,763,757 | |
Class C (a) | 488,853 | 580,806,249 | |
ANGI Homeservices, Inc. Class A (a)(b) | 95,256 | 739,187 | |
Autoweb, Inc. (a) | 6,919 | 17,574 | |
Care.com, Inc. (a) | 41,385 | 409,298 | |
CarGurus, Inc. Class A (a)(b) | 53,265 | 1,737,504 | |
Cars.com, Inc. (a)(b) | 103,009 | 917,810 | |
DHI Group, Inc. (a) | 103,678 | 376,351 | |
Eventbrite, Inc. (b) | 21,877 | 382,410 | |
EverQuote, Inc. Class A (a)(b) | 12,331 | 276,091 | |
Facebook, Inc. Class A (a) | 3,831,231 | 711,344,660 | |
IAC/InterActiveCorp (a) | 124,940 | 31,814,722 | |
Liberty TripAdvisor Holdings, Inc. (a) | 111,244 | 972,273 | |
Match Group, Inc. (b) | 86,621 | 7,345,461 | |
MeetMe, Inc. (a) | 125,435 | 432,751 | |
Pinterest, Inc. Class A (b) | 133,812 | 4,605,809 | |
QuinStreet, Inc. (a) | 64,634 | 740,059 | |
Snap, Inc. Class A (a)(b) | 1,203,787 | 19,055,948 | |
Travelzoo, Inc. (a) | 7,902 | 93,797 | |
TripAdvisor, Inc. (a) | 165,208 | 6,276,252 | |
TrueCar, Inc. (a) | 158,701 | 628,456 | |
Twitter, Inc. (a) | 1,162,117 | 49,564,290 | |
Yelp, Inc. (a) | 111,788 | 3,746,016 | |
Zedge, Inc. (a) | 10,943 | 17,509 | |
Zillow Group, Inc.: | |||
Class A (a)(b) | 74,273 | 2,537,908 | |
Class C (a)(b) | 191,162 | 6,581,708 | |
1,999,183,850 | |||
Media - 1.6% | |||
A.H. Belo Corp. Class A | 16,265 | 58,066 | |
Altice U.S.A., Inc. Class A (a) | 182,855 | 5,280,852 | |
AMC Networks, Inc. Class A (a)(b) | 72,694 | 3,525,659 | |
Cable One, Inc. | 7,788 | 10,105,865 | |
Cbdmd, Inc. (a)(b) | 28,567 | 117,125 | |
CBS Corp. Class B | 570,748 | 24,005,661 | |
Central European Media Enterprises Ltd. Class A (a) | 139,750 | 648,440 | |
Charter Communications, Inc. Class A (a)(b) | 273,958 | 112,210,457 | |
Clear Channel Outdoor Holdings, Inc. (a) | 389,895 | 1,013,727 | |
Comcast Corp. Class A | 7,211,248 | 319,169,836 | |
comScore, Inc. (a) | 80,905 | 150,483 | |
Daily Journal Corp. (a)(b) | 472 | 94,627 | |
Discovery Communications, Inc.: | |||
Class A (a)(b) | 280,071 | 7,729,960 | |
Class C (non-vtg.) (a) | 539,150 | 14,034,075 | |
DISH Network Corp. Class A (a) | 367,952 | 12,348,469 | |
E.W. Scripps Co. Class A | 91,078 | 1,125,724 | |
Emerald Expositions Events, Inc. | 43,157 | 412,581 | |
Emmis Communications Corp. Class A (a) | 1,462 | 7,237 | |
Entercom Communications Corp. Class A (b) | 198,282 | 705,884 | |
Entravision Communication Corp. Class A | 98,792 | 302,304 | |
Fluent, Inc. (a) | 76,865 | 229,058 | |
Fox Corp.: | |||
Class A | 573,766 | 19,031,818 | |
Class B | 252,733 | 8,289,642 | |
Gannett Co., Inc. | 189,409 | 1,992,583 | |
Gray Television, Inc. (a) | 127,763 | 1,954,774 | |
Harte-Hanks, Inc. (a) | 3,336 | 12,199 | |
Hemisphere Media Group, Inc. (a) | 20,538 | 243,786 | |
Insignia Systems, Inc. (a) | 3,695 | 3,843 | |
Interpublic Group of Companies, Inc. | 614,734 | 12,220,912 | |
John Wiley & Sons, Inc. Class A | 72,593 | 3,230,389 | |
Lee Enterprises, Inc. (a)(b) | 87,906 | 156,473 | |
Liberty Broadband Corp.: | |||
Class A (a) | 22,274 | 2,333,202 | |
Class C (a) | 264,389 | 27,877,176 | |
Liberty Global PLC: | |||
Class A (a)(b) | 301,643 | 8,059,901 | |
Class C (a) | 861,083 | 22,491,488 | |
Liberty Latin America Ltd.: | |||
Class A (a) | 56,806 | 932,755 | |
Class C (a) | 211,731 | 3,491,444 | |
Liberty Media Corp.: | |||
Liberty Braves Class A (a) | 10,468 | 287,556 | |
Liberty Braves Class C (a) | 71,076 | 1,951,747 | |
Liberty Formula One Group Series C (a) | 326,459 | 13,626,399 | |
Liberty Media Class A (a) | 34,142 | 1,351,682 | |
Liberty SiriusXM Series A (a) | 96,389 | 3,902,791 | |
Liberty SiriusXM Series C (a) | 284,177 | 11,597,263 | |
Loral Space & Communications Ltd. (a) | 20,719 | 766,396 | |
Marchex, Inc. Class B (a) | 36,667 | 124,668 | |
Meredith Corp. (b) | 64,098 | 2,806,210 | |
MSG Network, Inc. Class A (a) | 103,967 | 1,705,059 | |
National CineMedia, Inc. | 111,878 | 917,400 | |
New Media Investment Group, Inc. (b) | 76,303 | 669,940 | |
News Corp.: | |||
Class A | 697,477 | 9,590,309 | |
Class B | 110,746 | 1,568,163 | |
Nexstar Broadcasting Group, Inc. Class A | 71,570 | 7,077,557 | |
Omnicom Group, Inc. (b) | 352,811 | 26,834,805 | |
Saga Communications, Inc. Class A | 7,656 | 218,502 | |
Salem Communications Corp. Class A | 7,952 | 11,610 | |
Scholastic Corp. | 46,331 | 1,624,828 | |
Sinclair Broadcast Group, Inc. Class A | 105,061 | 4,682,569 | |
Sirius XM Holdings, Inc. (b) | 2,569,452 | 15,853,519 | |
Srax, Inc. (b) | 18,978 | 61,489 | |
Srax, Inc. rights 12/31/19 (a)(c) | 7,116 | 1,281 | |
TechTarget, Inc. (a) | 38,506 | 914,132 | |
Tegna, Inc. | 347,414 | 4,971,494 | |
The McClatchy Co. Class A (a) | 4,453 | 10,954 | |
The New York Times Co. Class A | 225,904 | 6,596,397 | |
Townsquare Media, Inc. | 942 | 5,690 | |
Tribune Media Co. Class A | 129,587 | 6,036,162 | |
Tribune Publishing Co. | 37,978 | 290,532 | |
Urban One, Inc.: | |||
Class A (a) | 5,719 | 10,637 | |
Class D (non-vtg.) (a) | 23,716 | 44,112 | |
751,710,328 | |||
Wireless Telecommunication Services - 0.1% | |||
Airgain, Inc. (a) | 15,872 | 178,243 | |
Boingo Wireless, Inc. (a) | 74,480 | 958,558 | |
Gogo, Inc. (a)(b) | 80,372 | 323,095 | |
NII Holdings, Inc. (a)(b) | 154,996 | 257,293 | |
Shenandoah Telecommunications Co. | 74,623 | 2,353,609 | |
Spok Holdings, Inc. | 31,646 | 371,841 | |
Sprint Corp. (a)(b) | 925,167 | 6,281,884 | |
T-Mobile U.S., Inc. (a) | 501,102 | 39,111,011 | |
Telephone & Data Systems, Inc. | 142,728 | 3,596,746 | |
U.S. Cellular Corp. (a) | 27,062 | 973,961 | |
54,406,241 | |||
TOTAL COMMUNICATION SERVICES | 4,435,195,822 | ||
CONSUMER DISCRETIONARY - 10.4% | |||
Auto Components - 0.3% | |||
Adient PLC | 139,296 | 2,809,600 | |
American Axle & Manufacturing Holdings, Inc. (a) | 189,560 | 1,201,810 | |
Aptiv PLC | 411,866 | 34,254,895 | |
Autoliv, Inc. (b) | 137,269 | 9,389,200 | |
BorgWarner, Inc. | 327,659 | 10,691,513 | |
Cooper Tire & Rubber Co. | 84,608 | 1,987,442 | |
Cooper-Standard Holding, Inc. (a) | 25,825 | 966,888 | |
Dana, Inc. | 229,937 | 2,927,098 | |
Delphi Technologies PLC | 141,690 | 1,874,559 | |
Dorman Products, Inc. (a) | 45,913 | 3,263,496 | |
Fox Factory Holding Corp. (a) | 60,076 | 4,327,875 | |
Garrett Motion, Inc. (a)(b) | 120,761 | 1,188,288 | |
Gentex Corp. | 406,215 | 10,805,319 | |
Gentherm, Inc. (a) | 56,077 | 2,058,026 | |
Horizon Global Corp. (a)(b) | 38,492 | 160,897 | |
LCI Industries | 38,970 | 3,302,708 | |
Lear Corp. | 98,211 | 11,025,167 | |
Modine Manufacturing Co. (a) | 82,989 | 847,318 | |
Motorcar Parts of America, Inc. (a)(b) | 29,094 | 422,736 | |
Shiloh Industries, Inc. (a) | 17,334 | 72,456 | |
Standard Motor Products, Inc. | 33,367 | 1,478,492 | |
Stoneridge, Inc. (a) | 44,133 | 1,355,324 | |
Strattec Security Corp. | 3,179 | 58,970 | |
Superior Industries International, Inc. | 44,067 | 121,184 | |
Sypris Solutions, Inc. (a) | 12,357 | 12,233 | |
Tenneco, Inc. | 81,891 | 714,090 | |
The Goodyear Tire & Rubber Co. | 362,087 | 4,153,138 | |
Tower International, Inc. | 35,196 | 1,088,612 | |
Veoneer, Inc. (a)(b) | 175,297 | 2,571,607 | |
Visteon Corp. (a)(b) | 44,650 | 3,079,511 | |
Workhorse Group, Inc. (a)(b) | 83,790 | 352,756 | |
118,563,208 | |||
Automobiles - 0.4% | |||
Arcimoto, Inc. (a) | 20,749 | 66,812 | |
Ford Motor Co. | 6,249,263 | 57,305,742 | |
General Motors Co. | 2,101,150 | 77,931,654 | |
Harley-Davidson, Inc. (b) | 249,387 | 7,955,445 | |
REV Group, Inc. | 54,890 | 707,532 | |
Tesla, Inc. (a)(b) | 219,957 | 49,624,499 | |
Thor Industries, Inc. | 80,722 | 3,705,947 | |
Winnebago Industries, Inc. (b) | 46,956 | 1,503,531 | |
198,801,162 | |||
Distributors - 0.1% | |||
Core-Mark Holding Co., Inc. | 76,192 | 2,467,859 | |
Educational Development Corp. | 4,204 | 25,056 | |
Genuine Parts Co. | 231,110 | 20,866,922 | |
LKQ Corp. (a) | 510,606 | 13,413,620 | |
Pool Corp. | 63,070 | 12,385,687 | |
Weyco Group, Inc. | 9,966 | 244,466 | |
49,403,610 | |||
Diversified Consumer Services - 0.2% | |||
Adtalem Global Education, Inc. (a) | 91,693 | 3,917,125 | |
American Public Education, Inc. (a) | 28,156 | 682,220 | |
Bright Horizons Family Solutions, Inc. (a) | 92,366 | 15,245,008 | |
Career Education Corp. (a) | 106,706 | 2,188,540 | |
Carriage Services, Inc. | 24,821 | 527,943 | |
Chegg, Inc. (a)(b) | 166,666 | 6,606,640 | |
Collectors Universe, Inc. | 15,605 | 404,482 | |
Frontdoor, Inc. (a) | 136,343 | 6,999,850 | |
Graham Holdings Co. | 7,068 | 4,976,296 | |
Grand Canyon Education, Inc. (a) | 76,634 | 9,625,230 | |
H&R Block, Inc. (b) | 319,309 | 7,733,664 | |
Houghton Mifflin Harcourt Co. (a) | 169,934 | 1,011,107 | |
K12, Inc. (a) | 62,293 | 1,641,421 | |
Laureate Education, Inc. Class A (a) | 177,082 | 3,240,601 | |
Lincoln Educational Services Corp. (a) | 11,494 | 23,333 | |
Regis Corp. (a) | 48,155 | 778,666 | |
Service Corp. International | 286,481 | 13,264,070 | |
ServiceMaster Global Holdings, Inc. (a) | 214,814 | 12,252,991 | |
Sotheby's Class A (Ltd. vtg.) (a) | 52,878 | 3,053,705 | |
Strategic Education, Inc. | 35,147 | 5,947,927 | |
Universal Technical Institute, Inc. (a) | 21,577 | 123,852 | |
Weight Watchers International, Inc. (a) | 60,286 | 1,807,977 | |
Xpresspa Group, Inc. (a)(b) | 362 | 532 | |
Zovio, Inc. (a) | 38,267 | 87,249 | |
102,140,429 | |||
Hotels, Restaurants & Leisure - 2.2% | |||
ARAMARK Holdings Corp. | 392,926 | 16,054,956 | |
BFC Financial Corp. Class A | 115,291 | 478,458 | |
Biglari Holdings, Inc. (a) | 181 | 79,597 | |
Biglari Holdings, Inc. (a) | 1,815 | 159,194 | |
BJ's Restaurants, Inc. | 33,182 | 1,209,152 | |
Bloomin' Brands, Inc. (b) | 129,345 | 2,333,384 | |
Bluegreen Vacations Corp. (b) | 16,182 | 153,082 | |
Boyd Gaming Corp. | 125,997 | 3,028,968 | |
Brinker International, Inc. (b) | 58,400 | 2,219,200 | |
Caesars Entertainment Corp. (a)(b) | 935,361 | 10,766,005 | |
Carnival Corp. | 634,930 | 27,987,714 | |
Carrols Restaurant Group, Inc. (a) | 62,327 | 454,987 | |
Century Casinos, Inc. (a) | 40,600 | 311,808 | |
Chipotle Mexican Grill, Inc. (a) | 38,796 | 32,527,342 | |
Choice Hotels International, Inc. (b) | 57,462 | 5,227,893 | |
Churchill Downs, Inc. | 55,217 | 6,806,047 | |
Chuy's Holdings, Inc. (a) | 29,824 | 756,635 | |
Cracker Barrel Old Country Store, Inc. | 38,479 | 6,364,427 | |
Darden Restaurants, Inc. | 195,909 | 23,701,071 | |
Dave & Buster's Entertainment, Inc. (b) | 58,656 | 2,525,141 | |
Del Frisco's Restaurant Group, Inc. (a) | 56,231 | 448,161 | |
Del Taco Restaurants, Inc. (a) | 65,236 | 729,338 | |
Denny's Corp. (a) | 89,809 | 2,118,594 | |
Dine Brands Global, Inc. (b) | 28,318 | 1,997,835 | |
Domino's Pizza, Inc. | 65,564 | 14,872,538 | |
Dover Motorsports, Inc. | 7,329 | 14,878 | |
Drive Shack, Inc. (a) | 86,850 | 409,064 | |
Dunkin' Brands Group, Inc. | 134,135 | 11,058,089 | |
El Pollo Loco Holdings, Inc. (a)(b) | 41,199 | 420,642 | |
Eldorado Resorts, Inc. (a)(b) | 102,507 | 3,947,545 | |
Empire Resorts, Inc. (a) | 2,950 | 28,556 | |
Everi Holdings, Inc. (a) | 117,864 | 1,053,704 | |
Extended Stay America, Inc. unit | 300,374 | 4,220,255 | |
Famous Dave's of America, Inc. (a)(b) | 5,591 | 25,439 | |
Fiesta Restaurant Group, Inc. (a) | 37,168 | 321,132 | |
Golden Entertainment, Inc. (a) | 32,536 | 461,360 | |
Good Times Restaurants, Inc. (a) | 5,823 | 10,773 | |
Habit Restaurants, Inc. Class A (a) | 35,040 | 306,950 | |
Hilton Grand Vacations, Inc. (a) | 137,800 | 4,653,506 | |
Hilton Worldwide Holdings, Inc. | 462,433 | 42,714,936 | |
Hyatt Hotels Corp. Class A | 60,150 | 4,339,823 | |
Inspired Entertainment, Inc. (a) | 16,639 | 116,307 | |
International Speedway Corp. Class A | 41,115 | 1,850,997 | |
J. Alexanders Holdings, Inc. (a) | 15,079 | 177,932 | |
Jack in the Box, Inc. | 41,546 | 3,544,705 | |
Las Vegas Sands Corp. | 576,778 | 31,993,876 | |
Lindblad Expeditions Holdings (a) | 51,427 | 959,628 | |
Luby's, Inc. (a) | 10,718 | 15,648 | |
Marriott International, Inc. Class A | 439,772 | 55,437,658 | |
Marriott Vacations Worldwide Corp. | 64,436 | 6,352,745 | |
McDonald's Corp. | 1,216,300 | 265,116,911 | |
MGM Mirage, Inc. | 813,484 | 22,826,361 | |
Monarch Casino & Resort, Inc. (a) | 18,933 | 840,247 | |
Nathan's Famous, Inc. | 6,435 | 428,571 | |
Noodles & Co. (a)(b) | 71,862 | 414,644 | |
Norwegian Cruise Line Holdings Ltd. (a) | 340,423 | 17,276,467 | |
Papa John's International, Inc. (b) | 35,873 | 1,785,040 | |
Peak Resorts, Inc. | 21,476 | 235,806 | |
Penn National Gaming, Inc. (a) | 170,890 | 3,275,961 | |
Planet Fitness, Inc. (a) | 134,397 | 9,489,772 | |
Playa Hotels & Resorts NV (a) | 103,311 | 835,786 | |
PlayAGS, Inc. (a) | 47,070 | 458,462 | |
Potbelly Corp. (a) | 38,413 | 177,852 | |
Rave Restaurant Group, Inc. (a)(b) | 6,659 | 16,581 | |
RCI Hospitality Holdings, Inc. | 11,355 | 202,119 | |
Red Lion Hotels Corp. (a) | 32,872 | 172,249 | |
Red Robin Gourmet Burgers, Inc. (a)(b) | 22,032 | 737,852 | |
Red Rock Resorts, Inc. | 113,397 | 2,364,327 | |
Royal Caribbean Cruises Ltd. | 272,498 | 28,416,091 | |
Ruth's Hospitality Group, Inc. | 43,916 | 854,166 | |
Scientific Games Corp. Class A (a)(b) | 93,123 | 1,720,913 | |
SeaWorld Entertainment, Inc. (a) | 63,892 | 1,853,507 | |
Shake Shack, Inc. Class A (a) | 40,512 | 4,017,170 | |
Six Flags Entertainment Corp. | 114,236 | 6,759,344 | |
Speedway Motorsports, Inc. | 21,813 | 430,807 | |
Starbucks Corp. | 1,927,632 | 186,132,146 | |
Texas Roadhouse, Inc. Class A | 104,207 | 5,362,492 | |
The Cheesecake Factory, Inc. (b) | 67,178 | 2,552,092 | |
Town Sports International Holdings, Inc. (a) | 30,279 | 58,438 | |
Vail Resorts, Inc. | 64,589 | 15,261,089 | |
Wendy's Co. | 288,837 | 6,354,414 | |
Wingstop, Inc. (b) | 45,518 | 4,559,538 | |
Wyndham Destinations, Inc. | 144,318 | 6,399,060 | |
Wyndham Hotels & Resorts, Inc. | 159,731 | 8,206,979 | |
Wynn Resorts Ltd. | 154,548 | 17,023,462 | |
YETI Holdings, Inc. (b) | 48,324 | 1,365,153 | |
Yum! Brands, Inc. | 486,475 | 56,810,551 | |
1,018,540,095 | |||
Household Durables - 0.5% | |||
Bassett Furniture Industries, Inc. | 13,395 | 163,151 | |
Beazer Homes U.S.A., Inc. (a) | 60,579 | 759,055 | |
Cavco Industries, Inc. (a) | 13,102 | 2,403,824 | |
Century Communities, Inc. (a) | 44,697 | 1,259,561 | |
Comstock Holding Companies, Inc. (a)(b) | 1,097 | 2,161 | |
CSS Industries, Inc. | 11,821 | 45,629 | |
D.R. Horton, Inc. | 537,365 | 26,583,447 | |
Dixie Group, Inc. (a) | 8,145 | 10,344 | |
Emerson Radio Corp. (a) | 17,400 | 18,169 | |
Ethan Allen Interiors, Inc. | 39,295 | 675,874 | |
Flexsteel Industries, Inc. | 18,790 | 284,481 | |
Garmin Ltd. (b) | 191,855 | 15,649,612 | |
GoPro, Inc. Class A (a)(b) | 181,997 | 704,328 | |
Green Brick Partners, Inc. (a) | 33,338 | 306,376 | |
Hamilton Beach Brands Holding Co. Class A | 15,039�� | 213,103 | |
Helen of Troy Ltd. (a) | 39,464 | 6,058,119 | |
Hooker Furniture Corp. | 19,296 | 344,627 | |
Hovnanian Enterprises, Inc. Class A (a)(b) | 9,851 | 81,172 | |
Installed Building Products, Inc. (a) | 36,026 | 2,050,240 | |
iRobot Corp. (a)(b) | 44,052 | 2,722,854 | |
KB Home | 129,319 | 3,632,571 | |
Koss Corp. (a) | 1,958 | 3,456 | |
La-Z-Boy, Inc. | 72,440 | 2,308,663 | |
Leggett & Platt, Inc. (b) | 208,401 | 7,750,433 | |
Lennar Corp.: | |||
Class A | 455,600 | 23,235,600 | |
Class B | 19,677 | 797,115 | |
LGI Homes, Inc. (a)(b) | 29,801 | 2,429,080 | |
Libbey, Inc. (a) | 30,758 | 51,981 | |
Lifetime Brands, Inc. | 10,302 | 79,531 | |
Lovesac (a)(b) | 17,190 | 295,668 | |
M.D.C. Holdings, Inc. | 74,981 | 2,899,515 | |
M/I Homes, Inc. (a) | 54,884 | 1,983,508 | |
Meritage Homes Corp. (a) | 57,818 | 3,777,828 | |
Mohawk Industries, Inc. (a) | 97,165 | 11,551,947 | |
New Home Co. LLC (a) | 13,037 | 48,628 | |
Newell Brands, Inc. | 625,152 | 10,377,523 | |
Nova LifeStyle, Inc. (a) | 19,169 | 13,037 | |
NVR, Inc. (a) | 5,377 | 19,351,823 | |
PulteGroup, Inc. | 402,271 | 13,596,760 | |
Roku, Inc. Class A (a) | 130,535 | 19,757,778 | |
Skyline Champion Corp. (a) | 81,502 | 2,282,056 | |
Sonos, Inc. (b) | 24,222 | 351,703 | |
Taylor Morrison Home Corp. (a) | 165,499 | 3,948,806 | |
Tempur Sealy International, Inc. (a) | 72,714 | 5,607,704 | |
Toll Brothers, Inc. | 206,847 | 7,485,793 | |
TopBuild Corp. (a) | 53,916 | 4,993,700 | |
TRI Pointe Homes, Inc. (a) | 223,669 | 3,131,366 | |
Tupperware Brands Corp. | 76,028 | 989,124 | |
Turtle Beach Corp. (a)(b) | 8,929 | 80,629 | |
Universal Electronics, Inc. (a) | 23,925 | 1,080,214 | |
VOXX International Corp. (a) | 28,794 | 126,694 | |
Vuzix Corp. (a)(b) | 35,062 | 64,163 | |
Whirlpool Corp. | 100,030 | 13,913,173 | |
William Lyon Homes, Inc. (a) | 48,976 | 865,406 | |
Zagg, Inc. (a)(b) | 45,613 | 292,379 | |
229,491,482 | |||
Internet & Direct Marketing Retail - 3.1% | |||
1-800-FLOWERS.com, Inc. Class A (a) | 45,122 | 664,196 | |
Amazon.com, Inc. (a) | 659,270 | 1,171,054,708 | |
Blue Apron Holdings, Inc. Class A (a)(b) | 9,362 | 63,474 | |
Duluth Holdings, Inc. (a)(b) | 16,194 | 148,823 | |
eBay, Inc. | 1,303,681 | 52,525,307 | |
Etsy, Inc. (a) | 191,556 | 10,112,241 | |
EVINE Live, Inc. (a)(b) | 52,370 | 26,583 | |
Expedia, Inc. | 220,198 | 28,647,760 | |
Groupon, Inc. (a) | 637,254 | 1,580,390 | |
GrubHub, Inc. (a)(b) | 145,422 | 8,629,341 | |
Lands' End, Inc. (a)(b) | 29,460 | 228,315 | |
Leaf Group Ltd. (a) | 15,786 | 65,985 | |
Liberty Interactive Corp. QVC Group Series A (a) | 639,977 | 6,854,154 | |
Liquidity Services, Inc. (a) | 42,181 | 319,310 | |
Overstock.com, Inc. (a)(b) | 44,787 | 704,500 | |
PetMed Express, Inc. (b) | 34,246 | 541,087 | |
Quotient Technology, Inc. (a) | 134,046 | 983,898 | |
Remark Holdings, Inc. (a)(b) | 24,921 | 20,674 | |
Shutterfly, Inc. (a) | 52,484 | 2,670,386 | |
Shutterstock, Inc. | 33,196 | 1,165,512 | |
Stamps.com, Inc. (a) | 24,921 | 1,603,916 | |
Stitch Fix, Inc. (a)(b) | 38,526 | 734,306 | |
The Booking Holdings, Inc. (a) | 68,956 | 135,595,768 | |
The Rubicon Project, Inc. (a) | 78,231 | 800,303 | |
U.S. Auto Parts Network, Inc. (a) | 3,702 | 5,442 | |
Waitr Holdings, Inc. (a)(b) | 118,627 | 205,225 | |
Wayfair LLC Class A (a)(b) | 102,772 | 11,586,515 | |
1,437,538,119 | |||
Leisure Products - 0.1% | |||
Acushnet Holdings Corp. | 60,104 | 1,560,901 | |
American Outdoor Brands Corp. (a) | 95,648 | 574,844 | |
Brunswick Corp. | 136,386 | 6,355,588 | |
Callaway Golf Co. | 142,634 | 2,533,180 | |
Clarus Corp. | 35,926 | 395,545 | |
Escalade, Inc. | 5,150 | 53,200 | |
Hasbro, Inc. (b) | 183,111 | 20,228,272 | |
JAKKS Pacific, Inc. (a)(b) | 26,721 | 18,707 | |
Johnson Outdoors, Inc. Class A | 10,180 | 570,080 | |
Malibu Boats, Inc. Class A (a) | 33,830 | 941,151 | |
Marine Products Corp. | 22,388 | 338,730 | |
Mattel, Inc. (a)(b) | 552,957 | 5,418,979 | |
MCBC Holdings, Inc. (a) | 31,575 | 478,361 | |
Nautilus, Inc. (a) | 44,347 | 61,642 | |
OneSpaWorld Holdings Ltd. (a)(b) | 61,577 | 966,759 | |
Polaris, Inc. | 89,718 | 7,358,670 | |
Sturm, Ruger & Co., Inc. | 29,740 | 1,219,637 | |
Summer Infant, Inc. (a) | 23,913 | 11,505 | |
Vista Outdoor, Inc. (a) | 93,625 | 523,364 | |
49,609,115 | |||
Multiline Retail - 0.5% | |||
Big Lots, Inc. | 63,106 | 1,435,662 | |
Dillard's, Inc. Class A (b) | 29,449 | 1,723,355 | |
Dollar General Corp. | 411,875 | 64,289,569 | |
Dollar Tree, Inc. (a) | 379,100 | 38,490,023 | |
Fred's, Inc. Class A (a)(b) | 53,732 | 15,260 | |
JC Penney Corp., Inc. (a)(b) | 551,630 | 410,468 | |
Kohl's Corp. | 257,622 | 12,175,216 | |
Macy's, Inc. | 488,291 | 7,207,175 | |
Nordstrom, Inc. (b) | 162,738 | 4,714,520 | |
Ollie's Bargain Outlet Holdings, Inc. (a) | 82,334 | 4,565,420 | |
Target Corp. | 816,593 | 87,408,115 | |
Tuesday Morning Corp. (a) | 81,166 | 113,632 | |
222,548,415 | |||
Specialty Retail - 2.3% | |||
Aaron's, Inc. Class A | 108,100 | 6,930,291 | |
Abercrombie & Fitch Co. Class A (b) | 106,866 | 1,562,381 | |
Advance Auto Parts, Inc. | 114,202 | 15,754,166 | |
America's Car Mart, Inc. (a) | 10,840 | 929,855 | |
American Eagle Outfitters, Inc. | 253,845 | 4,269,673 | |
Armstrong Flooring, Inc. (a) | 39,062 | 264,450 | |
Asbury Automotive Group, Inc. (a) | 29,360 | 2,768,648 | |
Ascena Retail Group, Inc. (a)(b) | 299,367 | 74,512 | |
At Home Group, Inc. (a)(b) | 43,558 | 293,581 | |
AutoNation, Inc. (a)(b) | 89,631 | 4,253,887 | |
AutoZone, Inc. (a) | 39,049 | 43,019,893 | |
Barnes & Noble Education, Inc. (a) | 73,516 | 286,712 | |
Bed Bath & Beyond, Inc. (b) | 221,994 | 2,146,682 | |
Best Buy Co., Inc. | 369,729 | 23,533,251 | |
Big 5 Sporting Goods Corp. (b) | 29,776 | 53,299 | |
Blink Charging Co. (a)(b) | 29,746 | 75,555 | |
Boot Barn Holdings, Inc. (a) | 46,439 | 1,590,536 | |
Build-A-Bear Workshop, Inc. (a) | 23,941 | 59,374 | |
Burlington Stores, Inc. (a) | 106,650 | 21,595,559 | |
Caleres, Inc. | 71,167 | 1,434,015 | |
Camping World Holdings, Inc. (b) | 53,618 | 407,497 | |
CarMax, Inc. (a)(b) | 264,743 | 22,047,797 | |
Carvana Co. Class A (a)(b) | 56,703 | 4,602,015 | |
Chico's FAS, Inc. | 211,068 | 658,532 | |
Citi Trends, Inc. | 22,942 | 385,655 | |
Conn's, Inc. (a)(b) | 42,570 | 858,211 | |
Cool Holdings, Inc. (a) | 10,713 | 17,998 | |
Destination Maternity Corp. (a) | 16,308 | 10,928 | |
Destination XL Group, Inc. (a) | 37,703 | 67,488 | |
Dick's Sporting Goods, Inc. (b) | 103,641 | 3,527,940 | |
DSW, Inc. Class A | 91,809 | 1,513,930 | |
Express, Inc. (a) | 118,304 | 250,804 | |
Five Below, Inc. (a) | 88,902 | 10,923,389 | |
Floor & Decor Holdings, Inc. Class A (a)(b) | 93,389 | 4,596,607 | |
Foot Locker, Inc. | 179,464 | 6,494,802 | |
Francesca's Holdings Corp. (a)(b) | 3,525 | 15,334 | |
GameStop Corp. Class A (b) | 168,086 | 667,301 | |
Gap, Inc. (b) | 337,528 | 5,329,567 | |
Genesco, Inc. (a) | 24,291 | 866,703 | |
GNC Holdings, Inc. Class A (a)(b) | 146,975 | 288,071 | |
Group 1 Automotive, Inc. | 28,350 | 2,118,312 | |
Guess?, Inc. (b) | 72,481 | 1,309,732 | |
Haverty Furniture Companies, Inc. | 36,148 | 692,234 | |
Hibbett Sports, Inc. (a)(b) | 34,041 | 563,038 | |
IAA Spinco, Inc. (a) | 210,201 | 10,268,319 | |
Kirkland's, Inc. (a)(b) | 26,178 | 38,482 | |
L Brands, Inc. | 363,984 | 6,009,376 | |
Lithia Motors, Inc. Class A (sub. vtg.) | 36,108 | 4,732,676 | |
Lowe's Companies, Inc. | 1,247,518 | 139,971,520 | |
Lumber Liquidators Holdings, Inc. (a)(b) | 49,308 | 463,988 | |
MarineMax, Inc. (a) | 33,856 | 489,558 | |
Michaels Companies, Inc. (a) | 151,772 | 860,547 | |
Monro, Inc. (b) | 53,440 | 4,153,357 | |
Murphy U.S.A., Inc. (a) | 48,365 | 4,323,831 | |
National Vision Holdings, Inc. (a)(b) | 124,535 | 3,531,813 | |
O'Reilly Automotive, Inc. (a) | 124,447 | 47,757,781 | |
Office Depot, Inc. | 925,618 | 1,203,303 | |
Party City Holdco, Inc. (a)(b) | 93,130 | 437,711 | |
Penske Automotive Group, Inc. | 54,236 | 2,320,216 | |
Pier 1 Imports, Inc. (a)(b) | 5,998 | 26,271 | |
Rent-A-Center, Inc. | 75,018 | 1,915,210 | |
RH (a) | 25,460 | 3,647,145 | |
Ross Stores, Inc. | 586,168 | 62,139,670 | |
RTW Retailwinds, Inc. (a) | 36,435 | 36,799 | |
Sally Beauty Holdings, Inc. (a)(b) | 191,686 | 2,344,320 | |
Sears Hometown & Outlet Stores, Inc. (a)(b) | 7,334 | 24,569 | |
Shoe Carnival, Inc. (b) | 15,644 | 480,897 | |
Signet Jewelers Ltd. (b) | 80,966 | 991,024 | |
Sleep Number Corp. (a) | 48,879 | 2,045,097 | |
Sonic Automotive, Inc. Class A (sub. vtg.) | 35,676 | 960,041 | |
Sportsman's Warehouse Holdings, Inc. (a)(b) | 62,421 | 263,417 | |
Stage Stores, Inc. (b) | 28,383 | 21,855 | |
Stein Mart, Inc. (a)(b) | 29,639 | 20,747 | |
Tailored Brands, Inc. (b) | 80,827 | 438,082 | |
The Buckle, Inc. (b) | 48,205 | 944,818 | |
The Cato Corp. Class A (sub. vtg.) | 43,149 | 739,142 | |
The Children's Place Retail Stores, Inc. (b) | 25,887 | 2,258,641 | |
The Container Store Group, Inc. (a) | 21,827 | 97,785 | |
The Home Depot, Inc. | 1,756,740 | 400,378,613 | |
Tiffany & Co., Inc. (b) | 171,453 | 14,551,216 | |
Tile Shop Holdings, Inc. | 70,779 | 190,396 | |
Tilly's, Inc. | 37,667 | 403,414 | |
TJX Companies, Inc. | 1,931,160 | 106,155,865 | |
Tractor Supply Co. | 191,658 | 19,526,117 | |
Trans World Entertainment Corp. (a) | 109 | 409 | |
Ulta Beauty, Inc. (a) | 88,183 | 20,963,745 | |
Urban Outfitters, Inc. (a) | 105,486 | 2,469,427 | |
Vitamin Shoppe, Inc. (a)(b) | 33,174 | 213,972 | |
Williams-Sonoma, Inc. (b) | 124,881 | 8,217,170 | |
Winmark Corp. | 3,749 | 609,213 | |
Zumiez, Inc. (a) | 32,547 | 845,571 | |
1,079,593,341 | |||
Textiles, Apparel & Luxury Goods - 0.7% | |||
Capri Holdings Ltd. (a) | 235,840 | 6,221,459 | |
Carter's, Inc. | 70,295 | 6,430,587 | |
Centric Brands, Inc. (a)(b) | 22,560 | 62,491 | |
Charles & Colvard Ltd. (a) | 35,643 | 45,979 | |
Cherokee, Inc. (a) | 14,903 | 9,389 | |
Columbia Sportswear Co. | 46,401 | 4,351,950 | |
Crocs, Inc. (a) | 106,944 | 2,384,851 | |
Culp, Inc. | 14,699 | 206,374 | |
Deckers Outdoor Corp. (a) | 46,138 | 6,803,048 | |
Delta Apparel, Inc. (a) | 16,839 | 377,867 | |
Fossil Group, Inc. (a)(b) | 76,336 | 977,101 | |
G-III Apparel Group Ltd. (a)(b) | 60,901 | 1,249,080 | |
Hanesbrands, Inc. | 566,090 | 7,732,789 | |
Iconix Brand Group, Inc. (a)(b) | 7,459 | 13,501 | |
J.Jill, Inc. (b) | 18,011 | 33,681 | |
Kontoor Brands, Inc. | 73,612 | 2,520,475 | |
Lakeland Industries, Inc. (a) | 4,997 | 51,369 | |
Levi Strauss & Co. Class A (a)(b) | 66,657 | 1,126,503 | |
lululemon athletica, Inc. (a) | 168,891 | 31,189,101 | |
Movado Group, Inc. | 28,763 | 618,980 | |
NIKE, Inc. Class B | 2,002,041 | 169,172,465 | |
Oxford Industries, Inc. | 28,873 | 2,014,758 | |
PVH Corp. | 119,059 | 9,024,672 | |
Ralph Lauren Corp. | 82,403 | 7,279,481 | |
Rocky Brands, Inc. | 10,567 | 307,922 | |
Sequential Brands Group, Inc. (a)(b) | 60,732 | 17,612 | |
Skechers U.S.A., Inc. Class A (sub. vtg.) (a) | 212,837 | 6,738,419 | |
Steven Madden Ltd. | 128,368 | 4,264,385 | |
Superior Group of Companies, Inc. | 17,153 | 243,230 | |
Tapestry, Inc. | 459,391 | 9,486,424 | |
Under Armour, Inc.: | |||
Class A (sub. vtg.) (a)(b) | 330,793 | 6,156,058 | |
Class C (non-vtg.) (a) | 275,168 | 4,655,843 | |
Unifi, Inc. (a) | 24,155 | 464,742 | |
Vera Bradley, Inc. (a) | 34,656 | 367,007 | |
VF Corp. | 520,940 | 42,691,033 | |
Vince Holding Corp. (a) | 3,289 | 40,455 | |
Wolverine World Wide, Inc. | 138,587 | 3,596,333 | |
338,927,414 | |||
TOTAL CONSUMER DISCRETIONARY | 4,845,156,390 | ||
CONSUMER STAPLES - 6.8% | |||
Beverages - 1.7% | |||
Alkaline Water Co., Inc. (a)(b) | 61,526 | 122,437 | |
Boston Beer Co., Inc. Class A (a) | 13,974 | 6,126,481 | |
Brown-Forman Corp.: | |||
Class A | 40,949 | 2,357,434 | |
Class B (non-vtg.) | 323,501 | 19,083,324 | |
Castle Brands, Inc. (a)(b) | 127,427 | 161,832 | |
Celsius Holdings, Inc. (a)(b) | 4,093 | 16,781 | |
Coca-Cola Bottling Co. Consolidated | 7,260 | 2,443,789 | |
Constellation Brands, Inc. Class A (sub. vtg.) | 266,864 | 54,533,658 | |
Craft Brew Alliance, Inc. (a) | 16,758 | 168,418 | |
Keurig Dr. Pepper, Inc. (b) | 297,485 | 8,115,391 | |
MGP Ingredients, Inc. | 21,160 | 1,019,277 | |
Molson Coors Brewing Co. Class B | 298,777 | 15,345,187 | |
Monster Beverage Corp. (a) | 624,028 | 36,611,723 | |
National Beverage Corp. (b) | 19,220 | 786,098 | |
New Age Beverages Corp. (a)(b) | 99,636 | 302,893 | |
PepsiCo, Inc. | 2,229,821 | 304,883,425 | |
Primo Water Corp. (a)(b) | 60,946 | 745,370 | |
REED'S, Inc. (a) | 37,001 | 68,452 | |
The Coca-Cola Co. | 6,112,598 | 336,437,394 | |
789,329,364 | |||
Food & Staples Retailing - 1.4% | |||
Andersons, Inc. | 46,662 | 1,069,493 | |
BJ's Wholesale Club Holdings, Inc. (a) | 190,071 | 4,991,264 | |
Casey's General Stores, Inc. | 57,985 | 9,732,782 | |
Chefs' Warehouse Holdings (a) | 35,778 | 1,380,315 | |
Costco Wholesale Corp. | 700,177 | 206,384,173 | |
Ingles Markets, Inc. Class A | 22,937 | 891,791 | |
Kroger Co. | 1,289,761 | 30,541,540 | |
Natural Grocers by Vitamin Cottage, Inc. (a) | 15,018 | 141,770 | |
Performance Food Group Co. (a) | 167,213 | 7,823,896 | |
PriceSmart, Inc. | 34,455 | 2,082,116 | |
Rite Aid Corp. (a)(b) | 86,990 | 561,955 | |
SpartanNash Co. | 58,470 | 629,722 | |
Sprouts Farmers Market LLC (a) | 178,213 | 3,198,923 | |
Sysco Corp. | 753,519 | 56,009,067 | |
U.S. Foods Holding Corp. (a) | 345,933 | 13,992,990 | |
United Natural Foods, Inc. (a) | 81,931 | 658,725 | |
Village Super Market, Inc. Class A | 11,028 | 275,369 | |
Walgreens Boots Alliance, Inc. | 1,240,173 | 63,484,456 | |
Walmart, Inc. | 2,227,945 | 254,564,996 | |
Weis Markets, Inc. (b) | 29,330 | 1,121,286 | |
659,536,629 | |||
Food Products - 1.2% | |||
Alico, Inc. | 2,935 | 87,610 | |
Archer Daniels Midland Co. | 890,644 | 33,889,004 | |
B&G Foods, Inc. Class A (b) | 108,203 | 1,831,877 | |
Beyond Meat, Inc. (b) | 16,592 | 2,781,317 | |
Bunge Ltd. | 225,474 | 12,042,566 | |
Cal-Maine Foods, Inc. (b) | 50,176 | 2,034,135 | |
Calavo Growers, Inc. (b) | 25,203 | 2,234,246 | |
Campbell Soup Co. (b) | 303,758 | 13,669,110 | |
Coffee Holding Co., Inc. (a) | 10,788 | 42,289 | |
Conagra Brands, Inc. | 776,753 | 22,028,715 | |
Darling International, Inc. (a) | 265,820 | 4,944,252 | |
Dean Foods Co. (b) | 154,033 | 155,573 | |
Farmer Brothers Co. (a) | 19,994 | 242,727 | |
Flowers Foods, Inc. | 289,364 | 6,597,499 | |
Fresh Del Monte Produce, Inc. | 51,322 | 1,336,425 | |
Freshpet, Inc. (a) | 51,338 | 2,519,669 | |
General Mills, Inc. | 955,201 | 51,389,814 | |
Hormel Foods Corp. (b) | 432,373 | 18,423,414 | |
Hostess Brands, Inc. Class A (a) | 168,353 | 2,360,309 | |
Ingredion, Inc. | 105,616 | 8,160,948 | |
J&J Snack Foods Corp. | 24,643 | 4,757,578 | |
John B. Sanfilippo & Son, Inc. | 14,938 | 1,383,259 | |
Kellogg Co. | 396,011 | 24,869,491 | |
Lamb Weston Holdings, Inc. | 231,057 | 16,264,102 | |
Lancaster Colony Corp. | 31,950 | 4,661,505 | |
Landec Corp. (a) | 48,145 | 529,114 | |
Lifeway Foods, Inc. (a) | 1,439 | 4,202 | |
Limoneira Co. | 22,476 | 408,164 | |
McCormick & Co., Inc. (non-vtg.) (b) | 195,513 | 31,843,202 | |
Mondelez International, Inc. | 2,289,656 | 126,434,804 | |
nLIGHT, Inc. (a) | 11,931 | 154,149 | |
Pilgrim's Pride Corp. (a) | 84,479 | 2,632,366 | |
Post Holdings, Inc. (a) | 105,570 | 10,524,273 | |
Sanderson Farms, Inc. | 31,531 | 4,717,668 | |
Seaboard Corp. | 465 | 1,920,534 | |
Seneca Foods Corp. Class A (a) | 8,770 | 241,000 | |
The Hain Celestial Group, Inc. (a)(b) | 138,165 | 2,632,043 | |
The Hershey Co. | 221,802 | 35,151,181 | |
The J.M. Smucker Co. (b) | 180,574 | 18,989,162 | |
The Kraft Heinz Co. | 990,594 | 25,279,959 | |
The Simply Good Foods Co. (a) | 83,653 | 2,478,638 | |
Tootsie Roll Industries, Inc. (b) | 31,713 | 1,163,233 | |
TreeHouse Foods, Inc. (a) | 88,851 | 4,500,303 | |
Tyson Foods, Inc. Class A | 470,404 | 43,766,388 | |
552,077,817 | |||
Household Products - 1.6% | |||
Central Garden & Pet Co. Class A (non-vtg.) (a) | 87,279 | 2,099,933 | |
Church & Dwight Co., Inc. | 391,152 | 31,206,107 | |
Clorox Co. | 202,348 | 32,003,360 | |
Colgate-Palmolive Co. | 1,368,094 | 101,444,170 | |
Energizer Holdings, Inc. (b) | 103,072 | 3,968,272 | |
Funko, Inc. (a)(b) | 29,511 | 707,969 | |
Kimberly-Clark Corp. | 548,320 | 77,373,435 | |
Oil-Dri Corp. of America | 1,940 | 59,674 | |
Procter & Gamble Co. | 3,993,281 | 480,112,175 | |
Spectrum Brands Holdings, Inc. (b) | 67,284 | 3,759,157 | |
WD-40 Co. | 21,153 | 3,856,192 | |
736,590,444 | |||
Personal Products - 0.2% | |||
Avon Products, Inc. (a) | 713,220 | 3,102,507 | |
Coty, Inc. Class A | 481,989 | 4,602,995 | |
Cyanotech Corp. (a) | 1,687 | 4,555 | |
Edgewell Personal Care Co. (a) | 88,193 | 2,455,293 | |
elf Beauty, Inc. (a) | 38,719 | 631,894 | |
Estee Lauder Companies, Inc. Class A | 349,507 | 69,198,891 | |
Herbalife Nutrition Ltd. (a) | 162,595 | 5,598,146 | |
Inter Parfums, Inc. | 29,492 | 1,896,041 | |
LifeVantage Corp. (a)(b) | 21,994 | 267,447 | |
Mannatech, Inc. | 439 | 7,033 | |
MediFast, Inc. (b) | 17,961 | 1,795,382 | |
Natural Health Trends Corp. (b) | 16,126 | 121,913 | |
Nature's Sunshine Products, Inc. (a) | 5,123 | 48,207 | |
Nu Skin Enterprises, Inc. Class A | 87,992 | 3,574,235 | |
Revlon, Inc. (a)(b) | 16,916 | 279,621 | |
USANA Health Sciences, Inc. (a) | 22,209 | 1,509,546 | |
Veru, Inc. (a) | 33,304 | 65,609 | |
Youngevity International, Inc. (a)(b) | 13,273 | 56,808 | |
95,216,123 | |||
Tobacco - 0.7% | |||
22nd Century Group, Inc. (a)(b) | 189,821 | 372,049 | |
Altria Group, Inc. | 2,978,499 | 130,279,546 | |
Philip Morris International, Inc. | 2,476,380 | 178,522,234 | |
Pyxus International, Inc. (a)(b) | 12,050 | 161,109 | |
Turning Point Brands, Inc. (b) | 14,394 | 516,025 | |
Universal Corp. | 40,922 | 2,048,555 | |
Vector Group Ltd. (b) | 164,956 | 1,926,686 | |
313,826,204 | |||
TOTAL CONSUMER STAPLES | 3,146,576,581 | ||
ENERGY - 4.1% | |||
Energy Equipment & Services - 0.4% | |||
Archrock, Inc. | 221,450 | 2,150,280 | |
Aspen Aerogels, Inc. (a) | 45,444 | 274,482 | |
Baker Hughes, A GE Co. Class A | 811,563 | 17,602,801 | |
Basic Energy Services, Inc. (a)(b) | 31,447 | 41,825 | |
C&J Energy Services, Inc. (a) | 95,152 | 909,653 | |
Carbo Ceramics, Inc. (a)(b) | 26,915 | 44,410 | |
Core Laboratories NV (b) | 70,460 | 2,789,511 | |
Dawson Geophysical Co. (a) | 17,427 | 36,771 | |
Diamond Offshore Drilling, Inc. (a)(b) | 100,668 | 653,335 | |
Dmc Global, Inc. | 23,558 | 1,023,124 | |
Dril-Quip, Inc. (a) | 59,762 | 2,740,088 | |
ENGlobal Corp. (a) | 4,134 | 4,341 | |
Enservco Corp. (a)(b) | 15,062 | 3,769 | |
Era Group, Inc. (a) | 30,922 | 293,141 | |
Exterran Corp. (a) | 51,650 | 544,908 | |
Forum Energy Technologies, Inc. (a) | 135,976 | 191,726 | |
Frank's International NV (a) | 144,452 | 628,366 | |
FTS International, Inc. (a) | 52,690 | 132,252 | |
Geospace Technologies Corp. (a)(b) | 19,013 | 232,719 | |
Gulf Island Fabrication, Inc. (a) | 16,762 | 106,103 | |
Halliburton Co. | 1,392,914 | 26,242,500 | |
Helix Energy Solutions Group, Inc. (a) | 230,685 | 1,670,159 | |
Helmerich & Payne, Inc. | 173,704 | 6,529,533 | |
Hornbeck Offshore Services, Inc. (a)(b) | 37,785 | 25,316 | |
Independence Contract Drilling, Inc. (a) | 52,629 | 55,260 | |
ION Geophysical Corp. (a) | 19,360 | 149,459 | |
Key Energy Services, Inc. (a)(b) | 10,250 | 10,558 | |
KLX Energy Services Holdings, Inc. (a) | 38,810 | 389,264 | |
Liberty Oilfield Services, Inc. Class A | 81,545 | 878,240 | |
Mammoth Energy Services, Inc. | 20,802 | 75,719 | |
Matrix Service Co. (a) | 47,527 | 944,361 | |
McDermott International, Inc. (a)(b) | 292,112 | 1,378,769 | |
Mitcham Industries, Inc. (a) | 17,079 | 60,460 | |
Nabors Industries Ltd. | 506,893 | 851,580 | |
National Oilwell Varco, Inc. | 623,714 | 12,742,477 | |
Natural Gas Services Group, Inc. (a) | 17,340 | 186,925 | |
NCS Multistage Holdings, Inc. (a) | 30,432 | 65,733 | |
Newpark Resources, Inc. (a) | 159,824 | 1,056,437 | |
Noble Corp. (a) | 422,399 | 675,838 | |
Oceaneering International, Inc. (a) | 148,283 | 1,921,748 | |
Oil States International, Inc. (a) | 100,761 | 1,389,494 | |
Patterson-UTI Energy, Inc. | 309,861 | 2,680,298 | |
Profire Energy, Inc. (a) | 30,508 | 46,677 | |
Quintana Energy Services, Inc. (a) | 1,979 | 2,870 | |
Ranger Energy Services, Inc. Class A (a) | 3,314 | 21,110 | |
RigNet, Inc. (a) | 21,332 | 167,243 | |
RPC, Inc. (b) | 101,461 | 538,758 | |
SAExploration Holdings, Inc. (a) | 6,136 | 10,002 | |
Schlumberger Ltd. | 2,201,330 | 71,389,132 | |
SEACOR Holdings, Inc. (a) | 29,597 | 1,390,171 | |
SEACOR Marine Holdings, Inc. (a) | 37,722 | 491,518 | |
Smart Sand, Inc. (a)(b) | 30,287 | 71,780 | |
Solaris Oilfield Infrastructure, Inc. Class A (b) | 53,823 | 740,066 | |
Superior Drilling Products, Inc. (a) | 19,013 | 16,503 | |
Superior Energy Services, Inc. (a) | 264,694 | 88,620 | |
Synthesis Energy Systems, Inc. (a)(b) | 1,582 | 4,809 | |
TechnipFMC PLC | 671,001 | 16,667,665 | |
TETRA Technologies, Inc. (a) | 191,663 | 318,161 | |
Tidewater, Inc. (a) | 57,567 | 907,256 | |
Transocean Ltd. (United States) (a)(b) | 807,819 | 3,675,576 | |
U.S. Silica Holdings, Inc. (b) | 122,315 | 1,243,944 | |
U.S. Well Services, Inc. (a) | 25,414 | 76,242 | |
Valaris PLC Class A (b) | 311,454 | 1,451,376 | |
189,703,212 | |||
Oil, Gas & Consumable Fuels - 3.7% | |||
Abraxas Petroleum Corp. (a) | 276,160 | 144,128 | |
Adams Resources & Energy, Inc. | 1,533 | 47,048 | |
Aemetis, Inc. (a) | 7,375 | 5,826 | |
Alta Mesa Resources, Inc. Class A (a)(b) | 185,135 | 17,866 | |
Altus Midstream Co. (a)(b) | 106,574 | 246,186 | |
Amplify Energy Corp. New | 37,751 | 224,996 | |
Antero Midstream GP LP (b) | 363,294 | 2,583,020 | |
Antero Resources Corp. (a)(b) | 363,957 | 1,153,744 | |
Apache Corp. (b) | 612,131 | 13,203,666 | |
Approach Resources, Inc. (a)(b) | 57,548 | 11,061 | |
Arch Coal, Inc. (b) | 25,506 | 1,952,739 | |
Barnwell Industries, Inc. (a) | 2,088 | 1,524 | |
Berry Petroleum Corp. | 35,732 | 285,499 | |
Bonanza Creek Energy, Inc. (a) | 33,972 | 766,408 | |
Brigham Minerals, Inc. Class A (b) | 32,251 | 644,697 | |
Cabot Oil & Gas Corp. | 676,146 | 11,575,620 | |
California Resources Corp. (a)(b) | 75,967 | 743,717 | |
Callon Petroleum Co. (a)(b) | 349,260 | 1,435,459 | |
Carrizo Oil & Gas, Inc. (a) | 137,227 | 1,137,612 | |
Centennial Resource Development, Inc. Class A (a) | 310,503 | 1,496,624 | |
Chaparral Energy, Inc. Class A (a)(b) | 48,885 | 65,017 | |
Cheniere Energy, Inc. (a) | 354,600 | 21,173,166 | |
Chesapeake Energy Corp. (a)(b) | 1,661,056 | 2,391,921 | |
Chevron Corp. | 3,032,165 | 356,946,464 | |
Cimarex Energy Co. | 160,873 | 6,882,147 | |
Clean Energy Fuels Corp. (a) | 217,904 | 433,629 | |
CNX Resources Corp. (a) | 302,292 | 2,409,267 | |
Comstock Resources, Inc. (a)(b) | 26,587 | 152,078 | |
Concho Resources, Inc. | 321,075 | 23,486,636 | |
ConocoPhillips Co. | 1,802,137 | 94,035,509 | |
CONSOL Energy, Inc. (a) | 44,097 | 739,066 | |
Contango Oil & Gas Co. (a) | 37,629 | 36,876 | |
Continental Resources, Inc. | 139,565 | 4,075,298 | |
Contura Energy, Inc. (a) | 7,727 | 222,538 | |
CVR Energy, Inc. | 44,717 | 1,778,842 | |
Delek U.S. Holdings, Inc. | 113,641 | 3,721,743 | |
Denbury Resources, Inc. (a)(b) | 748,820 | 808,726 | |
Devon Energy Corp. | 652,721 | 14,353,335 | |
Diamondback Energy, Inc. | 248,871 | 24,409,268 | |
Dorian Lpg Ltd. (a) | 55,858 | 580,365 | |
Earthstone Energy, Inc. (a) | 27,537 | 94,727 | |
EOG Resources, Inc. | 922,776 | 68,460,751 | |
EQT Corp. | 410,022 | 4,169,924 | |
Equitrans Midstream Corp. (b) | 316,022 | 4,263,137 | |
Evolution Petroleum Corp. | 46,769 | 276,872 | |
Extraction Oil & Gas, Inc. (a)(b) | 184,996 | 745,534 | |
Exxon Mobil Corp. | 6,750,629 | 462,283,074 | |
Falcon Minerals Corp. | 72,221 | 423,215 | |
Gevo, Inc. (a) | 287 | 766 | |
Goodrich Petroleum Corp. (a) | 19,183 | 203,148 | |
Green Plains, Inc. | 66,061 | 542,361 | |
Gulfport Energy Corp. (a) | 238,331 | 571,994 | |
Hallador Energy Co. | 21,872 | 86,832 | |
Hess Corp. | 406,379 | 25,581,558 | |
Highpoint Resources, Inc. (a) | 173,815 | 203,364 | |
HollyFrontier Corp. | 249,899 | 11,085,520 | |
Houston American Energy Corp. (a)(b) | 26,759 | 5,440 | |
International Seaways, Inc. (a) | 52,907 | 911,059 | |
Isramco, Inc. (a) | 90 | 10,830 | |
Jagged Peak Energy, Inc. (a)(b) | 110,660 | 763,554 | |
Kinder Morgan, Inc. | 3,096,444 | 62,764,920 | |
Kosmos Energy Ltd. | 369,593 | 2,335,828 | |
Laredo Petroleum, Inc. (a) | 228,641 | 567,030 | |
Lilis Energy, Inc. (a)(b) | 43,398 | 13,024 | |
Lonestar Resources U.S., Inc. (a) | 25,340 | 65,631 | |
Magnolia Oil & Gas Corp. Class A (a)(b) | 145,951 | 1,490,160 | |
Marathon Oil Corp. | 1,287,938 | 15,249,186 | |
Marathon Petroleum Corp. | 1,053,552 | 51,845,294 | |
Matador Resources Co. (a)(b) | 161,113 | 2,521,418 | |
Montage Resources Corp. (a) | 16,339 | 48,690 | |
Murphy Oil Corp. (b) | 241,792 | 4,407,868 | |
NACCO Industries, Inc. Class A | 5,760 | 286,733 | |
Nextdecade Corp. (a) | 21,543 | 120,856 | |
Nine Energy Service, Inc. (a) | 21,049 | 115,349 | |
Noble Energy, Inc. | 762,691 | 17,221,563 | |
Northern Oil & Gas, Inc. (a)(b) | 356,625 | 656,190 | |
Oasis Petroleum, Inc. (a) | 422,105 | 1,316,968 | |
Occidental Petroleum Corp. | 1,425,009 | 61,959,391 | |
ONEOK, Inc. | 655,204 | 46,702,941 | |
Overseas Shipholding Group, Inc. (a) | 105,347 | 171,716 | |
Pacific Ethanol, Inc. (a) | 37,614 | 24,261 | |
Panhandle Royalty Co. Class A | 23,693 | 270,811 | |
Par Pacific Holdings, Inc. (a) | 49,860 | 1,083,956 | |
Parsley Energy, Inc. Class A | 420,677 | 7,534,325 | |
PBF Energy, Inc. Class A | 191,235 | 4,532,270 | |
PDC Energy, Inc. (a) | 99,994 | 3,184,809 | |
Peabody Energy Corp. | 129,552 | 2,387,643 | |
Penn Virginia Corp. (a) | 22,552 | 642,732 | |
Phillips 66 Co. | 665,578 | 65,645,958 | |
Pioneer Natural Resources Co. | 269,934 | 33,315,254 | |
PrimeEnergy Corp. (a) | 93 | 10,463 | |
QEP Resources, Inc. | 391,614 | 1,394,146 | |
Ramaco Resources, Inc. (a) | 2,772 | 11,809 | |
Range Resources Corp. (b) | 320,667 | 1,141,575 | |
Renewable Energy Group, Inc. (a)(b) | 58,528 | 712,286 | |
Rex American Resources Corp. (a) | 9,304 | 638,999 | |
Ring Energy, Inc. (a) | 94,812 | 138,426 | |
Roan Resources, Inc. (a)(b) | 90,789 | 102,592 | |
SandRidge Energy, Inc. (a) | 53,249 | 249,205 | |
SemGroup Corp. Class A (b) | 103,346 | 913,579 | |
SilverBow Resources, Inc. (a) | 9,199 | 79,847 | |
SM Energy Co. | 159,722 | 1,514,165 | |
Southwestern Energy Co. (a)(b) | 813,380 | 1,285,140 | |
SRC Energy, Inc. (a) | 399,679 | 2,006,389 | |
Talos Energy, Inc. (a) | 37,654 | 716,932 | |
Targa Resources Corp. | 376,729 | 13,607,451 | |
Tellurian, Inc. (a)(b) | 150,018 | 979,618 | |
Tengasco, Inc. (a) | 925 | 629 | |
The Williams Companies, Inc. | 1,924,451 | 45,417,044 | |
Torchlight Energy Resources, Inc. (a)(b) | 67,894 | 84,868 | |
TransAtlantic Petroleum Ltd. (a) | 13,482 | 9,707 | |
U.S. Energy Corp. (a) | 1,660 | 946 | |
Unit Corp. (a) | 93,091 | 282,066 | |
Uranium Energy Corp. (a)(b) | 273,245 | 256,003 | |
VAALCO Energy, Inc. (a) | 68,840 | 123,912 | |
Valero Energy Corp. | 663,626 | 49,957,765 | |
Vertex Energy, Inc. (a)(b) | 13,073 | 17,126 | |
W&T Offshore, Inc. (a) | 150,982 | 661,301 | |
Whiting Petroleum Corp. (a)(b) | 138,818 | 920,363 | |
World Fuel Services Corp. | 104,268 | 4,003,891 | |
WPX Energy, Inc. (a) | 628,906 | 6,767,029 | |
Zion Oil & Gas, Inc. (a)(b) | 67,148 | 17,458 | |
1,699,568,496 | |||
TOTAL ENERGY | 1,889,271,708 | ||
FINANCIALS - 13.3% | |||
Banks - 5.4% | |||
1st Source Corp. | 31,989 | 1,419,352 | |
ACNB Corp. | 6,553 | 220,705 | |
Allegiance Bancshares, Inc. (a) | 20,268 | 656,886 | |
Amalgamated Bank | 9,791 | 157,146 | |
American National Bankshares, Inc. | 9,385 | 320,967 | |
Ameris Bancorp | 87,036 | 3,062,797 | |
Ames National Corp. | 1,945 | 51,484 | |
Arrow Financial Corp. | 20,959 | 674,041 | |
Associated Banc-Corp. | 248,656 | 4,784,141 | |
Atlantic Capital Bancshares, Inc. (a) | 44,320 | 722,416 | |
Banc of California, Inc. | 71,596 | 1,043,154 | |
BancFirst Corp. | 33,287 | 1,789,842 | |
Bancorp, Inc., Delaware (a) | 92,521 | 844,717 | |
BancorpSouth Bank | 153,751 | 4,241,990 | |
Bank of America Corp. | 14,066,337 | 386,964,931 | |
Bank of Commerce Holdings | 21,286 | 212,860 | |
Bank of Hawaii Corp. | 68,649 | 5,675,899 | |
Bank of Marin Bancorp | 21,123 | 857,805 | |
Bank OZK | 197,713 | 5,100,995 | |
BankFinancial Corp. | 25,085 | 292,491 | |
BankUnited, Inc. | 162,827 | 5,171,386 | |
Bankwell Financial Group, Inc. | 4,491 | 118,158 | |
Banner Corp. | 49,201 | 2,652,426 | |
Bar Harbor Bankshares | 20,362 | 449,389 | |
BB&T Corp. | 1,220,220 | 58,143,483 | |
BCB Bancorp, Inc. | 13,018 | 160,902 | |
Berkshire Hills Bancorp, Inc. | 77,812 | 2,282,226 | |
BOK Financial Corp. | 49,142 | 3,741,672 | |
Boston Private Financial Holdings, Inc. | 139,751 | 1,484,156 | |
Bridge Bancorp, Inc. | 46,512 | 1,251,638 | |
Bridgewater Bancshares, Inc. (a) | 8,724 | 97,098 | |
Brookline Bancorp, Inc., Delaware | 143,429 | 2,013,743 | |
Bryn Mawr Bank Corp. | 33,266 | 1,134,371 | |
Business First Bancshares, Inc. | 6,432 | 151,924 | |
Byline Bancorp, Inc. (a) | 28,709 | 493,795 | |
C & F Financial Corp. | 4,067 | 192,776 | |
Cadence Bancorp Class A | 176,942 | 2,719,599 | |
Cambridge Bancorp | 5,069 | 374,802 | |
Camden National Corp. | 25,086 | 1,040,066 | |
Capital City Bank Group, Inc. | 19,858 | 484,138 | |
Capstar Financial Holdings, Inc. | 2,101 | 32,481 | |
Carolina Financial Corp. | 32,310 | 1,103,387 | |
Carter Bank & Trust (a)(b) | 40,992 | 774,339 | |
Cathay General Bancorp | 126,967 | 4,214,035 | |
CB Financial Services, Inc. | 5,892 | 147,300 | |
CBTX, Inc. | 38,872 | 1,046,823 | |
Centerstate Banks of Florida, Inc. | 168,661 | 3,815,112 | |
Central Pacific Financial Corp. | 49,948 | 1,389,553 | |
Central Valley Community Bancorp | 9,470 | 185,423 | |
Century Bancorp, Inc. Class A (non-vtg.) | 5,906 | 478,386 | |
Chemung Financial Corp. | 3,309 | 132,989 | |
CIT Group, Inc. | 147,584 | 6,285,603 | |
Citigroup, Inc. | 3,679,554 | 236,779,300 | |
Citizens & Northern Corp. | 12,880 | 305,514 | |
Citizens Financial Group, Inc. | 737,913 | 24,897,185 | |
City Holding Co. | 29,460 | 2,190,351 | |
Civista Bancshares, Inc. | 28,333 | 578,843 | |
CNB Financial Corp., Pennsylvania | 26,461 | 699,629 | |
Codorus Valley Bancorp, Inc. | 5,468 | 122,264 | |
Colony Bankcorp, Inc. | 10,379 | 165,649 | |
Columbia Banking Systems, Inc. | 128,132 | 4,421,835 | |
Comerica, Inc. | 242,951 | 14,977,929 | |
Commerce Bancshares, Inc. | 152,966 | 8,729,770 | |
Community Bank System, Inc. | 88,206 | 5,379,684 | |
Community Bankers Trust Corp. | 17,731 | 137,593 | |
Community Financial Corp. | 6,786 | 213,284 | |
Community Trust Bancorp, Inc. | 28,063 | 1,091,651 | |
ConnectOne Bancorp, Inc. | 49,514 | 1,014,047 | |
County Bancorp, Inc. | 8,105 | 140,622 | |
Cullen/Frost Bankers, Inc. | 102,424 | 8,502,216 | |
Customers Bancorp, Inc. (a) | 51,208 | 967,319 | |
CVB Financial Corp. | 148,579 | 3,056,270 | |
DNB Financial Corp. | 9,271 | 381,594 | |
Eagle Bancorp, Inc. | 52,599 | 2,142,883 | |
East West Bancorp, Inc. | 225,167 | 9,261,119 | |
Enterprise Bancorp, Inc. | 11,406 | 329,976 | |
Enterprise Financial Services Corp. | 39,651 | 1,563,042 | |
Equity Bancshares, Inc. (a) | 24,680 | 624,404 | |
Evans Bancorp, Inc. | 4,622 | 157,656 | |
Farmers & Merchants Bancorp, Inc. (b) | 13,633 | 348,732 | |
Farmers National Banc Corp. | 60,654 | 818,829 | |
Fifth Third Bancorp | 1,153,571 | 30,511,953 | |
Financial Institutions, Inc. | 21,016 | 610,725 | |
First Bancorp, North Carolina | 51,605 | 1,817,528 | |
First Bancorp, Puerto Rico | 358,839 | 3,437,678 | |
First Bancshares, Inc. | 17,561 | 553,874 | |
First Bank Hamilton New Jersey | 18,405 | 194,357 | |
First Busey Corp. | 82,905 | 2,031,173 | |
First Business Finance Services, Inc. | 8,338 | 188,022 | |
First Capital, Inc. | 1,410 | 79,806 | |
First Choice Bancorp | 11,924 | 249,689 | |
First Citizens Bancshares, Inc. | 13,252 | 5,891,839 | |
First Commonwealth Financial Corp. | 179,898 | 2,225,338 | |
First Community Bankshares, In | 18,407 | 585,527 | |
First Community Corp. | 21,167 | 377,831 | |
First Financial Bancorp, Ohio | 163,479 | 3,828,678 | |
First Financial Bankshares, Inc. (b) | 224,530 | 6,875,109 | |
First Financial Corp., Indiana | 20,183 | 819,430 | |
First Financial Northwest, Inc. | 3,118 | 42,779 | |
First Foundation, Inc. | 65,748 | 917,842 | |
First Hawaiian, Inc. | 143,694 | 3,692,936 | |
First Horizon National Corp. | 503,758 | 7,974,489 | |
First Internet Bancorp | 13,967 | 282,413 | |
First Interstate Bancsystem, Inc. | 65,547 | 2,556,333 | |
First Merchants Corp. | 85,769 | 3,063,669 | |
First Mid-Illinois Bancshares, Inc. | 12,868 | 412,934 | |
First Midwest Bancorp, Inc., Delaware | 189,510 | 3,638,592 | |
First Northwest Bancorp | 3,942 | 62,993 | |
First of Long Island Corp. | 36,214 | 788,017 | |
First Republic Bank | 261,292 | 23,443,118 | |
First Savings Financial Group, Inc. | 2,531 | 149,329 | |
First United Corp. | 6,346 | 137,962 | |
Flushing Financial Corp. | 43,830 | 845,481 | |
FNB Corp., Pennsylvania | 533,636 | 5,736,587 | |
FNCM Bancorp, Inc. | 20,052 | 147,583 | |
Franklin Financial Network, Inc. | 18,818 | 544,405 | |
Franklin Financial Services Corp. | 7,889 | 249,135 | |
Fulton Financial Corp. | 248,906 | 3,970,051 | |
German American Bancorp, Inc. | 40,139 | 1,225,444 | |
Glacier Bancorp, Inc. | 140,307 | 5,568,785 | |
Great Southern Bancorp, Inc. | 20,678 | 1,164,999 | |
Great Western Bancorp, Inc. | 81,904 | 2,443,196 | |
Guaranty Bancshares, Inc. Texas | 15,323 | 461,835 | |
Hancock Whitney Corp. | 149,407 | 5,245,680 | |
Hanmi Financial Corp. | 53,933 | 965,940 | |
HarborOne Bancorp, Inc. | 90,708 | 903,452 | |
Hawthorn Bancshares, Inc. | 7,315 | 161,662 | |
Heartland Financial U.S.A., Inc. | 56,728 | 2,480,715 | |
Heritage Commerce Corp. | 62,311 | 722,184 | |
Heritage Financial Corp., Washington | 60,282 | 1,578,183 | |
Hilltop Holdings, Inc. | 126,534 | 3,005,183 | |
Home Bancshares, Inc. | 258,141 | 4,574,259 | |
HomeTrust Bancshares, Inc. | 26,847 | 677,081 | |
Hope Bancorp, Inc. | 193,008 | 2,588,237 | |
Horizon Bancorp, Inc. Indiana | 89,016 | 1,447,400 | |
Howard Bancorp, Inc. (a) | 7,039 | 104,107 | |
Huntington Bancshares, Inc. | 1,635,829 | 21,674,734 | |
IBERIABANK Corp. | 96,755 | 6,675,127 | |
Independent Bank Corp. | 41,153 | 799,603 | |
Independent Bank Corp., Massachusetts | 58,374 | 3,946,666 | |
Independent Bank Group, Inc. | 62,876 | 3,075,265 | |
International Bancshares Corp. | 93,590 | 3,330,868 | |
Investar Holding Corp. | 18,222 | 423,115 | |
Investors Bancorp, Inc. | 378,923 | 4,206,045 | |
JPMorgan Chase & Co. | 5,179,826 | 569,055,684 | |
KeyCorp | 1,598,353 | 26,532,660 | |
Lakeland Bancorp, Inc. | 86,035 | 1,280,201 | |
Lakeland Financial Corp. | 43,643 | 1,847,408 | |
LCNB Corp. | 18,242 | 305,918 | |
LegacyTexas Financial Group, Inc. | 74,072 | 2,992,509 | |
Live Oak Bancshares, Inc. (b) | 46,449 | 833,295 | |
Luther Burbank Corp. | 22,617 | 236,574 | |
M&T Bank Corp. | 218,422 | 31,935,481 | |
Macatawa Bank Corp. | 35,051 | 346,654 | |
Mackinac Financial Corp. | 9,630 | 136,168 | |
Mainstreet Bancshares, Inc. (a)(b) | 13,392 | 285,384 | |
Malvern Bancorp, Inc. (a) | 4,466 | 94,456 | |
MBT Financial Corp. | 29,579 | 291,057 | |
Mercantile Bank Corp. | 24,398 | 750,726 | |
Merchants Bancorp/IN | 22,323 | 354,043 | |
Metropolitan Bank Holding Corp. (a) | 13,019 | 471,288 | |
Mid Penn Bancorp, Inc. | 11,074 | 268,545 | |
Middlefield Banc Corp. | 5,696 | 267,883 | |
Midland States Bancorp, Inc. | 32,341 | 833,428 | |
Midsouth Bancorp, Inc. | 17,081 | 176,788 | |
MidWestOne Financial Group, Inc. | 28,269 | 818,953 | |
MutualFirst Financial, Inc. | 14,801 | 446,546 | |
National Bank Holdings Corp. | 47,201 | 1,540,641 | |
National Bankshares, Inc. | 10,765 | 360,628 | |
NBT Bancorp, Inc. | 78,461 | 2,743,781 | |
Nicolet Bankshares, Inc. (a) | 12,768 | 809,236 | |
Northeast Bank | 9,460 | 198,565 | |
Northrim Bancorp, Inc. | 11,637 | 421,259 | |
Norwood Financial Corp. (b) | 5,574 | 171,233 | |
OFG Bancorp | 77,337 | 1,586,955 | |
Ohio Valley Banc Corp. | 3,089 | 99,497 | |
Old Line Bancshares, Inc. | 22,646 | 598,307 | |
Old National Bancorp, Indiana | 218,544 | 3,671,539 | |
Old Point Financial Corp. | 1,380 | 32,954 | |
Old Second Bancorp, Inc. | 34,624 | 408,217 | |
Opus Bank | 38,526 | 799,800 | |
Origin Bancorp, Inc. | 8,409 | 269,424 | |
Orrstown Financial Services, Inc. | 18,638 | 397,735 | |
Pacific Mercantile Bancorp (a) | 24,891 | 189,172 | |
Pacific Premier Bancorp, Inc. | 77,549 | 2,284,594 | |
PacWest Bancorp | 193,381 | 6,590,424 | |
Park National Corp. | 25,550 | 2,301,544 | |
Parke Bancorp, Inc. | 11,510 | 262,083 | |
PCSB Financial Corp. | 42,790 | 843,391 | |
Peapack-Gladstone Financial Corp. | 25,493 | 717,118 | |
Penns Woods Bancorp, Inc. | 2,827 | 116,727 | |
People's Utah Bancorp | 25,784 | 683,276 | |
Peoples Bancorp of North Carolina | 3,110 | 86,676 | |
Peoples Bancorp, Inc. | 28,178 | 865,346 | |
Peoples Financial Services Corp. | 8,883 | 397,692 | |
Peoples United Financial, Inc. | 606,584 | 8,716,612 | |
Pinnacle Financial Partners, Inc. | 113,557 | 5,981,047 | |
PNC Financial Services Group, Inc. | 718,037 | 92,576,510 | |
Popular, Inc. | 156,268 | 8,215,009 | |
Preferred Bank, Los Angeles | 22,450 | 1,121,602 | |
Premier Financial Bancorp, Inc. | 5,113 | 79,252 | |
Prosperity Bancshares, Inc. (b) | 101,610 | 6,596,521 | |
QCR Holdings, Inc. | 22,811 | 805,456 | |
Regions Financial Corp. | 1,587,320 | 23,206,618 | |
Reliant Bancorp, Inc. | 6,874 | 157,483 | |
Renasant Corp. | 84,726 | 2,778,166 | |
Republic Bancorp, Inc., Kentucky Class A | 15,971 | 677,969 | |
Republic First Bancorp, Inc. (a) | 85,167 | 344,501 | |
S&T Bancorp, Inc. (b) | 60,401 | 2,066,922 | |
Sandy Spring Bancorp, Inc. | 60,121 | 2,012,851 | |
SB One Bancorp | 5,787 | 129,166 | |
Seacoast Banking Corp., Florida (a) | 84,013 | 1,960,863 | |
ServisFirst Bancshares, Inc. (b) | 76,242 | 2,317,757 | |
Shore Bancshares, Inc. | 15,325 | 235,392 | |
Sierra Bancorp | 21,360 | 526,310 | |
Signature Bank | 87,273 | 10,180,395 | |
Simmons First National Corp. Class A | 145,188 | 3,484,512 | |
SmartFinancial, Inc. (a) | 10,814 | 209,575 | |
South State Corp. | 53,300 | 3,921,814 | |
Southern First Bancshares, Inc. (a) | 14,368 | 548,427 | |
Southern National Bancorp of Virginia, Inc. | 28,505 | 416,743 | |
Southside Bancshares, Inc. | 56,096 | 1,847,241 | |
Spirit of Texas Bancshares, Inc. (a) | 22,036 | 453,942 | |
Sterling Bancorp | 332,596 | 6,342,606 | |
Stewardship Financial Corp. | 12,623 | 195,909 | |
Stock Yards Bancorp, Inc. | 35,328 | 1,282,406 | |
Summit Financial Group, Inc. | 15,441 | 380,312 | |
SunTrust Banks, Inc. | 705,241 | 43,379,374 | |
SVB Financial Group (a) | 82,662 | 16,087,678 | |
Synovus Financial Corp. | 248,359 | 8,826,679 | |
Tcf Financial Corp. | 248,231 | 9,571,787 | |
Texas Capital Bancshares, Inc. (a) | 77,441 | 4,172,521 | |
The Bank of Princeton | 5,867 | 156,649 | |
The First Bancorp, Inc. | 13,025 | 330,835 | |
Tompkins Financial Corp. | 22,417 | 1,773,185 | |
TowneBank | 115,388 | 3,031,243 | |
Trico Bancshares | 47,672 | 1,685,682 | |
TriState Capital Holdings, Inc. (a) | 39,665 | 783,384 | |
Triumph Bancorp, Inc. (a) | 39,694 | 1,190,423 | |
Trustmark Corp. | 106,258 | 3,472,511 | |
Two River Bancorp | 2,567 | 48,542 | |
U.S. Bancorp | 2,375,960 | 125,189,332 | |
UMB Financial Corp. | 73,893 | 4,605,012 | |
Umpqua Holdings Corp. | 385,493 | 6,056,095 | |
Union Bankshares Corp. | 112,698 | 4,069,525 | |
Union Bankshares, Inc. | 1,338 | 36,715 | |
United Bankshares, Inc., West Virginia (b) | 168,543 | 6,215,866 | |
United Community Bank, Inc. | 137,725 | 3,637,317 | |
United Security Bancshares, California | 18,186 | 188,771 | |
Unity Bancorp, Inc. | 4,337 | 85,135 | |
Univest Corp. of Pennsylvania | 51,389 | 1,300,656 | |
Valley National Bancorp | 544,146 | 5,718,974 | |
Veritex Holdings, Inc. | 79,797 | 1,883,209 | |
Washington Trust Bancorp, Inc. | 26,040 | 1,208,256 | |
Webster Financial Corp. | 154,867 | 6,931,847 | |
Wells Fargo & Co. | 6,466,321 | 301,136,569 | |
WesBanco, Inc. | 93,568 | 3,201,897 | |
West Bancorp., Inc. | 45,079 | 939,446 | |
Westamerica Bancorp. (b) | 47,518 | 2,927,584 | |
Western Alliance Bancorp. | 149,021 | 6,470,492 | |
Wintrust Financial Corp. | 85,902 | 5,397,223 | |
Zions Bancorp NA (b) | 285,509 | 11,731,565 | |
2,504,463,289 | |||
Capital Markets - 2.7% | |||
Affiliated Managers Group, Inc. | 80,704 | 6,184,348 | |
Ameriprise Financial, Inc. | 214,922 | 27,720,640 | |
Ares Management Corp. | 112,455 | 3,272,441 | |
Artisan Partners Asset Management, Inc. | 84,597 | 2,253,664 | |
Ashford, Inc. (a) | 1,839 | 46,435 | |
Associated Capital Group, Inc. | 4,461 | 155,064 | |
B. Riley Financial, Inc. | 24,271 | 513,574 | |
Bank of New York Mellon Corp. | 1,403,826 | 59,044,922 | |
BGC Partners, Inc. Class A | 433,442 | 2,210,554 | |
BlackRock, Inc. Class A | 189,579 | 80,108,502 | |
Blucora, Inc. (a) | 73,709 | 1,664,349 | |
Cboe Global Markets, Inc. | 177,639 | 21,167,463 | |
Charles Schwab Corp. | 1,894,324 | 72,495,779 | |
CME Group, Inc. | 570,036 | 123,863,122 | |
Cohen & Co., Inc. (b) | 505 | 1,855 | |
Cohen & Steers, Inc. | 37,631 | 2,029,440 | |
Cowen Group, Inc. Class A (a)(b) | 45,668 | 712,877 | |
Diamond Hill Investment Group, Inc. | 5,740 | 774,326 | |
Donnelley Financial Solutions, Inc. (a) | 57,323 | 609,343 | |
E*TRADE Financial Corp. | 387,256 | 16,164,065 | |
Eaton Vance Corp. (non-vtg.) | 191,781 | 8,269,597 | |
Evercore, Inc. Class A | 64,050 | 5,108,628 | |
FactSet Research Systems, Inc. (b) | 60,409 | 16,436,685 | |
Federated Investors, Inc. Class B (non-vtg.) | 156,121 | 5,002,117 | |
Franklin Resources, Inc. (b) | 463,840 | 12,189,715 | |
Gain Capital Holdings, Inc. | 46,389 | 211,070 | |
GAMCO Investors, Inc. Class A | 5,879 | 103,882 | |
Goldman Sachs Group, Inc. | 541,558 | 110,429,092 | |
Great Elm Capital Group, Inc. (a) | 42,529 | 157,357 | |
Greenhill & Co., Inc. | 27,322 | 383,601 | |
GTY Govtech, Inc. (a) | 78,176 | 489,382 | |
Hamilton Lane, Inc. Class A | 28,455 | 1,768,194 | |
Houlihan Lokey | 60,166 | 2,658,134 | |
Interactive Brokers Group, Inc. (b) | 121,058 | 5,713,938 | |
IntercontinentalExchange, Inc. | 897,477 | 83,896,150 | |
INTL FCStone, Inc. (a) | 26,158 | 1,025,655 | |
Invesco Ltd. | 630,944 | 9,905,821 | |
Janus Henderson Group PLC | 256,738 | 4,906,263 | |
KKR & Co. LP | 873,293 | 22,565,891 | |
Ladenburg Thalmann Financial Services, Inc. | 187,181 | 366,875 | |
Lazard Ltd. Class A | 208,696 | 7,166,621 | |
Legg Mason, Inc. (b) | 139,013 | 5,114,288 | |
LPL Financial | 131,476 | 9,854,126 | |
Manning & Napier, Inc. Class A | 15,989 | 30,379 | |
MarketAxess Holdings, Inc. | 59,806 | 23,780,062 | |
Moelis & Co. Class A | 74,210 | 2,488,261 | |
Moody's Corp. | 262,560 | 56,602,685 | |
Morgan Stanley | 2,036,885 | 84,510,359 | |
Morningstar, Inc. | 30,680 | 4,957,274 | |
MSCI, Inc. | 135,564 | 31,807,381 | |
Northern Trust Corp. | 348,234 | 30,620,216 | |
Oppenheimer Holdings, Inc. Class A (non-vtg.) | 14,168 | 393,304 | |
Piper Jaffray Companies | 19,742 | 1,436,428 | |
PJT Partners, Inc. | 31,846 | 1,325,112 | |
Pzena Investment Management, Inc. | 25,308 | 205,754 | |
Raymond James Financial, Inc. | 201,260 | 15,800,923 | |
S&P Global, Inc. | 391,281 | 101,807,403 | |
Safeguard Scientifics, Inc. (a) | 48,864 | 584,413 | |
SEI Investments Co. | 202,863 | 11,666,651 | |
Silvercrest Asset Management Group Class A | 4,406 | 57,586 | |
State Street Corp. | 593,131 | 30,433,552 | |
Stifel Financial Corp. (b) | 109,143 | 5,830,419 | |
T. Rowe Price Group, Inc. | 377,610 | 41,771,218 | |
TD Ameritrade Holding Corp. | 424,506 | 18,852,311 | |
The NASDAQ OMX Group, Inc. | 184,045 | 18,375,053 | |
Tradeweb Markets, Inc. Class A | 77,447 | 3,298,468 | |
U.S. Global Investments, Inc. Class A | 5,601 | 12,042 | |
Virtu Financial, Inc. Class A (b) | 106,990 | 2,011,412 | |
Virtus Investment Partners, Inc. | 10,035 | 1,070,634 | |
Waddell & Reed Financial, Inc. Class A (b) | 126,704 | 2,048,804 | |
Westwood Holdings Group, Inc. | 12,248 | 336,208 | |
WisdomTree Investments, Inc. | 205,104 | 986,550 | |
1,227,816,707 | |||
Consumer Finance - 0.7% | |||
Ally Financial, Inc. | 646,547 | 20,269,248 | |
American Express Co. | 1,089,906 | 131,191,985 | |
Asta Funding, Inc. (a) | 3,277 | 23,496 | |
Atlanticus Holdings Corp. (a) | 26,109 | 166,053 | |
Capital One Financial Corp. | 745,905 | 64,610,291 | |
Consumer Portfolio Services, Inc. (a) | 8,750 | 31,063 | |
Credit Acceptance Corp. (a) | 19,166 | 8,675,490 | |
CURO Group Holdings Corp. (a)(b) | 23,380 | 318,436 | |
Discover Financial Services | 513,068 | 41,030,048 | |
Elevate Credit, Inc. (a) | 24,603 | 106,039 | |
Encore Capital Group, Inc. (a)(b) | 39,097 | 1,442,679 | |
Enova International, Inc. (a) | 54,921 | 1,312,612 | |
EZCORP, Inc. (non-vtg.) Class A (a)(b) | 91,016 | 716,296 | |
First Cash Financial Services, Inc. | 67,317 | 6,646,207 | |
Green Dot Corp. Class A (a) | 76,142 | 2,328,422 | |
LendingClub Corp. (a) | 142,978 | 1,871,582 | |
Navient Corp. | 326,340 | 4,157,572 | |
Nelnet, Inc. Class A | 36,286 | 2,432,976 | |
Nicholas Financial, Inc. (a) | 4,184 | 39,246 | |
OneMain Holdings, Inc. | 128,582 | 4,609,665 | |
PRA Group, Inc. (a) | 76,064 | 2,596,825 | |
Regional Management Corp. (a) | 11,662 | 300,297 | |
Santander Consumer U.S.A. Holdings, Inc. | 176,537 | 4,609,381 | |
SLM Corp. | 695,439 | 5,869,505 | |
Synchrony Financial | 1,007,567 | 32,292,522 | |
World Acceptance Corp. (a) | 9,596 | 1,275,308 | |
338,923,244 | |||
Diversified Financial Services - 1.4% | |||
AXA Equitable Holdings, Inc. | 388,586 | 8,070,931 | |
Berkshire Hathaway, Inc. Class B (a) | 3,081,933 | 626,895,992 | |
Cannae Holdings, Inc. (a) | 114,342 | 3,180,994 | |
Columbia Financial, Inc. (a) | 101,392 | 1,537,103 | |
FB Financial Corp. | 32,397 | 1,162,080 | |
FGL Holdings Class A | 298,113 | 2,378,942 | |
Focus Financial Partners, Inc. Class A (a) | 36,481 | 748,590 | |
HF Foods Group, Inc. (a)(b) | 7,174 | 139,032 | |
International Money Express, Inc. (a) | 26,026 | 339,379 | |
Jefferies Financial Group, Inc. | 401,775 | 7,489,086 | |
Marlin Business Services Corp. | 10,344 | 223,741 | |
On Deck Capital, Inc. (a) | 86,209 | 280,179 | |
Pennymac Financial Services, Inc. | 93,616 | 2,770,097 | |
Rafael Holdings, Inc. (a) | 16,416 | 331,603 | |
RBB Bancorp | 16,570 | 305,385 | |
Sachem Capital Corp. | 10,019 | 48,692 | |
Victory Capital Holdings, Inc. | 21,489 | 343,179 | |
Voya Financial, Inc. | 228,520 | 11,270,606 | |
667,515,611 | |||
Insurance - 2.7% | |||
AFLAC, Inc. | 1,182,851 | 59,355,463 | |
Alleghany Corp. (a) | 22,816 | 17,096,257 | |
Allstate Corp. | 530,188 | 54,285,949 | |
AMBAC Financial Group, Inc. (a) | 77,765 | 1,402,881 | |
American Equity Investment Life Holding Co. | 145,619 | 3,138,089 | |
American Financial Group, Inc. | 112,864 | 11,395,878 | |
American International Group, Inc. | 1,385,819 | 72,118,021 | |
American National Insurance Co. | 13,214 | 1,507,321 | |
Amerisafe, Inc. | 33,462 | 2,298,839 | |
Aon PLC | 383,315 | 74,688,928 | |
Arch Capital Group Ltd. (a) | 639,490 | 25,259,855 | |
Argo Group International Holdings, Ltd. | 56,236 | 3,695,830 | |
Arthur J. Gallagher & Co. | 292,986 | 26,576,760 | |
Assurant, Inc. | 96,268 | 11,840,964 | |
Assured Guaranty Ltd. | 159,279 | 6,777,321 | |
Athene Holding Ltd. (a) | 195,199 | 7,585,433 | |
Atlas Financial Holdings, Inc. (a)(b) | 6,862 | 2,761 | |
Axis Capital Holdings Ltd. | 133,681 | 8,206,677 | |
Brighthouse Financial, Inc. (a) | 183,958 | 6,486,359 | |
Brown & Brown, Inc. | 369,313 | 13,623,957 | |
Chubb Ltd. | 727,967 | 113,766,683 | |
Cincinnati Financial Corp. | 241,272 | 27,140,687 | |
Citizens, Inc. Class A (a)(b) | 93,111 | 584,737 | |
CNA Financial Corp. | 50,630 | 2,386,192 | |
CNO Financial Group, Inc. | 262,881 | 3,806,517 | |
Crawford & Co.: | |||
Class A | 29,006 | 279,908 | |
Class B | 23,130 | 200,306 | |
Donegal Group, Inc. Class A | 13,696 | 197,633 | |
eHealth, Inc. (a) | 30,269 | 2,521,710 | |
EMC Insurance Group | 15,765 | 566,594 | |
Employers Holdings, Inc. | 53,235 | 2,296,026 | |
Enstar Group Ltd. (a) | 24,311 | 4,342,431 | |
Erie Indemnity Co. Class A | 31,682 | 6,948,179 | |
Everest Re Group Ltd. | 64,390 | 15,188,313 | |
FBL Financial Group, Inc. Class A | 22,032 | 1,194,795 | |
Fednat Holding Co. | 14,251 | 174,290 | |
First American Financial Corp. | 175,722 | 10,270,951 | |
FNF Group | 434,734 | 19,102,212 | |
Genworth Financial, Inc. Class A | 811,089 | 3,593,124 | |
Global Indemnity Ltd. | 10,055 | 258,916 | |
Globe Life, Inc. | 160,349 | 14,312,752 | |
Goosehead Insurance (b) | 16,570 | 766,197 | |
Greenlight Capital Re, Ltd. (a)(b) | 44,482 | 408,790 | |
Hallmark Financial Services, Inc. (a) | 33,875 | 595,523 | |
Hanover Insurance Group, Inc. | 64,728 | 8,618,533 | |
Hartford Financial Services Group, Inc. | 574,598 | 33,487,571 | |
HCI Group, Inc. | 12,740 | 496,478 | |
Health Insurance Innovations, Inc. (a)(b) | 19,765 | 362,490 | |
Heritage Insurance Holdings, Inc. | 44,138 | 578,649 | |
Horace Mann Educators Corp. | 63,275 | 2,775,874 | |
Independence Holding Co. | 11,745 | 434,800 | |
Investors Title Co. | 1,775 | 261,280 | |
James River Group Holdings Ltd. | 51,192 | 2,522,742 | |
Kemper Corp. | 98,075 | 6,863,289 | |
Kingstone Companies, Inc. | 8,672 | 70,156 | |
Kinsale Capital Group, Inc. | 29,981 | 2,945,034 | |
Lincoln National Corp. | 321,108 | 16,980,191 | |
Loews Corp. | 428,297 | 20,588,237 | |
Maiden Holdings Ltd. | 91,758 | 44,044 | |
Markel Corp. (a) | 21,936 | 25,074,603 | |
Marsh & McLennan Companies, Inc. | 813,005 | 81,211,069 | |
MBIA, Inc. (a)(b) | 152,603 | 1,373,427 | |
Mercury General Corp. | 43,762 | 2,341,267 | |
MetLife, Inc. | 1,512,855 | 67,019,477 | |
National General Holdings Corp. | 107,328 | 2,530,794 | |
National Western Life Group, Inc. | 3,870 | 997,763 | |
NI Holdings, Inc. (a) | 10,084 | 169,411 | |
Old Republic International Corp. | 450,498 | 10,523,633 | |
Palomar Holdings, Inc. | 12,647 | 430,377 | |
Primerica, Inc. | 65,647 | 7,823,153 | |
Principal Financial Group, Inc. | 408,278 | 21,728,555 | |
ProAssurance Corp. | 88,091 | 3,441,715 | |
Progressive Corp. | 930,179 | 70,507,568 | |
Protective Insurance Corp. Class B | 10,859 | 175,916 | |
Prudential Financial, Inc. | 647,435 | 51,853,069 | |
Reinsurance Group of America, Inc. | 99,155 | 15,266,895 | |
RenaissanceRe Holdings Ltd. | 70,115 | 12,659,263 | |
RLI Corp. | 61,425 | 5,624,687 | |
Safety Insurance Group, Inc. | 26,163 | 2,523,160 | |
Selective Insurance Group, Inc. | 92,869 | 7,395,158 | |
State Auto Financial Corp. | 30,698 | 981,415 | |
Stewart Information Services Corp. | 37,951 | 1,359,405 | |
The Travelers Companies, Inc. | 416,077 | 61,146,676 | |
Third Point Reinsurance Ltd. (a) | 118,010 | 1,111,654 | |
Tiptree, Inc. | 24,317 | 168,760 | |
Trupanion, Inc. (a)(b) | 44,515 | 1,072,366 | |
United Fire Group, Inc. | 38,342 | 1,731,525 | |
United Insurance Holdings Corp. | 36,429 | 426,948 | |
Universal Insurance Holdings, Inc. | 53,238 | 1,330,950 | |
Unum Group | 331,651 | 8,427,252 | |
W.R. Berkley Corp. | 230,221 | 16,403,246 | |
Watford Holdings Ltd. (a) | 8,968 | 208,058 | |
White Mountains Insurance Group Ltd. | 4,952 | 5,252,586 | |
Willis Group Holdings PLC | 206,458 | 40,872,490 | |
1,266,440,668 | |||
Mortgage Real Estate Investment Trusts - 0.2% | |||
AG Mortgage Investment Trust, Inc. | 54,222 | 812,788 | |
AGNC Investment Corp. | 850,996 | 12,654,311 | |
Annaly Capital Management, Inc. | 2,566,213 | 21,299,568 | |
Anworth Mortgage Asset Corp. | 273,575 | 848,083 | |
Apollo Commercial Real Estate Finance, Inc. | 221,338 | 4,105,820 | |
Arbor Realty Trust, Inc. (b) | 110,589 | 1,387,892 | |
Ares Commercial Real Estate Corp. | 45,291 | 678,912 | |
Arlington Asset Investment Corp. (b) | 73,376 | 362,477 | |
Armour Residential REIT, Inc. | 72,057 | 1,183,176 | |
Blackstone Mortgage Trust, Inc. (b) | 211,444 | 7,358,251 | |
Capstead Mortgage Corp. | 151,690 | 1,102,786 | |
Cherry Hill Mortgage Investment Corp. | 14,309 | 172,137 | |
Chimera Investment Corp. | 290,392 | 5,537,775 | |
Dynex Capital, Inc. | 35,525 | 501,613 | |
Ellington Financial LLC | 50,766 | 886,882 | |
Ellington Residential Mortgage REIT | 11,397 | 111,577 | |
Exantas Capital Corp. | 46,287 | 518,877 | |
Granite Point Mortgage Trust, Inc. | 76,791 | 1,404,507 | |
Great Ajax Corp. | 50,748 | 739,906 | |
Hunt Companies Finance Trust, Inc. | 4,478 | 14,643 | |
Invesco Mortgage Capital, Inc. | 206,669 | 3,106,235 | |
KKR Real Estate Finance Trust, Inc. | 50,915 | 962,803 | |
Ladder Capital Corp. Class A | 155,098 | 2,602,544 | |
MFA Financial, Inc. | 690,812 | 4,953,122 | |
New Residential Investment Corp. | 646,010 | 9,089,361 | |
New York Mortgage Trust, Inc. | 366,898 | 2,256,423 | |
Orchid Island Capital, Inc. | 83,018 | 450,788 | |
PennyMac Mortgage Investment Trust | 120,162 | 2,614,725 | |
Redwood Trust, Inc. | 170,284 | 2,826,714 | |
Starwood Property Trust, Inc. | 439,468 | 10,296,735 | |
TPG RE Finance Trust, Inc. | 99,358 | 1,928,539 | |
Tremont Mortgage Trust | 14,007 | 60,370 | |
Two Harbors Investment Corp. | 432,196 | 5,458,635 | |
Western Asset Mortgage Capital Corp. | 77,370 | 727,278 | |
ZAIS Financial Corp. | 63,701 | 935,131 | |
109,951,384 | |||
Real Estate Management & Development - 0.0% | |||
The RMR Group, Inc. | 24,534 | 1,143,039 | |
Thrifts & Mortgage Finance - 0.2% | |||
Axos Financial, Inc. (a) | 86,619 | 2,244,298 | |
Capitol Federal Financial, Inc. | 255,213 | 3,437,719 | |
Dime Community Bancshares, Inc. | 55,488 | 1,100,327 | |
Entegra Financial Corp. (a) | 15,687 | 471,237 | |
ESSA Bancorp, Inc. | 3,152 | 48,226 | |
Essent Group Ltd. | 157,164 | 7,622,454 | |
Farmer Mac Class C (non-vtg.) | 16,730 | 1,377,716 | |
First Defiance Financial Corp. | 33,666 | 880,366 | |
Flagstar Bancorp, Inc. | 46,389 | 1,686,240 | |
FS Bancorp, Inc. | 7,097 | 343,495 | |
Hingham Institution for Savings | 2,502 | 450,610 | |
Home Bancorp, Inc. | 10,746 | 400,611 | |
HomeStreet, Inc. (a) | 48,519 | 1,279,446 | |
Impac Mortgage Holdings, Inc. (a) | 16,813 | 107,603 | |
Kearny Financial Corp. | 164,252 | 2,066,290 | |
LendingTree, Inc. (a)(b) | 11,935 | 3,700,924 | |
Meridian Bancorp, Inc. Maryland | 94,419 | 1,650,444 | |
Meta Financial Group, Inc. | 45,206 | 1,397,317 | |
MGIC Investment Corp. | 547,903 | 6,930,973 | |
MMA Capital Management, LLC (a)(b) | 7,913 | 234,225 | |
New York Community Bancorp, Inc. | 729,383 | 8,417,080 | |
NMI Holdings, Inc. (a) | 107,207 | 3,038,246 | |
Northfield Bancorp, Inc. | 73,314 | 1,137,833 | |
Northwest Bancshares, Inc. | 188,378 | 2,978,256 | |
OceanFirst Financial Corp. | 79,532 | 1,671,763 | |
Ocwen Financial Corp. (a) | 166,356 | 297,777 | |
Oritani Financial Corp. | 62,508 | 1,070,762 | |
PDL Community Bancorp (a) | 12,866 | 179,995 | |
Provident Financial Holdings, Inc. | 2,249 | 45,407 | |
Provident Financial Services, Inc. | 107,408 | 2,557,384 | |
Radian Group, Inc. | 323,438 | 7,293,527 | |
Riverview Bancorp, Inc. | 38,225 | 269,486 | |
Security National Financial Corp. Class A | 9,505 | 47,240 | |
Southern Missouri Bancorp, Inc. | 9,580 | 319,972 | |
Sterling Bancorp, Inc. | 33,089 | 308,720 | |
Territorial Bancorp, Inc. | 9,714 | 265,678 | |
TFS Financial Corp. (b) | 109,308 | 1,913,983 | |
Timberland Bancorp, Inc. | 10,228 | 261,530 | |
Trustco Bank Corp., New York | 163,264 | 1,252,235 | |
United Community Financial Corp. | 107,852 | 1,040,772 | |
United Financial Bancorp, Inc. New | 87,692 | 1,096,150 | |
Walker & Dunlop, Inc. | 45,591 | 2,546,713 | |
Washington Federal, Inc. | 135,311 | 4,817,072 | |
Waterstone Financial, Inc. | 43,486 | 721,433 | |
Westfield Financial, Inc. | 31,323 | 278,461 | |
WMI Holdings Corp. (a) | 50,605 | 445,830 | |
WSFS Financial Corp. | 79,311 | 3,269,199 | |
84,973,025 | |||
TOTAL FINANCIALS | 6,201,226,967 | ||
HEALTH CARE - 13.7% | |||
Biotechnology - 2.6% | |||
AbbVie, Inc. | 2,354,796 | 154,804,289 | |
Abeona Therapeutics, Inc. (a) | 59,415 | 91,499 | |
ACADIA Pharmaceuticals, Inc. (a)(b) | 176,685 | 4,887,107 | |
Acceleron Pharma, Inc. (a) | 73,146 | 3,284,987 | |
Achillion Pharmaceuticals, Inc. (a) | 231,535 | 1,007,177 | |
Acorda Therapeutics, Inc. (a) | 64,872 | 209,537 | |
Actinium Pharmaceuticals, Inc. (a) | 122,463 | 28,166 | |
Adamas Pharmaceuticals, Inc. (a)(b) | 28,128 | 177,488 | |
ADMA Biologics, Inc. (a)(b) | 51,410 | 230,317 | |
Aduro Biotech, Inc. (a) | 75,818 | 93,256 | |
Advaxis, Inc. (a) | 2,375 | 811 | |
Adverum Biotechnologies, Inc. (a) | 86,912 | 897,801 | |
Aeglea BioTherapeutics, Inc. (a) | 32,148 | 250,915 | |
Aerpio Pharmaceuticals, Inc. (a) | 18,301 | 13,360 | |
Aevi Genomic Medicine, Inc. (a) | 30,561 | 5,577 | |
Agenus, Inc. (a)(b) | 168,639 | 485,680 | |
AgeX Therapeutics, Inc. (a) | 25,409 | 69,112 | |
Agios Pharmaceuticals, Inc. (a)(b) | 83,342 | 3,162,829 | |
Aimmune Therapeutics, Inc. (a)(b) | 56,193 | 1,145,775 | |
Akebia Therapeutics, Inc. (a)(b) | 168,135 | 694,398 | |
Albireo Pharma, Inc. (a) | 15,371 | 375,821 | |
Alder Biopharmaceuticals, Inc. (a)(b) | 119,538 | 1,069,865 | |
Aldeyra Therapeutics, Inc. (a) | 43,126 | 190,186 | |
Alector, Inc. (b) | 15,486 | 254,900 | |
Alexion Pharmaceuticals, Inc. (a) | 355,319 | 35,801,942 | |
Alkermes PLC (a) | 249,280 | 5,229,894 | |
Allakos, Inc. (a)(b) | 37,802 | 3,343,965 | |
Allena Pharmaceuticals, Inc. (a) | 13,633 | 56,850 | |
Allogene Therapeutics, Inc. (b) | 31,576 | 859,814 | |
Alnylam Pharmaceuticals, Inc. (a) | 149,849 | 12,091,316 | |
Alpine Immune Sciences, Inc. (a) | 8,863 | 43,340 | |
Altimmune, Inc. (a)(b) | 10,080 | 21,269 | |
AMAG Pharmaceuticals, Inc. (a)(b) | 60,473 | 660,365 | |
Amgen, Inc. | 971,477 | 202,669,532 | |
Amicus Therapeutics, Inc. (a) | 392,735 | 3,884,149 | |
AnaptysBio, Inc. (a)(b) | 36,315 | 1,476,205 | |
Anavex Life Sciences Corp. (a)(b) | 64,659 | 170,700 | |
Anika Therapeutics, Inc. (a) | 22,530 | 1,278,803 | |
Anixa Biosciences, Inc. (a) | 18,504 | 73,461 | |
Apellis Pharmaceuticals, Inc. (a) | 63,386 | 1,844,533 | |
Applied Genetic Technologies Corp. (a) | 10,339 | 32,671 | |
Aptevo Therapeutics, Inc. (a) | 18,835 | 13,060 | |
Aptinyx, Inc. (a) | 13,315 | 45,005 | |
AquaBounty Technologies, Inc. (a) | 1,006 | 2,857 | |
Aravive, Inc. (a) | 4,609 | 27,562 | |
Arcus Biosciences, Inc. (a) | 11,750 | 91,768 | |
Ardelyx, Inc. (a) | 80,914 | 275,108 | |
Arena Pharmaceuticals, Inc. (a) | 76,971 | 4,070,996 | |
ArQule, Inc. (a) | 164,832 | 1,476,895 | |
Arrowhead Pharmaceuticals, Inc. (a)(b) | 153,077 | 5,230,641 | |
Assembly Biosciences, Inc. (a) | 32,390 | 366,331 | |
Atara Biotherapeutics, Inc. (a)(b) | 82,814 | 1,117,989 | |
Athersys, Inc. (a)(b) | 191,679 | 254,933 | |
aTyr Pharma, Inc. | 343 | 1,008 | |
Audentes Therapeutics, Inc. (a) | 56,370 | 1,753,107 | |
AVEO Pharmaceuticals, Inc. (a) | 176,839 | 121,329 | |
Avid Bioservices, Inc. (a) | 72,287 | 498,780 | |
AVROBIO, Inc. (a) | 34,429 | 670,677 | |
Bellicum Pharmaceuticals, Inc. (a)(b) | 55,664 | 64,570 | |
Bio Path Holdings, Inc. (a) | 3,528 | 39,196 | |
Biocept, Inc. (a) | 1,613 | 1,419 | |
BioCryst Pharmaceuticals, Inc. (a) | 185,763 | 555,431 | |
Biogen, Inc. (a) | 309,392 | 67,988,892 | |
Biohaven Pharmaceutical Holding Co. Ltd. (a) | 63,851 | 2,502,321 | |
BioMarin Pharmaceutical, Inc. (a) | 288,586 | 21,661,265 | |
Biospecifics Technologies Corp. (a) | 9,620 | 529,870 | |
BioTime, Inc. (b) | 266,814 | 249,311 | |
bluebird bio, Inc. (a)(b) | 86,611 | 8,947,782 | |
Blueprint Medicines Corp. (a) | 78,399 | 6,010,851 | |
BrainStorm Cell Therpeutic, Inc. (a)(b) | 11,292 | 41,893 | |
Calithera Biosciences, Inc. (a) | 87,419 | 347,053 | |
Calyxt, Inc. (a) | 15,371 | 95,146 | |
Cancer Genetics, Inc. (a) | 7,133 | 741 | |
Capricor Therapeutics, Inc. (a)(b) | 2,312 | 5,503 | |
CareDx, Inc. (a) | 58,651 | 1,338,416 | |
CASI Pharmaceuticals, Inc. (a)(b) | 79,991 | 260,771 | |
Catabasis Pharmaceuticals, Inc. (a)(b) | 18,573 | 114,595 | |
Catalyst Biosciences, Inc. (a) | 17,015 | 108,556 | |
Catalyst Pharmaceutical Partners, Inc. (a) | 151,661 | 934,232 | |
Cel-Sci Corp. (a)(b) | 49,151 | 352,413 | |
Celcuity, Inc. (a) | 844 | 15,184 | |
Celgene Corp. (a) | 1,123,358 | 108,741,054 | |
Celldex Therapeutics, Inc. (a) | 21,055 | 44,637 | |
Cellular Biomedicine Group, Inc. (a)(b) | 16,773 | 206,979 | |
Celsion Corp. (a) | 7,824 | 14,318 | |
ChemoCentryx, Inc. (a) | 60,271 | 401,405 | |
Chimerix, Inc. (a) | 70,734 | 142,883 | |
Cidara Therapeutics, Inc. (a)(b) | 8,718 | 14,646 | |
Cleveland Biolabs, Inc. (a) | 1,303 | 1,837 | |
Clovis Oncology, Inc. (a)(b) | 82,792 | 464,463 | |
Co.-Diagnostics, Inc. (a)(b) | 5,815 | 6,222 | |
CohBar, Inc. (a)(b) | 63,729 | 86,671 | |
Coherus BioSciences, Inc. (a)(b) | 93,052 | 2,064,824 | |
Conatus Pharmaceuticals, Inc. (a)(b) | 26,802 | 9,247 | |
Concert Pharmaceuticals, Inc. (a) | 24,493 | 246,645 | |
Constellation Pharmaceuticals, Inc. (a)(b) | 9,197 | 66,678 | |
ContraFect Corp. (a) | 88,575 | 31,001 | |
Corbus Pharmaceuticals Holdings, Inc. (a)(b) | 78,404 | 406,133 | |
Cortexyme, Inc. (b) | 9,250 | 183,613 | |
Corvus Pharmaceuticals, Inc. (a) | 14,681 | 50,062 | |
Crinetics Pharmaceuticals, Inc. (a)(b) | 12,135 | 192,461 | |
CTI BioPharma Corp. (a) | 69,610 | 49,695 | |
Cue Biopharma, Inc. (a)(b) | 22,012 | 180,278 | |
Curis, Inc. (a) | 59,119 | 113,508 | |
Cyclacel Pharmaceuticals, Inc. (a) | 704 | 273 | |
Cytokinetics, Inc. (a) | 97,124 | 1,364,592 | |
CytomX Therapeutics, Inc. (a) | 76,610 | 672,636 | |
CytRx Corp. (a) | 29,809 | 9,539 | |
Deciphera Pharmaceuticals, Inc. (a) | 24,654 | 894,447 | |
Denali Therapeutics, Inc. (a)(b) | 107,565 | 1,936,170 | |
Dicerna Pharmaceuticals, Inc. (a) | 82,785 | 1,150,712 | |
Dyadic International, Inc. (a)(b) | 39,435 | 240,554 | |
Dynavax Technologies Corp. (a)(b) | 125,703 | 520,410 | |
Eagle Pharmaceuticals, Inc. (a) | 14,172 | 799,159 | |
Edge Therapeutics, Inc. (a)(b) | 1,848 | 10,182 | |
Editas Medicine, Inc. (a)(b) | 71,142 | 1,766,456 | |
Eidos Therapeutics, Inc. (a)(b) | 12,514 | 523,210 | |
Eiger Biopharmaceuticals, Inc. (a) | 32,672 | 356,125 | |
Emergent BioSolutions, Inc. (a) | 73,162 | 3,204,496 | |
Enanta Pharmaceuticals, Inc. (a) | 25,627 | 1,807,985 | |
Enochian Biosciences, Inc. (a)(b) | 3,897 | 18,316 | |
Epizyme, Inc. (a)(b) | 118,598 | 1,538,216 | |
Esperion Therapeutics, Inc. (a)(b) | 41,371 | 1,515,833 | |
Evelo Biosciences, Inc. (a)(b) | 4,492 | 24,661 | |
Exact Sciences Corp. (a) | 206,803 | 24,655,054 | |
Exelixis, Inc. (a) | 475,171 | 9,432,144 | |
Fate Therapeutics, Inc. (a) | 95,936 | 1,565,676 | |
Fibrocell Science, Inc. (a) | 1,901 | 3,602 | |
FibroGen, Inc. (a) | 122,564 | 5,473,708 | |
Five Prime Therapeutics, Inc. (a) | 56,465 | 306,605 | |
Flexion Therapeutics, Inc. (a)(b) | 51,474 | 677,913 | |
Fortress Biotech, Inc. (a) | 58,564 | 106,001 | |
Forty Seven, Inc. (a) | 40,564 | 307,475 | |
Galectin Therapeutics, Inc. (a)(b) | 65,207 | 217,139 | |
Genocea Biosciences, Inc. (a)(b) | 34,592 | 108,619 | |
Genomic Health, Inc. (a) | 33,007 | 2,530,317 | |
GenVec, Inc. rights (a)(c) | 814 | 0 | |
Geron Corp. (a)(b) | 303,566 | 424,992 | |
Gilead Sciences, Inc. | 2,027,371 | 128,819,153 | |
Global Blood Therapeutics, Inc. (a)(b) | 93,023 | 4,277,198 | |
GlycoMimetics, Inc. (a)(b) | 53,930 | 179,587 | |
Gossamer Bio, Inc. (b) | 29,142 | 610,816 | |
Gritstone Oncology, Inc. (b) | 29,109 | 294,583 | |
Halozyme Therapeutics, Inc. (a) | 188,131 | 3,107,924 | |
Heat Biologics, Inc. (a) | 19,965 | 10,182 | |
Hemispherx Biopharma, Inc. (a)(b) | 182 | 328 | |
Heron Therapeutics, Inc. (a)(b) | 110,211 | 2,041,108 | |
Histogenics Corp. (a) | 59,941 | 14,386 | |
Homology Medicines, Inc. (a)(b) | 38,907 | 735,731 | |
iBio, Inc. (a)(b) | 2,960 | 1,877 | |
Idera Pharmaceuticals, Inc. (a) | 28,797 | 67,673 | |
Immunic, Inc. (a) | 1,010 | 17,180 | |
ImmunoGen, Inc. (a) | 238,790 | 649,509 | |
Immunomedics, Inc. (a)(b) | 272,038 | 3,482,086 | |
Incyte Corp. (a) | 281,994 | 23,072,749 | |
Infinity Pharmaceuticals, Inc. (a) | 60,736 | 71,668 | |
Inovio Pharmaceuticals, Inc. (a)(b) | 147,658 | 318,941 | |
Insmed, Inc. (a) | 132,848 | 2,184,021 | |
Intellia Therapeutics, Inc. (a)(b) | 52,520 | 745,259 | |
Intercept Pharmaceuticals, Inc. (a)(b) | 35,899 | 2,303,998 | |
Intrexon Corp. (a)(b) | 113,535 | 663,044 | |
Invitae Corp. (a) | 138,479 | 3,359,501 | |
Ionis Pharmaceuticals, Inc. (a) | 223,935 | 14,154,931 | |
Iovance Biotherapeutics, Inc. (a) | 193,665 | 4,068,902 | |
Ironwood Pharmaceuticals, Inc. Class A (a)(b) | 253,290 | 2,358,130 | |
IsoRay, Inc. (a) | 41,840 | 13,883 | |
Iveric Bio, Inc. (a) | 36,940 | 40,634 | |
Jounce Therapeutics, Inc. (a) | 26,407 | 99,554 | |
Kadmon Holdings, Inc. (a) | 221,355 | 473,700 | |
Kaleido Biosciences, Inc. (a)(b) | 20,918 | 195,792 | |
Kalvista Pharmaceuticals, Inc. (a) | 16,298 | 254,575 | |
Karyopharm Therapeutics, Inc. (a)(b) | 79,437 | 686,336 | |
Kezar Life Sciences, Inc. (a) | 7,841 | 26,503 | |
Kindred Biosciences, Inc. (a) | 49,415 | 368,636 | |
Kiniksa Pharmaceuticals Ltd. (a)(b) | 16,697 | 147,435 | |
Kodiak Sciences, Inc. | 19,808 | 217,888 | |
Krystal Biotech, Inc. (a) | 17,423 | 784,035 | |
Kura Oncology, Inc. (a) | 60,138 | 912,895 | |
La Jolla Pharmaceutical Co. (a) | 31,227 | 298,842 | |
Leap Therapeutics, Inc. (a)(b) | 44,232 | 66,790 | |
Lexicon Pharmaceuticals, Inc. (a)(b) | 93,630 | 123,592 | |
Ligand Pharmaceuticals, Inc. Class B (a)(b) | 29,903 | 2,718,482 | |
Liquidia Technologies, Inc. (a) | 15,180 | 61,631 | |
LogicBio Therapeutics, Inc. (b) | 12,773 | 127,730 | |
Macrogenics, Inc. (a) | 68,759 | 986,004 | |
Madrigal Pharmaceuticals, Inc. (a)(b) | 13,123 | 1,216,502 | |
Magenta Therapeutics, Inc. (a)(b) | 28,372 | 293,083 | |
MannKind Corp. (a)(b) | 305,332 | 335,865 | |
Marker Therapeutics, Inc. (a)(b) | 46,527 | 240,545 | |
Matinas BioPharma Holdings, Inc. (a) | 160,352 | 111,012 | |
MediciNova, Inc. (a)(b) | 63,333 | 548,464 | |
MEI Pharma, Inc. (a) | 45,611 | 77,995 | |
Menlo Therapeutics, Inc. (a) | 10,578 | 52,044 | |
Merrimack Pharmaceuticals, Inc. | 16,346 | 102,489 | |
Minerva Neurosciences, Inc. (a) | 47,703 | 340,599 | |
Miragen Therapeutics, Inc. (a) | 28,964 | 33,309 | |
Mirati Therapeutics, Inc. (a)(b) | 52,334 | 4,289,818 | |
Molecular Templates, Inc. (a) | 22,916 | 115,267 | |
Moleculin Biotech, Inc. (a) | 27,492 | 31,066 | |
Momenta Pharmaceuticals, Inc. (a) | 163,184 | 2,061,014 | |
Motus GI Holdings, Inc. (a)(b) | 48,231 | 127,330 | |
Myriad Genetics, Inc. (a) | 116,864 | 2,749,810 | |
NanoViricides, Inc. (a) | 23,924 | 5,024 | |
NantKwest, Inc. (a)(b) | 55,741 | 72,463 | |
Natera, Inc. (a) | 92,219 | 3,038,616 | |
Navidea Biopharmaceuticals, Inc. (a) | 7,427 | 3,973 | |
Neoleukin Therapeutics, Inc. (a) | 30,459 | 101,733 | |
Neon Therapeutics, Inc. (a) | 7,259 | 19,527 | |
Neubase Therapeutics, Inc. (a)(b) | 1,185 | 5,605 | |
Neuralstem, Inc. (a) | 301 | 515 | |
Neurocrine Biosciences, Inc. (a) | 145,936 | 14,508,957 | |
Neurotrope, Inc. (a)(b) | 5,675 | 30,134 | |
NewLink Genetics Corp. (a)(b) | 30,434 | 48,999 | |
NextCure, Inc. | 15,289 | 530,987 | |
Novavax, Inc. (a)(b) | 48,722 | 290,870 | |
OncoCyte Corp. (a)(b) | 44,242 | 87,599 | |
OncoGenex Pharmaceuticals, Inc. (a) | 70 | 140 | |
OncoMed Pharmaceuticals, Inc. rights (a)(c) | 27,577 | 0 | |
OncoSec Medical, Inc. (a)(b) | 9,886 | 20,167 | |
Oncternal Therapeutics, Inc. (a) | 2,146 | 11,996 | |
Oncternal Therapeutics, Inc. rights (a)(c) | 2,146 | 0 | |
Opko Health, Inc. (a)(b) | 633,700 | 1,166,008 | |
Oragenics, Inc. (a) | 732 | 292 | |
Organogenesis Holdings, Inc. Class A (a)(b) | 27,350 | 112,682 | |
Organovo Holdings, Inc. (a)(b) | 247,431 | 63,095 | |
OvaScience, Inc. (a) | 2,939 | 17,810 | |
Ovid Therapeutics, Inc. (a)(b) | 48,871 | 86,502 | |
Palatin Technologies, Inc. (a)(b) | 284,204 | 256,096 | |
PDL BioPharma, Inc. (a) | 227,009 | 531,201 | |
Pfenex, Inc. (a) | 51,600 | 379,260 | |
PhaseBio Pharmaceuticals, Inc. (a) | 27,698 | 239,311 | |
Plus Therapeutics, Inc. (a) | 16 | 245 | |
Polarityte, Inc. (a)(b) | 27,910 | 103,546 | |
Portola Pharmaceuticals, Inc. (a)(b) | 108,314 | 3,147,605 | |
Precision BioSciences, Inc. (a) | 24,848 | 211,705 | |
Principia Biopharma, Inc. (b) | 15,409 | 611,737 | |
Progenics Pharmaceuticals, Inc. (a) | 155,778 | 685,423 | |
Protagonist Therapeutics, Inc. (a) | 29,163 | 379,994 | |
Proteon Therapeutics, Inc. (a)(b) | 4,045 | 1,274 | |
Proteostasis Therapeutics, Inc. (a)(b) | 60,828 | 46,187 | |
Prothena Corp. PLC (a) | 68,938 | 579,769 | |
PTC Therapeutics, Inc. (a) | 86,663 | 3,862,570 | |
Puma Biotechnology, Inc. (a)(b) | 47,725 | 513,044 | |
Ra Pharmaceuticals, Inc. (a) | 55,119 | 1,499,237 | |
Radius Health, Inc. (a) | 71,131 | 2,013,007 | |
Recro Pharma, Inc. (a) | 27,737 | 326,187 | |
Regeneron Pharmaceuticals, Inc. (a) | 124,676 | 36,162,274 | |
REGENXBIO, Inc. (a) | 49,017 | 1,690,596 | |
Regulus Therapeutics, Inc. (a)(b) | 5,245 | 3,276 | |
Repligen Corp. (a) | 71,860 | 6,669,327 | |
Replimune Group, Inc. (a) | 14,335 | 148,797 | |
Retrophin, Inc. (a)(b) | 67,177 | 845,758 | |
Rexahn Pharmaceuticals, Inc. (a) | 2,585 | 5,635 | |
Rigel Pharmaceuticals, Inc. (a) | 275,122 | 464,956 | |
Rocket Pharmaceuticals, Inc. (a)(b) | 62,482 | 677,930 | |
Rubius Therapeutics, Inc. (a)(b) | 22,179 | 205,821 | |
Sage Therapeutics, Inc. (a)(b) | 81,617 | 14,011,190 | |
Salarius Pharmaceuticals, Inc. (a)(b) | 299 | 2,547 | |
Salarius Pharmaceuticals, Inc. rights 12/31/19 (a)(c) | 7,499 | 922 | |
Sangamo Therapeutics, Inc. (a)(b) | 186,725 | 2,035,303 | |
Sarepta Therapeutics, Inc. (a)(b) | 111,511 | 10,052,717 | |
Savara, Inc. (a) | 40,659 | 91,889 | |
Scholar Rock Holding Corp. (a)(b) | 29,347 | 310,785 | |
Seattle Genetics, Inc. (a) | 171,654 | 12,468,947 | |
Selecta Biosciences, Inc. (a) | 50,623 | 90,109 | |
Sellas Life Sciences Group, Inc. (a) | 312 | 44 | |
Seres Therapeutics, Inc. (a) | 93,630 | 377,329 | |
Sesen Bio, Inc. (a)(b) | 108,136 | 117,868 | |
Sienna Biopharmaceuticals, Inc. (a) | 26,186 | 19,516 | |
Solid Biosciences, Inc. (a)(b) | 20,986 | 169,567 | |
Sophiris Bio, Inc. (a)(b) | 42,106 | 33,049 | |
Sorrento Therapeutics, Inc. (a)(b) | 160,370 | 338,381 | |
Spark Therapeutics, Inc. (a) | 51,365 | 5,003,465 | |
Spectrum Pharmaceuticals, Inc. (a) | 173,745 | 1,275,288 | |
Spring Bank Pharmaceuticals, Inc. (a) | 6,707 | 24,682 | |
Stemline Therapeutics, Inc. (a) | 61,590 | 733,537 | |
Sunesis Pharmaceuticals, Inc. (a)(b) | 94,577 | 78,348 | |
Surface Oncology, Inc. (a) | 7,420 | 15,285 | |
Syndax Pharmaceuticals, Inc. (a) | 33,752 | 283,854 | |
Synlogic, Inc. (a) | 31,345 | 87,453 | |
Synthetic Biologics, Inc. (a) | 1,776 | 835 | |
Synthorx, Inc. (b) | 25,431 | 455,469 | |
Syros Pharmaceuticals, Inc. (a) | 58,256 | 639,068 | |
T2 Biosystems, Inc. (a)(b) | 58,355 | 77,612 | |
TCR2 Therapeutics, Inc. (b) | 11,833 | 199,504 | |
Tenax Therapeutics, Inc. (a) | 51 | 62 | |
TG Therapeutics, Inc. (a)(b) | 112,337 | 697,613 | |
The Medicines Company (a)(b) | 114,031 | 4,784,741 | |
Tocagen, Inc. (a)(b) | 33,662 | 109,402 | |
TONIX Pharmaceuticals Holding (a) | 126 | 54 | |
TRACON Pharmaceuticals, Inc. (a) | 3,015 | 1,658 | |
Translate Bio, Inc. (a)(b) | 52,348 | 475,320 | |
TransMedics Group, Inc. (b) | 12,580 | 301,291 | |
Trevena, Inc. (a) | 132,306 | 108,491 | |
Trovagene, Inc. (a)(b) | 345 | 645 | |
Twist Bioscience Corp. | 37,151 | 1,078,494 | |
Tyme, Inc. (a)(b) | 61,013 | 71,385 | |
Ultragenyx Pharmaceutical, Inc. (a) | 86,654 | 4,720,043 | |
United Therapeutics Corp. (a) | 70,137 | 5,790,511 | |
UNITY Biotechnology, Inc. (a)(b) | 11,708 | 71,419 | |
Unum Therapeutics, Inc. (a) | 11,951 | 22,946 | |
Vanda Pharmaceuticals, Inc. (a) | 84,575 | 1,191,662 | |
Vaxart, Inc. (a) | 3,073 | 2,182 | |
VBI Vaccines, Inc. (a)(b) | 95,490 | 58,020 | |
Veracyte, Inc. (a) | 57,271 | 1,517,682 | |
Verastem, Inc. (a)(b) | 103,177 | 130,003 | |
Vericel Corp. (a) | 69,325 | 1,146,636 | |
Vertex Pharmaceuticals, Inc. (a) | 407,256 | 73,314,225 | |
Vical, Inc. (a) | 4,816 | 3,275 | |
Viking Therapeutics, Inc. (a)(b) | 82,163 | 571,033 | |
VistaGen Therapeutics, Inc. (a)(b) | 16,405 | 11,354 | |
Voyager Therapeutics, Inc. (a) | 42,738 | 763,728 | |
vTv Therapeutics, Inc. Class A (a)(b) | 40,766 | 53,403 | |
X4 Pharmaceuticals, Inc. (a) | 17,333 | 220,996 | |
Xbiotech, Inc. (a) | 33,575 | 280,351 | |
Xencor, Inc. (a)(b) | 77,080 | 2,873,542 | |
XOMA Corp. (a) | 9,437 | 165,997 | |
Y-mAbs Therapeutics, Inc. (b) | 9,415 | 250,157 | |
Yield10 Bioscience, Inc. (a) | 508 | 399 | |
Zafgen, Inc. (a) | 49,102 | 40,509 | |
ZIOPHARM Oncology, Inc. (a)(b) | 234,992 | 1,172,610 | |
1,201,459,074 | |||
Health Care Equipment & Supplies - 3.5% | |||
Abbott Laboratories | 2,808,183 | 239,594,174 | |
Abiomed, Inc. (a) | 71,135 | 13,734,034 | |
Accuray, Inc. (a) | 148,167 | 397,088 | |
Akers Biosciences, Inc. (a)(b) | 13,687 | 6,002 | |
Align Technology, Inc. (a) | 116,273 | 21,290,749 | |
Alphatec Holdings, Inc. (a)(b) | 61,985 | 324,182 | |
Angiodynamics, Inc. (a) | 62,653 | 1,150,936 | |
Antares Pharma, Inc. (a) | 229,623 | 743,979 | |
Apollo Endosurgery, Inc. (a) | 75 | 266 | |
Atossa Genetics, Inc. (a)(b) | 25,478 | 50,701 | |
Atricure, Inc. (a) | 59,798 | 1,637,867 | |
Atrion Corp. | 2,472 | 1,921,115 | |
Avanos Medical, Inc. (a) | 75,647 | 2,509,967 | |
Avedro, Inc. | 13,682 | 320,432 | |
Avinger, Inc. (a)(b) | 4,119 | 4,613 | |
AxoGen, Inc. (a) | 55,969 | 887,109 | |
Axonics Modulation Technologies, Inc. (a)(b) | 16,772 | 558,004 | |
Aytu BioScience, Inc. (a)(b) | 10,877 | 15,119 | |
Baxter International, Inc. | 755,716 | 66,465,222 | |
Becton, Dickinson & Co. | 429,799 | 109,134,562 | |
Bellerophon Therapeutics, Inc. (a)(b) | 27,132 | 15,533 | |
BioLase Technology, Inc. (a)(b) | 4,572 | 4,549 | |
BioLife Solutions, Inc. (a)(b) | 17,520 | 362,489 | |
BioSig Technologies, Inc. (a)(b) | 31,851 | 225,187 | |
Boston Scientific Corp. (a) | 2,216,855 | 94,726,214 | |
Bovie Medical Corp. (a) | 42,628 | 303,085 | |
Cantel Medical Corp. | 58,666 | 5,393,165 | |
Cardiovascular Systems, Inc. (a) | 56,533 | 2,737,893 | |
Cerus Corp. (a) | 219,892 | 1,180,820 | |
Cesca Therapeutics, Inc. (a) | 59 | 189 | |
Chembio Diagnostics, Inc. (a) | 1,754 | 8,858 | |
ConforMis, Inc. (a)(b) | 102,932 | 220,274 | |
CONMED Corp. | 41,651 | 4,197,171 | |
Corindus Vascular Robotics, Inc. (a) | 174,339 | 740,941 | |
Cryolife, Inc. (a) | 58,556 | 1,569,301 | |
CryoPort, Inc. (a)(b) | 55,127 | 1,199,564 | |
Cutera, Inc. (a) | 21,227 | 612,823 | |
CytoSorbents Corp. (a)(b) | 36,749 | 163,901 | |
Danaher Corp. | 1,003,020 | 142,519,112 | |
Dare Bioscience, Inc. (a) | 12,654 | 9,854 | |
Dentsply Sirona, Inc. | 369,408 | 19,264,627 | |
DexCom, Inc. (a) | 144,613 | 24,817,037 | |
Edwards Lifesciences Corp. (a) | 332,351 | 73,728,746 | |
Ekso Bionics Holdings, Inc. (a)(b) | 83,113 | 54,713 | |
electroCore, Inc. (a)(b) | 10,371 | 19,809 | |
Endologix, Inc. (a)(b) | 30,133 | 161,513 | |
ENDRA Life Sciences, Inc. (a)(b) | 2,453 | 4,219 | |
Fonar Corp. (a) | 20,588 | 496,171 | |
Genmark Diagnostics, Inc. (a) | 89,108 | 533,757 | |
Glaukos Corp. (a)(b) | 54,640 | 3,513,898 | |
Globus Medical, Inc. (a) | 123,138 | 6,288,658 | |
Haemonetics Corp. (a) | 80,789 | 10,787,755 | |
Helius Medical Technologies, Inc. (U.S.) (a)(b) | 19,506 | 38,427 | |
Heska Corp. (a)(b) | 11,931 | 837,437 | |
Hill-Rom Holdings, Inc. | 104,956 | 11,301,662 | |
Hologic, Inc. (a) | 423,387 | 20,902,616 | |
ICU Medical, Inc. (a) | 26,642 | 4,309,344 | |
IDEXX Laboratories, Inc. (a) | 136,612 | 39,581,961 | |
Inogen, Inc. (a) | 28,690 | 1,330,355 | |
Inspire Medical Systems, Inc. (a) | 19,456 | 1,352,387 | |
Insulet Corp. (a) | 95,132 | 14,666,500 | |
Integer Holdings Corp. (a) | 48,470 | 3,509,228 | |
Integra LifeSciences Holdings Corp. (a) | 114,942 | 6,898,819 | |
IntriCon Corp. (a)(b) | 11,028 | 191,887 | |
Intuitive Surgical, Inc. (a) | 184,021 | 94,097,298 | |
Invacare Corp. | 55,726 | 269,714 | |
InVivo Therapeutics Holdings Corp. (a) | 1,357 | 828 | |
IRadimed Corp. (a)(b) | 7,500 | 143,850 | |
iRhythm Technologies, Inc. (a)(b) | 33,958 | 2,584,883 | |
Iridex Corp. (a) | 3,573 | 8,933 | |
Kewaunee Scientific Corp. | 1,009 | 16,240 | |
Lantheus Holdings, Inc. (a) | 64,088 | 1,394,555 | |
LeMaitre Vascular, Inc. | 28,474 | 901,487 | |
LivaNova PLC (a) | 75,223 | 5,839,561 | |
Masimo Corp. (a) | 77,272 | 11,841,934 | |
Medtronic PLC | 2,145,773 | 231,507,449 | |
Meridian Bioscience, Inc. | 70,760 | 653,115 | |
Merit Medical Systems, Inc. (a) | 89,164 | 3,101,124 | |
Mesa Laboratories, Inc. (b) | 6,023 | 1,332,468 | |
Microbot Medical, Inc. (a) | 5,261 | 28,252 | |
Misonix, Inc. (a) | 12,657 | 247,824 | |
Myomo, Inc. (a)(b) | 8,110 | 6,366 | |
Natus Medical, Inc. (a) | 56,171 | 1,554,813 | |
Neogen Corp. (a) | 81,070 | 5,717,056 | |
Nevro Corp. (a) | 48,664 | 4,074,637 | |
NuVasive, Inc. (a) | 84,057 | 5,339,301 | |
Nuvectra Corp. (a) | 29,902 | 58,309 | |
Obalon Therapeutics, Inc. (a)(b) | 552 | 1,132 | |
OraSure Technologies, Inc. (a) | 111,671 | 737,029 | |
Orthofix International NV (a) | 29,477 | 1,498,611 | |
OrthoPediatrics Corp. (a) | 12,213 | 393,136 | |
Penumbra, Inc. (a)(b) | 49,734 | 7,238,784 | |
Predictive Oncology, Inc. (a)(b) | 14,154 | 7,788 | |
Pulse Biosciences, Inc. (a)(b) | 16,401 | 196,648 | |
Quanterix Corp. (a) | 24,557 | 646,586 | |
Quidel Corp. (a) | 57,460 | 3,622,853 | |
ResMed, Inc. | 227,236 | 31,653,975 | |
Retractable Technologies, Inc. (a) | 3,849 | 3,075 | |
Rockwell Medical Technologies, Inc. (a)(b) | 85,394 | 218,609 | |
RTI Biologics, Inc. (a) | 100,760 | 320,417 | |
Seaspine Holdings Corp. (a) | 19,101 | 209,920 | |
Second Sight Medical Products, Inc. (a) | 34,386 | 26,818 | |
Senseonics Holdings, Inc. (a)(b) | 172,564 | 176,015 | |
Shockwave Medical, Inc. (a)(b) | 10,736 | 449,302 | |
SI-BONE, Inc. | 14,009 | 272,335 | |
Sientra, Inc. (a) | 60,858 | 415,660 | |
Silk Road Medical, Inc. | 12,056 | 519,493 | |
Sintx Technologies, Inc. (a) | 141 | 212 | |
Staar Surgical Co. (a)(b) | 44,173 | 1,330,049 | |
STERIS PLC | 135,977 | 20,994,849 | |
STRATA Skin Sciences, Inc. (a) | 589 | 1,119 | |
Stryker Corp. | 492,981 | 108,781,187 | |
SurModics, Inc. (a) | 21,655 | 1,019,084 | |
Tactile Systems Technology, Inc. (a)(b) | 27,519 | 1,388,058 | |
Tandem Diabetes Care, Inc. (a) | 90,935 | 6,586,422 | |
Teleflex, Inc. | 74,091 | 26,963,197 | |
The Cooper Companies, Inc. | 79,240 | 24,544,590 | |
TransEnterix, Inc. (a)(b) | 304,869 | 279,169 | |
Utah Medical Products, Inc. | 7,587 | 745,954 | |
Vapotherm, Inc. | 5,745 | 66,642 | |
Varex Imaging Corp. (a) | 63,224 | 1,665,952 | |
Varian Medical Systems, Inc. (a) | 144,534 | 15,310,487 | |
Vermillion, Inc. (a)(b) | 9,130 | 4,645 | |
ViewRay, Inc. (a)(b) | 101,764 | 400,950 | |
Viveve Medical, Inc. (a)(b) | 33,354 | 3,452 | |
West Pharmaceutical Services, Inc. | 117,207 | 17,048,930 | |
Wright Medical Group NV (a) | 187,665 | 3,912,815 | |
Zimmer Biomet Holdings, Inc. | 325,466 | 45,304,867 | |
Zosano Pharma Corp. (a)(b) | 16,376 | 35,045 | |
Zynex, Inc. (b) | 28,861 | 258,017 | |
1,657,502,445 | |||
Health Care Providers & Services - 2.5% | |||
AAC Holdings, Inc. (a)(b) | 12,225 | 7,335 | |
Acadia Healthcare Co., Inc. (a)(b) | 138,996 | 3,677,834 | |
Addus HomeCare Corp. (a) | 15,158 | 1,333,601 | |
Amedisys, Inc. (a) | 45,830 | 5,898,779 | |
American Renal Associates Holdings, Inc. (a) | 27,529 | 170,680 | |
AmerisourceBergen Corp. | 248,620 | 20,453,967 | |
AMN Healthcare Services, Inc. (a) | 74,952 | 4,377,197 | |
Anthem, Inc. | 409,737 | 107,154,420 | |
Apollo Medical Holdings, Inc. (a) | 40,076 | 784,688 | |
BioScrip, Inc. (a)(b) | 199,973 | 699,906 | |
BioTelemetry, Inc. (a) | 53,284 | 2,112,711 | |
Brookdale Senior Living, Inc. (a) | 282,203 | 2,308,421 | |
Caladrius Biosciences, Inc. (a) | 6,990 | 16,217 | |
Capital Senior Living Corp. (a) | 39,419 | 181,722 | |
Cardinal Health, Inc. | 474,129 | 20,449,184 | |
Catasys, Inc. (a)(b) | 12,406 | 174,180 | |
Centene Corp. (a) | 660,255 | 30,781,088 | |
Chemed Corp. | 25,169 | 10,808,324 | |
Cigna Corp. | 604,751 | 93,113,511 | |
Community Health Systems, Inc. (a)(b) | 190,513 | 474,377 | |
Corvel Corp. (a) | 13,105 | 1,103,834 | |
Covetrus, Inc. (a)(b) | 151,346 | 2,011,388 | |
Cross Country Healthcare, Inc. (a) | 54,811 | 561,813 | |
CVS Health Corp. | 2,068,636 | 126,021,305 | |
DaVita HealthCare Partners, Inc. (a) | 167,383 | 9,435,380 | |
Diplomat Pharmacy, Inc. (a) | 92,353 | 536,571 | |
Encompass Health Corp. | 155,050 | 9,425,490 | |
Enzo Biochem, Inc. (a) | 58,007 | 188,523 | |
Five Star Sr Living, Inc. (a) | 51,423 | 25,094 | |
G1 Therapeutics, Inc. (a) | 42,212 | 1,532,296 | |
Genesis HealthCare, Inc. Class A (a)(b) | 53,425 | 57,699 | |
Guardant Health, Inc. | 61,637 | 5,395,087 | |
Hanger, Inc. (a) | 63,243 | 1,194,028 | |
HCA Holdings, Inc. | 424,552 | 51,031,150 | |
HealthEquity, Inc. (a) | 109,107 | 6,476,592 | |
Henry Schein, Inc. (a)(b) | 236,366 | 14,564,873 | |
Humana, Inc. | 215,287 | 60,971,431 | |
Interpace Diagnostics Group, Inc. (a)(b) | 57,438 | 42,504 | |
Laboratory Corp. of America Holdings (a) | 156,171 | 26,168,013 | |
LHC Group, Inc. (a) | 45,663 | 5,411,066 | |
Magellan Health Services, Inc. (a) | 39,745 | 2,504,332 | |
McKesson Corp. | 302,701 | 41,854,467 | |
MEDNAX, Inc. (a) | 138,677 | 2,923,311 | |
Molina Healthcare, Inc. (a) | 98,823 | 12,874,660 | |
National Healthcare Corp. | 18,622 | 1,504,658 | |
National Research Corp. Class A | 20,320 | 1,301,090 | |
Neuronetics, Inc. (a) | 9,820 | 104,779 | |
OptiNose, Inc. (a)(b) | 27,875 | 213,523 | |
Owens & Minor, Inc. | 118,304 | 600,984 | |
Patterson Companies, Inc. | 136,066 | 2,275,024 | |
PetIQ, Inc. Class A (a)(b) | 27,153 | 859,664 | |
Precipio, Inc. (a)(b) | 10,327 | 26,334 | |
Premier, Inc. (a) | 84,785 | 2,989,519 | |
Providence Service Corp. (a) | 19,332 | 1,086,652 | |
Psychemedics Corp. | 1,998 | 15,664 | |
Quest Diagnostics, Inc. | 212,584 | 21,762,224 | |
Quorum Health Corp. (a)(b) | 45,225 | 45,677 | |
R1 RCM, Inc. (a) | 162,572 | 1,895,590 | |
RadNet, Inc. (a) | 74,171 | 1,031,719 | |
Select Medical Holdings Corp. (a) | 164,770 | 2,672,569 | |
Sharps Compliance Corp. (a) | 9,305 | 35,824 | |
Surgery Partners, Inc. (a)(b) | 31,940 | 205,694 | |
Tenet Healthcare Corp. (a) | 133,762 | 2,895,947 | |
The Ensign Group, Inc. | 80,927 | 4,038,257 | |
The Joint Corp. (a) | 17,044 | 285,998 | |
Tivity Health, Inc. (a)(b) | 80,497 | 1,469,875 | |
Triple-S Management Corp. | 37,392 | 767,284 | |
U.S. Physical Therapy, Inc. | 19,211 | 2,565,053 | |
UnitedHealth Group, Inc. | 1,518,524 | 355,334,616 | |
Universal Health Services, Inc. Class B | 131,077 | 18,951,113 | |
Wellcare Health Plans, Inc. (a) | 80,475 | 21,787,802 | |
1,134,012,182 | |||
Health Care Technology - 0.2% | |||
Allscripts Healthcare Solutions, Inc. (a) | 248,823 | 2,259,313 | |
Castlight Health, Inc. Class B (a) | 111,109 | 156,664 | |
Cerner Corp. | 522,115 | 35,978,945 | |
Computer Programs & Systems, Inc. (b) | 20,323 | 429,831 | |
Evolent Health, Inc. (a) | 118,309 | 812,783 | |
HealthStream, Inc. (a) | 44,820 | 1,132,601 | |
HMS Holdings Corp. (a) | 136,688 | 4,993,213 | |
HTG Molecular Diagnostics (a)(b) | 46,879 | 43,597 | |
iCAD, Inc. (a) | 19,537 | 117,222 | |
Inovalon Holdings, Inc. Class A (a)(b) | 120,378 | 2,036,796 | |
Medidata Solutions, Inc. (a) | 98,274 | 8,999,933 | |
NantHealth, Inc. (a)(b) | 41,607 | 20,154 | |
Nextgen Healthcare, Inc. (a) | 77,866 | 1,106,476 | |
Omnicell, Inc. (a) | 66,388 | 4,766,658 | |
OptimizeRx Corp. (a) | 17,864 | 293,148 | |
Simulations Plus, Inc. | 18,083 | 652,977 | |
Tabula Rasa HealthCare, Inc. (a)(b) | 27,765 | 1,577,052 | |
Teladoc Health, Inc. (a)(b) | 112,545 | 6,514,105 | |
Valeritas Holdings, Inc. (a)(b) | 5,086 | 9,307 | |
Veeva Systems, Inc. Class A (a) | 203,115 | 32,575,584 | |
Vocera Communications, Inc. (a)(b) | 48,228 | 1,106,833 | |
105,583,192 | |||
Life Sciences Tools & Services - 1.0% | |||
Accelerate Diagnostics, Inc. (a)(b) | 43,227 | 812,235 | |
Agilent Technologies, Inc. | 505,489 | 35,945,323 | |
Avantor, Inc. | 348,337 | 6,095,898 | |
Bio-Rad Laboratories, Inc. Class A (a) | 31,821 | 10,746,270 | |
Bio-Techne Corp. | 59,923 | 11,479,449 | |
Bruker Corp. | 158,512 | 6,842,963 | |
Cambrex Corp. (a) | 54,201 | 3,248,266 | |
Champions Oncology, Inc. (a) | 7,085 | 38,259 | |
Charles River Laboratories International, Inc. (a) | 77,402 | 10,155,142 | |
ChromaDex, Inc. (a)(b) | 41,505 | 162,285 | |
Codexis, Inc. (a) | 79,438 | 1,114,515 | |
Fluidigm Corp. (a) | 84,669 | 472,453 | |
Harvard Bioscience, Inc. (a) | 38,993 | 96,703 | |
Illumina, Inc. (a) | 234,264 | 65,907,834 | |
IQVIA Holdings, Inc. (a) | 251,886 | 39,080,113 | |
Luminex Corp. | 66,155 | 1,356,178 | |
Medpace Holdings, Inc. (a) | 40,888 | 3,308,248 | |
Mettler-Toledo International, Inc. (a) | 39,441 | 25,904,454 | |
Nanostring Technologies, Inc. (a) | 52,023 | 1,325,546 | |
NeoGenomics, Inc. (a) | 160,446 | 4,007,941 | |
Pacific Biosciences of California, Inc. (a) | 220,713 | 1,224,957 | |
PerkinElmer, Inc. | 179,620 | 14,854,574 | |
PRA Health Sciences, Inc. (a) | 92,669 | 9,159,404 | |
Syneos Health, Inc. (a) | 96,906 | 5,090,472 | |
Thermo Fisher Scientific, Inc. | 636,957 | 182,844,876 | |
Waters Corp. (a) | 110,498 | 23,413,421 | |
464,687,779 | |||
Pharmaceuticals - 3.9% | |||
AcelRx Pharmaceuticals, Inc. (a)(b) | 112,710 | 262,614 | |
Acer Therapeutics, Inc. (a)(b) | 6,852 | 18,500 | |
Aclaris Therapeutics, Inc. (a) | 73,019 | 73,749 | |
Adamis Pharmaceuticals Corp. (a)(b) | 70,265 | 65,979 | |
Adial Pharmaceuticals, Inc. (a)(b) | 13,283 | 21,917 | |
Aerie Pharmaceuticals, Inc. (a) | 62,954 | 1,363,584 | |
Agile Therapeutics, Inc. (a) | 63,858 | 70,244 | |
Akcea Therapeutics, Inc. (a)(b) | 25,474 | 536,482 | |
Akorn, Inc. (a) | 149,595 | 432,330 | |
Alimera Sciences, Inc. (a) | 16,171 | 6,873 | |
Allergan PLC | 491,078 | 78,434,978 | |
Amneal Pharmaceuticals, Inc. (a) | 128,058 | 326,548 | |
Amphastar Pharmaceuticals, Inc. (a) | 55,674 | 1,250,438 | |
Ampio Pharmaceuticals, Inc. (a)(b) | 148,794 | 74,010 | |
ANI Pharmaceuticals, Inc. (a) | 14,262 | 934,161 | |
ANI Pharmaceuticals, Inc. rights (a)(c) | 21,445 | 0 | |
Aquestive Therapeutics, Inc. (a)(b) | 5,499 | 20,896 | |
Arvinas Holding Co. LLC (a) | 13,834 | 359,822 | |
Assertio Therapeutics, Inc. (a) | 100,679 | 144,978 | |
AstraZeneca PLC rights (a)(c) | 7,692 | 0 | |
Athenex, Inc. (a)(b) | 80,389 | 1,184,130 | |
Avenue Therapeutics, Inc. (a) | 6,413 | 40,402 | |
Axsome Therapeutics, Inc. (a) | 32,783 | 834,327 | |
Biodelivery Sciences International, Inc. (a) | 105,604 | 453,041 | |
BioPharmX Corp. (a)(b) | 2,594 | 934 | |
BioXcel Therapeutics, Inc. (a) | 3,109 | 30,499 | |
Bristol-Myers Squibb Co. | 2,605,200 | 125,231,964 | |
Cara Therapeutics, Inc. (a)(b) | 65,259 | 1,529,671 | |
Cassava Sciences, Inc. (a)(b) | 3,619 | 4,053 | |
Catalent, Inc. (a) | 229,752 | 12,117,120 | |
Cerecor, Inc. (a) | 25,197 | 81,638 | |
Checkpoint Therapeutics, Inc. (a) | 48,262 | 151,060 | |
Chiasma, Inc. (a) | 41,340 | 214,141 | |
Clearside Biomedical, Inc. (a)(b) | 43,423 | 26,271 | |
Collegium Pharmaceutical, Inc. (a)(b) | 50,722 | 587,361 | |
ContraVir Pharmaceuticals, Inc. (a) | 196 | 480 | |
Corcept Therapeutics, Inc. (a)(b) | 168,671 | 2,126,941 | |
CorMedix, Inc. (a)(b) | 45,353 | 348,311 | |
Corteva, Inc. | 1,194,914 | 35,034,878 | |
Cumberland Pharmaceuticals, Inc. (a) | 5,250 | 26,828 | |
Cyclerion Therapeutics, Inc. (a) | 25,329 | 240,879 | |
CymaBay Therapeutics, Inc. (a) | 115,870 | 685,950 | |
Dermira, Inc. (a) | 71,374 | 571,706 | |
Dova Pharmaceuticals, Inc. (a) | 25,620 | 384,044 | |
Durect Corp. (a) | 213,826 | 354,951 | |
Elanco Animal Health, Inc. | 591,411 | 15,388,514 | |
Elanco Animal Health, Inc. rights (a)(c) | 71,624 | 1 | |
Eli Lilly & Co. | 1,376,023 | 155,449,318 | |
Eloxx Pharmaceuticals, Inc. (a)(b) | 35,197 | 218,221 | |
Endo International PLC (a) | 317,724 | 753,006 | |
Evofem Biosciences, Inc. (a) | 37,014 | 194,694 | |
Evolus, Inc. (a)(b) | 14,742 | 254,152 | |
Eyenovia, Inc. (a)(b) | 17,250 | 55,373 | |
Eyepoint Pharmaceuticals, Inc. (a)(b) | 79,394 | 119,091 | |
Gemphire Therapeutics, Inc. (a) | 9,884 | 5,239 | |
Harrow Health, Inc. (a) | 30,837 | 164,978 | |
Horizon Pharma PLC (a) | 295,690 | 8,169,915 | |
Innoviva, Inc. (a) | 108,195 | 1,253,980 | |
Intersect ENT, Inc. (a) | 49,879 | 817,018 | |
Intra-Cellular Therapies, Inc. (a)(b) | 85,021 | 727,780 | |
Jazz Pharmaceuticals PLC (a) | 89,633 | 11,486,469 | |
Johnson & Johnson | 4,232,850 | 543,328,626 | |
Kala Pharmaceuticals, Inc. (a) | 36,685 | 150,775 | |
KemPharm, Inc. (a)(b) | 31,375 | 29,433 | |
Lannett Co., Inc. (a)(b) | 56,274 | 579,622 | |
Lipocine, Inc. (a)(b) | 15,142 | 44,517 | |
Mallinckrodt PLC (a)(b) | 134,925 | 349,456 | |
Marinus Pharmaceuticals, Inc. (a)(b) | 90,878 | 104,510 | |
Melinta Therapeutics, Inc. (a)(b) | 12,641 | 28,442 | |
Merck & Co., Inc. | 4,115,216 | 355,842,728 | |
Mersana Therapeutics, Inc. (a) | 57,405 | 141,216 | |
Mustang Bio, Inc. (a) | 54,042 | 212,925 | |
Mylan NV (a) | 819,396 | 15,953,640 | |
MyoKardia, Inc. (a) | 60,739 | 3,265,936 | |
Nektar Therapeutics (a)(b) | 280,233 | 4,923,694 | |
Neos Therapeutics, Inc. (a)(b) | 64,223 | 122,666 | |
NGM Biopharmaceuticals, Inc. (b) | 21,693 | 384,617 | |
NovaBay Pharmaceuticals, Inc. (a) | 4,679 | 2,509 | |
Novan, Inc. (a)(b) | 20,496 | 44,066 | |
Novus Therapeutics, Inc. (a) | 3,358 | 2,367 | |
Ocular Therapeutix, Inc. (a)(b) | 60,861 | 261,094 | |
Odonate Therapeutics, Inc. (a) | 17,115 | 527,313 | |
Omeros Corp. (a)(b) | 77,025 | 1,424,192 | |
Onconova Therapeutics, Inc. (a) | 6,603 | 15,847 | |
Otonomy, Inc. (a) | 28,082 | 63,465 | |
Outlook Therapeutics, Inc. (a)(b) | 7,452 | 11,402 | |
Pacira Biosciences, Inc. (a) | 63,262 | 2,355,877 | |
Paratek Pharmaceuticals, Inc. (a)(b) | 36,944 | 138,171 | |
Perrigo Co. PLC | 196,048 | 9,171,125 | |
Pfizer, Inc. | 8,838,428 | 314,206,115 | |
Phibro Animal Health Corp. Class A | 35,585 | 734,830 | |
Plx Pharma PLC/New (a) | 213 | 1,218 | |
Prestige Brands Holdings, Inc. (a) | 84,620 | 2,697,686 | |
Provention Bio, Inc. (a)(b) | 29,853 | 275,842 | |
Pulmatrix, Inc. (a)(b) | 14,437 | 12,791 | |
Reata Pharmaceuticals, Inc. (a)(b) | 23,896 | 1,842,382 | |
resTORbio, Inc. (a)(b) | 23,287 | 224,021 | |
Revance Therapeutics, Inc. (a)(b) | 67,896 | 719,698 | |
Rhythm Pharmaceuticals, Inc. (a)(b) | 39,704 | 894,134 | |
scPharmaceuticals, Inc. (a)(b) | 4,161 | 27,379 | |
SCYNEXIS, Inc. (a)(b) | 91,270 | 100,397 | |
Seelos Therapeutics, Inc. (b) | 33,922 | 45,625 | |
Seelos Therapeutics, Inc. rights (b)(c) | 1,387 | 0 | |
SIGA Technologies, Inc. (a) | 90,876 | 456,198 | |
Spero Therapeutics, Inc. (a) | 13,117 | 130,514 | |
Supernus Pharmaceuticals, Inc. (a)(b) | 84,192 | 2,275,710 | |
Sutro Biopharma, Inc. (a) | 1,978 | 15,962 | |
Teligent, Inc. (a)(b) | 103,065 | 97,396 | |
Tetraphase Pharmaceuticals, Inc. (a) | 64,819 | 16,853 | |
TherapeuticsMD, Inc. (a)(b) | 337,297 | 974,788 | |
Theravance Biopharma, Inc. (a) | 73,099 | 1,610,371 | |
Titan Pharmaceuticals, Inc. (a) | 1,380 | 575 | |
Tricida, Inc. (a)(b) | 44,978 | 1,569,282 | |
Turning Point Therapeutics, Inc. | 18,519 | 1,009,841 | |
Urovant Sciences Ltd. (a)(b) | 14,546 | 128,296 | |
Verrica Pharmaceuticals, Inc. (a) | 6,107 | 60,520 | |
VIVUS, Inc. (a)(b) | 15,386 | 62,313 | |
WAVE Life Sciences (a)(b) | 29,518 | 678,914 | |
Xeris Pharmaceuticals, Inc. (a) | 38,032 | 440,791 | |
Zoetis, Inc. Class A | 762,609 | 96,409,030 | |
Zogenix, Inc. (a) | 69,268 | 2,957,051 | |
Zynerba Pharmaceuticals, Inc. (a)(b) | 31,750 | 339,408 | |
1,832,213,594 | |||
TOTAL HEALTH CARE | 6,395,458,266 | ||
INDUSTRIALS - 9.9% | |||
Aerospace & Defense - 2.5% | |||
AAR Corp. | 54,833 | 2,355,626 | |
Aerojet Rocketdyne Holdings, Inc. (a) | 117,338 | 6,128,564 | |
AeroVironment, Inc. (a) | 34,930 | 1,799,943 | |
Arconic, Inc. | 633,462 | 16,368,658 | |
Arotech Corp. (a) | 23,597 | 55,925 | |
Astronics Corp. (a) | 37,762 | 1,038,833 | |
Astrotech Corp. (a) | 1,277 | 2,873 | |
Axon Enterprise, Inc. (a)(b) | 94,831 | 5,687,015 | |
BWX Technologies, Inc. | 150,979 | 8,937,957 | |
CPI Aerostructures, Inc. (a) | 4,386 | 35,483 | |
Cubic Corp. | 47,842 | 3,314,015 | |
Curtiss-Wright Corp. | 68,334 | 8,380,482 | |
Ducommun, Inc. (a) | 18,027 | 742,352 | |
General Dynamics Corp. | 432,432 | 82,711,269 | |
Harris Corp. | 352,766 | 74,578,260 | |
HEICO Corp. | 94,137 | 13,618,800 | |
HEICO Corp. Class A | 77,998 | 8,607,859 | |
Hexcel Corp. | 135,327 | 11,387,767 | |
Huntington Ingalls Industries, Inc. | 65,947 | 13,782,923 | |
Innovative Solutions & Support, Inc. (a) | 16,046 | 78,786 | |
Kratos Defense & Security Solutions, Inc. (a) | 143,838 | 2,872,445 | |
Lockheed Martin Corp. | 393,723 | 151,232,942 | |
Mercury Systems, Inc. (a) | 87,278 | 7,473,615 | |
Micronet Enertec Technologies, Inc. (a) | 3,018 | 2,052 | |
Moog, Inc. Class A | 52,469 | 4,263,106 | |
National Presto Industries, Inc. (b) | 6,827 | 585,142 | |
Northrop Grumman Corp. | 270,494 | 99,506,628 | |
Park Aerospace Corp. | 28,955 | 489,340 | |
Parsons Corp. | 33,006 | 1,122,864 | |
Raytheon Co. | 443,463 | 82,182,563 | |
SIFCO Industries, Inc. (a) | 653 | 1,796 | |
Spirit AeroSystems Holdings, Inc. Class A | 164,027 | 13,220,576 | |
Teledyne Technologies, Inc. (a) | 57,914 | 17,871,681 | |
Textron, Inc. | 371,044 | 16,696,980 | |
The Boeing Co. | 833,117 | 303,329,569 | |
TransDigm Group, Inc. | 78,068 | 42,025,566 | |
Triumph Group, Inc. | 77,453 | 1,609,473 | |
United Technologies Corp. | 1,290,847 | 168,119,913 | |
Vectrus, Inc. (a) | 18,529 | 749,683 | |
Wesco Aircraft Holdings, Inc. (a) | 116,027 | 1,276,297 | |
1,174,245,621 | |||
Air Freight & Logistics - 0.5% | |||
Air Transport Services Group, Inc. (a) | 96,811 | 1,955,582 | |
Atlas Air Worldwide Holdings, Inc. (a) | 41,806 | 1,080,685 | |
C.H. Robinson Worldwide, Inc. (b) | 216,008 | 18,250,516 | |
Echo Global Logistics, Inc. (a) | 51,039 | 1,022,822 | |
Expeditors International of Washington, Inc. | 271,507 | 19,304,148 | |
FedEx Corp. | 382,650 | 60,692,117 | |
Forward Air Corp. | 47,820 | 2,979,186 | |
Hub Group, Inc. Class A (a) | 51,535 | 2,219,097 | |
Radiant Logistics, Inc. | 57,808 | 282,103 | |
United Parcel Service, Inc. Class B | 1,110,409 | 131,761,132 | |
XPO Logistics, Inc. (a)(b) | 144,783 | 10,259,323 | |
249,806,711 | |||
Airlines - 0.4% | |||
Alaska Air Group, Inc. | 195,367 | 11,667,317 | |
Allegiant Travel Co. | 20,215 | 2,870,328 | |
American Airlines Group, Inc. | 629,891 | 16,572,432 | |
Delta Air Lines, Inc. | 951,465 | 55,051,765 | |
Hawaiian Holdings, Inc. | 77,936 | 1,902,418 | |
JetBlue Airways Corp. (a) | 474,814 | 8,223,778 | |
Mesa Air Group, Inc. | 22,228 | 143,593 | |
SkyWest, Inc. | 79,167 | 4,533,102 | |
Southwest Airlines Co. | 781,136 | 40,869,036 | |
Spirit Airlines, Inc. (a) | 107,280 | 4,027,291 | |
United Continental Holdings, Inc. (a) | 353,729 | 29,822,892 | |
175,683,952 | |||
Building Products - 0.4% | |||
A.O. Smith Corp. | 222,013 | 10,328,045 | |
AAON, Inc. | 67,848 | 3,254,669 | |
Advanced Drain Systems, Inc. Del | 66,879 | 2,099,332 | |
Allegion PLC | 149,141 | 14,357,804 | |
American Woodmark Corp. (a) | 24,836 | 2,045,741 | |
Apogee Enterprises, Inc. | 42,507 | 1,569,784 | |
Armstrong World Industries, Inc. | 75,669 | 7,224,119 | |
Builders FirstSource, Inc. (a) | 183,421 | 3,567,538 | |
Continental Building Products, Inc. (a) | 57,520 | 1,446,053 | |
COVIA Corp. (a)(b) | 50,786 | 76,179 | |
CSW Industrials, Inc. | 24,055 | 1,640,792 | |
Fortune Brands Home & Security, Inc. | 219,453 | 11,205,270 | |
GCP Applied Technologies, Inc. (a) | 115,680 | 2,030,184 | |
Gibraltar Industries, Inc. (a) | 46,465 | 1,871,146 | |
GMS, Inc. (a) | 47,333 | 1,394,430 | |
Griffon Corp. | 60,408 | 1,054,120 | |
Insteel Industries, Inc. | 27,826 | 520,346 | |
Jeld-Wen Holding, Inc. (a) | 108,902 | 1,879,649 | |
Johnson Controls International PLC | 1,272,065 | 54,304,455 | |
Lennox International, Inc. | 55,974 | 14,205,082 | |
Masco Corp. | 465,517 | 18,960,507 | |
Masonite International Corp. (a) | 42,446 | 2,266,192 | |
NCI Building Systems, Inc. (a) | 61,004 | 286,109 | |
Owens Corning | 171,965 | 9,863,912 | |
Patrick Industries, Inc. (a) | 37,118 | 1,341,445 | |
PGT, Inc. (a) | 101,272 | 1,620,352 | |
Quanex Building Products Corp. | 61,865 | 1,065,315 | |
Resideo Technologies, Inc. (a) | 198,968 | 2,741,779 | |
Simpson Manufacturing Co. Ltd. | 65,211 | 4,186,546 | |
Tecogen, Inc. New (a) | 1,668 | 4,654 | |
Trex Co., Inc. (a) | 92,220 | 7,887,577 | |
Universal Forest Products, Inc. | 93,343 | 3,649,711 | |
189,948,837 | |||
Commercial Services & Supplies - 0.6% | |||
ABM Industries, Inc. | 108,421 | 4,039,766 | |
ACCO Brands Corp. | 172,174 | 1,596,053 | |
Acme United Corp. | 9,751 | 197,848 | |
ADS Waste Holdings, Inc. (a) | 112,889 | 3,659,861 | |
Aqua Metals, Inc. (a)(b) | 92,895 | 185,790 | |
ARC Document Solutions, Inc. (a) | 49,507 | 68,815 | |
Brady Corp. Class A | 79,184 | 3,738,277 | |
BrightView Holdings, Inc. (a) | 39,816 | 729,827 | |
Casella Waste Systems, Inc. Class A (a) | 66,628 | 3,031,574 | |
CECO Environmental Corp. (a) | 50,178 | 348,737 | |
Charah Solutions, Inc. (a) | 9,272 | 26,332 | |
Cintas Corp. | 134,101 | 35,375,844 | |
Clean Harbors, Inc. (a) | 79,336 | 5,835,163 | |
Copart, Inc. (a) | 320,226 | 24,141,838 | |
Covanta Holding Corp. | 197,483 | 3,396,708 | |
Deluxe Corp. | 71,328 | 3,286,794 | |
Document Security Systems, Inc. (a) | 3,635 | 1,517 | |
Ennis, Inc. | 42,994 | 864,609 | |
Evoqua Water Technologies Corp. (a) | 95,306 | 1,473,431 | |
Fuel Tech, Inc. (a) | 38,090 | 33,138 | |
Healthcare Services Group, Inc. (b) | 118,820 | 2,679,391 | |
Heritage-Crystal Clean, Inc. (a) | 21,482 | 526,309 | |
Herman Miller, Inc. | 93,890 | 3,969,669 | |
HNI Corp. | 70,634 | 2,203,074 | |
Hudson Technologies, Inc. (a)(b) | 55,862 | 28,154 | |
Industrial Services of America, Inc. (a) | 1,188 | 1,366 | |
Interface, Inc. | 103,602 | 1,144,802 | |
KAR Auction Services, Inc. | 205,859 | 5,467,615 | |
Kimball International, Inc. Class B | 62,642 | 1,099,367 | |
Knoll, Inc. | 80,090 | 1,846,875 | |
LSC Communications, Inc. | 55,304 | 71,895 | |
Matthews International Corp. Class A | 52,865 | 1,549,473 | |
McGrath RentCorp. | 37,559 | 2,404,903 | |
Mobile Mini, Inc. | 71,364 | 2,230,839 | |
MSA Safety, Inc. | 57,442 | 6,067,598 | |
NL Industries, Inc. (a) | 6,888 | 25,417 | |
NRC Group Holdings Corp. (a) | 14,871 | 174,586 | |
Odyssey Marine Exploration, Inc. (a)(b) | 14,207 | 65,352 | |
Performant Financial Corp. (a) | 22,764 | 27,089 | |
Perma-Fix Environmental Services, Inc. (a) | 5,088 | 20,352 | |
PICO Holdings, Inc. (a) | 29,708 | 286,088 | |
Pitney Bowes, Inc. (b) | 289,384 | 1,030,207 | |
Quad/Graphics, Inc. (b) | 53,313 | 479,284 | |
Quest Resource Holding Corp. (a) | 2,183 | 5,785 | |
R.R. Donnelley & Sons Co. | 109,503 | 264,997 | |
Republic Services, Inc. | 343,763 | 30,680,848 | |
Rollins, Inc. | 231,979 | 7,611,231 | |
SP Plus Corp. (a) | 37,792 | 1,304,202 | |
Steelcase, Inc. Class A | 141,913 | 2,203,909 | |
Stericycle, Inc. (a)(b) | 134,913 | 6,056,245 | |
Team, Inc. (a)(b) | 51,841 | 854,340 | |
Tetra Tech, Inc. | 85,554 | 6,940,140 | |
The Brink's Co. | 80,225 | 6,036,931 | |
U.S. Ecology, Inc. | 33,031 | 2,000,688 | |
UniFirst Corp. | 24,816 | 4,861,703 | |
Viad Corp. | 33,171 | 2,143,842 | |
Virco Manufacturing Co. | 1,967 | 8,556 | |
VSE Corp. | 14,273 | 454,452 | |
Waste Management, Inc. | 623,703 | 74,438,953 | |
271,298,449 | |||
Construction & Engineering - 0.2% | |||
AECOM (a) | 255,568 | 9,067,553 | |
Aegion Corp. (a) | 53,411 | 1,054,333 | |
Ameresco, Inc. Class A (a) | 28,016 | 403,430 | |
Arcosa, Inc. | 74,660 | 2,425,703 | |
Argan, Inc. | 23,309 | 962,895 | |
Comfort Systems U.S.A., Inc. | 54,607 | 2,111,107 | |
Construction Partners, Inc. Class A (a) | 21,686 | 357,602 | |
Dycom Industries, Inc. (a) | 50,489 | 2,246,761 | |
EMCOR Group, Inc. | 87,858 | 7,682,304 | |
Fluor Corp. | 222,689 | 3,934,915 | |
Goldfield Corp. | 30,196 | 72,470 | |
Granite Construction, Inc. | 75,306 | 2,141,703 | |
Great Lakes Dredge & Dock Corp. (a) | 95,211 | 1,032,087 | |
HC2 Holdings, Inc. (a)(b) | 51,050 | 102,100 | |
Ies Holdings, Inc. (a) | 11,974 | 225,949 | |
Jacobs Engineering Group, Inc. | 182,374 | 16,205,754 | |
Keane Group, Inc. (a) | 68,597 | 363,564 | |
Limbach Holdings, Inc. (a) | 9,721 | 47,050 | |
MasTec, Inc. (a) | 98,775 | 6,209,984 | |
MYR Group, Inc. (a) | 30,946 | 887,222 | |
Northwest Pipe Co. (a) | 14,553 | 334,719 | |
NV5 Holdings, Inc. (a) | 15,445 | 953,420 | |
Orion Group Holdings, Inc. (a) | 68,013 | 281,574 | |
Primoris Services Corp. | 67,250 | 1,314,065 | |
Quanta Services, Inc. | 231,038 | 7,832,188 | |
Sterling Construction Co., Inc. (a) | 42,531 | 475,922 | |
Tutor Perini Corp. (a)(b) | 65,880 | 658,141 | |
Valmont Industries, Inc. | 34,522 | 4,677,731 | |
Williams Scotsman Corp. (a) | 69,586 | 970,725 | |
75,032,971 | |||
Electrical Equipment - 0.6% | |||
Acuity Brands, Inc. | 63,342 | 7,943,720 | |
Allied Motion Technologies, Inc. | 12,882 | 414,929 | |
American Superconductor Corp. (a)(b) | 30,943 | 237,333 | |
AMETEK, Inc. | 362,941 | 31,187,520 | |
AZZ, Inc. | 42,909 | 1,770,854 | |
Babcock & Wilcox Enterprises, Inc. (a)(b) | 25,771 | 94,837 | |
Broadwind Energy, Inc. (a) | 11,689 | 22,677 | |
Capstone Turbine Corp. (a)(b) | 85,468 | 55,896 | |
Eaton Corp. PLC | 673,678 | 54,379,288 | |
Emerson Electric Co. | 978,447 | 58,305,657 | |
Encore Wire Corp. | 36,577 | 1,974,792 | |
Energous Corp. (a)(b) | 27,636 | 100,595 | |
Energy Focus, Inc. (a) | 5,870 | 2,348 | |
EnerSys | 69,900 | 3,914,400 | |
Espey Manufacturing & Electronics Corp. | 1,478 | 37,113 | |
Fortive Corp. | 468,196 | 33,195,096 | |
FuelCell Energy, Inc. (a) | 12,450 | 4,171 | |
Generac Holdings, Inc. (a) | 100,128 | 7,808,983 | |
GrafTech International Ltd. (b) | 102,299 | 1,247,025 | |
Hubbell, Inc. Class B | 85,854 | 11,258,894 | |
Ideal Power, Inc. (a)(b) | 2,794 | 11,036 | |
LSI Industries, Inc. | 30,242 | 135,182 | |
Ocean Power Technologies, Inc. (a) | 40 | 66 | |
Orion Energy Systems, Inc. (a) | 47,217 | 122,292 | |
Plug Power, Inc. (a)(b) | 416,902 | 904,677 | |
Powell Industries, Inc. | 13,592 | 493,661 | |
Preformed Line Products Co. | 4,282 | 219,453 | |
Regal Beloit Corp. | 69,161 | 4,903,515 | |
Revolution Lighting Technologies, Inc. (a)(b) | 9,383 | 3,003 | |
Rockwell Automation, Inc. | 187,580 | 28,660,348 | |
Sensata Technologies, Inc. PLC (a) | 258,509 | 11,782,840 | |
Sunrun, Inc. (a) | 122,359 | 1,875,763 | |
Sunworks, Inc. (a) | 1,333 | 3,319 | |
Thermon Group Holdings, Inc. (a) | 52,494 | 1,141,745 | |
TPI Composites, Inc. (a) | 28,796 | 507,961 | |
Ultralife Corp. (a) | 13,084 | 112,130 | |
Vicor Corp. (a) | 26,832 | 818,108 | |
Vivint Solar, Inc. (a) | 71,421 | 575,653 | |
266,226,880 | |||
Industrial Conglomerates - 1.2% | |||
3M Co. | 917,602 | 148,394,595 | |
Carlisle Companies, Inc. | 89,746 | 13,009,580 | |
General Electric Co. | 13,892,603 | 114,613,975 | |
Honeywell International, Inc. | 1,156,794 | 190,431,428 | |
ITT, Inc. | 136,220 | 7,753,642 | |
Raven Industries, Inc. | 62,680 | 1,828,376 | |
Roper Technologies, Inc. | 165,020 | 60,522,735 | |
536,554,331 | |||
Machinery - 1.7% | |||
Actuant Corp. Class A | 99,919 | 2,219,201 | |
AGCO Corp. | 102,366 | 7,075,538 | |
Alamo Group, Inc. | 16,317 | 1,863,075 | |
Albany International Corp. Class A | 47,202 | 3,880,948 | |
Allison Transmission Holdings, Inc. | 187,292 | 8,321,384 | |
Altra Industrial Motion Corp. | 103,022 | 2,677,542 | |
Apergy Corp. (a) | 125,335 | 3,256,203 | |
ARC Group Worldwide, Inc. (a) | 1,063 | 181 | |
Astec Industries, Inc. | 39,434 | 1,088,378 | |
Barnes Group, Inc. | 77,027 | 3,454,661 | |
Blue Bird Corp. (a) | 22,797 | 415,817 | |
Briggs & Stratton Corp. | 71,179 | 307,493 | |
Cactus, Inc. (a) | 73,133 | 1,862,698 | |
Caterpillar, Inc. | 910,210 | 108,314,990 | |
Chart Industries, Inc. (a) | 56,625 | 3,558,315 | |
CIRCOR International, Inc. (a) | 32,196 | 1,106,577 | |
Colfax Corp. (a)(b) | 150,552 | 4,095,014 | |
Columbus McKinnon Corp. (NY Shares) | 34,116 | 1,104,335 | |
Commercial Vehicle Group, Inc. (a) | 51,340 | 326,009 | |
Crane Co. | 81,494 | 6,213,103 | |
Cummins, Inc. | 230,898 | 34,466,144 | |
Deere & Co. | 505,173 | 78,256,349 | |
Donaldson Co., Inc. | 199,670 | 9,656,041 | |
Douglas Dynamics, Inc. | 38,410 | 1,604,002 | |
Dover Corp. | 230,880 | 21,642,691 | |
Eastern Co. | 4,098 | 90,402 | |
Energy Recovery, Inc. (a)(b) | 54,374 | 525,797 | |
EnPro Industries, Inc. | 33,140 | 2,063,959 | |
ESCO Technologies, Inc. | 39,478 | 3,005,460 | |
ExOne Co. (a)(b) | 16,187 | 133,057 | |
Federal Signal Corp. | 99,303 | 2,950,292 | |
Flowserve Corp. | 208,353 | 8,892,506 | |
Franklin Electric Co., Inc. | 63,921 | 2,930,778 | |
FreightCar America, Inc. (a) | 14,237 | 59,511 | |
Gardner Denver Holdings, Inc. (a) | 203,263 | 5,829,583 | |
Gates Industrial Corp. PLC (a) | 83,507 | 726,511 | |
Gencor Industries, Inc. (a) | 10,558 | 120,784 | |
Gorman-Rupp Co. | 33,677 | 1,005,932 | |
Graco, Inc. | 263,983 | 12,029,705 | |
Graham Corp. | 20,448 | 376,448 | |
Greenbrier Companies, Inc. | 51,155 | 1,191,400 | |
Harsco Corp. (a) | 128,012 | 2,291,415 | |
Hillenbrand, Inc. | 101,756 | 2,792,185 | |
Hurco Companies, Inc. | 9,048 | 288,722 | |
Hyster-Yale Materials Handling Class A | 16,345 | 891,620 | |
IDEX Corp. | 120,453 | 19,839,814 | |
Illinois Tool Works, Inc. | 477,107 | 71,499,255 | |
Ingersoll-Rand PLC | 384,070 | 46,507,036 | |
Jason Industries, Inc. (a) | 9,621 | 4,856 | |
John Bean Technologies Corp. | 51,324 | 5,251,472 | |
Kadant, Inc. | 19,082 | 1,570,258 | |
Kennametal, Inc. | 130,592 | 3,903,395 | |
L.B. Foster Co. Class A (a) | 14,710 | 292,876 | |
Lincoln Electric Holdings, Inc. | 100,341 | 8,284,153 | |
Lindsay Corp. (b) | 18,329 | 1,617,718 | |
LiqTech International, Inc. (a)(b) | 38,051 | 257,605 | |
Lydall, Inc. (a) | 29,571 | 594,673 | |
Manitex International, Inc. (a) | 16,584 | 93,202 | |
Manitowoc Co., Inc. (a) | 56,810 | 710,125 | |
Meritor, Inc. (a) | 133,876 | 2,251,794 | |
Middleby Corp. (a) | 87,616 | 9,607,971 | |
Milacron Holdings Corp. (a) | 106,060 | 1,681,051 | |
Miller Industries, Inc. | 18,382 | 575,173 | |
Mueller Industries, Inc. | 94,259 | 2,484,667 | |
Mueller Water Products, Inc. Class A | 262,893 | 2,749,861 | |
Navistar International Corp. New (a) | 105,699 | 2,431,077 | |
NN, Inc. | 72,665 | 466,509 | |
Nordson Corp. | 81,632 | 11,098,687 | |
Omega Flex, Inc. (b) | 6,969 | 586,790 | |
Oshkosh Corp. | 108,786 | 7,644,392 | |
PACCAR, Inc. | 551,620 | 36,164,207 | |
Park-Ohio Holdings Corp. | 12,814 | 348,413 | |
Parker Hannifin Corp. | 202,265 | 33,529,469 | |
Pentair PLC | 252,171 | 9,057,982 | |
ProPetro Holding Corp. (a)(b) | 115,787 | 1,233,132 | |
Proto Labs, Inc. (a) | 43,625 | 4,133,033 | |
RBC Bearings, Inc. (a) | 40,133 | 6,402,417 | |
Rexnord Corp. (a) | 155,984 | 4,083,661 | |
Snap-On, Inc. (b) | 87,084 | 12,947,649 | |
Spartan Motors, Inc. | 48,365 | 609,883 | |
SPX Corp. (a) | 72,522 | 2,752,210 | |
SPX Flow, Inc. (a) | 70,169 | 2,365,397 | |
Standex International Corp. | 20,291 | 1,395,006 | |
Stanley Black & Decker, Inc. | 240,279 | 31,923,468 | |
Sun Hydraulics Corp. | 49,093 | 2,100,689 | |
Tennant Co. | 29,256 | 2,000,818 | |
Terex Corp. | 98,801 | 2,453,229 | |
The L.S. Starrett Co. Class A (a) | 3,547 | 19,579 | |
Timken Co. | 108,423 | 4,356,436 | |
Titan International, Inc. | 89,152 | 231,795 | |
Toro Co. | 170,245 | 12,259,342 | |
TriMas Corp. (a) | 73,487 | 2,159,048 | |
Trinity Industries, Inc. | 197,483 | 3,450,028 | |
Twin Disc, Inc. (a) | 12,184 | 123,180 | |
Wabash National Corp. | 91,235 | 1,244,445 | |
WABCO Holdings, Inc. (a) | 81,205 | 10,841,680 | |
Wabtec Corp. (b) | 288,480 | 19,965,701 | |
Watts Water Technologies, Inc. Class A | 41,501 | 3,802,737 | |
Welbilt, Inc. (a)(b) | 214,759 | 3,380,307 | |
Woodward, Inc. | 88,948 | 9,593,042 | |
Xylem, Inc. | 283,371 | 21,709,052 | |
803,604,201 | |||
Marine - 0.0% | |||
Eagle Bulk Shipping, Inc. (a) | 124,403 | 572,254 | |
Genco Shipping & Trading Ltd. (a) | 29,304 | 280,146 | |
Kirby Corp. (a) | 86,740 | 6,383,197 | |
Matson, Inc. | 66,793 | 2,373,155 | |
9,608,752 | |||
Professional Services - 0.5% | |||
Acacia Research Corp. (a) | 62,934 | 164,258 | |
Asgn, Inc. (a) | 80,719 | 5,042,516 | |
Barrett Business Services, Inc. | 12,256 | 1,067,865 | |
BG Staffing, Inc. | 12,688 | 237,773 | |
CBIZ, Inc. (a) | 89,126 | 1,991,075 | |
CoStar Group, Inc. (a) | 58,465 | 35,948,375 | |
CRA International, Inc. | 12,741 | 495,497 | |
Equifax, Inc. | 191,445 | 28,023,719 | |
Exponent, Inc. | 80,771 | 5,725,856 | |
Forrester Research, Inc. | 16,023 | 558,722 | |
Franklin Covey Co. (a) | 18,364 | 675,612 | |
FTI Consulting, Inc. (a) | 59,961 | 6,484,183 | |
GP Strategies Corp. (a) | 27,560 | 354,973 | |
Heidrick & Struggles International, Inc. | 32,404 | 860,326 | |
Hill International, Inc. (a) | 69,126 | 203,922 | |
Hudson Global, Inc. (a) | 1,023 | 12,675 | |
Huron Consulting Group, Inc. (a) | 38,539 | 2,358,972 | |
ICF International, Inc. | 32,737 | 2,771,514 | |
IHS Markit Ltd. (a) | 581,400 | 38,145,654 | |
InnerWorkings, Inc. (a) | 68,515 | 290,504 | |
Insperity, Inc. | 59,836 | 5,927,354 | |
Kelly Services, Inc. Class A (non-vtg.) | 51,699 | 1,251,633 | |
Kforce, Inc. | 39,564 | 1,287,413 | |
Korn Ferry | 83,657 | 3,269,316 | |
Manpower, Inc. | 94,040 | 7,686,830 | |
Mastech Digital, Inc. (a) | 547 | 3,173 | |
MISTRAS Group, Inc. (a) | 28,432 | 415,107 | |
Navigant Consulting, Inc. | 64,837 | 1,807,007 | |
Nielsen Holdings PLC | 566,404 | 11,758,547 | |
RCM Technologies, Inc. (a) | 7,267 | 24,344 | |
Resources Connection, Inc. | 46,596 | 771,164 | |
Robert Half International, Inc. | 187,244 | 10,011,937 | |
TransUnion Holding Co., Inc. | 300,209 | 25,112,483 | |
TriNet Group, Inc. (a) | 69,993 | 4,698,630 | |
TrueBlue, Inc. (a) | 70,782 | 1,373,879 | |
Verisk Analytics, Inc. | 259,695 | 41,951,130 | |
Volt Information Sciences, Inc. (a) | 4,582 | 14,617 | |
Willdan Group, Inc. (a) | 16,020 | 579,123 | |
249,357,678 | |||
Road & Rail - 1.0% | |||
AMERCO | 12,003 | 4,220,495 | |
ArcBest Corp. | 43,863 | 1,298,783 | |
Avis Budget Group, Inc. (a) | 101,039 | 2,502,736 | |
Covenant Transport Group, Inc. Class A (a) | 19,371 | 278,555 | |
CSX Corp. | 1,225,271 | 82,117,662 | |
Daseke, Inc. (a) | 99,831 | 175,703 | |
Genesee & Wyoming, Inc. Class A (a) | 90,086 | 9,988,736 | |
Heartland Express, Inc. | 78,424 | 1,613,182 | |
Hertz Global Holdings, Inc. (a)(b) | 150,301 | 1,820,145 | |
J.B. Hunt Transport Services, Inc. | 137,695 | 14,876,568 | |
Kansas City Southern | 160,235 | 20,157,563 | |
Knight-Swift Transportation Holdings, Inc. Class A (b) | 195,699 | 6,681,164 | |
Landstar System, Inc. | 64,014 | 7,138,841 | |
Lyft, Inc. (b) | 52,924 | 2,591,688 | |
Marten Transport Ltd. | 66,183 | 1,301,820 | |
Norfolk Southern Corp. | 424,494 | 73,883,181 | |
Old Dominion Freight Lines, Inc. | 102,600 | 16,801,776 | |
P.A.M. Transportation Services, Inc. (a) | 2,784 | 160,609 | |
Patriot Transportation Holding, Inc. (a) | 939 | 17,137 | |
Roadrunner Transportation Systems, Inc. (a) | 5,269 | 50,688 | |
Ryder System, Inc. | 83,940 | 4,043,390 | |
Saia, Inc. (a) | 39,729 | 3,398,419 | |
Schneider National, Inc. Class B | 50,921 | 989,904 | |
U.S. Xpress Enterprises, Inc. (a) | 29,647 | 124,517 | |
U.S.A. Truck, Inc. (a) | 12,788 | 111,000 | |
Uber Technologies, Inc. (b) | 324,041 | 10,554,015 | |
Union Pacific Corp. | 1,127,075 | 182,541,067 | |
Universal Logistics Holdings, Inc. | 14,083 | 295,039 | |
Werner Enterprises, Inc. (b) | 63,306 | 2,068,840 | |
YRC Worldwide, Inc. (a)(b) | 53,390 | 116,390 | |
451,919,613 | |||
Trading Companies & Distributors - 0.3% | |||
AeroCentury Corp. (a) | 505 | 3,212 | |
Air Lease Corp. Class A | 163,253 | 6,781,530 | |
Aircastle Ltd. | 86,490 | 1,889,807 | |
Applied Industrial Technologies, Inc. | 63,459 | 3,388,076 | |
Beacon Roofing Supply, Inc. (a) | 110,299 | 3,516,332 | |
BlueLinx Corp. (a)(b) | 15,118 | 433,735 | |
BMC Stock Holdings, Inc. (a) | 101,961 | 2,592,868 | |
CAI International, Inc. (a) | 28,902 | 612,144 | |
DXP Enterprises, Inc. (a) | 25,895 | 840,293 | |
EVI Industries, Inc. (b) | 6,632 | 197,700 | |
Fastenal Co. | 908,671 | 27,823,506 | |
GATX Corp. (b) | 58,929 | 4,373,710 | |
General Finance Corp. (a) | 26,381 | 218,171 | |
H&E Equipment Services, Inc. | 52,496 | 1,275,128 | |
HD Supply Holdings, Inc. (a) | 268,300 | 10,439,553 | |
Herc Holdings, Inc. (a) | 39,054 | 1,612,149 | |
Houston Wire & Cable Co. (a) | 13,194 | 59,637 | |
Huttig Building Products, Inc. (a)(b) | 16,745 | 37,676 | |
India Globalization Capital, Inc. (a)(b) | 60,177 | 61,982 | |
Kaman Corp. | 46,060 | 2,689,443 | |
Lawson Products, Inc. (a) | 15,275 | 556,774 | |
MRC Global, Inc. (a) | 135,592 | 1,704,391 | |
MSC Industrial Direct Co., Inc. Class A | 68,386 | 4,624,261 | |
Now, Inc. (a) | 175,596 | 2,087,836 | |
Rush Enterprises, Inc. Class A | 52,372 | 1,891,153 | |
SiteOne Landscape Supply, Inc. (a)(b) | 64,115 | 5,013,793 | |
Systemax, Inc. | 25,051 | 502,774 | |
Titan Machinery, Inc. (a) | 28,629 | 431,153 | |
Transcat, Inc. (a) | 17,063 | 396,373 | |
Triton International Ltd. | 79,857 | 2,567,403 | |
United Rentals, Inc. (a) | 125,015 | 14,071,688 | |
Univar, Inc. (a) | 207,890 | 4,022,672 | |
Veritiv Corp. (a) | 20,122 | 333,220 | |
W.W. Grainger, Inc. | 71,430 | 19,546,820 | |
Watsco, Inc. | 51,359 | 8,399,764 | |
WESCO International, Inc. (a) | 78,801 | 3,552,349 | |
Willis Lease Finance Corp. (a) | 7,643 | 472,108 | |
139,021,184 | |||
Transportation Infrastructure - 0.0% | |||
Macquarie Infrastructure Co. LLC | 123,354 | 4,665,248 | |
TOTAL INDUSTRIALS | 4,596,974,428 | ||
INFORMATION TECHNOLOGY - 21.5% | |||
Communications Equipment - 1.0% | |||
Acacia Communications, Inc. (a) | 46,103 | 2,906,794 | |
ADTRAN, Inc. | 83,512 | 857,668 | |
Applied Optoelectronics, Inc. (a)(b) | 39,570 | 352,173 | |
Arista Networks, Inc. (a) | 84,701 | 19,194,941 | |
Aviat Networks, Inc. (a) | 4,071 | 57,971 | |
BK Technologies Corp. | 6,921 | 26,992 | |
Blonder Tongue Laboratories, Inc. (a) | 2,458 | 1,647 | |
CalAmp Corp. (a) | 57,106 | 548,218 | |
Calix Networks, Inc. (a) | 81,133 | 487,609 | |
Ciena Corp. (a) | 227,273 | 9,302,284 | |
Cisco Systems, Inc. | 6,849,366 | 320,618,822 | |
Clearfield, Inc. (a) | 14,647 | 156,576 | |
ClearOne, Inc. (a) | 24,730 | 55,395 | |
CommScope Holding Co., Inc. (a) | 297,380 | 3,193,861 | |
Communications Systems, Inc. | 3,162 | 14,324 | |
Comtech Telecommunications Corp. | 42,664 | 1,141,262 | |
Dasan Zhone Solutions, Inc. (a) | 14,968 | 159,709 | |
Digi International, Inc. (a) | 44,248 | 565,489 | |
EchoStar Holding Corp. Class A (a) | 74,700 | 3,156,075 | |
EMCORE Corp. (a) | 37,002 | 105,456 | |
Extreme Networks, Inc. (a) | 179,925 | 1,201,899 | |
F5 Networks, Inc. (a) | 94,641 | 12,183,136 | |
Finisar Corp. (a) | 190,903 | 4,316,317 | |
Harmonic, Inc. (a) | 139,555 | 919,667 | |
Infinera Corp. (a)(b) | 262,653 | 1,399,940 | |
InterDigital, Inc. | 51,065 | 2,510,866 | |
Juniper Networks, Inc. | 543,375 | 12,584,565 | |
KVH Industries, Inc. (a) | 17,339 | 161,253 | |
Lantronix, Inc. (a) | 10,696 | 35,083 | |
Lumentum Holdings, Inc. (a) | 122,288 | 6,818,779 | |
Motorola Solutions, Inc. | 263,134 | 47,603,572 | |
NETGEAR, Inc. (a) | 52,077 | 1,808,113 | |
NetScout Systems, Inc. (a) | 103,944 | 2,302,360 | |
Network-1 Security Solutions, Inc. | 15,752 | 38,435 | |
Optical Cable Corp. (a) | 414 | 1,528 | |
PC-Tel, Inc. | 8,800 | 60,016 | |
Plantronics, Inc. | 51,918 | 1,613,092 | |
Resonant, Inc. (a)(b) | 38,903 | 129,547 | |
Sonus Networks, Inc. (a) | 79,685 | 411,971 | |
Tessco Technologies, Inc. | 10,972 | 162,166 | |
Ubiquiti, Inc. (b) | 30,370 | 3,356,189 | |
ViaSat, Inc. (a)(b) | 89,827 | 7,125,976 | |
Viavi Solutions, Inc. (a) | 364,736 | 5,066,183 | |
Westell Technologies, Inc. Class A (a) | 13,931 | 19,225 | |
474,733,144 | |||
Electronic Equipment & Components - 0.8% | |||
ADT, Inc. (b) | 203,106 | 966,785 | |
Akoustis Technologies, Inc. (a)(b) | 41,404 | 303,077 | |
Amphenol Corp. Class A | 474,478 | 41,535,804 | |
Anixter International, Inc. (a) | 48,812 | 2,927,256 | |
Applied DNA Sciences, Inc. (a) | 13,912 | 4,243 | |
Arlo Technologies, Inc. | 123,036 | 386,333 | |
Arrow Electronics, Inc. (a) | 135,791 | 9,396,737 | |
Avnet, Inc. | 165,471 | 6,931,580 | |
AVX Corp. | 86,550 | 1,172,753 | |
Badger Meter, Inc. | 47,885 | 2,469,908 | |
Bel Fuse, Inc. Class B (non-vtg.) | 25,154 | 276,694 | |
Belden, Inc. | 62,894 | 2,868,595 | |
Benchmark Electronics, Inc. | 66,122 | 1,750,911 | |
Cardtronics PLC (a) | 62,173 | 1,841,564 | |
Casa Systems, Inc. (a) | 49,526 | 285,270 | |
CDW Corp. | 231,718 | 26,763,429 | |
ClearSign Combustion Corp. (a)(b) | 27,753 | 37,467 | |
Coda Octopus Group, Inc. (a) | 6,107 | 54,230 | |
Cognex Corp. | 273,273 | 12,319,147 | |
Coherent, Inc. (a) | 38,732 | 5,614,591 | |
Corning, Inc. | 1,245,850 | 34,696,923 | |
CTS Corp. | 56,627 | 1,615,568 | |
CUI Global, Inc. (a) | 19,515 | 10,480 | |
Daktronics, Inc. | 58,316 | 421,625 | |
Dell Technologies, Inc. (a) | 237,982 | 12,263,212 | |
Digital Ally, Inc. (a)(b) | 10,900 | 13,189 | |
Dolby Laboratories, Inc. Class A | 101,023 | 6,218,976 | |
DPW Holdings, Inc. (a) | 33 | 101 | |
eMagin Corp. (a) | 3,729 | 1,529 | |
ePlus, Inc. (a) | 23,112 | 1,888,713 | |
Fabrinet (a) | 59,959 | 3,027,330 | |
FARO Technologies, Inc. (a) | 25,127 | 1,237,253 | |
Fitbit, Inc. (a)(b) | 334,812 | 1,034,569 | |
FLIR Systems, Inc. | 214,016 | 10,544,568 | |
Frequency Electronics, Inc. (a) | 1,870 | 20,252 | |
I. D. Systems Inc. (a) | 4,453 | 24,091 | |
Identiv, Inc. (a) | 9,988 | 48,442 | |
IEC Electronics Corp. (a) | 7,965 | 52,489 | |
II-VI, Inc. (a)(b) | 95,699 | 3,589,669 | |
Insight Enterprises, Inc. (a) | 58,163 | 2,795,314 | |
Intellicheck, Inc. (a) | 8,865 | 42,995 | |
IPG Photonics Corp. (a) | 56,556 | 6,997,674 | |
Iteris, Inc. (a) | 74,272 | 404,040 | |
Itron, Inc. (a) | 52,126 | 3,620,151 | |
Jabil, Inc. | 217,494 | 6,266,002 | |
KEMET Corp. | 94,494 | 1,582,775 | |
KEY Tronic Corp. (a) | 4,755 | 24,251 | |
Keysight Technologies, Inc. (a) | 301,683 | 29,221,015 | |
Kimball Electronics, Inc. (a) | 39,012 | 515,349 | |
Knowles Corp. (a) | 143,828 | 2,916,832 | |
LightPath Technologies, Inc. Class A (a) | 276 | 215 | |
Littelfuse, Inc. | 38,156 | 5,955,007 | |
LRAD Corp. (a) | 41,498 | 152,713 | |
Luna Innovations, Inc. (a) | 31,486 | 200,566 | |
Methode Electronics, Inc. Class A | 60,208 | 1,911,002 | |
MicroVision, Inc. (a) | 86,442 | 52,453 | |
MTS Systems Corp. | 28,200 | 1,603,734 | |
Napco Security Technolgies, Inc. (a) | 20,138 | 694,358 | |
National Instruments Corp. | 175,698 | 7,379,316 | |
Neonode, Inc. (a)(b) | 2,434 | 6,085 | |
Novanta, Inc. (a) | 53,502 | 4,012,650 | |
OSI Systems, Inc. (a) | 27,009 | 2,836,215 | |
Par Technology Corp. (a)(b) | 18,066 | 417,867 | |
PC Connection, Inc. | 19,350 | 681,701 | |
PC Mall, Inc. (a) | 13,480 | 471,800 | |
Perceptron, Inc. (a) | 9,648 | 44,670 | |
Plexus Corp. (a) | 46,487 | 2,659,521 | |
Research Frontiers, Inc. (a)(b) | 12,362 | 55,629 | |
RF Industries Ltd. | 7,922 | 59,811 | |
Richardson Electronics Ltd. | 17,387 | 102,583 | |
Rogers Corp. (a) | 30,143 | 3,991,536 | |
Sanmina Corp. (a) | 111,917 | 3,234,401 | |
ScanSource, Inc. (a) | 42,130 | 1,190,594 | |
SYNNEX Corp. | 66,644 | 5,585,434 | |
TE Connectivity Ltd. | 538,197 | 49,094,330 | |
Tech Data Corp. (a) | 56,535 | 5,242,491 | |
Trimble, Inc. (a) | 406,552 | 15,253,831 | |
TTM Technologies, Inc. (a)(b) | 155,325 | 1,655,765 | |
Vishay Intertechnology, Inc. | 215,998 | 3,419,248 | |
Vishay Precision Group, Inc. (a) | 20,510 | 640,938 | |
Wayside Technology Group, Inc. | 904 | 12,394 | |
Wireless Telecom Group, Inc. (a) | 8,214 | 11,335 | |
Wrap Technologies, Inc. (a)(b) | 15,805 | 65,591 | |
Zebra Technologies Corp. Class A (a) | 86,656 | 17,767,080 | |
385,464,615 | |||
IT Services - 5.4% | |||
3PEA International, Inc. (a)(b) | 45,218 | 600,947 | |
Accenture PLC Class A | 1,014,576 | 201,058,526 | |
Akamai Technologies, Inc. (a) | 260,811 | 23,246,084 | |
Alithya Group, Inc. (a) | 3,427 | 9,527 | |
Alliance Data Systems Corp. | 63,027 | 7,749,170 | |
Automatic Data Processing, Inc. | 693,250 | 117,741,580 | |
Booz Allen Hamilton Holding Corp. Class A | 221,154 | 16,699,339 | |
Brightcove, Inc. (a) | 50,369 | 621,050 | |
Broadridge Financial Solutions, Inc. | 186,138 | 24,093,703 | |
CACI International, Inc. Class A (a) | 38,934 | 8,654,639 | |
Carbonite, Inc. (a) | 53,831 | 648,664 | |
Cass Information Systems, Inc. | 21,214 | 1,073,428 | |
Cognizant Technology Solutions Corp. Class A | 907,919 | 55,737,147 | |
Computer Task Group, Inc. (a) | 8,542 | 43,223 | |
Conduent, Inc. (a) | 292,347 | 1,903,179 | |
CoreLogic, Inc. (a) | 130,157 | 6,299,599 | |
CSG Systems International, Inc. | 49,523 | 2,668,299 | |
CSP, Inc. | 2,711 | 37,005 | |
DXC Technology Co. | 427,538 | 14,202,812 | |
Elastic NV (b) | 11,563 | 1,016,272 | |
Endurance International Group Holdings, Inc. (a) | 127,281 | 641,496 | |
EPAM Systems, Inc. (a) | 82,609 | 15,805,580 | |
Euronet Worldwide, Inc. (a) | 81,975 | 12,553,652 | |
EVERTEC, Inc. | 97,542 | 3,400,314 | |
EVO Payments, Inc. Class A (a) | 50,989 | 1,513,354 | |
Exela Technologies, Inc. (a) | 59,836 | 68,811 | |
ExlService Holdings, Inc. (a) | 57,126 | 3,867,430 | |
Fastly, Inc. Class A (b) | 22,318 | 705,249 | |
Fidelity National Information Services, Inc. | 976,477 | 133,015,697 | |
Fiserv, Inc. (a) | 908,204 | 97,123,336 | |
FleetCor Technologies, Inc. (a) | 137,055 | 40,897,212 | |
Gartner, Inc. (a) | 145,028 | 19,385,893 | |
Genpact Ltd. | 240,618 | 9,855,713 | |
Global Payments, Inc. | 251,439 | 41,733,845 | |
GoDaddy, Inc. (a) | 279,383 | 17,696,119 | |
GreenSky, Inc. Class A (a)(b) | 76,824 | 522,403 | |
GTT Communications, Inc. (a)(b) | 53,193 | 505,865 | |
Hackett Group, Inc. | 44,825 | 723,027 | |
i3 Verticals, Inc. Class A (a) | 24,545 | 555,208 | |
IBM Corp. | 1,411,575 | 191,310,760 | |
Information Services Group, Inc. (a) | 13,202 | 35,117 | |
Innodata, Inc. (a) | 10,275 | 13,152 | |
Internap Network Services Corp. (a)(b) | 28,445 | 62,579 | |
Jack Henry & Associates, Inc. | 123,054 | 17,837,908 | |
KBR, Inc. | 218,883 | 5,585,894 | |
Leidos Holdings, Inc. | 228,973 | 20,003,081 | |
Limelight Networks, Inc. (a) | 186,412 | 452,981 | |
Liveramp Holdings, Inc. (a) | 110,210 | 4,668,496 | |
ManTech International Corp. Class A | 40,179 | 2,823,780 | |
Marathon Patent Group, Inc. (a) | 406 | 678 | |
MasterCard, Inc. Class A | 1,435,093 | 403,792,117 | |
Maximus, Inc. | 100,209 | 7,710,080 | |
ModusLink Global Solutions, Inc. (a) | 22,758 | 39,827 | |
MoneyGram International, Inc. (a)(b) | 49,094 | 210,122 | |
MongoDB, Inc. Class A (a)(b) | 52,258 | 7,959,416 | |
NIC, Inc. | 113,899 | 2,371,377 | |
Okta, Inc. (a) | 166,075 | 21,008,488 | |
Paychex, Inc. | 507,566 | 41,468,142 | |
PayPal Holdings, Inc. (a) | 1,871,581 | 204,095,908 | |
Perficient, Inc. (a) | 56,537 | 2,082,823 | |
Perspecta, Inc. | 226,591 | 5,880,036 | |
PFSweb, Inc. (a) | 19,124 | 40,734 | |
Presidio, Inc. | 84,495 | 1,353,610 | |
PRG-Schultz International, Inc. (a) | 26,821 | 144,565 | |
Sabre Corp. | 431,890 | 10,209,880 | |
Science Applications International Corp. | 79,265 | 6,976,113 | |
ServiceSource International, Inc. (a) | 85,337 | 78,510 | |
Square, Inc. (a) | 502,313 | 31,063,036 | |
StarTek, Inc. (a) | 19,885 | 123,884 | |
Switch, Inc. Class A | 88,429 | 1,450,236 | |
Sykes Enterprises, Inc. (a) | 68,908 | 1,998,332 | |
The Western Union Co. | 683,542 | 15,119,949 | |
Total System Services, Inc. | 258,503 | 34,696,273 | |
Ttec Holdings, Inc. | 24,314 | 1,140,570 | |
Twilio, Inc. Class A (a)(b) | 187,899 | 24,515,183 | |
U.S.A. Technologies, Inc. (a)(b) | 94,755 | 779,834 | |
Unisys Corp. (a) | 80,377 | 525,666 | |
VeriSign, Inc. (a) | 166,266 | 33,893,324 | |
Verra Mobility Corp. (a)(b) | 176,591 | 2,458,147 | |
Virtusa Corp. (a) | 40,538 | 1,465,043 | |
Visa, Inc. Class A | 2,773,020 | 501,417,476 | |
WEX, Inc. (a) | 68,229 | 13,956,242 | |
WidePoint Corp. (a) | 52,553 | 18,262 | |
2,507,512,028 | |||
Semiconductors & Semiconductor Equipment - 3.7% | |||
ACM Research, Inc. (a) | 11,708 | 167,424 | |
Adesto Technologies Corp. (a) | 44,285 | 451,707 | |
Advanced Energy Industries, Inc. (a) | 61,873 | 3,195,122 | |
Advanced Micro Devices, Inc. (a) | 1,413,261 | 44,447,058 | |
AEHR Test Systems (a) | 13,885 | 18,606 | |
Alpha & Omega Semiconductor Ltd. (a) | 29,251 | 344,577 | |
Amkor Technology, Inc. (a) | 194,040 | 1,697,850 | |
Amtech Systems, Inc. (a) | 10,062 | 51,014 | |
Analog Devices, Inc. | 587,751 | 64,552,692 | |
Applied Materials, Inc. | 1,491,793 | 71,635,900 | |
Aquantia Corp. (a) | 49,733 | 655,481 | |
Atomera, Inc. (a) | 3,745 | 15,280 | |
Axcelis Technologies, Inc. (a) | 49,981 | 765,209 | |
AXT, Inc. (a) | 72,533 | 245,887 | |
Broadcom, Inc. | 630,355 | 178,163,537 | |
Brooks Automation, Inc. (b) | 113,378 | 3,778,889 | |
Cabot Microelectronics Corp. | 46,144 | 5,751,850 | |
Ceva, Inc. (a) | 36,166 | 1,135,974 | |
Cirrus Logic, Inc. (a) | 90,158 | 4,836,075 | |
Cohu, Inc. | 68,330 | 814,494 | |
Cree, Inc. (a)(b) | 165,691 | 7,113,115 | |
CVD Equipment Corp. (a) | 17,821 | 65,938 | |
CyberOptics Corp. (a) | 8,303 | 113,585 | |
Cypress Semiconductor Corp. | 583,454 | 13,425,277 | |
Diodes, Inc. (a) | 65,784 | 2,404,405 | |
DSP Group, Inc. (a) | 36,173 | 500,634 | |
Enphase Energy, Inc. (a) | 125,229 | 3,715,544 | |
Entegris, Inc. | 213,055 | 9,125,146 | |
First Solar, Inc. (a) | 121,847 | 7,563,043 | |
FormFactor, Inc. (a) | 116,172 | 1,985,379 | |
GSI Technology, Inc. (a) | 20,516 | 172,334 | |
Ichor Holdings Ltd. (a) | 37,560 | 798,526 | |
Impinj, Inc. (a)(b) | 24,946 | 907,535 | |
Inphi Corp. (a) | 70,519 | 4,315,058 | |
Intel Corp. | 7,149,643 | 338,964,575 | |
Intermolecular, Inc. (a) | 5,116 | 6,062 | |
Intest Corp. (a) | 2,860 | 12,012 | |
KLA-Tencor Corp. | 257,841 | 38,134,684 | |
Kopin Corp. (a) | 83,051 | 77,005 | |
Kulicke & Soffa Industries, Inc. | 113,368 | 2,361,455 | |
Lam Research Corp. | 238,269 | 50,158,007 | |
Lattice Semiconductor Corp. (a) | 210,246 | 4,139,744 | |
MACOM Technology Solutions Holdings, Inc. (a)(b) | 71,987 | 1,413,825 | |
Marvell Technology Group Ltd. | 946,898 | 22,697,145 | |
Maxim Integrated Products, Inc. | 435,664 | 23,761,115 | |
MaxLinear, Inc. Class A (a) | 102,024 | 2,022,116 | |
Microchip Technology, Inc. (b) | 380,314 | 32,832,508 | |
Micron Technology, Inc. (a) | 1,762,966 | 79,809,471 | |
MKS Instruments, Inc. | 86,548 | 6,775,843 | |
Monolithic Power Systems, Inc. | 64,662 | 9,735,511 | |
MoSys, Inc. (a)(b) | 221 | 588 | |
Nanometrics, Inc. (a) | 39,841 | 1,087,261 | |
NeoPhotonics Corp. (a) | 55,301 | 346,184 | |
NVE Corp. | 7,223 | 463,717 | |
NVIDIA Corp. | 969,653 | 162,426,574 | |
ON Semiconductor Corp. (a) | 652,378 | 11,612,328 | |
PDF Solutions, Inc. (a) | 46,213 | 541,154 | |
Photronics, Inc. (a) | 114,911 | 1,241,039 | |
Pixelworks, Inc. (a) | 49,639 | 156,363 | |
Power Integrations, Inc. | 44,872 | 3,994,505 | |
Qorvo, Inc. (a) | 189,331 | 13,523,913 | |
Qualcomm, Inc. | 1,935,635 | 150,534,334 | |
QuickLogic Corp. (a)(b) | 104,299 | 39,894 | |
Rambus, Inc. (a) | 181,282 | 2,273,276 | |
Rubicon Technology, Inc. (a) | 1,837 | 16,809 | |
Rudolph Technologies, Inc. (a) | 51,097 | 1,123,623 | |
Semtech Corp. (a) | 104,592 | 4,389,726 | |
Silicon Laboratories, Inc. (a) | 71,890 | 7,836,010 | |
Skyworks Solutions, Inc. | 275,035 | 20,701,884 | |
SMART Global Holdings, Inc. (a) | 20,576 | 584,564 | |
SolarEdge Technologies, Inc. (a) | 71,420 | 5,850,726 | |
SunPower Corp. (a) | 96,741 | 1,211,197 | |
Synaptics, Inc. (a) | 53,523 | 1,713,806 | |
Teradyne, Inc. | 271,223 | 14,366,682 | |
Texas Instruments, Inc. | 1,492,654 | 184,715,933 | |
Ultra Clean Holdings, Inc. (a) | 68,290 | 815,383 | |
Universal Display Corp. (b) | 67,965 | 13,964,769 | |
Veeco Instruments, Inc. (a) | 79,160 | 733,022 | |
Versum Materials, Inc. | 173,027 | 8,997,404 | |
Xilinx, Inc. | 404,170 | 42,057,930 | |
Xperi Corp. | 78,428 | 1,436,801 | |
1,706,588,622 | |||
Software - 7.1% | |||
2U, Inc. (a)(b) | 92,211 | 1,648,733 | |
8x8, Inc. (a)(b) | 153,292 | 3,726,529 | |
A10 Networks, Inc. (a) | 100,462 | 697,206 | |
ACI Worldwide, Inc. (a) | 172,935 | 5,150,004 | |
Adobe, Inc. (a) | 777,533 | 221,215,914 | |
Agilysys, Inc. (a) | 27,980 | 762,455 | |
Alarm.com Holdings, Inc. (a) | 56,128 | 2,671,693 | |
Altair Engineering, Inc. Class A (a)(b) | 44,758 | 1,537,885 | |
Alteryx, Inc. Class A (a) | 74,291 | 10,582,753 | |
American Software, Inc. Class A | 40,460 | 637,650 | |
Anaplan, Inc. | 27,757 | 1,508,038 | |
ANSYS, Inc. (a) | 135,013 | 27,888,285 | |
AppFolio, Inc. (a)(b) | 17,246 | 1,703,387 | |
Appian Corp. Class A (a)(b) | 49,638 | 2,951,972 | |
Aspen Technology, Inc. (a) | 109,125 | 14,535,450 | |
Asure Software, Inc. (a)(b) | 15,967 | 102,827 | |
AudioEye, Inc. (a)(b) | 4,475 | 18,124 | |
Autodesk, Inc. (a) | 349,121 | 49,861,461 | |
Avalara, Inc. (a) | 70,575 | 5,952,296 | |
Avaya Holdings Corp. (a) | 169,966 | 2,399,920 | |
Benefitfocus, Inc. (a)(b) | 40,524 | 1,058,487 | |
Black Knight, Inc. (a) | 231,033 | 14,381,804 | |
Blackbaud, Inc. | 77,122 | 7,015,788 | |
BlackLine, Inc. (a) | 72,215 | 3,677,910 | |
Bottomline Technologies, Inc. (a) | 62,350 | 2,571,314 | |
Box, Inc. Class A (a) | 230,212 | 3,368,002 | |
BroadVision, Inc. (a) | 359 | 499 | |
BSQUARE Corp. (a) | 8,201 | 10,661 | |
Cadence Design Systems, Inc. (a) | 450,682 | 30,862,703 | |
Carbon Black, Inc. (a) | 74,356 | 1,940,692 | |
Cardlytics, Inc. (a)(b) | 20,062 | 753,729 | |
CDK Global, Inc. | 194,909 | 8,412,272 | |
Ceridian HCM Holding, Inc. (a)(b) | 125,574 | 7,254,410 | |
ChannelAdvisor Corp. (a) | 45,311 | 389,675 | |
Cision Ltd. (a) | 128,166 | 886,909 | |
Citrix Systems, Inc. | 198,445 | 18,451,416 | |
Cloudera, Inc. (a)(b) | 357,556 | 2,552,950 | |
CommVault Systems, Inc. (a) | 59,284 | 2,571,147 | |
Cornerstone OnDemand, Inc. (a) | 86,050 | 4,489,229 | |
Coupa Software, Inc. (a) | 86,842 | 12,064,959 | |
Digimarc Corp. (a)(b) | 18,746 | 741,217 | |
Digital Turbine, Inc. (a) | 104,395 | 794,446 | |
DocuSign, Inc. (a)(b) | 36,069 | 1,684,062 | |
Domo, Inc. Class B (a)(b) | 16,428 | 407,907 | |
Dropbox, Inc. Class A (a) | 310,310 | 5,554,549 | |
Ebix, Inc. (b) | 35,968 | 1,273,987 | |
eGain Communications Corp. (a) | 26,974 | 193,673 | |
Envestnet, Inc. (a) | 78,200 | 4,473,822 | |
Everbridge, Inc. (a) | 46,342 | 3,994,680 | |
Evolving Systems, Inc. (a) | 3,647 | 2,918 | |
Fair Isaac Corp. (a) | 45,889 | 16,185,968 | |
Finjan Holdings, Inc. (a) | 15,161 | 26,532 | |
FireEye, Inc. (a) | 327,149 | 4,393,611 | |
Five9, Inc. (a) | 94,085 | 5,947,113 | |
Forescout Technologies, Inc. (a) | 57,793 | 2,070,723 | |
Fortinet, Inc. (a) | 231,392 | 18,321,619 | |
Globalscape, Inc. | 16,262 | 195,307 | |
GSE Systems, Inc. (a) | 285 | 510 | |
Guidewire Software, Inc. (a) | 128,381 | 12,347,685 | |
HubSpot, Inc. (a) | 61,580 | 12,296,294 | |
HyreCar, Inc. (a)(b) | 8,010 | 23,469 | |
Innovate Biopharmaceuticals, Inc. (a)(b) | 19,297 | 16,595 | |
Inseego Corp. (a)(b) | 98,929 | 439,245 | |
Instructure, Inc. (a) | 52,488 | 2,170,904 | |
Intelligent Systems Corp. (a)(b) | 8,853 | 468,235 | |
Intuit, Inc. | 413,309 | 119,181,783 | |
Inuvo, Inc. (a) | 7,070 | 1,702 | |
j2 Global, Inc. | 77,467 | 6,553,708 | |
LivePerson, Inc. (a)(b) | 97,433 | 3,871,987 | |
LogMeIn, Inc. | 79,593 | 5,319,996 | |
Manhattan Associates, Inc. (a) | 102,396 | 8,460,981 | |
Marin Software, Inc. (a) | 1,045 | 2,592 | |
Microsoft Corp. | 12,210,080 | 1,683,281,590 | |
MicroStrategy, Inc. Class A (a) | 12,031 | 1,723,922 | |
Mitek Systems, Inc. (a) | 59,217 | 600,460 | |
MobileIron, Inc. (a) | 103,488 | 714,067 | |
Model N, Inc. (a) | 47,406 | 1,357,234 | |
Monotype Imaging Holdings, Inc. | 72,368 | 1,429,268 | |
NetSol Technologies, Inc. (a) | 12,231 | 61,522 | |
New Relic, Inc. (a) | 73,486 | 4,213,687 | |
Nuance Communications, Inc. (a) | 455,309 | 7,653,744 | |
Nutanix, Inc. Class A (a) | 231,965 | 5,620,512 | |
NXT-ID, Inc. (a) | 24,411 | 10,048 | |
Onespan, Inc. (a) | 51,431 | 694,319 | |
Oracle Corp. | 3,863,694 | 201,143,910 | |
Pagerduty, Inc. (b) | 16,718 | 656,516 | |
Palo Alto Networks, Inc. (a) | 152,583 | 31,068,950 | |
Parametric Technology Corp. (a) | 164,809 | 10,790,045 | |
Park City Group, Inc. (a)(b) | 14,445 | 88,115 | |
Paycom Software, Inc. (a) | 78,498 | 19,633,920 | |
Paylocity Holding Corp. (a) | 49,008 | 5,352,654 | |
Pegasystems, Inc. | 59,604 | 4,181,221 | |
Pivotal Software, Inc. (a) | 124,092 | 1,850,212 | |
Pluralsight, Inc. (a) | 88,823 | 1,430,050 | |
Progress Software Corp. | 73,999 | 2,795,682 | |
Proofpoint, Inc. (a) | 87,874 | 9,983,365 | |
PROS Holdings, Inc. (a) | 59,996 | 4,260,916 | |
Q2 Holdings, Inc. (a) | 72,786 | 6,547,101 | |
QAD, Inc.: | |||
Class A | 16,938 | 686,328 | |
Class B | 3,152 | 92,669 | |
Qualys, Inc. (a) | 51,945 | 4,135,861 | |
Qumu Corp. (a) | 4,413 | 13,945 | |
Rapid7, Inc. (a) | 67,098 | 3,602,492 | |
RealNetworks, Inc. (a) | 21,027 | 33,853 | |
RealPage, Inc. (a)(b) | 122,980 | 7,830,137 | |
Red Violet, Inc. (a) | 7,243 | 98,143 | |
RingCentral, Inc. (a) | 111,637 | 15,755,330 | |
Riot Blockchain, Inc. (a)(b) | 18,024 | 33,164 | |
RumbleON, Inc. Class B (a)(b) | 15,662 | 56,540 | |
SailPoint Technologies Holding, Inc. (a) | 105,483 | 2,376,532 | |
Salesforce.com, Inc. (a) | 1,360,981 | 212,408,305 | |
Sciplay Corp. (A Shares) | 41,499 | 394,655 | |
SeaChange International, Inc. (a) | 27,039 | 62,730 | |
SecureWorks Corp. (a)(b) | 19,335 | 233,373 | |
ServiceNow, Inc. (a) | 294,136 | 77,016,570 | |
SharpSpring, Inc. (a) | 7,917 | 91,837 | |
ShotSpotter, Inc. (a)(b) | 12,351 | 336,318 | |
SITO Mobile Ltd. (a)(b) | 13,186 | 10,549 | |
Smartsheet, Inc. (a) | 137,167 | 6,666,316 | |
Smith Micro Software, Inc. (a) | 37,579 | 232,238 | |
Splunk, Inc. (a) | 238,353 | 26,652,632 | |
SPS Commerce, Inc. (a) | 57,272 | 2,894,527 | |
SS&C Technologies Holdings, Inc. | 345,134 | 16,086,696 | |
Support.com, Inc. (a) | 28,764 | 46,885 | |
SurveyMonkey | 29,727 | 497,630 | |
Symantec Corp. | 986,920 | 22,945,890 | |
Synacor, Inc. (a) | 14,696 | 21,456 | |
Synchronoss Technologies, Inc. (a)(b) | 73,700 | 586,652 | |
Synopsys, Inc. (a) | 237,746 | 33,714,760 | |
Telaria, Inc. (a) | 43,449 | 433,621 | |
TeleNav, Inc. (a) | 59,896 | 678,023 | |
Tenable Holdings, Inc. (a) | 20,284 | 462,475 | |
Teradata Corp. (a) | 187,314 | 5,782,383 | |
The Trade Desk, Inc. (a)(b) | 58,468 | 14,369,680 | |
TiVo Corp. | 204,796 | 1,542,114 | |
Tyler Technologies, Inc. (a) | 61,242 | 15,711,023 | |
Upland Software, Inc. (a) | 35,201 | 1,337,638 | |
Upwork, Inc. (b) | 100,109 | 1,447,576 | |
Varonis Systems, Inc. (a) | 48,431 | 3,308,806 | |
Verint Systems, Inc. (a) | 102,992 | 5,488,444 | |
Veritone, Inc. (a)(b) | 14,842 | 67,383 | |
VirnetX Holding Corp. (a)(b) | 96,788 | 509,105 | |
VMware, Inc. Class A | 122,055 | 17,263,459 | |
Workday, Inc. Class A (a) | 257,700 | 45,685,056 | |
Workiva, Inc. (a) | 56,894 | 2,737,170 | |
Yext, Inc. (a) | 136,443 | 2,151,706 | |
Zendesk, Inc. (a) | 174,192 | 13,970,198 | |
Zix Corp. (a) | 92,603 | 680,632 | |
Zoom Video Communications, Inc. Class A (b) | 37,264 | 3,415,991 | |
Zscaler, Inc. (a) | 22,914 | 1,575,108 | |
Zuora, Inc. (a) | 23,644 | 355,842 | |
3,297,416,434 | |||
Technology Hardware, Storage & Peripherals - 3.5% | |||
3D Systems Corp. (a)(b) | 197,625 | 1,383,375 | |
Apple, Inc. | 6,965,641 | 1,454,007,902 | |
Astro-Med, Inc. | 9,249 | 151,961 | |
Avid Technology, Inc. (a) | 52,931 | 394,865 | |
Boxlight Corp. (a)(b) | 8,512 | 19,152 | |
CPI Card Group (a)(b) | 3,268 | 9,412 | |
Cray, Inc. (a) | 62,427 | 2,180,575 | |
Diebold Nixdorf, Inc. (a) | 127,391 | 1,428,053 | |
Eastman Kodak Co. (a) | 52,507 | 126,542 | |
Everspin Technologies, Inc. (a)(b) | 12,144 | 82,093 | |
Hewlett Packard Enterprise Co. | 2,135,671 | 29,514,973 | |
HP, Inc. | 2,392,883 | 43,765,830 | |
Immersion Corp. (a) | 51,575 | 423,431 | |
Intevac, Inc. (a) | 21,341 | 103,931 | |
NCR Corp. (a) | 186,119 | 5,864,610 | |
NetApp, Inc. | 394,052 | 18,938,139 | |
Pure Storage, Inc. Class A (a) | 289,131 | 4,707,053 | |
Seagate Technology LLC | 404,710 | 20,320,489 | |
Transact Technologies, Inc. | 2,502 | 29,674 | |
Western Digital Corp. | 470,136 | 26,924,689 | |
Xerox Holdings Corp. | 310,502 | 9,001,453 | |
1,619,378,202 | |||
TOTAL INFORMATION TECHNOLOGY | 9,991,093,045 | ||
MATERIALS - 2.8% | |||
Chemicals - 1.8% | |||
A. Schulman, Inc. rights (a)(c) | 54,023 | 23,392 | |
Advanced Emissions Solutions, Inc. (b) | 39,462 | 498,010 | |
AdvanSix, Inc. (a) | 48,726 | 1,088,539 | |
AgroFresh Solutions, Inc. (a) | 32,597 | 52,807 | |
Air Products & Chemicals, Inc. | 350,459 | 79,175,697 | |
Albemarle Corp. U.S. (b) | 165,852 | 10,238,044 | |
American Vanguard Corp. | 41,025 | 581,324 | |
Amyris, Inc. (a)(b) | 74,605 | 282,007 | |
Ashland Global Holdings, Inc. | 98,754 | 7,232,743 | |
Axalta Coating Systems Ltd. (a) | 331,061 | 9,561,042 | |
Balchem Corp. | 50,345 | 4,470,133 | |
Cabot Corp. | 99,226 | 3,969,040 | |
Celanese Corp. Class A | 199,653 | 22,634,661 | |
CF Industries Holdings, Inc. | 348,952 | 16,815,997 | |
Chase Corp. | 12,615 | 1,264,275 | |
Core Molding Technologies, Inc. (a) | 7,964 | 47,784 | |
Dow, Inc. | 1,191,648 | 50,799,954 | |
DowDuPont, Inc. | 1,193,591 | 81,080,637 | |
Eastman Chemical Co. | 225,435 | 14,736,686 | |
Ecolab, Inc. | 403,617 | 83,270,223 | |
Element Solutions, Inc. (a) | 382,383 | 3,567,633 | |
Ferro Corp. (a) | 133,923 | 1,364,675 | |
Flotek Industries, Inc. (a) | 96,289 | 201,244 | |
FMC Corp. | 208,518 | 18,001,359 | |
FutureFuel Corp. | 48,520 | 523,046 | |
H.B. Fuller Co. | 82,693 | 3,523,549 | |
Hawkins, Inc. | 15,131 | 671,060 | |
Huntsman Corp. | 327,568 | 6,525,155 | |
Ingevity Corp. (a) | 67,010 | 5,104,152 | |
Innophos Holdings, Inc. | 34,380 | 965,734 | |
Innospec, Inc. | 38,071 | 3,166,746 | |
International Flavors & Fragrances, Inc. (b) | 161,565 | 17,731,759 | |
Intrepid Potash, Inc. (a) | 168,663 | 500,929 | |
Koppers Holdings, Inc. (a) | 36,882 | 977,742 | |
Kraton Performance Polymers, Inc. (a) | 52,932 | 1,452,454 | |
Kronos Worldwide, Inc. (b) | 41,728 | 456,922 | |
Linde PLC | 864,256 | 163,266,601 | |
Loop Industries, Inc. (a)(b) | 30,875 | 436,881 | |
LSB Industries, Inc. (a) | 21,044 | 98,275 | |
LyondellBasell Industries NV Class A | 435,670 | 33,712,145 | |
Marrone Bio Innovations, Inc. (a) | 24,309 | 33,303 | |
Minerals Technologies, Inc. | 52,757 | 2,542,887 | |
NewMarket Corp. | 13,857 | 6,578,611 | |
Olin Corp. | 263,480 | 4,473,890 | |
OMNOVA Solutions, Inc. (a) | 78,692 | 790,855 | |
PolyOne Corp. | 125,351 | 4,012,486 | |
PPG Industries, Inc. | 374,471 | 41,487,642 | |
PQ Group Holdings, Inc. (a) | 83,336 | 1,190,871 | |
Quaker Chemical Corp. | 20,073 | 3,188,797 | |
Rayonier Advanced Materials, Inc. | 76,985 | 270,217 | |
RPM International, Inc. | 208,960 | 14,140,323 | |
Sensient Technologies Corp. | 67,669 | 4,420,139 | |
Sherwin-Williams Co. | 129,413 | 68,168,298 | |
Stepan Co. | 30,666 | 2,925,230 | |
Taronis Technologies, Inc. (a) | 3,168 | 6,019 | |
The Chemours Co. LLC | 262,741 | 3,723,040 | |
The Mosaic Co. | 564,936 | 10,389,173 | |
The Scotts Miracle-Gro Co. Class A | 62,973 | 6,695,289 | |
Trecora Resources (a) | 23,917 | 216,449 | |
Tredegar Corp. | 48,928 | 845,965 | |
Trinseo SA | 59,773 | 2,097,435 | |
Tronox Holdings PLC (b) | 148,921 | 1,106,483 | |
Valhi, Inc. | 53,137 | 103,617 | |
Valvoline, Inc. | 303,257 | 6,853,608 | |
Venator Materials PLC (a) | 79,617 | 177,546 | |
W.R. Grace & Co. | 105,762 | 7,161,145 | |
Westlake Chemical Corp. | 56,996 | 3,339,396 | |
847,009,770 | |||
Construction Materials - 0.2% | |||
Concrete Pumping Holdings, Inc. (a) | 51,942 | 229,584 | |
Eagle Materials, Inc. | 70,654 | 5,948,360 | |
Forterra, Inc. (a)(b) | 24,142 | 144,369 | |
Foundation Building Materials, Inc. (a) | 28,089 | 481,165 | |
Martin Marietta Materials, Inc. | 100,083 | 25,398,063 | |
nVent Electric PLC | 255,181 | 5,169,967 | |
Summit Materials, Inc. (a) | 178,235 | 3,739,370 | |
Tecnoglass, Inc. | 27,302 | 195,755 | |
U.S. Concrete, Inc. (a)(b) | 22,728 | 920,939 | |
United States Lime & Minerals, Inc. | 2,947 | 227,420 | |
Vulcan Materials Co. | 211,535 | 29,879,319 | |
72,334,311 | |||
Containers & Packaging - 0.4% | |||
Amcor PLC | 2,591,670 | 25,450,199 | |
Aptargroup, Inc. | 101,304 | 12,381,375 | |
Avery Dennison Corp. | 136,845 | 15,815,177 | |
Ball Corp. | 534,546 | 42,982,844 | |
Berry Global Group, Inc. (a) | 210,176 | 8,226,289 | |
Crown Holdings, Inc. (a) | 215,531 | 14,190,561 | |
Graphic Packaging Holding Co. | 465,776 | 6,432,367 | |
Greif, Inc.: | |||
Class A | 43,710 | 1,538,155 | |
Class B | 5,330 | 221,781 | |
International Paper Co. | 631,359 | 24,686,137 | |
Myers Industries, Inc. | 61,711 | 1,038,596 | |
Owens-Illinois, Inc. | 238,991 | 2,430,538 | |
Packaging Corp. of America | 149,901 | 15,077,043 | |
Sealed Air Corp. | 246,733 | 9,824,908 | |
Silgan Holdings, Inc. | 121,774 | 3,623,994 | |
Sonoco Products Co. | 158,923 | 9,090,396 | |
UFP Technologies, Inc. (a) | 11,414 | 476,877 | |
WestRock Co. | 407,535 | 13,929,546 | |
207,416,783 | |||
Metals & Mining - 0.4% | |||
AK Steel Holding Corp. (a)(b) | 518,257 | 1,119,435 | |
Alcoa Corp. (a) | 297,943 | 5,342,118 | |
Allegheny Technologies, Inc. (a)(b) | 196,221 | 3,889,100 | |
Ampco-Pittsburgh Corp. (a) | 7,638 | 27,420 | |
Atkore International Group, Inc. (a) | 76,894 | 2,230,695 | |
Carpenter Technology Corp. | 75,106 | 3,653,156 | |
Century Aluminum Co. (a) | 80,644 | 444,348 | |
Cleveland-Cliffs, Inc. (b) | 445,427 | 3,536,690 | |
Coeur d'Alene Mines Corp. (a) | 352,472 | 1,928,022 | |
Commercial Metals Co. | 190,879 | 2,991,074 | |
Compass Minerals International, Inc. | 53,688 | 2,669,904 | |
Comstock Mining, Inc. (a)(b) | 8,320 | 884 | |
Freeport-McMoRan, Inc. | 2,322,685 | 21,345,475 | |
Friedman Industries | 1,468 | 9,322 | |
General Moly, Inc. (a) | 44,382 | 8,388 | |
Gold Resource Corp. | 121,856 | 415,529 | |
Golden Minerals Co. (a)(b) | 52,084 | 14,182 | |
Haynes International, Inc. | 19,418 | 580,016 | |
Hecla Mining Co. | 767,994 | 1,367,029 | |
Kaiser Aluminum Corp. | 25,858 | 2,286,623 | |
Livent Corp. | 241,116 | 1,482,863 | |
Materion Corp. | 32,602 | 1,918,302 | |
Mayville Engineering Co., Inc. | 17,150 | 226,723 | |
McEwen Mining, Inc. (b) | 452,631 | 918,841 | |
Newmont Goldcorp Corp. | 1,306,569 | 52,119,037 | |
Nucor Corp. | 481,413 | 23,579,609 | |
Olympic Steel, Inc. | 11,797 | 126,818 | |
Paramount Gold Nevada Corp. (a)(b) | 5,837 | 5,020 | |
Reliance Steel & Aluminum Co. | 107,010 | 10,404,582 | |
Royal Gold, Inc. | 104,264 | 13,906,732 | |
Ryerson Holding Corp. (a) | 25,842 | 177,535 | |
Schnitzer Steel Industries, Inc. Class A | 44,637 | 988,263 | |
Solitario Exploration & Royalty Corp. (a) | 13,286 | 3,853 | |
Steel Dynamics, Inc. | 348,899 | 9,420,273 | |
SunCoke Energy, Inc. | 136,938 | 854,493 | |
Synalloy Corp. | 10,769 | 172,735 | |
TimkenSteel Corp. (a) | 65,970 | 344,363 | |
U.S. Antimony Corp. (a) | 18,308 | 12,175 | |
United States Steel Corp. (b) | 262,162 | 2,902,133 | |
Universal Stainless & Alloy Products, Inc. (a) | 12,253 | 192,740 | |
Warrior Metropolitan Coal, Inc. | 68,166 | 1,424,669 | |
Worthington Industries, Inc. | 66,037 | 2,291,484 | |
177,332,653 | |||
Paper & Forest Products - 0.0% | |||
Boise Cascade Co. | 65,215 | 2,047,751 | |
Clearwater Paper Corp. (a) | 26,272 | 420,877 | |
Domtar Corp. | 96,893 | 3,192,624 | |
Louisiana-Pacific Corp. | 197,314 | 4,743,429 | |
Mercer International, Inc. (SBI) | 72,538 | 873,358 | |
Neenah, Inc. | 28,506 | 1,818,113 | |
P.H. Glatfelter Co. | 70,672 | 1,016,263 | |
Resolute Forest Products | 144,164 | 617,022 | |
Schweitzer-Mauduit International, Inc. | 47,633 | 1,597,611 | |
Verso Corp. (a) | 54,566 | 557,119 | |
16,884,167 | |||
TOTAL MATERIALS | 1,320,977,684 | ||
REAL ESTATE - 4.3% | |||
Equity Real Estate Investment Trusts (REITs) - 4.1% | |||
Acadia Realty Trust (SBI) | 133,811 | 3,659,731 | |
Agree Realty Corp. (b) | 67,308 | 5,027,235 | |
Alexander & Baldwin, Inc. | 114,699 | 2,625,460 | |
Alexanders, Inc. | 6,709 | 2,533,117 | |
Alexandria Real Estate Equities, Inc. | 180,909 | 27,107,405 | |
American Assets Trust, Inc. | 77,334 | 3,623,871 | |
American Campus Communities, Inc. | 221,834 | 10,310,844 | |
American Finance Trust, Inc. (b) | 90,640 | 1,084,961 | |
American Homes 4 Rent Class A | 412,083 | 10,541,083 | |
American Tower Corp. | 703,290 | 161,890,325 | |
Americold Realty Trust | 305,031 | 11,109,229 | |
Apartment Investment & Management Co. Class A | 235,205 | 11,995,455 | |
Apple Hospitality (REIT), Inc. | 323,450 | 5,152,559 | |
Armada Hoffler Properties, Inc. | 82,041 | 1,422,591 | |
Ashford Hospitality Trust, Inc. | 159,205 | 445,774 | |
AvalonBay Communities, Inc. | 221,686 | 47,121,576 | |
Bluerock Residential Growth (REIT), Inc. | 56,053 | 693,376 | |
Boston Properties, Inc. | 246,462 | 31,650,650 | |
Braemar Hotels & Resorts, Inc. | 46,703 | 428,267 | |
Brandywine Realty Trust (SBI) | 277,526 | 3,982,498 | |
Brixmor Property Group, Inc. | 462,615 | 8,525,994 | |
BRT Realty Trust | 128,949 | 1,867,182 | |
Camden Property Trust (SBI) | 154,550 | 16,730,038 | |
CareTrust (REIT), Inc. | 141,741 | 3,372,018 | |
CatchMark Timber Trust, Inc. | 73,850 | 731,854 | |
CBL & Associates Properties, Inc. | 297,920 | 271,107 | |
Cedar Realty Trust, Inc. | 141,902 | 336,308 | |
Chatham Lodging Trust | 74,860 | 1,241,927 | |
Chesapeake Lodging Trust | 93,920 | 2,418,440 | |
CIM Commercial Trust Corp. | 4,442 | 88,840 | |
City Office REIT, Inc. | 66,953 | 906,544 | |
Clipper Realty, Inc. | 13,690 | 149,769 | |
Colony Capital, Inc. | 787,385 | 3,543,233 | |
Columbia Property Trust, Inc. | 194,850 | 4,167,842 | |
Community Healthcare Trust, Inc. | 30,656 | 1,307,172 | |
Condor Hospitality Trust, Inc. | 79 | 873 | |
CorEnergy Infrastructure Trust, Inc. (b) | 16,675 | 752,209 | |
CorePoint Lodging, Inc. | 65,774 | 598,543 | |
CoreSite Realty Corp. | 57,675 | 6,700,682 | |
Corporate Office Properties Trust (SBI) | 174,676 | 5,046,390 | |
Corrections Corp. of America | 182,993 | 3,101,731 | |
Cousins Properties, Inc. | 226,208 | 7,849,418 | |
Crown Castle International Corp. | 661,478 | 96,026,761 | |
CubeSmart | 298,471 | 10,712,124 | |
CyrusOne, Inc. | 180,054 | 13,226,767 | |
DDR Corp. | 213,687 | 2,961,702 | |
DiamondRock Hospitality Co. | 312,159 | 2,956,146 | |
Digital Realty Trust, Inc. | 332,084 | 41,055,545 | |
Douglas Emmett, Inc. | 254,050 | 10,720,910 | |
Duke Realty Corp. | 572,239 | 19,038,392 | |
Easterly Government Properties, Inc. | 159,255 | 3,272,690 | |
EastGroup Properties, Inc. | 58,468 | 7,280,435 | |
Empire State Realty Trust, Inc. | 216,524 | 3,044,327 | |
EPR Properties | 121,197 | 9,483,665 | |
Equinix, Inc. | 133,835 | 74,449,734 | |
Equity Commonwealth | 202,744 | 6,824,363 | |
Equity Lifestyle Properties, Inc. | 143,777 | 19,369,637 | |
Equity Residential (SBI) | 589,864 | 49,996,873 | |
Essential Properties Realty Trust, Inc. | 117,305 | 2,663,997 | |
Essex Property Trust, Inc. | 104,163 | 33,463,405 | |
Extra Space Storage, Inc. | 203,137 | 24,766,463 | |
Farmland Partners, Inc. (b) | 65,436 | 394,579 | |
Federal Realty Investment Trust (SBI) | 118,408 | 15,299,498 | |
First Industrial Realty Trust, Inc. | 203,661 | 7,932,596 | |
Four Corners Property Trust, Inc. | 100,082 | 2,851,336 | |
Franklin Street Properties Corp. | 172,323 | 1,304,485 | |
Front Yard Residential Corp. Class B | 81,964 | 908,981 | |
Gaming & Leisure Properties | 318,247 | 12,449,823 | |
Getty Realty Corp. | 61,348 | 1,948,412 | |
Gladstone Commercial Corp. | 56,185 | 1,273,714 | |
Gladstone Land Corp. | 29,531 | 339,902 | |
Global Medical REIT, Inc. | 55,151 | 602,800 | |
Global Net Lease, Inc. | 140,037 | 2,685,910 | |
Government Properties Income Trust | 71,336 | 1,933,919 | |
Hannon Armstrong Sustainable Infrastructure Capital, Inc. | 99,060 | 2,737,028 | |
HCP, Inc. | 761,380 | 26,427,500 | |
Healthcare Realty Trust, Inc. | 208,094 | 6,914,964 | |
Healthcare Trust of America, Inc. | 320,136 | 9,079,057 | |
Hersha Hospitality Trust | 66,167 | 919,721 | |
Highwoods Properties, Inc. (SBI) | 163,387 | 7,059,952 | |
Hospitality Properties Trust (SBI) | 272,955 | 6,589,134 | |
Host Hotels & Resorts, Inc. | 1,170,003 | 18,766,848 | |
Hudson Pacific Properties, Inc. | 246,372 | 8,376,648 | |
Independence Realty Trust, Inc. | 142,184 | 1,977,779 | |
Industrial Logistics Properties Trust | 97,274 | 2,080,691 | |
Investors Real Estate Trust | 20,037 | 1,387,562 | |
Invitation Homes, Inc. | 671,809 | 19,321,227 | |
Iron Mountain, Inc. | 462,566 | 14,732,727 | |
iStar Financial, Inc. (b) | 105,769 | 1,353,843 | |
JBG SMITH Properties | 202,135 | 7,733,685 | |
Jernigan Capital, Inc. | 27,923 | 539,193 | |
Kilroy Realty Corp. | 160,288 | 12,480,024 | |
Kimco Realty Corp. | 670,044 | 12,315,409 | |
Kite Realty Group Trust | 143,918 | 2,056,588 | |
Lamar Advertising Co. Class A | 135,164 | 10,360,321 | |
Lexington Corporate Properties Trust | 335,500 | 3,485,845 | |
Liberty Property Trust (SBI) | 236,704 | 12,337,012 | |
Life Storage, Inc. | 73,514 | 7,789,543 | |
LTC Properties, Inc. | 67,566 | 3,297,221 | |
Mack-Cali Realty Corp. | 138,591 | 2,823,099 | |
Medical Properties Trust, Inc. | 693,293 | 12,888,317 | |
Mid-America Apartment Communities, Inc. | 180,039 | 22,807,341 | |
Monmouth Real Estate Investment Corp. Class A | 152,295 | 1,998,110 | |
National Health Investors, Inc. | 73,360 | 6,085,946 | |
National Retail Properties, Inc. | 257,990 | 14,486,139 | |
National Storage Affiliates Trust | 92,718 | 3,102,344 | |
New Senior Investment Group, Inc. | 147,553 | 922,206 | |
NexPoint Residential Trust, Inc. | 39,034 | 1,811,178 | |
NorthStar Realty Europe Corp. | 71,926 | 1,217,707 | |
Omega Healthcare Investors, Inc. | 339,323 | 13,803,660 | |
One Liberty Properties, Inc. | 36,010 | 964,348 | |
Outfront Media, Inc. | 226,389 | 6,221,170 | |
Paramount Group, Inc. | 352,194 | 4,641,917 | |
Park Hotels & Resorts, Inc. | 319,267 | 7,518,738 | |
Pebblebrook Hotel Trust | 200,724 | 5,413,526 | |
Pennsylvania Real Estate Investment Trust (SBI) (b) | 100,831 | 518,271 | |
Physicians Realty Trust | 294,116 | 5,094,089 | |
Piedmont Office Realty Trust, Inc. Class A | 185,319 | 3,658,197 | |
Plymouth Industrial REIT, Inc. | 13,177 | 245,883 | |
Potlatch Corp. | 102,897 | 3,959,477 | |
Power (REIT) (a) | 527 | 5,159 | |
Preferred Apartment Communities, Inc. Class A | 72,111 | 970,614 | |
Prologis, Inc. | 1,005,511 | 84,080,830 | |
PS Business Parks, Inc. | 31,738 | 5,700,462 | |
Public Storage | 238,665 | 63,184,172 | |
QTS Realty Trust, Inc. Class A (b) | 87,607 | 4,297,999 | |
Ramco-Gershenson Properties Trust (SBI) | 144,095 | 1,714,731 | |
Rayonier, Inc. | 208,494 | 5,587,639 | |
Realty Income Corp. | 505,048 | 37,277,593 | |
Regency Centers Corp. | 265,589 | 17,133,146 | |
Retail Opportunity Investments Corp. | 182,191 | 3,190,164 | |
Retail Properties America, Inc. | 359,905 | 4,088,521 | |
Rexford Industrial Realty, Inc. | 173,936 | 7,686,232 | |
RLJ Lodging Trust | 257,511 | 4,174,253 | |
Ryman Hospitality Properties, Inc. | 80,369 | 6,402,195 | |
Sabra Health Care REIT, Inc. | 300,333 | 6,493,199 | |
Safety Income and Growth, Inc. | 14,194 | 415,884 | |
Saul Centers, Inc. | 20,853 | 1,047,446 | |
SBA Communications Corp. Class A | 180,340 | 47,326,626 | |
Senior Housing Properties Trust (SBI) | 360,358 | 3,059,439 | |
Seritage Growth Properties | 45,762 | 1,788,837 | |
Simon Property Group, Inc. | 491,542 | 73,210,265 | |
SL Green Realty Corp. | 131,841 | 10,576,285 | |
Sotherly Hotels, Inc. | 1,996 | 13,563 | |
Spirit MTA REIT | 81,429 | 684,004 | |
Spirit Realty Capital, Inc. (b) | 138,508 | 6,640,074 | |
Stag Industrial, Inc. | 216,116 | 6,284,653 | |
Store Capital Corp. | 319,158 | 12,051,406 | |
Summit Hotel Properties, Inc. | 168,620 | 1,881,799 | |
Sun Communities, Inc. | 143,680 | 21,235,904 | |
Sunstone Hotel Investors, Inc. | 353,094 | 4,639,655 | |
Tanger Factory Outlet Centers, Inc. (b) | 149,484 | 2,113,704 | |
Target Hospitality Corp. (a) | 62,225 | 379,573 | |
Taubman Centers, Inc. | 99,768 | 3,895,940 | |
Terreno Realty Corp. | 96,249 | 4,866,349 | |
The GEO Group, Inc. | 183,541 | 3,149,564 | |
The Macerich Co. (b) | 168,790 | 4,815,579 | |
UDR, Inc. | 447,439 | 21,557,611 | |
UMH Properties, Inc. | 58,591 | 753,480 | |
Uniti Group, Inc. | 284,102 | 2,099,514 | |
Universal Health Realty Income Trust (SBI) | 19,590 | 1,894,157 | |
Urban Edge Properties | 194,696 | 3,409,127 | |
Urstadt Biddle Properties, Inc. Class A | 70,214 | 1,473,792 | |
Ventas, Inc. | 587,189 | 43,093,801 | |
VEREIT, Inc. | 1,537,864 | 14,994,174 | |
VICI Properties, Inc. | 645,170 | 14,296,967 | |
Vornado Realty Trust | 272,977 | 16,506,919 | |
Washington Prime Group, Inc. (b) | 306,406 | 989,691 | |
Washington REIT (SBI) | 132,898 | 3,520,468 | |
Weingarten Realty Investors (SBI) | 182,417 | 4,832,226 | |
Welltower, Inc. | 647,291 | 57,971,382 | |
Weyerhaeuser Co. | 1,180,451 | 31,057,666 | |
Wheeler REIT, Inc. (a)(b) | 4,965 | 7,398 | |
Whitestone REIT Class B | 62,245 | 773,083 | |
WP Carey, Inc. | 271,070 | 24,342,086 | |
Xenia Hotels & Resorts, Inc. | 182,696 | 3,692,286 | |
1,922,984,483 | |||
Real Estate Management & Development - 0.2% | |||
Altisource Portfolio Solutions SA (a)(b) | 15,923 | 315,275 | |
Boston Omaha Corp. (a)(b) | 12,845 | 263,066 | |
CBRE Group, Inc. (a) | 492,382 | 25,736,807 | |
Colony NorthStar Credit Real Estate, Inc. | 148,830 | 1,864,840 | |
Consolidated-Tomoka Land Co. | 10,423 | 665,404 | |
eXp World Holdings, Inc. (a)(b) | 69,581 | 605,355 | |
Forestar Group, Inc. (a) | 16,399 | 312,565 | |
FRP Holdings, Inc. (a) | 17,081 | 840,214 | |
Howard Hughes Corp. (a) | 61,033 | 7,706,637 | |
Jones Lang LaSalle, Inc. | 81,049 | 10,864,618 | |
Kennedy-Wilson Holdings, Inc. | 191,426 | 4,016,117 | |
Legacy Housing Corp. (b) | 4,640 | 68,533 | |
Marcus & Millichap, Inc. (a) | 37,444 | 1,350,980 | |
Maui Land & Pineapple, Inc. (a) | 22,964 | 241,581 | |
Newmark Group, Inc. | 241,037 | 2,092,201 | |
Postal Realty Trust, Inc. | 12,476 | 190,009 | |
RE/MAX Holdings, Inc. | 29,471 | 756,521 | |
Realogy Holdings Corp. (b) | 173,148 | 827,647 | |
Redfin Corp. (a)(b) | 109,609 | 1,851,296 | |
Retail Value, Inc. | 25,656 | 949,015 | |
Stratus Properties, Inc. (a) | 9,389 | 246,931 | |
Tejon Ranch Co. (a) | 28,717 | 480,723 | |
The St. Joe Co. (a)(b) | 97,602 | 1,754,884 | |
Transcontinental Realty Investors, Inc. (a) | 15,180 | 444,926 | |
Trinity Place Holdings, Inc. (a) | 5,148 | 19,665 | |
Twin River Worldwide Holdings, Inc. | 41,945 | 950,054 | |
65,415,864 | |||
TOTAL REAL ESTATE | 1,988,400,347 | ||
UTILITIES - 3.4% | |||
Electric Utilities - 1.9% | |||
Allete, Inc. | 80,109 | 6,867,745 | |
Alliant Energy Corp. | 374,221 | 19,627,891 | |
American Electric Power Co., Inc. | 785,814 | 71,626,946 | |
Duke Energy Corp. | 1,155,367 | 107,148,736 | |
Edison International | 563,321 | 40,711,209 | |
El Paso Electric Co. | 61,538 | 4,104,585 | |
Entergy Corp. | 299,290 | 33,771,884 | |
Evergy, Inc. | 389,654 | 25,327,510 | |
Eversource Energy | 512,593 | 41,074,077 | |
Exelon Corp. | 1,545,161 | 73,024,309 | |
FirstEnergy Corp. | 799,245 | 36,765,270 | |
Genie Energy Ltd. Class B (b) | 36,146 | 258,805 | |
Hawaiian Electric Industries, Inc. | 171,267 | 7,604,255 | |
IDACORP, Inc. | 78,405 | 8,609,653 | |
MGE Energy, Inc. | 57,924 | 4,393,535 | |
NextEra Energy, Inc. | 760,586 | 166,629,181 | |
OGE Energy Corp. | 321,076 | 13,764,528 | |
Otter Tail Corp. | 67,194 | 3,401,360 | |
Pinnacle West Capital Corp. | 184,139 | 17,550,288 | |
PNM Resources, Inc. | 128,016 | 6,530,096 | |
Portland General Electric Co. | 144,110 | 8,198,418 | |
PPL Corp. | 1,145,370 | 33,845,684 | |
Southern Co. | 1,654,045 | 96,364,662 | |
Spark Energy, Inc. Class A, (b) | 18,029 | 170,554 | |
Vistra Energy Corp. | 593,418 | 14,805,779 | |
Xcel Energy, Inc. | 820,052 | 52,663,739 | |
894,840,699 | |||
Gas Utilities - 0.2% | |||
Atmos Energy Corp. | 186,522 | 20,560,320 | |
Chesapeake Utilities Corp. | 28,025 | 2,650,605 | |
National Fuel Gas Co. | 132,755 | 6,204,969 | |
New Jersey Resources Corp. | 143,389 | 6,558,613 | |
Northwest Natural Holding Co. | 50,589 | 3,610,031 | |
ONE Gas, Inc. | 84,848 | 7,772,925 | |
RGC Resources, Inc. | 5,060 | 143,603 | |
South Jersey Industries, Inc. | 139,861 | 4,523,105 | |
Southwest Gas Holdings, Inc. | 86,300 | 7,873,149 | |
Spire, Inc. | 82,681 | 7,019,617 | |
UGI Corp. | 332,457 | 16,180,682 | |
83,097,619 | |||
Independent Power and Renewable Electricity Producers - 0.1% | |||
Bloom Energy Corp. Class A (a)(b) | 33,956 | 152,123 | |
NRG Energy, Inc. | 402,798 | 14,661,847 | |
NRG Yield, Inc.: | |||
Class A | 30,320 | 508,163 | |
Class C (b) | 138,160 | 2,445,432 | |
Ormat Technologies, Inc. | 80,153 | 5,952,963 | |
Pattern Energy Group, Inc. | 145,743 | 3,956,922 | |
Terraform Power, Inc. | 133,449 | 2,263,295 | |
The AES Corp. | 1,051,018 | 16,112,106 | |
46,052,851 | |||
Multi-Utilities - 1.0% | |||
Ameren Corp. | 392,182 | 30,256,841 | |
Avangrid, Inc. | 94,489 | 4,775,474 | |
Avista Corp. | 99,819 | 4,681,511 | |
Black Hills Corp. | 88,252 | 6,769,811 | |
CenterPoint Energy, Inc. | 792,782 | 21,952,134 | |
CMS Energy Corp. | 455,785 | 28,737,244 | |
Consolidated Edison, Inc. | 519,076 | 46,145,856 | |
Dominion Energy, Inc. | 1,277,475 | 99,170,384 | |
DTE Energy Co. | 291,946 | 37,853,718 | |
MDU Resources Group, Inc. | 311,225 | 8,368,840 | |
NiSource, Inc. | 590,941 | 17,462,307 | |
NorthWestern Energy Corp. | 80,258 | 5,813,890 | |
Public Service Enterprise Group, Inc. | 805,212 | 48,691,170 | |
Sempra Energy | 436,079 | 61,761,869 | |
Unitil Corp. | 28,303 | 1,708,652 | |
WEC Energy Group, Inc. | 503,826 | 48,251,416 | |
472,401,117 | |||
Water Utilities - 0.2% | |||
American States Water Co. | 60,080 | 5,559,202 | |
American Water Works Co., Inc. | 285,672 | 36,371,759 | |
Aqua America, Inc. | 342,970 | 15,190,141 | |
AquaVenture Holdings Ltd. (a) | 33,908 | 599,493 | |
Artesian Resources Corp. Class A | 37,785 | 1,375,374 | |
Cadiz, Inc. (a)(b) | 34,413 | 396,094 | |
California Water Service Group | 80,203 | 4,526,657 | |
Connecticut Water Service, Inc. | 20,275 | 1,422,089 | |
Middlesex Water Co. | 29,080 | 1,775,043 | |
Pure Cycle Corp. (a) | 12,553 | 136,200 | |
Select Energy Services, Inc. Class A (a) | 107,241 | 875,087 | |
SJW Corp. | 40,218 | 2,748,096 | |
York Water Co. | 30,299 | 1,131,365 | |
72,106,600 | |||
TOTAL UTILITIES | 1,568,498,886 | ||
TOTAL COMMON STOCKS | |||
(Cost $33,822,186,079) | 46,378,830,124 | ||
Principal Amount | Value | ||
U.S. Treasury Obligations - 0.0% | |||
U.S. Treasury Bills, yield at date of purchase 2.45% 9/12/19 (d) | |||
(Cost $7,634,369) | 7,640,000 | 7,636,443 | |
Shares | Value | ||
Money Market Funds - 2.5% | |||
Fidelity Cash Central Fund 2.13% (e) | 57,169,351 | $57,180,785 | |
Fidelity Securities Lending Cash Central Fund 2.13% (e)(f) | 1,101,301,058 | 1,101,411,188 | |
TOTAL MONEY MARKET FUNDS | |||
(Cost $1,158,499,031) | 1,158,591,973 | ||
TOTAL INVESTMENT IN SECURITIES - 102.2% | |||
(Cost $34,988,319,479) | 47,545,058,540 | ||
NET OTHER ASSETS (LIABILITIES) - (2.2)% | (1,038,058,402) | ||
NET ASSETS - 100% | $46,507,000,138 |
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) | 211 | Sept. 2019 | $15,763,810 | $260,815 | $260,815 |
CME E-mini S&P 500 Index Contracts (United States) | 738 | Sept. 2019 | 107,925,120 | 2,660,810 | 2,660,810 |
CME E-mini S&P MidCap 400 Index Contracts (United States) | 42 | Sept. 2019 | 7,901,880 | 145,627 | 145,627 |
TOTAL FUTURES CONTRACTS | $3,067,252 |
The notional amount of futures purchased as a percentage of Net Assets is 0.3%
Legend
(a) Non-income producing
(b) Security or a portion of the security is on loan at period end.
(c) Level 3 security
(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 $6,375,030.
(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.
Affiliated Central Funds
Information regarding fiscal year to date income earned by the Fund from investments in Fidelity Central Funds is as follows:
Fund | Income earned |
Fidelity Cash Central Fund | $1,342,078 |
Fidelity Securities Lending Cash Central Fund | 5,435,765 |
Total | $6,777,843 |
Amounts in the income column in the above table include any capital gain distributions from underlying funds, which are presented in the corresponding line-item in the Statement of Operations, if applicable. Amount for Fidelity Securities Lending Cash Central Fund represents the income earned on investing cash collateral, less rebates paid to borrowers and any lending agent fees associated with the loan, plus any premium payments received for lending certain types of securities.
Investment Valuation
The following is a summary of the inputs used, as of August 31, 2019, involving the Fund's assets and liabilities carried at fair value. The inputs or methodology used for valuing securities may not be an indication of the risk associated with investing in those securities. For more information on valuation inputs, and their aggregation into the levels used below, please refer to the Investment Valuation section in the accompanying Notes to Financial Statements.
Valuation Inputs at Reporting Date: | ||||
Description | Total | Level 1 | Level 2 | Level 3 |
Investments in Securities: | ||||
Equities: | ||||
Communication Services | $4,435,195,822 | $4,435,194,541 | $-- | $1,281 |
Consumer Discretionary | 4,845,156,390 | 4,845,156,390 | -- | -- |
Consumer Staples | 3,146,576,581 | 3,146,576,581 | -- | -- |
Energy | 1,889,271,708 | 1,889,271,708 | -- | -- |
Financials | 6,201,226,967 | 6,201,226,967 | -- | -- |
Health Care | 6,395,458,266 | 6,395,457,343 | -- | 923 |
Industrials | 4,596,974,428 | 4,596,974,428 | -- | -- |
Information Technology | 9,991,093,045 | 9,991,093,045 | -- | -- |
Materials | 1,320,977,684 | 1,320,954,292 | -- | 23,392 |
Real Estate | 1,988,400,347 | 1,988,400,347 | -- | -- |
Utilities | 1,568,498,886 | 1,568,498,886 | -- | -- |
U.S. Government and Government Agency Obligations | 7,636,443 | -- | 7,636,443 | -- |
Money Market Funds | 1,158,591,973 | 1,158,591,973 | -- | -- |
Total Investments in Securities: | $47,545,058,540 | $47,537,396,501 | $7,636,443 | $25,596 |
Derivative Instruments: | ||||
Assets | ||||
Futures Contracts | $3,067,252 | $3,067,252 | $-- | $-- |
Total Assets | $3,067,252 | $3,067,252 | $-- | $-- |
Total Derivative Instruments: | $3,067,252 | $3,067,252 | $-- | $-- |
Value of Derivative Instruments
The following table is a summary of the Fund's value of derivative instruments by primary risk exposure as of August 31, 2019. For additional information on derivative instruments, please refer to the Derivative Instruments section in the accompanying Notes to Financial Statements.
Primary Risk Exposure / Derivative Type | Value | |
Asset | Liability | |
Equity Risk | ||
Futures Contracts(a) | $3,067,252 | $0 |
Total Equity Risk | 3,067,252 | 0 |
Total Value of Derivatives | $3,067,252 | $0 |
(a) Reflects gross cumulative appreciation (depreciation) on futures contracts as presented in the Schedule of Investments. In the Statement of Assets and Liabilities, the period end daily variation margin is included in receivable or payable for daily variation margin on futures contracts, and the net cumulative appreciation (depreciation) is included in distributable earnings.
See accompanying notes which are an integral part of the financial statements.
Fidelity® Total Market Index Fund
Financial Statements
Statement of Assets and Liabilities
August 31, 2019 (Unaudited) | ||
Assets | ||
Investment in securities, at value (including securities loaned of $1,071,734,813) — See accompanying schedule: Unaffiliated issuers (cost $33,829,820,448) | $46,386,466,567 | |
Fidelity Central Funds (cost $1,158,499,031) | 1,158,591,973 | |
Total Investment in Securities (cost $34,988,319,479) | $47,545,058,540 | |
Cash | 18,864 | |
Receivable for investments sold | 2,006,294 | |
Receivable for fund shares sold | 33,217,588 | |
Dividends receivable | 81,306,100 | |
Distributions receivable from Fidelity Central Funds | 1,010,498 | |
Other receivables | 916,263 | |
Total assets | 47,663,534,147 | |
Liabilities | ||
Payable for investments purchased | $29,706,869 | |
Payable for fund shares redeemed | 24,051,237 | |
Accrued management fee | 577,943 | |
Payable for daily variation margin on futures contracts | 84,082 | |
Other payables and accrued expenses | 921,958 | |
Collateral on securities loaned | 1,101,191,920 | |
Total liabilities | 1,156,534,009 | |
Net Assets | $46,507,000,138 | |
Net Assets consist of: | ||
Paid in capital | $22,685,040,233 | |
Total distributable earnings (loss) | 23,821,959,905 | |
Net Assets | $46,507,000,138 | |
Net Asset Value and Maximum Offering Price | ||
Net Asset Value, offering price and redemption price per share ($46,507,000,138 ÷ 560,748,621 shares) | $82.94 |
See accompanying notes which are an integral part of the financial statements.
Statement of Operations
Six months ended August 31, 2019 (Unaudited) | ||
Investment Income | ||
Dividends | $476,414,015 | |
Interest | 105,787 | |
Income from Fidelity Central Funds (including $5,435,765 from security lending) | 6,777,843 | |
Total income | 483,297,645 | |
Expenses | ||
Management fee | $3,869,514 | |
Independent trustees' fees and expenses | 148,638 | |
Legal | 36 | |
Interest | 124,573 | |
Commitment fees | 74,688 | |
Total expenses before reductions | 4,217,449 | |
Expense reductions | (21,729) | |
Total expenses after reductions | 4,195,720 | |
Net investment income (loss) | 479,101,925 | |
Realized and Unrealized Gain (Loss) | ||
Net realized gain (loss) on: | ||
Investment securities: | ||
Unaffiliated issuers | (41,415,090) | |
Redemptions in-kind with affiliated entities | 11,221,992,904 | |
Fidelity Central Funds | 10,223 | |
Futures contracts | 13,141,210 | |
Total net realized gain (loss) | 11,193,729,247 | |
Change in net unrealized appreciation (depreciation) on: | ||
Investment securities: | ||
Unaffiliated issuers | (8,572,337,205) | |
Fidelity Central Funds | (4,757) | |
Futures contracts | (7,112,961) | |
Total change in net unrealized appreciation (depreciation) | (8,579,454,923) | |
Net gain (loss) | 2,614,274,324 | |
Net increase (decrease) in net assets resulting from operations | $3,093,376,249 |
See accompanying notes which are an integral part of the financial statements.
Statement of Changes in Net Assets
Six months ended August 31, 2019 (Unaudited) | Year ended February 28, 2019 | |
Increase (Decrease) in Net Assets | ||
Operations | ||
Net investment income (loss) | $479,101,925 | $1,036,480,107 |
Net realized gain (loss) | 11,193,729,247 | 153,500,407 |
Change in net unrealized appreciation (depreciation) | (8,579,454,923) | 1,635,120,589 |
Net increase (decrease) in net assets resulting from operations | 3,093,376,249 | 2,825,101,103 |
Distributions to shareholders | (285,712,800) | (1,255,417,620) |
Share transactions - net increase (decrease) | (15,904,051,914) | 7,861,011,314 |
Total increase (decrease) in net assets | (13,096,388,465) | 9,430,694,797 |
Net Assets | ||
Beginning of period | 59,603,388,603 | 50,172,693,806 |
End of period | $46,507,000,138 | $59,603,388,603 |
See accompanying notes which are an integral part of the financial statements.
Financial Highlights
Fidelity Total Market Index Fund
Six months ended (Unaudited) August 31, | Years endedFebruary 28, | |||||
2019 | 2019 | 2018 | 2017 | 2016A | 2015 | |
Selected Per–Share Data | ||||||
Net asset value, beginning of period | $79.36 | $77.42 | $68.19 | $55.31 | $61.58 | $54.90 |
Income from Investment Operations | ||||||
Net investment income (loss)B | .76 | 1.45 | 1.36 | 1.28 | 1.17 | 1.14 |
Net realized and unrealized gain (loss) | 3.19 | 2.28 | 9.65 | 13.17 | (5.98) | 6.52 |
Total from investment operations | 3.95 | 3.73 | 11.01 | 14.45 | (4.81) | 7.66 |
Distributions from net investment income | (.24) | (1.46) | (1.27) | (1.17) | (1.15) | (.98) |
Distributions from net realized gain | (.13) | (.34) | (.51) | (.39) | (.31) | – |
Total distributions | (.37) | (1.79)C | (1.78) | (1.57)D | (1.46) | (.98) |
Redemption fees added to paid in capitalB | – | – | – | –E | –E | –E |
Net asset value, end of period | $82.94 | $79.36 | $77.42 | $68.19 | $55.31 | $61.58 |
Total ReturnF,G | 4.98% | 5.02% | 16.25% | 26.32% | (7.91)% | 14.04% |
Ratios to Average Net AssetsH,I | ||||||
Expenses before reductions | .02%J | .02% | .02% | .02% | .05% | .05% |
Expenses net of fee waivers, if any | .02%J | .02% | .02% | .02% | .04% | .04% |
Expenses net of all reductions | .02%J | .02% | .02% | .02% | .04% | .04% |
Net investment income (loss) | 1.86%J | 1.90% | 1.86% | 2.02% | 1.97% | 1.97% |
Supplemental Data | ||||||
Net assets, end of period (000 omitted) | $46,507,000 | $43,922,333 | $6,114,864 | $4,684,669 | $800,304 | $1,022,585 |
Portfolio turnover rateK | 17%J,L | 8% | 2% | 4% | 3% | 2% |
A For the year ended February 29.
B Calculated based on average shares outstanding during the period.
C Total distributions of $1.79 per share is comprised of distributions from net investment income of $1.456 and distributions from net realized gain of $.338 per share.
D Total distributions of $1.57 per share is comprised of distributions from net investment income of $1.173 and distributions from net realized gain of $.393 per share.
E Amount represents less than $.005 per share.
F Total returns for periods of less than one year are not annualized.
G Total returns would have been lower if certain expenses had not been reduced during the applicable periods shown.
H Fees and expenses of any underlying Fidelity Central Funds are not included in the Fund's expense ratio. The Fund indirectly bears its proportionate share of the expenses of any underlying Fidelity Central Funds.
I Expense ratios reflect operating expenses of the Fund. Expenses before reductions do not reflect amounts reimbursed by the investment adviser or reductions from expense offset arrangements and do not represent the amount paid by the Fund during periods when reimbursements or reductions occur. Expenses net of fee waivers reflect expenses after reimbursement by the investment adviser but prior to reductions from expense offset arrangements. Expenses net of all reductions represent the net expenses paid by the Fund.
J Annualized
K Amount does not include the portfolio activity of any underlying Fidelity Central Funds.
L Portfolio turnover rate excludes securities received or delivered in-kind.
See accompanying notes which are an integral part of the financial statements.
Fidelity® Extended Market Index Fund
Investment Summary (Unaudited)
Top Ten Stocks as of August 31, 2019
% of fund's net assets | |
ServiceNow, Inc. | 1.0 |
Tesla, Inc. | 0.7 |
Workday, Inc. Class A | 0.6 |
CoStar Group, Inc. | 0.5 |
Veeva Systems, Inc. Class A | 0.4 |
Las Vegas Sands Corp. | 0.4 |
IAC/InterActiveCorp | 0.4 |
Palo Alto Networks, Inc. | 0.4 |
Square, Inc. | 0.4 |
lululemon athletica, Inc. | 0.4 |
5.2 |
Top Market Sectors as of August 31, 2019
% of fund's net assets | |
Information Technology | 18.9 |
Financials | 16.4 |
Industrials | 13.4 |
Health Care | 12.8 |
Consumer Discretionary | 11.9 |
Real Estate | 9.6 |
Communication Services | 4.9 |
Materials | 4.1 |
Utilities | 2.9 |
Consumer Staples | 2.6 |
Fidelity® Extended Market Index Fund
Schedule of Investments August 31, 2019 (Unaudited)
Showing Percentage of Net Assets
Common Stocks - 99.8% | |||
Shares | Value | ||
COMMUNICATION SERVICES - 4.9% | |||
Diversified Telecommunication Services - 0.5% | |||
Alaska Communication Systems Group, Inc. (a) | 193,163 | $330,309 | |
Atn International, Inc. | 54,059 | 3,071,632 | |
Bandwidth, Inc. (a) | 76,613 | 6,679,887 | |
Cincinnati Bell, Inc. (a) | 249,327 | 1,353,846 | |
Cogent Communications Group, Inc. | 205,186 | 12,493,776 | |
Consolidated Communications Holdings, Inc. (b) | 374,159 | 1,507,861 | |
Frontier Communications Corp. (a)(b) | 509,006 | 407,459 | |
GCI Liberty, Inc. (a) | 465,255 | 28,957,471 | |
Globalstar, Inc. (a)(b) | 3,208,461 | 1,213,761 | |
GlowPoint, Inc. (a) | 31,599 | 22,593 | |
IDT Corp. Class B (a)(b) | 105,714 | 932,397 | |
Iridium Communications, Inc. (a) | 467,157 | 11,295,856 | |
Ooma, Inc. (a) | 84,984 | 1,062,300 | |
ORBCOMM, Inc. (a)(b) | 393,191 | 1,812,611 | |
Otelco, Inc. (a) | 200 | 2,400 | |
Pareteum Corp. (a)(b) | 353,961 | 757,477 | |
PDVWireless, Inc. (a) | 56,549 | 2,191,274 | |
Vonage Holdings Corp. (a) | 1,108,110 | 14,649,214 | |
WideOpenWest, Inc. (a) | 164,918 | 926,839 | |
Zayo Group Holdings, Inc. (a) | 994,222 | 33,465,513 | |
123,134,476 | |||
Entertainment - 0.6% | |||
AMC Entertainment Holdings, Inc. Class A (b) | 262,501 | 2,916,386 | |
Ballantyne of Omaha, Inc. (a) | 46,879 | 158,451 | |
Chicken Soup For The Soul Entertainment, Inc. (b) | 544 | 5,048 | |
Cinedigm Corp. (a) | 23,291 | 24,456 | |
Cinemark Holdings, Inc. (b) | 510,149 | 19,467,286 | |
Gaia, Inc. Class A (a)(b) | 63,495 | 423,512 | |
Global Eagle Entertainment, Inc. (a)(b) | 266,502 | 186,551 | |
Glu Mobile, Inc. (a) | 540,516 | 2,399,891 | |
Lions Gate Entertainment Corp.: | |||
Class A (b) | 324,280 | 2,928,248 | |
Class B | 472,810 | 3,943,235 | |
Live Nation Entertainment, Inc. (a) | 687,309 | 47,774,849 | |
LiveXLive Media, Inc. (a)(b) | 155,419 | 345,030 | |
Marcus Corp. | 115,900 | 3,889,604 | |
NTN Communications, Inc. (a) | 20,786 | 50,446 | |
Reading International, Inc. Class A (a) | 94,967 | 1,177,591 | |
Rosetta Stone, Inc. (a) | 116,081 | 2,118,478 | |
The Madison Square Garden Co. (a) | 84,087 | 21,217,673 | |
World Wrestling Entertainment, Inc. Class A (b) | 215,207 | 15,372,236 | |
Zynga, Inc. (a) | 4,124,876 | 23,553,042 | |
147,952,013 | |||
Interactive Media & Services - 1.1% | |||
ANGI Homeservices, Inc. Class A (a)(b) | 292,404 | 2,269,055 | |
Autoweb, Inc. (a)(b) | 46,143 | 117,203 | |
Care.com, Inc. (a) | 139,231 | 1,376,995 | |
CarGurus, Inc. Class A (a)(b) | 164,491 | 5,365,696 | |
Cars.com, Inc. (a)(b) | 300,086 | 2,673,766 | |
DHI Group, Inc. (a) | 262,377 | 952,429 | |
Eventbrite, Inc. (b) | 58,942 | 1,030,306 | |
EverQuote, Inc. Class A (a)(b) | 47,209 | 1,057,010 | |
IAC/InterActiveCorp (a) | 384,453 | 97,897,112 | |
Izea Worldwide, Inc. (a)(b) | 24,439 | 7,669 | |
Liberty TripAdvisor Holdings, Inc. (a) | 366,346 | 3,201,864 | |
Match Group, Inc. (b) | 269,465 | 22,850,632 | |
MeetMe, Inc. (a) | 408,323 | 1,408,714 | |
Pinterest, Inc. Class A (b) | 420,623 | 14,477,844 | |
Professional Diversity Network, Inc. (a)(b) | 5,685 | 9,323 | |
QuinStreet, Inc. (a) | 196,071 | 2,245,013 | |
Snap, Inc. Class A (a)(b) | 3,709,440 | 58,720,435 | |
Travelzoo, Inc. (a) | 31,997 | 379,804 | |
TrueCar, Inc. (a) | 441,882 | 1,749,853 | |
Yelp, Inc. (a)(b) | 323,952 | 10,855,632 | |
Zedge, Inc. (a) | 22,584 | 36,134 | |
Zillow Group, Inc.: | |||
Class A (a)(b) | 222,831 | 7,614,135 | |
Class C (a)(b) | 593,762 | 20,443,226 | |
256,739,850 | |||
Media - 2.5% | |||
A.H. Belo Corp. Class A | 71,028 | 253,570 | |
Altice U.S.A., Inc. Class A (a) | 581,768 | 16,801,460 | |
AMC Networks, Inc. Class A (a)(b) | 216,289 | 10,490,017 | |
Beasley Broadcast Group, Inc. Class A | 15,847 | 48,333 | |
Cable One, Inc. (b) | 24,189 | 31,388,130 | |
Cbdmd, Inc. (a)(b) | 59,756 | 245,000 | |
Central European Media Enterprises Ltd. Class A (a) | 466,858 | 2,166,221 | |
Clear Channel Outdoor Holdings, Inc. (a)(b) | 1,644,358 | 4,275,331 | |
comScore, Inc. (a) | 245,403 | 456,450 | |
Daily Journal Corp. (a)(b) | 4,533 | 908,776 | |
E.W. Scripps Co. Class A | 273,688 | 3,382,784 | |
Emerald Expositions Events, Inc. | 131,779 | 1,259,807 | |
Emmis Communications Corp. Class A (a) | 29,402 | 145,540 | |
Entercom Communications Corp. Class A (b) | 609,864 | 2,171,116 | |
Entravision Communication Corp. Class A | 291,837 | 893,021 | |
Fluent, Inc. (a) | 183,347 | 546,374 | |
Gannett Co., Inc. (b) | 575,969 | 6,059,194 | |
Gray Television, Inc. (a) | 386,759 | 5,917,413 | |
Harte-Hanks, Inc. (a) | 20,159 | 73,717 | |
Hemisphere Media Group, Inc. (a) | 92,913 | 1,102,877 | |
Insignia Systems, Inc. (a) | 22,471 | 23,370 | |
John Wiley & Sons, Inc. Class A | 232,089 | 10,327,961 | |
Lee Enterprises, Inc. (a) | 257,107 | 457,650 | |
Liberty Broadband Corp.: | |||
Class A (a) | 145,935 | 15,286,691 | |
Class C (a) | 727,002 | 76,655,091 | |
Liberty Global PLC: | |||
Class A (a)(b) | 978,770 | 26,152,734 | |
Class B (a) | 300 | 7,662 | |
Class C (a) | 2,588,425 | 67,609,661 | |
Liberty Latin America Ltd.: | |||
Class A (a) | 230,407 | 3,783,283 | |
Class C (a) | 588,217 | 9,699,698 | |
Liberty Media Corp.: | |||
Liberty Braves Class A (a) | 50,029 | 1,374,297 | |
Liberty Braves Class C (a) | 176,556 | 4,848,228 | |
Liberty Formula One Group Series C (a) | 997,735 | 41,645,459 | |
Liberty Media Class A (a) | 120,484 | 4,769,962 | |
Liberty SiriusXM Series A (a) | 403,884 | 16,353,263 | |
Liberty SiriusXM Series C (a) | 759,935 | 31,012,947 | |
Loral Space & Communications Ltd. (a) | 59,528 | 2,201,941 | |
Marchex, Inc. Class B (a) | 161,827 | 550,212 | |
Meredith Corp. (b) | 196,165 | 8,588,104 | |
MSG Network, Inc. Class A (a)(b) | 309,346 | 5,073,274 | |
National CineMedia, Inc. | 299,105 | 2,452,661 | |
New Media Investment Group, Inc. (b) | 259,758 | 2,280,675 | |
Nexstar Broadcasting Group, Inc. Class A (b) | 225,518 | 22,301,475 | |
Saga Communications, Inc. Class A | 17,467 | 498,508 | |
Salem Communications Corp. Class A (b) | 38,194 | 55,763 | |
Scholastic Corp. | 135,097 | 4,737,852 | |
Sinclair Broadcast Group, Inc. Class A (b) | 315,617 | 14,067,050 | |
Sirius XM Holdings, Inc. (b) | 7,924,595 | 48,894,751 | |
SPAR Group, Inc. (a)(b) | 143,038 | 171,646 | |
Srax, Inc. (b) | 55,736 | 180,585 | |
Srax, Inc. rights 12/31/19 (a)(c) | 34,667 | 6,240 | |
TechTarget, Inc. (a)(b) | 116,914 | 2,775,538 | |
Tegna, Inc. | 1,060,650 | 15,177,902 | |
The McClatchy Co. Class A (a)(b) | 20,452 | 50,312 | |
The New York Times Co. Class A (b) | 695,060 | 20,295,752 | |
Townsquare Media, Inc. | 39,720 | 239,909 | |
Tribune Media Co. Class A | 381,106 | 17,751,917 | |
Tribune Publishing Co. | 113,234 | 866,240 | |
Urban One, Inc. Class D (non-vtg.) (a) | 112,382 | 209,031 | |
Xcel Brands, Inc. (a)(b) | 41,881 | 66,172 | |
568,086,598 | |||
Wireless Telecommunication Services - 0.2% | |||
Airgain, Inc. (a) | 46,747 | 524,969 | |
Boingo Wireless, Inc. (a)(b) | 212,867 | 2,739,598 | |
Gogo, Inc. (a)(b) | 264,954 | 1,065,115 | |
NII Holdings, Inc. (a)(b) | 489,197 | 812,067 | |
Shenandoah Telecommunications Co. | 233,211 | 7,355,475 | |
Spok Holdings, Inc. | 99,718 | 1,171,687 | |
Sprint Corp. (a) | 2,747,237 | 18,653,739 | |
Telephone & Data Systems, Inc. | 458,689 | 11,558,963 | |
U.S. Cellular Corp. (a) | 72,153 | 2,596,786 | |
46,478,399 | |||
TOTAL COMMUNICATION SERVICES | 1,142,391,336 | ||
CONSUMER DISCRETIONARY - 11.9% | |||
Auto Components - 1.0% | |||
Adient PLC | 425,277 | 8,577,837 | |
American Axle & Manufacturing Holdings, Inc. (a) | 551,039 | 3,493,587 | |
Autoliv, Inc. (b) | 421,490 | 28,829,916 | |
Cooper Tire & Rubber Co. (b) | 244,732 | 5,748,755 | |
Cooper-Standard Holding, Inc. (a) | 81,829 | 3,063,678 | |
Dana, Inc. | 700,454 | 8,916,779 | |
Delphi Technologies PLC | 430,730 | 5,698,558 | |
Dorman Products, Inc. (a) | 144,813 | 10,293,308 | |
Fox Factory Holding Corp. (a) | 185,269 | 13,346,779 | |
Garrett Motion, Inc. (a)(b) | 377,322 | 3,712,848 | |
Gentex Corp. | 1,253,485 | 33,342,701 | |
Gentherm, Inc. (a) | 165,359 | 6,068,675 | |
Horizon Global Corp. (a)(b) | 120,070 | 501,893 | |
LCI Industries | 121,789 | 10,321,618 | |
Lear Corp. | 303,894 | 34,115,140 | |
Modine Manufacturing Co. (a) | 250,078 | 2,553,296 | |
Motorcar Parts of America, Inc. (a)(b) | 93,916 | 1,364,599 | |
Shiloh Industries, Inc. (a) | 59,119 | 247,117 | |
Standard Motor Products, Inc. | 99,564 | 4,411,681 | |
Stoneridge, Inc. (a)(b) | 132,054 | 4,055,378 | |
Strattec Security Corp. | 16,077 | 298,228 | |
Superior Industries International, Inc. | 124,446 | 342,227 | |
Sypris Solutions, Inc. (a) | 33,367 | 33,033 | |
Tenneco, Inc. (b) | 244,382 | 2,131,011 | |
The Goodyear Tire & Rubber Co. | 1,129,241 | 12,952,394 | |
Tower International, Inc. | 102,764 | 3,178,491 | |
Unique Fabricating, Inc. (b) | 9,426 | 27,594 | |
Veoneer, Inc. (a)(b) | 548,131 | 8,041,082 | |
Visteon Corp. (a)(b) | 137,254 | 9,466,408 | |
Workhorse Group, Inc. (a)(b) | 296,022 | 1,246,253 | |
226,380,864 | |||
Automobiles - 0.7% | |||
Arcimoto, Inc. (a)(b) | 51,439 | 165,634 | |
REV Group, Inc. (b) | 143,795 | 1,853,518 | |
Tesla, Inc. (a)(b) | 675,273 | 152,348,342 | |
Thor Industries, Inc. | 253,703 | 11,647,505 | |
Winnebago Industries, Inc. (b) | 141,136 | 4,519,175 | |
170,534,174 | |||
Distributors - 0.2% | |||
Core-Mark Holding Co., Inc. | 227,046 | 7,354,020 | |
Educational Development Corp. | 32,392 | 193,056 | |
Pool Corp. | 194,481 | 38,192,179 | |
Weyco Group, Inc. | 33,001 | 809,515 | |
46,548,770 | |||
Diversified Consumer Services - 1.2% | |||
Adtalem Global Education, Inc. (a) | 275,693 | 11,777,605 | |
American Public Education, Inc. (a) | 81,554 | 1,976,053 | |
Aspen Group, Inc. (a)(b) | 17,566 | 73,075 | |
Bright Horizons Family Solutions, Inc. (a) | 285,077 | 47,051,959 | |
Career Education Corp. (a) | 343,232 | 7,039,688 | |
Carriage Services, Inc. | 80,618 | 1,714,745 | |
Chegg, Inc. (a)(b) | 520,543 | 20,634,325 | |
Collectors Universe, Inc. | 42,265 | 1,095,509 | |
DropCar, Inc. (a) | 1,631 | 1,289 | |
Frontdoor, Inc. (a) | 417,011 | 21,409,345 | |
Graham Holdings Co. | 21,394 | 15,062,660 | |
Grand Canyon Education, Inc. (a) | 236,172 | 29,663,203 | |
Houghton Mifflin Harcourt Co. (a) | 514,416 | 3,060,775 | |
K12, Inc. (a) | 188,384 | 4,963,918 | |
Laureate Education, Inc. Class A (a) | 539,337 | 9,869,867 | |
Lincoln Educational Services Corp. (a) | 82,611 | 167,700 | |
Regis Corp. (a) | 145,496 | 2,352,670 | |
Service Corp. International | 892,566 | 41,325,806 | |
ServiceMaster Global Holdings, Inc. (a) | 668,588 | 38,136,260 | |
Sotheby's Class A (Ltd. vtg.) (a)(b) | 161,443 | 9,323,333 | |
Strategic Education, Inc. | 107,083 | 18,121,656 | |
Universal Technical Institute, Inc. (a) | 85,915 | 493,152 | |
Weight Watchers International, Inc. (a) | 190,162 | 5,702,958 | |
Xpresspa Group, Inc. (a)(b) | 4,614 | 6,783 | |
Zovio, Inc. (a) | 125,853 | 286,945 | |
291,311,279 | |||
Hotels, Restaurants & Leisure - 3.2% | |||
ARAMARK Holdings Corp. | 1,206,944 | 49,315,732 | |
Ark Restaurants Corp. | 8,300 | 168,075 | |
BFC Financial Corp. Class A | 322,999 | 1,340,446 | |
Biglari Holdings, Inc. (a) | 449 | 197,452 | |
Biglari Holdings, Inc. (a) | 4,931 | 432,498 | |
BJ's Restaurants, Inc. (b) | 102,067 | 3,719,321 | |
Bloomin' Brands, Inc. (b) | 421,056 | 7,595,850 | |
Bluegreen Vacations Corp. (b) | 41,601 | 393,545 | |
Boyd Gaming Corp. | 399,576 | 9,605,807 | |
Brinker International, Inc. (b) | 184,225 | 7,000,550 | |
Caesars Entertainment Corp. (a)(b) | 2,867,185 | 33,001,299 | |
Carrols Restaurant Group, Inc. (a) | 176,097 | 1,285,508 | |
Century Casinos, Inc. (a) | 135,738 | 1,042,468 | |
Chanticleer Holdings, Inc. (a)(b) | 9,043 | 5,332 | |
Choice Hotels International, Inc. (b) | 167,860 | 15,271,903 | |
Churchill Downs, Inc. | 174,779 | 21,543,260 | |
Chuy's Holdings, Inc. (a)(b) | 89,109 | 2,260,695 | |
Cracker Barrel Old Country Store, Inc. (b) | 117,898 | 19,500,329 | |
Dave & Buster's Entertainment, Inc. (b) | 176,860 | 7,613,823 | |
Del Frisco's Restaurant Group, Inc. (a)(b) | 164,365 | 1,309,989 | |
Del Taco Restaurants, Inc. (a) | 178,255 | 1,992,891 | |
Denny's Corp. (a) | 303,947 | 7,170,110 | |
Dine Brands Global, Inc. (b) | 85,621 | 6,040,562 | |
Diversified Restaurant Holdings, Inc. (a) | 53,847 | 26,924 | |
Domino's Pizza, Inc. | 201,310 | 45,665,160 | |
Dover Motorsports, Inc. | 22,265 | 45,198 | |
Drive Shack, Inc. (a) | 273,459 | 1,287,992 | |
Dunkin' Brands Group, Inc. | 404,149 | 33,318,044 | |
El Pollo Loco Holdings, Inc. (a)(b) | 112,233 | 1,145,899 | |
Eldorado Resorts, Inc. (a)(b) | 316,422 | 12,185,411 | |
Empire Resorts, Inc. (a) | 10,999 | 106,470 | |
Everi Holdings, Inc. (a) | 349,378 | 3,123,439 | |
Extended Stay America, Inc. unit | 917,675 | 12,893,334 | |
Famous Dave's of America, Inc. (a)(b) | 20,922 | 95,195 | |
Fiesta Restaurant Group, Inc. (a) | 117,958 | 1,019,157 | |
Flanigans Enterprises, Inc. | 1,099 | 23,618 | |
Full House Resorts, Inc. (a) | 33,775 | 68,226 | |
Golden Entertainment, Inc. (a)(b) | 97,885 | 1,388,009 | |
Good Times Restaurants, Inc. (a) | 40,245 | 74,453 | |
Habit Restaurants, Inc. Class A (a)(b) | 104,122 | 912,109 | |
Hilton Grand Vacations, Inc. (a) | 410,799 | 13,872,682 | |
Hyatt Hotels Corp. Class A (b) | 188,676 | 13,612,973 | |
Inspired Entertainment, Inc. (a) | 65,633 | 458,775 | |
International Speedway Corp. Class A | 117,716 | 5,299,574 | |
J. Alexanders Holdings, Inc. (a) | 57,936 | 683,645 | |
Jack in the Box, Inc. (b) | 125,948 | 10,745,883 | |
Las Vegas Sands Corp. | 1,773,144 | 98,356,298 | |
Lindblad Expeditions Holdings (a) | 140,773 | 2,626,824 | |
Luby's, Inc. (a) | 53,936 | 78,747 | |
Marriott Vacations Worldwide Corp. | 190,587 | 18,789,972 | |
Monarch Casino & Resort, Inc. (a) | 59,786 | 2,653,303 | |
Nathan's Famous, Inc. | 14,061 | 936,463 | |
New Canterbury Park Holding Co. | 400 | 4,880 | |
Noodles & Co. (a)(b) | 198,523 | 1,145,478 | |
Papa John's International, Inc. (b) | 110,322 | 5,489,623 | |
Peak Resorts, Inc. | 66,396 | 729,028 | |
Penn National Gaming, Inc. (a)(b) | 530,642 | 10,172,407 | |
Planet Fitness, Inc. (a) | 413,357 | 29,187,138 | |
Playa Hotels & Resorts NV (a) | 281,535 | 2,277,618 | |
PlayAGS, Inc. (a)(b) | 142,210 | 1,385,125 | |
Potbelly Corp. (a)(b) | 129,702 | 600,520 | |
Rave Restaurant Group, Inc. (a)(b) | 27,004 | 67,240 | |
RCI Hospitality Holdings, Inc. | 43,450 | 773,410 | |
Red Lion Hotels Corp. (a) | 142,774 | 748,136 | |
Red Robin Gourmet Burgers, Inc. (a)(b) | 63,919 | 2,140,647 | |
Red Rock Resorts, Inc. (b) | 342,059 | 7,131,930 | |
Ruth's Hospitality Group, Inc. | 138,050 | 2,685,073 | |
Scientific Games Corp. Class A (a)(b) | 275,707 | 5,095,065 | |
SeaWorld Entertainment, Inc. (a) | 196,683 | 5,705,774 | |
Shake Shack, Inc. Class A (a) | 128,923 | 12,784,005 | |
Six Flags Entertainment Corp. | 350,139 | 20,717,725 | |
Speedway Motorsports, Inc. | 62,979 | 1,243,835 | |
Texas Roadhouse, Inc. Class A | 326,008 | 16,776,372 | |
The Cheesecake Factory, Inc. (b) | 202,196 | 7,681,426 | |
The ONE Group Hospitality, Inc. (a) | 9,510 | 29,291 | |
Town Sports International Holdings, Inc. (a) | 117,611 | 226,989 | |
Vail Resorts, Inc. | 197,182 | 46,590,163 | |
Wendy's Co. (b) | 893,119 | 19,648,618 | |
Wingstop, Inc. | 145,508 | 14,575,536 | |
Wyndham Destinations, Inc. | 461,182 | 20,448,810 | |
Wyndham Hotels & Resorts, Inc. | 478,345 | 24,577,366 | |
YETI Holdings, Inc. (b) | 146,821 | 4,147,693 | |
744,088,143 | |||
Household Durables - 1.4% | |||
Bassett Furniture Industries, Inc. | 44,549 | 542,607 | |
Beazer Homes U.S.A., Inc. (a) | 172,808 | 2,165,284 | |
Cavco Industries, Inc. (a) | 41,577 | 7,628,132 | |
Century Communities, Inc. (a) | 137,440 | 3,873,059 | |
Comstock Holding Companies, Inc. (a)(b) | 5,255 | 10,352 | |
CSS Industries, Inc. | 38,366 | 148,093 | |
Dixie Group, Inc. (a)(b) | 52,063 | 66,120 | |
Emerson Radio Corp. (a) | 23,944 | 25,002 | |
Ethan Allen Interiors, Inc. | 125,271 | 2,154,661 | |
Flexsteel Industries, Inc. | 27,568 | 417,380 | |
GoPro, Inc. Class A (a)(b) | 599,936 | 2,321,752 | |
Green Brick Partners, Inc. (a) | 126,138 | 1,159,208 | |
Hamilton Beach Brands Holding Co. Class A | 31,310 | 443,663 | |
Helen of Troy Ltd. (a) | 122,308 | 18,775,501 | |
Hooker Furniture Corp. | 56,516 | 1,009,376 | |
Hovnanian Enterprises, Inc. Class A (a)(b) | 22,827 | 188,094 | |
Installed Building Products, Inc. (a) | 104,422 | 5,942,656 | |
iRobot Corp. (a)(b) | 135,706 | 8,387,988 | |
KB Home | 411,069 | 11,546,928 | |
Koss Corp. (a) | 1,363 | 2,406 | |
La-Z-Boy, Inc. | 231,662 | 7,383,068 | |
LGI Homes, Inc. (a)(b) | 92,093 | 7,506,500 | |
Libbey, Inc. (a) | 110,300 | 186,407 | |
Lifetime Brands, Inc. | 49,035 | 378,550 | |
Live Ventures, Inc. (a)(b) | 13,437 | 92,043 | |
Lovesac (a)(b) | 42,235 | 726,442 | |
M.D.C. Holdings, Inc. | 251,668 | 9,732,002 | |
M/I Homes, Inc. (a) | 139,318 | 5,034,953 | |
Meritage Homes Corp. (a) | 176,646 | 11,542,050 | |
New Home Co. LLC (a) | 59,315 | 221,245 | |
Nova LifeStyle, Inc. (a)(b) | 94,559 | 64,310 | |
NVR, Inc. (a) | 16,511 | 59,423,089 | |
Roku, Inc. Class A (a)(b) | 401,285 | 60,738,498 | |
Skyline Champion Corp. (a) | 246,351 | 6,897,828 | |
Sonos, Inc. (b) | 70,584 | 1,024,880 | |
Taylor Morrison Home Corp. (a)(b) | 539,422 | 12,870,609 | |
Tempur Sealy International, Inc. (a) | 224,560 | 17,318,067 | |
Toll Brothers, Inc. | 648,326 | 23,462,918 | |
TopBuild Corp. (a) | 168,236 | 15,582,018 | |
TRI Pointe Homes, Inc. (a) | 693,825 | 9,713,550 | |
Tupperware Brands Corp. | 237,842 | 3,094,324 | |
Turtle Beach Corp. (a)(b) | 30,978 | 279,731 | |
Universal Electronics, Inc. (a) | 70,010 | 3,160,952 | |
VOXX International Corp. (a) | 81,933 | 360,505 | |
Vuzix Corp. (a)(b) | 144,813 | 265,008 | |
William Lyon Homes, Inc. (a) | 167,474 | 2,959,266 | |
Zagg, Inc. (a)(b) | 138,785 | 889,612 | |
327,716,687 | |||
Internet & Direct Marketing Retail - 0.7% | |||
1-800-FLOWERS.com, Inc. Class A (a) | 124,295 | 1,829,622 | |
Blue Apron Holdings, Inc. Class A (a)(b) | 22,801 | 154,591 | |
Duluth Holdings, Inc. (a)(b) | 50,523 | 464,306 | |
Etsy, Inc. (a) | 589,616 | 31,125,829 | |
EVINE Live, Inc. (a)(b) | 202,505 | 102,792 | |
Groupon, Inc. (a) | 2,046,863 | 5,076,220 | |
GrubHub, Inc. (a)(b) | 447,963 | 26,582,124 | |
Lands' End, Inc. (a)(b) | 79,744 | 618,016 | |
Leaf Group Ltd. (a) | 70,824 | 296,044 | |
Liberty Interactive Corp. QVC Group Series A (a) | 1,972,239 | 21,122,680 | |
Liquidity Services, Inc. (a) | 125,407 | 949,331 | |
Overstock.com, Inc. (a)(b) | 140,116 | 2,204,025 | |
PetMed Express, Inc. (b) | 97,461 | 1,539,884 | |
Quotient Technology, Inc. (a) | 391,270 | 2,871,922 | |
Remark Holdings, Inc. (a)(b) | 98,931 | 82,073 | |
Shutterfly, Inc. (a) | 166,650 | 8,479,152 | |
Shutterstock, Inc. (b) | 92,293 | 3,240,407 | |
Stamps.com, Inc. (a)(b) | 77,884 | 5,012,614 | |
Stitch Fix, Inc. (a)(b) | 107,137 | 2,042,031 | |
The Rubicon Project, Inc. (a) | 242,190 | 2,477,604 | |
U.S. Auto Parts Network, Inc. (a) | 61,593 | 90,542 | |
Waitr Holdings, Inc. (a)(b) | 340,435 | 588,953 | |
Wayfair LLC Class A (a)(b) | 314,400 | 35,445,456 | |
152,396,218 | |||
Leisure Products - 0.4% | |||
Acushnet Holdings Corp. | 172,163 | 4,471,073 | |
American Outdoor Brands Corp. (a) | 272,924 | 1,640,273 | |
Brunswick Corp. | 426,829 | 19,890,231 | |
Callaway Golf Co. | 431,283 | 7,659,586 | |
Clarus Corp. | 111,951 | 1,232,581 | |
Escalade, Inc. | 33,390 | 344,919 | |
JAKKS Pacific, Inc. (a)(b) | 84,913 | 59,448 | |
Johnson Outdoors, Inc. Class A | 29,502 | 1,652,112 | |
Malibu Boats, Inc. Class A (a) | 103,294 | 2,873,639 | |
Marine Products Corp. | 37,881 | 573,140 | |
Mattel, Inc. (a)(b) | 1,683,408 | 16,497,398 | |
MCBC Holdings, Inc. (a) | 94,975 | 1,438,871 | |
Nautilus, Inc. (a) | 139,378 | 193,735 | |
OneSpaWorld Holdings Ltd. (a)(b) | 166,392 | 2,612,354 | |
Polaris, Inc. | 280,720 | 23,024,654 | |
Sturm, Ruger & Co., Inc. | 85,906 | 3,523,005 | |
Summer Infant, Inc. (a) | 36,722 | 17,667 | |
Vista Outdoor, Inc. (a) | 293,097 | 1,638,412 | |
89,343,098 | |||
Multiline Retail - 0.1% | |||
Big Lots, Inc. | 196,013 | 4,459,296 | |
Dillard's, Inc. Class A (b) | 90,008 | 5,267,268 | |
Fred's, Inc. Class A (a)(b) | 145,522 | 41,328 | |
JC Penney Corp., Inc. (a)(b) | 1,696,785 | 1,262,578 | |
Ollie's Bargain Outlet Holdings, Inc. (a)(b) | 254,296 | 14,100,713 | |
Tuesday Morning Corp. (a)(b) | 239,030 | 334,642 | |
25,465,825 | |||
Specialty Retail - 2.0% | |||
Aaron's, Inc. Class A | 330,416 | 21,182,970 | |
Abercrombie & Fitch Co. Class A | 324,669 | 4,746,661 | |
America's Car Mart, Inc. (a) | 31,068 | 2,665,013 | |
American Eagle Outfitters, Inc. | 795,004 | 13,371,967 | |
Appliance Recycling Centers of America, Inc. (a)(b) | 582 | 2,503 | |
Armstrong Flooring, Inc. (a) | 107,670 | 728,926 | |
Asbury Automotive Group, Inc. (a) | 96,483 | 9,098,347 | |
Ascena Retail Group, Inc. (a)(b) | 831,231 | 206,893 | |
At Home Group, Inc. (a)(b) | 126,850 | 854,969 | |
AutoNation, Inc. (a)(b) | 283,348 | 13,447,696 | |
Barnes & Noble Education, Inc. (a) | 185,417 | 723,126 | |
Bed Bath & Beyond, Inc. (b) | 673,407 | 6,511,846 | |
Big 5 Sporting Goods Corp. (b) | 96,400 | 172,556 | |
Blink Charging Co. (a)(b) | 48,416 | 122,977 | |
Boot Barn Holdings, Inc. (a) | 136,667 | 4,680,845 | |
Build-A-Bear Workshop, Inc. (a) | 60,976 | 151,220 | |
Burlington Stores, Inc. (a) | 324,824 | 65,773,612 | |
Caleres, Inc. | 211,089 | 4,253,443 | |
Camping World Holdings, Inc. (b) | 155,566 | 1,182,302 | |
Carvana Co. Class A (a)(b) | 176,084 | 14,290,977 | |
Chico's FAS, Inc. (b) | 597,745 | 1,864,964 | |
Citi Trends, Inc. | 68,267 | 1,147,568 | |
Conn's, Inc. (a)(b) | 126,475 | 2,549,736 | |
Cool Holdings, Inc. (a)(b) | 24,544 | 41,234 | |
Destination Maternity Corp. (a) | 70,933 | 47,532 | |
Destination XL Group, Inc. (a)(b) | 161,954 | 289,898 | |
DGSE Companies, Inc. (a)(b) | 6,800 | 8,568 | |
Dick's Sporting Goods, Inc. (b) | 328,201 | 11,171,962 | |
DSW, Inc. Class A | 275,013 | 4,534,964 | |
Express, Inc. (a) | 350,263 | 742,558 | |
Five Below, Inc. (a) | 272,922 | 33,533,926 | |
Floor & Decor Holdings, Inc. Class A (a) | 282,613 | 13,910,212 | |
Foot Locker, Inc. | 548,807 | 19,861,325 | |
Francesca's Holdings Corp. (a)(b) | 13,421 | 58,381 | |
GameStop Corp. Class A (b) | 481,786 | 1,912,690 | |
Genesco, Inc. (a) | 83,582 | 2,982,206 | |
GNC Holdings, Inc. Class A (a)(b) | 387,103 | 758,722 | |
Group 1 Automotive, Inc. | 91,090 | 6,806,245 | |
Guess?, Inc. (b) | 247,180 | 4,466,543 | |
Haverty Furniture Companies, Inc. | 95,087 | 1,820,916 | |
Hibbett Sports, Inc. (a)(b) | 94,883 | 1,569,365 | |
IAA Spinco, Inc. (a) | 655,144 | 32,003,784 | |
Kirkland's, Inc. (a)(b) | 81,142 | 119,279 | |
Lithia Motors, Inc. Class A (sub. vtg.) | 109,489 | 14,350,723 | |
Lumber Liquidators Holdings, Inc. (a)(b) | 141,437 | 1,330,922 | |
MarineMax, Inc. (a) | 125,056 | 1,808,310 | |
Michaels Companies, Inc. (a)(b) | 448,888 | 2,545,195 | |
Monro, Inc. (b) | 162,674 | 12,643,023 | |
Murphy U.S.A., Inc. (a) | 147,844 | 13,217,254 | |
National Vision Holdings, Inc. (a)(b) | 383,365 | 10,872,231 | |
Office Depot, Inc. | 2,708,634 | 3,521,224 | |
Party City Holdco, Inc. (a)(b) | 269,502 | 1,266,659 | |
Penske Automotive Group, Inc. (b) | 177,694 | 7,601,749 | |
Pier 1 Imports, Inc. (a)(b) | 19,826 | 86,838 | |
Rent-A-Center, Inc. | 228,116 | 5,823,801 | |
RH (a)(b) | 78,744 | 11,280,078 | |
RTW Retailwinds, Inc. (a) | 121,608 | 122,824 | |
Sally Beauty Holdings, Inc. (a)(b) | 590,580 | 7,222,793 | |
Sears Hometown & Outlet Stores, Inc. (a)(b) | 47,413 | 158,834 | |
Shoe Carnival, Inc. (b) | 48,930 | 1,504,108 | |
Signet Jewelers Ltd. (b) | 249,732 | 3,056,720 | |
Sleep Number Corp. (a)(b) | 146,997 | 6,150,354 | |
Sonic Automotive, Inc. Class A (sub. vtg.) | 119,064 | 3,204,012 | |
Sportsman's Warehouse Holdings, Inc. (a)(b) | 190,872 | 805,480 | |
Stage Stores, Inc. (b) | 125,887 | 96,933 | |
Stein Mart, Inc. (a)(b) | 118,280 | 82,796 | |
Tailored Brands, Inc. (b) | 241,171 | 1,307,147 | |
Tandy Leather Factory, Inc. (a) | 3,417 | 15,547 | |
The Buckle, Inc. (b) | 146,628 | 2,873,909 | |
The Cato Corp. Class A (sub. vtg.) | 119,838 | 2,052,825 | |
The Children's Place Retail Stores, Inc. (b) | 77,222 | 6,737,620 | |
The Container Store Group, Inc. (a)(b) | 73,884 | 331,000 | |
Tile Shop Holdings, Inc. (b) | 199,897 | 537,723 | |
Tilly's, Inc. | 104,883 | 1,123,297 | |
Trans World Entertainment Corp. (a) | 1,429 | 5,359 | |
Urban Outfitters, Inc. (a)(b) | 333,842 | 7,815,241 | |
Vitamin Shoppe, Inc. (a)(b) | 86,305 | 556,667 | |
Williams-Sonoma, Inc. (b) | 385,253 | 25,349,647 | |
Winmark Corp. | 11,508 | 1,870,050 | |
Zumiez, Inc. (a) | 93,957 | 2,441,003 | |
468,141,323 | |||
Textiles, Apparel & Luxury Goods - 1.0% | |||
Carter's, Inc. | 221,371 | 20,251,019 | |
Centric Brands, Inc. (a)(b) | 60,189 | 166,724 | |
Charles & Colvard Ltd. (a) | 56,754 | 73,213 | |
Cherokee, Inc. (a) | 50,362 | 31,728 | |
Columbia Sportswear Co. | 145,042 | 13,603,489 | |
Crocs, Inc. (a) | 318,863 | 7,110,645 | |
Crown Crafts, Inc. | 3,686 | 19,794 | |
Culp, Inc. | 47,215 | 662,899 | |
Deckers Outdoor Corp. (a) | 142,623 | 21,029,761 | |
Delta Apparel, Inc. (a) | 28,383 | 636,915 | |
Forward Industries, Inc. (NY Shares) (a)(b) | 18,474 | 19,582 | |
Fossil Group, Inc. (a)(b) | 227,920 | 2,917,376 | |
G-III Apparel Group Ltd. (a) | 201,462 | 4,131,986 | |
Iconix Brand Group, Inc. (a)(b) | 26,935 | 48,752 | |
J.Jill, Inc. (b) | 69,488 | 129,943 | |
Kontoor Brands, Inc. (b) | 224,500 | 7,686,880 | |
Lakeland Industries, Inc. (a)(b) | 24,080 | 247,542 | |
Levi Strauss & Co. Class A (a)(b) | 206,123 | 3,483,479 | |
lululemon athletica, Inc. (a) | 516,276 | 95,340,689 | |
Movado Group, Inc. | 84,900 | 1,827,048 | |
Oxford Industries, Inc. (b) | 83,900 | 5,854,542 | |
Rocky Brands, Inc. | 32,323 | 941,892 | |
Sequential Brands Group, Inc. (a)(b) | 181,557 | 52,652 | |
Skechers U.S.A., Inc. Class A (sub. vtg.) (a) | 655,959 | 20,767,662 | |
Steven Madden Ltd. | 383,371 | 12,735,585 | |
Superior Group of Companies, Inc. | 31,084 | 440,771 | |
Unifi, Inc. (a) | 78,142 | 1,503,452 | |
Vera Bradley, Inc. (a) | 116,716 | 1,236,022 | |
Vince Holding Corp. (a)(b) | 13,170 | 161,991 | |
Wolverine World Wide, Inc. | 430,476 | 11,170,852 | |
234,284,885 | |||
TOTAL CONSUMER DISCRETIONARY | 2,776,211,266 | ||
CONSUMER STAPLES - 2.6% | |||
Beverages - 0.2% | |||
Alkaline Water Co., Inc. (a)(b) | 223,735 | 445,233 | |
Boston Beer Co., Inc. Class A (a)(b) | 43,143 | 18,914,754 | |
Castle Brands, Inc. (a)(b) | 349,780 | 444,221 | |
Celsius Holdings, Inc. (a)(b) | 70,675 | 289,768 | |
Coca-Cola Bottling Co. Consolidated | 22,820 | 7,681,440 | |
Craft Brew Alliance, Inc. (a) | 53,293 | 535,595 | |
Eastside Distilling, Inc. (a)(b) | 8,987 | 47,406 | |
Keurig Dr. Pepper, Inc. (b) | 897,277 | 24,477,717 | |
MGP Ingredients, Inc. (b) | 64,598 | 3,111,686 | |
National Beverage Corp. (b) | 58,967 | 2,411,750 | |
New Age Beverages Corp. (a)(b) | 301,129 | 915,432 | |
Primo Water Corp. (a)(b) | 168,129 | 2,056,218 | |
REED'S, Inc. (a)(b) | 112,734 | 208,558 | |
61,539,778 | |||
Food & Staples Retailing - 0.6% | |||
Andersons, Inc. | 130,713 | 2,995,942 | |
BJ's Wholesale Club Holdings, Inc. (a) | 592,795 | 15,566,797 | |
Casey's General Stores, Inc. | 178,775 | 30,007,384 | |
Chefs' Warehouse Holdings (a)(b) | 117,431 | 4,530,488 | |
Ingles Markets, Inc. Class A | 69,067 | 2,685,325 | |
Natural Grocers by Vitamin Cottage, Inc. (a)(b) | 42,028 | 396,744 | |
Performance Food Group Co. (a) | 516,275 | 24,156,507 | |
PriceSmart, Inc. | 115,330 | 6,969,392 | |
Rite Aid Corp. (a)(b) | 253,953 | 1,640,536 | |
SpartanNash Co. | 185,417 | 1,996,941 | |
Sprouts Farmers Market LLC (a)(b) | 573,143 | 10,287,917 | |
U.S. Foods Holding Corp. (a) | 1,069,681 | 43,268,596 | |
United Natural Foods, Inc. (a)(b) | 257,331 | 2,068,941 | |
Village Super Market, Inc. Class A | 37,465 | 935,501 | |
Weis Markets, Inc. (b) | 83,451 | 3,190,332 | |
150,697,343 | |||
Food Products - 1.2% | |||
Alico, Inc. | 12,431 | 371,065 | |
Arcadia Biosciences, Inc. (a)(b) | 13,698 | 104,790 | |
B&G Foods, Inc. Class A (b) | 320,282 | 5,422,374 | |
Beyond Meat, Inc. (b) | 49,513 | 8,299,864 | |
Bridgford Foods Corp. (a) | 700 | 23,443 | |
Bunge Ltd. | 690,746 | 36,892,744 | |
Cal-Maine Foods, Inc. (b) | 152,799 | 6,194,471 | |
Calavo Growers, Inc. (b) | 77,637 | 6,882,520 | |
Coffee Holding Co., Inc. (a) | 29,362 | 115,099 | |
Darling International, Inc. (a) | 806,619 | 15,003,113 | |
Dean Foods Co. (b) | 443,503 | 447,938 | |
Farmer Brothers Co. (a) | 50,454 | 612,512 | |
Flowers Foods, Inc. | 892,510 | 20,349,228 | |
Fresh Del Monte Produce, Inc. | 149,407 | 3,890,558 | |
Freshpet, Inc. (a) | 169,648 | 8,326,324 | |
Hostess Brands, Inc. Class A (a)(b) | 529,548 | 7,424,263 | |
Ingredion, Inc. | 325,348 | 25,139,640 | |
J&J Snack Foods Corp. | 73,870 | 14,261,342 | |
John B. Sanfilippo & Son, Inc. | 44,590 | 4,129,034 | |
Lancaster Colony Corp. | 95,649 | 13,955,189 | |
Landec Corp. (a) | 144,548 | 1,588,583 | |
Lifeway Foods, Inc. (a) | 26,937 | 78,656 | |
Limoneira Co. | 71,443 | 1,297,405 | |
nLIGHT, Inc. (a)(b) | 36,590 | 472,743 | |
Pilgrim's Pride Corp. (a) | 256,646 | 7,997,089 | |
Post Holdings, Inc. (a) | 323,625 | 32,262,176 | |
RiceBran Technologies (a) | 102,744 | 277,409 | |
Rocky Mountain Chocolate Factory, Inc. | 4,045 | 37,740 | |
S&W Seed Co. (a) | 104,872 | 278,960 | |
Sanderson Farms, Inc. (b) | 94,674 | 14,165,124 | |
Seaboard Corp. | 1,343 | 5,546,832 | |
Seneca Foods Corp. Class A (a) | 29,562 | 812,364 | |
The Hain Celestial Group, Inc. (a)(b) | 447,449 | 8,523,903 | |
The Simply Good Foods Co. (a) | 255,412 | 7,567,858 | |
Tootsie Roll Industries, Inc. (b) | 96,623 | 3,544,132 | |
TreeHouse Foods, Inc. (a)(b) | 272,599 | 13,807,139 | |
276,103,624 | |||
Household Products - 0.2% | |||
Central Garden & Pet Co. Class A (non-vtg.) (a) | 257,859 | 6,204,088 | |
Energizer Holdings, Inc. (b) | 310,838 | 11,967,263 | |
Funko, Inc. (a)(b) | 87,402 | 2,096,774 | |
Ocean Bio-Chem, Inc. | 25,804 | 85,153 | |
Oil-Dri Corp. of America | 22,658 | 696,960 | |
Spectrum Brands Holdings, Inc. (b) | 202,259 | 11,300,210 | |
WD-40 Co. (b) | 67,665 | 12,335,330 | |
44,685,778 | |||
Personal Products - 0.3% | |||
Avon Products, Inc. (a) | 2,161,139 | 9,400,955 | |
Cyanotech Corp. (a) | 3,737 | 10,090 | |
Edgewell Personal Care Co. (a) | 263,036 | 7,322,922 | |
elf Beauty, Inc. (a) | 118,967 | 1,941,541 | |
Herbalife Nutrition Ltd. (a) | 495,388 | 17,056,209 | |
Inter Parfums, Inc. | 86,107 | 5,535,819 | |
LifeVantage Corp. (a)(b) | 66,269 | 805,831 | |
Mannatech, Inc. | 4,435 | 71,049 | |
MediFast, Inc. | 57,625 | 5,760,195 | |
MYOS Corp. (a)(b) | 833 | 1,266 | |
Natural Alternatives International, Inc. (a) | 19,731 | 192,969 | |
Natural Health Trends Corp. (b) | 34,344 | 259,641 | |
Nature's Sunshine Products, Inc. (a) | 31,350 | 295,004 | |
Nu Skin Enterprises, Inc. Class A | 270,435 | 10,985,070 | |
Reliv International, Inc. (a) | 1,499 | 6,221 | |
Revlon, Inc. (a)(b) | 38,238 | 632,074 | |
United-Guardian, Inc. | 6,104 | 115,610 | |
USANA Health Sciences, Inc. (a) | 64,900 | 4,411,253 | |
Veru, Inc. (a) | 188,434 | 371,215 | |
Youngevity International, Inc. (a)(b) | 35,729 | 152,920 | |
65,327,854 | |||
Tobacco - 0.1% | |||
22nd Century Group, Inc. (a)(b) | 581,840 | 1,140,406 | |
Pyxus International, Inc. (a)(b) | 38,644 | 516,670 | |
Turning Point Brands, Inc. (b) | 44,114 | 1,581,487 | |
Universal Corp. | 123,772 | 6,196,026 | |
Vector Group Ltd. (b) | 534,312 | 6,240,764 | |
15,675,353 | |||
TOTAL CONSUMER STAPLES | 614,029,730 | ||
ENERGY - 2.3% | |||
Energy Equipment & Services - 0.5% | |||
Archrock, Inc. | 655,826 | 6,368,070 | |
Aspen Aerogels, Inc. (a) | 83,435 | 503,947 | |
Basic Energy Services, Inc. (a)(b) | 98,791 | 131,392 | |
C&J Energy Services, Inc. (a) | 327,910 | 3,134,820 | |
Carbo Ceramics, Inc. (a)(b) | 108,759 | 179,452 | |
Core Laboratories NV (b) | 219,424 | 8,686,996 | |
Dawson Geophysical Co. (a)(b) | 86,896 | 183,351 | |
Diamond Offshore Drilling, Inc. (a)(b) | 310,439 | 2,014,749 | |
Dmc Global, Inc. | 67,950 | 2,951,069 | |
Dril-Quip, Inc. (a)(b) | 176,084 | 8,073,451 | |
ENGlobal Corp. (a)(b) | 48,611 | 51,042 | |
Enservco Corp. (a)(b) | 76,307 | 19,092 | |
Era Group, Inc. (a) | 88,065 | 834,856 | |
Exterran Corp. (a) | 155,518 | 1,640,715 | |
Forum Energy Technologies, Inc. (a) | 400,780 | 565,100 | |
Frank's International NV (a)(b) | 367,787 | 1,599,873 | |
FTS International, Inc. (a) | 173,534 | 435,570 | |
Geospace Technologies Corp. (a) | 68,128 | 833,887 | |
Gulf Island Fabrication, Inc. (a) | 50,167 | 317,557 | |
Helix Energy Solutions Group, Inc. (a) | 685,737 | 4,964,736 | |
Hornbeck Offshore Services, Inc. (a)(b) | 145,542 | 97,513 | |
Independence Contract Drilling, Inc. (a) | 162,917 | 171,063 | |
ION Geophysical Corp. (a) | 52,303 | 403,779 | |
Key Energy Services, Inc. (a)(b) | 46,431 | 47,824 | |
KLX Energy Services Holdings, Inc. (a) | 118,053 | 1,184,072 | |
Liberty Oilfield Services, Inc. Class A (b) | 244,435 | 2,632,565 | |
Mammoth Energy Services, Inc. (b) | 62,666 | 228,104 | |
Matrix Service Co. (a) | 134,805 | 2,678,575 | |
McDermott International, Inc. (a)(b) | 885,444 | 4,179,296 | |
Mitcham Industries, Inc. (a) | 40,167 | 142,191 | |
Nabors Industries Ltd. | 1,590,033 | 2,671,255 | |
Natural Gas Services Group, Inc. (a) | 51,774 | 558,124 | |
NCS Multistage Holdings, Inc. (a) | 58,361 | 126,060 | |
Newpark Resources, Inc. (a)(b) | 470,680 | 3,111,195 | |
Noble Corp. (a)(b) | 1,310,750 | 2,097,200 | |
Oceaneering International, Inc. (a) | 483,682 | 6,268,519 | |
Oil States International, Inc. (a) | 310,543 | 4,282,388 | |
Patterson-UTI Energy, Inc. | 1,012,992 | 8,762,381 | |
Profire Energy, Inc. (a) | 143,347 | 219,321 | |
Quintana Energy Services, Inc. (a) | 65,953 | 95,632 | |
Ranger Energy Services, Inc. Class A (a) | 20,663 | 131,623 | |
RigNet, Inc. (a) | 57,824 | 453,340 | |
RPC, Inc. (b) | 275,755 | 1,464,259 | |
SAExploration Holdings, Inc.: | |||
Series A warrants 7/27/21 (a)(d) | 42 | 0 | |
Series B warrants 7/27/21 (a)(d) | 42 | 0 | |
SEACOR Holdings, Inc. (a) | 88,695 | 4,166,004 | |
SEACOR Marine Holdings, Inc. (a) | 91,533 | 1,192,675 | |
Smart Sand, Inc. (a) | 100,045 | 237,107 | |
Solaris Oilfield Infrastructure, Inc. Class A (b) | 153,664 | 2,112,880 | |
Superior Drilling Products, Inc. (a) | 61,142 | 53,071 | |
Superior Energy Services, Inc. (a) | 783,806 | 262,418 | |
Synthesis Energy Systems, Inc. (a)(b) | 3,789 | 11,519 | |
TETRA Technologies, Inc. (a) | 568,895 | 944,366 | |
Tidewater, Inc. (a) | 186,728 | 2,942,833 | |
Transocean Ltd. (United States) (a)(b) | 2,453,125 | 11,161,719 | |
U.S. Silica Holdings, Inc. (b) | 353,358 | 3,593,651 | |
U.S. Well Services, Inc. (a) | 48,154 | 144,462 | |
Valaris PLC Class A (b) | 952,302 | 4,437,727 | |
116,756,436 | |||
Oil, Gas & Consumable Fuels - 1.8% | |||
Abraxas Petroleum Corp. (a) | 751,149 | 392,025 | |
Adams Resources & Energy, Inc. | 9,725 | 298,461 | |
Aemetis, Inc. (a)(b) | 43,473 | 34,344 | |
Alta Mesa Resources, Inc. Class A (a)(b) | 581,731 | 56,137 | |
Altus Midstream Co. (a)(b) | 321,831 | 743,430 | |
Amplify Energy Corp. New | 113,995 | 679,410 | |
Antero Midstream GP LP (b) | 1,109,211 | 7,886,490 | |
Antero Resources Corp. (a)(b) | 1,037,067 | 3,287,502 | |
Approach Resources, Inc. (a)(b) | 207,929 | 39,964 | |
Arch Coal, Inc. (b) | 82,771 | 6,336,948 | |
Barnwell Industries, Inc. (a) | 11,088 | 8,094 | |
Berry Petroleum Corp. | 87,879 | 702,153 | |
Bonanza Creek Energy, Inc. (a) | 100,498 | 2,267,235 | |
Brigham Minerals, Inc. Class A | 80,191 | 1,603,018 | |
California Resources Corp. (a)(b) | 230,785 | 2,259,385 | |
Callon Petroleum Co. (a)(b) | 1,089,262 | 4,476,867 | |
Carrizo Oil & Gas, Inc. (a) | 409,648 | 3,395,982 | |
Centennial Resource Development, Inc. Class A (a)(b) | 924,755 | 4,457,319 | |
Centrus Energy Corp. Class A (a)(b) | 21,753 | 70,697 | |
Chaparral Energy, Inc. Class A (a)(b) | 163,943 | 218,044 | |
Cheniere Energy, Inc. (a) | 1,080,249 | 64,501,668 | |
Chesapeake Energy Corp. (a)(b) | 5,025,895 | 7,237,289 | |
Cimarex Energy Co. | 1 | 43 | |
Clean Energy Fuels Corp. (a) | 704,912 | 1,402,775 | |
CNX Resources Corp. (a)(b) | 959,566 | 7,647,741 | |
Comstock Resources, Inc. (a)(b) | 83,000 | 474,760 | |
CONSOL Energy, Inc. (a) | 139,225 | 2,333,411 | |
Contango Oil & Gas Co. (a) | 115,347 | 113,040 | |
Continental Resources, Inc. | 426,108 | 12,442,354 | |
Contura Energy, Inc. (a) | 24,463 | 704,534 | |
CVR Energy, Inc. | 147,679 | 5,874,671 | |
Delek U.S. Holdings, Inc. | 342,491 | 11,216,580 | |
Denbury Resources, Inc. (a)(b) | 2,190,972 | 2,366,250 | |
Dorian Lpg Ltd. (a) | 186,691 | 1,939,719 | |
Earthstone Energy, Inc. (a)(b) | 106,067 | 364,870 | |
EQT Corp. (b) | 1,244,201 | 12,653,524 | |
Equitrans Midstream Corp. (b) | 996,374 | 13,441,085 | |
Evolution Petroleum Corp. | 142,653 | 844,506 | |
Extraction Oil & Gas, Inc. (a)(b) | 357,728 | 1,441,644 | |
Falcon Minerals Corp. (b) | 182,062 | 1,066,883 | |
Gevo, Inc. (a) | 58,507 | 156,214 | |
Goodrich Petroleum Corp. (a)(b) | 27,152 | 287,540 | |
Green Plains, Inc. | 194,466 | 1,596,566 | |
Gulfport Energy Corp. (a) | 704,078 | 1,689,787 | |
Hallador Energy Co. | 76,925 | 305,392 | |
Highpoint Resources, Inc. (a)(b) | 576,924 | 675,001 | |
Houston American Energy Corp. (a)(b) | 96,963 | 19,713 | |
International Seaways, Inc. (a) | 149,900 | 2,581,278 | |
Isramco, Inc. (a) | 3,432 | 412,973 | |
Jagged Peak Energy, Inc. (a)(b) | 316,366 | 2,182,925 | |
Kosmos Energy Ltd. | 1,196,138 | 7,559,592 | |
Laredo Petroleum, Inc. (a) | 715,960 | 1,775,581 | |
Lilis Energy, Inc. (a)(b) | 196,083 | 58,845 | |
Lonestar Resources U.S., Inc. (a)(b) | 94,981 | 246,001 | |
Magnolia Oil & Gas Corp. Class A (a)(b) | 494,860 | 5,052,521 | |
Matador Resources Co. (a)(b) | 504,563 | 7,896,411 | |
Mexco Energy Corp. (a)(b) | 2,080 | 8,450 | |
Montage Resources Corp. (a) | 31,069 | 92,586 | |
Murphy Oil Corp. (b) | 748,284 | 13,641,217 | |
NACCO Industries, Inc. Class A | 20,158 | 1,003,465 | |
Nextdecade Corp. (a) | 57,546 | 322,833 | |
Nine Energy Service, Inc. (a) | 58,249 | 319,205 | |
Northern Oil & Gas, Inc. (a)(b) | 1,168,650 | 2,150,316 | |
Oasis Petroleum, Inc. (a) | 1,340,325 | 4,181,814 | |
Overseas Shipholding Group, Inc. (a) | 296,920 | 483,980 | |
Pacific Ethanol, Inc. (a)(b) | 223,039 | 143,860 | |
Panhandle Royalty Co. Class A | 84,554 | 966,452 | |
Par Pacific Holdings, Inc. (a) | 153,095 | 3,328,285 | |
Parsley Energy, Inc. Class A | 1,295,374 | 23,200,148 | |
PBF Energy, Inc. Class A | 596,128 | 14,128,234 | |
PDC Energy, Inc. (a) | 308,749 | 9,833,656 | |
Peabody Energy Corp. (b) | 394,756 | 7,275,353 | |
Pedevco Corp. (a)(b) | 6,070 | 9,469 | |
Penn Virginia Corp. (a) | 67,227 | 1,915,970 | |
PrimeEnergy Corp. (a)(b) | 4,446 | 500,175 | |
QEP Resources, Inc. | 1,151,745 | 4,100,212 | |
Ramaco Resources, Inc. (a) | 23,222 | 98,926 | |
Range Resources Corp. (b) | 1,007,916 | 3,588,181 | |
Renewable Energy Group, Inc. (a)(b) | 190,399 | 2,317,156 | |
Rex American Resources Corp. (a) | 29,772 | 2,044,741 | |
Ring Energy, Inc. (a) | 300,992 | 439,448 | |
Roan Resources, Inc. (a)(b) | 165,978 | 187,555 | |
Rosehill Resources, Inc. (a) | 42,623 | 66,066 | |
SandRidge Energy, Inc. (a) | 160,445 | 750,883 | |
SemGroup Corp. Class A (b) | 326,015 | 2,881,973 | |
SilverBow Resources, Inc. (a) | 25,559 | 221,852 | |
SM Energy Co. (b) | 499,466 | 4,734,938 | |
Southwestern Energy Co. (a)(b) | 2,577,900 | 4,073,082 | |
SRC Energy, Inc. (a) | 1,228,359 | 6,166,362 | |
Stabilis Energy, Inc. (a) | 1,423 | 7,827 | |
Talos Energy, Inc. (a) | 118,873 | 2,263,342 | |
Targa Resources Corp. | 1,141,769 | 41,240,696 | |
Tellurian, Inc. (a)(b) | 483,033 | 3,154,205 | |
Tengasco, Inc. (a)(b) | 71,660 | 48,729 | |
Torchlight Energy Resources, Inc. (a)(b) | 215,751 | 269,689 | |
TransAtlantic Petroleum Ltd. (a) | 78,088 | 56,223 | |
U.S. Energy Corp. (a)(b) | 16,279 | 9,279 | |
Unit Corp. (a) | 288,486 | 874,113 | |
Uranium Energy Corp. (a)(b) | 917,347 | 859,462 | |
VAALCO Energy, Inc. (a) | 270,263 | 486,473 | |
Vertex Energy, Inc. (a) | 53,517 | 70,107 | |
W&T Offshore, Inc. (a) | 443,687 | 1,943,349 | |
Westwater Resources, Inc. (a)(b) | 2,980 | 8,657 | |
Whiting Petroleum Corp. (a)(b) | 436,200 | 2,892,006 | |
World Fuel Services Corp. | 329,763 | 12,662,899 | |
WPX Energy, Inc. (a) | 1,940,696 | 20,881,889 | |
Yuma Energy, Inc. (a)(b) | 348 | 661 | |
Zion Oil & Gas, Inc. (a)(b) | 251,977 | 65,514 | |
422,749,155 | |||
TOTAL ENERGY | 539,505,591 | ||
FINANCIALS - 16.4% | |||
Banks - 6.0% | |||
1st Constitution Bancorp | 41,322 | 719,416 | |
1st Source Corp. | 86,683 | 3,846,125 | |
ACNB Corp. | 23,824 | 802,392 | |
Allegiance Bancshares, Inc. (a) | 59,693 | 1,934,650 | |
Amalgamated Bank | 41,842 | 671,564 | |
American National Bankshares, Inc. | 43,527 | 1,488,623 | |
American River Bankshares | 8,478 | 113,605 | |
Ameris Bancorp | 282,284 | 9,933,574 | |
AmeriServ Financial, Inc. | 14,455 | 59,988 | |
Ames National Corp. | 27,600 | 730,572 | |
Arrow Financial Corp. | 68,490 | 2,202,638 | |
Associated Banc-Corp. | 793,943 | 15,275,463 | |
Atlantic Capital Bancshares, Inc. (a) | 126,686 | 2,064,982 | |
Auburn National Bancorp., Inc. (b) | 5,397 | 218,471 | |
Banc of California, Inc. | 210,970 | 3,073,833 | |
BancFirst Corp. | 90,461 | 4,864,088 | |
Bancorp New Jersey, Inc. (a) | 400 | 6,280 | |
Bancorp, Inc., Delaware (a) | 278,474 | 2,542,468 | |
BancorpSouth Bank | 460,353 | 12,701,139 | |
Bank of Commerce Holdings | 96,497 | 964,970 | |
Bank of Hawaii Corp. | 208,406 | 17,231,008 | |
Bank of Marin Bancorp | 60,556 | 2,459,179 | |
Bank of South Carolina Corp. | 11,284 | 204,579 | |
Bank of the James Financial Group, Inc. | 200 | 2,870 | |
Bank OZK | 594,338 | 15,333,920 | |
Bank7 Corp. | 254 | 4,569 | |
BankFinancial Corp. | 79,534 | 927,366 | |
BankUnited, Inc. | 494,011 | 15,689,789 | |
Bankwell Financial Group, Inc. | 40,214 | 1,058,030 | |
Banner Corp. | 153,952 | 8,299,552 | |
Bar Harbor Bankshares | 71,268 | 1,572,885 | |
BayCom Corp. (a) | 26,266 | 580,479 | |
BCB Bancorp, Inc. | 54,338 | 671,618 | |
Berkshire Hills Bancorp, Inc. | 230,314 | 6,755,110 | |
BOK Financial Corp. | 156,734 | 11,933,727 | |
Boston Private Financial Holdings, Inc. | 418,800 | 4,447,656 | |
Bridge Bancorp, Inc. | 87,351 | 2,350,615 | |
Bridgewater Bancshares, Inc. (a) | 45,165 | 502,686 | |
Brookline Bancorp, Inc., Delaware | 406,353 | 5,705,196 | |
Bryn Mawr Bank Corp. | 95,536 | 3,257,778 | |
Business First Bancshares, Inc. | 67,317 | 1,590,028 | |
Byline Bancorp, Inc. (a) | 76,972 | 1,323,918 | |
C & F Financial Corp. | 11,595 | 549,603 | |
Cadence Bancorp Class A | 582,091 | 8,946,739 | |
Cambridge Bancorp | 17,006 | 1,257,424 | |
Camden National Corp. | 76,877 | 3,187,320 | |
Capital City Bank Group, Inc. | 61,468 | 1,498,590 | |
Capstar Financial Holdings, Inc. | 25,642 | 396,425 | |
Carolina Financial Corp. | 101,609 | 3,469,947 | |
Carolina Trust Bancshares, Inc. (a) | 2,200 | 22,110 | |
Carter Bank & Trust (a)(b) | 105,378 | 1,990,590 | |
Cathay General Bancorp | 373,160 | 12,385,180 | |
CB Financial Services, Inc. | 33,968 | 849,200 | |
CBTX, Inc. | 97,253 | 2,619,023 | |
Centerstate Banks of Florida, Inc. | 499,376 | 11,295,885 | |
Central Pacific Financial Corp. | 147,759 | 4,110,655 | |
Central Valley Community Bancorp | 60,316 | 1,180,987 | |
Century Bancorp, Inc. Class A (non-vtg.) | 12,609 | 1,021,329 | |
Chemung Financial Corp. | 14,522 | 583,639 | |
CIT Group, Inc. | 468,066 | 19,934,931 | |
Citizens & Northern Corp. | 50,431 | 1,196,223 | |
Citizens Community Bancorp, Inc. | 15,344 | 168,017 | |
Citizens Holding Co. | 12,415 | 248,921 | |
City Holding Co. | 83,552 | 6,212,091 | |
Civista Bancshares, Inc. | 66,144 | 1,351,322 | |
CNB Financial Corp., Pennsylvania | 70,185 | 1,855,691 | |
Coastal Financial Corp. of Washington (a) | 3,574 | 52,788 | |
Codorus Valley Bancorp, Inc. | 36,004 | 805,049 | |
Colony Bankcorp, Inc. | 11,155 | 178,034 | |
Columbia Banking Systems, Inc. | 367,312 | 12,675,937 | |
Commerce Bancshares, Inc. | 486,013 | 27,736,762 | |
Community Bank System, Inc. | 257,863 | 15,727,064 | |
Community Bankers Trust Corp. | 168,702 | 1,309,128 | |
Community Financial Corp. | 16,416 | 515,955 | |
Community Trust Bancorp, Inc. | 85,097 | 3,310,273 | |
Community West Bancshares | 400 | 3,912 | |
ConnectOne Bancorp, Inc. | 149,896 | 3,069,870 | |
County Bancorp, Inc. | 24,663 | 427,903 | |
Cullen/Frost Bankers, Inc. | 307,645 | 25,537,611 | |
Customers Bancorp, Inc. (a) | 147,026 | 2,777,321 | |
CVB Financial Corp. | 502,842 | 10,343,460 | |
DNB Financial Corp. | 20,998 | 864,278 | |
Eagle Bancorp Montana, Inc. | 200 | 3,294 | |
Eagle Bancorp, Inc. | 154,871 | 6,309,445 | |
East West Bancorp, Inc. | 710,684 | 29,230,433 | |
Emclaire Financial Corp. | 100 | 3,286 | |
Enterprise Bancorp, Inc. | 36,527 | 1,056,726 | |
Enterprise Financial Services Corp. | 111,687 | 4,402,702 | |
Equity Bancshares, Inc. (a) | 71,250 | 1,802,625 | |
Esquire Financial Holdings, Inc. (a) | 10,606 | 249,241 | |
Evans Bancorp, Inc. | 16,919 | 577,107 | |
Farmers & Merchants Bancorp, Inc. (b) | 48,925 | 1,251,502 | |
Farmers National Banc Corp. | 107,921 | 1,456,934 | |
Fidelity D & D Bancorp, Inc. (b) | 16,387 | 901,449 | |
Financial Institutions, Inc. | 70,563 | 2,050,561 | |
First Bancorp, North Carolina | 145,570 | 5,126,975 | |
First Bancorp, Puerto Rico | 1,071,623 | 10,266,148 | |
First Bancshares, Inc. | 58,866 | 1,856,634 | |
First Bank Hamilton New Jersey | 73,066 | 771,577 | |
First Busey Corp. | 221,156 | 5,418,322 | |
First Business Finance Services, Inc. | 36,856 | 831,103 | |
First Capital, Inc. (b) | 13,919 | 787,815 | |
First Choice Bancorp | 42,084 | 881,239 | |
First Citizens Bancshares, Inc. | 41,968 | 18,658,973 | |
First Commonwealth Financial Corp. | 492,638 | 6,093,932 | |
First Community Bankshares, In | 66,005 | 2,099,619 | |
First Community Corp. | 49,271 | 879,487 | |
First Financial Bancorp, Ohio | 489,060 | 11,453,785 | |
First Financial Bankshares, Inc. (b) | 670,686 | 20,536,405 | |
First Financial Corp., Indiana | 62,471 | 2,536,323 | |
First Financial Northwest, Inc. | 38,007 | 521,456 | |
First Foundation, Inc. | 197,807 | 2,761,386 | |
First Guaranty Bancshares, Inc. | 510 | 9,680 | |
First Hawaiian, Inc. | 444,859 | 11,432,876 | |
First Horizon National Corp. | 1,545,423 | 24,464,046 | |
First Internet Bancorp | 42,622 | 861,817 | |
First Interstate Bancsystem, Inc. | 183,590 | 7,160,010 | |
First Merchants Corp. | 277,645 | 9,917,479 | |
First Mid-Illinois Bancshares, Inc. | 51,627 | 1,656,710 | |
First Midwest Bancorp, Inc., Delaware | 553,539 | 10,627,949 | |
First National Corp. | 200 | 3,720 | |
First Northwest Bancorp | 28,933 | 462,349 | |
First of Long Island Corp. | 113,542 | 2,470,674 | |
First Savings Financial Group, Inc. | 1,305 | 76,995 | |
First United Corp. | 30,619 | 665,657 | |
Flushing Financial Corp. | 132,146 | 2,549,096 | |
FNB Corp., Pennsylvania | 1,583,015 | 17,017,411 | |
FNCM Bancorp, Inc. (b) | 76,169 | 560,604 | |
Franklin Financial Network, Inc. | 59,473 | 1,720,554 | |
Franklin Financial Services Corp. (b) | 17,501 | 552,682 | |
Fulton Financial Corp. | 823,400 | 13,133,230 | |
FVCBankcorp, Inc. | 16,726 | 276,815 | |
German American Bancorp, Inc. | 120,529 | 3,679,750 | |
Glacier Bancorp, Inc. (b) | 421,512 | 16,729,811 | |
Glen Burnie Bancorp | 18,315 | 192,491 | |
Great Southern Bancorp, Inc. | 60,644 | 3,416,683 | |
Great Western Bancorp, Inc. | 282,481 | 8,426,408 | |
Guaranty Bancshares, Inc. Texas | 51,786 | 1,560,830 | |
Hancock Whitney Corp. | 423,538 | 14,870,419 | |
Hanmi Financial Corp. | 161,158 | 2,886,340 | |
HarborOne Bancorp, Inc. | 310,828 | 3,095,847 | |
Hawthorn Bancshares, Inc. (b) | 51,152 | 1,130,459 | |
Heartland Financial U.S.A., Inc. | 163,920 | 7,168,222 | |
Heritage Commerce Corp. | 199,711 | 2,314,650 | |
Heritage Financial Corp., Washington (b) | 165,944 | 4,344,414 | |
Hilltop Holdings, Inc. | 362,818 | 8,616,928 | |
Home Bancshares, Inc. | 767,909 | 13,607,347 | |
HomeTrust Bancshares, Inc. | 84,570 | 2,132,855 | |
Hope Bancorp, Inc. | 609,324 | 8,171,035 | |
Horizon Bancorp, Inc. Indiana | 216,987 | 3,528,209 | |
Howard Bancorp, Inc. (a)(b) | 39,081 | 578,008 | |
IBERIABANK Corp. | 267,131 | 18,429,368 | |
Independent Bank Corp. | 118,499 | 2,302,436 | |
Independent Bank Corp., Massachusetts | 170,741 | 11,543,799 | |
Independent Bank Group, Inc. | 178,982 | 8,754,010 | |
International Bancshares Corp. | 274,093 | 9,754,970 | |
Investar Holding Corp. | 40,668 | 944,311 | |
Investors Bancorp, Inc. | 1,103,415 | 12,247,907 | |
Lakeland Bancorp, Inc. | 245,474 | 3,652,653 | |
Lakeland Financial Corp. (b) | 130,320 | 5,516,446 | |
Landmark Bancorp, Inc. | 339 | 7,763 | |
LCNB Corp. | 59,345 | 995,216 | |
LegacyTexas Financial Group, Inc. | 225,240 | 9,099,696 | |
Limestone Bancorp, Inc. (a) | 20,885 | 311,187 | |
Live Oak Bancshares, Inc. (b) | 131,433 | 2,357,908 | |
Luther Burbank Corp. | 79,459 | 831,141 | |
Macatawa Bank Corp. | 89,652 | 886,658 | |
Mackinac Financial Corp. | 22,774 | 322,024 | |
Mainstreet Bancshares, Inc. (a) | 23,042 | 491,025 | |
Malvern Bancorp, Inc. (a) | 88,487 | 1,871,500 | |
MBT Financial Corp. | 60,077 | 591,158 | |
Mercantile Bank Corp. | 82,951 | 2,552,402 | |
Merchants Bancorp/IN | 89,004 | 1,411,603 | |
Meridian Bank/Malvern, PA (a) | 300 | 5,205 | |
Metropolitan Bank Holding Corp. (a) | 31,227 | 1,130,417 | |
Mid Penn Bancorp, Inc. | 38,753 | 939,760 | |
Middlefield Banc Corp. (b) | 13,083 | 615,293 | |
Midland States Bancorp, Inc. | 98,566 | 2,540,046 | |
Midsouth Bancorp, Inc. | 104,152 | 1,077,973 | |
MidWestOne Financial Group, Inc. | 59,556 | 1,725,337 | |
MutualFirst Financial, Inc. | 17,373 | 524,143 | |
MVB Financial Corp. | 77,278 | 1,455,918 | |
National Bank Holdings Corp. | 130,642 | 4,264,155 | |
National Bankshares, Inc. | 30,379 | 1,017,697 | |
NBT Bancorp, Inc. | 222,339 | 7,775,195 | |
Nicolet Bankshares, Inc. (a) | 37,294 | 2,363,694 | |
Northeast Bank | 46,227 | 970,305 | |
Northrim Bancorp, Inc. | 32,146 | 1,163,685 | |
Norwood Financial Corp. | 25,663 | 788,367 | |
Oak Valley Bancorp Oakdale California | 988 | 15,956 | |
OFG Bancorp | 221,910 | 4,553,593 | |
Ohio Valley Banc Corp. | 14,225 | 458,187 | |
Old Line Bancshares, Inc. | 79,060 | 2,088,765 | |
Old National Bancorp, Indiana | 733,508 | 12,322,934 | |
Old Point Financial Corp. | 8,643 | 206,395 | |
Old Second Bancorp, Inc. | 130,873 | 1,542,993 | |
OP Bancorp | 7,707 | 73,217 | |
Opus Bank | 108,078 | 2,243,699 | |
Origin Bancorp, Inc. | 27,943 | 895,294 | |
Orrstown Financial Services, Inc. | 49,439 | 1,055,028 | |
Pacific City Financial Corp. (b) | 17,160 | 282,625 | |
Pacific Mercantile Bancorp (a) | 74,732 | 567,963 | |
Pacific Premier Bancorp, Inc. | 227,583 | 6,704,595 | |
PacWest Bancorp | 577,543 | 19,682,665 | |
Park National Corp. | 71,099 | 6,404,598 | |
Parke Bancorp, Inc. | 42,000 | 956,340 | |
Pathfinder Bancorp, Inc. | 200 | 2,690 | |
Patriot National Bancorp, Inc. | 1,376 | 18,411 | |
PCSB Financial Corp. | 83,036 | 1,636,640 | |
Peapack-Gladstone Financial Corp. | 77,200 | 2,171,636 | |
Penns Woods Bancorp, Inc. | 18,583 | 767,292 | |
People's Utah Bancorp | 87,209 | 2,311,039 | |
Peoples Bancorp of North Carolina | 30,748 | 856,947 | |
Peoples Bancorp, Inc. | 94,057 | 2,888,490 | |
Peoples Financial Services Corp. | 27,751 | 1,242,412 | |
Pinnacle Financial Partners, Inc. | 356,965 | 18,801,347 | |
Plumas Bancorp | 200 | 4,220 | |
Popular, Inc. | 473,920 | 24,913,974 | |
Preferred Bank, Los Angeles | 69,718 | 3,483,111 | |
Premier Financial Bancorp, Inc. | 39,963 | 619,427 | |
Prosperity Bancshares, Inc. (b) | 326,180 | 21,175,606 | |
QCR Holdings, Inc. | 66,113 | 2,334,450 | |
Reliant Bancorp, Inc. | 24,425 | 559,577 | |
Renasant Corp. | 238,580 | 7,823,038 | |
Republic Bancorp, Inc., Kentucky Class A | 54,727 | 2,323,161 | |
Republic First Bancorp, Inc. (a)(b) | 240,926 | 974,546 | |
S&T Bancorp, Inc. | 169,887 | 5,813,533 | |
Salisbury Bancorp, Inc. | 200 | 7,626 | |
Sandy Spring Bancorp, Inc. | 181,582 | 6,079,365 | |
SB Financial Group, Inc. | 9,637 | 155,927 | |
SB One Bancorp | 28,331 | 632,348 | |
Seacoast Banking Corp., Florida (a) | 263,727 | 6,155,388 | |
Select Bancorp, Inc. New (a) | 74,170 | 808,453 | |
ServisFirst Bancshares, Inc. | 231,649 | 7,042,130 | |
Shore Bancshares, Inc. | 41,535 | 637,978 | |
Sierra Bancorp | 55,353 | 1,363,898 | |
Signature Bank | 270,381 | 31,539,944 | |
Simmons First National Corp. Class A | 471,200 | 11,308,800 | |
SmartFinancial, Inc. (a) | 47,764 | 925,666 | |
Sound Financial Bancorp, Inc. | 300 | 10,590 | |
South Plains Financial, Inc. | 18,320 | 299,715 | |
South State Corp. | 173,786 | 12,787,174 | |
Southern First Bancshares, Inc. (a) | 40,709 | 1,553,863 | |
Southern National Bancorp of Virginia, Inc. | 87,136 | 1,273,928 | |
Southside Bancshares, Inc. (b) | 162,380 | 5,347,173 | |
Spirit of Texas Bancshares, Inc. (a) | 67,407 | 1,388,584 | |
Sterling Bancorp | 1,023,507 | 19,518,278 | |
Stewardship Financial Corp. | 43,779 | 679,450 | |
Stock Yards Bancorp, Inc. | 112,644 | 4,088,977 | |
Summit Financial Group, Inc. | 29,303 | 721,733 | |
Summit State Bank | 200 | 2,400 | |
Synovus Financial Corp. | 772,922 | 27,469,648 | |
Tcf Financial Corp. | 758,274 | 29,239,045 | |
Texas Capital Bancshares, Inc. (a) | 254,571 | 13,716,285 | |
The Bank of Princeton | 25,818 | 689,341 | |
The Fauquier Bank | 800 | 16,480 | |
The First Bancorp, Inc. | 39,635 | 1,006,729 | |
Tompkins Financial Corp. | 62,450 | 4,939,795 | |
TowneBank | 325,256 | 8,544,475 | |
Trico Bancshares | 132,135 | 4,672,294 | |
TriState Capital Holdings, Inc. (a) | 111,590 | 2,203,903 | |
Triumph Bancorp, Inc. (a) | 121,869 | 3,654,851 | |
Trustmark Corp. (b) | 318,900 | 10,421,652 | |
Two River Bancorp | 42,472 | 803,146 | |
UMB Financial Corp. | 218,372 | 13,608,943 | |
Umpqua Holdings Corp. | 1,102,834 | 17,325,522 | |
Union Bankshares Corp. | 357,566 | 12,911,708 | |
Union Bankshares, Inc. (b) | 25,753 | 706,662 | |
United Bancorp, Inc. | 40,892 | 459,626 | |
United Bancshares, Inc. | 200 | 3,868 | |
United Bankshares, Inc., West Virginia (b) | 504,506 | 18,606,181 | |
United Community Bank, Inc. | 394,340 | 10,414,519 | |
United Security Bancshares, Inc. | 8,386 | 79,248 | |
United Security Bancshares, California | 22,642 | 235,024 | |
Unity Bancorp, Inc. | 56,085 | 1,100,949 | |
Univest Corp. of Pennsylvania | 147,138 | 3,724,063 | |
Valley National Bancorp (b) | 1,639,043 | 17,226,342 | |
Veritex Holdings, Inc. | 230,078 | 5,429,841 | |
Village Bank & Trust Financial Corp. (a) | 8,718 | 299,115 | |
Washington Trust Bancorp, Inc. | 74,385 | 3,451,464 | |
Webster Financial Corp. | 450,841 | 20,179,643 | |
Wellesley Bancorp, Inc. | 200 | 6,160 | |
WesBanco, Inc. | 271,674 | 9,296,684 | |
West Bancorp., Inc. | 72,727 | 1,515,631 | |
Westamerica Bancorp. (b) | 133,660 | 8,234,793 | |
Western Alliance Bancorp. | 470,468 | 20,427,721 | |
Wintrust Financial Corp. | 276,060 | 17,344,850 | |
1,398,936,484 | |||
Capital Markets - 2.2% | |||
Ares Management Corp. | 332,043 | 9,662,451 | |
Artisan Partners Asset Management, Inc. | 258,283 | 6,880,659 | |
Ashford, Inc. (a) | 5,527 | 139,557 | |
Associated Capital Group, Inc. | 20,279 | 704,898 | |
B. Riley Financial, Inc. | 76,339 | 1,615,333 | |
BGC Partners, Inc. Class A | 1,348,186 | 6,875,749 | |
Blucora, Inc. (a) | 236,766 | 5,346,176 | |
Cohen & Co., Inc. (b) | 1,650 | 6,060 | |
Cohen & Steers, Inc. | 107,714 | 5,809,016 | |
Cowen Group, Inc. Class A (a)(b) | 139,552 | 2,178,407 | |
Diamond Hill Investment Group, Inc. | 15,889 | 2,143,426 | |
Donnelley Financial Solutions, Inc. (a) | 163,920 | 1,742,470 | |
Eaton Vance Corp. (non-vtg.) | 555,360 | 23,947,123 | |
Evercore, Inc. Class A | 199,960 | 15,948,810 | |
FactSet Research Systems, Inc. (b) | 182,463 | 49,646,358 | |
Federated Investors, Inc. Class B (non-vtg.) | 475,679 | 15,240,755 | |
Gain Capital Holdings, Inc. (b) | 113,781 | 517,704 | |
GAMCO Investors, Inc. Class A | 21,697 | 383,386 | |
Great Elm Capital Group, Inc. (a) | 109,690 | 405,853 | |
Greenhill & Co., Inc. (b) | 92,423 | 1,297,619 | |
GTY Govtech, Inc. (a) | 165,217 | 1,034,258 | |
Hamilton Lane, Inc. Class A | 93,217 | 5,792,504 | |
Hennessy Advisors, Inc. | 9,579 | 94,928 | |
Houlihan Lokey | 166,493 | 7,355,661 | |
iFresh, Inc. (a)(b) | 19,708 | 35,869 | |
Interactive Brokers Group, Inc. | 369,440 | 17,437,568 | |
INTL FCStone, Inc. (a) | 76,805 | 3,011,524 | |
Janus Henderson Group PLC (b) | 808,428 | 15,449,059 | |
KKR & Co. LP (b) | 2,663,058 | 68,813,419 | |
Ladenburg Thalmann Financial Services, Inc. | 559,157 | 1,095,948 | |
Lazard Ltd. Class A | 632,605 | 21,723,656 | |
Legg Mason, Inc. | 426,235 | 15,681,186 | |
LPL Financial | 406,704 | 30,482,465 | |
Manning & Napier, Inc. Class A | 53,255 | 101,185 | |
Medley Management, Inc. (b) | 32,101 | 108,180 | |
Moelis & Co. Class A | 238,115 | 7,983,996 | |
Morningstar, Inc. | 90,035 | 14,547,855 | |
National Holdings Corp. (a)(b) | 3,418 | 7,964 | |
National Holdings Corp. warrants 1/18/22 (a) | 3,483 | 697 | |
Oppenheimer Holdings, Inc. Class A (non-vtg.) | 46,860 | 1,300,834 | |
Piper Jaffray Companies (b) | 71,265 | 5,185,241 | |
PJT Partners, Inc. | 102,110 | 4,248,797 | |
Pzena Investment Management, Inc. | 60,039 | 488,117 | |
Safeguard Scientifics, Inc. (a) | 89,756 | 1,073,482 | |
SEI Investments Co. | 624,715 | 35,927,360 | |
Siebert Financial Corp. (a)(b) | 17,943 | 196,835 | |
Silvercrest Asset Management Group Class A | 18,263 | 238,697 | |
Stifel Financial Corp. | 342,808 | 18,312,803 | |
TD Ameritrade Holding Corp. | 1,292,051 | 57,379,985 | |
Tradeweb Markets, Inc. Class A (b) | 230,687 | 9,824,959 | |
U.S. Global Investments, Inc. Class A | 35,952 | 77,297 | |
Value Line, Inc. | 12,911 | 346,015 | |
Virtu Financial, Inc. Class A (b) | 321,799 | 6,049,821 | |
Virtus Investment Partners, Inc. | 34,438 | 3,674,190 | |
Waddell & Reed Financial, Inc. Class A (b) | 367,482 | 5,942,184 | |
Westwood Holdings Group, Inc. | 46,301 | 1,270,962 | |
WisdomTree Investments, Inc. (b) | 584,077 | 2,809,410 | |
515,596,721 | |||
Consumer Finance - 0.9% | |||
Ally Financial, Inc. | 1,931,208 | 60,543,371 | |
Asta Funding, Inc. (a) | 34,340 | 246,218 | |
Atlanticus Holdings Corp. (a) | 32,978 | 209,740 | |
Consumer Portfolio Services, Inc. (a)(b) | 85,827 | 304,686 | |
Credit Acceptance Corp. (a)(b) | 58,856 | 26,641,168 | |
CURO Group Holdings Corp. (a)(b) | 74,216 | 1,010,822 | |
Elevate Credit, Inc. (a) | 76,316 | 328,922 | |
Encore Capital Group, Inc. (a)(b) | 127,953 | 4,721,466 | |
Enova International, Inc. (a) | 166,709 | 3,984,345 | |
EZCORP, Inc. (non-vtg.) Class A (a) | 258,475 | 2,034,198 | |
First Cash Financial Services, Inc. | 211,107 | 20,842,594 | |
Green Dot Corp. Class A (a) | 232,661 | 7,114,773 | |
LendingClub Corp. (a)(b) | 423,442 | 5,542,856 | |
Navient Corp. | 1,038,280 | 13,227,687 | |
Nelnet, Inc. Class A | 105,116 | 7,048,028 | |
Nicholas Financial, Inc. (a) | 72,274 | 677,930 | |
OneMain Holdings, Inc. | 368,179 | 13,199,217 | |
PRA Group, Inc. (a)(b) | 222,444 | 7,594,238 | |
Regional Management Corp. (a) | 41,860 | 1,077,895 | |
Santander Consumer U.S.A. Holdings, Inc. | 550,624 | 14,376,793 | |
SLM Corp. | 2,107,400 | 17,786,456 | |
World Acceptance Corp. (a) | 31,278 | 4,156,846 | |
212,670,249 | |||
Diversified Financial Services - 0.5% | |||
A-Mark Precious Metals, Inc. (a) | 15,255 | 215,706 | |
AXA Equitable Holdings, Inc. | 1,209,622 | 25,123,849 | |
Cannae Holdings, Inc. (a) | 338,762 | 9,424,359 | |
Columbia Financial, Inc. (a) | 256,463 | 3,887,979 | |
FB Financial Corp. | 86,215 | 3,092,532 | |
FGL Holdings Class A | 866,481 | 6,914,518 | |
FlexShopper, Inc. (a)(b) | 60,932 | 110,287 | |
Focus Financial Partners, Inc. Class A (a)(b) | 108,022 | 2,216,611 | |
HF Foods Group, Inc. (a) | 17,112 | 331,631 | |
International Money Express, Inc. (a) | 80,966 | 1,055,797 | |
Level One Bancorp, Inc. | 5,051 | 118,648 | |
Marlin Business Services Corp. | 36,807 | 796,135 | |
On Deck Capital, Inc. (a) | 254,442 | 826,937 | |
Pennymac Financial Services, Inc. | 309,284 | 9,151,714 | |
Rafael Holdings, Inc. (a) | 52,713 | 1,064,803 | |
RBB Bancorp | 50,371 | 928,338 | |
Sachem Capital Corp. | 73,750 | 358,425 | |
Victory Capital Holdings, Inc. | 75,968 | 1,213,209 | |
Voya Financial, Inc. | 694,878 | 34,271,383 | |
101,102,861 | |||
Insurance - 4.3% | |||
1347 Property Insurance Holdings, Inc. (a) | 6,863 | 33,354 | |
Alleghany Corp. (a) | 70,320 | 52,691,479 | |
AMBAC Financial Group, Inc. (a) | 221,048 | 3,987,706 | |
American Equity Investment Life Holding Co. | 439,613 | 9,473,660 | |
American Financial Group, Inc. | 332,159 | 33,538,094 | |
American National Insurance Co. | 44,243 | 5,046,799 | |
Amerisafe, Inc. | 94,864 | 6,517,157 | |
Arch Capital Group Ltd. (a) | 1,970,308 | 77,827,166 | |
Argo Group International Holdings, Ltd. | 167,211 | 10,989,107 | |
Assured Guaranty Ltd. | 489,665 | 20,835,246 | |
Athene Holding Ltd. (a) | 567,413 | 22,049,669 | |
Atlas Financial Holdings, Inc. (a)(b) | 41,883 | 16,850 | |
Axis Capital Holdings Ltd. | 410,894 | 25,224,783 | |
Blue Capital Reinsurance Holdings Ltd. | 23,495 | 189,605 | |
Brighthouse Financial, Inc. (a) | 566,597 | 19,978,210 | |
Brown & Brown, Inc. | 1,141,398 | 42,106,172 | |
Citizens, Inc. Class A (a)(b) | 231,810 | 1,455,767 | |
CNA Financial Corp. | 140,928 | 6,641,937 | |
CNO Financial Group, Inc. | 793,198 | 11,485,507 | |
Conifer Holdings, Inc. (a) | 13,147 | 46,015 | |
Crawford & Co.: | |||
Class A | 49,698 | 479,586 | |
Class B | 51,302 | 444,275 | |
Donegal Group, Inc. Class A | 99,122 | 1,430,330 | |
eHealth, Inc. (a) | 93,978 | 7,829,307 | |
EMC Insurance Group | 51,798 | 1,861,620 | |
Employers Holdings, Inc. | 161,500 | 6,965,495 | |
Enstar Group Ltd. (a) | 73,188 | 13,072,841 | |
Erie Indemnity Co. Class A (b) | 97,344 | 21,348,513 | |
FBL Financial Group, Inc. Class A | 49,164 | 2,666,164 | |
Fednat Holding Co. | 49,542 | 605,899 | |
First American Financial Corp. | 547,132 | 31,979,865 | |
FNF Group | 1,344,915 | 59,095,565 | |
Genworth Financial, Inc. Class A | 2,481,846 | 10,994,578 | |
Global Indemnity Ltd. | 29,707 | 764,955 | |
Goosehead Insurance (b) | 52,926 | 2,447,298 | |
Greenlight Capital Re, Ltd. (a)(b) | 135,667 | 1,246,780 | |
Hallmark Financial Services, Inc. (a) | 59,661 | 1,048,840 | |
Hanover Insurance Group, Inc. | 199,255 | 26,530,803 | |
HCI Group, Inc. (b) | 35,392 | 1,379,226 | |
Health Insurance Innovations, Inc. (a)(b) | 55,230 | 1,012,918 | |
Heritage Insurance Holdings, Inc. | 111,647 | 1,463,692 | |
Horace Mann Educators Corp. | 200,743 | 8,806,595 | |
Independence Holding Co. | 40,534 | 1,500,569 | |
Investors Title Co. | 6,063 | 892,474 | |
James River Group Holdings Ltd. | 146,412 | 7,215,183 | |
Kemper Corp. | 304,382 | 21,300,652 | |
Kingstone Companies, Inc. | 38,480 | 311,303 | |
Kinsale Capital Group, Inc. | 97,191 | 9,547,072 | |
Maiden Holdings Ltd. | 310,745 | 149,158 | |
Markel Corp. (a) | 66,989 | 76,573,786 | |
MBIA, Inc. (a)(b) | 448,649 | 4,037,841 | |
Mercury General Corp. | 137,252 | 7,342,982 | |
National General Holdings Corp. | 323,564 | 7,629,639 | |
National Western Life Group, Inc. | 11,270 | 2,905,631 | |
NI Holdings, Inc. (a) | 44,844 | 753,379 | |
Old Republic International Corp. | 1,391,569 | 32,507,052 | |
Palomar Holdings, Inc. | 29,905 | 1,017,667 | |
Primerica, Inc. | 206,698 | 24,632,201 | |
ProAssurance Corp. | 264,057 | 10,316,707 | |
Protective Insurance Corp. Class B | 41,959 | 679,736 | |
Reinsurance Group of America, Inc. | 304,776 | 46,926,361 | |
RenaissanceRe Holdings Ltd. | 215,486 | 38,905,997 | |
RLI Corp. (b) | 195,142 | 17,869,153 | |
Safety Insurance Group, Inc. | 73,812 | 7,118,429 | |
Selective Insurance Group, Inc. | 289,942 | 23,088,081 | |
State Auto Financial Corp. | 82,039 | 2,622,787 | |
Stewart Information Services Corp. | 115,693 | 4,144,123 | |
Third Point Reinsurance Ltd. (a) | 386,233 | 3,638,315 | |
Tiptree, Inc. | 126,062 | 874,870 | |
Trupanion, Inc. (a)(b) | 133,941 | 3,226,639 | |
United Fire Group, Inc. | 107,414 | 4,850,816 | |
United Insurance Holdings Corp. (b) | 106,186 | 1,244,500 | |
Universal Insurance Holdings, Inc. | 158,794 | 3,969,850 | |
W.R. Berkley Corp. | 694,821 | 49,505,996 | |
Watford Holdings Ltd. (a)(b) | 19,177 | 444,906 | |
White Mountains Insurance Group Ltd. | 15,750 | 16,706,025 | |
988,059,308 | |||
Mortgage Real Estate Investment Trusts - 1.4% | |||
AG Mortgage Investment Trust, Inc. | 179,523 | 2,691,050 | |
AGNC Investment Corp. | 2,580,404 | 38,370,607 | |
Annaly Capital Management, Inc. | 7,116,859 | 59,069,930 | |
Anworth Mortgage Asset Corp. | 550,803 | 1,707,489 | |
Apollo Commercial Real Estate Finance, Inc. | 654,083 | 12,133,240 | |
Arbor Realty Trust, Inc. (b) | 400,482 | 5,026,049 | |
Ares Commercial Real Estate Corp. | 137,967 | 2,068,125 | |
Arlington Asset Investment Corp. (b) | 206,659 | 1,020,895 | |
Armour Residential REIT, Inc. | 269,137 | 4,419,230 | |
Blackstone Mortgage Trust, Inc. (b) | 650,284 | 22,629,883 | |
Capstead Mortgage Corp. | 464,002 | 3,373,295 | |
Cherry Hill Mortgage Investment Corp. | 102,674 | 1,235,168 | |
Chimera Investment Corp. | 884,627 | 16,869,837 | |
Dynex Capital, Inc. (b) | 137,699 | 1,944,310 | |
Ellington Financial LLC | 167,343 | 2,923,482 | |
Ellington Residential Mortgage REIT (b) | 39,894 | 390,562 | |
Exantas Capital Corp. | 151,043 | 1,693,192 | |
Granite Point Mortgage Trust, Inc. | 269,669 | 4,932,246 | |
Great Ajax Corp. | 123,265 | 1,797,204 | |
Hunt Companies Finance Trust, Inc. | 76,218 | 249,233 | |
Invesco Mortgage Capital, Inc. | 698,858 | 10,503,836 | |
KKR Real Estate Finance Trust, Inc. | 140,227 | 2,651,693 | |
Ladder Capital Corp. Class A | 454,235 | 7,622,063 | |
Manhattan Bridge Capital, Inc. | 2,400 | 14,664 | |
MFA Financial, Inc. | 2,235,500 | 16,028,535 | |
New Residential Investment Corp. | 2,023,138 | 28,465,552 | |
New York Mortgage Trust, Inc. | 1,099,794 | 6,763,733 | |
Orchid Island Capital, Inc. (b) | 295,341 | 1,603,702 | |
PennyMac Mortgage Investment Trust | 365,681 | 7,957,219 | |
Redwood Trust, Inc. | 478,544 | 7,943,830 | |
Starwood Property Trust, Inc. | 1,371,303 | 32,129,629 | |
TPG RE Finance Trust, Inc. | 284,943 | 5,530,744 | |
Tremont Mortgage Trust | 25,608 | 110,370 | |
Two Harbors Investment Corp. | 1,351,911 | 17,074,636 | |
Western Asset Mortgage Capital Corp. | 269,396 | 2,532,322 | |
ZAIS Financial Corp. | 153,283 | 2,250,194 | |
333,727,749 | |||
Real Estate Management & Development - 0.0% | |||
The RMR Group, Inc. | 76,221 | 3,551,136 | |
Thrifts & Mortgage Finance - 1.1% | |||
Axos Financial, Inc. (a) | 268,262 | 6,950,668 | |
Capitol Federal Financial, Inc. | 712,773 | 9,601,052 | |
CBM Bancorp, Inc. (a) | 100 | 1,380 | |
Central Federal Corp. (a) | 700 | 8,302 | |
Dime Community Bancshares, Inc. | 159,477 | 3,162,429 | |
Elmira Savings Bank | 890 | 12,487 | |
Entegra Financial Corp. (a) | 41,791 | 1,255,402 | |
ESSA Bancorp, Inc. | 31,879 | 487,749 | |
Essent Group Ltd. | 485,175 | 23,530,988 | |
Farmer Mac Class C (non-vtg.) | 50,450 | 4,154,558 | |
First Defiance Financial Corp. | 103,077 | 2,695,464 | |
Flagstar Bancorp, Inc. | 143,685 | 5,222,950 | |
FS Bancorp, Inc. | 17,074 | 826,382 | |
Greene County Bancorp, Inc. | 2,194 | 59,019 | |
Guaranty Federal Bancshares, Inc. | 200 | 4,790 | |
Hingham Institution for Savings | 8,302 | 1,495,190 | |
HMN Financial, Inc. (a) | 3,999 | 85,079 | |
Home Bancorp, Inc. | 30,230 | 1,126,974 | |
Home Federal Bancorp, Inc. | 666 | 21,059 | |
HomeStreet, Inc. (a) | 137,090 | 3,615,063 | |
IF Bancorp, Inc. | 400 | 8,408 | |
Impac Mortgage Holdings, Inc. (a)(b) | 64,633 | 413,651 | |
Kearny Financial Corp. | 461,977 | 5,811,671 | |
LendingTree, Inc. (a)(b) | 36,793 | 11,409,141 | |
Meridian Bancorp, Inc. Maryland | 276,274 | 4,829,270 | |
Meta Financial Group, Inc. | 143,789 | 4,444,518 | |
MGIC Investment Corp. | 1,728,870 | 21,870,206 | |
MMA Capital Management, LLC (a) | 10,324 | 305,590 | |
MSB Financial Corp. | 400 | 6,400 | |
New York Community Bancorp, Inc. | 2,302,280 | 26,568,311 | |
NMI Holdings, Inc. (a) | 339,389 | 9,618,284 | |
Northfield Bancorp, Inc. | 225,209 | 3,495,244 | |
Northwest Bancshares, Inc. | 534,432 | 8,449,370 | |
OceanFirst Financial Corp. (b) | 228,481 | 4,802,671 | |
Ocwen Financial Corp. (a) | 551,866 | 987,840 | |
Oritani Financial Corp. | 199,641 | 3,419,850 | |
PB Bancorp, Inc. | 6,939 | 79,243 | |
PDL Community Bancorp (a) | 2,100 | 29,379 | |
Provident Bancorp, Inc. (a) | 55,058 | 1,394,069 | |
Provident Financial Holdings, Inc. (b) | 23,856 | 481,653 | |
Provident Financial Services, Inc. | 314,354 | 7,484,769 | |
Prudential Bancorp, Inc. | 120,325 | 1,946,859 | |
Radian Group, Inc. | 1,015,788 | 22,906,019 | |
Randolph Bancorp, Inc. (a) | 1,300 | 19,396 | |
Riverview Bancorp, Inc. | 143,960 | 1,014,918 | |
Security National Financial Corp. Class A | 41,883 | 208,159 | |
Severn Bancorp, Inc. | 800 | 6,360 | |
Southern Missouri Bancorp, Inc. | 20,823 | 695,488 | |
Standard AVB Financial Corp. | 400 | 10,800 | |
Sterling Bancorp, Inc. | 111,108 | 1,036,638 | |
Territorial Bancorp, Inc. | 30,975 | 847,166 | |
TFS Financial Corp. (b) | 302,313 | 5,293,501 | |
Timberland Bancorp, Inc. | 31,588 | 807,705 | |
Trustco Bank Corp., New York | 484,390 | 3,715,271 | |
United Community Financial Corp. | 246,363 | 2,377,403 | |
United Financial Bancorp, Inc. New | 257,319 | 3,216,488 | |
Walker & Dunlop, Inc. | 140,082 | 7,824,981 | |
Washington Federal, Inc. | 400,124 | 14,244,414 | |
Waterstone Financial, Inc. | 139,160 | 2,308,664 | |
Westfield Financial, Inc. | 129,100 | 1,147,699 | |
WMI Holdings Corp. (a) | 132,274 | 1,165,334 | |
WSFS Financial Corp. | 265,858 | 10,958,667 | |
261,978,453 | |||
TOTAL FINANCIALS | 3,815,622,961 | ||
HEALTH CARE - 12.8% | |||
Biotechnology - 4.9% | |||
Abeona Therapeutics, Inc. (a) | 157,854 | 243,095 | |
ACADIA Pharmaceuticals, Inc. (a)(b) | 549,038 | 15,186,391 | |
Acceleron Pharma, Inc. (a) | 217,360 | 9,761,638 | |
Achillion Pharmaceuticals, Inc. (a) | 692,167 | 3,010,926 | |
Acorda Therapeutics, Inc. (a) | 191,329 | 617,993 | |
Actinium Pharmaceuticals, Inc. (a) | 386,446 | 88,883 | |
Adamas Pharmaceuticals, Inc. (a)(b) | 96,033 | 605,968 | |
ADMA Biologics, Inc. (a)(b) | 179,017 | 801,996 | |
Aduro Biotech, Inc. (a) | 258,844 | 318,378 | |
Advaxis, Inc. (a) | 45,537 | 15,551 | |
Adverum Biotechnologies, Inc. (a)(b) | 273,618 | 2,826,474 | |
Aeglea BioTherapeutics, Inc. (a) | 109,320 | 853,243 | |
Aerpio Pharmaceuticals, Inc. (a)(b) | 80,581 | 58,824 | |
Aevi Genomic Medicine, Inc. (a) | 123,543 | 22,547 | |
Agenus, Inc. (a)(b) | 528,497 | 1,522,071 | |
AgeX Therapeutics, Inc. (a)(b) | 61,626 | 167,623 | |
Agios Pharmaceuticals, Inc. (a)(b) | 246,507 | 9,354,941 | |
Aileron Therapeutics, Inc. (a)(b) | 24,993 | 18,242 | |
Aimmune Therapeutics, Inc. (a)(b) | 176,727 | 3,603,464 | |
Akebia Therapeutics, Inc. (a)(b) | 544,575 | 2,249,095 | |
Albireo Pharma, Inc. (a) | 45,952 | 1,123,526 | |
Alder Biopharmaceuticals, Inc. (a)(b) | 370,940 | 3,319,913 | |
Aldeyra Therapeutics, Inc. (a) | 114,810 | 506,312 | |
Alector, Inc. (b) | 54,475 | 896,659 | |
Alkermes PLC (a) | 763,810 | 16,024,734 | |
Allakos, Inc. (a)(b) | 117,041 | 10,353,447 | |
Allena Pharmaceuticals, Inc. (a) | 34,443 | 143,627 | |
Allogene Therapeutics, Inc. (b) | 94,512 | 2,573,562 | |
Alnylam Pharmaceuticals, Inc. (a) | 466,471 | 37,639,545 | |
Alpine Immune Sciences, Inc. (a) | 17,610 | 86,113 | |
Altimmune, Inc. (a)(b) | 56,613 | 119,453 | |
AMAG Pharmaceuticals, Inc. (a)(b) | 163,122 | 1,781,292 | |
Amicus Therapeutics, Inc. (a)(b) | 1,226,933 | 12,134,367 | |
AmpliPhi Biosciences Corp. (a)(b) | 5,111 | 22,755 | |
AnaptysBio, Inc. (a)(b) | 113,111 | 4,597,962 | |
Anavex Life Sciences Corp. (a)(b) | 245,272 | 647,518 | |
Anika Therapeutics, Inc. (a)(b) | 69,668 | 3,954,356 | |
Anixa Biosciences, Inc. (a)(b) | 73,019 | 289,885 | |
Apellis Pharmaceuticals, Inc. (a) | 188,536 | 5,486,398 | |
Applied Genetic Technologies Corp. (a) | 46,793 | 147,866 | |
Aptevo Therapeutics, Inc. (a) | 65,382 | 45,336 | |
Aptinyx, Inc. (a) | 39,385 | 133,121 | |
AquaBounty Technologies, Inc. (a)(b) | 43,622 | 123,886 | |
Aravive, Inc. (a) | 17,527 | 104,811 | |
ARCA Biopharma, Inc. (a)(b) | 2,654 | 14,809 | |
Arcus Biosciences, Inc. (a)(b) | 57,927 | 452,410 | |
Ardelyx, Inc. (a) | 222,415 | 756,211 | |
Arena Pharmaceuticals, Inc. (a) | 242,147 | 12,807,155 | |
ArQule, Inc. (a)(b) | 512,384 | 4,590,961 | |
Arrowhead Pharmaceuticals, Inc. (a)(b) | 467,141 | 15,962,208 | |
Assembly Biosciences, Inc. (a) | 104,176 | 1,178,231 | |
Atara Biotherapeutics, Inc. (a)(b) | 259,852 | 3,508,002 | |
Athersys, Inc. (a)(b) | 600,575 | 798,765 | |
aTyr Pharma, Inc. | 6,602 | 19,410 | |
Audentes Therapeutics, Inc. (a) | 177,560 | 5,522,116 | |
AVEO Pharmaceuticals, Inc. (a)(b) | 610,730 | 419,022 | |
Avid Bioservices, Inc. (a) | 273,597 | 1,887,819 | |
AVROBIO, Inc. (a) | 103,203 | 2,010,394 | |
Bellicum Pharmaceuticals, Inc. (a)(b) | 198,381 | 230,122 | |
Bio Path Holdings, Inc. (a)(b) | 14,635 | 162,595 | |
Biocept, Inc. (a)(b) | 68,057 | 59,890 | |
BioCryst Pharmaceuticals, Inc. (a)(b) | 565,418 | 1,690,600 | |
Biohaven Pharmaceutical Holding Co. Ltd. (a) | 200,310 | 7,850,149 | |
BioMarin Pharmaceutical, Inc. (a) | 878,981 | 65,976,314 | |
Biospecifics Technologies Corp. (a) | 26,131 | 1,439,295 | |
BioTime, Inc. (b) | 632,706 | 591,200 | |
bluebird bio, Inc. (a)(b) | 271,587 | 28,057,653 | |
Blueprint Medicines Corp. (a) | 238,256 | 18,267,088 | |
BrainStorm Cell Therpeutic, Inc. (a)(b) | 59,499 | 220,741 | |
Calithera Biosciences, Inc. (a) | 223,512 | 887,343 | |
Calyxt, Inc. (a)(b) | 41,012 | 253,864 | |
Cancer Genetics, Inc. (a) | 66,933 | 6,954 | |
Capricor Therapeutics, Inc. (a)(b) | 7,347 | 17,486 | |
CareDx, Inc. (a) | 185,504 | 4,233,201 | |
CASI Pharmaceuticals, Inc. (a)(b) | 242,893 | 791,831 | |
Catabasis Pharmaceuticals, Inc. (a)(b) | 51,967 | 320,636 | |
Catalyst Biosciences, Inc. (a)(b) | 69,273 | 441,962 | |
Catalyst Pharmaceutical Partners, Inc. (a) | 465,135 | 2,865,232 | |
Cel-Sci Corp. (a)(b) | 142,790 | 1,023,804 | |
Celcuity, Inc. (a) | 14,316 | 257,545 | |
Celldex Therapeutics, Inc. (a) | 47,868 | 101,480 | |
Cellectar Biosciences, Inc. (a)(b) | 7,104 | 15,060 | |
Cellular Biomedicine Group, Inc. (a)(b) | 52,183 | 643,938 | |
Celsion Corp. (a)(b) | 34,220 | 62,623 | |
ChemoCentryx, Inc. (a) | 189,540 | 1,262,336 | |
Chimerix, Inc. (a) | 239,256 | 483,297 | |
Cidara Therapeutics, Inc. (a)(b) | 38,035 | 63,899 | |
Cleveland Biolabs, Inc. (a)(b) | 9,814 | 13,838 | |
Clovis Oncology, Inc. (a)(b) | 252,289 | 1,415,341 | |
Co.-Diagnostics, Inc. (a)(b) | 39,607 | 42,379 | |
CohBar, Inc. (a)(b) | 98,160 | 133,498 | |
Coherus BioSciences, Inc. (a)(b) | 290,480 | 6,445,751 | |
Conatus Pharmaceuticals, Inc. (a)(b) | 120,590 | 41,604 | |
Concert Pharmaceuticals, Inc. (a) | 82,951 | 835,317 | |
Constellation Pharmaceuticals, Inc. (a)(b) | 16,267 | 117,936 | |
ContraFect Corp. (a) | 293,502 | 102,726 | |
Corbus Pharmaceuticals Holdings, Inc. (a)(b) | 277,420 | 1,437,036 | |
Cortexyme, Inc. (b) | 23,100 | 458,535 | |
Corvus Pharmaceuticals, Inc. (a) | 62,848 | 214,312 | |
Crinetics Pharmaceuticals, Inc. (a)(b) | 33,181 | 526,251 | |
CTI BioPharma Corp. (a)(b) | 232,172 | 165,748 | |
Cue Biopharma, Inc. (a)(b) | 69,871 | 572,243 | |
Curis, Inc. (a) | 112,824 | 216,622 | |
Cyclacel Pharmaceuticals, Inc.(a) | 17,418 | 6,753 | |
Cytokinetics, Inc. (a) | 294,047 | 4,131,360 | |
CytomX Therapeutics, Inc. (a) | 226,661 | 1,990,084 | |
CytRx Corp. (a) | 103,666 | 33,173 | |
Deciphera Pharmaceuticals, Inc. (a) | 120,051 | 4,355,450 | |
Denali Therapeutics, Inc. (a)(b) | 334,770 | 6,025,860 | |
DiaMedica Therapeutics, Inc. (a) | 15,399 | 45,889 | |
Dicerna Pharmaceuticals, Inc. (a) | 265,368 | 3,688,615 | |
Diffusion Pharmaceuticals, Inc. (a)(b) | 10,060 | 19,516 | |
Dyadic International, Inc. (a) | 105,359 | 642,690 | |
Dynavax Technologies Corp. (a)(b) | 433,858 | 1,796,172 | |
Eagle Pharmaceuticals, Inc. (a)(b) | 49,285 | 2,779,181 | |
Edge Therapeutics, Inc. (a)(b) | 4,483 | 24,701 | |
Editas Medicine, Inc. (a)(b) | 221,369 | 5,496,592 | |
Eidos Therapeutics, Inc. (a)(b) | 30,618 | 1,280,139 | |
Eiger Biopharmaceuticals, Inc. (a) | 109,342 | 1,191,828 | |
Emergent BioSolutions, Inc. (a) | 218,855 | 9,585,849 | |
Enanta Pharmaceuticals, Inc. (a) | 79,709 | 5,623,470 | |
Enochian Biosciences, Inc. (a)(b) | 2,262 | 10,631 | |
Epizyme, Inc. (a)(b) | 354,723 | 4,600,757 | |
Esperion Therapeutics, Inc. (a)(b) | 120,726 | 4,423,401 | |
Evelo Biosciences, Inc. (a)(b) | 35,269 | 193,627 | |
Exact Sciences Corp. (a) | 633,442 | 75,518,955 | |
Exelixis, Inc. (a) | 1,472,972 | 29,238,494 | |
Fate Therapeutics, Inc. (a) | 296,279 | 4,835,273 | |
Fibrocell Science, Inc. (a)(b) | 66,376 | 125,783 | |
FibroGen, Inc. (a) | 373,895 | 16,698,151 | |
Five Prime Therapeutics, Inc. (a) | 180,556 | 980,419 | |
Flexion Therapeutics, Inc. (a)(b) | 163,082 | 2,147,790 | |
Fortress Biotech, Inc. (a) | 157,432 | 284,952 | |
Forty Seven, Inc. (a) | 121,593 | 921,675 | |
Galectin Therapeutics, Inc. (a)(b) | 182,431 | 607,495 | |
Genocea Biosciences, Inc. (a)(b) | 98,878 | 310,477 | |
Genomic Health, Inc. (a) | 104,696 | 8,025,995 | |
GenVec, Inc. rights (a)(c) | 14,247 | 0 | |
Geron Corp. (a)(b) | 927,720 | 1,298,808 | |
Global Blood Therapeutics, Inc. (a)(b) | 291,277 | 13,392,916 | |
GlycoMimetics, Inc. (a)(b) | 178,499 | 594,402 | |
Gossamer Bio, Inc. (b) | 94,330 | 1,977,157 | |
Gritstone Oncology, Inc. | 88,557 | 896,197 | |
Halozyme Therapeutics, Inc. (a)(b) | 634,296 | 10,478,570 | |
Harpoon Therapeutics, Inc. | 2,000 | 28,960 | |
Heat Biologics, Inc. (a) | 152,517 | 77,784 | |
Hemispherx Biopharma, Inc. (a)(b) | 1,427 | 2,569 | |
Heron Therapeutics, Inc. (a)(b) | 350,909 | 6,498,835 | |
Histogenics Corp. (a)(b) | 218,931 | 52,543 | |
Homology Medicines, Inc. (a)(b) | 127,912 | 2,418,816 | |
iBio, Inc. (a)(b) | 29,669 | 18,813 | |
Idera Pharmaceuticals, Inc. (a)(b) | 101,043 | 237,451 | |
Immucell Corp. (a) | 6,616 | 35,726 | |
Immunic, Inc. (a)(b) | 3,945 | 67,104 | |
ImmunoGen, Inc. (a) | 739,556 | 2,011,592 | |
Immunomedics, Inc. (a)(b) | 855,558 | 10,951,142 | |
Infinity Pharmaceuticals, Inc. (a)(b) | 232,096 | 273,873 | |
Inovio Pharmaceuticals, Inc. (a)(b) | 498,595 | 1,076,965 | |
Insmed, Inc. (a) | 422,254 | 6,941,856 | |
Intellia Therapeutics, Inc. (a)(b) | 157,918 | 2,240,856 | |
Intercept Pharmaceuticals, Inc. (a)(b) | 115,768 | 7,429,990 | |
Intrexon Corp. (a)(b) | 357,665 | 2,088,764 | |
Invitae Corp. (a) | 415,940 | 10,090,704 | |
Ionis Pharmaceuticals, Inc. (a) | 688,962 | 43,549,288 | |
Iovance Biotherapeutics, Inc. (a) | 609,825 | 12,812,423 | |
Ironwood Pharmaceuticals, Inc. Class A (a)(b) | 752,072 | 7,001,790 | |
IsoRay, Inc. (a)(b) | 208,785 | 69,275 | |
Iveric Bio, Inc. (a) | 121,119 | 133,231 | |
Jounce Therapeutics, Inc. (a)(b) | 76,862 | 289,770 | |
Kadmon Holdings, Inc. (a)(b) | 654,837 | 1,401,351 | |
Kaleido Biosciences, Inc. (a)(b) | 22,431 | 209,954 | |
Kalvista Pharmaceuticals, Inc. (a) | 53,617 | 837,498 | |
Karyopharm Therapeutics, Inc. (a)(b) | 238,564 | 2,061,193 | |
Kezar Life Sciences, Inc. (a)(b) | 24,024 | 81,201 | |
Kindred Biosciences, Inc. (a) | 170,314 | 1,270,542 | |
Kiniksa Pharmaceuticals Ltd. (a)(b) | 54,867 | 484,476 | |
Kodiak Sciences, Inc. | 50,694 | 557,634 | |
Krystal Biotech, Inc. (a) | 54,475 | 2,451,375 | |
Kura Oncology, Inc. (a)(b) | 199,048 | 3,021,549 | |
La Jolla Pharmaceutical Co. (a)(b) | 115,502 | 1,105,354 | |
Leap Therapeutics, Inc. (a)(b) | 59,536 | 89,899 | |
Lexicon Pharmaceuticals, Inc. (a)(b) | 239,086 | 315,594 | |
Ligand Pharmaceuticals, Inc.: | |||
Class B (a)(b) | 95,806 | 8,709,723 | |
General CVR (a) | 26,087 | 149 | |
Glucagon CVR (a) | 26,087 | 1,317 | |
rights (a) | 26,087 | 130 | |
TR Beta CVR (a) | 26,087 | 6,261 | |
Liquidia Technologies, Inc. (a) | 49,612 | 201,425 | |
LogicBio Therapeutics, Inc. (b) | 26,984 | 269,840 | |
Macrogenics, Inc. (a) | 219,344 | 3,145,393 | |
Madrigal Pharmaceuticals, Inc. (a)(b) | 39,898 | 3,698,545 | |
Magenta Therapeutics, Inc. (a) | 78,171 | 807,506 | |
MannKind Corp. (a)(b) | 909,470 | 1,000,417 | |
Marker Therapeutics, Inc. (a)(b) | 139,201 | 719,669 | |
Matinas BioPharma Holdings, Inc. (a)(b) | 552,298 | 382,356 | |
MediciNova, Inc. (a)(b) | 201,492 | 1,744,921 | |
MEI Pharma, Inc. (a) | 153,139 | 261,868 | |
Menlo Therapeutics, Inc. (a) | 35,234 | 173,351 | |
Merrimack Pharmaceuticals, Inc. | 57,524 | 360,675 | |
Minerva Neurosciences, Inc. (a) | 169,366 | 1,209,273 | |
Miragen Therapeutics, Inc. (a) | 80,669 | 92,769 | |
Mirati Therapeutics, Inc. (a)(b) | 159,995 | 13,114,790 | |
Molecular Templates, Inc. (a) | 73,440 | 369,403 | |
Moleculin Biotech, Inc. (a) | 87,362 | 98,719 | |
Momenta Pharmaceuticals, Inc. (a) | 494,015 | 6,239,409 | |
Motus GI Holdings, Inc. (a)(b) | 121,781 | 321,502 | |
Myriad Genetics, Inc. (a) | 357,348 | 8,408,398 | |
NanoViricides, Inc. (a) | 140,703 | 29,548 | |
NantKwest, Inc. (a)(b) | 114,076 | 148,299 | |
Natera, Inc. (a) | 289,696 | 9,545,483 | |
Navidea Biopharmaceuticals, Inc. (a) | 28,052 | 15,008 | |
Neoleukin Therapeutics, Inc. (a) | 101,486 | 338,963 | |
Neon Therapeutics, Inc. (a) | 20,124 | 54,134 | |
Neubase Therapeutics, Inc. (a)(b) | 11,574 | 54,745 | |
Neuralstem, Inc. (a)(b) | 3,323 | 5,682 | |
Neurocrine Biosciences, Inc. (a) | 448,971 | 44,636,697 | |
Neurotrope, Inc. (a)(b) | 28,101 | 149,216 | |
NewLink Genetics Corp. (a)(b) | 118,072 | 190,096 | |
NextCure, Inc. | 31,051 | 1,078,401 | |
Novavax, Inc. (a)(b) | 105,567 | 630,235 | |
OncoCyte Corp. (a)(b) | 130,915 | 259,212 | |
OncoGenex Pharmaceuticals, Inc. (a)(b) | 35,278 | 70,556 | |
OncoMed Pharmaceuticals, Inc. rights (a)(c) | 102,576 | 1 | |
OncoSec Medical, Inc. (a) | 22,317 | 45,527 | |
Oncternal Therapeutics, Inc. (a)(b) | 6,762 | 37,800 | |
Oncternal Therapeutics, Inc. rights (a)(c) | 6,762 | 0 | |
OpGen, Inc. (a)(b) | 80 | 576 | |
Opiant Pharmaceuticals, Inc. (a) | 6,002 | 86,909 | |
Opko Health, Inc. (a)(b) | 2,005,423 | 3,689,978 | |
Oragenics, Inc. (a) | 7,849 | 3,128 | |
Organogenesis Holdings, Inc. Class A (a)(b) | 82,278 | 338,985 | |
Organovo Holdings, Inc. (a) | 488,772 | 124,637 | |
Orgenesis, Inc. (a)(b) | 44,808 | 203,876 | |
OvaScience, Inc. (a) | 10,129 | 61,382 | |
Ovid Therapeutics, Inc. (a)(b) | 117,108 | 207,281 | |
Palatin Technologies, Inc. (a)(b) | 1,049,809 | 945,983 | |
PDL BioPharma, Inc. (a) | 656,974 | 1,537,319 | |
Pfenex, Inc. (a) | 141,465 | 1,039,768 | |
PhaseBio Pharmaceuticals, Inc. (a) | 68,737 | 593,888 | |
Plus Therapeutics, Inc. (a)(b) | 306 | 4,694 | |
Polarityte, Inc. (a)(b) | 96,620 | 358,460 | |
Portola Pharmaceuticals, Inc. (a)(b) | 333,992 | 9,705,808 | |
Precision BioSciences, Inc. (a) | 50,852 | 433,259 | |
Principia Biopharma, Inc. (b) | 48,410 | 1,921,877 | |
Progenics Pharmaceuticals, Inc. (a) | 415,131 | 1,826,576 | |
Protagonist Therapeutics, Inc. (a) | 104,331 | 1,359,433 | |
Proteon Therapeutics, Inc. (a)(b) | 23,825 | 7,505 | |
Proteostasis Therapeutics, Inc. (a)(b) | 198,769 | 150,925 | |
Prothena Corp. PLC (a) | 199,663 | 1,679,166 | |
PTC Therapeutics, Inc. (a) | 267,678 | 11,930,408 | |
Puma Biotechnology, Inc. (a)(b) | 144,708 | 1,555,611 | |
Ra Pharmaceuticals, Inc. (a) | 167,427 | 4,554,014 | |
Radius Health, Inc. (a) | 206,696 | 5,849,497 | |
Recro Pharma, Inc. (a) | 93,107 | 1,094,938 | |
REGENXBIO, Inc. (a) | 154,707 | 5,335,844 | |
Regulus Therapeutics, Inc. (a)(b) | 30,166 | 18,842 | |
Repligen Corp. (a) | 218,278 | 20,258,381 | |
Replimune Group, Inc. (a)(b) | 36,559 | 379,482 | |
Retrophin, Inc. (a) | 204,992 | 2,580,849 | |
Rexahn Pharmaceuticals, Inc. (a) | 22,895 | 49,911 | |
Rigel Pharmaceuticals, Inc. (a) | 778,281 | 1,315,295 | |
Rocket Pharmaceuticals, Inc. (a)(b) | 173,626 | 1,883,842 | |
Rubius Therapeutics, Inc. (a)(b) | 59,756 | 554,536 | |
RXi Pharmaceuticals Corp. (a)(b) | 9,023 | 2,923 | |
Sage Therapeutics, Inc. (a)(b) | 251,161 | 43,116,809 | |
Salarius Pharmaceuticals, Inc. (a)(b) | 1,693 | 14,424 | |
Salarius Pharmaceuticals, Inc. rights 12/31/19 (a)(c) | 42,326 | 5,206 | |
Sangamo Therapeutics, Inc. (a)(b) | 567,497 | 6,185,717 | |
Sarepta Therapeutics, Inc. (a)(b) | 342,290 | 30,857,444 | |
Savara, Inc. (a) | 124,425 | 281,201 | |
Scholar Rock Holding Corp. (a)(b) | 82,482 | 873,484 | |
Seattle Genetics, Inc. (a)(b) | 531,128 | 38,581,138 | |
Selecta Biosciences, Inc. (a) | 166,325 | 296,059 | |
Sellas Life Sciences Group, Inc. (a) | 1,104,284 | 154,158 | |
Seres Therapeutics, Inc. (a) | 226,890 | 914,367 | |
Sesen Bio, Inc. (a)(b) | 466,232 | 508,193 | |
Sienna Biopharmaceuticals, Inc. (a) | 111,040 | 82,758 | |
Soleno Therapeutics, Inc. (a)(b) | 28,496 | 51,863 | |
Solid Biosciences, Inc. (a)(b) | 69,813 | 564,089 | |
Soligenix, Inc. (a)(b) | 19,921 | 19,921 | |
Sophiris Bio, Inc. (a)(b) | 132,978 | 104,374 | |
Sorrento Therapeutics, Inc. (a)(b) | 522,785 | 1,103,076 | |
Spark Therapeutics, Inc. (a)(b) | 160,659 | 15,649,793 | |
Spectrum Pharmaceuticals, Inc. (a)(b) | 537,593 | 3,945,933 | |
Spring Bank Pharmaceuticals, Inc. (a) | 54,942 | 202,187 | |
Stemline Therapeutics, Inc. (a)(b) | 207,179 | 2,467,502 | |
Sunesis Pharmaceuticals, Inc. (a)(b) | 420,679 | 348,490 | |
Surface Oncology, Inc. (a) | 45,281 | 93,279 | |
Syndax Pharmaceuticals, Inc. (a) | 95,943 | 806,881 | |
Synlogic, Inc. (a) | 80,173 | 223,683 | |
Synthetic Biologics, Inc. (a)(b) | 14,928 | 7,019 | |
Synthorx, Inc. (b) | 69,454 | 1,243,921 | |
Syros Pharmaceuticals, Inc. (a) | 160,742 | 1,763,340 | |
T2 Biosystems, Inc. (a)(b) | 190,631 | 253,539 | |
TCR2 Therapeutics, Inc. (b) | 13,833 | 233,224 | |
Tenax Therapeutics, Inc. (a) | 1,474 | 1,784 | |
TG Therapeutics, Inc. (a)(b) | 386,518 | 2,400,277 | |
The Medicines Company (a)(b) | 339,238 | 14,234,426 | |
Tocagen, Inc. (a) | 101,258 | 329,089 | |
TONIX Pharmaceuticals Holding (a) | 3,632 | 1,569 | |
TRACON Pharmaceuticals, Inc. (a) | 24,172 | 13,295 | |
Translate Bio, Inc. (a)(b) | 142,945 | 1,297,941 | |
TransMedics Group, Inc. (b) | 29,529 | 707,220 | |
Trevena, Inc. (a) | 404,670 | 331,829 | |
Trovagene, Inc. (a)(b) | 15,811 | 29,567 | |
Twist Bioscience Corp. | 112,994 | 3,280,216 | |
Tyme, Inc. (a)(b) | 276,137 | 323,080 | |
Ultragenyx Pharmaceutical, Inc. (a)(b) | 262,877 | 14,318,910 | |
United Therapeutics Corp. (a) | 213,233 | 17,604,516 | |
UNITY Biotechnology, Inc. (a)(b) | 35,335 | 215,544 | |
Unum Therapeutics, Inc. (a)(b) | 43,783 | 84,063 | |
Vanda Pharmaceuticals, Inc. (a) | 256,654 | 3,616,255 | |
Vaxart, Inc. (a) | 10,186 | 7,232 | |
VBI Vaccines, Inc. (a) | 405,946 | 246,653 | |
Veracyte, Inc. (a) | 175,170 | 4,642,005 | |
Verastem, Inc. (a)(b) | 338,744 | 426,817 | |
Vericel Corp. (a)(b) | 220,399 | 3,645,399 | |
Vical, Inc. (a) | 103,172 | 70,157 | |
Viking Therapeutics, Inc. (a)(b) | 286,583 | 1,991,752 | |
VistaGen Therapeutics, Inc. (a)(b) | 112,246 | 77,685 | |
Voyager Therapeutics, Inc. (a) | 126,993 | 2,269,365 | |
vTv Therapeutics, Inc. Class A (a)(b) | 24,729 | 32,395 | |
X4 Pharmaceuticals, Inc. (a)(b) | 47,567 | 606,479 | |
Xbiotech, Inc. (a)(b) | 133,176 | 1,112,020 | |
Xencor, Inc. (a)(b) | 233,231 | 8,694,852 | |
Xenetic Biosciences, Inc. (a) | 312 | 518 | |
XOMA Corp. (a)(b) | 37,063 | 651,938 | |
Y-mAbs Therapeutics, Inc. | 33,400 | 887,438 | |
Yield10 Bioscience, Inc. (a)(b) | 52,777 | 41,451 | |
Zafgen, Inc. (a) | 145,426 | 119,976 | |
ZIOPHARM Oncology, Inc. (a)(b) | 730,604 | 3,645,714 | |
1,142,281,259 | |||
Health Care Equipment & Supplies - 3.2% | |||
Accuray, Inc. (a)(b) | 447,286 | 1,198,726 | |
Aethlon Medical, Inc. (a)(b) | 83,848 | 23,226 | |
Akers Biosciences, Inc. (a)(b) | 60,226 | 26,409 | |
Allied Healthcare Products, Inc. (a) | 2,431 | 3,428 | |
Alphatec Holdings, Inc. (a)(b) | 189,605 | 991,634 | |
Angiodynamics, Inc. (a) | 190,356 | 3,496,840 | |
Antares Pharma, Inc. (a)(b) | 764,398 | 2,476,650 | |
Apollo Endosurgery, Inc. (a)(b) | 58,883 | 208,446 | |
Atossa Genetics, Inc. (a)(b) | 45,293 | 90,133 | |
Atricure, Inc. (a) | 178,080 | 4,877,611 | |
Atrion Corp. | 7,076 | 5,499,113 | |
Avanos Medical, Inc. (a) | 231,290 | 7,674,202 | |
Avedro, Inc. | 29,634 | 694,028 | |
Avinger, Inc. (a)(b) | 17,548 | 19,654 | |
AxoGen, Inc. (a)(b) | 167,884 | 2,660,961 | |
Axonics Modulation Technologies, Inc. (a) | 42,581 | 1,416,670 | |
Aytu BioScience, Inc. (a)(b) | 54,580 | 75,866 | |
Bellerophon Therapeutics, Inc. (a)(b) | 107,908 | 61,777 | |
Beyond Air, Inc. (a)(b) | 1,100 | 5,390 | |
BioLase Technology, Inc. (a)(b) | 34,145 | 33,974 | |
BioLife Solutions, Inc. (a)(b) | 57,681 | 1,193,420 | |
BioSig Technologies, Inc. (a)(b) | 64,132 | 453,413 | |
Bovie Medical Corp. (a) | 148,176 | 1,053,531 | |
Cantel Medical Corp. | 178,395 | 16,399,852 | |
Cardiovascular Systems, Inc. (a) | 172,589 | 8,358,485 | |
Cerus Corp. (a) | 695,082 | 3,732,590 | |
Cesca Therapeutics, Inc. (a) | 1,198 | 3,846 | |
Chembio Diagnostics, Inc. (a) | 66,749 | 337,082 | |
Chf Solutions, Inc. (a) | 4 | 10 | |
ConforMis, Inc. (a)(b) | 355,877 | 761,577 | |
CONMED Corp. | 128,706 | 12,969,704 | |
Corindus Vascular Robotics, Inc. (a) | 535,990 | 2,277,958 | |
Cryolife, Inc. (a) | 170,922 | 4,580,710 | |
CryoPort, Inc. (a)(b) | 173,140 | 3,767,526 | |
Cutera, Inc. (a) | 71,387 | 2,060,943 | |
CytoSorbents Corp. (a)(b) | 116,213 | 518,310 | |
Dare Bioscience, Inc. (a)(b) | 40,212 | 31,313 | |
DexCom, Inc. (a) | 446,718 | 76,661,276 | |
Dynatronics Corp. (a) | 3,361 | 4,302 | |
Ekso Bionics Holdings, Inc. (a)(b) | 222,191 | 146,268 | |
electroCore, Inc. (a)(b) | 33,137 | 63,292 | |
Electromed, Inc. (a) | 18,140 | 103,035 | |
Endologix, Inc. (a)(b) | 82,105 | 440,083 | |
ENDRA Life Sciences, Inc. (a)(b) | 24,073 | 41,406 | |
Fonar Corp. (a) | 28,130 | 677,933 | |
Genmark Diagnostics, Inc. (a)(b) | 288,157 | 1,726,060 | |
Glaukos Corp. (a)(b) | 164,282 | 10,564,975 | |
Globus Medical, Inc. (a) | 378,314 | 19,320,496 | |
Haemonetics Corp. (a) | 251,328 | 33,559,828 | |
Helius Medical Technologies, Inc. (U.S.) (a)(b) | 100,184 | 197,362 | |
Heska Corp. (a)(b) | 34,366 | 2,412,150 | |
Hill-Rom Holdings, Inc. | 325,314 | 35,029,812 | |
ICU Medical, Inc. (a) | 82,250 | 13,303,938 | |
Inogen, Inc. (a) | 85,629 | 3,970,617 | |
Inspire Medical Systems, Inc. (a)(b) | 62,878 | 4,370,650 | |
Insulet Corp. (a)(b) | 293,142 | 45,193,702 | |
Integer Holdings Corp. (a) | 148,674 | 10,763,998 | |
Integra LifeSciences Holdings Corp. (a) | 351,407 | 21,091,448 | |
IntriCon Corp. (a)(b) | 36,727 | 639,050 | |
Invacare Corp. | 160,080 | 774,787 | |
InVivo Therapeutics Holdings Corp. (a) | 4,799 | 2,927 | |
IRadimed Corp. (a)(b) | 25,824 | 495,304 | |
iRhythm Technologies, Inc. (a)(b) | 111,012 | 8,450,233 | |
Iridex Corp. (a) | 27,462 | 68,655 | |
Kewaunee Scientific Corp. | 10,875 | 175,033 | |
Lantheus Holdings, Inc. (a) | 193,493 | 4,210,408 | |
LeMaitre Vascular, Inc. (b) | 83,823 | 2,653,836 | |
LivaNova PLC (a) | 235,237 | 18,261,448 | |
Masimo Corp. (a) | 239,370 | 36,683,453 | |
Meridian Bioscience, Inc. | 213,840 | 1,973,743 | |
Merit Medical Systems, Inc. (a) | 265,556 | 9,236,038 | |
Mesa Laboratories, Inc. (b) | 17,344 | 3,837,013 | |
Microbot Medical, Inc. (a) | 14,492 | 77,822 | |
Milestone Scientific, Inc. (a)(b) | 123,561 | 116,518 | |
Misonix, Inc. (a) | 39,740 | 778,109 | |
Myomo, Inc. (a)(b) | 36,622 | 28,748 | |
Natus Medical, Inc. (a) | 171,429 | 4,745,155 | |
Neogen Corp. (a) | 256,108 | 18,060,736 | |
NeuroMetrix, Inc. (a) | 805 | 290 | |
Nevro Corp. (a) | 147,729 | 12,369,349 | |
NuVasive, Inc. (a) | 252,208 | 16,020,252 | |
Nuvectra Corp. (a)(b) | 84,998 | 165,746 | |
Obalon Therapeutics, Inc. (a) | 5,779 | 11,847 | |
OraSure Technologies, Inc. (a) | 321,882 | 2,124,421 | |
Orthofix International NV (a) | 95,887 | 4,874,895 | |
OrthoPediatrics Corp. (a)(b) | 41,446 | 1,334,147 | |
PAVmed, Inc. (a)(b) | 69,158 | 67,775 | |
Penumbra, Inc. (a)(b) | 153,814 | 22,387,628 | |
Predictive Oncology, Inc. (a)(b) | 27,222 | 14,978 | |
Presbia PLC (a) | 14,622 | 790 | |
Pro-Dex, Inc. (a) | 600 | 8,604 | |
Pulse Biosciences, Inc. (a)(b) | 59,133 | 709,005 | |
Quanterix Corp. (a) | 64,775 | 1,705,526 | |
Quidel Corp. (a) | 175,572 | 11,069,815 | |
Restoration Robotics, Inc. (a)(b) | 37,466 | 22,296 | |
Retractable Technologies, Inc. (a) | 35,837 | 28,627 | |
Rockwell Medical Technologies, Inc. (a)(b) | 293,370 | 751,027 | |
RTI Biologics, Inc. (a) | 305,771 | 972,352 | |
Seaspine Holdings Corp. (a) | 64,777 | 711,899 | |
Second Sight Medical Products, Inc. (a)(b) | 109,272 | 85,221 | |
Senseonics Holdings, Inc. (a)(b) | 673,976 | 687,456 | |
Sensus Healthcare, Inc. (a)(b) | 44,385 | 284,952 | |
Shockwave Medical, Inc. (a)(b) | 28,932 | 1,210,804 | |
SI-BONE, Inc. | 46,566 | 905,243 | |
Sientra, Inc. (a)(b) | 229,341 | 1,566,399 | |
Silk Road Medical, Inc. (b) | 30,233 | 1,302,740 | |
Sintx Technologies, Inc. (a) | 123 | 185 | |
Soliton, Inc. (b) | 32,038 | 383,174 | |
Staar Surgical Co. (a)(b) | 140,162 | 4,220,278 | |
STERIS PLC | 412,316 | 63,661,590 | |
STRATA Skin Sciences, Inc. (a) | 18,623 | 35,384 | |
SurModics, Inc. (a) | 65,592 | 3,086,760 | |
Tactile Systems Technology, Inc. (a)(b) | 86,721 | 4,374,207 | |
Tandem Diabetes Care, Inc. (a) | 283,143 | 20,508,047 | |
TransEnterix, Inc. (a)(b) | 914,904 | 837,778 | |
Utah Medical Products, Inc. | 17,323 | 1,703,197 | |
Vapotherm, Inc. | 30,967 | 359,217 | |
Varex Imaging Corp. (a) | 190,767 | 5,026,710 | |
Vermillion, Inc. (a)(b) | 167,591 | 85,270 | |
ViewRay, Inc. (a)(b) | 294,260 | 1,159,384 | |
Viveve Medical, Inc. (a)(b) | 129,860 | 13,441 | |
VolitionRx Ltd. (a)(b) | 129,302 | 466,780 | |
West Pharmaceutical Services, Inc. | 360,184 | 52,392,365 | |
Wright Medical Group NV (a) | 570,294 | 11,890,630 | |
Zosano Pharma Corp. (a)(b) | 82,489 | 176,526 | |
Zynex, Inc. (b) | 78,591 | 702,604 | |
733,424,266 | |||
Health Care Providers & Services - 1.5% | |||
AAC Holdings, Inc. (a)(b) | 48,170 | 28,902 | |
Acadia Healthcare Co., Inc. (a)(b) | 428,963 | 11,350,361 | |
Addus HomeCare Corp. (a) | 50,977 | 4,484,956 | |
Amedisys, Inc. (a) | 142,100 | 18,289,691 | |
American Renal Associates Holdings, Inc. (a) | 81,550 | 505,610 | |
American Shared Hospital Services (a) | 113 | 294 | |
AMN Healthcare Services, Inc. (a) | 226,343 | 13,218,431 | |
Apollo Medical Holdings, Inc. (a)(b) | 114,744 | 2,246,688 | |
BioScrip, Inc. (a) | 629,295 | 2,202,533 | |
BioTelemetry, Inc. (a) | 166,360 | 6,596,174 | |
Brookdale Senior Living, Inc. (a) | 923,082 | 7,550,811 | |
Caladrius Biosciences, Inc. (a) | 36,321 | 84,265 | |
Capital Senior Living Corp. (a) | 152,578 | 703,385 | |
Catasys, Inc. (a)(b) | 39,114 | 549,161 | |
Chemed Corp. | 77,801 | 33,410,083 | |
Community Health Systems, Inc. (a)(b) | 600,755 | 1,495,880 | |
Corvel Corp. (a) | 45,825 | 3,859,840 | |
Covetrus, Inc. (a)(b) | 463,679 | 6,162,294 | |
Cross Country Healthcare, Inc. (a) | 169,292 | 1,735,243 | |
CynergisTek, Inc. (a)(b) | 1,100 | 3,762 | |
Digirad Corp. | 5,124 | 22,853 | |
Diplomat Pharmacy, Inc. (a)(b) | 301,715 | 1,752,964 | |
Encompass Health Corp. | 482,253 | 29,316,160 | |
Enzo Biochem, Inc. (a) | 197,450 | 641,713 | |
Five Star Sr Living, Inc. (a)(b) | 197,129 | 96,199 | |
Fulgent Genetics, Inc. (a) | 700 | 7,987 | |
G1 Therapeutics, Inc. (a)(b) | 129,323 | 4,694,425 | |
Genesis HealthCare, Inc. Class A (a)(b) | 198,253 | 214,113 | |
Guardant Health, Inc. (b) | 188,983 | 16,541,682 | |
Hanger, Inc. (a) | 186,723 | 3,525,330 | |
HealthEquity, Inc. (a) | 338,481 | 20,092,232 | |
InfuSystems Holdings, Inc. (a) | 45,777 | 227,969 | |
Interpace Diagnostics Group, Inc. (a)(b) | 174,401 | 129,057 | |
LHC Group, Inc. (a) | 142,767 | 16,917,890 | |
Magellan Health Services, Inc. (a) | 118,329 | 7,455,910 | |
MEDNAX, Inc. (a) | 415,993 | 8,769,132 | |
Molina Healthcare, Inc. (a) | 305,314 | 39,776,308 | |
National Healthcare Corp. | 48,190 | 3,893,752 | |
National Research Corp. Class A | 56,069 | 3,590,098 | |
Neuronetics, Inc. (a)(b) | 34,639 | 369,598 | |
OptiNose, Inc. (a)(b) | 75,768 | 580,383 | |
Owens & Minor, Inc. | 305,864 | 1,553,789 | |
Patterson Companies, Inc. (b) | 398,915 | 6,669,859 | |
PetIQ, Inc. Class A (a)(b) | 86,678 | 2,744,225 | |
Precipio, Inc. (a)(b) | 15,762 | 40,193 | |
Premier, Inc. (a)(b) | 254,461 | 8,972,295 | |
Providence Service Corp. (a) | 53,519 | 3,008,303 | |
Psychemedics Corp. | 24,117 | 189,077 | |
Quorum Health Corp. (a)(b) | 120,872 | 122,081 | |
R1 RCM, Inc. (a) | 476,469 | 5,555,629 | |
RadNet, Inc. (a) | 212,403 | 2,954,526 | |
Select Medical Holdings Corp. (a) | 524,490 | 8,507,228 | |
Sharps Compliance Corp. (a) | 38,210 | 147,109 | |
SunLink Health Systems, Inc. (a) | 10,027 | 13,536 | |
Surgery Partners, Inc. (a)(b) | 84,310 | 542,956 | |
Tenet Healthcare Corp. (a) | 406,037 | 8,790,701 | |
The Ensign Group, Inc. | 243,409 | 12,146,109 | |
The Joint Corp. (a)(b) | 51,284 | 860,546 | |
Tivity Health, Inc. (a)(b) | 235,149 | 4,293,821 | |
Triple-S Management Corp. | 116,473 | 2,390,026 | |
U.S. Physical Therapy, Inc. | 62,867 | 8,394,002 | |
350,990,130 | |||
Health Care Technology - 0.9% | |||
Allscripts Healthcare Solutions, Inc. (a) | 819,684 | 7,442,731 | |
Arrhythmia Research Technology, Inc. (a)(b) | 9,729 | 23,350 | |
Castlight Health, Inc. Class B (a) | 369,928 | 521,598 | |
Computer Programs & Systems, Inc. (b) | 61,140 | 1,293,111 | |
Evolent Health, Inc. (a)(b) | 368,477 | 2,531,437 | |
HealthStream, Inc. (a) | 129,290 | 3,267,158 | |
HMS Holdings Corp. (a) | 428,485 | 15,652,557 | |
HTG Molecular Diagnostics (a)(b) | 123,246 | 114,619 | |
iCAD, Inc. (a) | 81,101 | 486,606 | |
Inovalon Holdings, Inc. Class A (a)(b) | 365,068 | 6,176,951 | |
Medical Transcription Billing Corp. (a)(b) | 30,125 | 134,659 | |
Medidata Solutions, Inc. (a) | 303,071 | 27,755,242 | |
NantHealth, Inc. (a)(b) | 148,762 | 72,060 | |
Nextgen Healthcare, Inc. (a) | 242,548 | 3,446,607 | |
Omnicell, Inc. (a) | 204,294 | 14,668,309 | |
OptimizeRx Corp. (a)(b) | 54,975 | 902,140 | |
SCWorx, Corp. (a)(b) | 1,606 | 5,509 | |
Simulations Plus, Inc. | 61,932 | 2,236,365 | |
Streamline Health Solutions, Inc. (a) | 73,168 | 108,289 | |
Tabula Rasa HealthCare, Inc. (a)(b) | 91,379 | 5,190,327 | |
Teladoc Health, Inc. (a)(b) | 347,732 | 20,126,728 | |
Valeritas Holdings, Inc. (a) | 8,736 | 15,987 | |
Veeva Systems, Inc. Class A (a) | 624,917 | 100,224,188 | |
Vocera Communications, Inc. (a)(b) | 155,689 | 3,573,063 | |
215,969,591 | |||
Life Sciences Tools & Services - 1.0% | |||
Accelerate Diagnostics, Inc. (a)(b) | 128,811 | 2,420,359 | |
Avantor, Inc. (b) | 1,073,532 | 18,786,810 | |
Bio-Rad Laboratories, Inc. Class A (a) | 97,804 | 33,029,389 | |
Bio-Techne Corp. | 185,928 | 35,618,227 | |
Bioanalytical Systems, Inc. (a) | 4,600 | 12,650 | |
Bruker Corp. | 488,688 | 21,096,661 | |
Cambrex Corp. (a) | 167,119 | 10,015,442 | |
Champions Oncology, Inc. (a) | 19,987 | 107,930 | |
Charles River Laboratories International, Inc. (a) | 237,085 | 31,105,552 | |
ChromaDex, Inc. (a)(b) | 138,535 | 541,672 | |
Codexis, Inc. (a) | 241,468 | 3,387,796 | |
Fluidigm Corp. (a) | 258,344 | 1,441,560 | |
Harvard Bioscience, Inc. (a) | 177,133 | 439,290 | |
Luminex Corp. | 208,425 | 4,272,713 | |
Medpace Holdings, Inc. (a) | 126,861 | 10,264,324 | |
Nanostring Technologies, Inc. (a) | 160,988 | 4,101,974 | |
NeoGenomics, Inc. (a) | 506,071 | 12,641,654 | |
Pacific Biosciences of California, Inc. (a) | 666,486 | 3,698,997 | |
PRA Health Sciences, Inc. (a) | 287,325 | 28,399,203 | |
Syneos Health, Inc. (a)(b) | 299,942 | 15,755,953 | |
237,138,156 | |||
Pharmaceuticals - 1.3% | |||
AcelRx Pharmaceuticals, Inc. (a)(b) | 361,595 | 842,516 | |
Acer Therapeutics, Inc. (a)(b) | 21,687 | 58,555 | |
Aclaris Therapeutics, Inc. (a) | 190,552 | 192,458 | |
Adamis Pharmaceuticals Corp. (a)(b) | 179,132 | 168,205 | |
Adial Pharmaceuticals, Inc. (a)(b) | 46,293 | 76,383 | |
Aerie Pharmaceuticals, Inc. (a)(b) | 205,703 | 4,455,527 | |
Agile Therapeutics, Inc. (a)(b) | 123,109 | 135,420 | |
Akcea Therapeutics, Inc. (a)(b) | 87,457 | 1,841,844 | |
Akorn, Inc. (a) | 459,132 | 1,326,891 | |
Alimera Sciences, Inc. (a) | 100,515 | 42,719 | |
Amneal Pharmaceuticals, Inc. (a) | 385,085 | 981,967 | |
Amphastar Pharmaceuticals, Inc. (a) | 171,053 | 3,841,850 | |
Ampio Pharmaceuticals, Inc. (a)(b) | 486,894 | 242,181 | |
ANI Pharmaceuticals, Inc. (a) | 42,271 | 2,768,751 | |
ANI Pharmaceuticals, Inc. rights (a)(c) | 58,183 | 1 | |
Aquestive Therapeutics, Inc. (a)(b) | 24,060 | 91,428 | |
Arvinas Holding Co. LLC (a) | 43,705 | 1,136,767 | |
Assertio Therapeutics, Inc. (a)(b) | 322,688 | 464,671 | |
AstraZeneca PLC rights (a)(c) | 21,542 | 0 | |
Athenex, Inc. (a)(b) | 257,717 | 3,796,171 | |
Avenue Therapeutics, Inc. (a)(b) | 52,950 | 333,585 | |
Axsome Therapeutics, Inc. (a)(b) | 106,111 | 2,700,525 | |
Biodelivery Sciences International, Inc. (a)(b) | 340,678 | 1,461,509 | |
BioPharmX Corp. (a)(b) | 23,822 | 8,578 | |
BioXcel Therapeutics, Inc. (a)(b) | 25,095 | 246,182 | |
Cara Therapeutics, Inc. (a)(b) | 198,228 | 4,646,464 | |
Cassava Sciences, Inc. (a) | 20,330 | 22,770 | |
Catalent, Inc. (a) | 716,381 | 37,781,934 | |
Cerecor, Inc. (a) | 85,964 | 278,523 | |
Checkpoint Therapeutics, Inc. (a)(b) | 104,918 | 328,393 | |
Chiasma, Inc. (a) | 111,814 | 579,197 | |
Clearside Biomedical, Inc. (a)(b) | 125,760 | 76,085 | |
Cocrystal Pharma, Inc. (a) | 5,045 | 12,108 | |
Collegium Pharmaceutical, Inc. (a)(b) | 142,286 | 1,647,672 | |
ContraVir Pharmaceuticals, Inc. (a)(b) | 620 | 1,519 | |
Corcept Therapeutics, Inc. (a)(b) | 513,875 | 6,479,964 | |
CorMedix, Inc. (a)(b) | 117,406 | 901,678 | |
Cumberland Pharmaceuticals, Inc. (a) | 33,008 | 168,671 | |
Cyclerion Therapeutics, Inc. (a)(b) | 73,939 | 703,160 | |
CymaBay Therapeutics, Inc. (a) | 359,657 | 2,129,169 | |
Dermira, Inc. (a)(b) | 225,115 | 1,803,171 | |
Dova Pharmaceuticals, Inc. (a)(b) | 64,735 | 970,378 | |
Durect Corp. (a) | 920,600 | 1,528,196 | |
Elanco Animal Health, Inc. | 1,831,842 | 47,664,529 | |
Elanco Animal Health, Inc. rights (a)(c) | 223,265 | 2 | |
Eloxx Pharmaceuticals, Inc. (a)(b) | 118,827 | 736,727 | |
Endo International PLC (a) | 963,314 | 2,283,054 | |
Evofem Biosciences, Inc. (a)(b) | 127,186 | 668,998 | |
Evoke Pharma, Inc. (a)(b) | 107,887 | 107,240 | |
Evolus, Inc. (a)(b) | 43,831 | 755,646 | |
Eyenovia, Inc. (a) | 36,875 | 118,369 | |
Eyepoint Pharmaceuticals, Inc. (a)(b) | 276,934 | 415,401 | |
Gemphire Therapeutics, Inc. (a)(b) | 33,731 | 17,877 | |
Harrow Health, Inc. (a) | 104,639 | 559,819 | |
Hookipa Pharma, Inc. | 35,652 | 300,903 | |
Horizon Pharma PLC (a) | 901,771 | 24,915,933 | |
Innoviva, Inc. (a) | 333,963 | 3,870,631 | |
Intersect ENT, Inc. (a) | 155,748 | 2,551,152 | |
Intra-Cellular Therapies, Inc. (a)(b) | 235,792 | 2,018,380 | |
Jaguar Health, Inc. (a)(b) | 419 | 486 | |
Jazz Pharmaceuticals PLC (a) | 278,636 | 35,707,203 | |
Kala Pharmaceuticals, Inc. (a)(b) | 109,553 | 450,263 | |
KemPharm, Inc. (a)(b) | 97,659 | 91,614 | |
Lannett Co., Inc. (a)(b) | 164,445 | 1,693,784 | |
Lipocine, Inc. (a)(b) | 145,253 | 427,044 | |
Mallinckrodt PLC (a)(b) | 394,831 | 1,022,612 | |
Marinus Pharmaceuticals, Inc. (a)(b) | 238,051 | 273,759 | |
Melinta Therapeutics, Inc. (a)(b) | 35,861 | 80,687 | |
Mersana Therapeutics, Inc. (a) | 202,090 | 497,141 | |
Mustang Bio, Inc. (a) | 144,129 | 567,868 | |
MyoKardia, Inc. (a) | 189,128 | 10,169,413 | |
Neos Therapeutics, Inc. (a)(b) | 188,234 | 359,527 | |
NGM Biopharmaceuticals, Inc. (b) | 34,436 | 610,550 | |
NovaBay Pharmaceuticals, Inc. (a) | 5,586 | 2,996 | |
Novan, Inc. (a)(b) | 41,027 | 88,208 | |
Novus Therapeutics, Inc. (a)(b) | 3,160 | 2,227 | |
Ocular Therapeutix, Inc. (a)(b) | 200,774 | 861,320 | |
Odonate Therapeutics, Inc. (a) | 64,504 | 1,987,368 | |
Omeros Corp. (a)(b) | 226,630 | 4,190,389 | |
Onconova Therapeutics, Inc. (a)(b) | 16,667 | 40,001 | |
Osmotica Pharmaceuticals PLC | 44,532 | 136,268 | |
Otonomy, Inc. (a) | 109,470 | 247,402 | |
Outlook Therapeutics, Inc. (a)(b) | 34,757 | 53,178 | |
Pacira Biosciences, Inc. (a) | 199,923 | 7,445,133 | |
Paratek Pharmaceuticals, Inc. (a)(b) | 137,150 | 512,941 | |
Phibro Animal Health Corp. Class A | 96,830 | 1,999,540 | |
Plx Pharma PLC/New (a)(b) | 5,046 | 28,863 | |
Prestige Brands Holdings, Inc. (a)(b) | 265,131 | 8,452,376 | |
Provention Bio, Inc. (a)(b) | 123,392 | 1,140,142 | |
Pulmatrix, Inc. (a)(b) | 97,666 | 86,532 | |
Reata Pharmaceuticals, Inc. (a)(b) | 78,418 | 6,046,028 | |
resTORbio, Inc. (a)(b) | 78,453 | 754,718 | |
Revance Therapeutics, Inc. (a)(b) | 195,296 | 2,070,138 | |
Rhythm Pharmaceuticals, Inc. (a)(b) | 105,701 | 2,380,387 | |
Ritter Pharmaceuticals, Inc. (a)(b) | 2,906 | 2,993 | |
scPharmaceuticals, Inc. (a) | 23,358 | 153,696 | |
SCYNEXIS, Inc. (a)(b) | 332,373 | 365,610 | |
Seelos Therapeutics, Inc. (b) | 88,253 | 118,700 | |
Seelos Therapeutics, Inc. rights (b)(c) | 3,233 | 0 | |
SenesTech, Inc. (a)(b) | 90,916 | 98,189 | |
SIGA Technologies, Inc. (a)(b) | 204,746 | 1,027,825 | |
Sonoma Pharmaceuticals, Inc. (a) | 1,437 | 9,772 | |
Spero Therapeutics, Inc. (a) | 43,453 | 432,357 | |
Supernus Pharmaceuticals, Inc. (a) | 254,573 | 6,881,108 | |
Sutro Biopharma, Inc. (a) | 27,802 | 224,362 | |
Teligent, Inc. (a)(b) | 185,177 | 174,992 | |
Tetraphase Pharmaceuticals, Inc. (a) | 221,113 | 57,489 | |
TherapeuticsMD, Inc. (a)(b) | 1,000,676 | 2,891,954 | |
Theravance Biopharma, Inc. (a)(b) | 220,082 | 4,848,406 | |
Titan Pharmaceuticals, Inc. (a)(b) | 52,081 | 21,718 | |
Trevi Therapeutics, Inc. | 34,789 | 172,553 | |
Tricida, Inc. (a)(b) | 128,607 | 4,487,098 | |
Turning Point Therapeutics, Inc. (b) | 48,548 | 2,647,322 | |
Urovant Sciences Ltd. (a)(b) | 53,652 | 473,211 | |
Verrica Pharmaceuticals, Inc. (a)(b) | 23,376 | 231,656 | |
VIVUS, Inc. (a)(b) | 51,827 | 209,899 | |
WAVE Life Sciences (a)(b) | 94,555 | 2,174,765 | |
Xeris Pharmaceuticals, Inc. (a)(b) | 126,166 | 1,462,264 | |
Zogenix, Inc. (a)(b) | 209,126 | 8,927,589 | |
Zynerba Pharmaceuticals, Inc. (a)(b) | 95,492 | 1,020,809 | |
303,852,840 | |||
TOTAL HEALTH CARE | 2,983,656,242 | ||
INDUSTRIALS - 13.4% | |||
Aerospace & Defense - 1.6% | |||
AAR Corp. | 159,788 | 6,864,492 | |
Aerojet Rocketdyne Holdings, Inc. (a)(b) | 357,744 | 18,684,969 | |
AeroVironment, Inc. (a) | 103,701 | 5,343,713 | |
Air Industries Group, Inc. (a) | 213 | 266 | |
Arotech Corp. (a)(b) | 105,511 | 250,061 | |
Astronics Corp. (a) | 118,657 | 3,264,254 | |
Astrotech Corp. (a)(b) | 25,674 | 57,767 | |
Axon Enterprise, Inc. (a)(b) | 291,733 | 17,495,228 | |
BWX Technologies, Inc. | 468,596 | 27,740,883 | |
CPI Aerostructures, Inc. (a) | 51,114 | 413,512 | |
Cubic Corp. (b) | 141,419 | 9,796,094 | |
Curtiss-Wright Corp. | 211,277 | 25,911,011 | |
Ducommun, Inc. (a) | 55,172 | 2,271,983 | |
HEICO Corp. | 229,785 | 33,242,996 | |
HEICO Corp. Class A | 311,437 | 34,370,187 | |
Hexcel Corp. | 415,880 | 34,996,302 | |
Innovative Solutions & Support, Inc. (a) | 36,030 | 176,907 | |
Kratos Defense & Security Solutions, Inc. (a) | 433,326 | 8,653,520 | |
Mercury Systems, Inc. (a) | 272,324 | 23,319,104 | |
Micronet Enertec Technologies, Inc. (a) | 8,412 | 5,720 | |
Moog, Inc. Class A | 160,600 | 13,048,750 | |
National Presto Industries, Inc. (b) | 24,560 | 2,105,038 | |
Park Aerospace Corp. | 94,387 | 1,595,140 | |
Parsons Corp. | 94,737 | 3,222,953 | |
SIFCO Industries, Inc. (a) | 8,781 | 24,148 | |
Sigma Labs, Inc. (a)(b) | 24,951 | 19,013 | |
Spirit AeroSystems Holdings, Inc. Class A | 507,649 | 40,916,509 | |
Teledyne Technologies, Inc. (a) | 176,341 | 54,417,069 | |
Triumph Group, Inc. (b) | 246,176 | 5,115,537 | |
Vectrus, Inc. (a) | 59,050 | 2,389,163 | |
VirTra, Inc. (a)(b) | 3,050 | 7,198 | |
Wesco Aircraft Holdings, Inc. (a) | 318,608 | 3,504,688 | |
379,224,175 | |||
Air Freight & Logistics - 0.2% | |||
Air T Funding warrants 6/7/20 (a) | 4,541 | 228 | |
Air T, Inc. | 1,838 | 32,312 | |
Air Transport Services Group, Inc. (a) | 295,333 | 5,965,727 | |
Atlas Air Worldwide Holdings, Inc. (a) | 126,218 | 3,262,735 | |
Echo Global Logistics, Inc. (a) | 136,324 | 2,731,933 | |
Forward Air Corp. | 137,491 | 8,565,689 | |
Hub Group, Inc. Class A (a) | 165,912 | 7,144,171 | |
Radiant Logistics, Inc. | 181,151 | 884,017 | |
XPO Logistics, Inc. (a)(b) | 451,969 | 32,026,523 | |
60,613,335 | |||
Airlines - 0.3% | |||
Allegiant Travel Co. | 63,574 | 9,026,872 | |
Hawaiian Holdings, Inc. (b) | 236,868 | 5,781,948 | |
JetBlue Airways Corp. (a) | 1,438,680 | 24,917,938 | |
Mesa Air Group, Inc. | 121,536 | 785,123 | |
SkyWest, Inc. | 251,456 | 14,398,371 | |
Spirit Airlines, Inc. (a) | 335,889 | 12,609,273 | |
67,519,525 | |||
Building Products - 1.1% | |||
AAON, Inc. | 199,354 | 9,563,011 | |
Advanced Drain Systems, Inc. Del | 204,429 | 6,417,026 | |
Alpha PRO Tech Ltd. (a) | 3,100 | 10,695 | |
American Woodmark Corp. (a) | 74,074 | 6,101,475 | |
Apogee Enterprises, Inc. | 130,241 | 4,809,800 | |
Armstrong World Industries, Inc. | 240,468 | 22,957,480 | |
Builders FirstSource, Inc. (a) | 563,593 | 10,961,884 | |
Continental Building Products, Inc. (a) | 171,095 | 4,301,328 | |
COVIA Corp. (a)(b) | 145,251 | 217,877 | |
CSW Industrials, Inc. | 73,698 | 5,026,941 | |
GCP Applied Technologies, Inc. (a) | 356,253 | 6,252,240 | |
Gibraltar Industries, Inc. (a) | 166,713 | 6,713,533 | |
GMS, Inc. (a) | 161,166 | 4,747,950 | |
Griffon Corp. | 175,452 | 3,061,637 | |
Insteel Industries, Inc. | 92,737 | 1,734,182 | |
Jeld-Wen Holding, Inc. (a) | 329,768 | 5,691,796 | |
Lennox International, Inc. (b) | 171,581 | 43,543,826 | |
Masonite International Corp. (a) | 125,420 | 6,696,174 | |
NCI Building Systems, Inc. (a) | 208,893 | 979,708 | |
Owens Corning | 534,655 | 30,667,811 | |
Patrick Industries, Inc. (a) | 112,225 | 4,055,812 | |
PGT, Inc. (a) | 286,775 | 4,588,400 | |
Quanex Building Products Corp. | 167,170 | 2,878,667 | |
Resideo Technologies, Inc. (a) | 598,539 | 8,247,867 | |
Simpson Manufacturing Co. Ltd. | 194,546 | 12,489,853 | |
Tecogen, Inc. New (a) | 6,244 | 17,421 | |
Trex Co., Inc. (a)(b) | 285,417 | 24,411,716 | |
Universal Forest Products, Inc. | 299,771 | 11,721,046 | |
248,867,156 | |||
Commercial Services & Supplies - 1.3% | |||
ABM Industries, Inc. | 327,397 | 12,198,812 | |
ACCO Brands Corp. | 511,777 | 4,744,173 | |
Acme United Corp. (b) | 11,083 | 224,874 | |
ADS Waste Holdings, Inc. (a) | 348,252 | 11,290,330 | |
Amrep Corp. (a) | 2,694 | 14,440 | |
Aqua Metals, Inc. (a)(b) | 227,653 | 455,306 | |
ARC Document Solutions, Inc. (a) | 173,429 | 241,066 | |
Avalon Holdings Corp. Class A (a) | 10,366 | 22,909 | |
Brady Corp. Class A | 244,506 | 11,543,128 | |
BrightView Holdings, Inc. (a)(b) | 116,751 | 2,140,046 | |
Casella Waste Systems, Inc. Class A (a) | 212,857 | 9,684,994 | |
CECO Environmental Corp. (a) | 165,218 | 1,148,265 | |
Charah Solutions, Inc. (a) | 15,645 | 44,432 | |
Clean Harbors, Inc. (a) | 248,283 | 18,261,215 | |
CompX International, Inc. Class A | 715 | 10,832 | |
Covanta Holding Corp. | 571,440 | 9,828,768 | |
Deluxe Corp. | 215,800 | 9,944,064 | |
Document Security Systems, Inc. (a) | 48,601 | 20,276 | |
Ecology & Environment, Inc. Class A (b) | 5,529 | 83,654 | |
Ennis, Inc. | 134,871 | 2,712,256 | |
Evoqua Water Technologies Corp. (a) | 287,566 | 4,445,770 | |
Fuel Tech, Inc. (a) | 101,005 | 87,874 | |
Healthcare Services Group, Inc. (b) | 360,954 | 8,139,513 | |
Heritage-Crystal Clean, Inc. (a) | 67,703 | 1,658,724 | |
Herman Miller, Inc. | 286,845 | 12,127,807 | |
HNI Corp. | 211,821 | 6,606,697 | |
Hudson Technologies, Inc. (a)(b) | 164,908 | 83,114 | |
Industrial Services of America, Inc. (a) | 12,605 | 14,496 | |
Interface, Inc. | 306,378 | 3,385,477 | |
KAR Auction Services, Inc. | 655,651 | 17,414,091 | |
Kimball International, Inc. Class B | 181,166 | 3,179,463 | |
Knoll, Inc. | 249,538 | 5,754,346 | |
LSC Communications, Inc. | 169,253 | 220,029 | |
Matthews International Corp. Class A | 156,133 | 4,576,258 | |
McGrath RentCorp. | 121,570 | 7,784,127 | |
Mobile Mini, Inc. | 219,890 | 6,873,761 | |
MSA Safety, Inc. | 176,461 | 18,639,575 | |
NL Industries, Inc. (a) | 19,002 | 70,117 | |
NRC Group Holdings Corp.(a) | 30,239 | 355,006 | |
Odyssey Marine Exploration, Inc. (a)(b) | 34,805 | 160,103 | |
Performant Financial Corp. (a) | 99,740 | 118,691 | |
Perma-Fix Environmental Services, Inc. (a)(b) | 23,883 | 95,532 | |
PICO Holdings, Inc. (a) | 104,771 | 1,008,945 | |
Pitney Bowes, Inc. (b) | 903,808 | 3,217,556 | |
Quad/Graphics, Inc. (b) | 162,420 | 1,460,156 | |
Quest Resource Holding Corp. (a) | 35,687 | 94,571 | |
R.R. Donnelley & Sons Co. (b) | 328,128 | 794,070 | |
SP Plus Corp. (a) | 115,148 | 3,973,757 | |
Steelcase, Inc. Class A | 444,498 | 6,903,054 | |
Stericycle, Inc. (a)(b) | 425,558 | 19,103,299 | |
Team, Inc. (a)(b) | 153,146 | 2,523,846 | |
Tetra Tech, Inc. | 268,008 | 21,740,809 | |
The Brink's Co. | 247,098 | 18,594,125 | |
U.S. Ecology, Inc. | 110,122 | 6,670,090 | |
UniFirst Corp. | 74,826 | 14,659,162 | |
Viad Corp. | 101,001 | 6,527,695 | |
Virco Manufacturing Co. | 17,193 | 74,790 | |
VSE Corp. | 39,681 | 1,263,443 | |
305,013,779 | |||
Construction & Engineering - 0.7% | |||
AECOM (a) | 752,863 | 26,711,579 | |
Aegion Corp. (a) | 152,287 | 3,006,145 | |
Ameresco, Inc. Class A (a)(b) | 89,845 | 1,293,768 | |
Arcosa, Inc. | 239,412 | 7,778,496 | |
Argan, Inc. | 73,638 | 3,041,986 | |
Comfort Systems U.S.A., Inc. | 178,846 | 6,914,186 | |
Construction Partners, Inc. Class A (a) | 67,954 | 1,120,561 | |
Dycom Industries, Inc. (a)(b) | 153,156 | 6,815,442 | |
EMCOR Group, Inc. | 274,229 | 23,978,584 | |
Fluor Corp. | 675,802 | 11,941,421 | |
FTE Networks, Inc. (a)(b) | 20,228 | 15,426 | |
Goldfield Corp. | 99,734 | 239,362 | |
Granite Construction, Inc. | 227,488 | 6,469,759 | |
Great Lakes Dredge & Dock Corp. (a) | 317,596 | 3,442,741 | |
HC2 Holdings, Inc. (a)(b) | 168,360 | 336,720 | |
Ies Holdings, Inc. (a)(b) | 35,821 | 675,942 | |
Infrastructure and Energy Alternatives, Inc. (a)(b) | 45,210 | 169,538 | |
Keane Group, Inc. (a) | 234,730 | 1,244,069 | |
Limbach Holdings, Inc. (a) | 16,009 | 77,484 | |
MasTec, Inc. (a)(b) | 304,830 | 19,164,662 | |
MYR Group, Inc. (a) | 85,412 | 2,448,762 | |
Northwest Pipe Co. (a) | 43,777 | 1,006,871 | |
NV5 Holdings, Inc. (a) | 47,204 | 2,913,903 | |
Orion Group Holdings, Inc. (a) | 157,272 | 651,106 | |
Primoris Services Corp. | 206,460 | 4,034,228 | |
Sterling Construction Co., Inc. (a)(b) | 123,494 | 1,381,898 | |
Tutor Perini Corp. (a)(b) | 196,722 | 1,965,253 | |
Valmont Industries, Inc. | 107,120 | 14,514,760 | |
Williams Scotsman Corp. (a)(b) | 201,390 | 2,809,391 | |
156,164,043 | |||
Electrical Equipment - 0.8% | |||
Acuity Brands, Inc. | 194,434 | 24,383,968 | |
Allied Motion Technologies, Inc. | 38,595 | 1,243,145 | |
American Superconductor Corp. (a)(b) | 87,329 | 669,813 | |
AZZ, Inc. | 127,850 | 5,276,370 | |
Babcock & Wilcox Enterprises, Inc. (a)(b) | 91,763 | 337,688 | |
Broadwind Energy, Inc. (a) | 60,375 | 117,128 | |
Capstone Turbine Corp. (a)(b) | 261,351 | 170,924 | |
Encore Wire Corp. | 104,477 | 5,640,713 | |
Energous Corp. (a)(b) | 117,754 | 428,625 | |
Energy Focus, Inc. (a)(b) | 30,849 | 12,340 | |
EnerSys | 214,800 | 12,028,800 | |
Espey Manufacturing & Electronics Corp. | 5,259 | 132,053 | |
FuelCell Energy, Inc. (a)(b) | 528,539 | 177,061 | |
Generac Holdings, Inc. (a) | 306,943 | 23,938,485 | |
GrafTech International Ltd. (b) | 303,902 | 3,704,565 | |
Hubbell, Inc. Class B | 267,934 | 35,136,865 | |
Ideal Power, Inc. (a)(b) | 1,768 | 6,984 | |
LSI Industries, Inc. | 117,225 | 523,996 | |
Ocean Power Technologies, Inc. (a)(b) | 3,545 | 5,849 | |
Orion Energy Systems, Inc. (a) | 115,336 | 298,720 | |
Plug Power, Inc. (a)(b) | 1,233,982 | 2,677,741 | |
Polar Power, Inc. (a) | 7,179 | 24,839 | |
Powell Industries, Inc. | 42,127 | 1,530,053 | |
Preformed Line Products Co. | 12,621 | 646,826 | |
Regal Beloit Corp. | 209,579 | 14,859,151 | |
Revolution Lighting Technologies, Inc. (a)(b) | 37,668 | 12,054 | |
Sensata Technologies, Inc. PLC (a) | 796,596 | 36,308,846 | |
Sunrun, Inc. (a) | 374,647 | 5,743,339 | |
Sunworks, Inc. (a)(b) | 6,667 | 16,601 | |
Thermon Group Holdings, Inc. (a) | 157,761 | 3,431,302 | |
TPI Composites, Inc. (a)(b) | 92,687 | 1,634,999 | |
Ultralife Corp. (a) | 68,420 | 586,359 | |
Vicor Corp. (a)(b) | 82,064 | 2,502,131 | |
Vivint Solar, Inc. (a)(b) | 220,814 | 1,779,761 | |
185,988,094 | |||
Industrial Conglomerates - 0.3% | |||
Carlisle Companies, Inc. | 280,488 | 40,659,540 | |
ITT, Inc. | 419,746 | 23,891,942 | |
Raven Industries, Inc. | 180,488 | 5,264,835 | |
69,816,317 | |||
Machinery - 3.3% | |||
Actuant Corp. Class A (b) | 306,290 | 6,802,701 | |
AGCO Corp. | 316,914 | 21,905,096 | |
Alamo Group, Inc. | 47,702 | 5,446,614 | |
Albany International Corp. Class A | 148,045 | 12,172,260 | |
Allison Transmission Holdings, Inc. | 588,865 | 26,163,272 | |
Altra Industrial Motion Corp. | 315,500 | 8,199,845 | |
Apergy Corp. (a) | 375,938 | 9,766,869 | |
ARC Group Worldwide, Inc. (a) | 25,348 | 4,309 | |
Art's-Way Manufacturing Co., Inc. (a) | 31,860 | 64,994 | |
Astec Industries, Inc. | 114,801 | 3,168,508 | |
ASV Holdings, Inc. (a) | 3,100 | 21,793 | |
Barnes Group, Inc. | 230,789 | 10,350,887 | |
Blue Bird Corp. (a)(b) | 73,463 | 1,339,965 | |
Briggs & Stratton Corp. (b) | 214,900 | 928,368 | |
Cactus, Inc. (a) | 233,506 | 5,947,398 | |
Chart Industries, Inc. (a)(b) | 173,579 | 10,907,704 | |
Chicago Rivet & Machine Co. | 758 | 21,035 | |
CIRCOR International, Inc. (a)(b) | 95,779 | 3,291,924 | |
Colfax Corp. (a)(b) | 464,922 | 12,645,878 | |
Columbus McKinnon Corp. (NY Shares) | 105,094 | 3,401,893 | |
Commercial Vehicle Group, Inc. (a) | 137,261 | 871,607 | |
Crane Co. | 248,432 | 18,940,456 | |
Donaldson Co., Inc. | 615,798 | 29,779,991 | |
Douglas Dynamics, Inc. | 112,479 | 4,697,123 | |
Eastern Co. | 26,978 | 595,135 | |
Energy Recovery, Inc. (a)(b) | 161,133 | 1,558,156 | |
EnPro Industries, Inc. | 101,147 | 6,299,435 | |
ESCO Technologies, Inc. | 128,568 | 9,787,882 | |
ExOne Co. (a)(b) | 45,878 | 377,117 | |
Federal Signal Corp. | 295,919 | 8,791,753 | |
Franklin Electric Co., Inc. | 190,610 | 8,739,469 | |
FreightCar America, Inc. (a)(b) | 53,070 | 221,833 | |
Gardner Denver Holdings, Inc. (a)(b) | 635,894 | 18,237,440 | |
Gates Industrial Corp. PLC (a) | 235,605 | 2,049,764 | |
Gencor Industries, Inc. (a) | 29,953 | 342,662 | |
Gorman-Rupp Co. | 93,529 | 2,793,711 | |
Graco, Inc. | 819,538 | 37,346,347 | |
Graham Corp. | 39,837 | 733,399 | |
Greenbrier Companies, Inc. | 154,101 | 3,589,012 | |
Harsco Corp. (a) | 393,367 | 7,041,269 | |
Hillenbrand, Inc. | 303,149 | 8,318,409 | |
Hurco Companies, Inc. | 26,517 | 846,157 | |
Hyster-Yale Materials Handling Class A | 48,641 | 2,653,367 | |
Jason Industries, Inc. (a) | 54,859 | 27,687 | |
John Bean Technologies Corp. | 155,316 | 15,891,933 | |
Kadant, Inc. | 54,710 | 4,502,086 | |
Kennametal, Inc. | 396,658 | 11,856,108 | |
L.B. Foster Co. Class A (a) | 47,741 | 950,523 | |
Lincoln Electric Holdings, Inc. (b) | 306,355 | 25,292,669 | |
Lindsay Corp. (b) | 53,541 | 4,725,529 | |
LiqTech International, Inc. (a)(b) | 85,306 | 577,522 | |
Lydall, Inc. (a) | 86,460 | 1,738,711 | |
Manitex International, Inc. (a) | 80,512 | 452,477 | |
Manitowoc Co., Inc. (a) | 187,116 | 2,338,950 | |
Meritor, Inc. (a) | 408,354 | 6,868,514 | |
MFRI, Inc. (a) | 13,179 | 108,068 | |
Middleby Corp. (a) | 272,827 | 29,918,209 | |
Milacron Holdings Corp. (a) | 338,953 | 5,372,405 | |
Miller Industries, Inc. | 59,280 | 1,854,871 | |
Mueller Industries, Inc. | 276,894 | 7,298,926 | |
Mueller Water Products, Inc. Class A | 773,518 | 8,090,998 | |
Navistar International Corp. New (a) | 321,245 | 7,388,635 | |
NN, Inc. (b) | 207,276 | 1,330,712 | |
Nordson Corp. | 251,062 | 34,134,390 | |
Omega Flex, Inc. | 14,880 | 1,252,896 | |
Oshkosh Corp. | 340,902 | 23,955,184 | |
Park-Ohio Holdings Corp. | 39,609 | 1,076,969 | |
ProPetro Holding Corp. (a) | 357,790 | 3,810,464 | |
Proto Labs, Inc. (a) | 132,341 | 12,537,986 | |
RBC Bearings, Inc. (a) | 123,299 | 19,669,889 | |
Rexnord Corp. (a) | 511,591 | 13,393,452 | |
Spartan Motors, Inc. | 152,982 | 1,929,103 | |
SPX Corp. (a) | 217,171 | 8,241,639 | |
SPX Flow, Inc. (a)(b) | 208,664 | 7,034,063 | |
Standex International Corp. | 62,527 | 4,298,731 | |
Sun Hydraulics Corp. | 142,441 | 6,095,050 | |
Taylor Devices, Inc. (a) | 3,749 | 41,801 | |
Tennant Co. (b) | 89,868 | 6,146,073 | |
Terex Corp. | 300,959 | 7,472,812 | |
The L.S. Starrett Co. Class A (a) | 20,155 | 111,256 | |
Timken Co. | 334,218 | 13,428,879 | |
Titan International, Inc. | 259,294 | 674,164 | |
Toro Co. | 522,010 | 37,589,940 | |
TriMas Corp. (a) | 223,590 | 6,569,074 | |
Trinity Industries, Inc. (b) | 633,385 | 11,065,236 | |
Twin Disc, Inc. (a) | 40,233 | 406,756 | |
Wabash National Corp. | 276,470 | 3,771,051 | |
WABCO Holdings, Inc. (a) | 248,100 | 33,123,831 | |
Watts Water Technologies, Inc. Class A | 135,262 | 12,394,057 | |
Welbilt, Inc. (a) | 639,555 | 10,066,596 | |
Woodward, Inc. | 272,756 | 29,416,735 | |
763,456,417 | |||
Marine - 0.1% | |||
Eagle Bulk Shipping, Inc. (a)(b) | 374,845 | 1,724,287 | |
Genco Shipping & Trading Ltd. (a) | 82,800 | 791,568 | |
Kirby Corp. (a) | 264,721 | 19,480,818 | |
Matson, Inc. | 212,766 | 7,559,576 | |
Pangaea Logistics Solutions Ltd. (b) | 5,684 | 17,734 | |
29,573,983 | |||
Professional Services - 1.6% | |||
Acacia Research Corp. (a) | 241,785 | 631,059 | |
Asgn, Inc. (a) | 259,072 | 16,184,228 | |
Barrett Business Services, Inc. | 37,761 | 3,290,116 | |
BG Staffing, Inc. | 40,536 | 759,645 | |
CBIZ, Inc. (a) | 276,883 | 6,185,566 | |
Command Center, Inc. (a)(b) | 19,482 | 135,595 | |
CoStar Group, Inc. (a) | 178,328 | 109,648,537 | |
CRA International, Inc. | 41,098 | 1,598,301 | |
DLH Holdings Corp. (a) | 3,557 | 14,690 | |
Exponent, Inc. | 254,638 | 18,051,288 | |
Forrester Research, Inc. | 53,132 | 1,852,713 | |
Franklin Covey Co. (a) | 68,791 | 2,530,821 | |
FTI Consulting, Inc. (a) | 187,679 | 20,295,607 | |
GEE Group, Inc. (a) | 3,724 | 2,085 | |
GP Strategies Corp. (a) | 73,891 | 951,716 | |
Heidrick & Struggles International, Inc. | 95,670 | 2,540,039 | |
Hill International, Inc. (a) | 111,120 | 327,804 | |
Hudson Global, Inc. (a) | 7,326 | 90,769 | |
Huron Consulting Group, Inc. (a) | 113,482 | 6,946,233 | |
ICF International, Inc. | 92,921 | 7,866,692 | |
InnerWorkings, Inc. (a) | 215,796 | 914,975 | |
Insperity, Inc. | 182,726 | 18,100,838 | |
Kelly Services, Inc. Class A (non-vtg.) | 161,270 | 3,904,347 | |
Kforce, Inc. | 115,925 | 3,772,200 | |
Korn Ferry | 276,198 | 10,793,818 | |
Lightbridge Corp. (a)(b) | 31,907 | 22,016 | |
Manpower, Inc. | 292,121 | 23,877,971 | |
Mastech Digital, Inc. (a) | 8,886 | 51,539 | |
MISTRAS Group, Inc. (a) | 85,188 | 1,243,745 | |
Navigant Consulting, Inc. | 196,147 | 5,466,617 | |
RCM Technologies, Inc. (a) | 26,331 | 88,209 | |
Rekor Systems, Inc. (a)(b) | 41,599 | 133,117 | |
Resources Connection, Inc. | 152,772 | 2,528,377 | |
Spherix, Inc. (a)(b) | 1,109 | 2,251 | |
Staffing 360 Solutions, Inc. (b) | 32,301 | 43,606 | |
TransUnion Holding Co., Inc. | 911,177 | 76,219,956 | |
TriNet Group, Inc. (a) | 212,381 | 14,257,137 | |
TrueBlue, Inc. (a) | 197,830 | 3,839,880 | |
Volt Information Sciences, Inc. (a) | 56,277 | 179,524 | |
Willdan Group, Inc. (a)(b) | 47,577 | 1,719,909 | |
367,063,536 | |||
Road & Rail - 1.0% | |||
AMERCO | 37,968 | 13,350,308 | |
ArcBest Corp. | 130,647 | 3,868,458 | |
Avis Budget Group, Inc. (a) | 308,880 | 7,650,958 | |
Covenant Transport Group, Inc. Class A (a) | 66,809 | 960,713 | |
Daseke, Inc. (a) | 271,093 | 477,124 | |
Genesee & Wyoming, Inc. Class A (a) | 274,107 | 30,392,984 | |
Heartland Express, Inc. | 235,593 | 4,846,148 | |
Hertz Global Holdings, Inc. (a)(b) | 458,870 | 5,556,916 | |
Knight-Swift Transportation Holdings, Inc. Class A (b) | 614,080 | 20,964,691 | |
Landstar System, Inc. (b) | 197,079 | 21,978,250 | |
Lyft, Inc. | 163,857 | 8,024,077 | |
Marten Transport Ltd. | 198,044 | 3,895,525 | |
Old Dominion Freight Lines, Inc. | 315,263 | 51,627,469 | |
P.A.M. Transportation Services, Inc. (a) | 11,803 | 680,915 | |
Patriot Transportation Holding, Inc. (a) | 5,715 | 104,299 | |
Roadrunner Transportation Systems, Inc. (a)(b) | 10,165 | 97,787 | |
Ryder System, Inc. | 259,064 | 12,479,113 | |
Saia, Inc. (a) | 127,509 | 10,907,120 | |
Schneider National, Inc. Class B | 136,954 | 2,662,386 | |
U.S. Xpress Enterprises, Inc. (a)(b) | 93,849 | 394,166 | |
U.S.A. Truck, Inc. (a)(b) | 35,507 | 308,201 | |
Uber Technologies, Inc. (b) | 973,494 | 31,706,700 | |
Universal Logistics Holdings, Inc. | 41,673 | 873,049 | |
Werner Enterprises, Inc. (b) | 225,360 | 7,364,765 | |
YRC Worldwide, Inc. (a)(b) | 164,196 | 357,947 | |
241,530,069 | |||
Trading Companies & Distributors - 1.0% | |||
AeroCentury Corp. (a) | 726 | 4,617 | |
Air Lease Corp. Class A | 502,502 | 20,873,933 | |
Aircastle Ltd. | 266,878 | 5,831,284 | |
Applied Industrial Technologies, Inc. | 188,352 | 10,056,113 | |
Beacon Roofing Supply, Inc. (a) | 338,805 | 10,801,103 | |
BlueLinx Corp. (a)(b) | 48,659 | 1,396,027 | |
BMC Stock Holdings, Inc. (a) | 328,879 | 8,363,393 | |
CAI International, Inc. (a) | 83,540 | 1,769,377 | |
DXP Enterprises, Inc. (a) | 81,122 | 2,632,409 | |
EVI Industries, Inc. (b) | 23,108 | 688,849 | |
GATX Corp. (b) | 176,734 | 13,117,197 | |
General Finance Corp. (a) | 73,463 | 607,539 | |
H&E Equipment Services, Inc. | 159,655 | 3,878,020 | |
HD Supply Holdings, Inc. (a) | 818,364 | 31,842,543 | |
Herc Holdings, Inc. (a) | 120,931 | 4,992,032 | |
Houston Wire & Cable Co. (a) | 67,850 | 306,682 | |
Huttig Building Products, Inc. (a)(b) | 72,927 | 164,086 | |
India Globalization Capital, Inc. (a)(b) | 172,304 | 177,473 | |
Kaman Corp. | 136,039 | 7,943,317 | |
Lawson Products, Inc. (a) | 39,966 | 1,456,761 | |
MRC Global, Inc. (a) | 414,465 | 5,209,825 | |
MSC Industrial Direct Co., Inc. Class A | 218,312 | 14,762,257 | |
Now, Inc. (a)(b) | 540,919 | 6,431,527 | |
Rush Enterprises, Inc. Class A | 164,234 | 5,930,490 | |
SiteOne Landscape Supply, Inc. (a)(b) | 200,782 | 15,701,152 | |
Systemax, Inc. | 72,976 | 1,464,628 | |
Titan Machinery, Inc. (a) | 93,368 | 1,406,122 | |
Transcat, Inc. (a) | 40,113 | 931,825 | |
Triton International Ltd. (b) | 261,173 | 8,396,712 | |
Univar, Inc. (a) | 642,590 | 12,434,117 | |
Veritiv Corp. (a) | 61,994 | 1,026,621 | |
Watsco, Inc. (b) | 155,028 | 25,354,829 | |
WESCO International, Inc. (a) | 204,085 | 9,200,152 | |
Willis Lease Finance Corp. (a) | 20,314 | 1,254,796 | |
236,407,808 | |||
Transportation Infrastructure - 0.1% | |||
Macquarie Infrastructure Co. LLC | 376,450 | 14,237,339 | |
TOTAL INDUSTRIALS | 3,125,475,576 | ||
INFORMATION TECHNOLOGY - 18.9% | |||
Communications Equipment - 0.8% | |||
Acacia Communications, Inc. (a) | 138,689 | 8,744,341 | |
ADTRAN, Inc. | 234,904 | 2,412,464 | |
Applied Optoelectronics, Inc. (a)(b) | 103,325 | 919,593 | |
Aviat Networks, Inc. (a) | 17,942 | 255,494 | |
BK Technologies Corp. | 68,107 | 265,617 | |
CalAmp Corp. (a) | 167,160 | 1,604,736 | |
Calix Networks, Inc. (a) | 240,815 | 1,447,298 | |
Ciena Corp. (a) | 699,448 | 28,628,407 | |
Clearfield, Inc. (a) | 45,080 | 481,905 | |
ClearOne, Inc. (a)(b) | 68,406 | 153,229 | |
CommScope Holding Co., Inc. (a) | 941,416 | 10,110,808 | |
Communications Systems, Inc. | 9,122 | 41,323 | |
Comtech Telecommunications Corp. | 119,418 | 3,194,432 | |
Dasan Zhone Solutions, Inc. (a) | 42,919 | 457,946 | |
Digi International, Inc. (a) | 143,313 | 1,831,540 | |
EchoStar Holding Corp. Class A (a) | 237,767 | 10,045,656 | |
EMCORE Corp. (a) | 116,856 | 333,040 | |
Extreme Networks, Inc. (a) | 608,620 | 4,065,582 | |
Finisar Corp. (a) | 573,339 | 12,963,195 | |
Harmonic, Inc. (a)(b) | 452,410 | 2,981,382 | |
Infinera Corp. (a)(b) | 738,753 | 3,937,553 | |
InterDigital, Inc. | 154,283 | 7,586,095 | |
KVH Industries, Inc. (a) | 55,592 | 517,006 | |
Lantronix, Inc. (a) | 36,109 | 118,438 | |
Lumentum Holdings, Inc. (a) | 372,397 | 20,764,857 | |
NETGEAR, Inc. (a)(b) | 153,907 | 5,343,651 | |
NetScout Systems, Inc. (a) | 340,145 | 7,534,212 | |
Network-1 Security Solutions, Inc. | 44,887 | 109,524 | |
Optical Cable Corp. (a) | 11,253 | 41,524 | |
PC-Tel, Inc. | 65,156 | 444,364 | |
Plantronics, Inc. | 159,857 | 4,966,757 | |
Resonant, Inc. (a)(b) | 88,838 | 295,831 | |
Sonus Networks, Inc. (a) | 258,535 | 1,336,626 | |
Technical Communications Corp. (a) | 2,782 | 6,566 | |
Tessco Technologies, Inc. | 29,976 | 443,045 | |
Ubiquiti, Inc. (b) | 93,246 | 10,304,615 | |
ViaSat, Inc. (a)(b) | 278,098 | 22,061,514 | |
Viavi Solutions, Inc. (a) | 1,114,515 | 15,480,613 | |
Westell Technologies, Inc. Class A (a)(b) | 36,810 | 50,798 | |
xG Technology, Inc. (a)(b) | 338 | 277 | |
192,281,854 | |||
Electronic Equipment & Components - 2.8% | |||
ADDvantage Technologies Group, Inc. (a) | 11,707 | 21,073 | |
ADT, Inc. (b) | 614,263 | 2,923,892 | |
Akoustis Technologies, Inc. (a)(b) | 124,372 | 910,403 | |
Anixter International, Inc. (a) | 143,641 | 8,614,151 | |
Applied DNA Sciences, Inc. (a)(b) | 174,455 | 53,209 | |
Arlo Technologies, Inc. | 387,678 | 1,217,309 | |
Arrow Electronics, Inc. (a) | 413,735 | 28,630,462 | |
Avnet, Inc. | 522,872 | 21,903,108 | |
AVX Corp. | 243,060 | 3,293,463 | |
Badger Meter, Inc. | 142,560 | 7,353,245 | |
Bel Fuse, Inc. Class B (non-vtg.) | 57,152 | 628,672 | |
Belden, Inc. | 191,756 | 8,745,991 | |
Benchmark Electronics, Inc. | 192,217 | 5,089,906 | |
Cardtronics PLC (a)(b) | 183,810 | 5,444,452 | |
Casa Systems, Inc. (a) | 137,941 | 794,540 | |
CDW Corp. | 711,520 | 82,180,560 | |
Cemtrex, Inc. (a)(b) | 4,301 | 6,796 | |
ClearSign Combustion Corp. (a)(b) | 88,193 | 119,061 | |
Coda Octopus Group, Inc. (a)(b) | 22,486 | 199,676 | |
Cognex Corp. (b) | 837,825 | 37,769,151 | |
Coherent, Inc. (a)(b) | 117,801 | 17,076,433 | |
CTS Corp. | 163,045 | 4,651,674 | |
CUI Global, Inc. (a)(b) | 85,811 | 46,081 | |
Daktronics, Inc. | 187,333 | 1,354,418 | |
Data I/O Corp. (a) | 25,384 | 93,667 | |
Dell Technologies, Inc. (a) | 731,384 | 37,688,218 | |
Digital Ally, Inc. (a)(b) | 43,337 | 52,438 | |
Dolby Laboratories, Inc. Class A | 315,259 | 19,407,344 | |
DPW Holdings, Inc. (a)(b) | 300 | 915 | |
eMagin Corp. (a) | 59,414 | 24,366 | |
ePlus, Inc. (a) | 66,423 | 5,428,088 | |
Fabrinet (a) | 182,249 | 9,201,752 | |
FARO Technologies, Inc. (a) | 87,303 | 4,298,800 | |
Fitbit, Inc. (a)(b) | 1,039,601 | 3,212,367 | |
Frequency Electronics, Inc. (a) | 18,714 | 202,673 | |
I. D. Systems Inc. (a)(b) | 44,410 | 240,258 | |
Identiv, Inc. (a) | 50,133 | 243,145 | |
IEC Electronics Corp. (a) | 42,451 | 279,752 | |
II-VI, Inc. (a)(b) | 299,090 | 11,218,866 | |
Image Sensing Systems, Inc. (a)(b) | 9,582 | 46,952 | |
Insight Enterprises, Inc. (a) | 178,420 | 8,574,865 | |
Intellicheck, Inc. (a)(b) | 65,588 | 318,102 | |
Iteris, Inc. (a) | 186,262 | 1,013,265 | |
Itron, Inc. (a) | 163,528 | 11,357,020 | |
Jabil, Inc. | 692,062 | 19,938,306 | |
KEMET Corp. | 283,468 | 4,748,089 | |
KEY Tronic Corp. (a) | 23,421 | 119,447 | |
Kimball Electronics, Inc. (a) | 128,173 | 1,693,165 | |
Knowles Corp. (a) | 450,026 | 9,126,527 | |
LGL Group, Inc. (a) | 6,067 | 59,153 | |
LightPath Technologies, Inc. Class A (a) | 75,176 | 58,637 | |
Littelfuse, Inc. | 120,797 | 18,852,788 | |
LRAD Corp. (a) | 86,279 | 317,507 | |
Luna Innovations, Inc. (a) | 134,554 | 857,109 | |
Methode Electronics, Inc. Class A | 183,996 | 5,840,033 | |
MicroVision, Inc. (a)(b) | 416,568 | 252,773 | |
MTS Systems Corp. | 86,712 | 4,931,311 | |
Napco Security Technolgies, Inc. (a) | 59,429 | 2,049,112 | |
National Instruments Corp. | 550,005 | 23,100,210 | |
Neonode, Inc. (a)(b) | 11,971 | 29,928 | |
Novanta, Inc. (a) | 163,211 | 12,240,825 | |
OSI Systems, Inc. (a) | 83,488 | 8,767,075 | |
Par Technology Corp. (a)(b) | 50,820 | 1,175,467 | |
PC Connection, Inc. | 59,843 | 2,108,269 | |
PC Mall, Inc. (a) | 44,663 | 1,563,205 | |
Perceptron, Inc. (a) | 32,730 | 151,540 | |
Plexus Corp. (a) | 148,202 | 8,478,636 | |
Research Frontiers, Inc. (a)(b) | 113,120 | 509,040 | |
RF Industries Ltd. | 34,355 | 259,380 | |
Richardson Electronics Ltd. | 36,172 | 213,415 | |
Rogers Corp. (a) | 90,397 | 11,970,371 | |
Sanmina Corp. (a) | 342,275 | 9,891,748 | |
ScanSource, Inc. (a) | 126,716 | 3,580,994 | |
Sigmatron International, Inc. (a) | 11,250 | 46,800 | |
Superconductor Technologies, Inc. (a) | 2,752 | 1,855 | |
SYNNEX Corp. | 202,867 | 17,002,283 | |
Tech Data Corp. (a) | 179,903 | 16,682,405 | |
Trimble, Inc. (a) | 1,221,587 | 45,833,944 | |
TTM Technologies, Inc. (a)(b) | 471,036 | 5,021,244 | |
Vishay Intertechnology, Inc. | 642,156 | 10,165,329 | |
Vishay Precision Group, Inc. (a) | 61,860 | 1,933,125 | |
Wayside Technology Group, Inc. | 13,193 | 180,876 | |
Wireless Telecom Group, Inc. (a) | 34,803 | 48,028 | |
Wrap Technologies, Inc. (a)(b) | 32,286 | 133,987 | |
Zebra Technologies Corp. Class A (a) | 264,776 | 54,287,023 | |
656,151,538 | |||
IT Services - 3.6% | |||
3PEA International, Inc. (a)(b) | 144,577 | 1,921,428 | |
Alithya Group, Inc. (a) | 33,434 | 92,947 | |
ALJ Regional Holdings, Inc. (a) | 9,675 | 15,480 | |
AMERI Holdings, Inc. (a)(b) | 269,695 | 57,823 | |
Booz Allen Hamilton Holding Corp. Class A | 683,840 | 51,636,758 | |
Brightcove, Inc. (a) | 172,903 | 2,131,894 | |
CACI International, Inc. Class A (a) | 121,248 | 26,952,218 | |
Carbonite, Inc. (a) | 158,934 | 1,915,155 | |
Cass Information Systems, Inc. | 57,105 | 2,889,513 | |
Computer Task Group, Inc. (a) | 43,271 | 218,951 | |
Conduent, Inc. (a) | 913,685 | 5,948,089 | |
CoreLogic, Inc. (a) | 399,381 | 19,330,040 | |
CSG Systems International, Inc. | 166,051 | 8,946,828 | |
CSP, Inc. | 3,689 | 50,355 | |
Elastic NV (b) | 35,613 | 3,130,027 | |
Endurance International Group Holdings, Inc. (a) | 400,898 | 2,020,526 | |
EPAM Systems, Inc. (a) | 253,288 | 48,461,593 | |
Euronet Worldwide, Inc. (a) | 253,973 | 38,893,425 | |
EVERTEC, Inc. | 298,273 | 10,397,797 | |
EVO Payments, Inc. Class A (a) | 147,784 | 4,386,229 | |
Exela Technologies, Inc. (a) | 248,418 | 285,681 | |
ExlService Holdings, Inc. (a) | 170,154 | 11,519,426 | |
Fastly, Inc. Class A (b) | 53,446 | 1,688,894 | |
Fiserv, Inc. (a) | 548 | 58,603 | |
Genpact Ltd. | 727,734 | 29,807,985 | |
GoDaddy, Inc. (a) | 859,515 | 54,441,680 | |
GreenSky, Inc. Class A (a)(b) | 222,038 | 1,509,858 | |
GTT Communications, Inc. (a)(b) | 164,309 | 1,562,579 | |
Hackett Group, Inc. | 132,731 | 2,140,951 | |
i3 Verticals, Inc. Class A (a) | 61,413 | 1,389,162 | |
Information Services Group, Inc. (a) | 106,909 | 284,378 | |
Innodata, Inc. (a) | 57,046 | 73,019 | |
Internap Network Services Corp. (a)(b) | 84,025 | 184,855 | |
KBR, Inc. | 688,271 | 17,564,676 | |
Limelight Networks, Inc. (a) | 561,479 | 1,364,394 | |
Liveramp Holdings, Inc. (a) | 340,441 | 14,421,081 | |
ManTech International Corp. Class A | 133,382 | 9,374,087 | |
Marathon Patent Group, Inc. (a)(b) | 13,462 | 22,482 | |
Maximus, Inc. | 312,208 | 24,021,284 | |
ModusLink Global Solutions, Inc. (a) | 124,462 | 217,809 | |
MoneyGram International, Inc. (a)(b) | 141,146 | 604,105 | |
MongoDB, Inc. Class A (a)(b) | 160,418 | 24,433,266 | |
NIC, Inc. | 332,798 | 6,928,854 | |
Okta, Inc. (a) | 509,144 | 64,406,716 | |
Perficient, Inc. (a) | 164,494 | 6,059,959 | |
Perspecta, Inc. | 692,885 | 17,980,366 | |
PFSweb, Inc. (a) | 68,404 | 145,701 | |
Presidio, Inc. | 242,687 | 3,887,846 | |
PRG-Schultz International, Inc. (a) | 113,057 | 609,377 | |
Sabre Corp. | 1,347,730 | 31,860,337 | |
Science Applications International Corp. | 247,977 | 21,824,456 | |
ServiceSource International, Inc. (a) | 310,800 | 285,936 | |
Square, Inc. (a)(b) | 1,543,850 | 95,471,684 | |
StarTek, Inc. (a) | 53,760 | 334,925 | |
Switch, Inc. Class A (b) | 253,158 | 4,151,791 | |
Sykes Enterprises, Inc. (a) | 195,468 | 5,668,572 | |
Ttec Holdings, Inc. | 70,995 | 3,330,375 | |
Twilio, Inc. Class A (a)(b) | 571,762 | 74,597,788 | |
U.S.A. Technologies, Inc. (a)(b) | 287,318 | 2,364,627 | |
Unisys Corp. (a)(b) | 261,757 | 1,711,891 | |
Verra Mobility Corp. (a)(b) | 565,284 | 7,868,753 | |
Virtusa Corp. (a) | 140,706 | 5,085,115 | |
WEX, Inc. (a) | 211,572 | 43,277,053 | |
WidePoint Corp. (a) | 264,173 | 91,800 | |
824,311,253 | |||
Semiconductors & Semiconductor Equipment - 2.8% | |||
ACM Research, Inc. (a)(b) | 36,968 | 528,642 | |
Adesto Technologies Corp. (a) | 132,581 | 1,352,326 | |
Advanced Energy Industries, Inc. (a) | 185,444 | 9,576,328 | |
AEHR Test Systems (a) | 77,697 | 104,114 | |
Alpha & Omega Semiconductor Ltd. (a) | 93,791 | 1,104,858 | |
Amkor Technology, Inc. (a) | 637,965 | 5,582,194 | |
Amtech Systems, Inc. (a) | 53,049 | 268,958 | |
Aquantia Corp. (a) | 126,466 | 1,666,822 | |
Atomera, Inc. (a)(b) | 60,574 | 247,142 | |
Axcelis Technologies, Inc. (a) | 162,060 | 2,481,139 | |
AXT, Inc. (a)(b) | 163,305 | 553,604 | |
Brooks Automation, Inc. | 351,808 | 11,725,761 | |
Cabot Microelectronics Corp. | 142,922 | 17,815,227 | |
Ceva, Inc. (a) | 108,080 | 3,394,793 | |
Cirrus Logic, Inc. (a) | 288,450 | 15,472,458 | |
Cohu, Inc. | 199,201 | 2,374,476 | |
Cree, Inc. (a) | 517,124 | 22,200,133 | |
CVD Equipment Corp. (a) | 12,659 | 46,838 | |
CyberOptics Corp. (a)(b) | 31,816 | 435,243 | |
Cypress Semiconductor Corp. | 1,785,693 | 41,088,796 | |
Diodes, Inc. (a) | 195,673 | 7,151,848 | |
DSP Group, Inc. (a) | 106,594 | 1,475,261 | |
Enphase Energy, Inc. (a)(b) | 386,962 | 11,481,163 | |
Entegris, Inc. | 666,635 | 28,551,977 | |
First Solar, Inc. (a) | 372,943 | 23,148,572 | |
FormFactor, Inc. (a) | 371,995 | 6,357,395 | |
GSI Technology, Inc. (a) | 71,555 | 601,062 | |
Ichor Holdings Ltd. (a) | 117,239 | 2,492,501 | |
Impinj, Inc. (a)(b) | 76,135 | 2,769,791 | |
Inphi Corp. (a) | 220,022 | 13,463,146 | |
Intermolecular, Inc. (a) | 44,940 | 53,254 | |
Intest Corp. (a) | 33,374 | 140,171 | |
Kopin Corp. (a) | 302,580 | 280,552 | |
Kulicke & Soffa Industries, Inc. | 318,432 | 6,632,939 | |
Lattice Semiconductor Corp. (a) | 653,620 | 12,869,778 | |
MACOM Technology Solutions Holdings, Inc. (a)(b) | 225,315 | 4,425,187 | |
Marvell Technology Group Ltd. | 2,906,923 | 69,678,944 | |
MaxLinear, Inc. Class A (a)(b) | 315,065 | 6,244,588 | |
MKS Instruments, Inc. | 264,480 | 20,706,139 | |
Monolithic Power Systems, Inc. | 193,036 | 29,063,500 | |
MoSys, Inc. (a)(b) | 813 | 2,163 | |
Nanometrics, Inc. (a) | 122,181 | 3,334,319 | |
NeoPhotonics Corp. (a) | 188,143 | 1,177,775 | |
NVE Corp. | 23,223 | 1,490,917 | |
ON Semiconductor Corp. (a) | 2,021,428 | 35,981,418 | |
PDF Solutions, Inc. (a) | 138,524 | 1,622,116 | |
Photronics, Inc. (a) | 332,942 | 3,595,774 | |
Pixelworks, Inc. (a) | 137,421 | 432,876 | |
Power Integrations, Inc. (b) | 145,724 | 12,972,350 | |
QuickLogic Corp. (a)(b) | 362,578 | 138,686 | |
Rambus, Inc. (a) | 555,896 | 6,970,936 | |
Rubicon Technology, Inc. (a) | 8,459 | 77,400 | |
Rudolph Technologies, Inc. (a) | 153,852 | 3,383,205 | |
Semtech Corp. (a)(b) | 328,344 | 13,780,598 | |
Silicon Laboratories, Inc. (a) | 209,003 | 22,781,327 | |
SMART Global Holdings, Inc. (a)(b) | 66,413 | 1,886,793 | |
SolarEdge Technologies, Inc. (a)(b) | 217,977 | 17,856,676 | |
SunPower Corp. (a) | 306,995 | 3,843,577 | |
Synaptics, Inc. (a)(b) | 165,586 | 5,302,064 | |
Teradyne, Inc. | 835,988 | 44,282,284 | |
Ultra Clean Holdings, Inc. (a) | 204,869 | 2,446,136 | |
Universal Display Corp. | 208,339 | 42,807,414 | |
Veeco Instruments, Inc. (a) | 259,280 | 2,400,933 | |
Versum Materials, Inc. | 526,296 | 27,367,392 | |
Xperi Corp. | 246,179 | 4,509,999 | |
646,052,748 | |||
Software - 8.7% | |||
2U, Inc. (a)(b) | 276,803 | 4,949,238 | |
8x8, Inc. (a)(b) | 465,563 | 11,317,837 | |
A10 Networks, Inc. (a) | 286,209 | 1,986,290 | |
ACI Worldwide, Inc. (a) | 547,841 | 16,314,705 | |
Agilysys, Inc. (a) | 93,577 | 2,549,973 | |
Alarm.com Holdings, Inc. (a) | 174,588 | 8,310,389 | |
Altair Engineering, Inc. Class A (a) | 138,252 | 4,750,339 | |
Alteryx, Inc. Class A (a) | 228,144 | 32,499,113 | |
American Software, Inc. Class A | 136,738 | 2,154,991 | |
Anaplan, Inc. | 80,360 | 4,365,959 | |
AppFolio, Inc. (a)(b) | 60,204 | 5,946,349 | |
Appian Corp. Class A (a)(b) | 151,998 | 9,039,321 | |
Aspen Technology, Inc. (a) | 337,845 | 45,000,954 | |
Asure Software, Inc. (a)(b) | 71,510 | 460,524 | |
AudioEye, Inc. (a)(b) | 21,578 | 87,391 | |
Avalara, Inc. (a) | 218,567 | 18,433,941 | |
Avaya Holdings Corp. (a)(b) | 515,618 | 7,280,526 | |
Aware, Inc. (a) | 24,042 | 70,924 | |
Benefitfocus, Inc. (a)(b) | 133,148 | 3,477,826 | |
Black Knight, Inc. (a) | 693,785 | 43,188,116 | |
Blackbaud, Inc. | 239,941 | 21,827,433 | |
BlackLine, Inc. (a) | 233,621 | 11,898,318 | |
Bottomline Technologies, Inc. (a) | 183,876 | 7,583,046 | |
Box, Inc. Class A (a) | 726,397 | 10,627,188 | |
Bridgeline Digital, Inc. (a) | 19 | 37 | |
BroadVision, Inc. (a) | 7,279 | 10,118 | |
BSQUARE Corp. (a) | 35,232 | 45,802 | |
Carbon Black, Inc. (a) | 223,979 | 5,845,852 | |
Cardlytics, Inc. (a)(b) | 70,328 | 2,642,223 | |
CDK Global, Inc. | 593,221 | 25,603,418 | |
Ceridian HCM Holding, Inc. (a)(b) | 386,563 | 22,331,745 | |
ChannelAdvisor Corp. (a) | 125,310 | 1,077,666 | |
Cision Ltd. (a) | 378,205 | 2,617,179 | |
Cloudera, Inc. (a)(b) | 1,092,510 | 7,800,521 | |
CommVault Systems, Inc. (a) | 190,133 | 8,246,068 | |
Cornerstone OnDemand, Inc. (a) | 258,714 | 13,497,109 | |
Coupa Software, Inc. (a)(b) | 267,252 | 37,129,320 | |
Digimarc Corp. (a)(b) | 61,002 | 2,412,019 | |
Digital Turbine, Inc. (a) | 307,804 | 2,342,388 | |
DocuSign, Inc. (a) | 116,100 | 5,420,709 | |
Domo, Inc. Class B (a)(b) | 55,096 | 1,368,034 | |
Dropbox, Inc. Class A (a) | 961,524 | 17,211,280 | |
Ebix, Inc. (b) | 109,490 | 3,878,136 | |
eGain Communications Corp. (a) | 87,988 | 631,754 | |
Envestnet, Inc. (a)(b) | 236,517 | 13,531,138 | |
Everbridge, Inc. (a) | 142,939 | 12,321,342 | |
Evolving Systems, Inc. (a) | 27,005 | 21,604 | |
Fair Isaac Corp. (a) | 141,637 | 49,958,203 | |
Finjan Holdings, Inc. (a)(b) | 96,080 | 168,140 | |
FireEye, Inc. (a)(b) | 993,999 | 13,349,407 | |
Five9, Inc. (a) | 294,608 | 18,622,172 | |
Forescout Technologies, Inc. (a) | 182,651 | 6,544,385 | |
Globalscape, Inc. | 76,808 | 922,464 | |
GSE Systems, Inc. (a) | 32,533 | 58,234 | |
Guidewire Software, Inc. (a) | 398,128 | 38,291,951 | |
HubSpot, Inc. (a) | 191,783 | 38,295,229 | |
HyreCar, Inc. (a)(b) | 61,111 | 179,055 | |
Innovate Biopharmaceuticals, Inc. (a)(b) | 53,980 | 46,423 | |
Inseego Corp. (a)(b) | 262,109 | 1,163,764 | |
Instructure, Inc. (a)(b) | 165,280 | 6,835,981 | |
Intelligent Systems Corp. (a)(b) | 27,255 | 1,441,517 | |
Inuvo, Inc. (a) | 95,405 | 22,964 | |
Issuer Direct Corp. | 35,231 | 361,470 | |
j2 Global, Inc. | 227,763 | 19,268,750 | |
LivePerson, Inc. (a) | 294,099 | 11,687,494 | |
LogMeIn, Inc. | 242,054 | 16,178,889 | |
Majesco (a)(b) | 60,164 | 504,174 | |
MAM Software Group, Inc. (a) | 1,766 | 18,455 | |
Manhattan Associates, Inc. (a) | 317,289 | 26,217,590 | |
Marin Software, Inc. (a) | 22,030 | 54,634 | |
MicroStrategy, Inc. Class A (a) | 40,034 | 5,736,472 | |
Mitek Systems, Inc. (a) | 181,062 | 1,835,969 | |
MobileIron, Inc. (a) | 406,921 | 2,807,755 | |
Model N, Inc. (a) | 145,653 | 4,170,045 | |
Monotype Imaging Holdings, Inc. | 203,752 | 4,024,102 | |
Net Element International, Inc. (a)(b) | 15,603 | 74,738 | |
NetSol Technologies, Inc. (a) | 40,740 | 204,922 | |
New Relic, Inc. (a) | 226,125 | 12,966,008 | |
Nuance Communications, Inc. (a) | 1,418,693 | 23,848,229 | |
Nutanix, Inc. Class A (a)(b) | 726,819 | 17,610,824 | |
NXT-ID, Inc. (a) | 86,540 | 35,620 | |
Onespan, Inc. (a) | 162,723 | 2,196,761 | |
Pagerduty, Inc. (b) | 44,643 | 1,753,131 | |
Palo Alto Networks, Inc. (a) | 469,914 | 95,683,889 | |
Parametric Technology Corp. (a) | 507,656 | 33,236,238 | |
Park City Group, Inc. (a)(b) | 64,528 | 393,621 | |
Paycom Software, Inc. (a) | 240,623 | 60,184,625 | |
Paylocity Holding Corp. (a) | 154,774 | 16,904,416 | |
Pegasystems, Inc. | 175,913 | 12,340,297 | |
Pivotal Software, Inc. (a) | 377,022 | 5,621,398 | |
Pluralsight, Inc. (a)(b) | 270,411 | 4,353,617 | |
Progress Software Corp. | 223,611 | 8,448,024 | |
Proofpoint, Inc. (a) | 273,909 | 31,118,801 | |
PROS Holdings, Inc. (a) | 183,522 | 13,033,732 | |
Q2 Holdings, Inc. (a)(b) | 226,779 | 20,398,771 | |
QAD, Inc.: | |||
Class A | 36,998 | 1,499,159 | |
Class B | 23,915 | 703,101 | |
Qualys, Inc. (a) | 166,556 | 13,261,189 | |
Qumu Corp. (a) | 82,505 | 260,716 | |
Rapid7, Inc. (a) | 205,792 | 11,048,972 | |
RealNetworks, Inc. (a) | 88,984 | 143,264 | |
RealPage, Inc. (a)(b) | 351,952 | 22,408,784 | |
Red Violet, Inc. (a)(b) | 23,864 | 323,357 | |
Rimini Street, Inc. (a) | 9,621 | 45,892 | |
RingCentral, Inc. (a) | 344,504 | 48,619,850 | |
Riot Blockchain, Inc. (a)(b) | 84,312 | 155,134 | |
RumbleON, Inc. Class B (a)(b) | 47,249 | 170,569 | |
SailPoint Technologies Holding, Inc. (a) | 312,967 | 7,051,147 | |
Sciplay Corp. (A Shares) | 106,506 | 1,012,872 | |
SeaChange International, Inc. (a) | 123,967 | 287,603 | |
SecureWorks Corp. (a)(b) | 51,274 | 618,877 | |
ServiceNow, Inc. (a) | 902,491 | 236,308,215 | |
SharpSpring, Inc. (a)(b) | 46,113 | 534,911 | |
ShiftPixy, Inc. (a)(b) | 15,135 | 7,200 | |
ShotSpotter, Inc. (a)(b) | 41,090 | 1,118,881 | |
SITO Mobile Ltd. (a)(b) | 82,134 | 65,707 | |
Smartsheet, Inc. (a) | 429,626 | 20,879,824 | |
Smith Micro Software, Inc. (a) | 131,130 | 810,383 | |
Splunk, Inc. (a) | 734,051 | 82,081,583 | |
SPS Commerce, Inc. (a) | 177,330 | 8,962,258 | |
SS&C Technologies Holdings, Inc. | 1,066,424 | 49,706,023 | |
Support.com, Inc. (a) | 54,868 | 89,435 | |
SurveyMonkey | 74,549 | 1,247,950 | |
Synacor, Inc. (a) | 119,442 | 174,385 | |
Synchronoss Technologies, Inc. (a) | 204,119 | 1,624,787 | |
Telaria, Inc. (a) | 133,692 | 1,334,246 | |
TeleNav, Inc. (a) | 193,880 | 2,194,722 | |
Tenable Holdings, Inc. (a) | 57,597 | 1,313,212 | |
Teradata Corp. (a) | 572,149 | 17,662,240 | |
The Trade Desk, Inc. (a)(b) | 179,266 | 44,058,205 | |
TiVo Corp. | 637,216 | 4,798,236�� | |
Tyler Technologies, Inc. (a) | 188,164 | 48,271,593 | |
Upland Software, Inc. (a) | 106,269 | 4,038,222 | |
Upwork, Inc. (b) | 302,675 | 4,376,681 | |
Varonis Systems, Inc. (a) | 151,745 | 10,367,218 | |
Verb Technology Co., Inc. (a)(b) | 3,000 | 3,450 | |
Verint Systems, Inc. (a) | 323,406 | 17,234,306 | |
Veritone, Inc. (a)(b) | 55,423 | 251,620 | |
VirnetX Holding Corp. (a)(b) | 313,700 | 1,650,062 | |
VMware, Inc. Class A | 370,810 | 52,447,366 | |
Workday, Inc. Class A (a) | 791,740 | 140,359,667 | |
Workiva, Inc. (a) | 175,141 | 8,426,034 | |
Yext, Inc. (a)(b) | 415,904 | 6,558,806 | |
Zendesk, Inc. (a) | 536,189 | 43,002,358 | |
Zix Corp. (a) | 274,741 | 2,019,346 | |
Zoom Video Communications, Inc. Class A (b) | 117,285 | 10,751,516 | |
Zscaler, Inc. (a)(b) | 72,719 | 4,998,704 | |
Zuora, Inc. (a)(b) | 70,790 | 1,065,390 | |
2,027,684,731 | |||
Technology Hardware, Storage & Peripherals - 0.2% | |||
3D Systems Corp. (a)(b) | 570,545 | 3,993,815 | |
Astro-Med, Inc. | 35,940 | 590,494 | |
Avid Technology, Inc. (a) | 167,836 | 1,252,057 | |
Boxlight Corp. (a)(b) | 37,515 | 84,409 | |
CPI Card Group (a)(b) | 14,163 | 40,789 | |
Cray, Inc. (a) | 203,871 | 7,121,214 | |
Diebold Nixdorf, Inc. (a) | 374,987 | 4,203,604 | |
Eastman Kodak Co. (a)(b) | 178,692 | 430,648 | |
Everspin Technologies, Inc. (a)(b) | 46,642 | 315,300 | |
Immersion Corp. (a) | 157,229 | 1,290,850 | |
Intevac, Inc. (a) | 87,082 | 424,089 | |
NCR Corp. (a)(b) | 589,684 | 18,580,943 | |
One Stop Systems, Inc. (a) | 47,116 | 109,780 | |
Pure Storage, Inc. Class A (a) | 870,067 | 14,164,691 | |
Qualstar Corp. (a) | 11,767 | 58,835 | |
Sonim Technologies, Inc. (b) | 20,304 | 147,407 | |
Transact Technologies, Inc. | 27,805 | 329,767 | |
53,138,692 | |||
TOTAL INFORMATION TECHNOLOGY | 4,399,620,816 | ||
MATERIALS - 4.1% | |||
Chemicals - 1.8% | |||
A. Schulman, Inc. rights (a)(c) | 134,313 | 58,158 | |
Advanced Emissions Solutions, Inc. | 96,954 | 1,223,559 | |
AdvanSix, Inc. (a) | 142,067 | 3,173,777 | |
AgroFresh Solutions, Inc. (a)(b) | 114,965 | 186,243 | |
American Vanguard Corp. | 129,218 | 1,831,019 | |
Amyris, Inc. (a)(b) | 222,319 | 840,366 | |
Ashland Global Holdings, Inc. | 304,096 | 22,271,991 | |
Axalta Coating Systems Ltd. (a) | 1,020,812 | 29,481,051 | |
Balchem Corp. | 159,455 | 14,158,009 | |
Cabot Corp. | 283,385 | 11,335,400 | |
Chase Corp. | 35,843 | 3,592,185 | |
Core Molding Technologies, Inc. (a) | 29,730 | 178,380 | |
Element Solutions, Inc. (a) | 1,171,901 | 10,933,836 | |
Ferro Corp. (a) | 404,171 | 4,118,502 | |
Flotek Industries, Inc. (a)(b) | 264,681 | 553,183 | |
FutureFuel Corp. | 128,970 | 1,390,297 | |
H.B. Fuller Co. | 247,791 | 10,558,375 | |
Hawkins, Inc. | 45,489 | 2,017,437 | |
Huntsman Corp. | 1,022,821 | 20,374,594 | |
Ingevity Corp. (a) | 206,836 | 15,754,698 | |
Innophos Holdings, Inc. | 99,072 | 2,782,932 | |
Innospec, Inc. | 121,000 | 10,064,780 | |
Intrepid Potash, Inc. (a) | 489,269 | 1,453,129 | |
Koppers Holdings, Inc. (a) | 104,535 | 2,771,223 | |
Kraton Performance Polymers, Inc. (a) | 159,945 | 4,388,891 | |
Kronos Worldwide, Inc. (b) | 117,333 | 1,284,796 | |
Loop Industries, Inc. (a)(b) | 68,441 | 968,440 | |
LSB Industries, Inc. (a) | 104,556 | 488,277 | |
Marrone Bio Innovations, Inc. (a)(b) | 160,000 | 219,200 | |
Minerals Technologies, Inc. | 173,116 | 8,344,191 | |
NewMarket Corp. | 42,979 | 20,404,280 | |
Northern Technologies International Corp. | 14,032 | 154,352 | |
Olin Corp. | 801,602 | 13,611,202 | |
OMNOVA Solutions, Inc. (a) | 225,229 | 2,263,551 | |
PolyOne Corp. | 379,672 | 12,153,301 | |
PQ Group Holdings, Inc. (a) | 186,408 | 2,663,770 | |
Quaker Chemical Corp. | 64,045 | 10,174,189 | |
Rayonier Advanced Materials, Inc. | 246,939 | 866,756 | |
RPM International, Inc. | 643,580 | 43,551,059 | |
Sensient Technologies Corp. | 203,385 | 13,285,108 | |
Stepan Co. | 103,938 | 9,914,646 | |
Taronis Technologies, Inc. (a)(b) | 9,206 | 17,491 | |
The Chemours Co. LLC | 801,611 | 11,358,828 | |
The Scotts Miracle-Gro Co. Class A | 193,059 | 20,526,033 | |
Trecora Resources (a) | 90,844 | 822,138 | |
Tredegar Corp. | 122,777 | 2,122,814 | |
Trinseo SA | 197,939 | 6,945,680 | |
Tronox Holdings PLC (b) | 430,590 | 3,199,284 | |
Valhi, Inc. | 140,481 | 273,938 | |
Valvoline, Inc. | 929,223 | 21,000,440 | |
Venator Materials PLC (a) | 253,191 | 564,616 | |
W.R. Grace & Co. | 327,839 | 22,197,979 | |
Westlake Chemical Corp. (b) | 174,516 | 10,224,892 | |
415,093,266 | |||
Construction Materials - 0.2% | |||
Concrete Pumping Holdings, Inc. (a)(b) | 163,660 | 723,377 | |
Eagle Materials, Inc. | 216,586 | 18,234,375 | |
Forterra, Inc. (a)(b) | 86,988 | 520,188 | |
Foundation Building Materials, Inc. (a)(b) | 88,964 | 1,523,953 | |
nVent Electric PLC | 774,063 | 15,682,516 | |
Summit Materials, Inc. (a)(b) | 545,294 | 11,440,268 | |
Tecnoglass, Inc. | 87,666 | 628,565 | |
U.S. Concrete, Inc. (a)(b) | 79,728 | 3,230,579 | |
United States Lime & Minerals, Inc. | 10,066 | 776,793 | |
52,760,614 | |||
Containers& Packaging - 0.8% | |||
Aptargroup, Inc. | 306,157 | 37,418,509 | |
Berry Global Group, Inc. (a) | 642,023 | 25,128,780 | |
Crown Holdings, Inc. (a) | 660,613 | 43,494,760 | |
Graphic Packaging Holding Co. | 1,442,411 | 19,919,696 | |
Greif, Inc.: | |||
Class A | 103,463 | 3,640,863 | |
Class B | 47,597 | 1,980,511 | |
Myers Industries, Inc. | 173,107 | 2,913,391 | |
Owens-Illinois, Inc. | 760,517 | 7,734,458 | |
Silgan Holdings, Inc. | 381,724 | 11,360,106 | |
Sonoco Products Co. | 489,670 | 28,009,124 | |
UFP Technologies, Inc. (a) | 36,463 | 1,523,424 | |
183,123,622 | |||
Metals & Mining - 1.1% | |||
AK Steel Holding Corp. (a)(b) | 1,586,535 | 3,426,916 | |
Alcoa Corp. (a) | 913,648 | 16,381,709 | |
Allegheny Technologies, Inc. (a)(b) | 625,183 | 12,391,127 | |
Ampco-Pittsburgh Corp. (a)(b) | 38,813 | 139,339 | |
Atkore International Group, Inc. (a) | 228,233 | 6,621,039 | |
Carpenter Technology Corp. | 229,147 | 11,145,710 | |
Century Aluminum Co.(a)(b) | 242,752 | 1,337,564 | |
Cleveland-Cliffs, Inc. (b) | 1,378,763 | 10,947,378 | |
Coeur d'Alene Mines Corp. (a) | 1,106,329 | 6,051,620 | |
Commercial Metals Co. | 577,912 | 9,055,881 | |
Compass Minerals International, Inc. | 163,577 | 8,134,684 | |
Comstock Mining, Inc. (a)(b) | 43,965 | 4,669 | |
Friedman Industries | 25,968 | 164,897 | |
General Moly, Inc. (a) | 199,078 | 37,626 | |
Gold Resource Corp. | 343,295 | 1,170,636 | |
Golden Minerals Co. (a)(b) | 162,066 | 44,131 | |
Haynes International, Inc. | 62,561 | 1,868,697 | |
Hecla Mining Co. | 2,392,289 | 4,258,274 | |
Kaiser Aluminum Corp. | 79,838 | 7,060,074 | |
Livent Corp. (b) | 709,806 | 4,365,307 | |
Materion Corp. | 101,318 | 5,961,551 | |
Mayville Engineering Co., Inc. | 31,068 | 410,719 | |
McEwen Mining, Inc. (b) | 1,404,726 | 2,851,594 | |
Olympic Steel, Inc. | 44,454 | 477,881 | |
Paramount Gold Nevada Corp. (a)(b) | 22,322 | 19,197 | |
Reliance Steel & Aluminum Co. | 324,558 | 31,556,774 | |
Royal Gold, Inc. | 321,816 | 42,923,818 | |
Ryerson Holding Corp. (a) | 81,593 | 560,544 | |
Schnitzer Steel Industries, Inc. Class A | 134,504 | 2,977,919 | |
Solitario Exploration & Royalty Corp. (a) | 56,754 | 16,459 | |
Steel Dynamics, Inc. | 1,080,747 | 29,180,169 | |
SunCoke Energy, Inc. | 446,932 | 2,788,856 | |
Synalloy Corp. | 36,188 | 580,456 | |
TimkenSteel Corp. (a)(b) | 200,180 | 1,044,940 | |
U.S. Antimony Corp. (a) | 139,038 | 92,460 | |
U.S. Gold Corp. (a)(b) | 6,781 | 6,138 | |
United States Steel Corp. (b) | 835,120 | 9,244,778 | |
Universal Stainless & Alloy Products, Inc. (a) | 43,484 | 684,003 | |
Warrior Metropolitan Coal, Inc. | 209,653 | 4,381,748 | |
Worthington Industries, Inc. | 191,427 | 6,642,517 | |
247,009,799 | |||
Paper & Forest Products - 0.2% | |||
Boise Cascade Co. | 197,862 | 6,212,867 | |
Clearwater Paper Corp. (a) | 86,294 | 1,382,430 | |
Domtar Corp. | 308,109 | 10,152,192 | |
Louisiana-Pacific Corp. (b) | 604,137 | 14,523,453 | |
Mercer International, Inc. (SBI) | 214,087 | 2,577,607 | |
Neenah, Inc. | 83,987 | 5,356,691 | |
P.H. Glatfelter Co. | 230,364 | 3,312,634 | |
Resolute Forest Products | 452,146 | 1,935,185 | |
Schweitzer-Mauduit International, Inc. | 155,999 | 5,232,206 | |
Verso Corp. (a) | 175,688 | 1,793,774 | |
52,479,039 | |||
TOTAL MATERIALS | 950,466,340 | ||
REAL ESTATE - 9.6% | |||
Equity Real Estate Investment Trusts (REITs) - 9.1% | |||
Acadia Realty Trust (SBI) | 407,534 | 11,146,055 | |
Agree Realty Corp. (b) | 205,887 | 15,377,700 | |
Alexander & Baldwin, Inc. | 343,146 | 7,854,612 | |
Alexanders, Inc. | 19,042 | 7,189,688 | |
American Assets Trust, Inc. | 232,744 | 10,906,384 | |
American Campus Communities, Inc. | 681,221 | 31,663,152 | |
American Finance Trust, Inc. (b) | 272,565 | 3,262,603 | |
American Homes 4 Rent Class A | 1,273,451 | 32,574,877 | |
Americold Realty Trust (b) | 937,878 | 34,157,517 | |
Apple Hospitality (REIT), Inc. | 1,023,876 | 16,310,345 | |
Armada Hoffler Properties, Inc. | 267,937 | 4,646,028 | |
Ashford Hospitality Trust, Inc. | 453,502 | 1,269,806 | |
Bluerock Residential Growth (REIT), Inc. | 113,385 | 1,402,572 | |
Braemar Hotels & Resorts, Inc. | 164,484 | 1,508,318 | |
Brandywine Realty Trust (SBI) | 851,561 | 12,219,900 | |
Brixmor Property Group, Inc. | 1,457,462 | 26,861,025 | |
BRT Realty Trust | 35,820 | 518,674 | |
Camden Property Trust (SBI) | 471,525 | 51,042,581 | |
CareTrust (REIT), Inc. | 468,676 | 11,149,802 | |
CatchMark Timber Trust, Inc. | 241,517 | 2,393,433 | |
CBL & Associates Properties, Inc. (b) | 849,300 | 772,863 | |
Cedar Realty Trust, Inc. | 422,277 | 1,000,796 | |
Chatham Lodging Trust | 227,926 | 3,781,292 | |
Chesapeake Lodging Trust | 298,425 | 7,684,444 | |
CIM Commercial Trust Corp. | 35,238 | 704,760 | |
City Office REIT, Inc. | 196,734 | 2,663,778 | |
Clipper Realty, Inc. | 58,110 | 635,723 | |
Colony Capital, Inc. | 2,395,586 | 10,780,137 | |
Columbia Property Trust, Inc. | 580,269 | 12,411,954 | |
Community Healthcare Trust, Inc. | 90,983 | 3,879,515 | |
Condor Hospitality Trust, Inc. | 9,303 | 102,798 | |
CorEnergy Infrastructure Trust, Inc. (b) | 59,896 | 2,701,909 | |
CorePoint Lodging, Inc. | 196,341 | 1,786,703 | |
CoreSite Realty Corp. | 179,725 | 20,880,451 | |
Corporate Office Properties Trust (SBI) | 555,946 | 16,061,280 | |
Corrections Corp. of America | 601,326 | 10,192,476 | |
Cousins Properties, Inc. | 704,186 | 24,435,254 | |
CubeSmart | 924,237 | 33,170,866 | |
CyrusOne, Inc. | 556,611 | 40,888,644 | |
DDR Corp. | 699,919 | 9,700,877 | |
DiamondRock Hospitality Co. | 965,604 | 9,144,270 | |
Douglas Emmett, Inc. | 795,624 | 33,575,333 | |
Easterly Government Properties, Inc. | 384,810 | 7,907,846 | |
EastGroup Properties, Inc. | 180,108 | 22,427,048 | |
Empire State Realty Trust, Inc. | 685,411 | 9,636,879 | |
EPR Properties | 370,644 | 29,002,893 | |
Equity Commonwealth | 593,491 | 19,976,907 | |
Equity Lifestyle Properties, Inc. | 437,759 | 58,974,892 | |
Essential Properties Realty Trust, Inc. | 382,643 | 8,689,823 | |
Farmland Partners, Inc. | 153,535 | 925,816 | |
First Industrial Realty Trust, Inc. | 627,595 | 24,444,825 | |
Four Corners Property Trust, Inc. | 340,586 | 9,703,295 | |
Franklin Street Properties Corp. | 530,622 | 4,016,809 | |
Front Yard Residential Corp. Class B | 237,862 | 2,637,890 | |
Gaming & Leisure Properties | 978,031 | 38,260,573 | |
Getty Realty Corp. | 176,960 | 5,620,250 | |
Gladstone Commercial Corp. | 150,044 | 3,401,497 | |
Gladstone Land Corp. | 85,780 | 987,328 | |
Global Medical REIT, Inc. | 143,269 | 1,565,930 | |
Global Net Lease, Inc. | 407,399 | 7,813,913 | |
Global Self Storage, Inc. | 69,168 | 303,648 | |
Government Properties Income Trust (b) | 235,007 | 6,371,040 | |
Hannon Armstrong Sustainable Infrastructure Capital, Inc. | 309,509 | 8,551,734 | |
Healthcare Realty Trust, Inc. | 636,353 | 21,146,010 | |
Healthcare Trust of America, Inc. | 1,017,790 | 28,864,524 | |
Hersha Hospitality Trust | 176,585 | 2,454,532 | |
Highwoods Properties, Inc. (SBI) | 504,697 | 21,807,957 | |
Hospitality Properties Trust (SBI) | 805,682 | 19,449,163 | |
Hudson Pacific Properties, Inc. | 753,878 | 25,631,852 | |
Independence Realty Trust, Inc. | 460,055 | 6,399,365 | |
Industrial Logistics Properties Trust | 321,553 | 6,878,019 | |
Investors Real Estate Trust | 60,813 | 4,211,300 | |
Invitation Homes, Inc. | 2,031,626 | 58,429,564 | |
iStar Financial, Inc. (b) | 328,567 | 4,205,658 | |
JBG SMITH Properties | 602,711 | 23,059,723 | |
Jernigan Capital, Inc. | 100,994 | 1,950,194 | |
Kilroy Realty Corp. | 494,526 | 38,503,794 | |
Kite Realty Group Trust | 428,412 | 6,122,007 | |
Lamar Advertising Co. Class A | 421,380 | 32,298,777 | |
Lexington Corporate Properties Trust | 1,022,160 | 10,620,242 | |
Liberty Property Trust (SBI) | 724,003 | 37,735,036 | |
Life Storage, Inc. | 228,423 | 24,203,701 | |
LTC Properties, Inc. | 201,923 | 9,853,842 | |
Mack-Cali Realty Corp. | 444,236 | 9,049,087 | |
Medical Properties Trust, Inc. | 2,138,082 | 39,746,944 | |
Monmouth Real Estate Investment Corp. Class A | 476,392 | 6,250,263 | |
National Health Investors, Inc. | 214,727 | 17,813,752 | |
National Retail Properties, Inc. | 799,205 | 44,875,361 | |
National Storage Affiliates Trust | 280,810 | 9,395,903 | |
New Senior Investment Group, Inc. | 420,401 | 2,627,506 | |
NexPoint Residential Trust, Inc. | 108,812 | 5,048,877 | |
NorthStar Realty Europe Corp. | 249,683 | 4,227,133 | |
Omega Healthcare Investors, Inc. | 1,049,024 | 42,674,296 | |
One Liberty Properties, Inc. | 71,120 | 1,904,594 | |
Outfront Media, Inc. | 691,636 | 19,006,157 | |
Paramount Group, Inc. | 1,000,928 | 13,192,231 | |
Park Hotels & Resorts, Inc. | 982,417 | 23,135,920 | |
Pebblebrook Hotel Trust | 633,563 | 17,087,194 | |
Pennsylvania Real Estate Investment Trust (SBI) (b) | 307,135 | 1,578,674 | |
Physicians Realty Trust | 921,090 | 15,953,279 | |
Piedmont Office Realty Trust, Inc. Class A | 610,983 | 12,060,804 | |
Plymouth Industrial REIT, Inc. | 40,088 | 748,042 | |
Potlatch Corp. (b) | 336,119 | 12,933,859 | |
Power (REIT) (a) | 1,204 | 11,787 | |
Preferred Apartment Communities, Inc. Class A | 216,949 | 2,920,134 | |
PS Business Parks, Inc. | 99,218 | 17,820,545 | |
QTS Realty Trust, Inc. Class A (b) | 271,912 | 13,340,003 | |
Ramco-Gershenson Properties Trust (SBI) | 410,759 | 4,888,032 | |
Rayonier, Inc. | 639,251 | 17,131,927 | |
Regional Health Properties, Inc. (a)(b) | 3,317 | 6,866 | |
Retail Opportunity Investments Corp. | 550,609 | 9,641,164 | |
Retail Properties America, Inc. | 1,071,208 | 12,168,923 | |
Rexford Industrial Realty, Inc. | 538,354 | 23,789,863 | |
RLJ Lodging Trust | 844,934 | 13,696,380 | |
Ryman Hospitality Properties, Inc. | 255,889 | 20,384,118 | |
Sabra Health Care REIT, Inc. | 929,699 | 20,100,092 | |
Safety Income and Growth, Inc. | 45,219 | 1,324,917 | |
Saul Centers, Inc. | 59,199 | 2,973,566 | |
Senior Housing Properties Trust (SBI) | 1,166,527 | 9,903,814 | |
Seritage Growth Properties (b) | 136,941 | 5,353,024 | |
Sotherly Hotels, Inc. | 41,362 | 281,055 | |
Spirit MTA REIT | 216,120 | 1,815,408 | |
Spirit Realty Capital, Inc. (b) | 426,567 | 20,449,622 | |
Stag Industrial, Inc. | 622,167 | 18,092,616 | |
Store Capital Corp. | 989,811 | 37,375,263 | |
Summit Hotel Properties, Inc. | 530,232 | 5,917,389 | |
Sun Communities, Inc. | 436,907 | 64,574,855 | |
Sunstone Hotel Investors, Inc. | 1,107,444 | 14,551,814 | |
Tanger Factory Outlet Centers, Inc. (b) | 460,913 | 6,517,310 | |
Target Hospitality Corp. (a)(b) | 161,509 | 985,205 | |
Taubman Centers, Inc. | 298,198 | 11,644,632 | |
Terreno Realty Corp. | 313,707 | 15,861,026 | |
The GEO Group, Inc. | 610,978 | 10,484,382 | |
UMH Properties, Inc. (b) | 179,957 | 2,314,247 | |
Uniti Group, Inc. (b) | 891,060 | 6,584,933 | |
Universal Health Realty Income Trust (SBI) | 64,041 | 6,192,124 | |
Urban Edge Properties | 588,377 | 10,302,481 | |
Urstadt Biddle Properties, Inc. Class A | 158,397 | 3,324,753 | |
VEREIT, Inc. | 4,756,709 | 46,377,913 | |
VICI Properties, Inc. (b) | 1,963,807 | 43,517,963 | |
Washington Prime Group, Inc. (b) | 898,894 | 2,903,428 | |
Washington REIT (SBI) | 405,558 | 10,743,231 | |
Weingarten Realty Investors (SBI) | 590,954 | 15,654,371 | |
Wheeler REIT, Inc. (a)(b) | 33,737 | 50,268 | |
Whitestone REIT Class B | 198,061 | 2,459,918 | |
WP Carey, Inc. | 830,645 | 74,591,921 | |
Xenia Hotels & Resorts, Inc. | 552,225 | 11,160,467 | |
2,104,950,917 | |||
Real Estate Management & Development - 0.5% | |||
Altisource Asset Management Corp. (a)(b) | 2,426 | 24,211 | |
Altisource Portfolio Solutions SA (a)(b) | 52,112 | 1,031,818 | |
American Realty Investments, Inc. (a) | 2,084 | 24,154 | |
Boston Omaha Corp. (a)(b) | 48,795 | 999,322 | |
Colony NorthStar Credit Real Estate, Inc. | 425,153 | 5,327,167 | |
Consolidated-Tomoka Land Co. | 28,508 | 1,819,951 | |
eXp World Holdings, Inc. (a)(b) | 192,652 | 1,676,072 | |
Forestar Group, Inc. (a)(b) | 50,579 | 964,036 | |
FRP Holdings, Inc. (a)(b) | 35,320 | 1,737,391 | |
Griffin Industrial Realty, Inc. | 8,215 | 295,658 | |
Howard Hughes Corp. (a) | 192,047 | 24,249,775 | |
InterGroup Corp. (a) | 1,129 | 32,865 | |
J.W. Mays, Inc. (a) | 15 | 562 | |
Jones Lang LaSalle, Inc. | 251,737 | 33,745,345 | |
Kennedy-Wilson Holdings, Inc. | 617,459 | 12,954,290 | |
Legacy Housing Corp. | 19,089 | 281,945 | |
Marcus & Millichap, Inc. (a) | 108,056 | 3,898,660 | |
Maui Land & Pineapple, Inc. (a)(b) | 29,867 | 314,201 | |
Newmark Group, Inc. | 721,864 | 6,265,780 | |
Postal Realty Trust, Inc. | 26,432 | 402,559 | |
RE/MAX Holdings, Inc. | 89,260 | 2,291,304 | |
Realogy Holdings Corp. (b) | 551,107 | 2,634,291 | |
Redfin Corp. (a)(b) | 340,359 | 5,748,664 | |
Retail Value, Inc. | 82,025 | 3,034,105 | |
Stratus Properties, Inc. (a) | 13,564 | 356,733 | |
Tejon Ranch Co. (a) | 122,777 | 2,055,287 | |
The St. Joe Co. (a)(b) | 305,162 | 5,486,813 | |
Transcontinental Realty Investors, Inc. (a) | 1,782 | 52,230 | |
Trinity Place Holdings, Inc. (a) | 39,666 | 151,524 | |
Twin River Worldwide Holdings, Inc. (b) | 135,008 | 3,057,931 | |
120,914,644 | |||
TOTAL REAL ESTATE | 2,225,865,561 | ||
UTILITIES - 2.9% | |||
Electric Utilities - 1.0% | |||
Allete, Inc. | 254,684 | 21,834,059 | |
El Paso Electric Co. | 197,104 | 13,146,837 | |
Genie Energy Ltd. Class B (b) | 101,120 | 724,019 | |
Hawaiian Electric Industries, Inc. | 525,267 | 23,321,855 | |
IDACORP, Inc. | 244,139 | 26,808,904 | |
MGE Energy, Inc. | 176,208 | 13,365,377 | |
OGE Energy Corp. | 972,302 | 41,682,587 | |
Otter Tail Corp. | 198,123 | 10,028,986 | |
PNM Resources, Inc. | 394,488 | 20,122,833 | |
Portland General Electric Co. | 439,682 | 25,013,509 | |
Spark Energy, Inc. Class A, (b) | 72,291 | 683,873 | |
Vistra Energy Corp. | 1,830,009 | 45,658,725 | |
242,391,564 | |||
Gas Utilities - 0.8% | |||
Chesapeake Utilities Corp. | 81,583 | 7,716,120 | |
National Fuel Gas Co. | 420,500 | 19,654,170 | |
New Jersey Resources Corp. | 438,234 | 20,044,823 | |
Northwest Natural Holding Co. | 151,652 | 10,821,887 | |
ONE Gas, Inc. | 258,608 | 23,691,079 | |
RGC Resources, Inc. | 49,903 | 1,416,247 | |
South Jersey Industries, Inc. (b) | 445,891 | 14,420,115 | |
Southwest Gas Holdings, Inc. | 263,035 | 23,996,683 | |
Spire, Inc. | 249,598 | 21,190,870 | |
UGI Corp. | 1,016,811 | 49,488,191 | |
192,440,185 | |||
Independent Power and Renewable Electricity Producers - 0.2% | |||
Bloom Energy Corp. Class A (a)(b) | 105,552 | 472,873 | |
NRG Yield, Inc.: | |||
Class A | 157,222 | 2,635,041 | |
Class C (b) | 369,301 | 6,536,628 | |
Ormat Technologies, Inc. (b) | 249,143 | 18,503,851 | |
Pattern Energy Group, Inc. | 450,786 | 12,238,840 | |
Terraform Power, Inc. | 401,682 | 6,812,527 | |
47,199,760 | |||
Multi-Utilities - 0.4% | |||
Avangrid, Inc. (b) | 276,048 | 13,951,466 | |
Avista Corp. | 318,326 | 14,929,489 | |
Black Hills Corp. | 266,619 | 20,452,343 | |
MDU Resources Group, Inc. | 966,589 | 25,991,578 | |
NorthWestern Energy Corp. | 248,660 | 18,012,930 | |
Unitil Corp. | 75,558 | 4,561,436 | |
97,899,242 | |||
Water Utilities - 0.5% | |||
American States Water Co. | 185,075 | 17,124,990 | |
Aqua America, Inc. | 1,055,744 | 46,758,902 | |
AquaVenture Holdings Ltd. (a) | 105,741 | 1,869,501 | |
Artesian Resources Corp. Class A | 37,388 | 1,360,923 | |
Cadiz, Inc. (a)(b) | 126,047 | 1,450,801 | |
California Water Service Group | 243,765 | 13,758,097 | |
Connecticut Water Service, Inc. | 59,004 | 4,138,541 | |
Global Water Resources, Inc. | 2,400 | 28,584 | |
Middlesex Water Co. | 83,645 | 5,105,691 | |
Pure Cycle Corp. (a) | 70,372 | 763,536 | |
Select Energy Services, Inc. Class A (a) | 300,092 | 2,448,751 | |
SJW Corp. | 116,431 | 7,955,730 | |
York Water Co. | 64,115 | 2,394,054 | |
105,158,101 | |||
TOTAL UTILITIES | 685,088,852 | ||
TOTAL COMMON STOCKS | |||
(Cost $17,998,783,133) | 23,257,934,271 | ||
Nonconvertible Preferred Stocks - 0.0% | |||
INDUSTRIALS - 0.0% | |||
Air Freight & Logistics - 0.0% | |||
Air T Funding 8.00% | |||
(Cost $1,799) | 865 | 2,059 | |
Money Market Funds - 12.7% | |||
Fidelity Cash Central Fund 2.13% (e) | 355 | 355 | |
Fidelity Securities Lending Cash Central Fund 2.13% (e)(f) | 2,966,453,264 | 2,966,749,910 | |
TOTAL MONEY MARKET FUNDS | |||
(Cost $2,966,750,265) | 2,966,750,265 | ||
TOTAL INVESTMENT IN SECURITIES - 112.5% | |||
(Cost $20,965,535,197) | 26,224,686,595 | ||
NET OTHER ASSETS (LIABILITIES) - (12.5)% | (2,913,143,442) | ||
NET ASSETS - 100% | $23,311,543,153 |
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) | 435 | Sept. 2019 | $32,498,850 | $211,558 | $211,558 |
CME E-mini S&P MidCap 400 Index Contracts (United States) | 114 | Sept. 2019 | 21,447,960 | 160,158 | 160,158 |
TOTAL FUTURES CONTRACTS | $371,716 |
The notional amount of futures purchased as a percentage of Net Assets is 0.2%
Legend
(a) Non-income producing
(b) Security or a portion of the security is on loan at period end.
(c) Level 3 security
(d) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At the end of the period, the value of these securities amounted to $0 or 0.0% of net assets.
(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 are available on the SEC's website or upon request.
(f) Investment made with cash collateral received from securities on loan.
Affiliated Central Funds
Information regarding fiscal year to date income earned by the Fund from investments in Fidelity Central Funds is as follows:
Fund | Income earned |
Fidelity Cash Central Fund | $683,626 |
Fidelity Securities Lending Cash Central Fund | 11,207,526 |
Total | $11,891,152 |
Amounts in the income column in the above table include any capital gain distributions from underlying funds, which are presented in the corresponding line-item in the Statement of Operations, if applicable. Amount for Fidelity Securities Lending Cash Central Fund represents the income earned on investing cash collateral, less rebates paid to borrowers and any lending agent fees associated with the loan, plus any premium payments received for lending certain types of securities.
Investment Valuation
The following is a summary of the inputs used, as of August 31, 2019, involving the Fund's assets and liabilities carried at fair value. The inputs or methodology used for valuing securities may not be an indication of the risk associated with investing in those securities. For more information on valuation inputs, and their aggregation into the levels used below, please refer to the Investment Valuation section in the accompanying Notes to Financial Statements.
Valuation Inputs at Reporting Date: | ||||
Description | Total | Level 1 | Level 2 | Level 3 |
Investments in Securities: | ||||
Equities: | ||||
Communication Services | $1,142,391,336 | $1,142,385,096 | $-- | $6,240 |
Consumer Discretionary | 2,776,211,266 | 2,776,211,266 | -- | -- |
Consumer Staples | 614,029,730 | 614,029,730 | -- | -- |
Energy | 539,505,591 | 539,505,591 | -- | -- |
Financials | 3,815,622,961 | 3,815,622,961 | -- | -- |
Health Care | 2,983,656,242 | 2,983,651,032 | -- | 5,210 |
Industrials | 3,125,477,635 | 3,125,477,635 | -- | -- |
Information Technology | 4,399,620,816 | 4,399,620,816 | -- | -- |
Materials | 950,466,340 | 950,408,182 | -- | 58,158 |
Real Estate | 2,225,865,561 | 2,225,865,561 | -- | -- |
Utilities | 685,088,852 | 685,088,852 | -- | -- |
Money Market Funds | 2,966,750,265 | 2,966,750,265 | -- | -- |
Total Investments in Securities: | $26,224,686,595 | $26,224,616,987 | $-- | $69,608 |
Derivative Instruments: | ||||
Assets | ||||
Futures Contracts | $371,716 | $371,716 | $-- | $-- |
Total Assets | $371,716 | $371,716 | $-- | $-- |
Total Derivative Instruments: | $371,716 | $371,716 | $-- | $-- |
Value of Derivative Instruments
The following table is a summary of the Fund's value of derivative instruments by primary risk exposure as of August 31, 2019. For additional information on derivative instruments, please refer to the Derivative Instruments section in the accompanying Notes to Financial Statements.
Primary Risk Exposure / Derivative Type | Value | |
Asset | Liability | |
Equity Risk | ||
Futures Contracts(a) | $371,716 | $0 |
Total Equity Risk | 371,716 | 0 |
Total Value of Derivatives | $371,716 | $0 |
(a) Reflects gross cumulative appreciation (depreciation) on futures contracts as presented in the Schedule of Investments. In the Statement of Assets and Liabilities, the period end daily variation margin is included in receivable or payable for daily variation margin on futures contracts, and the net cumulative appreciation (depreciation) is included in distributable earnings.
See accompanying notes which are an integral part of the financial statements.
Fidelity® Extended Market Index Fund
Financial Statements
Statement of Assets and Liabilities
August 31, 2019 (Unaudited) | ||
Assets | ||
Investment in securities, at value (including securities loaned of $2,875,959,143) — See accompanying schedule: Unaffiliated issuers (cost $17,998,784,932) | $23,257,936,330 | |
Fidelity Central Funds (cost $2,966,750,265) | 2,966,750,265 | |
Total Investment in Securities (cost $20,965,535,197) | $26,224,686,595 | |
Segregated cash with brokers for derivative instruments | 1,047,150 | |
Cash | 10,679,419 | |
Receivable for investments sold | 22,038 | |
Receivable for fund shares sold | 47,680,851 | |
Dividends receivable | 17,122,553 | |
Distributions receivable from Fidelity Central Funds | 2,691,357 | |
Receivable for daily variation margin on futures contracts | 489 | |
Other receivables | 534,798 | |
Total assets | 26,304,465,250 | |
Liabilities | ||
Payable for investments purchased | $2,655,735 | |
Payable for fund shares redeemed | 16,393,009 | |
Accrued management fee | 875,442 | |
Notes payable to affiliates | 5,470,000 | |
Other payables and accrued expenses | 478,155 | |
Collateral on securities loaned | 2,967,049,756 | |
Total liabilities | 2,992,922,097 | |
Net Assets | $23,311,543,153 | |
Net Assets consist of: | ||
Paid in capital | $17,725,123,080 | |
Total distributable earnings (loss) | 5,586,420,073 | |
Net Assets | $23,311,543,153 | |
Net Asset Value and Maximum Offering Price | ||
Net Asset Value, offering price and redemption price per share ($23,311,543,153 ÷ 383,119,672 shares) | $60.85 |
See accompanying notes which are an integral part of the financial statements.
Statement of Operations
Six months ended August 31, 2019 (Unaudited) | ||
Investment Income | ||
Dividends | $164,786,590 | |
Interest | 35,233 | |
Income from Fidelity Central Funds (including $11,207,526 from security lending) | 11,891,152 | |
Total income | 176,712,975 | |
Expenses | ||
Management fee | $5,304,948 | |
Independent trustees' fees and expenses | 63,896 | |
Interest | 14,114 | |
Commitment fees | 30,870 | |
Total expenses before reductions | 5,413,828 | |
Expense reductions | (29,220) | |
Total expenses after reductions | 5,384,608 | |
Net investment income (loss) | 171,328,367 | |
Realized and Unrealized Gain (Loss) | ||
Net realized gain (loss) on: | ||
Investment securities: | ||
Unaffiliated issuers | 328,634,060 | |
Fidelity Central Funds | 28,769 | |
Futures contracts | 1,012,216 | |
Total net realized gain (loss) | 329,675,045 | |
Change in net unrealized appreciation (depreciation) on: | ||
Investment securities: | ||
Unaffiliated issuers | (645,062,753) | |
Futures contracts | (9,491,333) | |
Total change in net unrealized appreciation (depreciation) | (654,554,086) | |
Net gain (loss) | (324,879,041) | |
Net increase (decrease) in net assets resulting from operations | $(153,550,674) |
See accompanying notes which are an integral part of the financial statements.
Statement of Changes in Net Assets
Six months ended August 31, 2019 (Unaudited) | Year ended February 28, 2019 | |
Increase (Decrease) in Net Assets | ||
Operations | ||
Net investment income (loss) | $171,328,367 | $323,212,621 |
Net realized gain (loss) | 329,675,045 | 1,412,515,771 |
Change in net unrealized appreciation (depreciation) | (654,554,086) | (303,869,044) |
Net increase (decrease) in net assets resulting from operations | (153,550,674) | 1,431,859,348 |
Distributions to shareholders | (375,075,524) | (1,108,025,639) |
Share transactions - net increase (decrease) | 828,108,572 | 1,428,895,958 |
Total increase (decrease) in net assets | 299,482,374 | 1,752,729,667 |
Net Assets | ||
Beginning of period | 23,012,060,779 | 21,259,331,112 |
End of period | $23,311,543,153 | $23,012,060,779 |
See accompanying notes which are an integral part of the financial statements.
Financial Highlights
Fidelity Extended Market Index Fund
Six months ended (Unaudited) August 31, | Years endedFebruary 28, | |||||
2019 | 2019 | 2018 | 2017 | 2016A | 2015 | |
Selected Per–Share Data | ||||||
Net asset value, beginning of period | $62.22 | $61.68 | $58.09 | $45.99 | $57.39 | $55.28 |
Income from Investment Operations | ||||||
Net investment income (loss)B | .45 | .88 | .83 | .81 | .76 | .76 |
Net realized and unrealized gain (loss) | (.82) | 2.89 | 6.24 | 13.98 | (8.98) | 3.63 |
Total from investment operations | (.37) | 3.77 | 7.07 | 14.79 | (8.22) | 4.39 |
Distributions from net investment income | (.09) | (.90) | (.81) | (.76) | (.73) | (.72) |
Distributions from net realized gain | (.91) | (2.33) | (2.67) | (1.93) | (2.45) | (1.55) |
Total distributions | (1.00) | (3.23) | (3.48) | (2.69) | (3.18) | (2.28)C |
Redemption fees added to paid in capitalB | – | – | – | –D | –D | –D |
Net asset value, end of period | $60.85 | $62.22 | $61.68 | $58.09 | $45.99 | $57.39 |
Total ReturnE,F | (.64)% | 6.77% | 12.35% | 32.58% | (14.83)% | 8.27% |
Ratios to Average Net AssetsG,H | ||||||
Expenses before reductions | .05%I | .05% | .05% | .05% | .07% | .07% |
Expenses net of fee waivers, if any | .05%I | .05% | .05% | .05% | .06% | .06% |
Expenses net of all reductions | .05%I | .05% | .05% | .05% | .06% | .06% |
Net investment income (loss) | 1.45%I | 1.47% | 1.37% | 1.52% | 1.43% | 1.40% |
Supplemental Data | ||||||
Net assets, end of period (000 omitted) | $23,311,543 | $23,012,061 | $2,985,201 | $2,219,377 | $1,109,249 | $754,325 |
Portfolio turnover rateJ | 12%I | 13%K | 11% | 12% | 12%K | 7% |
A For the year ended February 29.
B Calculated based on average shares outstanding during the period.
C Total distributions of $2.28 per share is comprised of distributions from net investment income of $.722 and distributions from net realized gain of $1.553 per share.
D Amount represents less than $.005 per share.
E Total returns for periods of less than one year are not annualized.
F Total returns would have been lower if certain expenses had not been reduced during the applicable periods shown.
G Fees and expenses of any underlying Fidelity Central Funds are not included in the Fund's expense ratio. The Fund indirectly bears its proportionate share of the expenses of any underlying Fidelity Central Funds.
H Expense ratios reflect operating expenses of the Fund. Expenses before reductions do not reflect amounts reimbursed by the investment adviser or reductions from expense offset arrangements and do not represent the amount paid by the Fund during periods when reimbursements or reductions occur. Expenses net of fee waivers reflect expenses after reimbursement by the investment adviser but prior to reductions from expense offset arrangements. Expenses net of all reductions represent the net expenses paid by the Fund.
I Annualized
J Amount does not include the portfolio activity of any underlying Fidelity Central Funds.
K Portfolio turnover rate excludes securities received or delivered in-kind.
See accompanying notes which are an integral part of the financial statements.
Fidelity® International Index Fund
Investment Summary (Unaudited)
Top Ten Stocks as of August 31, 2019
% of fund's net assets | |
Nestle SA (Reg. S) (Switzerland, Food Products) | 2.5 |
Novartis AG (Switzerland, Pharmaceuticals) | 1.4 |
Roche Holding AG (participation certificate) (Switzerland, Pharmaceuticals) | 1.4 |
Toyota Motor Corp. (Japan, Automobiles) | 1.1 |
HSBC Holdings PLC (United Kingdom) (United Kingdom, Banks) | 1.1 |
BP PLC (United Kingdom, Oil, Gas & Consumable Fuels) | 0.9 |
Royal Dutch Shell PLC Class A (United Kingdom) (United Kingdom, Oil, Gas & Consumable Fuels) | 0.9 |
Total SA (France, Oil, Gas & Consumable Fuels) | 0.9 |
SAP SE (Germany, Software) | 0.9 |
AstraZeneca PLC (United Kingdom) (United Kingdom, Pharmaceuticals) | 0.9 |
12.0 |
Top Market Sectors as of August 31, 2019
% of fund's net assets | |
Financials | 17.9 |
Industrials | 14.3 |
Consumer Staples | 12.2 |
Health Care | 11.5 |
Consumer Discretionary | 10.4 |
Materials | 7.0 |
Information Technology | 6.9 |
Communication Services | 5.5 |
Energy | 4.9 |
Utilities | 3.9 |
Geographic Diversification (% of fund's net assets)
As of August 31, 2019 | ||
Japan | 24.0% | |
United Kingdom | 15.2% | |
France | 10.3% | |
Switzerland | 9.5% | |
Germany | 8.4% | |
Australia | 6.9% | |
Netherlands | 4.8% | |
Spain | 2.8% | |
Hong Kong | 2.6% | |
Other* | 15.5% |
* Includes Short-Term investments and Net Other Assets (Liabilities).
Percentages are based on country or territory of incorporation and include the effect of futures contracts, options and swaps, as applicable. Foreign currency contracts and other assets and liabilities are included within United States of America, as applicable.
Fidelity® International Index Fund
Schedule of Investments August 31, 2019 (Unaudited)
Showing Percentage of Net Assets
Common Stocks - 97.5% | |||
Shares | Value | ||
Australia - 6.9% | |||
AGL Energy Ltd. | 1,277,448 | $16,311,238 | |
Alumina Ltd. | 4,709,813 | 6,882,857 | |
AMP Ltd. | 6,649,907 | 7,590,854 | |
APA Group unit | 2,300,294 | 17,055,954 | |
Aristocrat Leisure Ltd. | 1,119,912 | 22,437,591 | |
ASX Ltd. | 377,150 | 21,922,021 | |
Aurizon Holdings Ltd. | 3,827,561 | 15,234,035 | |
Australia & New Zealand Banking Group Ltd. | 5,532,231 | 99,624,709 | |
Bank of Queensland Ltd. | 772,992 | 4,773,640 | |
Bendigo & Adelaide Bank Ltd. | 941,726 | 7,090,416 | |
BHP Billiton Ltd. | 5,730,759 | 140,675,127 | |
BlueScope Steel Ltd. | 1,024,458 | 8,617,116 | |
Boral Ltd. | 2,263,634 | 6,478,888 | |
Brambles Ltd. | 3,099,533 | 23,587,400 | |
Caltex Australia Ltd. | 480,189 | 7,748,263 | |
Challenger Ltd. | 1,064,088 | 4,808,454 | |
Cimic Group Ltd. | 185,657 | 3,875,952 | |
Coca-Cola Amatil Ltd. | 989,794 | 7,245,689 | |
Cochlear Ltd. | 111,586 | 16,382,175 | |
Coles Group Ltd. | 2,205,569 | 20,557,112 | |
Commonwealth Bank of Australia | 3,442,137 | 183,246,371 | |
Computershare Ltd. | 952,429 | 9,864,937 | |
Crown Ltd. | 720,092 | 5,824,201 | |
CSL Ltd. | 881,253 | 142,951,488 | |
DEXUS Property Group unit | 2,125,080 | 18,461,643 | |
Flight Centre Travel Group Ltd. | 107,691 | 3,373,115 | |
Fortescue Metals Group Ltd. | 2,676,508 | 14,419,955 | |
Goodman Group unit | 3,177,466 | 31,070,832 | |
Harvey Norman Holdings Ltd. (a) | 1,026,056 | 3,026,569 | |
Incitec Pivot Ltd. | 3,092,694 | 6,685,707 | |
Insurance Australia Group Ltd. | 4,498,510 | 24,417,944 | |
Lendlease Group unit | 1,089,812 | 12,520,912 | |
Macquarie Group Ltd. | 628,908 | 52,450,957 | |
Magellan Financial Group Ltd. | 246,042 | 8,407,465 | |
Medibank Private Ltd. | 5,366,871 | 13,156,122 | |
Mirvac Group unit | 7,545,458 | 16,209,949 | |
National Australia Bank Ltd. | 5,488,354 | 101,150,149 | |
Newcrest Mining Ltd. | 1,496,058 | 37,278,250 | |
Orica Ltd. | 730,700 | 10,594,696 | |
Origin Energy Ltd. | 3,433,426 | 17,642,397 | |
QBE Insurance Group Ltd. | 2,584,343 | 21,807,535 | |
Ramsay Health Care Ltd. | 275,216 | 12,165,994 | |
realestate.com.au Ltd. | 103,352 | 7,274,147 | |
Rio Tinto Ltd. | 722,170 | 42,594,129 | |
Santos Ltd. | 3,452,889 | 16,765,760 | |
Scentre Group unit | 10,351,219 | 28,162,955 | |
SEEK Ltd. | 644,661 | 8,826,208 | |
Sonic Healthcare Ltd. | 875,921 | 17,372,231 | |
South32 Ltd. | 9,844,563 | 17,502,727 | |
SP AusNet | 3,590,391 | 4,352,308 | |
Stockland Corp. Ltd. unit | 4,688,101 | 14,270,551 | |
Suncorp Group Ltd. | 2,526,738 | 23,499,534 | |
Sydney Airport unit | 2,137,616 | 12,135,638 | |
Tabcorp Holdings Ltd. | 3,943,207 | 12,507,653 | |
Telstra Corp. Ltd. | 8,095,387 | 20,280,839 | |
The GPT Group unit | 3,790,123 | 16,310,209 | |
TPG Telecom Ltd. | 701,671 | 3,147,119 | |
Transurban Group unit | 5,206,397 | 52,418,409 | |
Treasury Wine Estates Ltd. | 1,386,727 | 17,501,123 | |
Vicinity Centres unit | 6,258,568 | 10,916,417 | |
Washington H. Soul Pattinson & Co. Ltd. | 230,555 | 3,243,533 | |
Wesfarmers Ltd. | 2,205,003 | 58,061,908 | |
Westpac Banking Corp. | 6,724,194 | 127,596,101 | |
Woodside Petroleum Ltd. | 1,822,342 | 39,431,742 | |
Woolworths Group Ltd. | 2,464,606 | 62,690,227 | |
WorleyParsons Ltd. | 620,588 | 5,136,421 | |
TOTAL AUSTRALIA | 1,827,624,568 | ||
Austria - 0.2% | |||
Andritz AG | 141,204 | 4,972,296 | |
Erste Group Bank AG | 586,259 | 18,859,479 | |
OMV AG | 285,288 | 14,551,660 | |
Raiffeisen International Bank-Holding AG | 286,647 | 6,264,558 | |
Verbund AG | 131,570 | 7,830,199 | |
Voestalpine AG | 221,782 | 5,106,552 | |
TOTAL AUSTRIA | 57,584,744 | ||
Bailiwick of Jersey - 0.7% | |||
Experian PLC | 1,771,208 | 54,268,085 | |
Ferguson PLC | 451,589 | 33,211,387 | |
Glencore Xstrata PLC | 21,417,006 | 61,452,486 | |
WPP PLC | 2,459,718 | 29,099,596 | |
TOTAL BAILIWICK OF JERSEY | 178,031,554 | ||
Belgium - 1.0% | |||
Ageas | 354,143 | 18,955,056 | |
Anheuser-Busch InBev SA NV | 1,482,590 | 140,133,584 | |
Colruyt NV | 109,928 | 5,626,418 | |
Groupe Bruxelles Lambert SA | 156,766 | 14,638,070 | |
KBC Groep NV | 485,838 | 28,107,668 | |
Proximus | 295,110 | 8,721,520 | |
Solvay SA Class A | 144,999 | 14,616,605 | |
Telenet Group Holding NV | 90,334 | 4,501,427 | |
UCB SA | 246,630 | 18,415,728 | |
Umicore SA | 384,541 | 12,250,422 | |
TOTAL BELGIUM | 265,966,498 | ||
Bermuda - 0.3% | |||
Cheung Kong Infrastructure Holdings Ltd. | 1,296,450 | 8,727,717 | |
Dairy Farm International Holdings Ltd. | 642,934 | 4,603,407 | |
Hongkong Land Holdings Ltd. | 2,256,852 | 12,322,412 | |
Jardine Matheson Holdings Ltd. | 430,209 | 23,390,463 | |
Jardine Strategic Holdings Ltd. | 431,534 | 13,636,474 | |
Kerry Properties Ltd. | 1,250,181 | 4,207,518 | |
NWS Holdings Ltd. | 3,022,104 | 5,195,170 | |
Shangri-La Asia Ltd. | 2,439,380 | 2,546,757 | |
Yue Yuen Industrial (Holdings) Ltd. | 1,411,500 | 3,608,026 | |
TOTAL BERMUDA | 78,237,944 | ||
Cayman Islands - 0.6% | |||
ASM Pacific Technology Ltd. | 592,729 | 6,773,500 | |
BeiGene Ltd. ADR (a)(b) | 68,634 | 9,866,138 | |
Cheung Kong Property Holdings Ltd. | 5,033,925 | 34,091,431 | |
CK Hutchison Holdings Ltd. | 5,250,425 | 45,641,044 | |
Melco Crown Entertainment Ltd. sponsored ADR | 397,779 | 8,273,803 | |
MGM China Holdings Ltd. | 1,856,000 | 2,771,790 | |
Sands China Ltd. | 4,729,600 | 21,412,023 | |
WH Group Ltd. (c) | 18,584,500 | 14,892,935 | |
Wharf Real Estate Investment Co. Ltd. | 2,367,585 | 12,791,174 | |
Wynn Macau Ltd. | 3,021,200 | 6,020,796 | |
TOTAL CAYMAN ISLANDS | 162,534,634 | ||
Denmark - 1.8% | |||
A.P. Moller - Maersk A/S: | |||
Series A | 7,284 | 7,252,275 | |
Series B | 12,782 | 13,613,083 | |
Carlsberg A/S Series B | 208,683 | 30,804,700 | |
Christian Hansen Holding A/S | 205,572 | 17,271,011 | |
Coloplast A/S Series B | 231,322 | 27,549,090 | |
Danske Bank A/S | 1,260,647 | 16,574,380 | |
DSV A/S | 428,047 | 42,422,681 | |
Genmab A/S (b) | 126,055 | 25,768,119 | |
H Lundbeck A/S | 135,571 | 4,935,631 | |
ISS Holdings A/S | 308,495 | 7,827,699 | |
Novo Nordisk A/S Series B | 3,446,604 | 179,576,269 | |
Novozymes A/S Series B | 426,613 | 18,191,205 | |
ORSTED A/S (c) | 368,487 | 35,183,745 | |
Pandora A/S | 200,617 | 8,545,639 | |
Tryg A/S | 234,258 | 7,002,310 | |
Vestas Wind Systems A/S | 369,381 | 27,140,551 | |
William Demant Holding A/S (b) | 222,025 | 6,725,006 | |
TOTAL DENMARK | 476,383,394 | ||
Finland - 1.1% | |||
Elisa Corp. (A Shares) | 277,704 | 13,966,436 | |
Fortum Corp. | 865,565 | 19,035,497 | |
Kone Oyj (B Shares) | 658,610 | 38,074,264 | |
Metso Corp. | 204,311 | 7,652,596 | |
Neste Oyj | 823,317 | 25,915,378 | |
Nokia Corp. | 10,964,252 | 54,243,541 | |
Nokian Tyres PLC | 238,727 | 6,533,085 | |
Nordea Bank ABP: | |||
(Helsinki Stock Exchange) | 86,177 | 537,306 | |
(Stockholm Stock Exchange) | 6,244,372 | 39,000,882 | |
Orion Oyj (B Shares) | 201,941 | 7,495,024 | |
Sampo Oyj (A Shares) | 861,772 | 34,229,297 | |
Stora Enso Oyj (R Shares) | 1,137,000 | 12,708,634 | |
UPM-Kymmene Corp. | 1,040,572 | 28,042,069 | |
Wartsila Corp. | 864,971 | 10,604,460 | |
TOTAL FINLAND | 298,038,469 | ||
France - 10.1% | |||
Accor SA | 358,700 | 15,477,440 | |
Aeroports de Paris | 57,388 | 9,908,655 | |
Air Liquide SA | 514,159 | 71,568,199 | |
Alstom SA | 304,304 | 12,999,889 | |
Amundi SA (c) | 117,477 | 7,507,927 | |
Arkema SA | 133,348 | 11,689,316 | |
Atos Origin SA | 188,836 | 14,295,369 | |
AXA SA | 3,765,402 | 86,342,823 | |
BIC SA | 48,643 | 3,106,089 | |
bioMerieux SA | 80,485 | 6,541,398 | |
BNP Paribas SA | 2,186,441 | 98,555,822 | |
Bollore SA | 1,717,759 | 7,291,082 | |
Bouygues SA | 433,517 | 16,461,585 | |
Bureau Veritas SA | 564,111 | 13,490,900 | |
Capgemini SA | 309,295 | 37,103,433 | |
Carrefour SA | 1,179,831 | 20,098,746 | |
Casino Guichard Perrachon SA (a) | 103,906 | 4,373,779 | |
CNP Assurances | 333,427 | 6,053,803 | |
Compagnie de St. Gobain | 957,377 | 34,533,374 | |
Covivio | 92,675 | 9,859,512 | |
Credit Agricole SA | 2,216,872 | 25,270,977 | |
Danone SA | 1,198,182 | 107,344,346 | |
Dassault Aviation SA | 4,779 | 6,796,554 | |
Dassault Systemes SA | 254,353 | 35,823,905 | |
Edenred SA | 469,257 | 22,847,145 | |
EDF SA | 973,558 | 11,839,427 | |
EDF SA (b) | 200,740 | 2,441,197 | |
Eiffage SA | 151,720 | 15,714,319 | |
ENGIE | 3,552,279 | 53,974,628 | |
Essilor International SA | 547,942 | 80,847,452 | |
Eurazeo SA | 77,642 | 5,132,746 | |
Eutelsat Communications | 338,566 | 5,886,637 | |
Faurecia SA | 147,292 | 6,434,781 | |
Gecina SA | 88,688 | 14,055,541 | |
Groupe Eurotunnel SA | 850,900 | 11,970,325 | |
Hermes International SCA | 61,461 | 41,947,750 | |
ICADE | 57,526 | 5,086,367 | |
Iliad SA | 50,893 | 5,327,150 | |
Imerys SA | 69,339 | 2,827,281 | |
Ingenico SA | 118,593 | 11,756,635 | |
Ipsen SA | 73,475 | 7,719,958 | |
JCDecaux SA | 144,804 | 3,870,451 | |
Kering SA | 147,383 | 71,336,559 | |
Klepierre SA | 395,867 | 12,077,755 | |
L'Oreal SA (b) | 201,944 | 55,175,913 | |
L'Oreal SA | 288,175 | 78,736,277 | |
Legrand SA | 519,065 | 36,636,122 | |
LVMH Moet Hennessy Louis Vuitton SE | 540,180 | 215,416,341 | |
Michelin CGDE Series B | 332,264 | 34,980,538 | |
Natixis SA | 1,817,417 | 7,034,956 | |
Orange SA | 3,878,251 | 58,923,878 | |
Pernod Ricard SA | 412,905 | 78,825,623 | |
Peugeot Citroen SA | 1,143,678 | 25,553,983 | |
Publicis Groupe SA | 418,231 | 20,063,903 | |
Remy Cointreau SA | 43,550 | 6,576,462 | |
Renault SA | 374,053 | 21,443,130 | |
Safran SA | 636,544 | 92,451,305 | |
Sanofi SA | 2,183,274 | 187,560,075 | |
Sartorius Stedim Biotech | 53,776 | 8,321,634 | |
Schneider Electric SA | 1,069,376 | 89,575,138 | |
SCOR SE | 317,230 | 12,652,568 | |
SEB SA | 43,784 | 6,809,094 | |
Societe Generale Series A | 1,505,964 | 38,122,948 | |
Sodexo SA (b) | 84,696 | 9,597,078 | |
Sodexo SA | 86,270 | 9,775,431 | |
SR Teleperformance SA | 112,466 | 24,548,103 | |
Suez Environnement SA | 655,759 | 10,180,056 | |
Thales SA | 207,378 | 23,965,661 | |
Total SA | 4,664,826 | 232,955,340 | |
Ubisoft Entertainment SA (b) | 162,753 | 13,122,764 | |
Valeo SA | 468,151 | 12,780,711 | |
Veolia Environnement SA | 1,047,403 | 25,037,475 | |
VINCI SA | 998,810 | 109,127,323 | |
Vivendi SA | 1,777,925 | 49,690,944 | |
Wendel SA | 54,130 | 7,585,176 | |
Worldline SA (b)(c) | 160,179 | 11,055,609 | |
TOTAL FRANCE | 2,669,870,586 | ||
Germany - 7.9% | |||
adidas AG | 350,908 | 104,013,969 | |
Allianz SE | 824,990 | 182,078,586 | |
Axel Springer SE (a)(b) | 93,932 | 6,452,248 | |
BASF AG | 1,787,174 | 118,251,908 | |
Bayer AG | 1,814,498 | 134,860,413 | |
Bayerische Motoren Werke AG (BMW) | 645,099 | 43,114,050 | |
Beiersdorf AG | 196,383 | 24,713,077 | |
Brenntag AG | 302,259 | 14,560,228 | |
Carl Zeiss Meditec AG | 78,455 | 9,045,104 | |
Commerzbank AG | 1,950,781 | 11,060,926 | |
Continental AG | 214,257 | 25,856,158 | |
Covestro AG (c) | 336,331 | 15,225,661 | |
Daimler AG (Germany) | 1,769,000 | 83,027,892 | |
Delivery Hero AG (b)(c) | 219,529 | 11,088,923 | |
Deutsche Bank AG | 3,823,288 | 27,615,443 | |
Deutsche Borse AG | 369,725 | 54,324,872 | |
Deutsche Lufthansa AG | 459,272 | 7,056,585 | |
Deutsche Post AG | 1,924,627 | 63,246,313 | |
Deutsche Telekom AG | 6,480,370 | 108,187,473 | |
Deutsche Wohnen AG (Bearer) | 694,780 | 24,633,670 | |
Drillisch AG (a) | 102,066 | 2,799,904 | |
E.ON AG | 4,287,018 | 39,885,100 | |
Evonik Industries AG | 365,103 | 9,301,356 | |
Fraport AG Frankfurt Airport Services Worldwide | 80,635 | 6,733,492 | |
Fresenius Medical Care AG & Co. KGaA | 419,453 | 28,228,371 | |
Fresenius SE & Co. KGaA | 811,804 | 39,400,134 | |
GEA Group AG | 299,201 | 8,066,368 | |
Hannover Reuck SE | 117,351 | 18,675,525 | |
HeidelbergCement Finance AG | 290,124 | 20,100,984 | |
Henkel AG & Co. KGaA | 200,123 | 18,486,393 | |
Hochtief AG | 48,303 | 5,252,999 | |
Hugo Boss AG | 122,826 | 6,841,390 | |
Infineon Technologies AG | 2,431,984 | 42,148,460 | |
innogy SE (c) | 271,257 | 13,502,082 | |
KION Group AG | 124,883 | 6,037,745 | |
Knorr-Bremse AG | 94,338 | 8,811,948 | |
Lanxess AG | 168,548 | 10,132,775 | |
Merck KGaA | 251,724 | 26,907,685 | |
Metro Wholesale & Food Specialist AG (a) | 347,187 | 5,372,588 | |
MTU Aero Engines Holdings AG | 101,448 | 27,684,562 | |
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | 282,468 | 67,646,283 | |
Puma AG | 162,014 | 12,295,146 | |
RWE AG | 1,065,472 | 30,373,347 | |
SAP SE | 1,911,706 | 228,214,483 | |
Siemens AG | 1,487,959 | 148,799,485 | |
Siemens Healthineers AG (c) | 291,885 | 11,455,633 | |
Symrise AG | 250,852 | 23,412,350 | |
Telefonica Deutschland Holding AG | 1,716,392 | 4,368,904 | |
Thyssenkrupp AG (a) | 789,728 | 9,647,270 | |
TUI AG | 306,139 | 3,040,944 | |
TUI AG (GB) | 563,634 | 5,603,230 | |
Uniper SE | 387,715 | 11,748,078 | |
United Internet AG | 238,406 | 7,808,199 | |
Volkswagen AG | 66,037 | 10,774,199 | |
Vonovia SE | 991,594 | 49,368,456 | |
Wirecard AG | 228,374 | 36,419,294 | |
Zalando SE (b)(c) | 244,415 | 12,088,094 | |
TOTAL GERMANY | 2,085,846,755 | ||
Hong Kong - 2.6% | |||
AIA Group Ltd. | 23,493,600 | 227,341,894 | |
Bank of East Asia Ltd. | 2,466,550 | 6,227,044 | |
BOC Hong Kong (Holdings) Ltd. | 7,201,566 | 24,220,491 | |
CLP Holdings Ltd. | 3,199,157 | 32,923,150 | |
Galaxy Entertainment Group Ltd. | 4,219,000 | 26,404,534 | |
Hang Lung Properties Ltd. | 3,929,423 | 8,863,111 | |
Hang Seng Bank Ltd. | 1,487,301 | 30,982,122 | |
Henderson Land Development Co. Ltd. | 2,809,381 | 13,046,278 | |
Hong Kong & China Gas Co. Ltd. | 19,770,434 | 38,125,539 | |
Hong Kong Exchanges and Clearing Ltd. | 2,313,065 | 70,592,065 | |
Hysan Development Co. Ltd. | 1,198,677 | 4,846,264 | |
Link (REIT) | 4,105,308 | 46,021,832 | |
MTR Corp. Ltd. | 3,046,451 | 17,629,287 | |
New World Development Co. Ltd. | 11,943,803 | 14,863,479 | |
PCCW Ltd. | 8,298,863 | 4,494,844 | |
Power Assets Holdings Ltd. | 2,709,176 | 18,014,424 | |
Sino Land Ltd. | 5,955,602 | 8,489,150 | |
SJM Holdings Ltd. | 3,902,000 | 3,677,700 | |
Sun Hung Kai Properties Ltd. | 3,100,176 | 43,821,140 | |
Swire Pacific Ltd. (A Shares) | 971,384 | 9,502,563 | |
Swire Properties Ltd. | 2,282,400 | 7,481,067 | |
Techtronic Industries Co. Ltd. | 2,670,000 | 18,416,924 | |
Vitasoy International Holdings Ltd. | 1,454,000 | 6,757,565 | |
Wharf Holdings Ltd. | 2,387,585 | 5,214,328 | |
Wheelock and Co. Ltd. | 1,603,000 | 9,297,890 | |
TOTAL HONG KONG | 697,254,685 | ||
Ireland - 0.6% | |||
AIB Group PLC | 1,579,171 | 3,995,323 | |
Bank Ireland Group PLC | 1,894,477 | 7,208,317 | |
CRH PLC | 1,580,897 | 52,909,083 | |
DCC PLC (United Kingdom) | 191,709 | 16,291,682 | |
James Hardie Industries PLC CDI | 854,181 | 12,971,847 | |
Kerry Group PLC Class A | 309,251 | 36,809,254 | |
Kingspan Group PLC (Ireland) | 296,489 | 13,536,068 | |
Paddy Power Betfair PLC (Ireland) | 151,318 | 12,446,345 | |
Smurfit Kappa Group PLC | 436,501 | 13,461,404 | |
TOTAL IRELAND | 169,629,323 | ||
Isle of Man - 0.1% | |||
Gaming VC Holdings SA | 1,135,498 | 8,690,729 | |
Israel - 0.6% | |||
Azrieli Group | 81,344 | 6,062,392 | |
Bank Hapoalim BM (Reg.) (b) | 2,193,106 | 16,071,711 | |
Bank Leumi le-Israel BM | 2,926,623 | 19,940,039 | |
Check Point Software Technologies Ltd. (b) | 240,571 | 25,909,497 | |
CyberArk Software Ltd. (b) | 72,581 | 8,153,750 | |
Elbit Systems Ltd. (Israel) | 45,509 | 7,021,591 | |
Israel Chemicals Ltd. | 1,352,258 | 6,098,887 | |
Israel Discount Bank Ltd. (Class A) | 2,234,475 | 9,300,170 | |
Mizrahi Tefahot Bank Ltd. | 271,380 | 6,242,681 | |
NICE Systems Ltd. (b) | 109,451 | 16,738,563 | |
NICE Systems Ltd. sponsored ADR (a)(b) | 14,002 | 2,145,807 | |
Teva Pharmaceutical Industries Ltd. sponsored ADR (a)(b) | 2,105,604 | 14,528,668 | |
Wix.com Ltd. (b) | 89,577 | 12,563,174 | |
TOTAL ISRAEL | 150,776,930 | ||
Italy - 1.9% | |||
Assicurazioni Generali SpA | 2,128,729 | 38,532,876 | |
Atlantia SpA | 966,176 | 23,541,785 | |
Davide Campari-Milano SpA | 1,134,095 | 10,625,791 | |
Enel SpA | 15,824,962 | 114,806,859 | |
Eni SpA | 4,952,170 | 74,745,492 | |
FinecoBank SpA | 1,184,994 | 12,213,604 | |
Intesa Sanpaolo SpA | 28,940,000 | 63,681,273 | |
Leonardo SpA | 782,315 | 9,569,611 | |
Mediobanca SpA | 1,192,387 | 11,807,541 | |
Moncler SpA | 349,576 | 13,097,429 | |
Pirelli & C. SpA (c) | 760,461 | 3,949,083 | |
Poste Italiane SpA (c) | 1,010,642 | 10,854,211 | |
Prysmian SpA | 467,089 | 10,218,315 | |
Recordati SpA | 200,800 | 8,796,673 | |
Snam Rete Gas SpA | 4,061,179 | 20,527,355 | |
Telecom Italia SpA (b) | 17,673,450 | 9,448,086 | |
Terna SpA | 2,720,393 | 17,072,032 | |
UniCredit SpA | 3,905,311 | 43,178,849 | |
TOTAL ITALY | 496,666,865 | ||
Japan - 24.0% | |||
ABC-MART, Inc. | 65,900 | 4,211,992 | |
ACOM Co. Ltd. | 771,700 | 2,724,032 | |
Advantest Corp. | 389,600 | 16,007,945 | |
AEON Co. Ltd. | 1,274,700 | 22,605,872 | |
AEON Financial Service Co. Ltd. | 217,100 | 3,179,815 | |
AEON MALL Co. Ltd. | 196,840 | 3,096,151 | |
Agc, Inc. | 357,035 | 10,300,864 | |
Air Water, Inc. | 287,300 | 4,881,409 | |
Aisin Seiki Co. Ltd. | 317,200 | 9,405,375 | |
Ajinomoto Co., Inc. | 849,166 | 15,482,982 | |
Alfresa Holdings Corp. | 367,900 | 8,328,701 | |
All Nippon Airways Ltd. | 221,400 | 7,569,302 | |
Alps Electric Co. Ltd. | 402,700 | 7,031,661 | |
Amada Holdings Co. Ltd. | 660,700 | 6,884,689 | |
Aozora Bank Ltd. | 230,000 | 5,315,103 | |
Asahi Group Holdings | 707,403 | 33,001,264 | |
ASAHI INTECC Co. Ltd. | 380,800 | 8,509,617 | |
Asahi Kasei Corp. | 2,460,427 | 22,261,613 | |
Astellas Pharma, Inc. | 3,663,100 | 50,563,559 | |
Bandai Namco Holdings, Inc. | 389,850 | 22,935,591 | |
Bank of Kyoto Ltd. | 102,400 | 3,677,282 | |
Benesse Holdings, Inc. | 137,300 | 3,512,791 | |
Bridgestone Corp. | 1,111,779 | 42,415,779 | |
Brother Industries Ltd. | 432,400 | 7,489,208 | |
Calbee, Inc. | 154,400 | 4,708,957 | |
Canon, Inc. | 1,948,044 | 50,504,137 | |
Casio Computer Co. Ltd. | 373,200 | 5,209,729 | |
Central Japan Railway Co. | 280,700 | 55,526,997 | |
Chiba Bank Ltd. | 1,085,674 | 5,416,362 | |
Chubu Electric Power Co., Inc. | 1,246,264 | 18,376,924 | |
Chugai Pharmaceutical Co. Ltd. | 436,225 | 31,207,323 | |
Chugoku Electric Power Co., Inc. | 551,300 | 7,042,068 | |
Coca-Cola West Co. Ltd. | 237,400 | 5,162,084 | |
Concordia Financial Group Ltd. | 2,088,384 | 7,175,226 | |
Credit Saison Co. Ltd. | 303,852 | 3,380,741 | |
CyberAgent, Inc. | 195,800 | 8,828,371 | |
Dai Nippon Printing Co. Ltd. | 477,221 | 10,327,398 | |
Dai-ichi Mutual Life Insurance Co. | 2,102,900 | 28,662,863 | |
Daicel Chemical Industries Ltd. | 508,400 | 3,928,991 | |
Daifuku Co. Ltd. | 198,000 | 9,356,239 | |
Daiichi Sankyo Kabushiki Kaisha | 1,103,670 | 72,909,644 | |
Daikin Industries Ltd. | 484,994 | 60,056,442 | |
Dainippon Sumitomo Pharma Co. Ltd. | 308,100 | 5,382,723 | |
Daito Trust Construction Co. Ltd. | 140,163 | 18,048,947 | |
Daiwa House Industry Co. Ltd. | 1,103,584 | 34,613,281 | |
Daiwa House REIT Investment Corp. | 3,608 | 9,523,069 | |
Daiwa Securities Group, Inc. | 2,999,985 | 12,908,109 | |
DENSO Corp. | 844,538 | 35,439,831 | |
Dentsu, Inc. | 418,300 | 14,293,114 | |
Disco Corp. | 51,800 | 9,410,646 | |
East Japan Railway Co. | 594,900 | 56,642,477 | |
Eisai Co. Ltd. | 490,678 | 25,080,073 | |
Electric Power Development Co. Ltd. | 283,980 | 6,581,247 | |
FamilyMart Co. Ltd. | 494,100 | 11,394,973 | |
Fanuc Corp. | 377,372 | 65,350,461 | |
Fast Retailing Co. Ltd. | 113,500 | 66,496,352 | |
Fuji Electric Co. Ltd. | 243,930 | 6,957,292 | |
Fujifilm Holdings Corp. | 701,305 | 30,029,994 | |
Fujitsu Ltd. | 383,107 | 29,581,840 | |
Fukuoka Financial Group, Inc. | 335,060 | 5,765,423 | |
GMO Payment Gateway, Inc. | 78,500 | 6,081,376 | |
Hakuhodo DY Holdings, Inc. | 458,800 | 6,776,083 | |
Hamamatsu Photonics K.K. | 272,600 | 9,417,254 | |
Hankyu Hanshin Holdings, Inc. | 448,600 | 16,996,423 | |
Hikari Tsushin, Inc. | 40,500 | 9,492,634 | |
Hino Motors Ltd. | 555,400 | 4,370,635 | |
Hirose Electric Co. Ltd. | 62,977 | 7,155,197 | |
Hisamitsu Pharmaceutical Co., Inc. | 100,800 | 4,080,011 | |
Hitachi Chemical Co. Ltd. | 200,100 | 6,253,419 | |
Hitachi Construction Machinery Co. Ltd. | 208,700 | 4,459,444 | |
Hitachi High-Technologies Corp. | 133,300 | 7,202,353 | |
Hitachi Ltd. | 1,881,354 | 64,267,272 | |
Hitachi Metals Ltd. | 416,000 | 4,479,729 | |
Honda Motor Co. Ltd. | 3,172,660 | 75,175,534 | |
Hoshizaki Corp. | 104,300 | 7,500,842 | |
Hoya Corp. | 742,216 | 60,426,660 | |
Hulic Co. Ltd. | 509,400 | 4,862,160 | |
Idemitsu Kosan Co. Ltd. | 383,115 | 10,295,979 | |
IHI Corp. | 284,918 | 5,548,975 | |
Iida Group Holdings Co. Ltd. | 297,200 | 4,627,183 | |
INPEX Corp. | 1,980,200 | 17,129,984 | |
Isetan Mitsukoshi Holdings Ltd. | 652,387 | 4,943,489 | |
Isuzu Motors Ltd. | 1,064,100 | 11,448,829 | |
Itochu Corp. | 2,621,386 | 52,274,733 | |
ITOCHU Techno-Solutions Corp. | 184,500 | 5,085,104 | |
J. Front Retailing Co. Ltd. | 439,900 | 4,977,266 | |
Japan Airlines Co. Ltd. | 221,900 | 6,932,613 | |
Japan Airport Terminal Co. Ltd. | 97,400 | 3,882,798 | |
Japan Exchange Group, Inc. | 995,800 | 15,766,326 | |
Japan Post Bank Co. Ltd. | 777,300 | 7,082,660 | |
Japan Post Holdings Co. Ltd. | 3,063,600 | 27,857,463 | |
Japan Prime Realty Investment Corp. | 1,508 | 6,884,548 | |
Japan Real Estate Investment Corp. | 2,546 | 16,943,776 | |
Japan Retail Fund Investment Corp. | 5,150 | 10,306,302 | |
Japan Tobacco, Inc. | 2,337,100 | 49,335,689 | |
JFE Holdings, Inc. | 952,275 | 11,146,552 | |
JGC Corp. | 423,417 | 4,922,295 | |
JSR Corp. | 373,216 | 6,105,798 | |
JTEKT Corp. | 401,900 | 4,358,157 | |
JX Holdings, Inc. | 6,266,400 | 25,900,845 | |
Kajima Corp. | 880,058 | 10,711,300 | |
Kakaku.com, Inc. | 260,300 | 6,520,057 | |
Kamigumi Co. Ltd. | 206,331 | 4,834,168 | |
Kaneka Corp. | 95,611 | 2,866,485 | |
Kansai Electric Power Co., Inc. | 1,373,236 | 16,707,371 | |
Kansai Paint Co. Ltd. | 343,200 | 7,142,799 | |
Kao Corp. | 951,550 | 68,736,242 | |
Kawasaki Heavy Industries Ltd. | 276,794 | 5,427,231 | |
KDDI Corp. | 3,449,200 | 91,872,279 | |
Keihan Electric Railway Co., Ltd. | 188,900 | 7,912,694 | |
Keihin Electric Express Railway Co. Ltd. | 427,830 | 7,844,993 | |
Keio Corp. | 200,782 | 12,549,466 | |
Keisei Electric Railway Co. | 250,700 | 9,864,226 | |
Keyence Corp. | 177,424 | 105,049,839 | |
Kikkoman Corp. | 284,149 | 12,785,167 | |
Kintetsu Group Holdings Co. Ltd. | 332,010 | 16,532,526 | |
Kirin Holdings Co. Ltd. | 1,603,056 | 31,665,769 | |
Kobayashi Pharmaceutical Co. Ltd. | 94,500 | 7,080,717 | |
Kobe Steel Ltd. | 611,700 | 3,189,926 | |
Koito Manufacturing Co. Ltd. | 204,600 | 9,610,336 | |
Komatsu Ltd. | 1,798,845 | 38,092,065 | |
Konami Holdings Corp. | 180,600 | 8,185,523 | |
Konica Minolta, Inc. | 875,500 | 6,230,320 | |
Kose Corp. | 65,200 | 11,200,640 | |
Kubota Corp. | 2,040,164 | 29,286,488 | |
Kuraray Co. Ltd. | 618,786 | 7,059,525 | |
Kurita Water Industries Ltd. | 191,100 | 4,970,201 | |
Kyocera Corp. | 625,404 | 37,176,319 | |
Kyowa Hakko Kirin Co., Ltd. | 477,989 | 8,751,246 | |
Kyushu Electric Power Co., Inc. | 728,370 | 7,192,170 | |
Kyushu Railway Co. | 313,200 | 9,389,956 | |
Lawson, Inc. | 96,916 | 4,807,712 | |
LINE Corp. (a)(b) | 115,500 | 4,075,325 | |
Lion Corp. | 430,900 | 8,375,851 | |
LIXIL Group Corp. | 516,259 | 8,460,554 | |
M3, Inc. | 866,900 | 18,401,275 | |
Makita Corp. | 437,400 | 12,866,522 | |
Marubeni Corp. | 3,025,844 | 19,314,019 | |
Marui Group Co. Ltd. | 367,649 | 7,319,411 | |
Maruichi Steel Tube Ltd. | 109,000 | 2,651,254 | |
Mazda Motor Corp. | 1,098,900 | 9,194,858 | |
McDonald's Holdings Co. (Japan) Ltd. | 129,200 | 6,062,616 | |
Mebuki Financial Group, Inc. | 1,708,510 | 3,811,520 | |
Medipal Holdings Corp. | 352,000 | 7,478,364 | |
Meiji Holdings Co. Ltd. | 221,458 | 15,384,384 | |
Mercari, Inc. (a)(b) | 142,700 | 3,337,972 | |
Minebea Mitsumi, Inc. | 710,500 | 10,975,013 | |
Misumi Group, Inc. | 554,300 | 12,564,168 | |
Mitsubishi Chemical Holdings Corp. | 2,475,975 | 16,995,161 | |
Mitsubishi Corp. | 2,630,202 | 64,000,303 | |
Mitsubishi Electric Corp. | 3,555,306 | 42,954,161 | |
Mitsubishi Estate Co. Ltd. | 2,302,223 | 44,078,897 | |
Mitsubishi Gas Chemical Co., Inc. | 308,033 | 3,705,617 | |
Mitsubishi Heavy Industries Ltd. | 624,625 | 23,471,577 | |
Mitsubishi Materials Corp. | 214,893 | 5,208,730 | |
Mitsubishi Motors Corp. of Japan | 1,299,000 | 5,429,058 | |
Mitsubishi Tanabe Pharma Corp. | 432,500 | 4,779,545 | |
Mitsubishi UFJ Financial Group, Inc. | 23,927,830 | 115,170,674 | |
Mitsubishi UFJ Lease & Finance Co. Ltd. | 776,700 | 4,196,600 | |
Mitsui & Co. Ltd. | 3,223,523 | 50,460,947 | |
Mitsui Chemicals, Inc. | 356,936 | 7,630,269 | |
Mitsui Fudosan Co. Ltd. | 1,738,677 | 41,668,675 | |
Mitsui OSK Lines Ltd. | 224,128 | 5,278,564 | |
Mizuho Financial Group, Inc. | 46,928,900 | 68,189,511 | |
MonotaRO Co. Ltd. | 242,600 | 5,962,523 | |
MS&AD Insurance Group Holdings, Inc. | 925,584 | 29,422,480 | |
Murata Manufacturing Co. Ltd. | 1,118,062 | 46,481,106 | |
Nabtesco Corp. | 218,300 | 6,277,653 | |
Nagoya Railroad Co. Ltd. | 353,200 | 10,522,690 | |
NEC Corp. | 482,554 | 20,667,583 | |
New Hampshire Foods Ltd. | 165,070 | 6,339,583 | |
Nexon Co. Ltd. (b) | 951,200 | 12,794,887 | |
NGK Insulators Ltd. | 509,909 | 6,844,545 | |
NGK Spark Plug Co. Ltd. | 304,100 | 5,249,865 | |
Nidec Corp. | 435,384 | 56,782,090 | |
Nikon Corp. | 621,138 | 7,688,582 | |
Nintendo Co. Ltd. | 218,596 | 82,716,874 | |
Nippon Building Fund, Inc. | 2,620 | 19,236,598 | |
Nippon Electric Glass Co. Ltd. | 153,600 | 3,188,102 | |
Nippon Express Co. Ltd. | 153,554 | 7,935,346 | |
Nippon Paint Holdings Co. Ltd. | 283,600 | 13,427,853 | |
Nippon Prologis REIT, Inc. | 3,838 | 10,397,481 | |
Nippon Steel & Sumitomo Metal Corp. | 1,582,163 | 22,131,070 | |
Nippon Telegraph & Telephone Corp. | 1,252,900 | 60,100,517 | |
Nippon Yusen KK | 295,957 | 4,418,391 | |
Nissan Chemical Corp. | 248,400 | 10,510,265 | |
Nissan Motor Co. Ltd. | 4,522,848 | 27,944,260 | |
Nisshin Seifun Group, Inc. | 383,623 | 7,214,936 | |
Nissin Food Holdings Co. Ltd. | 122,923 | 8,527,722 | |
Nitori Holdings Co. Ltd. | 156,300 | 22,547,160 | |
Nitto Denko Corp. | 306,094 | 14,250,868 | |
NKSJ Holdings, Inc. | 655,303 | 26,178,810 | |
Nomura Holdings, Inc. | 6,419,247 | 25,876,315 | |
Nomura Real Estate Holdings, Inc. | 242,800 | 5,146,944 | |
Nomura Real Estate Master Fund, Inc. | 8,045 | 14,047,607 | |
Nomura Research Institute Ltd. | 663,465 | 13,196,230 | |
NSK Ltd. | 697,976 | 5,597,737 | |
NTT Data Corp. | 1,220,100 | 15,745,819 | |
NTT DOCOMO, Inc. | 2,596,700 | 65,556,073 | |
Obayashi Corp. | 1,272,004 | 11,722,049 | |
OBIC Co. Ltd. | 125,200 | 14,319,010 | |
Odakyu Electric Railway Co. Ltd. | 577,700 | 13,105,445 | |
Oji Holdings Corp. | 1,671,952 | 7,790,429 | |
Olympus Corp. | 2,267,716 | 26,554,701 | |
OMRON Corp. | 375,360 | 18,585,152 | |
Ono Pharmaceutical Co. Ltd. | 738,300 | 13,638,761 | |
Oracle Corp. Japan | 74,700 | 6,433,897 | |
Oriental Land Co. Ltd. | 389,624 | 56,737,264 | |
ORIX Corp. | 2,581,480 | 38,126,250 | |
Osaka Gas Co. Ltd. | 726,605 | 13,008,921 | |
Otsuka Corp. | 202,200 | 7,508,627 | |
Otsuka Holdings Co. Ltd. | 756,200 | 31,099,334 | |
Pan Pacific International Hold | 864,400 | 13,515,022 | |
Panasonic Corp. | 4,304,473 | 33,157,022 | |
Park24 Co. Ltd. | 223,500 | 4,584,238 | |
PeptiDream, Inc. (b) | 182,100 | 9,547,673 | |
Persol Holdings Co., Ltd. | 340,800 | 6,919,618 | |
Pigeon Corp. | 223,800 | 8,131,670 | |
Pola Orbis Holdings, Inc. | 178,300 | 4,239,524 | |
Rakuten, Inc. | 1,677,200 | 15,803,428 | |
Recruit Holdings Co. Ltd. | 2,310,200 | 70,000,789 | |
Renesas Electronics Corp. (b) | 1,441,800 | 9,011,674 | |
Resona Holdings, Inc. | 4,039,800 | 15,857,266 | |
Ricoh Co. Ltd. | 1,313,170 | 12,150,855 | |
Rinnai Corp. | 64,200 | 4,030,818 | |
ROHM Co. Ltd. | 184,744 | 13,181,715 | |
Ryohin Keikaku Co. Ltd. | 462,000 | 7,962,743 | |
Sankyo Co. Ltd. (Gunma) | 86,200 | 2,981,927 | |
Santen Pharmaceutical Co. Ltd. | 718,000 | 12,577,757 | |
SBI Holdings, Inc. Japan | 461,960 | 9,240,505 | |
Secom Co. Ltd. | 409,067 | 34,901,711 | |
Sega Sammy Holdings, Inc. | 332,800 | 4,561,179 | |
Seibu Holdings, Inc. | 395,800 | 6,717,442 | |
Seiko Epson Corp. | 541,800 | 7,206,320 | |
Sekisui Chemical Co. Ltd. | 717,793 | 10,344,435 | |
Sekisui House Ltd. | 1,218,167 | 21,620,501 | |
Seven & i Holdings Co. Ltd. | 1,466,800 | 51,875,410 | |
Seven Bank Ltd. | 1,150,100 | 3,009,628 | |
SG Holdings Co. Ltd. | 277,100 | 7,415,591 | |
Sharp Corp. | 405,400 | 4,182,411 | |
Shimadzu Corp. | 434,700 | 10,810,725 | |
Shimamura Co. Ltd. | 42,700 | 3,336,095 | |
SHIMANO, Inc. | 144,700 | 20,798,880 | |
SHIMIZU Corp. | 1,156,516 | 9,645,345 | |
Shin-Etsu Chemical Co. Ltd. | 707,662 | 71,278,765 | |
Shinsei Bank Ltd. | 387,700 | 5,306,310 | |
Shionogi & Co. Ltd. | 524,991 | 28,143,491 | |
Shiseido Co. Ltd. | 778,950 | 63,717,941 | |
Shizuoka Bank Ltd. | 887,374 | 5,997,407 | |
Showa Denko K.K. | 259,000 | 6,684,972 | |
SMC Corp. | 111,471 | 42,118,379 | |
SoftBank Corp. | 3,260,200 | 45,741,310 | |
SoftBank Corp. | 3,211,660 | 145,837,510 | |
Sohgo Security Services Co., Ltd. | 139,300 | 7,028,268 | |
Sony Corp. | 2,472,485 | 140,838,796 | |
Sony Financial Holdings, Inc. | 293,000 | 6,768,221 | |
Stanley Electric Co. Ltd. | 255,425 | 6,349,860 | |
Subaru Corp. | 1,199,300 | 32,128,845 | |
Sumco Corp. | 479,200 | 5,940,664 | |
Sumitomo Chemical Co. Ltd. | 2,887,534 | 12,638,992 | |
Sumitomo Corp. | 2,314,942 | 34,701,794 | |
Sumitomo Electric Industries Ltd. | 1,460,906 | 17,203,308 | |
Sumitomo Heavy Industries Ltd. | 214,664 | 6,173,093 | |
Sumitomo Metal Mining Co. Ltd. | 450,432 | 12,683,836 | |
Sumitomo Mitsui Financial Group, Inc. | 2,585,500 | 84,722,312 | |
Sumitomo Mitsui Trust Holdings, Inc. | 641,772 | 20,941,028 | |
Sumitomo Realty & Development Co. Ltd. | 651,000 | 24,481,056 | |
Sumitomo Rubber Industries Ltd. | 330,100 | 3,725,607 | |
Sundrug Co. Ltd. | 138,000 | 4,293,218 | |
Suntory Beverage & Food Ltd. | 269,000 | 11,597,120 | |
Suzuken Co. Ltd. | 141,516 | 7,606,310 | |
Suzuki Motor Corp. | 717,000 | 27,658,173 | |
Sysmex Corp. | 325,700 | 20,792,558 | |
T&D Holdings, Inc. | 1,090,000 | 10,614,251 | |
Taiheiyo Cement Corp. | 232,700 | 5,874,725 | |
Taisei Corp. | 391,018 | 13,839,391 | |
Taisho Pharmaceutical Holdings Co. Ltd. | 70,157 | 4,886,919 | |
Taiyo Nippon Sanso Corp. | 249,700 | 4,950,047 | |
Takeda Pharmaceutical Co. Ltd. | 2,892,527 | 97,524,202 | |
TDK Corp. | 252,825 | 20,133,661 | |
Teijin Ltd. | 346,468 | 6,229,151 | |
Terumo Corp. | 1,257,248 | 36,533,389 | |
THK Co. Ltd. | 233,900 | 5,433,851 | |
Tobu Railway Co. Ltd. | 371,059 | 11,386,571 | |
Toho Co. Ltd. | 222,154 | 9,420,660 | |
Toho Gas Co. Ltd. | 144,700 | 5,618,558 | |
Tohoku Electric Power Co., Inc. | 820,490 | 8,202,197 | |
Tokio Marine Holdings, Inc. | 1,248,700 | 64,318,599 | |
Tokyo Century Corp. | 82,400 | 3,319,735 | |
Tokyo Electric Power Co., Inc. (b) | 2,950,518 | 14,053,392 | |
Tokyo Electron Ltd. | 305,718 | 54,691,680 | |
Tokyo Gas Co. Ltd. | 742,479 | 18,769,025 | |
Tokyu Corp. | 966,677 | 17,279,801 | |
Tokyu Fudosan Holdings Corp. | 1,190,000 | 7,381,842 | |
Toppan Printing Co. Ltd. | 564,306 | 8,992,988 | |
Toray Industries, Inc. | 2,707,683 | 19,225,602 | |
Toshiba Corp. | 1,013,988 | 31,497,721 | |
Tosoh Corp. | 504,000 | 6,471,088 | |
Toto Ltd. | 277,292 | 10,036,125 | |
Toyo Seikan Group Holdings Ltd. | 272,700 | 3,973,640 | |
Toyo Suisan Kaisha Ltd. | 171,900 | 6,998,329 | |
Toyoda Gosei Co. Ltd. | 125,800 | 2,341,099 | |
Toyota Industries Corp. | 286,086 | 15,726,853 | |
Toyota Motor Corp. | 4,442,663 | 290,932,128 | |
Toyota Tsusho Corp. | 415,600 | 12,890,309 | |
Trend Micro, Inc. | 247,000 | 11,973,926 | |
Tsuruha Holdings, Inc. | 72,400 | 7,891,862 | |
Unicharm Corp. | 787,340 | 24,197,911 | |
United Urban Investment Corp. | 5,714 | 10,714,254 | |
USS Co. Ltd. | 425,300 | 8,038,805 | |
Welcia Holdings Co. Ltd. | 92,300 | 4,821,998 | |
West Japan Railway Co. | 319,400 | 26,908,552 | |
Yahoo! Japan Corp. | 5,236,200 | 13,110,832 | |
Yakult Honsha Co. Ltd. | 234,566 | 13,512,909 | |
Yamada Denki Co. Ltd. | 1,214,050 | 5,713,983 | |
Yamaha Corp. | 277,943 | 11,995,751 | |
Yamaha Motor Co. Ltd. | 548,000 | 8,965,256 | |
Yamato Holdings Co. Ltd. | 605,432 | 10,480,439 | |
Yamazaki Baking Co. Ltd. | 232,900 | 4,047,003 | |
Yaskawa Electric Corp. | 464,600 | 15,612,764 | |
Yokogawa Electric Corp. | 449,600 | 8,168,005 | |
Yokohama Rubber Co. Ltd. | 229,100 | 4,405,811 | |
Zozo, Inc. | 391,500 | 7,820,050 | |
TOTAL JAPAN | 6,370,067,592 | ||
Luxembourg - 0.3% | |||
ArcelorMittal SA (Netherlands) | 1,284,130 | 18,477,042 | |
Aroundtown SA | 1,769,809 | 14,716,692 | |
Eurofins Scientific SA (a) | 22,323 | 10,215,996 | |
Millicom International Cellular SA (depository receipt) | 127,985 | 6,520,100 | |
RTL Group SA (a) | 74,708 | 3,479,730 | |
SES SA (France) (depositary receipt) | 711,498 | 11,459,798 | |
Tenaris SA | 914,229 | 9,941,880 | |
TOTAL LUXEMBOURG | 74,811,238 | ||
Malta - 0.0% | |||
BGP Holdings PLC (b)(d) | 5,796,476 | 64 | |
Mauritius - 0.0% | |||
Golden Agri-Resources Ltd. | 12,380,180 | 2,364,077 | |
Multi-National - 0.1% | |||
HK Electric Investments & HK Electric Investments Ltd. unit | 5,139,500 | 4,921,297 | |
HKT Trust/HKT Ltd. unit | 7,394,760 | 11,551,619 | |
TOTAL MULTI-NATIONAL | 16,472,916 | ||
Netherlands - 4.8% | |||
ABN AMRO Group NV GDR (c) | 817,817 | 14,547,430 | |
Adyen BV (b)(c) | 19,989 | 14,473,118 | |
AEGON NV | 3,448,057 | 13,123,340 | |
AEGON NV rights 9/20/19 (b)(e) | 3,448,057 | 568,438 | |
AerCap Holdings NV (b) | 248,124 | 13,304,409 | |
Airbus Group NV | 1,132,354 | 156,030,941 | |
Akzo Nobel NV | 443,569 | 39,716,992 | |
ASML Holding NV (Netherlands) | 828,045 | 184,162,827 | |
CNH Industrial NV | 1,981,809 | 20,365,302 | |
EXOR NV | 209,786 | 14,179,766 | |
Ferrari NV | 237,697 | 37,409,695 | |
Fiat Chrysler Automobiles NV (Italy) | 2,112,751 | 27,488,061 | |
Heineken Holding NV | 224,802 | 22,223,824 | |
Heineken NV (Bearer) | 504,506 | 53,651,226 | |
ING Groep NV (Certificaten Van Aandelen) | 7,570,477 | 72,325,898 | |
Koninklijke Ahold Delhaize NV | 2,302,185 | 53,929,622 | |
Koninklijke DSM NV | 353,118 | 43,915,166 | |
Koninklijke KPN NV | 6,965,207 | 22,060,983 | |
Koninklijke Philips Electronics NV | 1,801,944 | 84,933,404 | |
NN Group NV | 593,573 | 19,871,081 | |
NN Group NV rights (b)(e) | 593,573 | 495,798 | |
NXP Semiconductors NV | 558,096 | 57,003,925 | |
QIAGEN NV (Germany) (b) | 449,839 | 15,627,843 | |
Randstad NV | 230,330 | 10,745,971 | |
STMicroelectronics NV (France) | 1,320,711 | 23,413,578 | |
Unibail-Rodamco SE & WFD Unibail-Rodamco NV unit | 269,082 | 35,221,988 | |
Unilever NV | 2,835,131 | 175,915,066 | |
Vopak NV | 136,958 | 6,526,707 | |
Wolters Kluwer NV | 544,544 | 39,212,481 | |
TOTAL NETHERLANDS | 1,272,444,880 | ||
New Zealand - 0.2% | |||
Auckland International Airport Ltd. | 1,869,920 | 11,334,636 | |
Fisher & Paykel Healthcare Corp. | 1,120,127 | 11,751,437 | |
Fletcher Building Ltd. | 1,654,051 | 4,627,446 | |
Meridian Energy Ltd. | 2,480,648 | 7,784,020 | |
Ryman Healthcare Group Ltd. | 768,891 | 6,307,906 | |
Spark New Zealand Ltd. | 3,558,371 | 9,910,213 | |
The a2 Milk Co. Ltd. (b) | 1,430,786 | 13,027,228 | |
TOTAL NEW ZEALAND | 64,742,886 | ||
Norway - 0.6% | |||
Aker Bp ASA | 209,978 | 5,571,945 | |
DNB ASA | 1,871,241 | 30,166,733 | |
Equinor ASA | 1,950,556 | 33,350,522 | |
Gjensidige Forsikring ASA | 386,257 | 7,458,344 | |
Marine Harvest ASA | 854,917 | 20,453,009 | |
Norsk Hydro ASA | 2,585,644 | 8,114,090 | |
Orkla ASA | 1,475,528 | 13,524,297 | |
Schibsted ASA (B Shares) | 189,952 | 5,503,317 | |
Telenor ASA | 1,433,500 | 29,433,929 | |
Yara International ASA | 346,450 | 15,029,486 | |
TOTAL NORWAY | 168,605,672 | ||
Papua New Guinea - 0.0% | |||
Oil Search Ltd. ADR | 2,680,612 | 11,986,914 | |
Portugal - 0.1% | |||
Banco Espirito Santo SA (Reg.) (b)(d) | 2,598,658 | 29 | |
Energias de Portugal SA | 4,993,665 | 18,868,733 | |
Galp Energia SGPS SA Class B | 978,817 | 14,067,276 | |
Jeronimo Martins SGPS SA | 485,296 | 8,005,802 | |
TOTAL PORTUGAL | 40,941,840 | ||
Singapore - 1.2% | |||
Ascendas Real Estate Investment Trust | 4,801,883 | 10,657,395 | |
CapitaCommercial Trust (REIT) | 5,089,053 | 7,810,977 | |
CapitaLand Ltd. | 4,959,337 | 12,400,576 | |
CapitaMall Trust | 4,999,300 | 9,546,493 | |
City Developments Ltd. | 879,000 | 6,067,966 | |
ComfortDelgro Corp. Ltd. | 4,189,384 | 7,396,138 | |
DBS Group Holdings Ltd. | 3,495,608 | 61,788,697 | |
Genting Singapore Ltd. | 11,701,859 | 7,504,705 | |
Jardine Cycle & Carriage Ltd. | 189,130 | 4,197,589 | |
Keppel Corp. Ltd. | 2,813,500 | 11,839,914 | |
Oversea-Chinese Banking Corp. Ltd. | 6,357,510 | 48,789,394 | |
Sembcorp Industries Ltd. | 1,922,630 | 2,867,839 | |
Singapore Airlines Ltd. | 1,047,825 | 6,667,119 | |
Singapore Airport Terminal Service Ltd. | 1,291,000 | 4,465,358 | |
Singapore Exchange Ltd. | 1,550,400 | 9,161,074 | |
Singapore Press Holdings Ltd. | 3,096,921 | 4,440,910 | |
Singapore Technologies Engineering Ltd. | 3,016,861 | 8,565,255 | |
Singapore Telecommunications Ltd. | 15,937,627 | 36,405,893 | |
Suntec (REIT) | 3,642,400 | 5,065,633 | |
United Overseas Bank Ltd. | 2,459,060 | 44,228,526 | |
UOL Group Ltd. | 896,350 | 4,747,377 | |
Venture Corp. Ltd. | 532,300 | 5,822,601 | |
Wilmar International Ltd. | 3,704,200 | 10,169,701 | |
Yangzijiang Shipbuilding Holdings Ltd. | 4,610,100 | 3,023,016 | |
TOTAL SINGAPORE | 333,630,146 | ||
Spain - 2.8% | |||
ACS Actividades de Construccion y Servicios SA | 510,071 | 19,301,908 | |
Aena Sme SA (c) | 131,466 | 23,695,984 | |
Amadeus IT Holding SA Class A | 853,823 | 63,585,589 | |
Banco Bilbao Vizcaya Argentaria SA | 12,962,800 | 61,497,578 | |
Banco de Sabadell SA | 10,959,817 | 9,380,947 | |
Banco Santander SA (Spain) | 31,564,025 | 119,538,753 | |
Bankia SA | 2,355,375 | 4,273,902 | |
Bankinter SA | 1,308,049 | 7,616,464 | |
CaixaBank SA | 6,983,484 | 15,846,725 | |
Cellnex Telecom SA (c) | 378,333 | 15,135,371 | |
Enagas SA | 443,011 | 9,667,226 | |
Endesa SA | 619,275 | 15,905,954 | |
Ferrovial SA | 947,991 | 26,953,682 | |
Gas Natural SDG SA | 579,067 | 15,146,881 | |
Grifols SA | 582,141 | 18,426,300 | |
Iberdrola SA | 11,681,741 | 120,252,014 | |
Inditex SA | 2,121,847 | 65,658,128 | |
MAPFRE SA (Reg.) | 2,095,085 | 5,452,564 | |
Red Electrica Corporacion SA | 836,879 | 16,619,215 | |
Repsol SA | 2,840,061 | 41,321,431 | |
Siemens Gamesa Renewable Energy SA | 461,076 | 6,276,044 | |
Telefonica SA | 9,091,787 | 63,164,820 | |
TOTAL SPAIN | 744,717,480 | ||
Sweden - 2.3% | |||
Alfa Laval AB | 613,212 | 11,290,001 | |
ASSA ABLOY AB (B Shares) | 1,950,858 | 40,722,516 | |
Atlas Copco AB: | |||
(A Shares) | 1,311,978 | 39,180,282 | |
(B Shares) | 753,325 | 20,071,474 | |
Boliden AB | 530,499 | 11,729,230 | |
Electrolux AB (B Shares) | 440,500 | 9,851,574 | |
Epiroc AB: | |||
Class A | 1,278,963 | 13,252,692 | |
Class B | 764,421 | 7,575,164 | |
Essity AB Class B | 1,180,506 | 36,817,705 | |
H&M Hennes & Mauritz AB (B Shares) | 1,563,509 | 29,945,889 | |
Hexagon AB (B Shares) | 507,174 | 22,530,387 | |
Husqvarna AB (B Shares) | 811,171 | 6,289,589 | |
ICA Gruppen AB | 173,305 | 8,498,693 | |
Industrivarden AB (C Shares) | 319,633 | 6,685,990 | |
Investor AB (B Shares) | 884,608 | 41,478,463 | |
Kinnevik AB (B Shares) | 472,860 | 12,883,064 | |
Lundbergfoeretagen AB | 147,137 | 5,510,901 | |
Lundin Petroleum AB | 365,822 | 11,114,825 | |
Sandvik AB | 2,197,675 | 31,516,433 | |
Securitas AB (B Shares) | 606,615 | 9,082,553 | |
Skandinaviska Enskilda Banken AB (A Shares) | 3,164,341 | 27,198,505 | |
Skanska AB (B Shares) | 658,158 | 12,332,101 | |
SKF AB (B Shares) | 743,144 | 11,989,918 | |
Svenska Handelsbanken AB (A Shares) | 2,967,714 | 26,148,505 | |
Swedbank AB (A Shares) | 1,761,802 | 22,635,879 | |
Swedish Match Co. AB | 340,216 | 13,345,678 | |
Tele2 AB (B Shares) | 973,668 | 13,735,012 | |
Telefonaktiebolaget LM Ericsson (B Shares) | 5,977,381 | 46,774,054 | |
Telia Co. AB | 5,358,311 | 23,454,024 | |
Volvo AB (B Shares) | 2,890,127 | 39,900,782 | |
TOTAL SWEDEN | 613,541,883 | ||
Switzerland - 9.5% | |||
ABB Ltd. (Reg.) | 3,587,735 | 68,224,929 | |
Adecco SA (Reg.) | 306,377 | 16,115,167 | |
Alcon, Inc. (b) | 811,571 | 49,444,538 | |
Baloise Holdings AG | 94,492 | 16,105,886 | |
Barry Callebaut AG | 4,242 | 8,674,724 | |
Clariant AG (Reg.) | 384,346 | 7,075,306 | |
Coca-Cola HBC AG | 387,895 | 12,885,344 | |
Compagnie Financiere Richemont SA Series A | 1,016,131 | 78,955,024 | |
Credit Suisse Group AG | 4,976,540 | 58,226,291 | |
Dufry AG | 83,007 | 6,729,459 | |
Ems-Chemie Holding AG | 15,837 | 9,416,595 | |
Galenica AG | 88,879 | 14,089,533 | |
Geberit AG (Reg.) | 72,141 | 32,806,935 | |
Givaudan SA | 17,981 | 48,615,465 | |
Julius Baer Group Ltd. | 436,589 | 17,328,478 | |
Kuehne & Nagel International AG | 104,287 | 15,178,118 | |
Lafargeholcim Ltd. (Reg.) | 951,159 | 44,946,407 | |
Lindt & Spruengli AG | 199 | 16,366,355 | |
Lindt & Spruengli AG (participation certificate) | 2,089 | 15,460,394 | |
Lonza Group AG | 144,893 | 51,208,458 | |
Nestle SA (Reg. S) | 5,956,980 | 669,412,258 | |
Novartis AG | 4,184,373 | 377,240,993 | |
Pargesa Holding SA | 75,028 | 5,484,492 | |
Partners Group Holding AG | 36,484 | 29,585,308 | |
Roche Holding AG (participation certificate) | 1,366,405 | 373,384,185 | |
Schindler Holding AG: | |||
(participation certificate) | 79,389 | 18,127,723 | |
(Reg.) | 38,121 | 8,642,943 | |
SGS SA (Reg.) | 10,432 | 25,612,286 | |
Sika AG | 248,598 | 35,691,615 | |
Sonova Holding AG Class B | 108,175 | 25,105,125 | |
Straumann Holding AG | 20,131 | 15,775,300 | |
Swatch Group AG (Bearer) | 57,468 | 15,566,730 | |
Swatch Group AG (Bearer) (Reg.) | 103,587 | 5,290,551 | |
Swiss Life Holding AG | 66,640 | 31,598,032 | |
Swiss Prime Site AG | 147,013 | 14,630,746 | |
Swiss Re Ltd. | 593,165 | 57,030,140 | |
Swisscom AG | 50,544 | 25,232,423 | |
Temenos Group AG | 124,706 | 20,890,381 | |
UBS Group AG | 7,502,412 | 79,212,130 | |
Zurich Insurance Group Ltd. | 294,276 | 104,717,360 | |
TOTAL SWITZERLAND | 2,526,084,127 | ||
United Kingdom - 15.2% | |||
3i Group PLC | 1,894,241 | 25,273,365 | |
Admiral Group PLC | 370,248 | 9,672,617 | |
Anglo American PLC (United Kingdom) | 2,052,484 | 44,309,981 | |
Antofagasta PLC | 773,169 | 8,147,259 | |
Ashtead Group PLC | 921,231 | 25,456,863 | |
Associated British Foods PLC | 694,319 | 19,186,484 | |
AstraZeneca PLC (United Kingdom) | 2,554,430 | 228,165,453 | |
Auto Trader Group PLC (c) | 1,812,544 | 11,724,457 | |
Aviva PLC | 7,603,522 | 32,825,504 | |
BAE Systems PLC | 6,224,518 | 41,393,856 | |
Barclays PLC | 33,324,620 | 55,513,101 | |
Barratt Developments PLC | 1,963,654 | 15,110,402 | |
Berkeley Group Holdings PLC | 240,308 | 11,453,573 | |
BHP Billiton PLC | 4,111,177 | 88,939,576 | |
BP PLC | 39,630,683 | 241,361,050 | |
British American Tobacco PLC (United Kingdom) | 4,462,305 | 156,530,271 | |
British Land Co. PLC | 1,771,190 | 10,987,128 | |
BT Group PLC | 16,416,016 | 33,071,956 | |
Bunzl PLC | 655,816 | 16,063,678 | |
Burberry Group PLC | 795,911 | 20,957,572 | |
Carnival PLC | 317,822 | 13,388,237 | |
Centrica PLC | 11,020,030 | 9,358,137 | |
Coca-Cola European Partners PLC | 462,796 | 26,073,927 | |
Compass Group PLC | 3,087,718 | 78,311,818 | |
Croda International PLC | 251,228 | 14,373,743 | |
Diageo PLC | 4,629,438 | 198,203,683 | |
Direct Line Insurance Group PLC | 2,695,197 | 9,284,309 | |
easyJet PLC | 305,558 | 3,581,950 | |
Evraz PLC | 987,519 | 5,963,606 | |
Fresnillo PLC | 424,167 | 3,821,400 | |
G4S PLC (United Kingdom) | 3,030,859 | 6,413,344 | |
GlaxoSmithKline PLC | 9,720,073 | 202,560,258 | |
Halma PLC | 741,376 | 17,708,347 | |
Hargreaves Lansdown PLC | 550,230 | 12,573,583 | |
HSBC Holdings PLC (United Kingdom) | 39,393,204 | 283,618,148 | |
Imperial Tobacco Group PLC | 1,862,765 | 48,154,182 | |
Informa PLC | 2,442,982 | 25,861,798 | |
InterContinental Hotel Group PLC | 336,376 | 20,976,744 | |
Intertek Group PLC | 315,152 | 20,815,129 | |
Investec PLC | 1,327,319 | 6,822,105 | |
ITV PLC | 7,088,783 | 10,001,419 | |
J Sainsbury PLC | 3,382,315 | 8,093,232 | |
John Wood Group PLC | 1,320,958 | 6,058,071 | |
Johnson Matthey PLC | 374,650 | 13,265,937 | |
Kingfisher PLC | 4,122,480 | 9,760,672 | |
Land Securities Group PLC | 1,362,449 | 12,854,798 | |
Legal & General Group PLC | 11,601,061 | 30,999,112 | |
Lloyds Banking Group PLC | 138,748,704 | 84,417,109 | |
London Stock Exchange Group PLC | 609,857 | 51,603,826 | |
Marks & Spencer Group PLC | 3,803,723 | 8,930,317 | |
Meggitt PLC | 1,521,242 | 11,457,983 | |
Melrose Industries PLC | 9,466,965 | 20,844,360 | |
Merlin Entertainments PLC (c) | 1,374,285 | 7,553,463 | |
Micro Focus International PLC | 667,004 | 9,108,630 | |
Mondi PLC | 944,922 | 18,362,004 | |
National Grid PLC | 6,639,284 | 69,355,475 | |
Next PLC | 268,025 | 19,359,244 | |
NMC Health PLC (a) | 179,814 | 5,474,318 | |
Ocado Group PLC (b) | 878,704 | 13,851,577 | |
Pearson PLC | 1,511,181 | 15,315,831 | |
Persimmon PLC | 614,508 | 14,225,627 | |
Prudential PLC | 4,990,484 | 83,181,818 | |
Reckitt Benckiser Group PLC | 1,376,439 | 107,570,032 | |
RELX PLC (London Stock Exchange) | 3,818,138 | 91,361,827 | |
Rentokil Initial PLC | 3,606,832 | 19,758,347 | |
Rio Tinto PLC | 2,218,047 | 112,423,509 | |
Rolls-Royce Holdings PLC | 3,322,864 | 31,229,208 | |
Royal Bank of Scotland Group PLC | 9,372,282 | 21,095,748 | |
Royal Dutch Shell PLC: | |||
Class A (United Kingdom) | 8,476,717 | 235,510,461 | |
Class B (United Kingdom) | 7,284,424 | 201,704,593 | |
RSA Insurance Group PLC | 1,987,879 | 12,660,267 | |
Sage Group PLC | 2,117,988 | 18,055,638 | |
Schroders PLC | 242,904 | 8,068,941 | |
Scottish & Southern Energy PLC | 2,001,455 | 28,079,131 | |
Segro PLC | 2,097,640 | 20,036,406 | |
Severn Trent PLC | 459,105 | 11,569,413 | |
Smith & Nephew PLC | 1,702,201 | 40,789,688 | |
Smiths Group PLC | 766,050 | 15,561,904 | |
Spirax-Sarco Engineering PLC | 142,338 | 13,899,050 | |
St. James's Place Capital PLC | 1,026,464 | 11,463,335 | |
Standard Chartered PLC (United Kingdom) | 5,473,255 | 41,424,309 | |
Standard Life PLC | 4,817,012 | 14,612,321 | |
Taylor Wimpey PLC | 6,405,764 | 11,376,122 | |
Tesco PLC | 19,050,916 | 50,921,272 | |
The Weir Group PLC | 507,501 | 9,043,686 | |
Unilever PLC | 2,159,473 | 136,431,656 | |
United Utilities Group PLC | 1,318,912 | 13,063,496 | |
Vodafone Group PLC | 49,583,874 | 93,813,610 | |
Vodafone Group PLC sponsored ADR | 243,221 | 4,577,419 | |
Whitbread PLC | 260,099 | 13,840,041 | |
WM Morrison Supermarkets PLC | 4,591,575 | 10,201,914 | |
TOTAL UNITED KINGDOM | 4,028,226,761 | ||
TOTAL COMMON STOCKS | |||
(Cost $25,745,058,965) | 25,891,776,154 | ||
Nonconvertible Preferred Stocks - 0.7% | |||
France - 0.2% | |||
Air Liquide SA (b) | 320,692 | 44,638,621 | |
Germany - 0.5% | |||
Bayerische Motoren Werke AG (BMW) (non-vtg.) | 106,547 | 5,726,214 | |
Fuchs Petrolub AG | 134,910 | 4,712,111 | |
Henkel AG & Co. KGaA | 348,924 | 34,935,476 | |
Porsche Automobil Holding SE (Germany) | 298,049 | 18,720,592 | |
Sartorius AG (non-vtg.) | 68,791 | 13,752,504 | |
Volkswagen AG | 362,706 | 58,240,140 | |
TOTAL GERMANY | 136,087,037 | ||
Italy - 0.0% | |||
Telecom Italia SpA (Risparmio Shares) | 11,604,337 | 5,908,811 | |
TOTAL NONCONVERTIBLE PREFERRED STOCKS | |||
(Cost $173,952,551) | 186,634,469 | ||
Money Market Funds - 1.2% | |||
Fidelity Cash Central Fund 2.13% (f) | 258,739,413 | 258,791,161 | |
Fidelity Securities Lending Cash Central Fund 2.13% (f)(g) | 63,268,636 | 63,274,963 | |
TOTAL MONEY MARKET FUNDS | |||
(Cost $322,066,124) | 322,066,124 | ||
TOTAL INVESTMENT IN SECURITIES - 99.4% | |||
(Cost $26,241,077,640) | 26,400,476,747 | ||
NET OTHER ASSETS (LIABILITIES) - 0.6% | 152,560,028 | ||
NET ASSETS - 100% | $26,553,036,775 |
Futures Contracts | |||||
Number of contracts | Expiration Date | Notional Amount | Value | Unrealized Appreciation/(Depreciation) | |
Purchased | |||||
Equity Index Contracts | |||||
ICE E-mini MSCI EAFE Index Contracts (United States) | 5,051 | Sept. 2019 | $465,676,945 | $(1,125,265) | $(1,125,265) |
The notional amount of futures purchased as a percentage of Net Assets is 1.8%
For the period, the average monthly notional amount at value for futures contracts in the aggregate was $493,299,115.
Categorizations in the Schedule of Investments are based on country or territory of incorporation.
Legend
(a) Security or a portion of the security is on loan at period end.
(b) Non-income producing
(c) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At the end of the period, the value of these securities amounted to $233,933,726 or 0.9% of net assets.
(d) Level 3 security
(e) Security or a portion of the security purchased on a delayed delivery or when-issued basis.
(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 are available on the SEC's website or upon request.
(g) Investment made with cash collateral received from securities on loan.
Affiliated Central Funds
Information regarding fiscal year to date income earned by the Fund from investments in Fidelity Central Funds is as follows:
Fund | Income earned |
Fidelity Cash Central Fund | $4,262,092 |
Fidelity Securities Lending Cash Central Fund | 1,779,334 |
Total | $6,041,426 |
Amounts in the income column in the above table include any capital gain distributions from underlying funds, which are presented in the corresponding line-item in the Statement of Operations, if applicable. Amount for Fidelity Securities Lending Cash Central Fund represents the income earned on investing cash collateral, less rebates paid to borrowers and any lending agent fees associated with the loan, plus any premium payments received for lending certain types of securities.
Investment Valuation
The following is a summary of the inputs used, as of August 31, 2019, involving the Fund's assets and liabilities carried at fair value. The inputs or methodology used for valuing securities may not be an indication of the risk associated with investing in those securities. For more information on valuation inputs, and their aggregation into the levels used below, please refer to the Investment Valuation section in the accompanying Notes to Financial Statements.
Valuation Inputs at Reporting Date: | ||||
Description | Total | Level 1 | Level 2 | Level 3 |
Investments in Securities: | ||||
Equities: | ||||
Communication Services | $1,445,029,327 | $784,045,486 | $660,983,841 | $-- |
Consumer Discretionary | 2,943,802,490 | 1,750,140,441 | 1,193,662,049 | -- |
Consumer Staples | 3,238,113,580 | 1,310,766,959 | 1,927,346,621 | -- |
Energy | 1,309,978,469 | 258,370,946 | 1,051,607,523 | -- |
Financials | 4,736,242,344 | 2,340,383,479 | 2,395,858,772 | 93 |
Health Care | 3,091,625,714 | 1,080,470,725 | 2,011,154,989 | -- |
Industrials | 3,815,301,090 | 2,906,957,752 | 908,343,338 | -- |
Information Technology | 1,749,467,012 | 1,057,642,696 | 691,824,316 | -- |
Materials | 1,818,907,924 | 1,089,472,190 | 729,435,734 | -- |
Real Estate | 950,102,561 | 727,565,336 | 222,537,225 | -- |
Utilities | 979,840,112 | 517,754,182 | 462,085,930 | -- |
Money Market Funds | 322,066,124 | 322,066,124 | -- | -- |
Total Investments in Securities: | $26,400,476,747 | $14,145,636,316 | $12,254,840,338 | $93 |
Derivative Instruments: | ||||
Liabilities | ||||
Futures Contracts | $(1,125,265) | $(1,125,265) | $-- | $-- |
Total Liabilities | $(1,125,265) | $(1,125,265) | $-- | $-- |
Total Derivative Instruments: | $(1,125,265) | $(1,125,265) | $-- | $-- |
Value of Derivative Instruments
The following table is a summary of the Fund's value of derivative instruments by primary risk exposure as of August 31, 2019. For additional information on derivative instruments, please refer to the Derivative Instruments section in the accompanying Notes to Financial Statements.
Primary Risk Exposure / Derivative Type | Value | |
Asset | Liability | |
Equity Risk | ||
Futures Contracts(a) | $0 | $(1,125,265) |
Total Equity Risk | 0 | (1,125,265) |
Total Value of Derivatives | $0 | $(1,125,265) |
(a) Reflects gross cumulative appreciation (depreciation) on futures contracts as presented in the Schedule of Investments. In the Statement of Assets and Liabilities, the period end daily variation margin is included in receivable or payable for daily variation margin on futures contracts, and the net cumulative appreciation (depreciation) is included in distributable earnings.
See accompanying notes which are an integral part of the financial statements.
Fidelity® International Index Fund
Financial Statements
Statement of Assets and Liabilities
August 31, 2019 (Unaudited) | ||
Assets | ||
Investment in securities, at value (including securities loaned of $61,295,746) — See accompanying schedule: Unaffiliated issuers (cost $25,919,011,516) | $26,078,410,623 | |
Fidelity Central Funds (cost $322,066,124) | 322,066,124 | |
Total Investment in Securities (cost $26,241,077,640) | $26,400,476,747 | |
Segregated cash with brokers for derivative instruments | 21,235,500 | |
Foreign currency held at value (cost $7,798,825) | 7,775,934 | |
Receivable for investments sold | 3,356,155 | |
Receivable for fund shares sold | 56,590,802 | |
Dividends receivable | 145,788,956 | |
Distributions receivable from Fidelity Central Funds | 919,585 | |
Receivable for daily variation margin on futures contracts | 1,979,934 | |
Other receivables | 444,148 | |
Total assets | 26,638,567,761 | |
Liabilities | ||
Payable for investments purchased on a delayed delivery basis | $1,064,237 | |
Payable for fund shares redeemed | 19,982,106 | |
Accrued management fee | 774,201 | |
Other payables and accrued expenses | 443,858 | |
Collateral on securities loaned | 63,266,584 | |
Total liabilities | 85,530,986 | |
Net Assets | $26,553,036,775 | |
Net Assets consist of: | ||
Paid in capital | $26,390,191,435 | |
Total distributable earnings (loss) | 162,845,340 | |
Net Assets | $26,553,036,775 | |
Net Asset Value and Maximum Offering Price | ||
Net Asset Value, offering price and redemption price per share ($26,553,036,775 ÷ 667,319,787 shares) | $39.79 |
See accompanying notes which are an integral part of the financial statements.
Statement of Operations
Six months ended August 31, 2019 (Unaudited) | ||
Investment Income | ||
Dividends | $652,046,716 | |
Interest | 165,267 | |
Income from Fidelity Central Funds (including $1,779,334 from security lending) | 6,041,426 | |
Income before foreign taxes withheld | 658,253,409 | |
Less foreign taxes withheld | (51,868,293) | |
Total income | 606,385,116 | |
Expenses | ||
Management fee | $5,099,772 | |
Independent trustees' fees and expenses | 71,553 | |
Legal | 4,230 | |
Commitment fees | 34,592 | |
Total expenses before reductions | 5,210,147 | |
Expense reductions | (300) | |
Total expenses after reductions | 5,209,847 | |
Net investment income (loss) | 601,175,269 | |
Realized and Unrealized Gain (Loss) | ||
Net realized gain (loss) on: | ||
Investment securities: | ||
Unaffiliated issuers | (178,173,738) | |
Fidelity Central Funds | 5,189 | |
Forward foreign currency contracts | 105,227 | |
Foreign currency transactions | (1,849,594) | |
Futures contracts | (8,052,485) | |
Total net realized gain (loss) | (187,965,401) | |
Change in net unrealized appreciation (depreciation) on: | ||
Investment securities: | ||
Unaffiliated issuers | (303,599,147) | |
Fidelity Central Funds | 5,717 | |
Forward foreign currency contracts | (105,227) | |
Assets and liabilities in foreign currencies | (639,925) | |
Futures contracts | (2,398,493) | |
Total change in net unrealized appreciation (depreciation) | (306,737,075) | |
Net gain (loss) | (494,702,476) | |
Net increase (decrease) in net assets resulting from operations | $106,472,793 |
See accompanying notes which are an integral part of the financial statements.
Statement of Changes in Net Assets
Six months ended August 31, 2019 (Unaudited) | Year ended February 28, 2019 | |
Increase (Decrease) in Net Assets | ||
Operations | ||
Net investment income (loss) | $601,175,269 | $705,649,357 |
Net realized gain (loss) | (187,965,401) | 185,630,335 |
Change in net unrealized appreciation (depreciation) | (306,737,075) | (2,008,069,687) |
Net increase (decrease) in net assets resulting from operations | 106,472,793 | (1,116,789,995) |
Distributions to shareholders | (65,988,230) | (597,217,317) |
Share transactions - net increase (decrease) | 1,342,977,601 | 4,849,157,235 |
Total increase (decrease) in net assets | 1,383,462,164 | 3,135,149,923 |
Net Assets | ||
Beginning of period | 25,169,574,611 | 22,034,424,688 |
End of period | $26,553,036,775 | $25,169,574,611 |
See accompanying notes which are an integral part of the financial statements.
Financial Highlights
Fidelity International Index Fund
Six months ended (Unaudited) August 31, | Years endedFebruary 28, | |||||
2019 | 2019 | 2018 | 2017 | 2016A | 2015 | |
Selected Per–Share Data | ||||||
Net asset value, beginning of period | $39.67 | $43.09 | $36.88 | $32.82 | $39.76 | $41.20 |
Income from Investment Operations | ||||||
Net investment income (loss)B | .91 | 1.23 | 1.13 | 1.11 | 1.16 | 1.19 |
Net realized and unrealized gain (loss) | (.69) | (3.64) | 6.16 | 4.04 | (7.10) | (1.32) |
Total from investment operations | .22 | (2.41) | 7.29 | 5.15 | (5.94) | (.13) |
Distributions from net investment income | (.10) | (1.01) | (1.02) | (1.06) | (1.00) | (1.31) |
Distributions from net realized gain | – | – | (.06) | (.03) | – | – |
Total distributions | (.10) | (1.01) | (1.08) | (1.09) | (1.00) | (1.31) |
Redemption fees added to paid in capitalB | – | – | – | –C | –C | –C |
Net asset value, end of period | $39.79 | $39.67 | $43.09 | $36.88 | $32.82 | $39.76 |
Total ReturnD,E | .55% | (5.43)% | 19.82% | 15.85% | (15.12)% | (.15)% |
Ratios to Average Net AssetsF,G | ||||||
Expenses before reductions | .04%H | .05% | .05% | .06% | .08% | .08% |
Expenses net of fee waivers, if any | .04%H | .05% | .05% | .05% | .06% | .06% |
Expenses net of all reductions | .04%H | .05% | .05% | .05% | .06% | .06% |
Net investment income (loss) | 4.51%H | 3.12% | 2.72% | 3.11% | 3.06% | 2.97% |
Supplemental Data | ||||||
Net assets, end of period (000 omitted) | $26,553,036 | $25,169,575 | $6,814,539 | $4,761,598 | $1,734,082 | $1,797,254 |
Portfolio turnover rateI | 2%H | 3%J | 2%J | 2% | 1%J | 1% |
A For the year ended February 29.
B Calculated based on average shares outstanding during the period.
C Amount represents less than $.005 per share.
D Total returns for periods of less than one year are not annualized.
E Total returns would have been lower if certain expenses had not been reduced during the applicable periods shown.
F Fees and expenses of any underlying Fidelity Central Funds are not included in the Fund's expense ratio. The Fund indirectly bears its proportionate share of the expenses of any underlying Fidelity Central Funds.
G Expense ratios reflect operating expenses of the Fund. Expenses before reductions do not reflect amounts reimbursed by the investment adviser or reductions from expense offset arrangements and do not represent the amount paid by the Fund during periods when reimbursements or reductions occur. Expenses net of fee waivers reflect expenses after reimbursement by the investment adviser but prior to reductions from expense offset arrangements. Expenses net of all reductions represent the net expenses paid by the Fund.
H Annualized
I Amount does not include the portfolio activity of any underlying Fidelity Central Funds.
J Portfolio turnover rate excludes securities received or delivered in-kind.
See accompanying notes which are an integral part of the financial statements.
Notes to Financial Statements (Unaudited)
For the period ended August 31, 2019
1. Organization.
Fidelity Total Market Index Fund, Fidelity Extended Market Index Fund and Fidelity International Index Fund (the Funds) are funds of Fidelity Concord Street Trust (the Trust). Each Fund is authorized to issue an unlimited number of shares. The Trust is registered under the Investment Company Act of 1940, as amended (the 1940 Act), as an open-end management investment company organized as a Massachusetts business trust.
Effective after the close of business November 2, 2018, each Fund's publicly offered shares classes, with the exception of Class F for Fidelity Total Market Index Fund, were consolidated into a single share class. The surviving class is Fidelity Total Market Index Fund (formerly Institutional Premium Class), Fidelity Extended Market Index Fund (formerly Institutional Premium Class) and Fidelity International Index Fund (formerly Institutional Premium Class). Effective after the close of business on April 26, 2019, Fidelity Total Market Index Fund no longer offered Class F, and all outstanding shares of Class F were redeemed. Prior or current fiscal period dollar and share amounts for the classes that closed, which are presented in the Notes to Financial Statements, are for the following periods:
Investor Class, Premium Class and Institutional Class | March 1, 2018 through November 2, 2018 |
Class F | March 1, 2019 through April 26, 2019 |
2. Investments in Fidelity Central Funds.
The Funds invest in Fidelity Central Funds, which are open-end investment companies generally available only to other investment companies and accounts managed by the investment adviser and its affiliates. The Funds' Schedules of Investments list each of the Fidelity Central Funds held as of period end, if any, as an investment of each Fund, but do not include the underlying holdings of each Fidelity Central Fund. As an Investing Fund, each Fund indirectly bears its proportionate share of the expenses of the underlying Fidelity Central Funds.
The Money Market Central Funds seek preservation of capital and current income and are managed by Fidelity Investments Money Management, Inc. (FIMM), an affiliate of the investment adviser. Annualized expenses of the Money Market Central Funds as of their most recent shareholder report date ranged from less than .005% to .01%.
A complete unaudited list of holdings for each Fidelity Central Fund is available upon request or at the Securities and Exchange Commission (the SEC) website at www.sec.gov. In addition, the financial statements of the Fidelity Central Funds are available on the SEC website or upon request.
3. Significant Accounting Policies.
Each Fund is an investment company and applies the accounting and reporting guidance of the Financial Accounting Standards Board (FASB) Accounting Standards Codification Topic 946 Financial Services – Investments Companies. The financial statements have been prepared in conformity with accounting principles generally accepted in the United States of America (GAAP), which require management to make certain estimates and assumptions at the date of the financial statements. Actual results could differ from those estimates. Subsequent events, if any, through the date that the financial statements were issued have been evaluated in the preparation of the financial statements. The following summarizes the significant accounting policies of the Funds:
Investment Valuation. Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. The Board of Trustees (the Board) has delegated the day to day responsibility for the valuation of each Fund's investments to the Fair Value Committee (the Committee) established by each Fund's investment adviser. In accordance with valuation policies and procedures approved by the Board, each Fund attempts to obtain prices from one or more third party pricing vendors or brokers to value its investments. When current market prices, quotations or currency exchange rates are not readily available or reliable, investments will be fair valued in good faith by the Committee, in accordance with procedures adopted by the Board. Factors used in determining fair value vary by investment type and may include market or investment specific events, changes in interest rates and credit quality. The frequency with which these procedures are used cannot be predicted and they may be utilized to a significant extent. The Committee oversees each Fund's valuation policies and procedures and reports to the Board on the Committee's activities and fair value determinations. The Board monitors the appropriateness of the procedures used in valuing each Fund's investments and ratifies the fair value determinations of the Committee.
Each Fund categorizes the inputs to valuation techniques used to value its investments into a disclosure hierarchy consisting of three levels as shown below:
- Level 1 – quoted prices in active markets for identical investments
- Level 2 – other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, etc.)
- Level 3 – unobservable inputs (including the Fund's own assumptions based on the best information available)
Valuation techniques used to value each Fund's investments by major category are as follows:
Equity securities, including restricted securities, for which market quotations are readily available, are valued at the last reported sale price or official closing price as reported by a third party pricing vendor on the primary market or exchange on which they are traded and are categorized as Level 1 in the hierarchy. In the event there were no sales during the day or closing prices are not available, securities are valued at the last quoted bid price or may be valued using the last available price and are generally categorized as Level 2 in the hierarchy. For foreign equity securities, when market or security specific events arise, comparisons to the valuation of American Depositary Receipts (ADRs), futures contracts, Exchange-Traded Funds (ETFs) and certain indexes as well as quoted prices for similar securities may be used and would be categorized as Level 2 in the hierarchy. For equity securities, including restricted securities, where observable inputs are limited, assumptions about market activity and risk are used and these securities may be categorized as Level 3 in the hierarchy.
Debt securities, including restricted securities, are valued based on evaluated prices received from third party pricing vendors or from brokers who make markets in such securities. U.S. government and government agency obligations are valued by pricing vendors who utilize matrix pricing which considers yield or price of bonds of comparable quality, coupon, maturity and type or by broker-supplied prices. When independent prices are unavailable or unreliable, debt securities may be valued utilizing pricing methodologies which consider similar factors that would be used by third party pricing vendors. Debt securities are generally categorized as Level 2 in the hierarchy but may be Level 3 depending on the circumstances.
Futures contracts are valued at the settlement price established each day by the board of trade or exchange on which they are traded and are categorized as Level 1 in the hierarchy. Investments in open-end mutual funds, including the Fidelity Central Funds, are valued at their closing net asset value (NAV) each business day and are categorized as Level 1 in the hierarchy.
Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy. The aggregate value of investments by input level as of August 31, 2019 is included at the end of each Fund's Schedule of Investments.
Foreign Currency. Foreign-denominated assets, including investment securities, and liabilities are translated into U.S. dollars at the exchange rates at period end. Purchases and sales of investment securities, income and dividends received and expenses denominated in foreign currencies are translated into U.S. dollars at the exchange rate in effect on the transaction date.
The effects of exchange rate fluctuations on investments are included with the net realized and unrealized gain (loss) on investment securities. Other foreign currency transactions resulting in realized and unrealized gain (loss) are disclosed separately.
Realized gains and losses on foreign currency transactions arise from the disposition of foreign currency, realized changes in the value of foreign currency between the trade and settlement dates on security transactions, and the difference between the amounts of dividends, interest and foreign withholding taxes recorded on transaction date and the U.S. dollar equivalent of the amounts actually received or paid. Unrealized gains and losses on assets and liabilities in foreign currencies arise from changes in the value of foreign currency, and from assets and liabilities denominated in foreign currencies, other than investments, which are held at period end.
Investment Transactions and Income. For financial reporting purposes, the Funds' investment holdings and NAV include trades executed through the end of the last business day of the period. The NAV per share for processing shareholder transactions is calculated as of the close of business of the New York Stock Exchange (NYSE), normally 4:00 p.m. Eastern time and includes trades executed through the end of the prior business day. Gains and losses on securities sold are determined on the basis of identified cost and for certain Funds include proceeds received from litigation. Dividend income is recorded on the ex-dividend date, except for certain dividends from foreign securities where the ex-dividend date may have passed, which are recorded as soon as the Funds are informed of the ex-dividend date. Non-cash dividends included in dividend income, if any, are recorded at the fair market value of the securities received. Income and capital gain distributions from Fidelity Central Funds, if any, are recorded on the ex-dividend date. Certain distributions received by the Funds represent a return of capital or capital gain. The Funds determine the components of these distributions subsequent to the ex-dividend date, based upon receipt of tax filings or other correspondence relating to the underlying investment. These distributions are recorded as a reduction of cost of investments and/or as a realized gain. Interest income is accrued as earned and includes coupon interest and amortization of premium and accretion of discount on debt securities as applicable. Investment income is recorded net of foreign taxes withheld where recovery of such taxes is uncertain.
Class Allocations and Expenses. Investment income, realized and unrealized capital gains and losses, common expenses of each Fund, and certain fund-level expense reductions, if any, are allocated daily on a pro-rata basis to each class based on the relative net assets of each class to the total net assets of each Fund. Each class differs with respect to fees incurred. Certain expense reductions may also differ by class. For the reporting period, the allocated portion of income and expenses to each class as a percent of its average net assets may vary due to the timing of recording these transactions in relation to fluctuating net assets of the classes. Expenses directly attributable to a fund are charged to that fund. Expenses attributable to more than one fund are allocated among the respective funds on the basis of relative net assets or other appropriate methods. Expense estimates are accrued in the period to which they relate and adjustments are made when actual amounts are known.
Deferred Trustee Compensation. Under a Deferred Compensation Plan (the Plan) the Funds, certain independent Trustees have elected to defer receipt of a portion of their annual compensation. Deferred amounts are invested in a cross-section of Fidelity funds, are marked-to-market and remain in each Fund until distributed in accordance with the Plan. The investment of deferred amounts and the offsetting payable to the Trustees presented below are included in each accompanying Statement of Assets and Liabilities in other receivables and other payables and accrued expenses, respectively.
Fidelity Total Market Index Fund | $906,498 |
Fidelity Extended Market Index Fund | $476,588 |
Fidelity International Index Fund | $443,858 |
Income Tax Information and Distributions to Shareholders. Each year, each Fund intends to qualify as a regulated investment company under Subchapter M of the Internal Revenue Code, including distributing substantially all of its taxable income and realized gains. As a result, no provision for U.S. Federal income taxes is required. Each Fund files a U.S. federal tax return, in addition to state and local tax returns as required. Each Fund's federal income tax returns are subject to examination by the Internal Revenue Service (IRS) for a period of three fiscal years after they are filed. State and local tax returns may be subject to examination for an additional fiscal year depending on the jurisdiction. Foreign taxes are provided for based on each Fund's understanding of the tax rules and rates that exist in the foreign markets in which it invests.
Distributions are declared and recorded on the ex-dividend date. Income and capital gain distributions are declared separately for each class. Income and capital gain distributions are determined in accordance with income tax regulations, which may differ from GAAP.
Capital accounts within the financial statements are adjusted for permanent book-tax differences. These adjustments have no impact on net assets or the results of operations. Capital accounts are not adjusted for temporary book-tax differences which will reverse in a subsequent period.
Book-tax differences are primarily due to the short-term gain distributions from the Underlying Funds, certain deemed distributions, foreign currency transactions, futures contracts, passive foreign investment companies (PFIC), market discount, redemptions in kind, partnerships, deferred trustees compensation, capital loss carryforwards, expiring capital loss carryforwards and losses deferred due to wash sales and excise tax regulations.
As of period end, the cost and unrealized appreciation (depreciation) in securities, and derivatives if applicable, for federal income tax purposes were as follows for each Fund:
Tax cost | Gross unrealized appreciation | Gross unrealized depreciation | Net unrealized appreciation (depreciation) | |
Fidelity Total Market Index Fund | $35,354,367,474 | $15,762,464,467 | $(3,568,706,149) | $12,193,758,318 |
Fidelity Extended Market Index Fund | 21,155,500,628 | 8,548,738,117 | (3,479,180,434) | 5,069,557,683 |
Fidelity International Index Fund | 26,405,359,189 | 4,750,353,648 | (4,756,361,355) | (6,007,707) |
Capital loss carryforwards are only available to offset future capital gains of the Funds to the extent provided by regulations and may be limited. Under the Regulated Investment Company Modernization Act of 2010 (the Act), the Funds are permitted to carry forward capital losses incurred in taxable years beginning after December 22, 2010 for an unlimited period and such capital losses are required to be used prior to any losses that expire. The capital loss carryforward information presented below, including any applicable limitation, is estimated as of prior fiscal period end and is subject to adjustment.
No expiration | |||
Short-term | Long-term | Total capital loss carryforward | |
Fidelity International Index Fund | $(33,478,368) | $(264,332,894) | $(297,811,262) |
Delayed Delivery Transactions and When-Issued Securities. During the period, certain Funds transacted in securities on a delayed delivery or when-issued basis. Payment and delivery may take place after the customary settlement period for that security. The price of the underlying securities and the date when the securities will be delivered and paid for are fixed at the time the transaction is negotiated. The securities purchased on a delayed delivery or when-issued basis are identified as such in each applicable Fund's Schedule of Investments. Losses may arise due to changes in the value of the underlying securities or if the counterparty does not perform under the contract's terms, or if the issuer does not issue the securities due to political, economic, or other factors.
Restricted Securities. The Funds may invest in securities that are subject to legal or contractual restrictions on resale. These securities generally may be resold in transactions exempt from registration or to the public if the securities are registered. Disposal of these securities may involve time-consuming negotiations and expense, and prompt sale at an acceptable price may be difficult. Information regarding restricted securities is included at the end of each applicable Fund's Schedule of Investments.
4. Derivative Instruments.
Risk Exposures and the Use of Derivative Instruments. The Funds' investment objective allows the Funds to enter into various types of derivative contracts, including futures contracts and forward foreign currency contracts. Derivatives are investments whose value is primarily derived from underlying assets, indices or reference rates and may be transacted on an exchange or over-the-counter (OTC). Derivatives may involve a future commitment to buy or sell a specified asset based on specified terms, to exchange future cash flows at periodic intervals based on a notional principal amount, or for one party to make one or more payments upon the occurrence of specified events in exchange for periodic payments from the other party.
The Funds used derivatives to increase returns and to manage exposure to certain risks as defined below. The success of any strategy involving derivatives depends on analysis of numerous economic factors, and if the strategies for investment do not work as intended, the Funds may not achieve their objectives.
The Funds' use of derivatives increased or decreased their exposure to the following risk:
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. |
Foreign Exchange Risk | Foreign exchange rate risk relates to fluctuations in the value of an asset or liability due to changes in currency exchange rates. |
The Funds are also exposed to additional risks from investing in derivatives, such as liquidity risk and counterparty credit risk. Liquidity risk is the risk that the Funds will be unable to close out the derivative in the open market in a timely manner. Counterparty credit risk is the risk that the counterparty will not be able to fulfill its obligation to the Funds. Counterparty credit risk related to exchange-traded futures contracts may be mitigated by the protection provided by the exchange on which they trade.
Investing in derivatives may involve greater risks than investing in the underlying assets directly and, to varying degrees, may involve risk of loss in excess of any initial investment and collateral received and amounts recognized in the Statement of Assets and Liabilities. In addition, there may be the risk that the change in value of the derivative contract does not correspond to the change in value of the underlying instrument.
Net Realized Gain (Loss) and Change in Net Unrealized Appreciation (Depreciation) on Derivatives. The table below, which reflects the impacts of derivatives on the financial performance of the Funds, summarizes the net realized gain (loss) and change in net unrealized appreciation (depreciation) for derivatives during the period as presented in the Statement of Operations.
Primary Risk Exposure / Derivative Type | Net Realized Gain (Loss) | Change in Net Unrealized Appreciation (Depreciation) |
Fidelity Total Market Index Fund | ||
Equity Risk | ||
Futures Contracts | $13,141,210 | $(7,112,961) |
Total Equity Risk | 13,141,210 | (7,112,961) |
Fidelity Extended Market Index Fund | ||
Equity Risk | ||
Futures Contracts | $1,012,216 | $(9,491,333) |
Total Equity Risk | 1,012,216 | (9,491,333) |
Fidelity International Index Fund | ||
Equity Risk | ||
Futures Contracts | $(8,052,485) | $(2,398,493) |
Total Equity Risk | (8,052,485) | (2,398,493) |
Foreign Exchange Risk | ||
Forward Foreign Currency Contracts | $ 105,227 | $(105,227) |
Total Foreign Exchange Risk | 105,227 | (105,227) |
Totals | $6,206,168 | $(19,108,014) |
A summary of the value of derivatives by primary risk exposure as of period end, if any, is included at the end of the Schedule of Investments.
Forward Foreign Currency Contracts. Forward foreign currency contracts represent obligations to purchase or sell foreign currency on a specified future date at a price fixed at the time the contracts are entered into. Fidelity International Index Fund used forward foreign currency contracts to facilitate transactions in foreign-denominated securities and to manage exposure to certain foreign currencies.
Forward foreign currency contracts are valued daily and fluctuations in exchange rates on open contracts are recorded as unrealized appreciation or (depreciation) and reflected in the Statement of Assets and Liabilities. When the contract is closed, Fidelity International Index Fund realizes a gain or loss equal to the difference between the closing value and the value at the time it was opened. The net realized gain (loss) and change in net unrealized appreciation (depreciation) on forward foreign currency contracts during the period is presented in the Statement of Operations.
Any open forward foreign currency contracts at period end are presented in the Schedule of Investments under the caption "Forward Foreign Currency Contracts." The contract amount and unrealized appreciation (depreciation) reflects each contract's exposure to the underlying currency at period end and is representative of volume of activity during the period.
Futures Contracts. A futures contract is an agreement between two parties to buy or sell a specified underlying instrument for a fixed price at a specified future date. The Funds used futures contracts to manage their exposure to the stock market.
Upon entering into a futures contract, a fund is required to deposit either cash or securities (initial margin) with a clearing broker in an amount equal to a certain percentage of the face value of the contract. Futures contracts are marked-to-market daily and subsequent daily payments (variation margin) are made or received by a fund depending on the daily fluctuations in the value of the futures contracts and are recorded as unrealized appreciation or (depreciation). This receivable and/or payable, if any, is included in daily variation margin on futures contracts in the Statement of Assets and Liabilities. Realized gain or (loss) is recorded upon the expiration or closing of a futures contract. The net realized gain (loss) and change in net unrealized appreciation (depreciation) on futures contracts during the period is presented in the Statement of Operations.
Any open futures contracts at period end are presented in the Schedule of Investments under the caption "Futures Contracts". The notional amount at value reflects each contract's exposure to the underlying instrument or index at period end and is representative of volume of activity during the period, except for Fidelity International Index Fund. Securities deposited to meet initial margin requirements are identified in the Schedule of Investments. Cash deposited to meet initial margin requirements is presented as segregated cash with brokers for derivative instruments in the Statement of Assets and Liabilities.
5. Purchases and Sales of Investments.
Purchases and sales of securities, other than short-term securities and in-kind transactions, are noted in the table below.
Purchases ($) | Sales ($) | |
Fidelity Total Market Index Fund | 5,797,378,971 | 4,288,598,152 |
Fidelity Extended Market Index Fund | 2,331,620,881 | 1,398,652,941 |
Fidelity International Index Fund | 2,093,805,589 | 298,691,596 |
Prior Fiscal Year Unaffiliated Redemptions In-Kind. During the prior period, securities were delivered in-kind through redemptions are noted in the table below. Realized gain (loss) on securities delivered in-kind through redemptions is included in each applicable Fund's accompanying Statement of Changes in Net Assets as realized gain or loss on investment securities and is not taxable to the Fund.
Value of Securities Delivered | Realized gain (loss) | |
Fidelity Extended Market Index | $441,023,062 | $292,072,729 |
Fidelity International Index | $423,571,757 | $173,776,605 |
In addition, during the prior period, 3,472,310 shares of Fidelity International Index Fund were redeemed in-kind for investments and cash valued at $136,253,459. The Fund had a net realized gain of $37,473,611 on investments delivered through in-kind redemptions. The amount of in-kind redemptions is included in the share transactions in the accompanying Statement of Changes in Net Assets as well as the Notes to Financial Statements. The fund recognized no gain or loss for federal income tax purposes.
6. Fees and Other Transactions with Affiliates.
Management Fee. Fidelity Management & Research Company (the investment adviser) and its affiliates provide the Funds with investment management related services for which the Funds pay a monthly management fee. The management fee is based on an annual rate of .015%, .045% and .035% of average net assets for Fidelity Total Market Index Fund, Fidelity Extended Market Index Fund and Fidelity International Index Fund, respectively. Prior to May 1, 2019, the annual management fee rate for Fidelity International Index Fund was .045%. Under the management contract, the investment adviser pays all other operating expenses, except the compensation of the independent Trustees and certain other expenses such as interest expense, including commitment fees.
Sub-Adviser. Geode Capital Management, LLC (Geode), serves as sub-adviser for the Funds. Geode provides discretionary investment advisory services to the Funds and is paid by the investment adviser for providing these services.
Interfund Lending Program. Pursuant to an Exemptive Order issued by the SEC, the Funds, along with other registered investment companies having management contracts with Fidelity Management & Research Company (FMR) or other affiliated entities of FMR, may participate in an interfund lending program. This program provides an alternative credit facility allowing the funds to borrow from, or lend money to, other participating affiliated funds. At period end, Fidelity Total Market Index Fund and Fidelity International Index Fund had no interfund loans outstanding. Fidelity Extended Market Index Fund's open loans, including accrued interest, at period end are presented under the caption "Notes payable to affiliates" in the Statement of Assets and Liabilities. Each applicable fund's activity in this program during the period for which loans were outstanding was as follows:
Borrower or Lender | Average Loan Balance | Weighted Average Interest Rate | Interest Expense | |
Fidelity Total Market Index Fund | Borrower | $145,021,917 | 2.58% | $124,573 |
Fidelity Extended Market Index Fund | Borrower | $12,067,176 | 2.60% | $14,114 |
Interfund Trades. The Funds may purchase from or sell securities to other Fidelity Funds under procedures adopted by the Board. The procedures have been designed to ensure these interfund trades are executed in accordance with Rule 17a-7 of the 1940 Act. Interfund trades are included within the respective purchases and sales amounts shown in the Purchases and Sales of Investments note.
Affiliated Redemptions In-Kind. During the period, 205,915,591 shares of the Fidelity Total Market Index Fund were redeemed in-kind for investments and cash with a value of $17,132,980,248. The net realized gain of $11,221,992,904 on investments delivered through in-kind redemptions is included in the accompanying Statement of Operations. The amount of the in-kind redemptions is included in share transactions in the accompanying Statement of Changes in Net Assets. The Fidelity Total Market Index Fund recognized no gain or loss for federal income tax purposes.
Other. During the period, the investment adviser reimbursed the funds for certain losses as follows:
Fidelity Total Market Index Fund | $11,210 |
Fidelity Extended Market Index Fund | $20,053 |
7. Committed Line of Credit.
Certain Funds participate with other funds managed by the investment adviser or an affiliate in a $4.25 billion credit facility (the "line of credit") to be utilized for temporary or emergency purposes to fund shareholder redemptions or for other short-term liquidity purposes. The participating funds have agreed to pay commitment fees on their pro-rata portion of the line of credit, which are reflected in Commitment fees on the Statement of Operations, and are as follows:
Fidelity Total Market Index Fund | $74,688 |
Fidelity Extended Market Index Fund | 30,870 |
Fidelity International Index Fund | 34,592 |
During the period, the Funds did not borrow on this line of credit.
8. Security Lending.
Certain Funds lend portfolio securities from time to time in order to earn additional income. For equity securities, lending agents are used, including National Financial Services (NFS), an affiliate of the Funds. Pursuant to a securities lending agreement, NFS will receive a fee, which is capped at 9.9% of a Fund's daily lending revenue, for its services as lending agent. The Funds may lend securities to certain qualified borrowers, including NFS. On the settlement date of the loan, each applicable Fund receives collateral (in the form of U.S. Treasury obligations, letters of credit and/or cash) against the loaned securities and maintains collateral in an amount not less than 100% of the market value of the loaned securities during the period of the loan. The market value of the loaned securities is determined at the close of business of the Funds and any additional required collateral is delivered to the Funds on the next business day. The Funds or borrower may terminate the loan at any time, and if the borrower defaults on its obligation to return the securities loaned because of insolvency or other reasons, the Funds may apply collateral received from the borrower against the obligation. The Funds may experience delays and costs in recovering the securities loaned. Any cash collateral received is invested in the Fidelity Securities Lending Cash Central Fund. The value of loaned securities and cash collateral at period end are disclosed on each applicable Fund's Statement of Assets and Liabilities. Security lending income represents the income earned on investing cash collateral, less rebates paid to borrowers and any lending agent fees associated with the loan, plus any premium payments received for lending certain types of securities. Security lending income is presented on each applicable Fund's Statement of Operations as a component of income from Fidelity Central Funds. Affiliated security lending activity was as follows:
Total Security Lending Income Fees Paid to NFS | Security Lending Income From Securities Loaned to NFS | Value of Securities Loaned to NFS at Period End | |
Fidelity Total Market Index Fund | $230,118 | $ 214,465 | $9,644,077 |
Fidelity Extended Market Index Fund | $502,969 | $ 485,799 | $22,445,640 |
Fidelity International Index Fund | $222 | $– | $– |
9. Expense Reductions.
Through arrangements with each applicable Fund's custodian and transfer agent, credits realized as a result of certain uninvested cash balances were used to reduce each applicable Fund's expenses as noted in the table below.
Custodian credits | Transfer Agent credits | |
Fidelity Total Market Index Fund | $21,719 | $10 |
Fidelity Extended Market Index Fund | 29,216 | 4 |
Fidelity International Index Fund | 209 | 91 |
10. Distributions to Shareholders.
Distributions to shareholders of each class were as follows:
Six months ended August 31, 2019 | Year ended February 28, 2019 | |
Fidelity Total Market Index Fund | ||
Distributions to shareholders | ||
Investor Class | $– | $2,643,070 |
Premium Class | – | 95,554,672 |
Institutional Class | – | 11,657,891 |
Fidelity Total Market Index Fund | 210,278,950 | 826,659,950 |
Class F | 75,433,850 | 318,902,037 |
Total | $285,712,800 | $1,255,417,620 |
Fidelity Extended Market Index Fund | ||
Distributions to shareholders | ||
Investor Class | $– | $503,933 |
Premium Class | – | 16,357,102 |
Fidelity Extended Market Index Fund | 375,075,524 | 1,091,164,604 |
Total | $375,075,524 | $1,108,025,639 |
Fidelity International Index Fund | ||
Distributions to shareholders | ||
Investor Class | $– | $493,861 |
Premium Class | – | 11,498,487 |
Institutional Class | – | 3,239,034 |
Fidelity International Index Fund | 65,988,230 | 581,985,935 |
Total | $65,988,230 | $597,217,317 |
11. Share Transactions.
Share transactions for each class were as follows and may contain automatic conversions between classes or exchanges between affiliated funds:
Shares | Shares | Dollars | Dollars | |
Six months ended August 31, 2019 | Year ended February 28, 2019 | Six months ended August 31, 2019 | Year ended February 28, 2019 | |
Fidelity Total Market Index Fund | ||||
Investor Class | ||||
Shares sold | – | 4,019,092 | $– | $321,586,444 |
Reinvestment of distributions | – | 32,797 | – | 2,485,299 |
Shares redeemed | – | (14,311,611) | – | (1,127,640,932) |
Net increase (decrease) | – | (10,259,722) | $– | $(803,569,189) |
Premium Class | ||||
Shares sold | – | 33,941,527 | $– | $2,708,157,234 |
Reinvestment of distributions | – | 1,130,172 | – | 85,644,409 |
Shares redeemed | – | (389,445,522) | – | (30,662,792,136) |
Net increase (decrease) | – | (354,373,823) | $– | $(27,868,990,493) |
Institutional Class | ||||
Shares sold | – | 6,937,506 | $– | $550,209,868 |
Reinvestment of distributions | – | 129,741 | – | 9,830,506 |
Shares redeemed | – | (50,228,600) | – | (3,979,265,959) |
Net increase (decrease) | – | (43,161,353) | $– | $(3,419,225,585) |
Fidelity Total Market Index Fund | ||||
Shares sold | 90,960,986 | 548,051,126 | $7,418,978,989 | $42,944,138,381 |
Reinvestment of distributions | 2,325,161 | 10,313,797 | 191,453,094 | 755,006,295 |
Shares redeemed | 85,994,934 | (83,887,771) | (7,060,573,184) | (6,461,116,988) |
Net increase (decrease) | 7,291,213 | 474,477,152 | $549,858,899 | $37,238,027,688 |
Class F | ||||
Shares sold | 7,901,740 | 53,060,174 | $639,001,501 | $4,063,333,929 |
Reinvestment of distributions | 915,904 | 4,337,951 | 75,433,850 | 318,902,037 |
Shares redeemed | (206,354,025)(a) | (21,002,842) | (17,168,346,164)(a) | (1,667,467,073) |
Net increase (decrease) | (197,536,381) | 36,395,283 | $(16,453,910,813) | $2,714,768,893 |
Fidelity Extended Market Index Fund | ||||
Investor Class | ||||
Shares sold | – | 1,801,865 | $– | $118,602,143 |
Reinvestment of distributions | – | 7,831 | – | 488,757 |
Shares redeemed | – | (12,973,810) | – | (823,775,253) |
Net increase (decrease) | – | (11,164,114) | $– | $(704,684,353) |
Premium Class | ||||
Shares sold | – | 37,648,220 | $– | $2,479,187,065 |
Reinvestment of distributions | – | 249,891 | – | 15,595,685 |
Shares redeemed | – | (322,930,159) | – | (20,627,305,774) |
Net increase (decrease) | – | (285,032,048) | $– | $(18,132,523,024) |
Fidelity Extended Market Index Fund | ||||
Shares sold | 52,502,930 | 346,750,053 | $3,241,864,763 | $21,910,869,231 |
Reinvestment of distributions | 5,765,519 | 18,931,791 | 360,633,196 | 1,047,073,345 |
Shares redeemed | (44,971,910) | (44,258,061)(b) | (2,774,389,387) | (2,691,839,241)(b) |
Net increase (decrease) | 13,296,539 | 321,423,783 | $828,108,572 | $20,266,103,335 |
Fidelity International Index Fund | ||||
Investor Class | ||||
Shares sold | – | 3,227,281 | $– | $136,457,524 |
Reinvestment of distributions | – | 10,462 | – | 453,026 |
Shares redeemed | – | (19,311,118) | – | (775,276,067) |
Net increase (decrease) | – | (16,073,375) | $– | $(638,365,517) |
Premium Class | ||||
Shares sold | – | 43,661,531 | $– | $1,853,780,288 |
Reinvestment of distributions | – | 243,147 | – | 10,528,255 |
Shares redeemed | – | (309,962,334) | – | (12,483,807,052) |
Net increase (decrease) | – | (266,057,656) | $– | $(10,619,498,509) |
Institutional Class | ||||
Shares sold | – | 21,887,065 | $– | $929,778,540 |
Reinvestment of distributions | – | 69,194 | – | 2,996,108 |
Shares redeemed | – | (93,088,706) | – | (3,742,701,069) |
Net increase (decrease) | – | (71,132,447) | $– | $(2,809,926,421) |
Fidelity International Index Fund | ||||
Shares sold | 122,305,424 | 580,182,795 | $4,941,756,203 | $23,057,381,443 |
Reinvestment of distributions | 1,524,255 | 14,857,238 | 62,250,554 | 549,904,860 |
Shares redeemed | (90,927,391) | (118,779,420)(b) | (3,661,029,156) | (4,690,338,621)(b) |
Net increase (decrease) | 32,902,288 | 476,260,613 | $1,342,977,601 | $18,916,947,682 |
(a) Amount includes in-kind redemptions (see Affiliated Redemptions In-Kind notes for additional details).
(b) Amount includes in-kind redemptions (see the Prior Fiscal Year Unaffiliated Redemptions In-Kind note for additional details).
12. Other.
The Funds' organizational documents provide former and current trustees and officers with a limited indemnification against liabilities arising in connection with the performance of their duties to the Funds. In the normal course of business, the Funds may also enter into contracts that provide general indemnifications. The Funds' maximum exposure under these arrangements is unknown as this would be dependent on future claims that may be made against the Funds. The risk of material loss from such claims is considered remote.
Shareholder Expense Example
As a shareholder of a Fund, you incur two types of costs: (1) transaction costs and (2) ongoing costs, including management fees and other Fund expenses. This Example is intended to help you understand your ongoing costs (in dollars) of investing in the Funds and to compare these costs with the ongoing costs of investing in other mutual funds.
The Example is based on an investment of $1,000 invested at the beginning of the period and held for the entire period (March 1, 2019 to August 31, 2019).
Actual Expenses
The first line of the accompanying table for each fund provides information about actual account values and actual expenses. You may use the information in this line, together with the amount you invested, to estimate the expenses that you paid over the period. Simply divide your account value by $1,000.00 (for example, an $8,600 account value divided by $1,000.00 = 8.6), then multiply the result by the number in the first line for a fund under the heading entitled "Expenses Paid During Period" to estimate the expenses you paid on your account during this period. In addition, each Fund, as a shareholder in the underlying Fidelity Central Funds, will indirectly bear its pro-rata share of the fees and expenses incurred by the underlying Fidelity Central Funds. These fees and expenses are not included in the Fund's annualized expense ratio used to calculate the expense estimate in the table below.
Hypothetical Example for Comparison Purposes
The second line of the accompanying table for each fund provides information about hypothetical account values and hypothetical expenses based on a fund's actual expense ratio and an assumed rate of return of 5% per year before expenses, which is not the Fund's actual return. The hypothetical account values and expenses may not be used to estimate the actual ending account balance or expenses you paid for the period. You may use this information to compare the ongoing costs of investing in the Fund and other funds. To do so, compare this 5% hypothetical example with the 5% hypothetical examples that appear in the shareholder reports of the other funds. In addition, each Fund, as a shareholder in the underlying Fidelity Central Funds, will indirectly bear its pro-rata share of the fees and expenses incurred by the underlying Fidelity Central Funds. These fees and expenses are not included in the Fund's annualized expense ratio used to calculate the expense estimate in the table below.
Please note that the expenses shown in the table are meant to highlight your ongoing costs only and do not reflect any transaction costs. Therefore, the second line of the table is useful in comparing ongoing costs only, and will not help you determine the relative total costs of owning different funds.
Annualized Expense Ratio-A | Beginning Account Value March 1, 2019 | Ending Account Value August 31, 2019 | Expenses Paid During Period-B March 1, 2019 to August 31, 2019 | |
Fidelity Total Market Index Fund | .02% | |||
Actual | $1,000.00 | $1,049.80 | $.10 | |
Hypothetical-C | $1,000.00 | $1,025.04 | $.10 | |
Fidelity Extended Market Index Fund | .05% | |||
Actual | $1,000.00 | $993.60 | $.25 | |
Hypothetical-C | $1,000.00 | $1,024.89 | $.25 | |
Fidelity International Index Fund | .04% | |||
Actual | $1,000.00 | $1,005.50 | $.20 | |
Hypothetical-C | $1,000.00 | $1,024.94 | $.20 |
A Annualized expense ratio reflects expenses net of applicable fee waivers.
B Expenses are equal to each Fund's annualized expense ratio, multiplied by the average account value over the period, multiplied by 184/ 366 (to reflect the one-half year period).
C 5% return per year before expenses
Board Approval of Investment Advisory Contracts and Management Fees
Fidelity International Index Fund
At its July 2019 meeting, the Board of Trustees, including the Independent Trustees (together, the Board), ratified an amended and restated management contract with Fidelity Management & Research Company (FMR) for the fund (the Amended Contract) that lowered the management fee rate paid by the fund by 1.0 basis point. The Board, assisted by the advice of fund counsel and Independent Trustees' counsel, considered a broad range of information.
Nature, Extent, and Quality of Services Provided. The Board noted that it previously received andconsidered materials relating to the nature, extent and quality of services provided by FMR and the fund's sub-advisers to the fund, including the resources dedicated to investment management and support services, shareholder and administrative services, the benefits to shareholders of investment in a large fund family, and the investment performance of the fund in connection with the annual renewal of the fund's current management contract and sub-advisory agreements (Advisory Contracts). At its January 2019 meeting, the Board concluded that the nature, extent and quality of the services provided to the fund under the existing Advisory Contracts should benefit the fund's shareholders. The Board noted that approval of the Amended Contract would not change the fund's portfolio manager, the investment processes, the level or nature of services provided, the resources and personnel allocated or trading and compliance operations. The Board concluded that the nature, extent, and quality of services to be provided to the fund under the Amended Contract will continue to benefit the fund's shareholders.Competitiveness of Management Fee and Total Expense Ratio. The Board considered that it received and reviewed information regarding the fund's current management fee and total expense ratio compared to "mapped groups" of competitive funds and classes in connection with the annual renewal of the Advisory Contracts. Based on its review, the Board concluded at its January 2019 meeting that the fund's current management fee and total expenses are fair and reasonable in light of the services that the fund receives and the other factors considered. In its review of the proposed management fee rate under the Amended Contract, the Board considered that the proposed management fee rate is lower by 1.0 basis point than the current management fee rate. The Board also considered that the management fee rate would continue to rank below the median of its total mapped group of competitor funds provided to the Board in connection with the annual renewal of the existing Advisory Contracts. In addition, the Board considered that the Amended Contract would not result in any changes to FMR's obligation under the existing management contract to pay the fund's operating expenses, with certain exceptions, out of its management fee under the existing management contract.Based on its review, the Board concluded that the management fee and the total expenses continue to be fair and reasonable in light of the services that the fund receives and the other factors considered.Costs of the Services and Profitability. The Board considered that it previously reviewed information regarding the revenues earned and the expenses incurred by FMR in providing services to the fund and the level of FMR's profitability. At its January 2019 meeting, the Board concluded that it was satisfied that FMR's profitability in connection with the operation of the fund was not excessive under the circumstances. Because the Board was approving an arrangement that reduced the management fee rate and did not change FMR's obligation under the management contract to bear the fund's operating expenses, with certain exceptions, the Board did not consider the costs of the services provided by and the profits realized by FMR to be significant factors in its decision to approve the Amended Contract.Economies of Scale. The Board considered that it previously received and reviewed information regarding whether there have been economies of scale in respect of the management of the Fidelity funds, whether the Fidelity funds (including the fund) have appropriately benefited from any such economies of scale, and whether there is potential for realization of any further economies of scale and that it concluded, at its January 2019 meeting, that economies of scale, if any, are being appropriately shared between fund shareholders and Fidelity. The Board did not consider economies of scale to be a significant factor in its decision to approve the Amended Contract because the proposed management fee rate is lower than the current management fee rate and FMR will continue to bear the fund's operating expenses, with limited exceptions.Based on its evaluation of all of the conclusions noted above, and after considering all factors it believed relevant, the Board ultimately concluded that the fund's advisory fee structures are fair and reasonable, and that the Amended Contract should be approved.SIF-I-SANN-1019
1.929382.107
Fidelity® Series Total Market Index Fund Semi-Annual Report August 31, 2019 |
Beginning on January 1, 2021, as permitted by regulations adopted by the Securities and Exchange Commission, paper copies of a fund’s shareholder reports will no longer be sent by mail, unless you specifically request paper copies of the reports from the fund or from your financial intermediary, such as a financial advisor, broker-dealer or bank. Instead, the reports will be made available on a website, and you will be notified by mail each time a report is posted and provided with a website link to access the report.
If you already elected to receive shareholder reports electronically, you will not be affected by this change and you need not take any action. You may elect to receive shareholder reports and other communications from a fund electronically, by contacting your financial intermediary. For Fidelity customers, visit Fidelity's web site or call Fidelity using the contact information listed below.
You may elect to receive all future reports in paper free of charge. If you wish to continue receiving paper copies of your shareholder reports, you may contact your financial intermediary or, if you are a Fidelity customer, visit Fidelity’s website, or call Fidelity at the applicable toll-free number listed below. Your election to receive reports in paper will apply to all funds held with the fund complex/your financial intermediary.
Account Type | Website | Phone Number |
Brokerage, Mutual Fund, or Annuity Contracts: | fidelity.com/mailpreferences | 1-800-343-3548 |
Employer Provided Retirement Accounts: | netbenefits.fidelity.com/preferences (choose 'no' under Required Disclosures to continue to print) | 1-800-343-0860 |
Advisor Sold Accounts Serviced Through Your Financial Intermediary: | Contact Your Financial Intermediary | Your Financial Intermediary's phone number |
Advisor Sold Accounts Serviced by Fidelity: | institutional.fidelity.com | 1-877-208-0098 |
Contents
Board Approval of Investment Advisory Contracts and Management Fees |
To view a fund's proxy voting guidelines and proxy voting record for the 12-month period ended June 30, visit http://www.fidelity.com/proxyvotingresults or visit the Securities and Exchange Commission's (SEC) web site at http://www.sec.gov.
You may also call 1-800-544-8544 to request a free copy of the proxy voting guidelines.
Standard & Poor's, S&P and S&P 500 are registered service marks of The McGraw-Hill Companies, Inc. and have been licensed for use by Fidelity Distributors Corporation.
Other third-party marks appearing herein are the property of their respective owners.
All other marks appearing herein are registered or unregistered trademarks or service marks of FMR LLC or an affiliated company. © 2019 FMR LLC. All rights reserved.
This report and the financial statements contained herein are submitted for the general information of the shareholders of the Fund. This report is not authorized for distribution to prospective investors in the Fund unless preceded or accompanied by an effective prospectus.
A fund files its complete schedule of portfolio holdings with the SEC for the first and third quarters of each fiscal year on Form N-PORT. Forms N-PORT are available on the SEC’s web site at http://www.sec.gov. A fund's Forms N-PORT may be reviewed and copied at the SEC’s Public Reference Room in Washington, DC. Information regarding the operation of the SEC's Public Reference Room may be obtained by calling 1-800-SEC-0330.
For a complete list of a fund's portfolio holdings, view the most recent holdings listing, semiannual report, or annual report on Fidelity's web site at http://www.fidelity.com, http://www.institutional.fidelity.com, or http://www.401k.com, as applicable.
NOT FDIC INSURED •MAY LOSE VALUE •NO BANK GUARANTEE
Neither the Fund nor Fidelity Distributors Corporation is a bank.
Investment Summary (Unaudited)
Top Ten Stocks as of August 31, 2019
% of fund's net assets | |
Microsoft Corp. | 3.6 |
Apple, Inc. | 3.1 |
Amazon.com, Inc. | 2.5 |
Facebook, Inc. Class A | 1.5 |
Berkshire Hathaway, Inc. Class B | 1.4 |
Alphabet, Inc. Class C | 1.3 |
JPMorgan Chase & Co. | 1.3 |
Alphabet, Inc. Class A | 1.2 |
Johnson & Johnson | 1.2 |
Visa, Inc. Class A | 1.1 |
18.2 |
Top Market Sectors as of August 31, 2019
% of fund's net assets | |
Information Technology | 21.5 |
Health Care | 13.8 |
Financials | 13.3 |
Consumer Discretionary | 10.4 |
Industrials | 9.9 |
Communication Services | 9.5 |
Consumer Staples | 6.8 |
Real Estate | 4.3 |
Energy | 4.1 |
Utilities | 3.4 |
Asset Allocation (% of fund's net assets)
As of August 31, 2019* | ||
Stocks and Equity Futures | 100.0% |
* Foreign investments – 4.0%
Schedule of Investments August 31, 2019 (Unaudited)
Showing Percentage of Net Assets
Common Stocks - 99.8% | |||
Shares | Value | ||
COMMUNICATION SERVICES - 9.5% | |||
Diversified Telecommunication Services - 1.8% | |||
Alaska Communication Systems Group, Inc. (a) | 36,203 | $61,907 | |
AT&T, Inc. | 4,269,842 | 150,554,629 | |
Atn International, Inc. | 6,421 | 364,841 | |
Bandwidth, Inc. (a) | 9,184 | 800,753 | |
CenturyLink, Inc. (b) | 564,770 | 6,427,083 | |
Cincinnati Bell, Inc. (a) | 31,667 | 171,952 | |
Cogent Communications Group, Inc. | 25,115 | 1,529,252 | |
Consolidated Communications Holdings, Inc. (b) | 41,576 | 167,551 | |
Frontier Communications Corp. (a)(b) | 66,059 | 52,880 | |
GCI Liberty, Inc. (a) | 57,116 | 3,554,900 | |
Globalstar, Inc. (a)(b) | 403,367 | 152,594 | |
GlowPoint, Inc. (a) | 500 | 358 | |
IDT Corp. Class B (a) | 11,933 | 105,249 | |
Iridium Communications, Inc. (a) | 56,656 | 1,369,942 | |
Ooma, Inc. (a) | 9,985 | 124,813 | |
ORBCOMM, Inc. (a) | 43,708 | 201,494 | |
Pareteum Corp. (a)(b) | 38,172 | 81,688 | |
PDVWireless, Inc. (a) | 6,987 | 270,746 | |
Verizon Communications, Inc. | 2,420,926 | 140,801,056 | |
Vonage Holdings Corp. (a) | 130,017 | 1,718,825 | |
WideOpenWest, Inc. (a) | 18,438 | 103,622 | |
Zayo Group Holdings, Inc. (a) | 117,732 | 3,962,859 | |
312,578,994 | |||
Entertainment - 1.7% | |||
Activision Blizzard, Inc. | 447,563 | 22,646,688 | |
AMC Entertainment Holdings, Inc. Class A (b) | 30,419 | 337,955 | |
Ballantyne of Omaha, Inc. (a) | 4,789 | 16,187 | |
Chicken Soup For The Soul Entertainment, Inc. (b) | 1,377 | 12,779 | |
Cinedigm Corp. (a) | 1,497 | 1,572 | |
Cinemark Holdings, Inc. (b) | 61,178 | 2,334,552 | |
Electronic Arts, Inc. (a) | 173,934 | 16,294,137 | |
Gaia, Inc. Class A (a)(b) | 5,797 | 38,666 | |
Global Eagle Entertainment, Inc. (a) | 27,876 | 19,513 | |
Glu Mobile, Inc. (a) | 63,231 | 280,746 | |
Lions Gate Entertainment Corp.: | |||
Class A (b) | 50,222 | 453,505 | |
Class B | 44,817 | 373,774 | |
Live Nation Entertainment, Inc. (a) | 82,567 | 5,739,232 | |
LiveXLive Media, Inc. (a)(b) | 18,353 | 40,744 | |
Marcus Corp. | 12,698 | 426,145 | |
Netflix, Inc. (a) | 255,673 | 75,103,944 | |
Reading International, Inc. Class A (a) | 6,381 | 79,124 | |
Rosetta Stone, Inc. (a) | 12,656 | 230,972 | |
Take-Two Interactive Software, Inc. (a) | 66,068 | 8,718,994 | |
The Madison Square Garden Co. (a) | 10,012 | 2,526,328 | |
The Walt Disney Co. | 1,021,646 | 140,231,130 | |
Viacom, Inc.: | |||
Class A | 1,354 | 36,924 | |
Class B (non-vtg.) | 211,540 | 5,284,269 | |
World Wrestling Entertainment, Inc. Class A (b) | 24,941 | 1,781,536 | |
Zynga, Inc. (a) | 486,620 | 2,778,600 | |
285,788,016 | |||
Interactive Media & Services - 4.3% | |||
Alphabet, Inc.: | |||
Class A (a) | 174,457 | 207,696,292 | |
Class C (a) | 180,214 | 214,112,253 | |
ANGI Homeservices, Inc. Class A (a)(b) | 34,622 | 268,667 | |
Autoweb, Inc. (a) | 2,515 | 6,388 | |
Care.com, Inc. (a) | 15,042 | 148,765 | |
CarGurus, Inc. Class A (a)(b) | 19,360 | 631,523 | |
Cars.com, Inc. (a)(b) | 37,440 | 333,590 | |
DHI Group, Inc. (a) | 37,682 | 136,786 | |
Eventbrite, Inc. (b) | 7,952 | 139,001 | |
EverQuote, Inc. Class A (a) | 7,071 | 158,320 | |
Facebook, Inc. Class A (a) | 1,406,129 | 261,075,971 | |
IAC/InterActiveCorp (a) | 46,216 | 11,768,442 | |
Liberty TripAdvisor Holdings, Inc. (a) | 41,450 | 362,273 | |
Match Group, Inc. (b) | 32,086 | 2,720,893 | |
MeetMe, Inc. (a) | 45,590 | 157,286 | |
Pinterest, Inc. Class A (b) | 51,488 | 1,772,217 | |
QuinStreet, Inc. (a)(b) | 23,492 | 268,983 | |
Snap, Inc. Class A (a)(b) | 444,475 | 7,036,039 | |
Travelzoo, Inc. (a) | 2,872 | 34,091 | |
TripAdvisor, Inc. (a) | 61,714 | 2,344,515 | |
TrueCar, Inc. (a) | 46,496 | 184,124 | |
Twitter, Inc. (a) | 428,448 | 18,273,307 | |
Yelp, Inc. (a) | 41,417 | 1,387,884 | |
Zedge, Inc. (a) | 3,978 | 6,365 | |
Zillow Group, Inc.: | |||
Class A (a)(b) | 28,836 | 985,326 | |
Class C (a)(b) | 67,969 | 2,340,173 | |
734,349,474 | |||
Media - 1.6% | |||
A.H. Belo Corp. Class A | 5,912 | 21,106 | |
Altice U.S.A., Inc. Class A (a) | 69,165 | 1,997,485 | |
AMC Networks, Inc. Class A (a)(b) | 27,812 | 1,348,882 | |
Cable One, Inc. | 2,845 | 3,691,729 | |
Cbdmd, Inc. (a)(b) | 5,292 | 21,697 | |
CBS Corp.: | |||
Class A | 2,997 | 134,865 | |
Class B | 206,781 | 8,697,209 | |
Central European Media Enterprises Ltd. Class A (a) | 50,794 | 235,684 | |
Charter Communications, Inc. Class A (a) | 100,506 | 41,166,253 | |
Clear Channel Outdoor Holdings, Inc. (a) | 210,813 | 548,114 | |
Comcast Corp. Class A | 2,650,072 | 117,292,187 | |
comScore, Inc. (a) | 29,405 | 54,693 | |
Daily Journal Corp. (a)(b) | 489 | 98,035 | |
Discovery Communications, Inc.: | |||
Class A (a)(b) | 99,371 | 2,742,640 | |
Class C (non-vtg.) (a) | 200,230 | 5,211,987 | |
DISH Network Corp. Class A (a) | 134,575 | 4,516,337 | |
E.W. Scripps Co. Class A (b) | 33,103 | 409,153 | |
Emerald Expositions Events, Inc. | 15,686 | 149,958 | |
Emmis Communications Corp. Class A (a) | 531 | 2,628 | |
Entercom Communications Corp. Class A (b) | 72,068 | 256,562 | |
Entravision Communication Corp. Class A | 35,907 | 109,875 | |
Fluent, Inc. (a) | 19,747 | 58,846 | |
Fox Corp.: | |||
Class A | 212,602 | 7,052,008 | |
Class B | 91,943 | 3,015,730 | |
Gannett Co., Inc. (b) | 68,842 | 724,218 | |
Gray Television, Inc. (a) | 46,437 | 710,486 | |
Harte-Hanks, Inc. (a) | 1,212 | 4,432 | |
Hemisphere Media Group, Inc. (a) | 16,534 | 196,259 | |
Insignia Systems, Inc. (a) | 1,343 | 1,397 | |
Interpublic Group of Companies, Inc. | 230,918 | 4,590,650 | |
John Wiley & Sons, Inc. Class A | 26,385 | 1,174,133 | |
Lee Enterprises, Inc. (a) | 31,950 | 56,871 | |
Liberty Broadband Corp.: | |||
Class A (a) | 8,692 | 910,487 | |
Class C (a) | 96,935 | 10,220,826 | |
Liberty Global PLC: | |||
Class A (a)(b) | 118,962 | 3,178,665 | |
Class C (a) | 309,887 | 8,094,248 | |
Liberty Latin America Ltd.: | |||
Class A (a) | 20,646 | 339,007 | |
Class C (a) | 80,516 | 1,327,709 | |
Liberty Media Corp.: | |||
Liberty Braves Class A (a) | 3,805 | 104,523 | |
Liberty Braves Class C (a) | 21,122 | 580,010 | |
Liberty Formula One Group Series C (a) | 123,660 | 5,161,568 | |
Liberty Media Class A (a)(b) | 12,409 | 491,272 | |
Liberty SiriusXM Series A (a) | 38,952 | 1,577,166 | |
Liberty SiriusXM Series C (a) | 99,581 | 4,063,901 | |
Loral Space & Communications Ltd. (a) | 7,531 | 278,572 | |
Marchex, Inc. Class B (a) | 13,327 | 45,312 | |
Meredith Corp. (b) | 23,297 | 1,019,943 | |
MSG Network, Inc. Class A (a) | 37,788 | 619,723 | |
National CineMedia, Inc. | 40,663 | 333,437 | |
New Media Investment Group, Inc. (b) | 35,898 | 315,184 | |
News Corp.: | |||
Class A | 229,838 | 3,160,273 | |
Class B | 67,659 | 958,051 | |
Nexstar Broadcasting Group, Inc. Class A | 25,659 | 2,537,419 | |
Omnicom Group, Inc. (b) | 128,306 | 9,758,954 | |
Saga Communications, Inc. Class A | 1,732 | 49,431 | |
Salem Communications Corp. Class A | 2,890 | 4,219 | |
Scholastic Corp. | 16,839 | 590,544 | |
Sinclair Broadcast Group, Inc. Class A | 38,186 | 1,701,950 | |
Sirius XM Holdings, Inc. (b) | 945,222 | 5,832,020 | |
Srax, Inc. (b) | 6,898 | 22,350 | |
TechTarget, Inc. (a) | 13,995 | 332,241 | |
Tegna, Inc. | 123,983 | 1,774,197 | |
The McClatchy Co. Class A (a) | 1,619 | 3,983 | |
The New York Times Co. Class A | 86,140 | 2,515,288 | |
Townsquare Media, Inc. | 343 | 2,072 | |
Tribune Media Co. Class A | 47,222 | 2,199,601 | |
Tribune Publishing Co. | 13,803 | 105,593 | |
Urban One, Inc.: | |||
Class A (a) | 2,078 | 3,865 | |
Class D (non-vtg.) (a) | 8,620 | 16,033 | |
276,521,746 | |||
Wireless Telecommunication Services - 0.1% | |||
Airgain, Inc. (a) | 5,769 | 64,786 | |
Boingo Wireless, Inc. (a) | 24,138 | 310,656 | |
Gogo, Inc. (a)(b) | 29,212 | 117,432 | |
NII Holdings, Inc. (a)(b) | 56,334 | 93,514 | |
Shenandoah Telecommunications Co. | 27,122 | 855,428 | |
Spok Holdings, Inc. | 11,502 | 135,149 | |
Sprint Corp. (a) | 337,259 | 2,289,989 | |
T-Mobile U.S., Inc. (a) | 186,487 | 14,555,310 | |
Telephone & Data Systems, Inc. | 53,220 | 1,341,144 | |
U.S. Cellular Corp. (a) | 7,409 | 266,650 | |
20,030,058 | |||
TOTAL COMMUNICATION SERVICES | 1,629,268,288 | ||
CONSUMER DISCRETIONARY - 10.4% | |||
Auto Components - 0.3% | |||
Adient PLC | 50,628 | 1,021,167 | |
American Axle & Manufacturing Holdings, Inc. (a) | 62,672 | 397,340 | |
Aptiv PLC | 150,211 | 12,493,049 | |
Autoliv, Inc. (b) | 50,563 | 3,458,509 | |
BorgWarner, Inc. | 121,517 | 3,965,100 | |
Cooper Tire & Rubber Co. (b) | 29,281 | 687,811 | |
Cooper-Standard Holding, Inc. (a) | 9,386 | 351,412 | |
Dana, Inc. | 83,572 | 1,063,872 | |
Delphi Technologies PLC | 51,499 | 681,332 | |
Dorman Products, Inc. (a)(b) | 17,143 | 1,218,524 | |
Fox Factory Holding Corp. (a) | 22,586 | 1,627,095 | |
Garrett Motion, Inc. (a)(b) | 43,891 | 431,887 | |
Gentex Corp. | 150,278 | 3,997,395 | |
Gentherm, Inc. (a) | 20,382 | 748,019 | |
Horizon Global Corp. (a)(b) | 11,121 | 46,486 | |
LCI Industries | 14,848 | 1,258,368 | |
Lear Corp. | 35,925 | 4,032,941 | |
Modine Manufacturing Co. (a) | 30,163 | 307,964 | |
Motorcar Parts of America, Inc. (a)(b) | 10,574 | 153,640 | |
Shiloh Industries, Inc. (a) | 6,300 | 26,334 | |
Standard Motor Products, Inc. | 12,128 | 537,392 | |
Stoneridge, Inc. (a)(b) | 16,040 | 492,588 | |
Strattec Security Corp. | 1,155 | 21,425 | |
Superior Industries International, Inc. | 16,016 | 44,044 | |
Sypris Solutions, Inc. (a) | 4,491 | 4,446 | |
Tenneco, Inc. | 29,764 | 259,542 | |
The Goodyear Tire & Rubber Co. | 137,807 | 1,580,646 | |
Tower International, Inc. | 12,792 | 395,657 | |
Veoneer, Inc. (a)(b) | 67,433 | 989,242 | |
Visteon Corp. (a)(b) | 16,228 | 1,119,245 | |
Workhorse Group, Inc. (a)(b) | 41,153 | 173,254 | |
43,585,726 | |||
Automobiles - 0.4% | |||
Arcimoto, Inc. (a)(b) | 7,542 | 24,285 | |
Ford Motor Co. | 2,296,660 | 21,060,372 | |
General Motors Co. | 769,727 | 28,549,174 | |
Harley-Davidson, Inc. (b) | 93,058 | 2,968,550 | |
REV Group, Inc. (b) | 19,950 | 257,156 | |
Tesla, Inc. (a)(b) | 80,915 | 18,255,233 | |
Thor Industries, Inc. (b) | 30,177 | 1,385,426 | |
Winnebago Industries, Inc. (b) | 17,067 | 546,485 | |
73,046,681 | |||
Distributors - 0.1% | |||
Core-Mark Holding Co., Inc. | 27,692 | 896,944 | |
Educational Development Corp. | 1,528 | 9,107 | |
Genuine Parts Co. | 85,647 | 7,733,068 | |
LKQ Corp. (a) | 178,501 | 4,689,221 | |
Pool Corp. | 23,729 | 4,659,901 | |
Weyco Group, Inc. | 1,999 | 49,035 | |
18,037,276 | |||
Diversified Consumer Services - 0.2% | |||
Adtalem Global Education, Inc. (a) | 32,357 | 1,382,291 | |
American Public Education, Inc. (a) | 10,234 | 247,970 | |
Aspen Group, Inc. (a) | 14,021 | 58,327 | |
Bright Horizons Family Solutions, Inc. (a) | 33,761 | 5,572,253 | |
Career Education Corp.(a) | 42,945 | 880,802 | |
Carriage Services, Inc. | 9,021 | 191,877 | |
Chegg, Inc. (a)(b) | 63,627 | 2,522,174 | |
Collectors Universe, Inc. | 6,173 | 160,004 | |
Frontdoor, Inc. (a) | 49,252 | 2,528,598 | |
Graham Holdings Co. | 2,565 | 1,805,914 | |
Grand Canyon Education, Inc. (a) | 28,318 | 3,556,741 | |
H&R Block, Inc. (b) | 119,555 | 2,895,622 | |
Houghton Mifflin Harcourt Co. (a) | 61,764 | 367,496 | |
K12, Inc. (a) | 22,641 | 596,590 | |
Laureate Education, Inc. Class A (a) | 62,495 | 1,143,659 | |
Lincoln Educational Services Corp. (a) | 4,177 | 8,479 | |
Regis Corp. (a) | 17,502 | 283,007 | |
Service Corp. International | 109,159 | 5,054,062 | |
ServiceMaster Global Holdings, Inc. (a) | 79,961 | 4,560,975 | |
Sotheby's Class A (Ltd. vtg.) (a) | 18,649 | 1,076,980 | |
Strategic Education, Inc. | 12,775 | 2,161,913 | |
Universal Technical Institute, Inc. (a) | 7,842 | 45,013 | |
Weight Watchers International, Inc. (a) | 21,911 | 657,111 | |
Xpresspa Group, Inc. (a) | 131 | 193 | |
Zovio, Inc. (a) | 13,909 | 31,713 | |
37,789,764 | |||
Hotels, Restaurants & Leisure - 2.2% | |||
ARAMARK Holdings Corp. | 144,633 | 5,909,704 | |
BFC Financial Corp. Class A | 41,903 | 173,897 | |
Biglari Holdings, Inc. (a) | 66 | 29,024 | |
Biglari Holdings, Inc. (a) | 660 | 57,889 | |
BJ's Restaurants, Inc. | 12,060 | 439,466 | |
Bloomin' Brands, Inc. (b) | 53,585 | 966,673 | |
Bluegreen Vacations Corp. (b) | 5,881 | 55,634 | |
Boyd Gaming Corp. (b) | 45,795 | 1,100,912 | |
Brinker International, Inc. (b) | 21,226 | 806,588 | |
Caesars Entertainment Corp. (a) | 343,358 | 3,952,051 | |
Carnival Corp. | 235,159 | 10,365,809 | |
Carrols Restaurant Group, Inc. (a) | 22,653 | 165,367 | |
Century Casinos, Inc. (a) | 14,756 | 113,326 | |
Chipotle Mexican Grill, Inc. (a) | 14,315 | 12,001,982 | |
Choice Hotels International, Inc. (b) | 20,492 | 1,864,362 | |
Churchill Downs, Inc. | 20,501 | 2,526,953 | |
Chuy's Holdings, Inc. (a) | 10,840 | 275,011 | |
Cracker Barrel Old Country Store, Inc. (b) | 14,262 | 2,358,935 | |
Darden Restaurants, Inc. | 71,525 | 8,653,095 | |
Dave & Buster's Entertainment, Inc. (b) | 21,319 | 917,783 | |
Del Frisco's Restaurant Group, Inc. (a) | 20,438 | 162,891 | |
Del Taco Restaurants, Inc. (a) | 23,710 | 265,078 | |
Denny's Corp. (a) | 36,951 | 871,674 | |
Dine Brands Global, Inc. (b) | 10,293 | 726,171 | |
Domino's Pizza, Inc. | 23,891 | 5,419,434 | |
Dover Motorsports, Inc. | 2,664 | 5,408 | |
Drive Shack, Inc. (a) | 31,567 | 148,681 | |
Dunkin' Brands Group, Inc. (b) | 47,879 | 3,947,145 | |
El Pollo Loco Holdings, Inc. (a)(b) | 14,974 | 152,885 | |
Eldorado Resorts, Inc. (a)(b) | 37,124 | 1,429,645 | |
Empire Resorts, Inc. (a) | 1,072 | 10,377 | |
Everi Holdings, Inc. (a) | 42,839 | 382,981 | |
Extended Stay America, Inc. unit | 114,597 | 1,610,088 | |
Famous Dave's of America, Inc. (a) | 2,032 | 9,246 | |
Fiesta Restaurant Group, Inc. (a) | 13,509 | 116,718 | |
Golden Entertainment, Inc. (a) | 11,825 | 167,679 | |
Good Times Restaurants, Inc. (a) | 2,116 | 3,915 | |
Habit Restaurants, Inc. Class A (a) | 12,735 | 111,559 | |
Hilton Grand Vacations, Inc. (a) | 47,731 | 1,611,876 | |
Hilton Worldwide Holdings, Inc. | 170,878 | 15,784,001 | |
Hyatt Hotels Corp. Class A | 21,268 | 1,534,486 | |
Inspired Entertainment, Inc. (a) | 13,028 | 91,066 | |
International Speedway Corp. Class A | 14,943 | 672,734 | |
J. Alexanders Holdings, Inc. (a) | 5,480 | 64,664 | |
Jack in the Box, Inc. (b) | 15,100 | 1,288,332 | |
Las Vegas Sands Corp. | 213,584 | 11,847,504 | |
Lindblad Expeditions Holdings (a) | 18,691 | 348,774 | |
Luby's, Inc. (a) | 3,896 | 5,688 | |
Marriott International, Inc. Class A | 162,285 | 20,457,647 | |
Marriott Vacations Worldwide Corp. | 23,296 | 2,296,753 | |
McDonald's Corp. | 447,237 | 97,484,249 | |
MGM Mirage, Inc. | 297,537 | 8,348,888 | |
Monarch Casino & Resort, Inc. (a) | 6,881 | 305,379 | |
Nathan's Famous, Inc. | 1,164 | 77,522 | |
Noodles & Co. (a)(b) | 26,119 | 150,707 | |
Norwegian Cruise Line Holdings Ltd. (a) | 126,766 | 6,433,375 | |
Papa John's International, Inc. (b) | 13,039 | 648,821 | |
Peak Resorts, Inc. | 7,307 | 80,231 | |
Penn National Gaming, Inc. (a) | 62,112 | 1,190,687 | |
Planet Fitness, Inc. (a) | 48,448 | 3,420,913 | |
Playa Hotels & Resorts NV (a) | 37,549 | 303,771 | |
PlayAGS, Inc. (a) | 17,108 | 166,632 | |
Potbelly Corp. (a) | 13,962 | 64,644 | |
Rave Restaurant Group, Inc. (a)(b) | 2,420 | 6,026 | |
RCI Hospitality Holdings, Inc. | 4,127 | 73,461 | |
Red Lion Hotels Corp. (a) | 11,947 | 62,602 | |
Red Robin Gourmet Burgers, Inc. (a) | 8,008 | 268,188 | |
Red Rock Resorts, Inc. (b) | 41,215 | 859,333 | |
Royal Caribbean Cruises Ltd. | 99,571 | 10,383,264 | |
Ruth's Hospitality Group, Inc. | 13,492 | 262,419 | |
Scientific Games Corp. Class A (a)(b) | 31,168 | 575,985 | |
SeaWorld Entertainment, Inc. (a) | 23,577 | 683,969 | |
Shake Shack, Inc. Class A (a) | 14,724 | 1,460,032 | |
Six Flags Entertainment Corp. | 41,731 | 2,469,223 | |
Speedway Motorsports, Inc. | 6,264 | 123,714 | |
Starbucks Corp. | 708,449 | 68,407,835 | |
Texas Roadhouse, Inc. Class A | 38,839 | 1,998,655 | |
The Cheesecake Factory, Inc. (b) | 24,417 | 927,602 | |
The ONE Group Hospitality, Inc. (a)(b) | 21,573 | 66,445 | |
Town Sports International Holdings, Inc. (a) | 11,005 | 21,240 | |
Vail Resorts, Inc. | 23,555 | 5,565,575 | |
Wendy's Co. | 108,352 | 2,383,744 | |
Wingstop, Inc. | 17,289 | 1,731,839 | |
Wyndham Destinations, Inc. | 55,894 | 2,478,340 | |
Wyndham Hotels & Resorts, Inc. | 56,794 | 2,918,076 | |
Wynn Resorts Ltd. | 57,669 | 6,352,240 | |
YETI Holdings, Inc. (b) | 17,333 | 489,657 | |
Yum! Brands, Inc. | 178,876 | 20,889,139 | |
374,413,983 | |||
Household Durables - 0.5% | |||
Bassett Furniture Industries, Inc. | 4,868 | 59,292 | |
Beazer Homes U.S.A., Inc. (a) | 17,710 | 221,906 | |
Cavco Industries, Inc. (a) | 4,820 | 884,325 | |
Century Communities, Inc. (a) | 16,245 | 457,784 | |
Comstock Holding Companies, Inc. (a) | 399 | 786 | |
CSS Industries, Inc. | 4,297 | 16,586 | |
D.R. Horton, Inc. | 198,070 | 9,798,523 | |
Dixie Group, Inc. (a)(b) | 2,960 | 3,759 | |
Emerson Radio Corp. (a) | 6,324 | 6,604 | |
Ethan Allen Interiors, Inc. | 14,282 | 245,650 | |
Flexsteel Industries, Inc. | 8,069 | 122,165 | |
Garmin Ltd. (b) | 70,688 | 5,766,020 | |
GoPro, Inc. Class A (a)(b) | 66,149 | 255,997 | |
Green Brick Partners, Inc. (a) | 12,117 | 111,355 | |
Hamilton Beach Brands Holding Co. Class A | 5,466 | 77,453 | |
Helen of Troy Ltd. (a) | 14,603 | 2,241,707 | |
Hooker Furniture Corp. | 7,013 | 125,252 | |
Hovnanian Enterprises, Inc. Class A (a) | 3,581 | 29,507 | |
Installed Building Products, Inc. (a) | 13,094 | 745,180 | |
iRobot Corp. (a)(b) | 16,011 | 989,640 | |
KB Home | 48,425 | 1,360,258 | |
Koss Corp. (a) | 711 | 1,255 | |
La-Z-Boy, Inc. | 26,749 | 852,491 | |
Leggett & Platt, Inc. (b) | 79,627 | 2,961,328 | |
Lennar Corp.: | |||
Class A | 169,932 | 8,666,532 | |
Class B | 5,045 | 204,373 | |
LGI Homes, Inc. (a)(b) | 10,832 | 882,916 | |
Libbey, Inc. (a) | 11,179 | 18,893 | |
Lifetime Brands, Inc. | 3,744 | 28,904 | |
Lovesac (a)(b) | 5,793 | 99,640 | |
M.D.C. Holdings, Inc. | 28,610 | 1,106,349 | |
M/I Homes, Inc. (a) | 19,142 | 691,792 | |
Meritage Homes Corp. (a) | 21,015 | 1,373,120 | |
Mohawk Industries, Inc. (a) | 35,891 | 4,267,081 | |
New Home Co. LLC (a) | 4,738 | 17,673 | |
Newell Brands, Inc. | 233,041 | 3,868,481 | |
Nova LifeStyle, Inc. (a)(b) | 6,967 | 4,738 | |
NVR, Inc. (a) | 1,978 | 7,118,822 | |
PulteGroup, Inc. | 150,782 | 5,096,432 | |
Roku, Inc. Class A (a) | 48,602 | 7,356,399 | |
Skyline Champion Corp. (a) | 29,622 | 829,416 | |
Sonos, Inc. (b) | 8,804 | 127,834 | |
Taylor Morrison Home Corp. (a) | 63,234 | 1,508,763 | |
Tempur Sealy International, Inc. (a) | 24,968 | 1,925,532 | |
Toll Brothers, Inc. | 76,206 | 2,757,895 | |
TopBuild Corp. (a) | 20,382 | 1,887,781 | |
TRI Pointe Homes, Inc. (a) | 81,294 | 1,138,116 | |
Tupperware Brands Corp. | 27,633 | 359,505 | |
Turtle Beach Corp. (a)(b) | 3,246 | 29,311 | |
Universal Electronics, Inc. (a) | 8,696 | 392,624 | |
VOXX International Corp. (a) | 10,466 | 46,050 | |
Vuzix Corp. (a)(b) | 9,471 | 17,332 | |
Whirlpool Corp. (b) | 37,148 | 5,166,915 | |
William Lyon Homes, Inc. (a) | 22,441 | 396,532 | |
Zagg, Inc. (a) | 16,579 | 106,271 | |
84,826,845 | |||
Internet & Direct Marketing Retail - 3.1% | |||
1-800-FLOWERS.com, Inc. Class A (a)(b) | 16,400 | 241,408 | |
Amazon.com, Inc. (a) | 242,082 | 430,007,836 | |
Blue Apron Holdings, Inc. Class A (a)(b) | 3,403 | 23,072 | |
Duluth Holdings, Inc. (a)(b) | 5,886 | 54,092 | |
eBay, Inc. | 479,948 | 19,337,105 | |
Etsy, Inc. (a) | 70,089 | 3,699,998 | |
EVINE Live, Inc. (a) | 19,035 | 9,662 | |
Expedia, Inc. | 81,245 | 10,569,975 | |
Groupon, Inc. (a) | 234,698 | 582,051 | |
GrubHub, Inc. (a)(b) | 53,229 | 3,158,609 | |
Lands' End, Inc. (a)(b) | 10,707 | 82,979 | |
Leaf Group Ltd. (a) | 8,479 | 35,442 | |
Liberty Interactive Corp. QVC Group Series A (a) | 235,161 | 2,518,574 | |
Liquidity Services, Inc. (a) | 15,331 | 116,056 | |
Overstock.com, Inc. (a)(b) | 18,680 | 293,836 | |
PetMed Express, Inc. (b) | 12,447 | 196,663 | |
Quotient Technology, Inc. (a) | 48,720 | 357,605 | |
Remark Holdings, Inc. (a)(b) | 9,058 | 7,515 | |
Shutterfly, Inc. (a) | 19,979 | 1,016,532 | |
Shutterstock, Inc. | 12,066 | 423,637 | |
Stamps.com, Inc. (a)(b) | 9,058 | 582,973 | |
Stitch Fix, Inc. (a)(b) | 14,003 | 266,897 | |
The Booking Holdings, Inc. (a) | 25,301 | 49,752,139 | |
The Rubicon Project, Inc. (a) | 28,434 | 290,880 | |
U.S. Auto Parts Network, Inc. (a) | 1,346 | 1,979 | |
Waitr Holdings, Inc. (a)(b) | 45,298 | 78,366 | |
Wayfair LLC Class A (a)(b) | 37,220 | 4,196,183 | |
527,902,064 | |||
Leisure Products - 0.1% | |||
Acushnet Holdings Corp. | 21,845 | 567,315 | |
American Outdoor Brands Corp. (a)(b) | 34,764 | 208,932 | |
Brunswick Corp. | 50,430 | 2,350,038 | |
Callaway Golf Co. | 51,841 | 920,696 | |
Clarus Corp. | 13,057 | 143,758 | |
Escalade, Inc. | 1,872 | 19,338 | |
Hasbro, Inc. (b) | 68,442 | 7,560,788 | |
JAKKS Pacific, Inc. (a)(b) | 9,712 | 6,799 | |
Johnson Outdoors, Inc. Class A | 3,700 | 207,200 | |
Malibu Boats, Inc. Class A (a) | 12,296 | 342,075 | |
Marine Products Corp. | 3,130 | 47,357 | |
Mattel, Inc. (a)(b) | 197,733 | 1,937,783 | |
MCBC Holdings, Inc. (a) | 11,476 | 173,861 | |
Nautilus, Inc. (a) | 16,118 | 22,404 | |
OneSpaWorld Holdings Ltd. (a)(b) | 22,187 | 348,336 | |
Polaris, Inc. | 34,108 | 2,797,538 | |
Sturm, Ruger & Co., Inc. (b) | 10,809 | 443,277 | |
Summer Infant, Inc. (a)(b) | 8,692 | 4,182 | |
Vista Outdoor, Inc. (a) | 34,029 | 190,222 | |
18,291,899 | |||
Multiline Retail - 0.5% | |||
Big Lots, Inc. (b) | 22,937 | 521,817 | |
Dillard's, Inc. Class A (b) | 10,703 | 626,340 | |
Dollar General Corp. | 151,526 | 23,651,693 | |
Dollar Tree, Inc. (a) | 139,559 | 14,169,425 | |
Fred's, Inc. Class A (a)(b) | 19,530 | 5,547 | |
JC Penney Corp., Inc. (a)(b) | 200,495 | 149,188 | |
Kohl's Corp. | 94,886 | 4,484,312 | |
Macy's, Inc. | 180,483 | 2,663,929 | |
Nordstrom, Inc. (b) | 59,222 | 1,715,661 | |
Ollie's Bargain Outlet Holdings, Inc. (a) | 28,836 | 1,598,956 | |
Target Corp. | 299,262 | 32,033,004 | |
Tuesday Morning Corp. (a)(b) | 29,501 | 41,301 | |
81,661,173 | |||
Specialty Retail - 2.3% | |||
Aaron's, Inc. Class A | 38,636 | 2,476,954 | |
Abercrombie & Fitch Co. Class A | 38,842 | 567,870 | |
Advance Auto Parts, Inc. | 41,855 | 5,773,897 | |
America's Car Mart, Inc. (a) | 3,940 | 337,973 | |
American Eagle Outfitters, Inc. (b) | 99,628 | 1,675,743 | |
Armstrong Flooring, Inc. (a) | 14,198 | 96,120 | |
Asbury Automotive Group, Inc. (a) | 11,730 | 1,106,139 | |
Ascena Retail Group, Inc. (a)(b) | 108,807 | 27,082 | |
At Home Group, Inc. (a)(b) | 15,832 | 106,708 | |
AutoNation, Inc. (a)(b) | 33,363 | 1,583,408 | |
AutoZone, Inc. (a) | 14,404 | 15,868,743 | |
Barnes & Noble Education, Inc. (a) | 26,720 | 104,208 | |
Bed Bath & Beyond, Inc. (b) | 80,685 | 780,224 | |
Best Buy Co., Inc. | 137,685 | 8,763,650 | |
Big 5 Sporting Goods Corp. (b) | 10,823 | 19,373 | |
Blink Charging Co. (a)(b) | 10,811 | 27,460 | |
Boot Barn Holdings, Inc. (a) | 16,879 | 578,106 | |
Build-A-Bear Workshop, Inc. (a) | 8,701 | 21,578 | |
Burlington Stores, Inc. (a) | 38,630 | 7,822,189 | |
Caleres, Inc. (b) | 25,866 | 521,200 | |
Camping World Holdings, Inc. (b) | 19,488 | 148,109 | |
CarMax, Inc. (a)(b) | 98,854 | 8,232,561 | |
Carvana Co. Class A (a)(b) | 21,147 | 1,716,291 | |
Chico's FAS, Inc. (b) | 76,714 | 239,348 | |
Citi Trends, Inc. | 8,338 | 140,162 | |
Conn's, Inc. (a)(b) | 15,473 | 311,936 | |
Destination Maternity Corp. (a)(b) | 5,927 | 3,972 | |
Destination XL Group, Inc. (a) | 13,703 | 24,528 | |
Dick's Sporting Goods, Inc. (b) | 41,373 | 1,408,337 | |
DSW, Inc. Class A | 34,264 | 565,013 | |
Express, Inc. (a) | 42,999 | 91,158 | |
Five Below, Inc. (a) | 32,744 | 4,023,255 | |
Floor & Decor Holdings, Inc. Class A (a)(b) | 34,135 | 1,680,125 | |
Foot Locker, Inc. | 65,529 | 2,371,495 | |
Francesca's Holdings Corp. (a) | 1,281 | 5,572 | |
GameStop Corp. Class A (b) | 61,093 | 242,539 | |
Gap, Inc. (b) | 121,594 | 1,919,969 | |
Genesco, Inc. (a) | 11,530 | 411,390 | |
GNC Holdings, Inc. Class A (a)(b) | 53,419 | 104,701 | |
Group 1 Automotive, Inc. | 10,304 | 769,915 | |
Guess?, Inc. (b) | 32,440 | 586,191 | |
Haverty Furniture Companies, Inc. | 13,138 | 251,593 | |
Hibbett Sports, Inc. (a)(b) | 12,372 | 204,633 | |
IAA Spinco, Inc. (a) | 78,527 | 3,836,044 | |
Kirkland's, Inc. (a)(b) | 9,514 | 13,986 | |
L Brands, Inc. | 134,019 | 2,212,654 | |
Lithia Motors, Inc. Class A (sub. vtg.) (b) | 13,124 | 1,720,163 | |
Lowe's Companies, Inc. | 457,464 | 51,327,461 | |
Lumber Liquidators Holdings, Inc. (a)(b) | 17,921 | 168,637 | |
MarineMax, Inc. (a) | 12,305 | 177,930 | |
Michaels Companies, Inc. (a) | 50,345 | 285,456 | |
Monro, Inc. (b) | 19,016 | 1,477,924 | |
Murphy U.S.A., Inc. (a) | 17,579 | 1,571,563 | |
National Vision Holdings, Inc. (a)(b) | 45,956 | 1,303,312 | |
O'Reilly Automotive, Inc. (a) | 45,893 | 17,611,898 | |
Office Depot, Inc. | 307,890 | 400,257 | |
Party City Holdco, Inc. (a)(b) | 33,849 | 159,090 | |
Penske Automotive Group, Inc. | 22,376 | 957,245 | |
Pier 1 Imports, Inc. (a)(b) | 2,180 | 9,548 | |
Rent-A-Center, Inc. | 27,266 | 696,101 | |
RH (a) | 10,079 | 1,443,817 | |
Ross Stores, Inc. | 215,672 | 22,863,389 | |
RTW Retailwinds, Inc. (a) | 13,242 | 13,374 | |
Sally Beauty Holdings, Inc. (a)(b) | 69,670 | 852,064 | |
Sears Hometown & Outlet Stores, Inc. (a)(b) | 2,666 | 8,931 | |
Shoe Carnival, Inc. (b) | 5,686 | 174,788 | |
Signet Jewelers Ltd. (b) | 29,428 | 360,199 | |
Sleep Number Corp. (a) | 17,766 | 743,329 | |
Sonic Automotive, Inc. Class A (sub. vtg.) | 14,189 | 381,826 | |
Sportsman's Warehouse Holdings, Inc. (a)(b) | 22,687 | 95,739 | |
Stage Stores, Inc. (b) | 10,316 | 7,943 | |
Stein Mart, Inc. (a)(b) | 10,773 | 7,541 | |
Tailored Brands, Inc. (b) | 29,377 | 159,223 | |
The Buckle, Inc. (b) | 17,521 | 343,412 | |
The Cato Corp. Class A (sub. vtg.) | 15,683 | 268,650 | |
The Children's Place Retail Stores, Inc. (b) | 9,409 | 820,935 | |
The Container Store Group, Inc. (a) | 7,933 | 35,540 | |
The Home Depot, Inc. | 643,666 | 146,697,918 | |
Tiffany & Co., Inc. (b) | 63,397 | 5,380,503 | |
Tile Shop Holdings, Inc. | 25,725 | 69,200 | |
Tilly's, Inc. | 13,690 | 146,620 | |
TJX Companies, Inc. | 706,160 | 38,817,615 | |
Tractor Supply Co. | 70,459 | 7,178,363 | |
Trans World Entertainment Corp. (a) | 39 | 146 | |
Ulta Beauty, Inc. (a) | 32,658 | 7,763,786 | |
Urban Outfitters, Inc. (a) | 36,661 | 858,234 | |
Vitamin Shoppe, Inc. (a) | 12,057 | 77,768 | |
Williams-Sonoma, Inc. (b) | 45,390 | 2,986,662 | |
Winmark Corp. | 1,494 | 242,775 | |
Zumiez, Inc. (a) | 11,830 | 307,343 | |
396,748,320 | |||
Textiles, Apparel & Luxury Goods - 0.7% | |||
Capri Holdings Ltd. (a) | 88,216 | 2,327,138 | |
Carter's, Inc. | 26,977 | 2,467,856 | |
Centric Brands, Inc. (a) | 8,200 | 22,714 | |
Charles & Colvard Ltd. (a) | 19,309 | 24,909 | |
Cherokee, Inc. (a) | 5,416 | 3,412 | |
Columbia Sportswear Co. | 18,295 | 1,715,888 | |
Crocs, Inc. (a) | 38,870 | 866,801 | |
Culp, Inc. | 5,343 | 75,016 | |
Deckers Outdoor Corp. (a) | 17,246 | 2,542,923 | |
Delta Apparel, Inc. (a) | 3,418 | 76,700 | |
Fossil Group, Inc. (a)(b) | 27,745 | 355,136 | |
G-III Apparel Group Ltd. (a)(b) | 23,961 | 491,440 | |
Hanesbrands, Inc. (b) | 206,859 | 2,825,694 | |
Iconix Brand Group, Inc. (a) | 2,711 | 4,907 | |
J.Jill, Inc. (b) | 6,546 | 12,241 | |
Kontoor Brands, Inc. (b) | 26,472 | 906,401 | |
Lakeland Industries, Inc. (a) | 1,816 | 18,668 | |
Levi Strauss & Co. Class A (a)(b) | 22,399 | 378,543 | |
lululemon athletica, Inc. (a) | 62,012 | 11,451,756 | |
Movado Group, Inc. | 10,454 | 224,970 | |
NIKE, Inc. Class B | 734,047 | 62,026,972 | |
Oxford Industries, Inc. | 10,220 | 713,152 | |
PVH Corp. | 43,788 | 3,319,130 | |
Ralph Lauren Corp. | 29,992 | 2,649,493 | |
Rocky Brands, Inc. | 3,840 | 111,898 | |
Sequential Brands Group, Inc. (a)(b) | 22,074 | 6,401 | |
Skechers U.S.A., Inc. Class A (sub. vtg.) (a) | 78,598 | 2,488,413 | |
Steven Madden Ltd. | 45,059 | 1,496,860 | |
Superior Group of Companies, Inc. | 7,627 | 108,151 | |
Tapestry, Inc. | 172,122 | 3,554,319 | |
Under Armour, Inc.: | |||
Class A (sub. vtg.) (a)(b) | 131,101 | 2,439,790 | |
Class C (non-vtg.) (a) | 91,117 | 1,541,700 | |
Unifi, Inc. (a) | 8,779 | 168,908 | |
Vera Bradley, Inc. (a)(b) | 12,596 | 133,392 | |
VF Corp. | 190,826 | 15,638,191 | |
Vince Holding Corp. (a)(b) | 1,196 | 14,711 | |
Wolverine World Wide, Inc. | 54,815 | 1,422,449 | |
124,627,043 | |||
TOTAL CONSUMER DISCRETIONARY | 1,780,930,774 | ||
CONSUMER STAPLES - 6.8% | |||
Beverages - 1.7% | |||
Alkaline Water Co., Inc. (a)(b) | 22,362 | 44,500 | |
Boston Beer Co., Inc. Class A (a) | 5,079 | 2,226,735 | |
Brown-Forman Corp.: | |||
Class A | 14,368 | 827,166 | |
Class B (non-vtg.) | 119,053 | 7,022,936 | |
Castle Brands, Inc. (a)(b) | 46,315 | 58,820 | |
Celsius Holdings, Inc. (a)(b) | 21,737 | 89,122 | |
Coca-Cola Bottling Co. Consolidated | 2,657 | 894,373 | |
Constellation Brands, Inc. Class A (sub. vtg.) | 98,201 | 20,067,374 | |
Craft Brew Alliance, Inc. (a) | 6,091 | 61,215 | |
Keurig Dr. Pepper, Inc. (b) | 106,408 | 2,902,810 | |
MGP Ingredients, Inc. | 7,691 | 370,475 | |
Molson Coors Brewing Co. Class B | 110,465 | 5,673,482 | |
Monster Beverage Corp. (a) | 229,986 | 13,493,279 | |
National Beverage Corp. (b) | 6,985 | 285,687 | |
New Age Beverages Corp. (a)(b) | 36,213 | 110,088 | |
PepsiCo, Inc. | 820,971 | 112,251,365 | |
Primo Water Corp. (a)(b) | 22,152 | 270,919 | |
REED'S, Inc. (a)(b) | 13,449 | 24,881 | |
The Coca-Cola Co. | 2,248,541 | 123,759,697 | |
290,434,924 | |||
Food & Staples Retailing - 1.4% | |||
Andersons, Inc. (b) | 16,960 | 388,723 | |
BJ's Wholesale Club Holdings, Inc. (a) | 69,037 | 1,812,912 | |
Casey's General Stores, Inc. | 21,625 | 3,629,756 | |
Chefs' Warehouse Holdings (a) | 13,004 | 501,694 | |
Costco Wholesale Corp. | 257,136 | 75,793,407 | |
Ingles Markets, Inc. Class A | 8,337 | 324,143 | |
Kroger Co. | 474,078 | 11,226,167 | |
Natural Grocers by Vitamin Cottage, Inc. (a) | 5,458 | 51,524 | |
Performance Food Group Co. (a) | 62,285 | 2,914,315 | |
PriceSmart, Inc. | 13,625 | 823,359 | |
Rite Aid Corp. (a)(b) | 31,617 | 204,246 | |
SpartanNash Co. | 21,252 | 228,884 | |
Sprouts Farmers Market LLC (a) | 68,693 | 1,233,039 | |
Sysco Corp. | 275,594 | 20,484,902 | |
U.S. Foods Holding Corp. (a) | 127,975 | 5,176,589 | |
United Natural Foods, Inc. (a) | 29,779 | 239,423 | |
Village Super Market, Inc. Class A | 4,008 | 100,080 | |
Walgreens Boots Alliance, Inc. | 455,911 | 23,338,084 | |
Walmart, Inc. | 819,084 | 93,588,538 | |
Weis Markets, Inc. (b) | 10,660 | 407,532 | |
242,467,317 | |||
Food Products - 1.2% | |||
Alico, Inc. | 1,067 | 31,850 | |
Archer Daniels Midland Co. | 328,750 | 12,508,938 | |
B&G Foods, Inc. Class A (b) | 39,328 | 665,823 | |
Beyond Meat, Inc. (b) | 5,739 | 962,029 | |
Bridgford Foods Corp. (a) | 1,670 | 55,928 | |
Bunge Ltd. | 82,572 | 4,410,171 | |
Cal-Maine Foods, Inc. (b) | 18,237 | 739,328 | |
Calavo Growers, Inc. (b) | 9,160 | 812,034 | |
Campbell Soup Co. (b) | 112,366 | 5,056,470 | |
Coffee Holding Co., Inc. (a) | 3,921 | 15,370 | |
Conagra Brands, Inc. | 285,785 | 8,104,863 | |
Darling International, Inc. (a) | 94,368 | 1,755,245 | |
Dean Foods Co. (b) | 55,984 | 56,544 | |
Farmer Brothers Co. (a) | 7,267 | 88,221 | |
Flowers Foods, Inc. (b) | 111,958 | 2,552,642 | |
Fresh Del Monte Produce, Inc. | 18,653 | 485,724 | |
Freshpet, Inc. (a) | 21,102 | 1,035,686 | |
General Mills, Inc. | 351,247 | 18,897,089 | |
Hormel Foods Corp. (b) | 159,570 | 6,799,278 | |
Hostess Brands, Inc. Class A (a) | 60,990 | 855,080 | |
Ingredion, Inc. | 38,773 | 2,995,990 | |
J&J Snack Foods Corp. | 8,757 | 1,690,626 | |
John B. Sanfilippo & Son, Inc. (b) | 5,429 | 502,725 | |
Kellogg Co. | 146,779 | 9,217,721 | |
Lamb Weston Holdings, Inc. | 84,804 | 5,969,354 | |
Lancaster Colony Corp. | 11,345 | 1,655,236 | |
Landec Corp. (a) | 17,499 | 192,314 | |
Lifeway Foods, Inc. (a) | 523 | 1,527 | |
Limoneira Co. | 8,169 | 148,349 | |
McCormick & Co., Inc. (non-vtg.) | 71,896 | 11,709,702 | |
Mondelez International, Inc. | 841,319 | 46,457,635 | |
nLIGHT, Inc. (a) | 4,337 | 56,034 | |
Pilgrim's Pride Corp. (a) | 30,704 | 956,737 | |
Post Holdings, Inc. (a) | 39,044 | 3,892,296 | |
RiceBran Technologies (a) | 17,086 | 46,132 | |
S&W Seed Co. (a) | 24,853 | 66,109 | |
Sanderson Farms, Inc. | 11,476 | 1,717,039 | |
Seaboard Corp. | 155 | 640,178 | |
Seneca Foods Corp. Class A (a) | 3,187 | 87,579 | |
The Hain Celestial Group, Inc. (a)(b) | 51,296 | 977,189 | |
The Hershey Co. | 80,946 | 12,828,322 | |
The J.M. Smucker Co. | 66,321 | 6,974,316 | |
The Kraft Heinz Co. | 367,618 | 9,381,611 | |
The Simply Good Foods Co. (a) | 30,404 | 900,871 | |
Tootsie Roll Industries, Inc. (b) | 11,897 | 436,382 | |
TreeHouse Foods, Inc. (a)(b) | 32,070 | 1,624,346 | |
Tyson Foods, Inc. Class A | 172,929 | 16,089,314 | |
203,103,947 | |||
Household Products - 1.6% | |||
Central Garden & Pet Co. Class A (non-vtg.) (a) | 31,722 | 763,231 | |
Church & Dwight Co., Inc. | 144,791 | 11,551,426 | |
Clorox Co. | 74,693 | 11,813,445 | |
Colgate-Palmolive Co. | 502,167 | 37,235,683 | |
Energizer Holdings, Inc. (b) | 35,940 | 1,383,690 | |
Funko, Inc. (a)(b) | 10,627 | 254,942 | |
Kimberly-Clark Corp. | 201,015 | 28,365,227 | |
Oil-Dri Corp. of America | 3,032 | 93,264 | |
Procter & Gamble Co. | 1,469,144 | 176,635,183 | |
Spectrum Brands Holdings, Inc. (b) | 24,455 | 1,366,301 | |
WD-40 Co. | 8,089 | 1,474,625 | |
270,937,017 | |||
Personal Products - 0.2% | |||
Avon Products, Inc. (a) | 257,285 | 1,119,190 | |
Coty, Inc. Class A | 172,247 | 1,644,959 | |
Cyanotech Corp. (a) | 613 | 1,655 | |
Edgewell Personal Care Co. (a) | 32,055 | 892,411 | |
elf Beauty, Inc. (a) | 14,073 | 229,671 | |
Estee Lauder Companies, Inc. Class A | 128,154 | 25,373,210 | |
Herbalife Nutrition Ltd. (a) | 59,743 | 2,056,951 | |
Inter Parfums, Inc. | 10,719 | 689,125 | |
LifeVantage Corp. (a)(b) | 7,994 | 97,207 | |
Mannatech, Inc. | 160 | 2,563 | |
MediFast, Inc. (b) | 6,773 | 677,029 | |
Natural Health Trends Corp. (b) | 5,861 | 44,309 | |
Nature's Sunshine Products, Inc. (a) | 1,862 | 17,521 | |
Nu Skin Enterprises, Inc. Class A | 31,930 | 1,296,997 | |
Revlon, Inc. (a)(b) | 6,148 | 101,626 | |
USANA Health Sciences, Inc. (a) | 8,072 | 548,654 | |
Veru, Inc. (a) | 13,825 | 27,235 | |
Youngevity International, Inc. (a) | 4,824 | 20,647 | |
34,840,960 | |||
Tobacco - 0.7% | |||
22nd Century Group, Inc. (a)(b) | 68,992 | 135,224 | |
Altria Group, Inc. | 1,095,232 | 47,905,448 | |
Philip Morris International, Inc. | 910,812 | 65,660,437 | |
Pyxus International, Inc. (a)(b) | 4,379 | 58,547 | |
Turning Point Brands, Inc. (b) | 5,231 | 187,531 | |
Universal Corp. | 14,873 | 744,542 | |
Vector Group Ltd. (b) | 62,315 | 727,839 | |
115,419,568 | |||
TOTAL CONSUMER STAPLES | 1,157,203,733 | ||
ENERGY - 4.1% | |||
Energy Equipment & Services - 0.4% | |||
Archrock, Inc. | 84,571 | 821,184 | |
Aspen Aerogels, Inc. (a) | 16,358 | 98,802 | |
Baker Hughes, A GE Co. Class A | 302,554 | 6,562,396 | |
Basic Energy Services, Inc. (a)(b) | 11,430 | 15,202 | |
C&J Energy Services, Inc. (a) | 34,584 | 330,623 | |
Carbo Ceramics, Inc. (a) | 9,782 | 16,140 | |
Core Laboratories NV (b) | 26,080 | 1,032,507 | |
Dawson Geophysical Co. (a) | 6,334 | 13,365 | |
Diamond Offshore Drilling, Inc. (a)(b) | 36,588 | 237,456 | |
Dmc Global, Inc. | 8,562 | 371,848 | |
Dril-Quip, Inc. (a) | 20,525 | 941,071 | |
ENGlobal Corp. (a)(b) | 1,503 | 1,578 | |
Enservco Corp. (a)(b) | 5,474 | 1,370 | |
Era Group, Inc. (a) | 11,239 | 106,546 | |
Exterran Corp. (a) | 18,772 | 198,045 | |
Forum Energy Technologies, Inc. (a) | 49,421 | 69,684 | |
Frank's International NV (a)(b) | 52,502 | 228,384 | |
FTS International, Inc. (a)(b) | 19,151 | 48,069 | |
Geospace Technologies Corp. (a)(b) | 6,911 | 84,591 | |
Gulf Island Fabrication, Inc. (a) | 6,092 | 38,562 | |
Halliburton Co. | 513,324 | 9,671,024 | |
Helix Energy Solutions Group, Inc. (a) | 83,845 | 607,038 | |
Helmerich & Payne, Inc. | 64,979 | 2,442,561 | |
Hornbeck Offshore Services, Inc. (a)(b) | 13,733 | 9,201 | |
Independence Contract Drilling, Inc. (a) | 19,128 | 20,084 | |
ION Geophysical Corp. (a) | 7,037 | 54,326 | |
Key Energy Services, Inc. (a)(b) | 3,725 | 3,837 | |
KLX Energy Services Holdings, Inc. (a) | 14,106 | 141,483 | |
Liberty Oilfield Services, Inc. Class A | 29,555 | 318,307 | |
Mammoth Energy Services, Inc. | 7,560 | 27,518 | |
Matrix Service Co. (a) | 17,274 | 343,234 | |
McDermott International, Inc. (a)(b) | 106,171 | 501,127 | |
Mitcham Industries, Inc. (a) | 6,208 | 21,976 | |
Nabors Industries Ltd. | 184,235 | 309,515 | |
National Oilwell Varco, Inc. | 232,217 | 4,744,193 | |
Natural Gas Services Group, Inc. (a) | 6,303 | 67,946 | |
NCS Multistage Holdings, Inc. (a) | 11,061 | 23,892 | |
Newpark Resources, Inc. (a) | 58,090 | 383,975 | |
Noble Corp. (a)(b) | 153,524 | 245,638 | |
Oceaneering International, Inc. (a) | 61,928 | 802,587 | |
Oil States International, Inc. (a) | 36,623 | 505,031 | |
Patterson-UTI Energy, Inc. | 120,424 | 1,041,668 | |
Profire Energy, Inc. (a) | 11,088 | 16,965 | |
Quintana Energy Services, Inc. (a) | 719 | 1,043 | |
Ranger Energy Services, Inc. Class A (a) | 1,205 | 7,676 | |
RigNet, Inc. (a) | 7,753 | 60,784 | |
RPC, Inc. (b) | 36,877 | 195,817 | |
Schlumberger Ltd. | 803,065 | 26,043,398 | |
SEACOR Holdings, Inc. (a) | 10,757 | 505,256 | |
SEACOR Marine Holdings, Inc. (a) | 16,091 | 209,666 | |
Smart Sand, Inc. (a)(b) | 11,008 | 26,089 | |
Solaris Oilfield Infrastructure, Inc. Class A (b) | 19,563 | 268,991 | |
Superior Drilling Products, Inc. (a) | 6,911 | 5,999 | |
Superior Energy Services, Inc. (a) | 96,205 | 32,209 | |
Synthesis Energy Systems, Inc. (a)(b) | 575 | 1,748 | |
TechnipFMC PLC | 244,867 | 6,082,496 | |
TETRA Technologies, Inc. (a) | 69,661 | 115,637 | |
Tidewater, Inc. (a) | 20,923 | 329,746 | |
Transocean Ltd. (United States) (a)(b) | 287,572 | 1,308,453 | |
U.S. Silica Holdings, Inc. (b) | 44,456 | 452,118 | |
U.S. Well Services, Inc. (a) | 9,009 | 27,027 | |
Valaris PLC Class A (b) | 112,534 | 524,408 | |
69,719,110 | |||
Oil, Gas & Consumable Fuels - 3.7% | |||
Abraxas Petroleum Corp. (a) | 100,373 | 52,385 | |
Adams Resources & Energy, Inc. | 557 | 17,094 | |
Aemetis, Inc. (a)(b) | 2,680 | 2,117 | |
Alta Mesa Resources, Inc. Class A (a)(b) | 67,289 | 6,493 | |
Altus Midstream Co. (a)(b) | 38,735 | 89,478 | |
Amplify Energy Corp. New | 13,721 | 81,777 | |
Antero Midstream GP LP (b) | 127,027 | 903,162 | |
Antero Resources Corp. (a)(b) | 120,017 | 380,454 | |
Apache Corp. (b) | 220,940 | 4,765,676 | |
Approach Resources, Inc. (a) | 20,917 | 4,020 | |
Arch Coal, Inc. (b) | 9,105 | 697,079 | |
Barnwell Industries, Inc. (a) | 759 | 554 | |
Berry Petroleum Corp. | 12,987 | 103,766 | |
Bonanza Creek Energy, Inc. (a)(b) | 12,347 | 278,548 | |
Brigham Minerals, Inc. Class A (b) | 11,249 | 224,868 | |
Cabot Oil & Gas Corp. | 246,869 | 4,226,397 | |
California Resources Corp. (a)(b) | 27,611 | 270,312 | |
Callon Petroleum Co. (a)(b) | 126,941 | 521,728 | |
Carrizo Oil & Gas, Inc. (a) | 49,876 | 413,472 | |
Centennial Resource Development, Inc. Class A (a) | 112,855 | 543,961 | |
Chaparral Energy, Inc. Class A (a)(b) | 17,768 | 23,631 | |
Cheniere Energy, Inc. (a) | 130,263 | 7,778,004 | |
Chesapeake Energy Corp. (a)(b) | 603,726 | 869,365 | |
Chevron Corp. | 1,114,292 | 131,174,454 | |
Cimarex Energy Co. | 60,987 | 2,609,024 | |
Clean Energy Fuels Corp. (a) | 79,199 | 157,606 | |
CNX Resources Corp. (a)(b) | 112,498 | 896,609 | |
Comstock Resources, Inc. (a)(b) | 9,663 | 55,272 | |
Concho Resources, Inc. | 116,852 | 8,547,724 | |
ConocoPhillips Co. | 657,450 | 34,305,741 | |
CONSOL Energy, Inc. (a) | 16,027 | 268,613 | |
Contango Oil & Gas Co. (a)(b) | 13,677 | 13,403 | |
Continental Resources, Inc. | 50,752 | 1,481,958 | |
Contura Energy, Inc. (a) | 2,808 | 80,870 | |
CVR Energy, Inc. | 16,047 | 638,350 | |
Delek U.S. Holdings, Inc. | 41,304 | 1,352,706 | |
Denbury Resources, Inc. (a)(b) | 272,165 | 293,938 | |
Devon Energy Corp. | 243,620 | 5,357,204 | |
Diamondback Energy, Inc. | 88,552 | 8,685,180 | |
Dorian Lpg Ltd. (a) | 20,302 | 210,938 | |
Earthstone Energy, Inc. (a) | 10,008 | 34,428 | |
EOG Resources, Inc. | 340,970 | 25,296,564 | |
EQT Corp. | 148,726 | 1,512,543 | |
Equitrans Midstream Corp. (b) | 118,279 | 1,595,584 | |
Evolution Petroleum Corp. | 16,999 | 100,634 | |
Extraction Oil & Gas, Inc. (a)(b) | 67,238 | 270,969 | |
Exxon Mobil Corp. | 2,475,064 | 169,492,383 | |
Falcon Minerals Corp. | 29,678 | 173,913 | |
Gevo, Inc. (a) | 104 | 278 | |
Goodrich Petroleum Corp. (a) | 11,043 | 116,945 | |
Green Plains, Inc. | 24,010 | 197,122 | |
Gulfport Energy Corp. (a) | 86,624 | 207,898 | |
Hallador Energy Co. | 7,950 | 31,562 | |
Hess Corp. | 148,959 | 9,376,969 | |
Highpoint Resources, Inc. (a) | 63,175 | 73,915 | |
HollyFrontier Corp. | 91,884 | 4,075,974 | |
Houston American Energy Corp. (a)(b) | 9,726 | 1,977 | |
International Seaways, Inc. (a) | 19,229 | 331,123 | |
Isramco, Inc. (a) | 466 | 56,074 | |
Jagged Peak Energy, Inc. (a)(b) | 40,221 | 277,525 | |
Kinder Morgan, Inc. | 1,139,285 | 23,093,307 | |
Kosmos Energy Ltd. | 134,860 | 852,315 | |
Laredo Petroleum, Inc. (a) | 83,102 | 206,093 | |
Lilis Energy, Inc. (a)(b) | 15,773 | 4,733 | |
Lonestar Resources U.S., Inc. (a) | 9,210 | 23,854 | |
Magnolia Oil & Gas Corp. Class A (a)(b) | 67,160 | 685,704 | |
Marathon Oil Corp. | 479,668 | 5,679,269 | |
Marathon Petroleum Corp. | 389,035 | 19,144,412 | |
Matador Resources Co. (a)(b) | 58,558 | 916,433 | |
Montage Resources Corp. (a) | 5,939 | 17,698 | |
Murphy Oil Corp. (b) | 88,664 | 1,616,345 | |
NACCO Industries, Inc. Class A | 2,094 | 104,239 | |
Nextdecade Corp. (a)(b) | 7,830 | 43,926 | |
Nine Energy Service, Inc. (a) | 7,650 | 41,922 | |
Noble Energy, Inc. | 280,553 | 6,334,887 | |
Northern Oil & Gas, Inc. (a)(b) | 129,618 | 238,497 | |
Oasis Petroleum, Inc. (a) | 153,418 | 478,664 | |
Occidental Petroleum Corp. | 525,067 | 22,829,913 | |
ONEOK, Inc. | 242,205 | 17,264,372 | |
Overseas Shipholding Group, Inc. (a) | 38,289 | 62,411 | |
Pacific Ethanol, Inc. (a) | 13,671 | 8,818 | |
Panhandle Royalty Co. Class A | 8,612 | 98,435 | |
Par Pacific Holdings, Inc. (a) | 18,122 | 393,972 | |
Parsley Energy, Inc. Class A | 157,906 | 2,828,096 | |
PBF Energy, Inc. Class A | 69,690 | 1,651,653 | |
PDC Energy, Inc. (a) | 39,508 | 1,258,330 | |
Peabody Energy Corp. | 47,087 | 867,813 | |
Penn Virginia Corp. (a) | 8,197 | 233,615 | |
Phillips 66 Co. | 244,614 | 24,126,279 | |
Pioneer Natural Resources Co. | 99,301 | 12,255,729 | |
PrimeEnergy Corp. (a) | 512 | 57,600 | |
QEP Resources, Inc. | 142,336 | 506,716 | |
Ramaco Resources, Inc. (a) | 1,007 | 4,290 | |
Range Resources Corp. (b) | 116,549 | 414,914 | |
Renewable Energy Group, Inc. (a)(b) | 21,272 | 258,880 | |
Rex American Resources Corp. (a) | 3,382 | 232,276 | |
Ring Energy, Inc. (a) | 34,460 | 50,312 | |
Roan Resources, Inc. (a)(b) | 32,998 | 37,288 | |
SandRidge Energy, Inc. (a) | 19,354 | 90,577 | |
SemGroup Corp. Class A (b) | 37,562 | 332,048 | |
SilverBow Resources, Inc. (a) | 3,343 | 29,017 | |
SM Energy Co. (b) | 58,053 | 550,342 | |
Southwestern Energy Co. (a)(b) | 315,092 | 497,845 | |
SRC Energy, Inc. (a) | 145,267 | 729,240 | |
Talos Energy, Inc. (a) | 13,686 | 260,581 | |
Targa Resources Corp. | 137,129 | 4,953,099 | |
Tellurian, Inc. (a)(b) | 54,525 | 356,048 | |
Tengasco, Inc. (a) | 336 | 228 | |
The Williams Companies, Inc. | 711,779 | 16,797,984 | |
Torchlight Energy Resources, Inc. (a)(b) | 24,677 | 30,846 | |
TransAtlantic Petroleum Ltd. (a) | 4,900 | 3,528 | |
U.S. Energy Corp. (a) | 603 | 344 | |
Unit Corp. (a) | 33,835 | 102,520 | |
Uranium Energy Corp. (a)(b) | 99,313 | 93,046 | |
VAALCO Energy, Inc. (a) | 25,021 | 45,038 | |
Valero Energy Corp. | 244,879 | 18,434,491 | |
Vertex Energy, Inc. (a)(b) | 4,751 | 6,224 | |
W&T Offshore, Inc. (a) | 54,876 | 240,357 | |
Whiting Petroleum Corp. (a)(b) | 50,455 | 334,517 | |
World Fuel Services Corp. | 39,186 | 1,504,742 | |
WPX Energy, Inc. (a) | 239,916 | 2,581,496 | |
Zion Oil & Gas, Inc. (a)(b) | 24,405 | 6,345 | |
624,512,824 | |||
TOTAL ENERGY | 694,231,934 | ||
FINANCIALS - 13.3% | |||
Banks - 5.4% | |||
1st Constitution Bancorp | 2,540 | 44,221 | |
1st Source Corp. | 11,627 | 515,890 | |
ACNB Corp. | 4,429 | 149,169 | |
Allegiance Bancshares, Inc. (a)(b) | 7,366 | 238,732 | |
Amalgamated Bank | 3,558 | 57,106 | |
American National Bankshares, Inc. | 7,700 | 263,340 | |
Ameris Bancorp | 36,633 | 1,289,115 | |
Ames National Corp. | 4,460 | 118,056 | |
Arrow Financial Corp. | 10,327 | 332,116 | |
Associated Banc-Corp. | 91,336 | 1,757,305 | |
Atlantic Capital Bancshares, Inc. (a) | 16,109 | 262,577 | |
Auburn National Bancorp., Inc. | 2,558 | 103,548 | |
Banc of California, Inc. | 26,022 | 379,141 | |
BancFirst Corp. | 10,278 | 552,648 | |
Bancorp, Inc., Delaware (a) | 36,422 | 332,533 | |
BancorpSouth Bank | 52,476 | 1,447,813 | |
Bank of America Corp. | 5,176,902 | 142,416,574 | |
Bank of Commerce Holdings | 7,737 | 77,370 | |
Bank of Hawaii Corp. | 23,399 | 1,934,629 | |
Bank of Marin Bancorp | 7,678 | 311,804 | |
Bank OZK | 69,296 | 1,787,837 | |
BankFinancial Corp. | 11,110 | 129,543 | |
BankUnited, Inc. | 57,374 | 1,822,198 | |
Bankwell Financial Group, Inc. | 4,490 | 118,132 | |
Banner Corp. | 18,487 | 996,634 | |
Bar Harbor Bankshares | 7,401 | 163,340 | |
BB&T Corp. | 446,340 | 21,268,101 | |
BCB Bancorp, Inc. | 4,732 | 58,488 | |
Berkshire Hills Bancorp, Inc. | 28,281 | 829,482 | |
BOK Financial Corp. | 17,384 | 1,323,618 | |
Boston Private Financial Holdings, Inc. | 50,794 | 539,432 | |
Bridge Bancorp, Inc. | 13,941 | 375,152 | |
Bridgewater Bancshares, Inc. (a) | 3,171 | 35,293 | |
Brookline Bancorp, Inc., Delaware | 41,208 | 578,560 | |
Bryn Mawr Bank Corp. | 11,183 | 381,340 | |
Business First Bancshares, Inc. | 5,289 | 124,926 | |
Byline Bancorp, Inc. (a) | 10,435 | 179,482 | |
C & F Financial Corp. | 2,519 | 119,401 | |
Cadence Bancorp Class A | 68,994 | 1,060,438 | |
Cambridge Bancorp | 1,843 | 136,271 | |
Camden National Corp. | 9,118 | 378,032 | |
Capital City Bank Group, Inc. | 5,458 | 133,066 | |
Capstar Financial Holdings, Inc. | 764 | 11,811 | |
Carolina Financial Corp. | 11,744 | 401,058 | |
Carter Bank & Trust (a)(b) | 13,289 | 251,029 | |
Cathay General Bancorp | 44,734 | 1,484,721 | |
CB Financial Services, Inc. | 3,883 | 97,075 | |
CBTX, Inc. | 12,290 | 330,970 | |
Centerstate Banks of Florida, Inc. | 64,849 | 1,466,884 | |
Central Pacific Financial Corp. | 18,154 | 505,044 | |
Central Valley Community Bancorp | 4,508 | 88,267 | |
Century Bancorp, Inc. Class A (non-vtg.) | 1,535 | 124,335 | |
Chemung Financial Corp. | 1,224 | 49,193 | |
CIT Group, Inc. | 59,354 | 2,527,887 | |
Citigroup, Inc. | 1,352,712 | 87,047,017 | |
Citizens & Northern Corp. | 8,308 | 197,066 | |
Citizens Financial Group, Inc. | 272,892 | 9,207,376 | |
City Holding Co. | 10,708 | 796,140 | |
Civista Bancshares, Inc. | 6,390 | 130,548 | |
CNB Financial Corp., Pennsylvania | 10,639 | 281,295 | |
Codorus Valley Bancorp, Inc. | 5,468 | 122,264 | |
Colony Bankcorp, Inc. | 5,604 | 89,440 | |
Columbia Banking Systems, Inc. | 43,496 | 1,501,047 | |
Comerica, Inc. | 90,774 | 5,596,217 | |
Commerce Bancshares, Inc. (b) | 56,336 | 3,215,096 | |
Community Bank System, Inc. | 28,391 | 1,731,567 | |
Community Bankers Trust Corp. | 6,445 | 50,013 | |
Community Financial Corp. | 3,870 | 121,634 | |
Community Trust Bancorp, Inc. | 10,200 | 396,780 | |
ConnectOne Bancorp, Inc. | 17,996 | 368,558 | |
County Bancorp, Inc. | 5,003 | 86,802 | |
Cullen/Frost Bankers, Inc. | 35,571 | 2,952,749 | |
Customers Bancorp, Inc. (a) | 18,612 | 351,581 | |
CVB Financial Corp. | 59,934 | 1,232,842 | |
DNB Financial Corp. | 2,085 | 85,819 | |
Eagle Bancorp, Inc. | 19,118 | 778,867 | |
East West Bancorp, Inc. | 87,978 | 3,618,535 | |
Enterprise Bancorp, Inc. | 4,145 | 119,915 | |
Enterprise Financial Services Corp. | 14,411 | 568,082 | |
Equity Bancshares, Inc. (a) | 8,970 | 226,941 | |
Esquire Financial Holdings, Inc. (a) | 4,376 | 102,836 | |
Evans Bancorp, Inc. | 1,680 | 57,305 | |
Farmers & Merchants Bancorp, Inc. (b) | 4,955 | 126,749 | |
Farmers National Banc Corp. | 17,526 | 236,601 | |
Fidelity D & D Bancorp, Inc. | 1,015 | 55,835 | |
Fifth Third Bancorp | 429,169 | 11,351,520 | |
Financial Institutions, Inc. | 7,638 | 221,960 | |
First Bancorp, North Carolina (b) | 17,283 | 608,707 | |
First Bancorp, Puerto Rico | 118,387 | 1,134,147 | |
First Bancshares, Inc. | 6,383 | 201,320 | |
First Bank Hamilton New Jersey | 6,689 | 70,636 | |
First Busey Corp. | 27,814 | 681,443 | |
First Business Finance Services, Inc. | 6,078 | 137,059 | |
First Capital, Inc. | 2,173 | 122,992 | |
First Choice Bancorp | 4,334 | 90,754 | |
First Citizens Bancshares, Inc. | 5,003 | 2,224,334 | |
First Commonwealth Financial Corp. | 56,904 | 703,902 | |
First Community Bankshares, In | 6,690 | 212,809 | |
First Community Corp. | 2,794 | 49,873 | |
First Financial Bancorp, Ohio | 63,115 | 1,478,153 | |
First Financial Bankshares, Inc. (b) | 82,605 | 2,529,365 | |
First Financial Corp., Indiana | 7,336 | 297,842 | |
First Financial Northwest, Inc. | 1,133 | 15,545 | |
First Foundation, Inc. | 23,897 | 333,602 | |
First Guaranty Bancshares, Inc. | 2,022 | 38,378 | |
First Hawaiian, Inc. | 52,227 | 1,342,234 | |
First Horizon National Corp. | 177,150 | 2,804,285 | |
First Internet Bancorp | 5,077 | 102,657 | |
First Interstate Bancsystem, Inc. | 22,096 | 861,744 | |
First Merchants Corp. | 39,081 | 1,395,973 | |
First Mid-Illinois Bancshares, Inc. | 5,680 | 182,271 | |
First Midwest Bancorp, Inc., Delaware | 60,990 | 1,171,008 | |
First National Corp. | 3,023 | 56,228 | |
First Northwest Bancorp | 6,704 | 107,130 | |
First of Long Island Corp. | 13,162 | 286,405 | |
First Republic Bank | 96,856 | 8,689,920 | |
First Savings Financial Group, Inc. | 1,513 | 89,267 | |
First United Corp. | 2,306 | 50,132 | |
Flushing Financial Corp. | 15,930 | 307,290 | |
FNB Corp., Pennsylvania | 180,464 | 1,939,988 | |
FNCM Bancorp, Inc. (b) | 12,609 | 92,802 | |
Franklin Financial Network, Inc. | 6,839 | 197,852 | |
Franklin Financial Services Corp. | 3,248 | 102,572 | |
Fulton Financial Corp. | 99,123 | 1,581,012 | |
German American Bancorp, Inc. | 14,589 | 445,402 | |
Glacier Bancorp, Inc. | 52,667 | 2,090,353 | |
Great Southern Bancorp, Inc. | 7,516 | 423,451 | |
Great Western Bancorp, Inc. | 32,790 | 978,126 | |
Guaranty Bancshares, Inc. Texas | 4,613 | 139,036 | |
Hancock Whitney Corp. | 49,704 | 1,745,107 | |
Hanmi Financial Corp. | 19,603 | 351,090 | |
HarborOne Bancorp, Inc. | 32,967 | 328,351 | |
Hawthorn Bancshares, Inc. | 4,569 | 100,975 | |
Heartland Financial U.S.A., Inc. | 18,808 | 822,474 | |
Heritage Commerce Corp. | 21,455 | 248,663 | |
Heritage Financial Corp., Washington | 21,910 | 573,604 | |
Hilltop Holdings, Inc. | 45,975 | 1,091,906 | |
Home Bancshares, Inc. | 97,739 | 1,731,935 | |
HomeTrust Bancshares, Inc. | 9,758 | 246,097 | |
Hope Bancorp, Inc. | 70,703 | 948,127 | |
Horizon Bancorp, Inc. Indiana | 26,376 | 428,874 | |
Howard Bancorp, Inc. (a) | 8,064 | 119,267 | |
Huntington Bancshares, Inc. | 602,938 | 7,988,929 | |
IBERIABANK Corp. | 29,298 | 2,021,269 | |
Independent Bank Corp. (b) | 14,958 | 290,634 | |
Independent Bank Corp., Massachusetts (b) | 20,487 | 1,385,126 | |
Independent Bank Group, Inc. | 21,211 | 1,037,430 | |
International Bancshares Corp. | 36,915 | 1,313,805 | |
Investar Holding Corp. | 3,342 | 77,601 | |
Investors Bancorp, Inc. | 124,220 | 1,378,842 | |
JPMorgan Chase & Co. | 1,900,463 | 208,784,865 | |
KeyCorp | 597,030 | 9,910,698 | |
Lakeland Bancorp, Inc. | 28,705 | 427,130 | |
Lakeland Financial Corp. (b) | 15,863 | 671,481 | |
LCNB Corp. | 8,216 | 137,782 | |
LegacyTexas Financial Group, Inc. | 26,922 | 1,087,649 | |
Live Oak Bancshares, Inc. | 16,882 | 302,863 | |
Luther Burbank Corp. | 8,220 | 85,981 | |
M&T Bank Corp. | 80,620 | 11,787,450 | |
Macatawa Bank Corp. | 8,602 | 85,074 | |
Mackinac Financial Corp. | 7,656 | 108,256 | |
Mainstreet Bancshares, Inc. (a)(b) | 5,978 | 127,391 | |
Malvern Bancorp, Inc. (a) | 4,201 | 88,851 | |
Mercantile Bank Corp. | 8,868 | 272,868 | |
Merchants Bancorp/IN | 8,113 | 128,672 | |
Metropolitan Bank Holding Corp. (a) | 2,808 | 101,650 | |
Mid Penn Bancorp, Inc. | 6,071 | 147,222 | |
Middlefield Banc Corp. | 2,629 | 123,642 | |
Midland States Bancorp, Inc. | 11,755 | 302,926 | |
Midsouth Bancorp, Inc. | 6,208 | 64,253 | |
MidWestOne Financial Group, Inc. | 5,780 | 167,447 | |
MutualFirst Financial, Inc. | 5,325 | 160,655 | |
MVB Financial Corp. | 4,221 | 79,524 | |
National Bank Holdings Corp. | 17,415 | 568,426 | |
National Bankshares, Inc. | 3,913 | 131,086 | |
NBT Bancorp, Inc. | 24,590 | 859,912 | |
Nicolet Bankshares, Inc. (a) | 4,641 | 294,147 | |
Northeast Bank | 3,439 | 72,185 | |
Northrim Bancorp, Inc. | 2,806 | 101,577 | |
Norwood Financial Corp. | 2,026 | 62,239 | |
OFG Bancorp | 22,862 | 469,128 | |
Ohio Valley Banc Corp. | 3,258 | 104,940 | |
Old Line Bancshares, Inc. | 8,231 | 217,463 | |
Old National Bancorp, Indiana | 88,932 | 1,494,058 | |
Old Point Financial Corp. | 501 | 11,964 | |
Old Second Bancorp, Inc. | 12,585 | 148,377 | |
Opus Bank | 14,002 | 290,682 | |
Origin Bancorp, Inc. | 3,056 | 97,914 | |
Orrstown Financial Services, Inc. | 5,324 | 113,614 | |
Pacific Mercantile Bancorp (a) | 8,991 | 68,332 | |
Pacific Premier Bancorp, Inc. | 26,019 | 766,520 | |
PacWest Bancorp | 66,185 | 2,255,585 | |
Park National Corp. | 8,612 | 775,769 | |
Parke Bancorp, Inc. | 6,603 | 150,350 | |
PCSB Financial Corp. | 12,331 | 243,044 | |
Peapack-Gladstone Financial Corp. | 9,265 | 260,624 | |
Penns Woods Bancorp, Inc. | 2,773 | 114,497 | |
People's Utah Bancorp | 9,371 | 248,332 | |
Peoples Bancorp of North Carolina | 4,042 | 112,651 | |
Peoples Bancorp, Inc. | 10,241 | 314,501 | |
Peoples Financial Services Corp. | 3,228 | 144,518 | |
Peoples United Financial, Inc. | 218,476 | 3,139,500 | |
Pinnacle Financial Partners, Inc. | 40,536 | 2,135,031 | |
PNC Financial Services Group, Inc. | 264,536 | 34,106,626 | |
Popular, Inc. | 58,222 | 3,060,731 | |
Preferred Bank, Los Angeles | 8,160 | 407,674 | |
Premier Financial Bancorp, Inc. | 7,589 | 117,630 | |
Prosperity Bancshares, Inc. (b) | 37,428 | 2,429,826 | |
QCR Holdings, Inc. | 8,291 | 292,755 | |
Regions Financial Corp. | 605,962 | 8,859,164 | |
Reliant Bancorp, Inc. | 4,879 | 111,778 | |
Renasant Corp. | 28,082 | 920,809 | |
Republic Bancorp, Inc., Kentucky Class A | 6,586 | 279,576 | |
Republic First Bancorp, Inc. (a) | 30,955 | 125,213 | |
S&T Bancorp, Inc. (b) | 16,918 | 578,934 | |
Salisbury Bancorp, Inc. | 1,700 | 64,821 | |
Sandy Spring Bancorp, Inc. | 21,851 | 731,571 | |
SB One Bancorp | 2,104 | 46,961 | |
Seacoast Banking Corp., Florida (a) | 30,535 | 712,687 | |
Select Bancorp, Inc. New (a) | 8,374 | 91,277 | |
ServisFirst Bancshares, Inc. (b) | 27,711 | 842,414 | |
Shore Bancshares, Inc. | 10,899 | 167,409 | |
Sierra Bancorp | 6,115 | 150,674 | |
Signature Bank | 32,172 | 3,752,864 | |
Simmons First National Corp. Class A | 54,633 | 1,311,192 | |
SmartFinancial, Inc. (a) | 4,961 | 96,144 | |
South Plains Financial, Inc. | 2,893 | 47,329 | |
South State Corp. | 20,975 | 1,543,341 | |
Southern First Bancshares, Inc. (a) | 2,757 | 105,235 | |
Southern National Bancorp of Virginia, Inc. | 10,361 | 151,478 | |
Southside Bancshares, Inc. | 20,388 | 671,377 | |
Spirit of Texas Bancshares, Inc. (a) | 7,960 | 163,976 | |
Sterling Bancorp | 120,885 | 2,305,277 | |
Stewardship Financial Corp. | 6,336 | 98,335 | |
Stock Yards Bancorp, Inc. | 12,840 | 466,092 | |
Summit Financial Group, Inc. | 4,831 | 118,988 | |
SunTrust Banks, Inc. | 258,893 | 15,924,508 | |
SVB Financial Group (a) | 31,007 | 6,034,582 | |
Synovus Financial Corp. | 94,800 | 3,369,192 | |
Tcf Financial Corp. | 94,057 | 3,626,838 | |
Texas Capital Bancshares, Inc. (a) | 28,456 | 1,533,209 | |
The Bank of Princeton | 2,133 | 56,951 | |
The First Bancorp, Inc. | 4,734 | 120,244 | |
Tompkins Financial Corp. | 8,447 | 668,158 | |
TowneBank | 36,345 | 954,783 | |
Trico Bancshares | 17,327 | 612,683 | |
TriState Capital Holdings, Inc. (a) | 14,416 | 284,716 | |
Triumph Bancorp, Inc. (a) | 14,427 | 432,666 | |
Trustmark Corp. (b) | 38,621 | 1,262,134 | |
Two River Bancorp | 933 | 17,643 | |
U.S. Bancorp | 878,447 | 46,285,372 | |
UMB Financial Corp. | 25,302 | 1,576,821 | |
Umpqua Holdings Corp. | 122,065 | 1,917,641 | |
Union Bankshares Corp. (b) | 41,145 | 1,485,746 | |
Union Bankshares, Inc. | 486 | 13,336 | |
United Bankshares, Inc., West Virginia (b) | 58,641 | 2,162,680 | |
United Community Bank, Inc. | 46,867 | 1,237,757 | |
United Security Bancshares, California | 11,991 | 124,467 | |
Unity Bancorp, Inc. | 4,701 | 92,281 | |
Univest Corp. of Pennsylvania | 18,678 | 472,740 | |
Valley National Bancorp | 191,919 | 2,017,069 | |
Veritex Holdings, Inc. | 27,103 | 639,631 | |
Washington Trust Bancorp, Inc. (b) | 9,465 | 439,176 | |
Webster Financial Corp. | 55,699 | 2,493,087 | |
Wells Fargo & Co. | 2,369,975 | 110,369,736 | |
WesBanco, Inc. | 31,699 | 1,084,740 | |
West Bancorp., Inc. | 13,320 | 277,589 | |
Westamerica Bancorp. (b) | 15,937 | 981,879 | |
Western Alliance Bancorp. | 54,086 | 2,348,414 | |
Wintrust Financial Corp. | 31,633 | 1,987,501 | |
Zions Bancorp NA | 108,276 | 4,449,061 | |
919,292,314 | |||
Capital Markets - 2.7% | |||
Affiliated Managers Group, Inc. | 29,034 | 2,224,875 | |
Ameriprise Financial, Inc. | 78,082 | 10,071,016 | |
Ares Management Corp. | 40,873 | 1,189,404 | |
Artisan Partners Asset Management, Inc. | 30,747 | 819,100 | |
Ashford, Inc. (a) | 668 | 16,867 | |
Associated Capital Group, Inc. | 1,622 | 56,381 | |
B. Riley Financial, Inc. | 8,821 | 186,652 | |
Bank of New York Mellon Corp. | 516,010 | 21,703,381 | |
BGC Partners, Inc. Class A | 157,538 | 803,444 | |
BlackRock, Inc. Class A | 69,722 | 29,461,728 | |
Blucora, Inc. (a) | 27,949 | 631,088 | |
Cboe Global Markets, Inc. | 65,558 | 7,811,891 | |
Charles Schwab Corp. | 696,620 | 26,659,647 | |
CME Group, Inc. | 209,760 | 45,578,750 | |
Cohen & Co., Inc. | 183 | 672 | |
Cohen & Steers, Inc. | 13,677 | 737,601 | |
Cowen Group, Inc. Class A (a) | 16,599 | 259,110 | |
Diamond Hill Investment Group, Inc. | 2,086 | 281,401 | |
Donnelley Financial Solutions, Inc. (a) | 20,834 | 221,465 | |
E*TRADE Financial Corp. | 144,626 | 6,036,689 | |
Eaton Vance Corp. (non-vtg.) (b) | 69,161 | 2,982,222 | |
Evercore, Inc. Class A | 22,999 | 1,834,400 | |
FactSet Research Systems, Inc. (b) | 22,617 | 6,153,860 | |
Federated Investors, Inc. Class B (non-vtg.) | 55,865 | 1,789,915 | |
Franklin Resources, Inc. (b) | 172,908 | 4,544,022 | |
Gain Capital Holdings, Inc. | 16,861 | 76,718 | |
GAMCO Investors, Inc. Class A | 2,137 | 37,761 | |
Goldman Sachs Group, Inc. | 198,622 | 40,501,012 | |
Great Elm Capital Group, Inc. (a) | 28,413 | 105,128 | |
Greenhill & Co., Inc. | 9,930 | 139,417 | |
GTY Govtech, Inc. (a) | 26,436 | 165,489 | |
Hamilton Lane, Inc. Class A (b) | 11,631 | 722,750 | |
Houlihan Lokey | 20,799 | 918,900 | |
Interactive Brokers Group, Inc. (b) | 44,657 | 2,107,810 | |
IntercontinentalExchange, Inc. | 330,537 | 30,898,599 | |
INTL FCStone, Inc. (a) | 9,507 | 372,769 | |
Invesco Ltd. | 233,899 | 3,672,214 | |
Janus Henderson Group PLC (b) | 95,606 | 1,827,031 | |
KKR & Co. LP (b) | 316,630 | 8,181,719 | |
Ladenburg Thalmann Financial Services, Inc. | 65,320 | 128,027 | |
Lazard Ltd. Class A | 76,010 | 2,610,183 | |
Legg Mason, Inc. (b) | 52,112 | 1,917,200 | |
LPL Financial | 48,855 | 3,661,682 | |
Manning & Napier, Inc. Class A (b) | 5,811 | 11,041 | |
MarketAxess Holdings, Inc. | 22,282 | 8,859,769 | |
Moelis & Co. Class A | 30,621 | 1,026,722 | |
Moody's Corp. | 96,159 | 20,729,957 | |
Morgan Stanley | 744,292 | 30,880,675 | |
Morningstar, Inc. | 11,030 | 1,782,227 | |
MSCI, Inc. | 49,888 | 11,705,221 | |
Northern Trust Corp. | 126,235 | 11,099,844 | |
Oppenheimer Holdings, Inc. Class A (non-vtg.) | 5,149 | 142,936 | |
Piper Jaffray Companies | 10,130 | 737,059 | |
PJT Partners, Inc. | 11,575 | 481,636 | |
Pzena Investment Management, Inc. | 9,899 | 80,479 | |
Raymond James Financial, Inc. | 75,094 | 5,895,630 | |
S&P Global, Inc. | 143,799 | 37,415,062 | |
Safeguard Scientifics, Inc. (a) | 12,725 | 152,191 | |
SEI Investments Co. | 75,037 | 4,315,378 | |
Silvercrest Asset Management Group Class A | 1,602 | 20,938 | |
State Street Corp. | 219,116 | 11,242,842 | |
Stifel Financial Corp. (b) | 42,821 | 2,287,498 | |
T. Rowe Price Group, Inc. | 138,612 | 15,333,259 | |
TD Ameritrade Holding Corp. | 154,537 | 6,862,988 | |
The NASDAQ OMX Group, Inc. | 67,880 | 6,777,139 | |
Tradeweb Markets, Inc. Class A | 28,403 | 1,209,684 | |
U.S. Global Investments, Inc. Class A | 2,036 | 4,377 | |
Virtu Financial, Inc. Class A (b) | 38,887 | 731,076 | |
Virtus Investment Partners, Inc. | 4,043 | 431,348 | |
Waddell & Reed Financial, Inc. Class A (b) | 46,052 | 744,661 | |
Westwood Holdings Group, Inc. | 4,452 | 122,207 | |
WisdomTree Investments, Inc. | 74,547 | 358,571 | |
451,542,405 | |||
Consumer Finance - 0.7% | |||
Ally Financial, Inc. | 225,771 | 7,077,921 | |
American Express Co. | 400,267 | 48,180,139 | |
Asta Funding, Inc. (a) | 1,191 | 8,539 | |
Atlanticus Holdings Corp. (a) | 9,489 | 60,350 | |
Capital One Financial Corp. | 275,587 | 23,871,346 | |
Consumer Portfolio Services, Inc. (a) | 3,180 | 11,289 | |
Credit Acceptance Corp. (a) | 7,204 | 3,260,891 | |
CURO Group Holdings Corp. (a)(b) | 8,497 | 115,729 | |
Discover Financial Services | 188,282 | 15,056,912 | |
Elevate Credit, Inc. (a) | 8,942 | 38,540 | |
Encore Capital Group, Inc. (a)(b) | 16,208 | 598,075 | |
Enova International, Inc. (a) | 19,962 | 477,092 | |
EZCORP, Inc. (non-vtg.) Class A (a) | 33,081 | 260,347 | |
First Cash Financial Services, Inc. (b) | 25,878 | 2,554,935 | |
Green Dot Corp. Class A (a) | 26,246 | 802,603 | |
LendingClub Corp. (a) | 51,966 | 680,235 | |
Navient Corp. | 127,391 | 1,622,961 | |
Nelnet, Inc. Class A | 13,860 | 929,313 | |
Nicholas Financial, Inc. (a) | 1,521 | 14,267 | |
OneMain Holdings, Inc. | 43,064 | 1,543,844 | |
PRA Group, Inc. (a)(b) | 27,646 | 943,834 | |
Regional Management Corp. (a) | 4,238 | 109,129 | |
Santander Consumer U.S.A. Holdings, Inc. | 63,001 | 1,644,956 | |
SLM Corp. | 260,851 | 2,201,582 | |
Synchrony Financial | 368,454 | 11,808,951 | |
World Acceptance Corp. (a) | 4,076 | 541,700 | |
124,415,480 | |||
Diversified Financial Services - 1.4% | |||
AXA Equitable Holdings, Inc. | 148,381 | 3,081,873 | |
Berkshire Hathaway, Inc. Class B (a) | 1,135,408 | 230,953,341 | |
Cannae Holdings, Inc. (a) | 40,295 | 1,121,007 | |
Columbia Financial, Inc. (a) | 30,220 | 458,135 | |
FB Financial Corp. | 11,775 | 422,369 | |
FGL Holdings Class A (b) | 101,338 | 808,677 | |
Focus Financial Partners, Inc. Class A (a) | 13,259 | 272,075 | |
HF Foods Group, Inc. (a)(b) | 3,742 | 72,520 | |
International Money Express, Inc. (a) | 9,460 | 123,358 | |
Jefferies Financial Group, Inc. | 149,757 | 2,791,470 | |
Marlin Business Services Corp. | 3,759 | 81,307 | |
On Deck Capital, Inc. (a) | 31,333 | 101,832 | |
Pennymac Financial Services, Inc. | 35,699 | 1,056,333 | |
Rafael Holdings, Inc. (a) | 5,966 | 120,513 | |
RBB Bancorp | 6,023 | 111,004 | |
Sachem Capital Corp. | 3,642 | 17,700 | |
Victory Capital Holdings, Inc. | 7,811 | 124,742 | |
Voya Financial, Inc. | 84,062 | 4,145,938 | |
245,864,194 | |||
Insurance - 2.7% | |||
AFLAC, Inc. | 436,926 | 21,924,947 | |
Alleghany Corp. (a) | 8,401 | 6,294,953 | |
Allstate Corp. | 194,734 | 19,938,814 | |
AMBAC Financial Group, Inc. (a) | 28,264 | 509,883 | |
American Equity Investment Life Holding Co. | 52,926 | 1,140,555 | |
American Financial Group, Inc. | 41,038 | 4,143,607 | |
American International Group, Inc. | 508,095 | 26,441,264 | |
American National Insurance Co. | 5,344 | 609,590 | |
Amerisafe, Inc. | 12,162 | 835,529 | |
Aon PLC | 141,015 | 27,476,773 | |
Arch Capital Group Ltd. (a) | 237,032 | 9,362,764 | |
Argo Group International Holdings, Ltd. | 19,883 | 1,306,711 | |
Arthur J. Gallagher & Co. | 108,317 | 9,825,435 | |
Assurant, Inc. | 35,859 | 4,410,657 | |
Assured Guaranty Ltd. | 59,984 | 2,552,319 | |
Athene Holding Ltd. (a) | 65,488 | 2,544,864 | |
Atlas Financial Holdings, Inc. (a) | 2,494 | 1,003 | |
Axis Capital Holdings Ltd. | 49,209 | 3,020,941 | |
Brighthouse Financial, Inc. (a) | 66,783 | 2,354,769 | |
Brown & Brown, Inc. | 137,649 | 5,077,872 | |
Chubb Ltd. | 268,311 | 41,931,643 | |
Cincinnati Financial Corp. | 88,418 | 9,946,141 | |
Citizens, Inc. Class A (a)(b) | 25,119 | 157,747 | |
CNA Financial Corp. (b) | 15,744 | 742,015 | |
CNO Financial Group, Inc. | 89,362 | 1,293,962 | |
Crawford & Co.: | |||
Class A | 13,831 | 133,469 | |
Class B | 8,407 | 72,805 | |
Donegal Group, Inc. Class A | 9,958 | 143,694 | |
eHealth, Inc. (a) | 11,140 | 928,073 | |
EMC Insurance Group | 5,730 | 205,936 | |
Employers Holdings, Inc. | 19,349 | 834,522 | |
Enstar Group Ltd. (a) | 8,836 | 1,578,286 | |
Erie Indemnity Co. Class A | 11,442 | 2,509,345 | |
Everest Re Group Ltd. | 23,916 | 5,641,306 | |
FBL Financial Group, Inc. Class A | 6,862 | 372,126 | |
Fednat Holding Co. | 5,180 | 63,351 | |
First American Financial Corp. | 66,043 | 3,860,213 | |
FNF Group | 161,666 | 7,103,604 | |
Genworth Financial, Inc. Class A | 294,798 | 1,305,955 | |
Global Indemnity Ltd. | 3,654 | 94,091 | |
Globe Life, Inc. | 59,233 | 5,287,138 | |
Goosehead Insurance (b) | 6,023 | 278,504 | |
Greenlight Capital Re, Ltd. (a)(b) | 16,168 | 148,584 | |
Hallmark Financial Services, Inc. (a) | 6,368 | 111,949 | |
Hanover Insurance Group, Inc. | 23,809 | 3,170,168 | |
Hartford Financial Services Group, Inc. | 210,679 | 12,278,372 | |
HCI Group, Inc. | 4,630 | 180,431 | |
Health Insurance Innovations, Inc. (a)(b) | 7,184 | 131,755 | |
Heritage Insurance Holdings, Inc. (b) | 16,043 | 210,324 | |
Horace Mann Educators Corp. | 23,774 | 1,042,965 | |
Independence Holding Co. | 4,203 | 155,595 | |
Investors Title Co. | 645 | 94,944 | |
James River Group Holdings Ltd. | 17,423 | 858,605 | |
Kemper Corp. | 37,785 | 2,644,194 | |
Kingstone Companies, Inc. | 3,152 | 25,500 | |
Kinsale Capital Group, Inc. | 11,433 | 1,123,064 | |
Lincoln National Corp. | 119,557 | 6,322,174 | |
Loews Corp. | 157,426 | 7,567,468 | |
Maiden Holdings Ltd. | 33,350 | 16,008 | |
Markel Corp. (a) | 8,094 | 9,252,090 | |
Marsh & McLennan Companies, Inc. | 299,123 | 29,879,396 | |
MBIA, Inc. (a)(b) | 55,465 | 499,185 | |
Mercury General Corp. | 15,906 | 850,971 | |
MetLife, Inc. | 553,561 | 24,522,752 | |
National General Holdings Corp. | 39,009 | 919,832 | |
National Western Life Group, Inc. | 1,407 | 362,753 | |
NI Holdings, Inc. (a) | 3,665 | 61,572 | |
Old Republic International Corp. | 167,645 | 3,916,187 | |
Palomar Holdings, Inc. | 4,765 | 162,153 | |
Primerica, Inc. | 25,524 | 3,041,695 | |
Principal Financial Group, Inc. | 151,915 | 8,084,916 | |
ProAssurance Corp. | 32,017 | 1,250,904 | |
Progressive Corp. | 341,016 | 25,849,013 | |
Protective Insurance Corp. Class B | 3,947 | 63,941 | |
Prudential Financial, Inc. | 237,847 | 19,049,166 | |
Reinsurance Group of America, Inc. | 36,482 | 5,617,134 | |
RenaissanceRe Holdings Ltd. | 25,894 | 4,675,162 | |
RLI Corp. (b) | 22,755 | 2,083,675 | |
Safety Insurance Group, Inc. | 7,782 | 750,496 | |
Selective Insurance Group, Inc. | 35,057 | 2,791,589 | |
State Auto Financial Corp. | 11,157 | 356,689 | |
Stewart Information Services Corp. | 13,793 | 494,065 | |
The Travelers Companies, Inc. | 153,255 | 22,522,355 | |
Third Point Reinsurance Ltd. (a) | 42,892 | 404,043 | |
Tiptree, Inc. | 8,838 | 61,336 | |
Trupanion, Inc. (a)(b) | 16,179 | 389,752 | |
United Fire Group, Inc. | 13,463 | 607,989 | |
United Insurance Holdings Corp. (b) | 13,240 | 155,173 | |
Universal Insurance Holdings, Inc. | 19,350 | 483,750 | |
Unum Group | 123,845 | 3,146,901 | |
W.R. Berkley Corp. | 84,239 | 6,002,029 | |
Watford Holdings Ltd. (a) | 3,153 | 73,150 | |
White Mountains Insurance Group Ltd. | 1,874 | 1,987,752 | |
Willis Group Holdings PLC | 75,909 | 15,027,705 | |
465,736,547 | |||
Mortgage Real Estate Investment Trusts - 0.2% | |||
AG Mortgage Investment Trust, Inc. | 19,707 | 295,408 | |
AGNC Investment Corp. | 321,796 | 4,785,107 | |
Annaly Capital Management, Inc. | 852,385 | 7,074,796 | |
Anworth Mortgage Asset Corp. | 74,043 | 229,533 | |
Apollo Commercial Real Estate Finance, Inc. | 83,316 | 1,545,512 | |
Arbor Realty Trust, Inc. (b) | 38,950 | 488,823 | |
Ares Commercial Real Estate Corp. | 16,462 | 246,765 | |
Arlington Asset Investment Corp. (b) | 26,669 | 131,745 | |
Armour Residential REIT, Inc. | 31,167 | 511,762 | |
Blackstone Mortgage Trust, Inc. | 77,443 | 2,695,016 | |
Capstead Mortgage Corp. | 54,793 | 398,345 | |
Cherry Hill Mortgage Investment Corp. | 5,201 | 62,568 | |
Chimera Investment Corp. | 105,397 | 2,009,921 | |
Dynex Capital, Inc. | 12,911 | 182,303 | |
Ellington Financial LLC | 20,645 | 360,668 | |
Ellington Residential Mortgage REIT | 4,143 | 40,560 | |
Exantas Capital Corp. | 16,824 | 188,597 | |
Granite Point Mortgage Trust, Inc. | 37,463 | 685,198 | |
Great Ajax Corp. | 11,289 | 164,594 | |
Hunt Companies Finance Trust, Inc. | 15,725 | 51,421 | |
Invesco Mortgage Capital, Inc. | 70,467 | 1,059,119 | |
KKR Real Estate Finance Trust, Inc. | 17,104 | 323,437 | |
Ladder Capital Corp. Class A | 50,252 | 843,229 | |
MFA Financial, Inc. | 264,123 | 1,893,762 | |
New Residential Investment Corp. | 249,164 | 3,505,737 | |
New York Mortgage Trust, Inc. | 132,978 | 817,815 | |
Orchid Island Capital, Inc. | 30,174 | 163,845 | |
PennyMac Mortgage Investment Trust | 52,680 | 1,146,317 | |
Redwood Trust, Inc. | 51,559 | 855,879 | |
Starwood Property Trust, Inc. | 161,583 | 3,785,890 | |
TPG RE Finance Trust, Inc. | 36,112 | 700,934 | |
Two Harbors Investment Corp. | 153,936 | 1,944,212 | |
Western Asset Mortgage Capital Corp. | 28,121 | 264,337 | |
ZAIS Financial Corp. | 19,762 | 290,106 | |
39,743,261 | |||
Real Estate Management & Development - 0.0% | |||
The RMR Group, Inc. | 8,796 | 409,806 | |
Thrifts & Mortgage Finance - 0.2% | |||
Axos Financial, Inc. (a) | 31,482 | 815,699 | |
Capitol Federal Financial, Inc. | 86,905 | 1,170,610 | |
Dime Community Bancshares, Inc. | 17,588 | 348,770 | |
Entegra Financial Corp. (a) | 3,624 | 108,865 | |
ESSA Bancorp, Inc. | 1,146 | 17,534 | |
Essent Group Ltd. | 54,563 | 2,646,306 | |
Farmer Mac Class C (non-vtg.) | 6,081 | 500,770 | |
First Defiance Financial Corp. | 12,236 | 319,971 | |
Flagstar Bancorp, Inc. | 16,860 | 612,861 | |
FS Bancorp, Inc. | 1,311 | 63,452 | |
Hingham Institution for Savings | 909 | 163,711 | |
Home Bancorp, Inc. | 5,841 | 217,752 | |
HomeStreet, Inc. (a) | 17,635 | 465,035 | |
Impac Mortgage Holdings, Inc. (a)(b) | 6,111 | 39,110 | |
Kearny Financial Corp. (b) | 47,915 | 602,771 | |
LendingTree, Inc. (a)(b) | 4,338 | 1,345,170 | |
Meridian Bancorp, Inc. Maryland | 34,318 | 599,879 | |
Meta Financial Group, Inc. | 16,430 | 507,851 | |
MGIC Investment Corp. | 213,688 | 2,703,153 | |
MMA Capital Management, LLC (a)(b) | 3,867 | 114,463 | |
New York Community Bancorp, Inc. | 271,620 | 3,134,495 | |
NMI Holdings, Inc. (a) | 38,965 | 1,104,268 | |
Northfield Bancorp, Inc. | 31,811 | 493,707 | |
Northwest Bancshares, Inc. | 64,726 | 1,023,318 | |
OceanFirst Financial Corp. | 28,907 | 607,625 | |
Ocwen Financial Corp. (a) | 60,463 | 108,229 | |
Oritani Financial Corp. | 22,571 | 386,641 | |
PDL Community Bancorp (a) | 1,326 | 18,551 | |
Provident Bancorp, Inc. (a) | 2,035 | 51,526 | |
Provident Financial Holdings, Inc. | 817 | 16,495 | |
Provident Financial Services, Inc. | 35,069 | 834,993 | |
Prudential Bancorp, Inc. | 4,475 | 72,406 | |
Radian Group, Inc. | 126,291 | 2,847,862 | |
Randolph Bancorp, Inc. (a) | 4,697 | 70,079 | |
Riverview Bancorp, Inc. | 8,321 | 58,663 | |
Security National Financial Corp. Class A | 3,454 | 17,166 | |
Severn Bancorp, Inc. | 4,434 | 35,250 | |
Southern Missouri Bancorp, Inc. | 6,543 | 218,536 | |
Standard AVB Financial Corp. | 2,698 | 72,846 | |
Sterling Bancorp, Inc. | 12,027 | 112,212 | |
Territorial Bancorp, Inc. | 3,530 | 96,546 | |
TFS Financial Corp. (b) | 30,954 | 542,005 | |
Timberland Bancorp, Inc. | 5,793 | 148,127 | |
Trustco Bank Corp., New York | 59,340 | 455,138 | |
United Community Financial Corp. | 24,569 | 237,091 | |
United Financial Bancorp, Inc. New | 31,873 | 398,413 | |
Walker & Dunlop, Inc. | 16,571 | 925,656 | |
Washington Federal, Inc. | 50,208 | 1,787,405 | |
Waterstone Financial, Inc. | 15,805 | 262,205 | |
Westfield Financial, Inc. | 11,385 | 101,213 | |
WMI Holdings Corp. (a) | 18,393 | 162,042 | |
WSFS Financial Corp. (b) | 33,728 | 1,390,268 | |
31,154,710 | |||
TOTAL FINANCIALS | 2,278,158,717 | ||
HEALTH CARE - 13.8% | |||
Biotechnology - 2.6% | |||
AbbVie, Inc. | 864,958 | 56,862,339 | |
Abeona Therapeutics, Inc. (a) | 21,595 | 33,256 | |
ACADIA Pharmaceuticals, Inc. (a)(b) | 66,200 | 1,831,092 | |
Acceleron Pharma, Inc. (a) | 24,095 | 1,082,106 | |
Achillion Pharmaceuticals, Inc. (a) | 84,153 | 366,066 | |
Acorda Therapeutics, Inc. (a) | 23,578 | 76,157 | |
Actinium Pharmaceuticals, Inc. (a)(b) | 71,997 | 16,559 | |
Adamas Pharmaceuticals, Inc. (a)(b) | 10,223 | 64,507 | |
ADMA Biologics, Inc. (a)(b) | 18,685 | 83,709 | |
Aduro Biotech, Inc. (a) | 27,557 | 33,895 | |
Advaxis, Inc. (a) | 863 | 295 | |
Adverum Biotechnologies, Inc. (a) | 34,036 | 351,592 | |
Aeglea BioTherapeutics, Inc. (a) | 11,685 | 91,201 | |
Aerpio Pharmaceuticals, Inc. (a) | 6,651 | 4,855 | |
Aevi Genomic Medicine, Inc. (a) | 11,108 | 2,027 | |
Agenus, Inc. (a)(b) | 61,294 | 176,527 | |
AgeX Therapeutics, Inc. (a)(b) | 9,235 | 25,119 | |
Agios Pharmaceuticals, Inc. (a)(b) | 30,290 | 1,149,506 | |
Aimmune Therapeutics, Inc. (a)(b) | 21,287 | 434,042 | |
Akebia Therapeutics, Inc. (a)(b) | 61,110 | 252,384 | |
Albireo Pharma, Inc. (a) | 4,886 | 119,463 | |
Alder Biopharmaceuticals, Inc. (a)(b) | 43,447 | 388,851 | |
Aldeyra Therapeutics, Inc. (a) | 15,675 | 69,127 | |
Alector, Inc. (b) | 5,629 | 92,653 | |
Alexion Pharmaceuticals, Inc. (a) | 132,103 | 13,310,698 | |
Alkermes PLC (a) | 90,038 | 1,888,997 | |
Allakos, Inc. (a)(b) | 13,798 | 1,220,571 | |
Allena Pharmaceuticals, Inc. (a) | 2,349 | 9,795 | |
Allogene Therapeutics, Inc. (b) | 11,476 | 312,491 | |
Alnylam Pharmaceuticals, Inc. (a) | 55,479 | 4,476,601 | |
Alpine Immune Sciences, Inc. (a) | 3,221 | 15,751 | |
Altimmune, Inc. (a)(b) | 3,663 | 7,729 | |
AMAG Pharmaceuticals, Inc. (a)(b) | 21,980 | 240,022 | |
Amgen, Inc. | 356,910 | 74,458,564 | |
Amicus Therapeutics, Inc. (a) | 147,782 | 1,461,564 | |
AnaptysBio, Inc. (a)(b) | 13,199 | 536,539 | |
Anavex Life Sciences Corp. (a)(b) | 23,501 | 62,043 | |
Anika Therapeutics, Inc. (a) | 8,189 | 464,808 | |
Anixa Biosciences, Inc. (a) | 6,725 | 26,698 | |
Apellis Pharmaceuticals, Inc. (a) | 23,038 | 670,406 | |
Applied Genetic Technologies Corp. (a) | 3,758 | 11,875 | |
Aptevo Therapeutics, Inc. (a) | 6,846 | 4,747 | |
Aptinyx, Inc. (a) | 4,840 | 16,359 | |
AquaBounty Technologies, Inc. (a) | 366 | 1,039 | |
Aravive, Inc. (a) | 1,675 | 10,017 | |
Arcus Biosciences, Inc. (a) | 4,271 | 33,357 | |
Ardelyx, Inc. (a) | 29,409 | 99,991 | |
Arena Pharmaceuticals, Inc. (a) | 28,653 | 1,515,457 | |
ArQule, Inc. (a) | 59,910 | 536,794 | |
Arrowhead Pharmaceuticals, Inc. (a)(b) | 55,637 | 1,901,116 | |
Assembly Biosciences, Inc. (a) | 11,772 | 133,141 | |
Atara Biotherapeutics, Inc. (a)(b) | 32,369 | 436,982 | |
Athersys, Inc. (a)(b) | 69,668 | 92,658 | |
aTyr Pharma, Inc. | 125 | 368 | |
Audentes Therapeutics, Inc. (a) | 23,145 | 719,810 | |
AVEO Pharmaceuticals, Inc. (a) | 64,274 | 44,098 | |
Avid Bioservices, Inc. (a) | 26,273 | 181,284 | |
AVROBIO, Inc. (a) | 12,478 | 243,071 | |
Bellicum Pharmaceuticals, Inc. (a)(b) | 20,231 | 23,468 | |
Bio Path Holdings, Inc. (a) | 222 | 2,466 | |
Biocept, Inc. (a) | 586 | 516 | |
BioCryst Pharmaceuticals, Inc. (a) | 67,517 | 201,876 | |
Biogen, Inc. (a) | 113,737 | 24,993,706 | |
Biohaven Pharmaceutical Holding Co. Ltd. (a) | 23,642 | 926,530 | |
BioMarin Pharmaceutical, Inc. (a) | 104,182 | 7,819,901 | |
Biospecifics Technologies Corp. (a) | 3,497 | 192,615 | |
BioTime, Inc. (b) | 96,976 | 90,614 | |
bluebird bio, Inc. (a)(b) | 32,392 | 3,346,418 | |
Blueprint Medicines Corp. (a) | 28,935 | 2,218,446 | |
BrainStorm Cell Therpeutic, Inc. (a)(b) | 26,820 | 99,502 | |
Calithera Biosciences, Inc. (a) | 18,200 | 72,254 | |
Calyxt, Inc. (a) | 5,587 | 34,584 | |
Cancer Genetics, Inc. (a) | 2,592 | 269 | |
Capricor Therapeutics, Inc. (a)(b) | 840 | 1,999 | |
CareDx, Inc. (a) | 21,382 | 487,937 | |
CASI Pharmaceuticals, Inc. (a)(b) | 29,073 | 94,778 | |
Catabasis Pharmaceuticals, Inc. (a)(b) | 6,751 | 41,654 | |
Catalyst Biosciences, Inc. (a) | 6,184 | 39,454 | |
Catalyst Pharmaceutical Partners, Inc. (a) | 55,122 | 339,552 | |
Cel-Sci Corp. (a)(b) | 18,212 | 130,580 | |
Celcuity, Inc. (a) | 2,970 | 53,430 | |
Celgene Corp. (a) | 412,365 | 39,916,932 | |
Celldex Therapeutics, Inc. (a) | 7,652 | 16,222 | |
Cellular Biomedicine Group, Inc. (a) | 6,096 | 75,225 | |
Celsion Corp. (a)(b) | 2,844 | 5,205 | |
ChemoCentryx, Inc. (a) | 20,643 | 137,482 | |
Chimerix, Inc. (a) | 25,709 | 51,932 | |
Cidara Therapeutics, Inc. (a)(b) | 3,169 | 5,324 | |
Cleveland Biolabs, Inc. (a) | 473 | 667 | |
Clovis Oncology, Inc. (a)(b) | 30,091 | 168,811 | |
Co.-Diagnostics, Inc. (a)(b) | 2,114 | 2,262 | |
CohBar, Inc. (a)(b) | 23,163 | 31,502 | |
Coherus BioSciences, Inc. (a)(b) | 33,821 | 750,488 | |
Conatus Pharmaceuticals, Inc. (a)(b) | 9,741 | 3,361 | |
Concert Pharmaceuticals, Inc. (a) | 8,902 | 89,643 | |
Constellation Pharmaceuticals, Inc. (a) | 3,343 | 24,237 | |
ContraFect Corp. (a) | 32,193 | 11,268 | |
Corbus Pharmaceuticals Holdings, Inc. (a)(b) | 28,496 | 147,609 | |
Cortexyme, Inc. (b) | 3,404 | 67,569 | |
Corvus Pharmaceuticals, Inc. (a) | 5,336 | 18,196 | |
Crinetics Pharmaceuticals, Inc. (a)(b) | 4,410 | 69,943 | |
CTI BioPharma Corp. (a)(b) | 25,300 | 18,062 | |
Cue Biopharma, Inc. (a)(b) | 8,001 | 65,528 | |
Curis, Inc. (a) | 21,488 | 41,257 | |
Cyclacel Pharmaceuticals, Inc. (a) | 256 | 99 | |
Cytokinetics, Inc. (a) | 35,301 | 495,979 | |
CytomX Therapeutics, Inc. (a) | 27,844 | 244,470 | |
CytRx Corp. (a) | 10,835 | 3,467 | |
Deciphera Pharmaceuticals, Inc. (a) | 8,961 | 325,105 | |
Denali Therapeutics, Inc. (a)(b) | 39,096 | 703,728 | |
Dicerna Pharmaceuticals, Inc. (a) | 29,191 | 405,755 | |
Dyadic International, Inc. (a)(b) | 15,202 | 92,732 | |
Dynavax Technologies Corp. (a)(b) | 76,296 | 315,865 | |
Eagle Pharmaceuticals, Inc. (a) | 6,800 | 383,452 | |
Edge Therapeutics, Inc. (a) | 671 | 3,697 | |
Editas Medicine, Inc. (a)(b) | 25,857 | 642,029 | |
Eidos Therapeutics, Inc. (a)(b) | 4,926 | 205,956 | |
Eiger Biopharmaceuticals, Inc. (a) | 14,348 | 156,393 | |
Emergent BioSolutions, Inc. (a) | 26,592 | 1,164,730 | |
Enanta Pharmaceuticals, Inc. (a)(b) | 9,315 | 657,173 | |
Enochian Biosciences, Inc. (a)(b) | 21,818 | 102,545 | |
Epizyme, Inc. (a)(b) | 43,106 | 559,085 | |
Esperion Therapeutics, Inc. (a)(b) | 15,037 | 550,956 | |
Evelo Biosciences, Inc. (a)(b) | 1,633 | 8,965 | |
Exact Sciences Corp. (a) | 76,143 | 9,077,768 | |
Exelixis, Inc. (a) | 176,809 | 3,509,659 | |
Fate Therapeutics, Inc. (a) | 34,869 | 569,062 | |
Fibrocell Science, Inc. (a) | 691 | 1,309 | |
FibroGen, Inc. (a) | 45,344 | 2,025,063 | |
Five Prime Therapeutics, Inc. (a) | 20,523 | 111,440 | |
Flexion Therapeutics, Inc. (a)(b) | 18,709 | 246,398 | |
Fortress Biotech, Inc. (a) | 21,285 | 38,526 | |
Forty Seven, Inc. (a) | 14,702 | 111,441 | |
Galectin Therapeutics, Inc. (a)(b) | 23,700 | 78,921 | |
Genocea Biosciences, Inc. (a) | 10,908 | 34,251 | |
Genomic Health, Inc. (a) | 11,997 | 919,690 | |
Geron Corp. (a)(b) | 110,334 | 154,468 | |
Gilead Sciences, Inc. | 743,528 | 47,243,769 | |
Global Blood Therapeutics, Inc. (a)(b) | 34,465 | 1,584,701 | |
GlycoMimetics, Inc. (a)(b) | 19,602 | 65,275 | |
Gossamer Bio, Inc. (b) | 10,592 | 222,008 | |
Gritstone Oncology, Inc. (b) | 10,874 | 110,045 | |
Halozyme Therapeutics, Inc. (a) | 74,154 | 1,225,024 | |
Harpoon Therapeutics, Inc. (b) | 6,360 | 92,093 | |
Heat Biologics, Inc. (a) | 7,257 | 3,701 | |
Hemispherx Biopharma, Inc. (a) | 67 | 121 | |
Heron Therapeutics, Inc. (a)(b) | 40,057 | 741,856 | |
Homology Medicines, Inc. (a)(b) | 14,141 | 267,406 | |
iBio, Inc. (a) | 1,076 | 682 | |
Idera Pharmaceuticals, Inc. (a) | 10,466 | 24,595 | |
Immunic, Inc. (a) | 367 | 6,243 | |
ImmunoGen, Inc. (a) | 86,790 | 236,069 | |
Immunomedics, Inc. (a)(b) | 98,874 | 1,265,587 | |
Incyte Corp. (a) | 105,019 | 8,592,655 | |
Infinity Pharmaceuticals, Inc. (a) | 22,075 | 26,049 | |
Inovio Pharmaceuticals, Inc. (a)(b) | 53,667 | 115,921 | |
Insmed, Inc. (a) | 48,276 | 793,657 | |
Intellia Therapeutics, Inc. (a)(b) | 28,371 | 402,584 | |
Intercept Pharmaceuticals, Inc. (a)(b) | 14,258 | 915,078 | |
Intrexon Corp. (a)(b) | 41,265 | 240,988 | |
Invitae Corp. (a) | 50,452 | 1,223,966 | |
Ionis Pharmaceuticals, Inc. (a) | 81,464 | 5,149,339 | |
Iovance Biotherapeutics, Inc. (a)(b) | 71,979 | 1,512,279 | |
Ironwood Pharmaceuticals, Inc. Class A (a)(b) | 92,061 | 857,088 | |
IsoRay, Inc. (a)(b) | 15,207 | 5,046 | |
Iveric Bio, Inc. (a) | 13,426 | 14,769 | |
Jounce Therapeutics, Inc. (a) | 9,598 | 36,184 | |
Kadmon Holdings, Inc. (a) | 80,454 | 172,172 | |
Kaleido Biosciences, Inc. (a)(b) | 7,434 | 69,582 | |
Kalvista Pharmaceuticals, Inc. (a) | 5,924 | 92,533 | |
Karyopharm Therapeutics, Inc. (a)(b) | 33,332 | 287,988 | |
Kezar Life Sciences, Inc. (a) | 2,850 | 9,633 | |
Kindred Biosciences, Inc. (a) | 17,960 | 133,982 | |
Kiniksa Pharmaceuticals Ltd. (a) | 6,068 | 53,580 | |
Kodiak Sciences, Inc. | 7,156 | 78,716 | |
Krystal Biotech, Inc. (a) | 6,303 | 283,635 | |
Kura Oncology, Inc. (a) | 24,197 | 367,310 | |
La Jolla Pharmaceutical Co. (a) | 11,350 | 108,620 | |
Leap Therapeutics, Inc. (a)(b) | 16,077 | 24,276 | |
Lexicon Pharmaceuticals, Inc. (a)(b) | 34,031 | 44,921 | |
Ligand Pharmaceuticals, Inc. Class B (a)(b) | 11,805 | 1,073,193 | |
Liquidia Technologies, Inc. (a) | 5,517 | 22,399 | |
LogicBio Therapeutics, Inc. (b) | 3,468 | 34,680 | |
Macrogenics, Inc. (a) | 24,991 | 358,371 | |
Madrigal Pharmaceuticals, Inc. (a)(b) | 4,769 | 442,086 | |
Magenta Therapeutics, Inc. (a)(b) | 9,804 | 101,275 | |
MannKind Corp. (a)(b) | 110,975 | 122,073 | |
Marker Therapeutics, Inc. (a)(b) | 16,911 | 87,430 | |
Matinas BioPharma Holdings, Inc. (a)(b) | 58,281 | 40,348 | |
MediciNova, Inc. (a)(b) | 24,454 | 211,772 | |
MEI Pharma, Inc. (a) | 16,578 | 28,348 | |
Menlo Therapeutics, Inc. (a) | 3,845 | 18,917 | |
Merrimack Pharmaceuticals, Inc. | 5,941 | 37,250 | |
Minerva Neurosciences, Inc. (a) | 17,338 | 123,793 | |
Miragen Therapeutics, Inc. (a) | 10,527 | 12,106 | |
Mirati Therapeutics, Inc. (a)(b) | 19,114 | 1,566,775 | |
Molecular Templates, Inc. (a) | 8,796 | 44,244 | |
Moleculin Biotech, Inc. (a) | 9,992 | 11,291 | |
Momenta Pharmaceuticals, Inc. (a) | 59,310 | 749,085 | |
Motus GI Holdings, Inc. (a)(b) | 17,511 | 46,229 | |
Myriad Genetics, Inc. (a) | 42,162 | 992,072 | |
NanoViricides, Inc. (a) | 8,696 | 1,826 | |
NantKwest, Inc. (a)(b) | 20,260 | 26,338 | |
Natera, Inc. (a) | 34,116 | 1,124,122 | |
Neoleukin Therapeutics, Inc. (a) | 11,070 | 36,974 | |
Neon Therapeutics, Inc. (a) | 2,638 | 7,096 | |
Neubase Therapeutics, Inc. (a)(b) | 431 | 2,039 | |
Neuralstem, Inc. (a)(b) | 110 | 188 | |
Neurocrine Biosciences, Inc. (a) | 53,180 | 5,287,156 | |
Neurotrope, Inc. (a)(b) | 2,063 | 10,955 | |
NewLink Genetics Corp. (a)(b) | 11,062 | 17,810 | |
NextCure, Inc. | 5,694 | 197,753 | |
Novavax, Inc. (a)(b) | 11,687 | 69,771 | |
OncoCyte Corp. (a)(b) | 16,080 | 31,838 | |
OncoGenex Pharmaceuticals, Inc. (a) | 26 | 52 | |
OncoSec Medical, Inc. (a) | 3,593 | 7,330 | |
Oncternal Therapeutics, Inc. (a) | 780 | 4,360 | |
Oncternal Therapeutics, Inc. rights (a)(c) | 780 | 0 | |
Opko Health, Inc. (a)(b) | 224,057 | 412,265 | |
Oragenics, Inc. (a) | 266 | 106 | |
Organogenesis Holdings, Inc. Class A (a)(b) | 9,940 | 40,953 | |
Organovo Holdings, Inc. (a) | 89,931 | 22,932 | |
OvaScience, Inc. (a) | 1,068 | 6,472 | |
Ovid Therapeutics, Inc. (a)(b) | 4,995 | 8,841 | |
Palatin Technologies, Inc. (a)(b) | 103,296 | 93,080 | |
PDL BioPharma, Inc. (a) | 82,508 | 193,069 | |
Pfenex, Inc. (a) | 18,755 | 137,849 | |
PhaseBio Pharmaceuticals, Inc. (a) | 8,488 | 73,336 | |
Plus Therapeutics, Inc. (a) | 6 | 92 | |
Polarityte, Inc. (a)(b) | 10,144 | 37,634 | |
Portola Pharmaceuticals, Inc. (a)(b) | 39,308 | 1,142,290 | |
Precision BioSciences, Inc. (a)(b) | 9,435 | 80,386 | |
Principia Biopharma, Inc. (b) | 5,601 | 222,360 | |
Progenics Pharmaceuticals, Inc. (a) | 56,619 | 249,124 | |
Protagonist Therapeutics, Inc. (a) | 10,599 | 138,105 | |
Proteon Therapeutics, Inc. (a) | 1,470 | 463 | |
Proteostasis Therapeutics, Inc. (a)(b) | 22,109 | 16,787 | |
Prothena Corp. PLC (a) | 25,056 | 210,721 | |
PTC Therapeutics, Inc. (a) | 31,498 | 1,403,866 | |
Puma Biotechnology, Inc. (a)(b) | 17,346 | 186,470 | |
Ra Pharmaceuticals, Inc. (a) | 19,482 | 529,910 | |
Radius Health, Inc. (a) | 25,853 | 731,640 | |
Recro Pharma, Inc. (a) | 10,081 | 118,553 | |
Regeneron Pharmaceuticals, Inc. (a) | 46,318 | 13,434,536 | |
REGENXBIO, Inc. (a) | 17,815 | 614,439 | |
Regulus Therapeutics, Inc. (a)(b) | 1,907 | 1,191 | |
Repligen Corp. (a) | 25,399 | 2,357,281 | |
Replimune Group, Inc. (a) | 5,210 | 54,080 | |
Retrophin, Inc. (a)(b) | 24,416 | 307,397 | |
Rexahn Pharmaceuticals, Inc. (a) | 939 | 2,047 | |
Rigel Pharmaceuticals, Inc. (a) | 99,996 | 168,993 | |
Rocket Pharmaceuticals, Inc. (a)(b) | 18,967 | 205,792 | |
Rubius Therapeutics, Inc. (a)(b) | 8,061 | 74,806 | |
Sage Therapeutics, Inc. (a)(b) | 29,791 | 5,114,221 | |
Salarius Pharmaceuticals, Inc. (a)(b) | 109 | 929 | |
Salarius Pharmaceuticals, Inc. rights 12/31/19 (a)(c) | 2,725 | 335 | |
Sangamo Therapeutics, Inc. (a)(b) | 67,867 | 739,750 | |
Sarepta Therapeutics, Inc. (a)(b) | 40,428 | 3,644,584 | |
Savara, Inc. (a) | 14,778 | 33,398 | |
Scholar Rock Holding Corp. (a)(b) | 9,223 | 97,672 | |
Seattle Genetics, Inc. (a) | 63,071 | 4,581,477 | |
Selecta Biosciences, Inc. (a) | 18,399 | 32,750 | |
Sellas Life Sciences Group, Inc. (a) | 113 | 16 | |
Seres Therapeutics, Inc. (a) | 30,295 | 122,089 | |
Sesen Bio, Inc. (a) | 40,274 | 43,899 | |
Sienna Biopharmaceuticals, Inc. (a) | 9,517 | 7,093 | |
Solid Biosciences, Inc. (a)(b) | 7,627 | 61,626 | |
Sophiris Bio, Inc. (a)(b) | 15,304 | 12,012 | |
Sorrento Therapeutics, Inc. (a)(b) | 58,288 | 122,988 | |
Spark Therapeutics, Inc. (a) | 19,962 | 1,944,498 | |
Spectrum Pharmaceuticals, Inc. (a) | 63,149 | 463,514 | |
Spring Bank Pharmaceuticals, Inc. (a) | 5,964 | 21,948 | |
Stemline Therapeutics, Inc. (a) | 22,386 | 266,617 | |
Sunesis Pharmaceuticals, Inc. (a)(b) | 34,375 | 28,476 | |
Surface Oncology, Inc. (a) | 2,697 | 5,556 | |
Syndax Pharmaceuticals, Inc. (a) | 12,267 | 103,165 | |
Synlogic, Inc. (a) | 8,844 | 24,675 | |
Synthetic Biologics, Inc. (a)(b) | 646 | 304 | |
Synthorx, Inc. | 9,243 | 165,542 | |
Syros Pharmaceuticals, Inc. (a) | 21,174 | 232,279 | |
T2 Biosystems, Inc. (a)(b) | 21,209 | 28,208 | |
TCR2 Therapeutics, Inc. (b) | 5,919 | 99,794 | |
Tenax Therapeutics, Inc. (a) | 18 | 22 | |
TG Therapeutics, Inc. (a)(b) | 40,830 | 253,554 | |
The Medicines Company (a)(b) | 39,723 | 1,666,777 | |
Tocagen, Inc. (a) | 12,235 | 39,764 | |
TONIX Pharmaceuticals Holding (a) | 46 | 20 | |
TRACON Pharmaceuticals, Inc. (a) | 1,096 | 603 | |
Translate Bio, Inc. (a)(b) | 17,051 | 154,823 | |
TransMedics Group, Inc. (b) | 4,696 | 112,469 | |
Trevena, Inc. (a)(b) | 48,088 | 39,432 | |
Trovagene, Inc. (a)(b) | 126 | 236 | |
Twist Bioscience Corp. | 13,150 | 381,745 | |
Tyme, Inc. (a)(b) | 22,176 | 25,946 | |
Ultragenyx Pharmaceutical, Inc. (a) | 32,253 | 1,756,821 | |
United Therapeutics Corp. (a) | 26,017 | 2,147,964 | |
UNITY Biotechnology, Inc. (a)(b) | 4,256 | 25,962 | |
Unum Therapeutics, Inc. (a) | 4,344 | 8,340 | |
Vanda Pharmaceuticals, Inc. (a) | 30,739 | 433,113 | |
Vaxart, Inc. (a) | 1,117 | 793 | |
VBI Vaccines, Inc. (a) | 47,982 | 29,154 | |
Veracyte, Inc. (a) | 20,313 | 538,295 | |
Verastem, Inc. (a)(b) | 37,501 | 47,251 | |
Vericel Corp. (a) | 25,197 | 416,758 | |
Vertex Pharmaceuticals, Inc. (a) | 150,429 | 27,080,229 | |
Vical, Inc. (a) | 1,750 | 1,190 | |
Viking Therapeutics, Inc. (a)(b) | 29,863 | 207,548 | |
VistaGen Therapeutics, Inc. (a)(b) | 5,963 | 4,127 | |
Voyager Therapeutics, Inc. (a) | 15,483 | 276,681 | |
X4 Pharmaceuticals, Inc. (a) | 5,860 | 74,715 | |
Xbiotech, Inc. (a) | 12,203 | 101,895 | |
Xencor, Inc. (a)(b) | 28,015 | 1,044,399 | |
XOMA Corp. (a) | 3,430 | 60,334 | |
Y-mAbs Therapeutics, Inc. | 3,422 | 90,923 | |
Yield10 Bioscience, Inc. (a) | 185 | 145 | |
Zafgen, Inc. (a) | 17,846 | 14,723 | |
ZIOPHARM Oncology, Inc. (a)(b) | 85,410 | 426,196 | |
441,975,519 | |||
Health Care Equipment & Supplies - 3.6% | |||
Abbott Laboratories | 1,031,815 | 88,034,456 | |
Abiomed, Inc. (a) | 26,166 | 5,051,870 | |
Accuray, Inc. (a) | 53,852 | 144,323 | |
Akers Biosciences, Inc. (a)(b) | 4,975 | 2,182 | |
Align Technology, Inc. (a) | 42,791 | 7,835,460 | |
Alphatec Holdings, Inc. (a)(b) | 22,390 | 117,100 | |
Angiodynamics, Inc. (a) | 22,772 | 418,322 | |
Antares Pharma, Inc. (a) | 83,458 | 270,404 | |
Apollo Endosurgery, Inc. (a) | 27 | 96 | |
Atossa Genetics, Inc. (a)(b) | 9,260 | 18,427 | |
Atricure, Inc. (a) | 20,483 | 561,029 | |
Atrion Corp. | 898 | 697,881 | |
Avanos Medical, Inc. (a)(b) | 27,494 | 912,251 | |
Avedro, Inc. | 5,091 | 119,231 | |
Avinger, Inc. (a) | 20 | 22 | |
AxoGen, Inc. (a) | 20,343 | 322,437 | |
Axonics Modulation Technologies, Inc. (a)(b) | 6,391 | 212,629 | |
Baxter International, Inc. | 277,128 | 24,373,408 | |
Becton, Dickinson & Co. | 157,531 | 40,000,272 | |
Bellerophon Therapeutics, Inc. (a)(b) | 9,861 | 5,645 | |
BioLase Technology, Inc. (a) | 1,662 | 1,654 | |
BioLife Solutions, Inc. (a)(b) | 6,368 | 131,754 | |
BioSig Technologies, Inc. (a)(b) | 4,584 | 32,409 | |
Boston Scientific Corp. (a) | 810,927 | 34,650,911 | |
Bovie Medical Corp. (a) | 15,493 | 110,155 | |
Cantel Medical Corp. (b) | 21,131 | 1,942,573 | |
Cardiovascular Systems, Inc. (a) | 20,548 | 995,140 | |
Cerus Corp. (a) | 79,922 | 429,181 | |
Cesca Therapeutics, Inc. (a) | 22 | 71 | |
Chembio Diagnostics, Inc. (a) | 15,205 | 76,785 | |
ConforMis, Inc. (a)(b) | 37,411 | 80,060 | |
CONMED Corp. | 15,139 | 1,525,557 | |
Corindus Vascular Robotics, Inc. (a) | 63,365 | 269,301 | |
Cryolife, Inc. (a) | 21,283 | 570,384 | |
CryoPort, Inc. (a)(b) | 20,037 | 436,005 | |
Cutera, Inc. (a) | 10,064 | 290,548 | |
CytoSorbents Corp. (a)(b) | 13,357 | 59,572 | |
Danaher Corp. | 368,430 | 52,350,219 | |
Dare Bioscience, Inc. (a) | 4,599 | 3,581 | |
Dentsply Sirona, Inc. | 138,992 | 7,248,433 | |
DexCom, Inc. (a) | 53,579 | 9,194,692 | |
Edwards Lifesciences Corp. (a) | 122,213 | 27,111,732 | |
Ekso Bionics Holdings, Inc. (a)(b) | 30,208 | 19,886 | |
electroCore, Inc. (a)(b) | 3,770 | 7,201 | |
Endologix, Inc. (a)(b) | 10,691 | 57,304 | |
ENDRA Life Sciences, Inc. (a)(b) | 891 | 1,533 | |
Fonar Corp. (a) | 2,227 | 53,671 | |
Genmark Diagnostics, Inc. (a) | 32,387 | 193,998 | |
Glaukos Corp. (a)(b) | 19,801 | 1,273,402 | |
Globus Medical, Inc. (a) | 44,875 | 2,291,766 | |
Haemonetics Corp. (a) | 30,133 | 4,023,659 | |
Helius Medical Technologies, Inc. (U.S.) (a)(b) | 7,090 | 13,967 | |
Heska Corp. (a) | 4,337 | 304,414 | |
Hill-Rom Holdings, Inc. | 39,926 | 4,299,232 | |
Hologic, Inc. (a) | 156,690 | 7,735,785 | |
ICU Medical, Inc. (a) | 9,420 | 1,523,685 | |
IDEXX Laboratories, Inc. (a) | 50,427 | 14,610,719 | |
Inogen, Inc. (a) | 10,428 | 483,546 | |
Inspire Medical Systems, Inc. (a) | 7,072 | 491,575 | |
Insulet Corp. (a)(b) | 34,879 | 5,377,295 | |
Integer Holdings Corp. (a) | 17,655 | 1,278,222 | |
Integra LifeSciences Holdings Corp. (a) | 41,236 | 2,474,985 | |
IntriCon Corp. (a)(b) | 4,008 | 69,739 | |
Intuitive Surgical, Inc. (a) | 67,307 | 34,416,761 | |
Invacare Corp. | 20,254 | 98,029 | |
InVivo Therapeutics Holdings Corp. (a) | 493 | 301 | |
IRadimed Corp. (a)(b) | 2,726 | 52,285 | |
iRhythm Technologies, Inc. (a)(b) | 12,708 | 967,333 | |
Iridex Corp. (a) | 12,017 | 30,043 | |
Kewaunee Scientific Corp. | 367 | 5,907 | |
Lantheus Holdings, Inc. (a) | 23,293 | 506,856 | |
LeMaitre Vascular, Inc. | 10,349 | 327,649 | |
LivaNova PLC (a) | 28,082 | 2,180,006 | |
Masimo Corp. (a) | 29,111 | 4,461,261 | |
Medtronic PLC | 785,178 | 84,712,854 | |
Meridian Bioscience, Inc. | 25,718 | 237,377 | |
Merit Medical Systems, Inc. (a) | 32,384 | 1,126,316 | |
Mesa Laboratories, Inc. (b) | 2,189 | 484,272 | |
Microbot Medical, Inc. (a) | 1,912 | 10,267 | |
Misonix, Inc. (a) | 4,937 | 96,666 | |
Myomo, Inc. (a)(b) | 2,947 | 2,313 | |
Natus Medical, Inc. (a) | 20,416 | 565,115 | |
Neogen Corp. (a) | 29,884 | 2,107,420 | |
Nevro Corp. (a) | 17,438 | 1,460,084 | |
NuVasive, Inc. (a) | 30,380 | 1,929,738 | |
Nuvectra Corp. (a) | 10,868 | 21,193 | |
OraSure Technologies, Inc. (a) | 40,588 | 267,881 | |
Orthofix International NV (a) | 11,025 | 560,511 | |
OrthoPediatrics Corp. (a) | 4,439 | 142,891 | |
Penumbra, Inc. (a)(b) | 18,554 | 2,700,535 | |
Predictive Oncology, Inc. (a)(b) | 5,144 | 2,830 | |
Pro-Dex, Inc. (a) | 1,899 | 27,232 | |
Pulse Biosciences, Inc. (a)(b) | 5,961 | 71,472 | |
Quanterix Corp. (a) | 6,292 | 165,668 | |
Quidel Corp. (a)(b) | 20,885 | 1,316,799 | |
ResMed, Inc. | 84,306 | 11,743,826 | |
Retractable Technologies, Inc. (a) | 1,399 | 1,118 | |
Rockwell Medical Technologies, Inc. (a)(b) | 31,037 | 79,455 | |
RTI Biologics, Inc. (a) | 36,622 | 116,458 | |
Seaspine Holdings Corp. (a) | 6,942 | 76,293 | |
Second Sight Medical Products, Inc. (a)(b) | 12,498 | 9,747 | |
Senseonics Holdings, Inc. (a)(b) | 62,720 | 63,974 | |
Shockwave Medical, Inc. (a)(b) | 4,000 | 167,400 | |
SI-BONE, Inc. | 5,092 | 98,988 | |
Sientra, Inc. (a) | 30,272 | 206,758 | |
Silk Road Medical, Inc. | 4,465 | 192,397 | |
Sintx Technologies, Inc. (a) | 52 | 78 | |
Soliton, Inc. (b) | 4,469 | 53,449 | |
Staar Surgical Co. (a)(b) | 16,055 | 483,416 | |
STERIS PLC | 49,408 | 7,628,595 | |
STRATA Skin Sciences, Inc. (a) | 214 | 407 | |
Stryker Corp. | 180,896 | 39,916,511 | |
SurModics, Inc. (a) | 7,871 | 370,409 | |
Tactile Systems Technology, Inc. (a)(b) | 10,002 | 504,501 | |
Tandem Diabetes Care, Inc. (a) | 33,177 | 2,403,010 | |
Teleflex, Inc. | 27,238 | 9,912,453 | |
The Cooper Companies, Inc. | 29,089 | 9,010,318 | |
TransEnterix, Inc. (a)(b) | 110,807 | 101,466 | |
Utah Medical Products, Inc. | 2,520 | 247,766 | |
Vapotherm, Inc. | 12,210 | 141,636 | |
Varex Imaging Corp. (a)(b) | 22,979 | 605,497 | |
Varian Medical Systems, Inc. (a) | 52,937 | 5,607,616 | |
Vermillion, Inc. (a)(b) | 3,319 | 1,689 | |
ViewRay, Inc. (a)(b) | 36,987 | 145,729 | |
Viveve Medical, Inc. (a)(b) | 12,123 | 1,255 | |
VolitionRx Ltd. (a)(b) | 26,421 | 95,380 | |
West Pharmaceutical Services, Inc. | 43,157 | 6,277,617 | |
Wright Medical Group NV (a)(b) | 66,885 | 1,394,552 | |
Zimmer Biomet Holdings, Inc. | 120,126 | 16,721,539 | |
Zosano Pharma Corp. (a)(b) | 5,952 | 12,737 | |
Zynex, Inc. (b) | 10,543 | 94,254 | |
608,737,905 | |||
Health Care Providers & Services - 2.5% | |||
AAC Holdings, Inc. (a)(b) | 4,443 | 2,666 | |
Acadia Healthcare Co., Inc. (a)(b) | 52,030 | 1,376,714 | |
Addus HomeCare Corp. (a) | 6,086 | 535,446 | |
Amedisys, Inc. (a) | 16,744 | 2,155,120 | |
American Renal Associates Holdings, Inc. (a) | 10,006 | 62,037 | |
AmerisourceBergen Corp. | 91,376 | 7,517,504 | |
AMN Healthcare Services, Inc. (a)(b) | 27,242 | 1,590,933 | |
Anthem, Inc. | 150,141 | 39,264,874 | |
Apollo Medical Holdings, Inc. (a) | 14,992 | 293,543 | |
BioScrip, Inc. (a) | 72,682 | 254,387 | |
BioTelemetry, Inc. (a) | 19,367 | 767,902 | |
Brookdale Senior Living, Inc. (a) | 114,957 | 940,348 | |
Caladrius Biosciences, Inc. (a) | 2,540 | 5,893 | |
Capital Senior Living Corp. (a) | 14,327 | 66,047 | |
Cardinal Health, Inc. | 176,873 | 7,628,532 | |
Catasys, Inc. (a)(b) | 4,509 | 63,306 | |
Centene Corp. (a) | 242,787 | 11,318,730 | |
Chemed Corp. | 9,232 | 3,964,498 | |
Cigna Corp. | 221,374 | 34,084,955 | |
Community Health Systems, Inc. (a)(b) | 69,243 | 172,415 | |
Corvel Corp. (a) | 5,960 | 502,011 | |
Covetrus, Inc. (a) | 55,083 | 732,053 | |
Cross Country Healthcare, Inc. (a) | 19,922 | 204,201 | |
CVS Health Corp. | 759,074 | 46,242,788 | |
DaVita HealthCare Partners, Inc. (a) | 61,824 | 3,485,019 | |
Diplomat Pharmacy, Inc. (a) | 33,567 | 195,024 | |
Encompass Health Corp. | 57,306 | 3,483,632 | |
Enzo Biochem, Inc. (a) | 27,516 | 89,427 | |
Five Star Sr Living, Inc. (a) | 18,690 | 9,121 | |
Fulgent Genetics, Inc. (a) | 4,104 | 46,827 | |
G1 Therapeutics, Inc. (a)(b) | 15,342 | 556,915 | |
Genesis HealthCare, Inc. Class A (a)(b) | 19,418 | 20,971 | |
Guardant Health, Inc. | 22,215 | 1,944,479 | |
Hanger, Inc. (a) | 22,986 | 433,976 | |
HCA Holdings, Inc. | 156,677 | 18,832,575 | |
HealthEquity, Inc. (a)(b) | 40,715 | 2,416,842 | |
Henry Schein, Inc. (a)(b) | 86,884 | 5,353,792 | |
Humana, Inc. | 79,181 | 22,424,851 | |
Interpace Diagnostics Group, Inc. (a)(b) | 20,877 | 15,449 | |
Laboratory Corp. of America Holdings (a) | 57,833 | 9,690,497 | |
LHC Group, Inc. (a) | 16,860 | 1,997,910 | |
Magellan Health Services, Inc. (a) | 14,445 | 910,179 | |
McKesson Corp. | 111,289 | 15,387,930 | |
MEDNAX, Inc. (a) | 54,867 | 1,156,596 | |
Molina Healthcare, Inc. (a) | 36,431 | 4,746,231 | |
National Healthcare Corp. | 5,377 | 434,462 | |
National Research Corp. Class A | 7,385 | 472,862 | |
Neuronetics, Inc. (a) | 3,569 | 38,081 | |
OptiNose, Inc. (a)(b) | 10,132 | 77,611 | |
Owens & Minor, Inc. | 42,999 | 218,435 | |
Patterson Companies, Inc. (b) | 49,165 | 822,039 | |
PetIQ, Inc. Class A (a)(b) | 9,869 | 312,453 | |
Precipio, Inc. (a)(b) | 4,148 | 10,577 | |
Premier, Inc. (a)(b) | 30,816 | 1,086,572 | |
Providence Service Corp. (a) | 7,027 | 394,988 | |
Psychemedics Corp. | 726 | 5,692 | |
Quest Diagnostics, Inc. | 79,551 | 8,143,636 | |
Quorum Health Corp. (a)(b) | 16,437 | 16,601 | |
R1 RCM, Inc. (a) | 59,088 | 688,966 | |
RadNet, Inc. (a) | 26,958 | 374,986 | |
Select Medical Holdings Corp. (a) | 67,793 | 1,099,602 | |
Sharps Compliance Corp. (a) | 3,382 | 13,021 | |
Surgery Partners, Inc. (a)(b) | 11,609 | 74,762 | |
Tenet Healthcare Corp. (a) | 48,617 | 1,052,558 | |
The Ensign Group, Inc. | 29,200 | 1,457,080 | |
The Joint Corp. (a) | 6,195 | 103,952 | |
Tivity Health, Inc. (a) | 30,444 | 555,907 | |
Triple-S Management Corp. | 13,589 | 278,846 | |
U.S. Physical Therapy, Inc. | 7,562 | 1,009,678 | |
UnitedHealth Group, Inc. | 555,957 | 130,093,938 | |
Universal Health Services, Inc. Class B | 48,246 | 6,975,407 | |
Wellcare Health Plans, Inc. (a) | 29,588 | 8,010,655 | |
416,768,513 | |||
Health Care Technology - 0.2% | |||
Allscripts Healthcare Solutions, Inc. (a) | 104,760 | 951,221 | |
Castlight Health, Inc. Class B (a) | 40,384 | 56,941 | |
Cerner Corp. | 190,658 | 13,138,243 | |
Computer Programs & Systems, Inc. (b) | 7,387 | 156,235 | |
Evolent Health, Inc. (a) | 43,000 | 295,410 | |
HealthStream, Inc. (a) | 14,260 | 360,350 | |
HMS Holdings Corp. (a) | 51,981 | 1,898,866 | |
HTG Molecular Diagnostics (a)(b) | 17,038 | 15,845 | |
iCAD, Inc. (a) | 10,734 | 64,404 | |
Inovalon Holdings, Inc. Class A (a)(b) | 43,752 | 740,284 | |
Medidata Solutions, Inc. (a) | 36,780 | 3,368,312 | |
NantHealth, Inc. (a)(b) | 15,122 | 7,325 | |
Nextgen Healthcare, Inc. (a) | 28,301 | 402,157 | |
Omnicell, Inc. (a) | 24,687 | 1,772,527 | |
OptimizeRx Corp. (a) | 6,954 | 114,115 | |
Simulations Plus, Inc. | 6,572 | 237,315 | |
Tabula Rasa HealthCare, Inc. (a)(b) | 10,092 | 573,226 | |
Teladoc Health, Inc. (a)(b) | 42,160 | 2,440,221 | |
Valeritas Holdings, Inc. (a)(b) | 1,848 | 3,382 | |
Veeva Systems, Inc. Class A (a) | 75,231 | 12,065,548 | |
Vocera Communications, Inc. (a)(b) | 17,529 | 402,291 | |
39,064,218 | |||
Life Sciences Tools & Services - 1.0% | |||
Accelerate Diagnostics, Inc. (a)(b) | 15,711 | 295,210 | |
Agilent Technologies, Inc. | 185,357 | 13,180,736 | |
Avantor, Inc. | 128,619 | 2,250,833 | |
Bio-Rad Laboratories, Inc. Class A (a) | 11,923 | 4,026,516 | |
Bio-Techne Corp. | 22,471 | 4,304,769 | |
Bruker Corp. | 57,602 | 2,486,678 | |
Cambrex Corp. (a) | 19,700 | 1,180,621 | |
Champions Oncology, Inc. (a) | 2,575 | 13,905 | |
Charles River Laboratories International, Inc. (a) | 28,586 | 3,750,483 | |
ChromaDex, Inc. (a)(b) | 15,086 | 58,986 | |
Codexis, Inc. (a) | 28,873 | 405,088 | |
Fluidigm Corp. (a) | 30,774 | 171,719 | |
Harvard Bioscience, Inc. (a) | 14,173 | 35,149 | |
Illumina, Inc. (a) | 85,843 | 24,151,070 | |
IQVIA Holdings, Inc. (a) | 92,511 | 14,353,082 | |
Luminex Corp. | 24,044 | 492,902 | |
Medpace Holdings, Inc. (a) | 14,790 | 1,196,659 | |
Mettler-Toledo International, Inc. (a) | 14,551 | 9,556,951 | |
Nanostring Technologies, Inc. (a) | 18,908 | 481,776 | |
NeoGenomics, Inc. (a) | 59,875 | 1,495,678 | |
Pacific Biosciences of California, Inc. (a) | 80,220 | 445,221 | |
PerkinElmer, Inc. | 65,428 | 5,410,896 | |
PRA Health Sciences, Inc. (a) | 33,730 | 3,333,873 | |
Syneos Health, Inc. (a)(b) | 35,311 | 1,854,887 | |
Thermo Fisher Scientific, Inc. | 234,014 | 67,176,059 | |
Waters Corp. (a) | 40,737 | 8,631,763 | |
170,741,510 | |||
Pharmaceuticals - 3.9% | |||
AcelRx Pharmaceuticals, Inc. (a)(b) | 40,965 | 95,448 | |
Acer Therapeutics, Inc. (a)(b) | 2,490 | 6,723 | |
Aclaris Therapeutics, Inc. (a) | 26,539 | 26,804 | |
Adamis Pharmaceuticals Corp. (a)(b) | 25,539 | 23,981 | |
Adial Pharmaceuticals, Inc. (a)(b) | 4,828 | 7,966 | |
Aerie Pharmaceuticals, Inc. (a)(b) | 22,881 | 495,602 | |
Agile Therapeutics, Inc. (a) | 23,210 | 25,531 | |
Akcea Therapeutics, Inc. (a)(b) | 9,259 | 194,995 | |
Akorn, Inc. (a) | 54,372 | 157,135 | |
Alimera Sciences, Inc. (a) | 5,878 | 2,498 | |
Allergan PLC | 180,186 | 28,779,308 | |
Amneal Pharmaceuticals, Inc. (a) | 46,544 | 118,687 | |
Amphastar Pharmaceuticals, Inc. (a) | 20,235 | 454,478 | |
Ampio Pharmaceuticals, Inc. (a)(b) | 54,080 | 26,899 | |
ANI Pharmaceuticals, Inc. (a) | 5,183 | 339,487 | |
Aquestive Therapeutics, Inc. (a)(b) | 1,998 | 7,592 | |
Arvinas Holding Co. LLC (a) | 5,028 | 130,778 | |
Assertio Therapeutics, Inc. (a) | 36,592 | 52,692 | |
Athenex, Inc. (a)(b) | 33,642 | 495,547 | |
Axsome Therapeutics, Inc. (a) | 11,915 | 303,237 | |
Biodelivery Sciences International, Inc. (a) | 38,383 | 164,663 | |
BioXcel Therapeutics, Inc. (a) | 1,795 | 17,609 | |
Bristol-Myers Squibb Co. | 957,154 | 46,010,393 | |
Cara Therapeutics, Inc. (a)(b) | 23,066 | 540,667 | |
Cassava Sciences, Inc. (a) | 1,315 | 1,473 | |
Catalent, Inc. (a)(b) | 86,036 | 4,537,539 | |
Cerecor, Inc. (a) | 9,158 | 29,672 | |
Checkpoint Therapeutics, Inc. (a) | 13,378 | 41,873 | |
Chiasma, Inc. (a) | 24,100 | 124,838 | |
Clearside Biomedical, Inc. (a) | 15,782 | 9,548 | |
Collegium Pharmaceutical, Inc. (a) | 18,435 | 213,477 | |
ContraVir Pharmaceuticals, Inc. (a) | 71 | 174 | |
Corcept Therapeutics, Inc. (a)(b) | 61,305 | 773,056 | |
CorMedix, Inc. (a)(b) | 12,460 | 95,693 | |
Corteva, Inc. | 439,070 | 12,873,532 | |
Cumberland Pharmaceuticals, Inc. (a) | 1,908 | 9,750 | |
Cyclerion Therapeutics, Inc. (a) | 9,206 | 87,549 | |
CymaBay Therapeutics, Inc. (a) | 42,114 | 249,315 | |
Dermira, Inc. (a) | 25,941 | 207,787 | |
Dova Pharmaceuticals, Inc. (a) | 6,423 | 96,281 | |
Durect Corp. (a) | 114,238 | 189,635 | |
Elanco Animal Health, Inc. | 217,571 | 5,661,197 | |
Elanco Animal Health, Inc. rights (a)(c) | 26,032 | 0 | |
Eli Lilly & Co. | 505,907 | 57,152,314 | |
Eloxx Pharmaceuticals, Inc. (a) | 12,793 | 79,317 | |
Endo International PLC (a) | 115,480 | 273,688 | |
Evofem Biosciences, Inc. (a) | 14,728 | 77,469 | |
Evolus, Inc. (a)(b) | 5,358 | 92,372 | |
Eyenovia, Inc. (a)(b) | 6,270 | 20,127 | |
Eyepoint Pharmaceuticals, Inc. (a) | 28,857 | 43,286 | |
Gemphire Therapeutics, Inc. (a) | 3,593 | 1,904 | |
Harrow Health, Inc. (a) | 11,208 | 59,963 | |
Hookipa Pharma, Inc. | 8,872 | 74,880 | |
Horizon Pharma PLC (a) | 108,173 | 2,988,820 | |
Innoviva, Inc. (a) | 39,324 | 455,765 | |
Intersect ENT, Inc. (a) | 18,129 | 296,953 | |
Intra-Cellular Therapies, Inc. (a)(b) | 30,901 | 264,513 | |
Jazz Pharmaceuticals PLC (a) | 33,235 | 4,259,065 | |
Johnson & Johnson | 1,554,995 | 199,599,158 | |
Kala Pharmaceuticals, Inc. (a) | 13,333 | 54,799 | |
KemPharm, Inc. (a)(b) | 11,403 | 10,697 | |
Lannett Co., Inc. (a)(b) | 20,453 | 210,666 | |
Lipocine, Inc. (a)(b) | 5,503 | 16,179 | |
Mallinckrodt PLC (a)(b) | 49,039 | 127,011 | |
Marinus Pharmaceuticals, Inc. (a)(b) | 33,031 | 37,986 | |
Melinta Therapeutics, Inc. (a) | 4,595 | 10,339 | |
Merck & Co., Inc. | 1,507,576 | 130,360,097 | |
Mersana Therapeutics, Inc. (a) | 20,864 | 51,325 | |
Mustang Bio, Inc. (a) | 19,422 | 76,523 | |
Mylan NV (a) | 299,883 | 5,838,722 | |
MyoKardia, Inc. (a) | 22,930 | 1,232,946 | |
Nektar Therapeutics (a)(b) | 101,946 | 1,791,191 | |
Neos Therapeutics, Inc. (a)(b) | 23,343 | 44,585 | |
NGM Biopharmaceuticals, Inc. (b) | 7,651 | 135,652 | |
Novan, Inc. (a)(b) | 16,702 | 35,909 | |
Novus Therapeutics, Inc. (a) | 1,220 | 860 | |
Ocular Therapeutix, Inc. (a)(b) | 22,120 | 94,895 | |
Odonate Therapeutics, Inc. (a) | 8,238 | 253,813 | |
Omeros Corp. (a)(b) | 27,996 | 517,646 | |
Onconova Therapeutics, Inc. (a) | 2,400 | 5,760 | |
Otonomy, Inc. (a) | 10,207 | 23,068 | |
Pacira Biosciences, Inc. (a) | 23,447 | 873,166 | |
Paratek Pharmaceuticals, Inc. (a)(b) | 13,427 | 50,217 | |
Perrigo Co. PLC | 73,840 | 3,454,235 | |
Pfizer, Inc. | 3,250,789 | 115,565,549 | |
Phibro Animal Health Corp. Class A | 12,934 | 267,087 | |
Plx Pharma PLC/New (a) | 77 | 440 | |
Prestige Brands Holdings, Inc. (a) | 29,429 | 938,197 | |
Provention Bio, Inc. (a)(b) | 10,719 | 99,044 | |
Reata Pharmaceuticals, Inc. (a)(b) | 9,017 | 695,211 | |
resTORbio, Inc. (a)(b) | 6,585 | 63,348 | |
Revance Therapeutics, Inc. (a)(b) | 24,678 | 261,587 | |
Rhythm Pharmaceuticals, Inc. (a)(b) | 12,193 | 274,586 | |
scPharmaceuticals, Inc. (a)(b) | 1,513 | 9,956 | |
SCYNEXIS, Inc. (a)(b) | 33,173 | 36,490 | |
Seelos Therapeutics, Inc. | 12,329 | 16,583 | |
SIGA Technologies, Inc. (a) | 28,512 | 143,130 | |
Spero Therapeutics, Inc. (a) | 4,768 | 47,442 | |
Supernus Pharmaceuticals, Inc. (a)(b) | 30,601 | 827,145 | |
Sutro Biopharma, Inc. (a) | 7,227 | 58,322 | |
Teligent, Inc. (a)(b) | 37,460 | 35,400 | |
Tetraphase Pharmaceuticals, Inc. (a) | 23,559 | 6,125 | |
TherapeuticsMD, Inc. (a)(b) | 122,593 | 354,294 | |
Theravance Biopharma, Inc. (a) | 26,568 | 585,293 | |
Titan Pharmaceuticals, Inc. (a) | 501 | 209 | |
Trevi Therapeutics, Inc. | 6,693 | 33,197 | |
Tricida, Inc. (a)(b) | 14,696 | 512,743 | |
Turning Point Therapeutics, Inc. | 6,883 | 375,330 | |
Urovant Sciences Ltd. (a)(b) | 5,287 | 46,631 | |
Verrica Pharmaceuticals, Inc. (a) | 2,219 | 21,990 | |
VIVUS, Inc. (a)(b) | 5,592 | 22,648 | |
WAVE Life Sciences (a)(b) | 10,729 | 246,767 | |
Xeris Pharmaceuticals, Inc. (a)(b) | 13,823 | 160,209 | |
Zoetis, Inc. Class A | 280,760 | 35,493,679 | |
Zogenix, Inc. (a) | 25,176 | 1,074,763 | |
Zynerba Pharmaceuticals, Inc. (a)(b) | 11,540 | 123,363 | |
673,125,748 | |||
TOTAL HEALTH CARE | 2,350,413,413 | ||
INDUSTRIALS - 9.9% | |||
Aerospace & Defense - 2.5% | |||
AAR Corp. | 19,930 | 856,193 | |
Aerojet Rocketdyne Holdings, Inc. (a) | 42,657 | 2,227,975 | |
AeroVironment, Inc. (a) | 12,696 | 654,225 | |
Arconic, Inc. | 233,359 | 6,029,997 | |
Arotech Corp. (a) | 8,576 | 20,325 | |
Astronics Corp. (a) | 15,322 | 421,508 | |
Astrotech Corp. (a)(b) | 464 | 1,044 | |
Axon Enterprise, Inc. (a)(b) | 35,876 | 2,151,484 | |
BWX Technologies, Inc. (b) | 55,606 | 3,291,875 | |
CPI Aerostructures, Inc. (a) | 11,407 | 92,283 | |
Cubic Corp. (b) | 16,757 | 1,160,757 | |
Curtiss-Wright Corp. | 25,593 | 3,138,726 | |
Ducommun, Inc. (a) | 6,552 | 269,811 | |
General Dynamics Corp. | 159,109 | 30,432,778 | |
Harris Corp. | 129,275 | 27,330,028 | |
HEICO Corp. | 32,288 | 4,671,105 | |
HEICO Corp. Class A | 31,828 | 3,512,538 | |
Hexcel Corp. | 49,718 | 4,183,770 | |
Huntington Ingalls Industries, Inc. | 24,394 | 5,098,346 | |
Innovative Solutions & Support, Inc. (a) | 5,832 | 28,635 | |
Kratos Defense & Security Solutions, Inc. (a) | 52,279 | 1,044,012 | |
Lockheed Martin Corp. | 143,786 | 55,229,640 | |
Mercury Systems, Inc. (a) | 32,339 | 2,769,189 | |
Moog, Inc. Class A | 19,071 | 1,549,519 | |
National Presto Industries, Inc. (b) | 2,914 | 249,759 | |
Northrop Grumman Corp. | 99,230 | 36,503,740 | |
Park Aerospace Corp. | 10,524 | 177,856 | |
Parsons Corp. | 11,827 | 402,355 | |
Raytheon Co. | 162,696 | 30,150,823 | |
SIFCO Industries, Inc. (a) | 238 | 655 | |
Spirit AeroSystems Holdings, Inc. Class A | 61,038 | 4,919,663 | |
Teledyne Technologies, Inc. (a) | 20,809 | 6,421,449 | |
Textron, Inc. | 137,163 | 6,172,335 | |
The Boeing Co. | 306,251 | 111,502,927 | |
TransDigm Group, Inc. | 28,740 | 15,471,317 | |
Triumph Group, Inc. (b) | 28,668 | 595,721 | |
United Technologies Corp. | 474,573 | 61,808,388 | |
Vectrus, Inc. (a) | 6,735 | 272,498 | |
Wesco Aircraft Holdings, Inc. (a) | 42,171 | 463,881 | |
431,279,130 | |||
Air Freight & Logistics - 0.5% | |||
Air Transport Services Group, Inc. (a)(b) | 35,187 | 710,777 | |
Atlas Air Worldwide Holdings, Inc. (a) | 15,195 | 392,791 | |
C.H. Robinson Worldwide, Inc. (b) | 79,201 | 6,691,692 | |
Echo Global Logistics, Inc. (a) | 18,551 | 371,762 | |
Expeditors International of Washington, Inc. | 98,961 | 7,036,127 | |
FedEx Corp. | 139,340 | 22,100,717 | |
Forward Air Corp. | 17,216 | 1,072,557 | |
Hub Group, Inc. Class A (a) | 20,926 | 901,074 | |
Radiant Logistics, Inc. | 21,011 | 102,534 | |
United Parcel Service, Inc. Class B | 408,122 | 48,427,757 | |
XPO Logistics, Inc. (a)(b) | 54,342 | 3,850,674 | |
91,658,462 | |||
Airlines - 0.4% | |||
Alaska Air Group, Inc. | 73,067 | 4,363,561 | |
Allegiant Travel Co. | 7,414 | 1,052,714 | |
American Airlines Group, Inc. | 230,365 | 6,060,903 | |
Delta Air Lines, Inc. | 347,392 | 20,100,101 | |
Hawaiian Holdings, Inc. (b) | 28,327 | 691,462 | |
JetBlue Airways Corp. (a) | 176,370 | 3,054,728 | |
Mesa Air Group, Inc. | 8,079 | 52,190 | |
SkyWest, Inc. | 30,718 | 1,758,913 | |
Southwest Airlines Co. | 286,041 | 14,965,665 | |
Spirit Airlines, Inc. (a)(b) | 39,162 | 1,470,141 | |
United Continental Holdings, Inc. (a) | 129,178 | 10,890,997 | |
64,461,375 | |||
Building Products - 0.4% | |||
A.O. Smith Corp. (b) | 84,197 | 3,916,844 | |
AAON, Inc. | 23,582 | 1,131,229 | |
Advanced Drain Systems, Inc. Del | 24,308 | 763,028 | |
Allegion PLC | 55,130 | 5,307,365 | |
American Woodmark Corp. (a) | 9,027 | 743,554 | |
Apogee Enterprises, Inc. | 15,449 | 570,532 | |
Armstrong World Industries, Inc. | 28,123 | 2,684,903 | |
Builders FirstSource, Inc. (a) | 66,666 | 1,296,654 | |
Continental Building Products, Inc. (a) | 20,906 | 525,577 | |
COVIA Corp. (a) | 18,459 | 27,689 | |
CSW Industrials, Inc. | 8,743 | 596,360 | |
Fortune Brands Home & Security, Inc. | 78,039 | 3,984,671 | |
GCP Applied Technologies, Inc. (a) | 42,045 | 737,890 | |
Gibraltar Industries, Inc. (a) | 18,376 | 740,002 | |
GMS, Inc. (a) | 20,406 | 601,161 | |
Griffon Corp. | 21,956 | 383,132 | |
Insteel Industries, Inc. | 10,113 | 189,113 | |
Jeld-Wen Holding, Inc. (a) | 39,582 | 683,185 | |
Johnson Controls International PLC | 467,120 | 19,941,353 | |
Lennox International, Inc. | 20,677 | 5,247,409 | |
Masco Corp. | 171,451 | 6,983,199 | |
Masonite International Corp. (a)(b) | 15,428 | 823,701 | |
NCI Building Systems, Inc. (a) | 22,173 | 103,991 | |
Owens Corning | 63,330 | 3,632,609 | |
Patrick Industries, Inc. (a) | 13,491 | 487,565 | |
PGT, Inc. (a) | 32,447 | 519,152 | |
Quanex Building Products Corp. | 22,486 | 387,209 | |
Resideo Technologies, Inc. (a) | 74,304 | 1,023,909 | |
Simpson Manufacturing Co. Ltd. | 23,701 | 1,521,604 | |
Tecogen, Inc. New (a) | 606 | 1,691 | |
Trex Co., Inc. (a) | 34,929 | 2,987,477 | |
Universal Forest Products, Inc. | 35,218 | 1,377,024 | |
69,920,782 | |||
Commercial Services & Supplies - 0.6% | |||
ABM Industries, Inc. (b) | 39,348 | 1,466,106 | |
ACCO Brands Corp. | 62,578 | 580,098 | |
Acme United Corp. (b) | 1,197 | 24,287 | |
ADS Waste Holdings, Inc. (a) | 41,030 | 1,330,193 | |
Aqua Metals, Inc. (a)(b) | 41,384 | 82,768 | |
ARC Document Solutions, Inc. (a) | 17,994 | 25,012 | |
Brady Corp. Class A | 28,780 | 1,358,704 | |
BrightView Holdings, Inc. (a) | 14,471 | 265,253 | |
Casella Waste Systems, Inc. Class A (a) | 25,678 | 1,168,349 | |
CECO Environmental Corp. (a) | 19,232 | 133,662 | |
Charah Solutions, Inc. (a) | 3,370 | 9,571 | |
Cintas Corp. | 49,852 | 13,150,958 | |
Clean Harbors, Inc. (a) | 29,096 | 2,140,011 | |
Copart, Inc. (a) | 117,983 | 8,894,738 | |
Covanta Holding Corp. | 73,973 | 1,272,336 | |
Deluxe Corp. | 25,925 | 1,194,624 | |
Document Security Systems, Inc. (a) | 1,321 | 551 | |
Ennis, Inc. | 15,627 | 314,259 | |
Evoqua Water Technologies Corp. (a) | 34,640 | 535,534 | |
Fuel Tech, Inc. (a) | 13,844 | 12,044 | |
Healthcare Services Group, Inc. (b) | 43,186 | 973,844 | |
Heritage-Crystal Clean, Inc. (a) | 7,808 | 191,296 | |
Herman Miller, Inc. | 34,125 | 1,442,805 | |
HNI Corp. | 25,672 | 800,710 | |
Hudson Technologies, Inc. (a)(b) | 20,303 | 10,233 | |
Industrial Services of America, Inc. (a) | 432 | 497 | |
Interface, Inc. | 37,655 | 416,088 | |
KAR Auction Services, Inc. (b) | 75,907 | 2,016,090 | |
Kimball International, Inc. Class B | 22,768 | 399,578 | |
Knoll, Inc. | 29,110 | 671,277 | |
LSC Communications, Inc. | 20,101 | 26,131 | |
Matthews International Corp. Class A | 19,214 | 563,162 | |
McGrath RentCorp. | 13,891 | 889,441 | |
Mobile Mini, Inc. | 25,938 | 810,822 | |
MSA Safety, Inc. | 21,161 | 2,235,236 | |
NL Industries, Inc. (a) | 2,503 | 9,236 | |
NRC Group Holdings Corp. (a) | 10,735 | 126,029 | |
Odyssey Marine Exploration, Inc. (a)(b) | 5,163 | 23,750 | |
Performant Financial Corp. (a) | 8,274 | 9,846 | |
Perma-Fix Environmental Services, Inc. (a) | 1,849 | 7,396 | |
PICO Holdings, Inc. (a) | 10,797 | 103,975 | |
Pitney Bowes, Inc. (b) | 105,179 | 374,437 | |
Quad/Graphics, Inc. | 19,377 | 174,199 | |
Quest Resource Holding Corp. (a) | 794 | 2,104 | |
R.R. Donnelley & Sons Co. | 39,800 | 96,316 | |
Republic Services, Inc. | 126,239 | 11,266,831 | |
Rollins, Inc. | 84,796 | 2,782,157 | |
SP Plus Corp. (a) | 13,736 | 474,029 | |
Steelcase, Inc. Class A | 51,580 | 801,037 | |
Stericycle, Inc. (a)(b) | 50,805 | 2,280,636 | |
Team, Inc. (a)(b) | 18,842 | 310,516 | |
Tetra Tech, Inc. | 31,993 | 2,595,272 | |
The Brink's Co. | 29,487 | 2,218,897 | |
U.S. Ecology, Inc. | 12,602 | 763,303 | |
UniFirst Corp. | 8,904 | 1,744,383 | |
Viad Corp. | 12,056 | 779,179 | |
Virco Manufacturing Co. | 715 | 3,110 | |
VSE Corp. | 5,188 | 165,186 | |
Waste Management, Inc. | 228,349 | 27,253,453 | |
99,771,545 | |||
Construction & Engineering - 0.2% | |||
AECOM (a) | 90,341 | 3,205,299 | |
Aegion Corp. (a) | 19,413 | 383,213 | |
Ameresco, Inc. Class A (a) | 10,183 | 146,635 | |
Arcosa, Inc. | 29,136 | 946,629 | |
Argan, Inc. | 8,472 | 349,978 | |
Comfort Systems U.S.A., Inc. | 20,942 | 809,618 | |
Construction Partners, Inc. Class A (a) | 10,349 | 170,655 | |
Dycom Industries, Inc. (a) | 18,351 | 816,620 | |
EMCOR Group, Inc. | 31,911 | 2,790,298 | |
Fluor Corp. | 77,245 | 1,364,919 | |
Goldfield Corp. | 10,975 | 26,340 | |
Granite Construction, Inc. | 27,370 | 778,403 | |
Great Lakes Dredge & Dock Corp. (a) | 35,858 | 388,701 | |
HC2 Holdings, Inc. (a)(b) | 18,554 | 37,108 | |
Ies Holdings, Inc. (a) | 4,352 | 82,122 | |
Jacobs Engineering Group, Inc. | 67,329 | 5,982,855 | |
Keane Group, Inc. (a) | 24,932 | 132,140 | |
Limbach Holdings, Inc. (a) | 3,861 | 18,687 | |
MasTec, Inc. (a) | 35,763 | 2,248,420 | |
MYR Group, Inc. (a) | 11,247 | 322,451 | |
Northwest Pipe Co. (a) | 5,290 | 121,670 | |
NV5 Holdings, Inc. (a) | 5,614 | 346,552 | |
Orion Group Holdings, Inc. (a) | 10,693 | 44,269 | |
Primoris Services Corp. | 24,443 | 477,616 | |
Quanta Services, Inc. | 84,279 | 2,857,058 | |
Sterling Construction Co., Inc. (a) | 15,458 | 172,975 | |
Tutor Perini Corp. (a)(b) | 23,944 | 239,201 | |
Valmont Industries, Inc. | 12,548 | 1,700,254 | |
Williams Scotsman Corp. (a) | 25,291 | 352,809 | |
27,313,495 | |||
Electrical Equipment - 0.6% | |||
Acuity Brands, Inc. | 22,787 | 2,857,718 | |
Allied Motion Technologies, Inc. | 4,682 | 150,807 | |
American Superconductor Corp. (a)(b) | 11,247 | 86,264 | |
AMETEK, Inc. | 131,366 | 11,288,280 | |
AZZ, Inc. | 15,596 | 643,647 | |
Babcock & Wilcox Enterprises, Inc. (a)(b) | 17,871 | 65,765 | |
Broadwind Energy, Inc. (a) | 4,249 | 8,243 | |
Capstone Turbine Corp. (a) | 31,064 | 20,316 | |
Eaton Corp. PLC | 247,817 | 20,003,788 | |
Emerson Electric Co. | 360,011 | 21,453,055 | |
Encore Wire Corp. | 13,294 | 717,743 | |
Energous Corp. (a)(b) | 10,044 | 36,560 | |
Energy Focus, Inc. (a) | 2,133 | 853 | |
EnerSys | 25,692 | 1,438,752 | |
Espey Manufacturing & Electronics Corp. | 537 | 13,484 | |
Fortive Corp. | 172,445 | 12,226,351 | |
FuelCell Energy, Inc. (a) | 4,525 | 1,516 | |
Generac Holdings, Inc. (a) | 37,166 | 2,898,576 | |
GrafTech International Ltd. (b) | 37,182 | 453,249 | |
Hubbell, Inc. Class B | 32,126 | 4,213,004 | |
Ideal Power, Inc. (a)(b) | 1,015 | 4,009 | |
LSI Industries, Inc. | 10,992 | 49,134 | |
Ocean Power Technologies, Inc. (a) | 15 | 25 | |
Orion Energy Systems, Inc. (a) | 5,527 | 14,315 | |
Plug Power, Inc. (a)(b) | 129,306 | 280,594 | |
Powell Industries, Inc. | 4,940 | 179,421 | |
Preformed Line Products Co. | 1,557 | 79,796 | |
Regal Beloit Corp. | 25,616 | 1,816,174 | |
Revolution Lighting Technologies, Inc. (a)(b) | 3,411 | 1,092 | |
Rockwell Automation, Inc. | 69,485 | 10,616,613 | |
Sensata Technologies, Inc. PLC (a) | 95,685 | 4,361,322 | |
Sunrun, Inc. (a) | 44,472 | 681,756 | |
Sunworks, Inc. (a) | 484 | 1,205 | |
Thermon Group Holdings, Inc. (a) | 19,079 | 414,968 | |
TPI Composites, Inc. (a) | 10,466 | 184,620 | |
Ultralife Corp. (a) | 7,590 | 65,046 | |
Vicor Corp. (a) | 9,752 | 297,338 | |
Vivint Solar, Inc. (a) | 25,959 | 209,230 | |
97,834,629 | |||
Industrial Conglomerates - 1.2% | |||
3M Co. | 337,092 | 54,514,518 | |
Carlisle Companies, Inc. | 34,139 | 4,948,789 | |
General Electric Co. | 5,103,286 | 42,102,110 | |
Honeywell International, Inc. | 426,352 | 70,186,066 | |
ITT, Inc. | 52,234 | 2,973,159 | |
Raven Industries, Inc. | 22,158 | 646,349 | |
Roper Technologies, Inc. | 60,728 | 22,272,601 | |
197,643,592 | |||
Machinery - 1.7% | |||
Actuant Corp. Class A | 36,317 | 806,601 | |
AGCO Corp. | 37,946 | 2,622,828 | |
Alamo Group, Inc. | 5,931 | 677,202 | |
Albany International Corp. Class A | 17,990 | 1,479,138 | |
Allison Transmission Holdings, Inc. | 69,599 | 3,092,284 | |
Altra Industrial Motion Corp. | 37,444 | 973,170 | |
Apergy Corp. (a) | 43,825 | 1,138,574 | |
ARC Group Worldwide, Inc. (a) | 387 | 66 | |
Astec Industries, Inc. | 14,332 | 395,563 | |
Barnes Group, Inc. | 27,996 | 1,255,621 | |
Blue Bird Corp. (a) | 8,286 | 151,137 | |
Briggs & Stratton Corp. | 25,870 | 111,758 | |
Cactus, Inc. (a) | 26,581 | 677,018 | |
Caterpillar, Inc. | 334,120 | 39,760,280 | |
Chart Industries, Inc. (a) | 20,776 | 1,305,564 | |
CIRCOR International, Inc. (a) | 11,702 | 402,198 | |
Colfax Corp. (a)(b) | 53,234 | 1,447,965 | |
Columbus McKinnon Corp. (NY Shares) | 12,400 | 401,388 | |
Commercial Vehicle Group, Inc. (a) | 18,660 | 118,491 | |
Crane Co. | 30,097 | 2,294,595 | |
Cummins, Inc. | 84,399 | 12,598,239 | |
Deere & Co. | 185,260 | 28,698,627 | |
Donaldson Co., Inc. (b) | 72,755 | 3,518,432 | |
Douglas Dynamics, Inc. | 13,961 | 583,011 | |
Dover Corp. | 84,797 | 7,948,871 | |
Eastern Co. | 4,651 | 102,601 | |
Energy Recovery, Inc. (a)(b) | 16,434 | 158,917 | |
EnPro Industries, Inc. | 12,045 | 750,163 | |
ESCO Technologies, Inc. | 14,909 | 1,135,022 | |
ExOne Co. (a)(b) | 5,883 | 48,358 | |
Federal Signal Corp. (b) | 36,093 | 1,072,323 | |
Flowserve Corp. | 76,154 | 3,250,253 | |
Franklin Electric Co., Inc. | 23,233 | 1,065,233 | |
FreightCar America, Inc. (a) | 5,174 | 21,627 | |
Gardner Denver Holdings, Inc. (a) | 73,910 | 2,119,739 | |
Gates Industrial Corp. PLC (a) | 30,352 | 264,062 | |
Gencor Industries, Inc. (a) | 9,263 | 105,969 | |
Gorman-Rupp Co. | 12,240 | 365,609 | |
Graco, Inc. | 96,390 | 4,392,492 | |
Graham Corp. | 9,056 | 166,721 | |
Greenbrier Companies, Inc. | 18,593 | 433,031 | |
Harsco Corp. (a) | 46,527 | 832,833 | |
Hillenbrand, Inc. | 36,984 | 1,014,841 | |
Hurco Companies, Inc. | 3,288 | 104,920 | |
Hyster-Yale Materials Handling Class A | 5,941 | 324,082 | |
IDEX Corp. | 44,703 | 7,363,031 | |
Illinois Tool Works, Inc. | 175,209 | 26,256,821 | |
Ingersoll-Rand PLC | 141,028 | 17,077,081 | |
Jason Industries, Inc. (a) | 3,497 | 1,765 | |
John Bean Technologies Corp. (b) | 18,465 | 1,889,339 | |
Kadant, Inc. | 6,936 | 570,763 | |
Kennametal, Inc. | 47,465 | 1,418,729 | |
L.B. Foster Co. Class A (a) | 5,346 | 106,439 | |
Lincoln Electric Holdings, Inc. | 37,069 | 3,060,417 | |
Lindsay Corp. (b) | 6,662 | 587,988 | |
LiqTech International, Inc. (a)(b) | 8,258 | 55,907 | |
Lydall, Inc. (a) | 10,748 | 216,142 | |
Manitex International, Inc. (a) | 6,027 | 33,872 | |
Manitowoc Co., Inc. (a)(b) | 20,648 | 258,100 | |
Meritor, Inc. (a) | 48,659 | 818,444 | |
Middleby Corp. (a) | 32,449 | 3,558,357 | |
Milacron Holdings Corp. (a) | 44,141 | 699,635 | |
Miller Industries, Inc. | 6,681 | 209,048 | |
Mueller Industries, Inc. | 32,920 | 867,771 | |
Mueller Water Products, Inc. Class A | 95,551 | 999,463 | |
Navistar International Corp. New (a) | 38,304 | 880,992 | |
NN, Inc. | 26,411 | 169,559 | |
Nordson Corp. | 29,844 | 4,057,590 | |
Omega Flex, Inc. (b) | 2,099 | 176,736 | |
Oshkosh Corp. | 41,083 | 2,886,902 | |
PACCAR, Inc. | 202,257 | 13,259,969 | |
Park-Ohio Holdings Corp. | 4,658 | 126,651 | |
Parker Hannifin Corp. | 75,413 | 12,501,213 | |
Pentair PLC | 90,630 | 3,255,430 | |
ProPetro Holding Corp. (a) | 42,084 | 448,195 | |
Proto Labs, Inc. (a) | 15,718 | 1,489,123 | |
RBC Bearings, Inc. (a) | 14,671 | 2,340,465 | |
Rexnord Corp. (a) | 59,764 | 1,564,622 | |
Snap-On, Inc. (b) | 32,604 | 4,847,563 | |
Spartan Motors, Inc. | 17,579 | 221,671 | |
SPX Corp. (a) | 26,359 | 1,000,324 | |
SPX Flow, Inc. (a) | 25,503 | 859,706 | |
Standex International Corp. | 7,375 | 507,031 | |
Stanley Black & Decker, Inc. | 89,015 | 11,826,533 | |
Sun Hydraulics Corp. (b) | 17,843 | 763,502 | |
Tennant Co. (b) | 10,664 | 729,311 | |
Terex Corp. | 35,910 | 891,645 | |
The L.S. Starrett Co. Class A (a) | 1,289 | 7,115 | |
Timken Co. | 41,126 | 1,652,443 | |
Titan International, Inc. | 32,403 | 84,248 | |
Toro Co. | 61,898 | 4,457,275 | |
TriMas Corp. (a) | 26,631 | 782,419 | |
Trinity Industries, Inc. (b) | 76,890 | 1,343,268 | |
Twin Disc, Inc. (a) | 4,429 | 44,777 | |
Wabash National Corp. | 33,160 | 452,302 | |
WABCO Holdings, Inc. (a) | 29,965 | 4,000,627 | |
Wabtec Corp. (b) | 108,220 | 7,489,906 | |
Watts Water Technologies, Inc. Class A | 15,209 | 1,393,601 | |
Welbilt, Inc. (a)(b) | 76,392 | 1,202,410 | |
Woodward, Inc. | 32,738 | 3,530,793 | |
Xylem, Inc. | 105,591 | 8,089,327 | |
295,571,773 | |||
Marine - 0.0% | |||
Eagle Bulk Shipping, Inc. (a) | 45,215 | 207,989 | |
Genco Shipping & Trading Ltd. (a) | 10,651 | 101,824 | |
Kirby Corp. (a) | 30,883 | 2,272,680 | |
Matson, Inc. | 27,212 | 966,842 | |
3,549,335 | |||
Professional Services - 0.5% | |||
Acacia Research Corp. (a) | 22,874 | 59,701 | |
Asgn, Inc. (a) | 31,732 | 1,982,298 | |
Barrett Business Services, Inc. | 4,455 | 388,164 | |
BG Staffing, Inc. | 4,612 | 86,429 | |
CBIZ, Inc. (a) | 32,393 | 723,660 | |
CoStar Group, Inc. (a) | 21,487 | 13,211,712 | |
CRA International, Inc. | 4,631 | 180,100 | |
Equifax, Inc. | 71,402 | 10,451,825 | |
Exponent, Inc. | 30,037 | 2,129,323 | |
Forrester Research, Inc. | 5,824 | 203,083 | |
Franklin Covey Co. (a) | 6,675 | 245,573 | |
FTI Consulting, Inc. (a) | 21,815 | 2,359,074 | |
GP Strategies Corp. (a) | 8,314 | 107,084 | |
Heidrick & Struggles International, Inc. | 11,778 | 312,706 | |
Hill International, Inc. (a) | 15,736 | 46,421 | |
Hudson Global, Inc. (a) | 372 | 4,609 | |
Huron Consulting Group, Inc. (a) | 12,860 | 787,161 | |
ICF International, Inc. | 11,275 | 954,542 | |
IHS Markit Ltd. (a) | 211,815 | 13,897,182 | |
InnerWorkings, Inc. (a) | 24,902 | 105,584 | |
Insperity, Inc. | 22,173 | 2,196,457 | |
Kelly Services, Inc. Class A (non-vtg.) | 18,791 | 454,930 | |
Kforce, Inc. | 14,380 | 467,925 | |
Korn Ferry | 31,254 | 1,221,406 | |
Manpower, Inc. | 34,858 | 2,849,293 | |
Mastech Digital, Inc. (a) | 199 | 1,154 | |
MISTRAS Group, Inc. (a) | 10,334 | 150,876 | |
Navigant Consulting, Inc. | 23,565 | 656,757 | |
Nielsen Holdings PLC | 210,183 | 4,363,399 | |
RCM Technologies, Inc. (a) | 2,641 | 8,847 | |
Resources Connection, Inc. | 16,936 | 280,291 | |
Robert Half International, Inc. | 68,643 | 3,670,341 | |
TransUnion Holding Co., Inc. | 108,460 | 9,072,679 | |
TriNet Group, Inc. (a) | 25,439 | 1,707,720 | |
TrueBlue, Inc. (a) | 22,432 | 435,405 | |
Verisk Analytics, Inc. | 95,792 | 15,474,240 | |
Volt Information Sciences, Inc. (a) | 1,666 | 5,315 | |
Willdan Group, Inc. (a)(b) | 5,822 | 210,465 | |
91,463,731 | |||
Road & Rail - 1.0% | |||
AMERCO | 4,616 | 1,623,078 | |
ArcBest Corp. | 15,943 | 472,072 | |
Avis Budget Group, Inc. (a) | 36,724 | 909,653 | |
Covenant Transport Group, Inc. Class A (a) | 7,040 | 101,235 | |
CSX Corp. | 448,478 | 30,056,996 | |
Daseke, Inc. (a) | 36,284 | 63,860 | |
Genesee & Wyoming, Inc. Class A (a) | 32,813 | 3,638,305 | |
Heartland Express, Inc. | 28,504 | 586,327 | |
Hertz Global Holdings, Inc. (a)(b) | 51,109 | 618,930 | |
J.B. Hunt Transport Services, Inc. | 51,714 | 5,587,181 | |
Kansas City Southern | 59,006 | 7,422,955 | |
Knight-Swift Transportation Holdings, Inc. Class A (b) | 72,654 | 2,480,408 | |
Landstar System, Inc. | 23,571 | 2,628,638 | |
Lyft, Inc. (b) | 18,796 | 920,440 | |
Marten Transport Ltd. | 24,055 | 473,162 | |
Norfolk Southern Corp. | 155,663 | 27,093,145 | |
Old Dominion Freight Lines, Inc. | 38,260 | 6,265,458 | |
P.A.M. Transportation Services, Inc. (a) | 924 | 53,306 | |
Patriot Transportation Holding, Inc. (a) | 341 | 6,223 | |
Roadrunner Transportation Systems, Inc. (a)(b) | 1,915 | 18,422 | |
Ryder System, Inc. | 31,742 | 1,529,012 | |
Saia, Inc. (a) | 15,732 | 1,345,715 | |
Schneider National, Inc. Class B | 18,508 | 359,796 | |
U.S. Xpress Enterprises, Inc. (a) | 10,776 | 45,259 | |
U.S.A. Truck, Inc. (a) | 4,648 | 40,345 | |
Uber Technologies, Inc. (b) | 117,272 | 3,819,549 | |
Union Pacific Corp. | 413,846 | 67,026,498 | |
Universal Logistics Holdings, Inc. | 5,119 | 107,243 | |
Werner Enterprises, Inc. (b) | 27,089 | 885,269 | |
YRC Worldwide, Inc. (a)(b) | 19,405 | 42,303 | |
166,220,783 | |||
Trading Companies & Distributors - 0.3% | |||
AeroCentury Corp. (a) | 183 | 1,164 | |
Air Lease Corp. Class A | 61,933 | 2,572,697 | |
Aircastle Ltd. | 31,435 | 686,855 | |
Applied Industrial Technologies, Inc. | 23,616 | 1,260,858 | |
Beacon Roofing Supply, Inc. (a) | 40,089 | 1,278,037 | |
BlueLinx Corp. (a)(b) | 5,495 | 157,652 | |
BMC Stock Holdings, Inc. (a) | 40,154 | 1,021,116 | |
CAI International, Inc. (a) | 10,505 | 222,496 | |
DXP Enterprises, Inc. (a) | 9,412 | 305,419 | |
EVI Industries, Inc. (b) | 2,771 | 82,604 | |
Fastenal Co. | 334,452 | 10,240,920 | |
GATX Corp. (b) | 21,684 | 1,609,386 | |
General Finance Corp. (a) | 9,588 | 79,293 | |
H&E Equipment Services, Inc. | 19,080 | 463,453 | |
HD Supply Holdings, Inc. (a) | 99,950 | 3,889,055 | |
Herc Holdings, Inc. (a) | 14,195 | 585,970 | |
Houston Wire & Cable Co. (a) | 4,796 | 21,678 | |
Huttig Building Products, Inc. (a)(b) | 6,086 | 13,694 | |
India Globalization Capital, Inc. (a)(b) | 22,523 | 23,199 | |
Kaman Corp. | 16,741 | 977,507 | |
Lawson Products, Inc. (a) | 4,034 | 147,039 | |
MRC Global, Inc. (a) | 49,282 | 619,475 | |
MSC Industrial Direct Co., Inc. Class A | 24,889 | 1,682,994 | |
Now, Inc. (a)(b) | 63,822 | 758,844 | |
Rush Enterprises, Inc. Class A | 19,597 | 707,648 | |
SiteOne Landscape Supply, Inc. (a)(b) | 23,597 | 1,845,285 | |
Systemax, Inc. | 9,105 | 182,737 | |
Titan Machinery, Inc. (a) | 10,406 | 156,714 | |
Transcat, Inc. (a) | 3,445 | 80,027 | |
Triton International Ltd. | 34,452 | 1,107,632 | |
United Rentals, Inc. (a) | 46,029 | 5,181,024 | |
Univar, Inc. (a) | 77,260 | 1,494,981 | |
Veritiv Corp. (a) | 7,314 | 121,120 | |
W.W. Grainger, Inc. | 26,170 | 7,161,421 | |
Watsco, Inc. | 18,342 | 2,999,834 | |
WESCO International, Inc. (a) | 20,432 | 921,075 | |
Willis Lease Finance Corp. (a) | 1,556 | 96,114 | |
50,757,017 | |||
Transportation Infrastructure - 0.0% | |||
Macquarie Infrastructure Co. LLC (b) | 44,763 | 1,692,937 | |
TOTAL INDUSTRIALS | 1,689,138,586 | ||
INFORMATION TECHNOLOGY - 21.5% | |||
Communications Equipment - 1.0% | |||
Acacia Communications, Inc. (a) | 16,756 | 1,056,466 | |
ADTRAN, Inc. | 30,353 | 311,725 | |
Applied Optoelectronics, Inc. (a)(b) | 9,994 | 88,947 | |
Arista Networks, Inc. (a) | 31,079 | 7,043,123 | |
Aviat Networks, Inc. (a) | 1,479 | 21,061 | |
BK Technologies Corp. | 2,515 | 9,809 | |
Blonder Tongue Laboratories, Inc. (a) | 894 | 599 | |
CalAmp Corp. (a) | 20,755 | 199,248 | |
Calix Networks, Inc. (a) | 29,489 | 177,229 | |
Ciena Corp. (a) | 83,984 | 3,437,465 | |
Cisco Systems, Inc. | 2,503,035 | 117,167,068 | |
Clearfield, Inc. (a) | 5,323 | 56,903 | |
ClearOne, Inc. (a) | 8,989 | 20,135 | |
CommScope Holding Co., Inc. (a) | 109,998 | 1,181,379 | |
Communications Systems, Inc. | 1,149 | 5,205 | |
Comtech Telecommunications Corp. | 15,506 | 414,786 | |
Dasan Zhone Solutions, Inc. (a) | 4,518 | 48,207 | |
Digi International, Inc. (a) | 16,082 | 205,528 | |
EchoStar Holding Corp. Class A (a) | 27,960 | 1,181,310 | |
EMCORE Corp. (a) | 13,449 | 38,330 | |
Extreme Networks, Inc. (a) | 65,395 | 436,839 | |
F5 Networks, Inc. (a) | 35,267 | 4,539,921 | |
Finisar Corp. (a) | 71,543 | 1,617,587 | |
Harmonic, Inc. (a) | 50,722 | 334,258 | |
Infinera Corp. (a)(b) | 95,463 | 508,818 | |
InterDigital, Inc. | 18,560 | 912,595 | |
Juniper Networks, Inc. | 203,770 | 4,719,313 | |
KVH Industries, Inc. (a) | 17,538 | 163,103 | |
Lantronix, Inc. (a) | 3,888 | 12,753 | |
Lumentum Holdings, Inc. (a) | 45,249 | 2,523,084 | |
Motorola Solutions, Inc. | 96,445 | 17,447,865 | |
NETGEAR, Inc. (a) | 18,928 | 657,180 | |
NetScout Systems, Inc. (a) | 40,585 | 898,958 | |
Network-1 Security Solutions, Inc. | 5,725 | 13,969 | |
Optical Cable Corp. (a) | 150 | 554 | |
PC-Tel, Inc. | 22,409 | 152,829 | |
Plantronics, Inc. | 18,870 | 586,291 | |
Resonant, Inc. (a)(b) | 14,139 | 47,083 | |
Sonus Networks, Inc. (a) | 28,962 | 149,734 | |
Tessco Technologies, Inc. | 3,988 | 58,943 | |
Ubiquiti, Inc. (b) | 11,038 | 1,219,809 | |
ViaSat, Inc. (a) | 32,763 | 2,599,089 | |
Viavi Solutions, Inc. (a) | 132,567 | 1,841,356 | |
Westell Technologies, Inc. Class A (a) | 5,063 | 6,987 | |
174,113,441 | |||
Electronic Equipment & Components - 0.8% | |||
ADT, Inc. (b) | 73,820 | 351,383 | |
Akoustis Technologies, Inc. (a)(b) | 15,048 | 110,151 | |
Amphenol Corp. Class A | 175,012 | 15,320,550 | |
Anixter International, Inc. (a) | 16,814 | 1,008,336 | |
Applied DNA Sciences, Inc. (a) | 5,056 | 1,542 | |
Arlo Technologies, Inc. | 44,718 | 140,415 | |
Arrow Electronics, Inc. (a) | 49,744 | 3,442,285 | |
Avnet, Inc. | 62,029 | 2,598,395 | |
AVX Corp. (b) | 31,457 | 426,242 | |
Badger Meter, Inc. (b) | 17,404 | 897,698 | |
Bel Fuse, Inc. Class B (non-vtg.) | 6,845 | 75,295 | |
Belden, Inc. | 22,859 | 1,042,599 | |
Benchmark Electronics, Inc. | 24,033 | 636,394 | |
Cardtronics PLC (a)(b) | 22,597 | 669,323 | |
Casa Systems, Inc. (a) | 18,000 | 103,680 | |
CDW Corp. | 85,299 | 9,852,035 | |
ClearSign Combustion Corp. (a)(b) | 10,087 | 13,617 | |
Coda Octopus Group, Inc. (a) | 2,220 | 19,714 | |
Cognex Corp. | 101,438 | 4,572,825 | |
Coherent, Inc. (a)(b) | 14,519 | 2,104,674 | |
Corning, Inc. | 458,945 | 12,781,618 | |
CTS Corp. | 20,582 | 587,204 | |
CUI Global, Inc. (a)(b) | 7,093 | 3,809 | |
Daktronics, Inc. | 21,195 | 153,240 | |
Dell Technologies, Inc. (a) | 86,934 | 4,479,709 | |
Digital Ally, Inc. (a)(b) | 3,962 | 4,794 | |
Dolby Laboratories, Inc. Class A | 37,786 | 2,326,106 | |
DPW Holdings, Inc. (a) | 12 | 37 | |
eMagin Corp. (a)(b) | 1,355 | 556 | |
ePlus, Inc. (a) | 8,400 | 686,448 | |
Fabrinet (a) | 21,792 | 1,100,278 | |
FARO Technologies, Inc. (a) | 9,930 | 488,953 | |
Fitbit, Inc. (a)(b) | 121,690 | 376,022 | |
FLIR Systems, Inc. | 79,078 | 3,896,173 | |
Frequency Electronics, Inc. (a) | 680 | 7,364 | |
I. D. Systems Inc. (a) | 18,697 | 101,151 | |
Identiv, Inc. (a) | 3,630 | 17,606 | |
IEC Electronics Corp. (a) | 2,895 | 19,078 | |
II-VI, Inc. (a)(b) | 34,783 | 1,304,710 | |
Insight Enterprises, Inc. (a) | 21,140 | 1,015,988 | |
Intellicheck, Inc. (a) | 145 | 703 | |
IPG Photonics Corp. (a) | 20,854 | 2,580,265 | |
Iteris, Inc. (a) | 15,147 | 82,400 | |
Itron, Inc. (a) | 20,827 | 1,446,435 | |
Jabil, Inc. | 82,307 | 2,371,265 | |
KEMET Corp. (b) | 34,344 | 575,262 | |
KEY Tronic Corp. (a) | 1,728 | 8,813 | |
Keysight Technologies, Inc. (a) | 110,751 | 10,727,342 | |
Kimball Electronics, Inc. (a) | 14,179 | 187,305 | |
Knowles Corp. (a) | 52,276 | 1,060,157 | |
LightPath Technologies, Inc. Class A (a) | 100 | 78 | |
Littelfuse, Inc. (b) | 14,553 | 2,271,287 | |
LRAD Corp. (a) | 15,083 | 55,505 | |
Luna Innovations, Inc. (a) | 12,893 | 82,128 | |
Methode Electronics, Inc. Class A | 21,883 | 694,566 | |
MicroVision, Inc. (a)(b) | 56,206 | 34,106 | |
MTS Systems Corp. | 10,249 | 582,861 | |
Napco Security Technolgies, Inc. (a) | 7,319 | 252,359 | |
National Instruments Corp. | 65,729 | 2,760,618 | |
Neonode, Inc. (a)(b) | 885 | 2,213 | |
Novanta, Inc. (a) | 19,826 | 1,486,950 | |
OSI Systems, Inc. (a) | 9,817 | 1,030,883 | |
Par Technology Corp. (a)(b) | 6,566 | 151,872 | |
PC Connection, Inc. | 7,033 | 247,773 | |
PC Mall, Inc. (a) | 4,900 | 171,500 | |
Perceptron, Inc. (a) | 3,506 | 16,233 | |
Plexus Corp. (a) | 17,174 | 982,525 | |
Research Frontiers, Inc. (a)(b) | 14,475 | 65,138 | |
RF Industries Ltd. | 2,879 | 21,736 | |
Richardson Electronics Ltd. | 6,320 | 37,288 | |
Rogers Corp. (a) | 11,219 | 1,485,620 | |
Sanmina Corp. (a) | 40,677 | 1,175,565 | |
ScanSource, Inc. (a) | 15,312 | 432,717 | |
SYNNEX Corp. | 23,970 | 2,008,926 | |
TE Connectivity Ltd. | 196,454 | 17,920,534 | |
Tech Data Corp. (a) | 21,719 | 2,014,003 | |
Trimble, Inc. (a) | 148,519 | 5,572,433 | |
TTM Technologies, Inc. (a)(b) | 56,454 | 601,800 | |
Vishay Intertechnology, Inc. | 81,215 | 1,285,633 | |
Vishay Precision Group, Inc. (a) | 6,661 | 208,156 | |
Wayside Technology Group, Inc. | 328 | 4,497 | |
Wireless Telecom Group, Inc. (a) | 2,986 | 4,121 | |
Wrap Technologies, Inc. (a)(b) | 5,744 | 23,838 | |
Zebra Technologies Corp. Class A (a) | 31,419 | 6,441,838 | |
141,905,244 | |||
IT Services - 5.4% | |||
3PEA International, Inc. (a)(b) | 19,961 | 265,282 | |
Accenture PLC Class A | 373,106 | 73,938,416 | |
Akamai Technologies, Inc. (a) | 95,476 | 8,509,776 | |
Alliance Data Systems Corp. | 23,258 | 2,859,571 | |
Automatic Data Processing, Inc. | 253,944 | 43,129,849 | |
Booz Allen Hamilton Holding Corp. Class A | 82,099 | 6,199,295 | |
Brightcove, Inc. (a) | 22,610 | 278,781 | |
Broadridge Financial Solutions, Inc. | 67,674 | 8,759,723 | |
CACI International, Inc. Class A (a) | 14,314 | 3,181,859 | |
Carbonite, Inc. (a) | 19,566 | 235,770 | |
Cass Information Systems, Inc. | 7,711 | 390,177 | |
Cognizant Technology Solutions Corp. Class A | 333,394 | 20,467,058 | |
Computer Task Group, Inc. (a) | 3,104 | 15,706 | |
Conduent, Inc. (a) | 106,256 | 691,727 | |
CoreLogic, Inc. (a) | 48,130 | 2,329,492 | |
CSG Systems International, Inc. | 19,559 | 1,053,839 | |
CSP, Inc. | 985 | 13,445 | |
DXC Technology Co. | 156,216 | 5,189,496 | |
Elastic NV (b) | 4,203 | 369,402 | |
Endurance International Group Holdings, Inc. (a) | 46,261 | 233,155 | |
EPAM Systems, Inc. (a) | 30,610 | 5,856,611 | |
Euronet Worldwide, Inc. (a) | 30,719 | 4,704,308 | |
EVERTEC, Inc. | 35,453�� | 1,235,892 | |
EVO Payments, Inc. Class A (a) | 18,532 | 550,030 | |
Exela Technologies, Inc. (a) | 21,748 | 25,010 | |
ExlService Holdings, Inc. (a) | 20,607 | 1,395,094 | |
Fastly, Inc. Class A (b) | 8,316 | 262,786 | |
Fidelity National Information Services, Inc. | 357,854 | 48,746,872 | |
Fiserv, Inc. (a) | 332,783 | 35,587,814 | |
FleetCor Technologies, Inc. (a) | 50,575 | 15,091,580 | |
Gartner, Inc. (a) | 52,733 | 7,048,820 | |
Genpact Ltd. | 89,041 | 3,647,119 | |
Global Payments, Inc. | 92,269 | 15,314,809 | |
GoDaddy, Inc. (a) | 102,393 | 6,485,573 | |
GreenSky, Inc. Class A (a)(b) | 27,922 | 189,870 | |
GTT Communications, Inc. (a)(b) | 19,334 | 183,866 | |
Hackett Group, Inc. | 16,292 | 262,790 | |
i3 Verticals, Inc. Class A (a) | 8,516 | 192,632 | |
IBM Corp. | 518,784 | 70,310,796 | |
Information Services Group, Inc. (a) | 4,798 | 12,763 | |
Innodata, Inc. (a) | 3,735 | 4,781 | |
Internap Network Services Corp. (a)(b) | 10,339 | 22,746 | |
Jack Henry & Associates, Inc. | 45,867 | 6,648,880 | |
KBR, Inc. | 84,303 | 2,151,413 | |
Leidos Holdings, Inc. | 84,433 | 7,376,067 | |
Limelight Networks, Inc. (a) | 67,753 | 164,640 | |
Liveramp Holdings, Inc. (a) | 41,817 | 1,771,368 | |
ManTech International Corp. Class A | 15,975 | 1,122,723 | |
Marathon Patent Group, Inc. (a) | 147 | 245 | |
MasterCard, Inc. Class A | 525,662 | 147,905,517 | |
Maximus, Inc. | 37,590 | 2,892,175 | |
ModusLink Global Solutions, Inc. (a) | 8,272 | 14,476 | |
MoneyGram International, Inc. (a)(b) | 17,843 | 76,368 | |
MongoDB, Inc. Class A (a)(b) | 18,792 | 2,862,210 | |
NIC, Inc. | 41,398 | 861,906 | |
Okta, Inc. (a) | 61,370 | 7,763,305 | |
Paychex, Inc. | 186,953 | 15,274,060 | |
PayPal Holdings, Inc. (a) | 686,934 | 74,910,153 | |
Perficient, Inc. (a) | 20,549 | 757,025 | |
Perspecta, Inc. | 83,399 | 2,164,204 | |
PFSweb, Inc. (a) | 6,951 | 14,806 | |
Presidio, Inc. | 30,710 | 491,974 | |
PRG-Schultz International, Inc. (a) | 9,748 | 52,542 | |
Sabre Corp. | 161,530 | 3,818,569 | |
Science Applications International Corp. | 30,249 | 2,662,214 | |
ServiceSource International, Inc. (a) | 31,016 | 28,535 | |
Square, Inc. (a) | 187,095 | 11,569,955 | |
StarTek, Inc. (a) | 8,369 | 52,139 | |
Switch, Inc. Class A (b) | 32,874 | 539,134 | |
Sykes Enterprises, Inc. (a) | 22,962 | 665,898 | |
The Western Union Co. | 248,994 | 5,507,747 | |
Total System Services, Inc. | 95,770 | 12,854,249 | |
Ttec Holdings, Inc. | 8,837 | 414,544 | |
Twilio, Inc. Class A (a)(b) | 68,991 | 9,001,256 | |
U.S.A. Technologies, Inc. (a)(b) | 34,440 | 283,441 | |
Unisys Corp. (a) | 29,214 | 191,060 | |
VeriSign, Inc. (a) | 61,534 | 12,543,706 | |
Verra Mobility Corp. (a)(b) | 68,558 | 954,327 | |
Virtusa Corp. (a) | 16,040 | 579,686 | |
Visa, Inc. Class A | 1,017,631 | 184,008,037 | |
WEX, Inc. (a) | 25,709 | 5,258,776 | |
WidePoint Corp. (a) | 19,101 | 6,638 | |
921,460,349 | |||
Semiconductors & Semiconductor Equipment - 3.7% | |||
ACM Research, Inc. (a) | 4,256 | 60,861 | |
Adesto Technologies Corp. (a) | 12,125 | 123,675 | |
Advanced Energy Industries, Inc. (a) | 22,619 | 1,168,045 | |
Advanced Micro Devices, Inc. (a) | 519,933 | 16,351,893 | |
AEHR Test Systems (a) | 5,046 | 6,762 | |
Alpha & Omega Semiconductor Ltd. (a) | 10,632 | 125,245 | |
Amkor Technology, Inc. (a) | 83,145 | 727,519 | |
Amtech Systems, Inc. (a) | 3,657 | 18,541 | |
Analog Devices, Inc. | 216,980 | 23,830,913 | |
Applied Materials, Inc. | 545,700 | 26,204,514 | |
Aquantia Corp. (a) | 13,785 | 181,686 | |
Atomera, Inc. (a) | 4,973 | 20,290 | |
Axcelis Technologies, Inc. (a) | 19,090 | 292,268 | |
AXT, Inc. (a) | 18,239 | 61,830 | |
Broadcom, Inc. | 231,609 | 65,461,968 | |
Brooks Automation, Inc. | 42,407 | 1,413,425 | |
Cabot Microelectronics Corp. | 17,009 | 2,120,172 | |
Ceva, Inc. (a) | 13,145 | 412,884 | |
Cirrus Logic, Inc. (a) | 33,865 | 1,816,519 | |
Cohu, Inc. | 24,835 | 296,033 | |
Cree, Inc. (a)(b) | 61,870 | 2,656,079 | |
CVD Equipment Corp. (a) | 6,477 | 23,965 | |
CyberOptics Corp. (a) | 3,018 | 41,286 | |
Cypress Semiconductor Corp. | 213,598 | 4,914,890 | |
Diodes, Inc. (a)(b) | 24,466 | 894,232 | |
DSP Group, Inc. (a) | 15,792 | 218,561 | |
Enphase Energy, Inc. (a) | 45,515 | 1,350,430 | |
Entegris, Inc. | 78,726 | 3,371,835 | |
First Solar, Inc. (a) | 45,912 | 2,849,758 | |
FormFactor, Inc. (a) | 44,469 | 759,975 | |
GSI Technology, Inc. (a) | 7,502 | 63,017 | |
Ichor Holdings Ltd. (a) | 13,651 | 290,220 | |
Impinj, Inc. (a) | 9,067 | 329,857 | |
Inphi Corp. (a) | 26,406 | 1,615,783 | |
Intel Corp. | 2,621,329 | 124,277,208 | |
Intermolecular, Inc. (a) | 1,859 | 2,203 | |
Intest Corp. (a) | 1,040 | 4,368 | |
KLA-Tencor Corp. | 94,785 | 14,018,702 | |
Kopin Corp. (a)(b) | 30,186 | 27,988 | |
Kulicke & Soffa Industries, Inc. | 37,225 | 775,397 | |
Lam Research Corp. | 87,922 | 18,508,460 | |
Lattice Semiconductor Corp. (a) | 77,053 | 1,517,174 | |
MACOM Technology Solutions Holdings, Inc. (a)(b) | 26,164 | 513,861 | |
Marvell Technology Group Ltd. | 342,868 | 8,218,546 | |
Maxim Integrated Products, Inc. | 160,115 | 8,732,672 | |
MaxLinear, Inc. Class A (a)(b) | 37,082 | 734,965 | |
Microchip Technology, Inc. (b) | 139,911 | 12,078,517 | |
Micron Technology, Inc. (a) | 646,255 | 29,255,964 | |
MKS Instruments, Inc. | 31,864 | 2,494,633 | |
Monolithic Power Systems, Inc. | 23,554 | 3,546,290 | |
MoSys, Inc. (a) | 80 | 213 | |
Nanometrics, Inc. (a) | 14,481 | 395,186 | |
NeoPhotonics Corp. (a) | 20,099 | 125,820 | |
NVE Corp. | 2,625 | 168,525 | |
NVIDIA Corp. | 356,180 | 59,663,712 | |
ON Semiconductor Corp. (a) | 243,871 | 4,340,904 | |
PDF Solutions, Inc. (a) | 16,796 | 196,681 | |
Photronics, Inc. (a) | 41,766 | 451,073 | |
Pixelworks, Inc. (a) | 18,042 | 56,832 | |
Power Integrations, Inc. | 18,198 | 1,619,986 | |
Qorvo, Inc. (a) | 69,459 | 4,961,456 | |
Qualcomm, Inc. | 711,608 | 55,341,754 | |
QuickLogic Corp. (a)(b) | 37,909 | 14,500 | |
Rambus, Inc. (a) | 65,888 | 826,236 | |
Rubicon Technology, Inc. (a) | 667 | 6,103 | |
Rudolph Technologies, Inc. (a) | 18,572 | 408,398 | |
Semtech Corp. (a) | 38,160 | 1,601,575 | |
Silicon Laboratories, Inc. (a) | 26,148 | 2,850,132 | |
Skyworks Solutions, Inc. | 100,771 | 7,585,033 | |
SMART Global Holdings, Inc. (a) | 7,479 | 212,478 | |
SolarEdge Technologies, Inc. (a)(b) | 25,748 | 2,109,276 | |
SunPower Corp. (a) | 35,984 | 450,520 | |
Synaptics, Inc. (a) | 19,454 | 622,917 | |
Teradyne, Inc. | 100,950 | 5,347,322 | |
Texas Instruments, Inc. | 548,972 | 67,935,285 | |
Ultra Clean Holdings, Inc. (a) | 24,820 | 296,351 | |
Universal Display Corp. (b) | 24,704 | 5,075,931 | |
Veeco Instruments, Inc. (a) | 28,771 | 266,419 | |
Versum Materials, Inc. | 63,093 | 3,280,836 | |
Xilinx, Inc. | 149,040 | 15,509,102 | |
Xperi Corp. | 28,506 | 522,230 | |
627,024,665 | |||
Software - 7.1% | |||
2U, Inc. (a)(b) | 33,515 | 599,248 | |
8x8, Inc. (a)(b) | 55,716 | 1,354,456 | |
A10 Networks, Inc. (a) | 29,015 | 201,364 | |
ACI Worldwide, Inc. (a) | 66,001 | 1,965,510 | |
Adobe, Inc. (a) | 284,860 | 81,045,519 | |
Agilysys, Inc. (a) | 10,169 | 277,105 | |
Alarm.com Holdings, Inc. (a) | 20,400 | 971,040 | |
Altair Engineering, Inc. Class A (a)(b) | 16,268 | 558,968 | |
Alteryx, Inc. Class A (a) | 27,487 | 3,915,523 | |
American Software, Inc. Class A | 14,706 | 231,767 | |
Anaplan, Inc. | 10,088 | 548,081 | |
ANSYS, Inc. (a) | 48,921 | 10,105,122 | |
AppFolio, Inc. (a)(b) | 7,370 | 727,935 | |
Appian Corp. Class A (a)(b) | 18,041 | 1,072,898 | |
Aspen Technology, Inc. (a) | 41,113 | 5,476,252 | |
Asure Software, Inc. (a)(b) | 5,804 | 37,378 | |
AudioEye, Inc. (a)(b) | 1,627 | 6,589 | |
Autodesk, Inc. (a) | 129,078 | 18,434,920 | |
Avalara, Inc. (a) | 25,960 | 2,189,466 | |
Avaya Holdings Corp. (a)(b) | 61,775 | 872,263 | |
Benefitfocus, Inc. (a)(b) | 14,729 | 384,721 | |
Black Knight, Inc. (a) | 83,435 | 5,193,829 | |
Blackbaud, Inc. (b) | 29,541 | 2,687,345 | |
BlackLine, Inc. (a) | 27,916 | 1,421,762 | |
Bottomline Technologies, Inc. (a) | 22,662 | 934,581 | |
Box, Inc. Class A (a)(b) | 81,115 | 1,186,712 | |
BroadVision, Inc. (a) | 131 | 182 | |
BSQUARE Corp. (a) | 2,981 | 3,875 | |
Cadence Design Systems, Inc. (a) | 165,160 | 11,310,157 | |
Carbon Black, Inc. (a) | 26,497 | 691,572 | |
Cardlytics, Inc. (a) | 9,175 | 344,705 | |
CDK Global, Inc. | 71,462 | 3,084,300 | |
Ceridian HCM Holding, Inc. (a)(b) | 46,339 | 2,677,004 | |
ChannelAdvisor Corp. (a) | 16,468 | 141,625 | |
Cision Ltd. (a) | 46,583 | 322,354 | |
Citrix Systems, Inc. | 72,847 | 6,773,314 | |
Cloudera, Inc. (a)(b) | 129,957 | 927,893 | |
CommVault Systems, Inc. (a) | 21,595 | 936,575 | |
Cornerstone OnDemand, Inc. (a) | 31,275 | 1,631,617 | |
Coupa Software, Inc. (a)(b) | 32,415 | 4,503,416 | |
Digimarc Corp. (a)(b) | 6,814 | 269,426 | |
Digital Turbine, Inc. (a) | 37,943 | 288,746 | |
DocuSign, Inc. (a) | 13,109 | 612,059 | |
Domo, Inc. Class B (a)(b) | 5,971 | 148,260 | |
Dropbox, Inc. Class A (a) | 111,443 | 1,994,830 | |
Ebix, Inc. (b) | 13,073 | 463,046 | |
eGain Communications Corp. (a) | 9,804 | 70,393 | |
Envestnet, Inc. (a) | 28,841 | 1,649,994 | |
Everbridge, Inc. (a) | 16,662 | 1,436,264 | |
Evolving Systems, Inc. (a) | 1,326 | 1,061 | |
Fair Isaac Corp. (a) | 17,112 | 6,035,745 | |
Finjan Holdings, Inc. (a)(b) | 5,510 | 9,643 | |
FireEye, Inc. (a) | 113,285 | 1,521,418 | |
Five9, Inc. (a) | 35,681 | 2,255,396 | |
Forescout Technologies, Inc. (a) | 20,411 | 731,326 | |
Fortinet, Inc. (a) | 84,556 | 6,695,144 | |
Globalscape, Inc. | 11,187 | 134,356 | |
GSE Systems, Inc. (a) | 103 | 184 | |
Guidewire Software, Inc. (a) | 48,632 | 4,677,426 | |
HubSpot, Inc. (a) | 23,319 | 4,656,338 | |
HyreCar, Inc. (a)(b) | 2,911 | 8,529 | |
Innovate Biopharmaceuticals, Inc. (a)(b) | 7,013 | 6,031 | |
Inseego Corp. (a)(b) | 35,957 | 159,649 | |
Instructure, Inc. (a)(b) | 19,077 | 789,025 | |
Intelligent Systems Corp. (a)(b) | 3,218 | 170,200 | |
Intuit, Inc. | 151,199 | 43,599,744 | |
Inuvo, Inc. (a) | 2,570 | 619 | |
j2 Global, Inc. (b) | 28,283 | 2,392,742 | |
LivePerson, Inc. (a)(b) | 35,413 | 1,407,313 | |
LogMeIn, Inc. | 27,583 | 1,843,648 | |
Manhattan Associates, Inc. (a) | 38,025 | 3,142,006 | |
Marin Software, Inc. (a) | 380 | 942 | |
Microsoft Corp. | 4,485,913 | 618,427,941 | |
MicroStrategy, Inc. Class A (a) | 5,092 | 729,633 | |
Mitek Systems, Inc. (a) | 21,523 | 218,243 | |
MobileIron, Inc. (a) | 41,523 | 286,509 | |
Model N, Inc. (a) | 17,230 | 493,295 | |
Monotype Imaging Holdings, Inc. | 26,303 | 519,484 | |
NetSol Technologies, Inc. (a) | 4,446 | 22,363 | |
New Relic, Inc. (a) | 26,320 | 1,509,189 | |
Nuance Communications, Inc. (a) | 171,944 | 2,890,379 | |
Nutanix, Inc. Class A (a) | 86,206 | 2,088,771 | |
NXT-ID, Inc. (a) | 8,872 | 3,652 | |
Onespan, Inc. (a) | 18,693 | 252,356 | |
Oracle Corp. | 1,419,342 | 73,890,945 | |
Pagerduty, Inc. (b) | 6,139 | 241,079 | |
Palo Alto Networks, Inc. (a) | 56,394 | 11,482,946 | |
Parametric Technology Corp. (a) | 61,443 | 4,022,673 | |
Park City Group, Inc. (a)(b) | 5,250 | 32,025 | |
Paycom Software, Inc. (a) | 28,645 | 7,164,687 | |
Paylocity Holding Corp. (a) | 18,630 | 2,034,769 | |
Pegasystems, Inc. | 22,771 | 1,597,386 | |
Pivotal Software, Inc. (a) | 44,509 | 663,629 | |
Pluralsight, Inc. (a) | 32,284 | 519,772 | |
Progress Software Corp. | 27,617 | 1,043,370 | |
Proofpoint, Inc. (a) | 32,009 | 3,636,542 | |
PROS Holdings, Inc. (a) | 21,672 | 1,539,145 | |
Q2 Holdings, Inc. (a) | 28,211 | 2,537,579 | |
QAD, Inc.: | |||
Class A | 6,156 | 249,441 | |
Class B | 1,146 | 33,692 | |
Qualys, Inc. (a) | 19,794 | 1,575,998 | |
Qumu Corp. (a) | 1,604 | 5,069 | |
Rapid7, Inc. (a) | 24,387 | 1,309,338 | |
RealNetworks, Inc. (a) | 7,643 | 12,305 | |
RealPage, Inc. (a)(b) | 43,829 | 2,790,592 | |
Red Violet, Inc. (a) | 2,633 | 35,677 | |
RingCentral, Inc. (a)(b) | 41,176 | 5,811,169 | |
Riot Blockchain, Inc. (a)(b) | 6,551 | 12,054 | |
RumbleON, Inc. Class B (a)(b) | 5,692 | 20,548 | |
SailPoint Technologies Holding, Inc. (a) | 38,339 | 863,778 | |
Salesforce.com, Inc. (a) | 499,032 | 77,883,924 | |
Sciplay Corp. (A Shares) | 15,088 | 143,487 | |
SeaChange International, Inc. (a) | 9,827 | 22,799 | |
SecureWorks Corp. (a)(b) | 7,027 | 84,816 | |
ServiceNow, Inc. (a) | 108,390 | 28,380,838 | |
SharpSpring, Inc. (a)(b) | 3,854 | 44,706 | |
ShotSpotter, Inc. (a) | 4,489 | 122,235 | |
SITO Mobile Ltd. (a)(b) | 4,793 | 3,834 | |
Smartsheet, Inc. (a) | 51,089 | 2,482,925 | |
Smith Micro Software, Inc. (a) | 13,658 | 84,406 | |
Splunk, Inc. (a) | 87,544 | 9,789,170 | |
SPS Commerce, Inc. (a) | 20,816 | 1,052,041 | |
SS&C Technologies Holdings, Inc. | 127,135 | 5,925,762 | |
Support.com, Inc. (a) | 10,454 | 17,040 | |
SurveyMonkey | 10,805 | 180,876 | |
Symantec Corp. | 363,251 | 8,445,586 | |
Synacor, Inc. (a) | 5,341 | 7,798 | |
Synchronoss Technologies, Inc. (a)(b) | 27,013 | 215,023 | |
Synopsys, Inc. (a) | 86,340 | 12,243,875 | |
Telaria, Inc. (a) | 15,792 | 157,604 | |
TeleNav, Inc. (a) | 21,770 | 246,436 | |
Tenable Holdings, Inc. (a) | 7,372 | 168,082 | |
Teradata Corp. (a)(b) | 69,939 | 2,159,017 | |
The Trade Desk, Inc. (a) | 22,025 | 5,413,084 | |
TiVo Corp. | 74,435 | 560,496 | |
Tyler Technologies, Inc. (a) | 22,753 | 5,837,055 | |
Upland Software, Inc. (a) | 13,048 | 495,824 | |
Upwork, Inc. (b) | 36,386 | 526,142 | |
Varonis Systems, Inc. (a) | 17,603 | 1,202,637 | |
Verint Systems, Inc. (a) | 37,790 | 2,013,829 | |
Veritone, Inc. (a)(b) | 5,395 | 24,493 | |
VirnetX Holding Corp. (a)(b) | 35,178 | 185,036 | |
VMware, Inc. Class A | 44,783 | 6,334,108 | |
Workday, Inc. Class A (a) | 95,273 | 16,889,997 | |
Workiva, Inc. (a) | 20,995 | 1,010,069 | |
Yext, Inc. (a) | 49,592 | 782,066 | |
Zendesk, Inc. (a) | 64,331 | 5,159,346 | |
Zix Corp. (a) | 33,657 | 247,379 | |
Zoom Video Communications, Inc. Class A (b) | 14,103 | 1,292,822 | |
Zscaler, Inc. (a) | 8,062 | 554,182 | |
Zuora, Inc. (a)(b) | 8,593 | 129,325 | |
1,212,008,639 | |||
Technology Hardware, Storage & Peripherals - 3.5% | |||
3D Systems Corp. (a)(b) | 65,354 | 457,478 | |
Apple, Inc. | 2,558,983 | 534,162,111 | |
Astro-Med, Inc. | 3,483 | 57,226 | |
Avid Technology, Inc. (a) | 19,238 | 143,515 | |
CPI Card Group (a) | 1,188 | 3,421 | |
Cray, Inc. (a) | 25,175 | 879,363 | |
Diebold Nixdorf, Inc. (a) | 46,301 | 519,034 | |
Eastman Kodak Co. (a)(b) | 19,084 | 45,992 | |
Everspin Technologies, Inc. (a) | 4,414 | 29,839 | |
Hewlett Packard Enterprise Co. | 791,407 | 10,937,245 | |
HP, Inc. | 883,931 | 16,167,098 | |
Immersion Corp. (a) | 18,745 | 153,896 | |
Intevac, Inc. (a) | 7,756 | 37,772 | |
NCR Corp. (a) | 72,420 | 2,281,954 | |
NetApp, Inc. | 144,355 | 6,937,701 | |
Pure Storage, Inc. Class A (a) | 102,192 | 1,663,686 | |
Seagate Technology LLC | 145,747 | 7,317,957 | |
Sonim Technologies, Inc. | 3,914 | 28,416 | |
Transact Technologies, Inc. | 909 | 10,781 | |
Western Digital Corp. | 172,563 | 9,882,683 | |
Xerox Holdings Corp. | 114,161 | 3,309,527 | |
595,026,695 | |||
TOTAL INFORMATION TECHNOLOGY | 3,671,539,033 | ||
MATERIALS - 2.8% | |||
Chemicals - 1.8% | |||
Advanced Emissions Solutions, Inc. | 13,935 | 175,860 | |
AdvanSix, Inc. (a) | 17,710 | 395,641 | |
AgroFresh Solutions, Inc. (a) | 11,848 | 19,194 | |
Air Products & Chemicals, Inc. | 128,739 | 29,084,715 | |
Albemarle Corp. U.S. (b) | 61,556 | 3,799,852 | |
American Vanguard Corp. | 14,911 | 211,289 | |
Amyris, Inc. (a)(b) | 27,116 | 102,498 | |
Ashland Global Holdings, Inc. | 37,148 | 2,720,720 | |
Axalta Coating Systems Ltd. (a) | 123,085 | 3,554,695 | |
Balchem Corp. | 19,102 | 1,696,067 | |
Cabot Corp. | 35,070 | 1,402,800 | |
Celanese Corp. Class A | 74,093 | 8,399,923 | |
CF Industries Holdings, Inc. | 128,619 | 6,198,150 | |
Chase Corp. | 3,699 | 370,714 | |
Core Molding Technologies, Inc. (a) | 2,894 | 17,364 | |
Dow, Inc. | 440,038 | 18,758,820 | |
DowDuPont, Inc. | 437,711 | 29,733,708 | |
Eastman Chemical Co. | 78,753 | 5,148,084 | |
Ecolab, Inc. | 148,374 | 30,611,040 | |
Element Solutions, Inc. (a) | 146,930 | 1,370,857 | |
Ferro Corp. (a)(b) | 48,676 | 496,008 | |
Flotek Industries, Inc. (a) | 26,287 | 54,940 | |
FMC Corp. | 77,387 | 6,680,820 | |
FutureFuel Corp. | 17,635 | 190,105 | |
H.B. Fuller Co. | 31,247 | 1,331,435 | |
Hawkins, Inc. | 5,500 | 243,925 | |
Huntsman Corp. | 119,930 | 2,389,006 | |
Ingevity Corp. (a) | 24,990 | 1,903,488 | |
Innophos Holdings, Inc. | 12,496 | 351,013 | |
Innospec, Inc. | 14,401 | 1,197,875 | |
International Flavors & Fragrances, Inc. (b) | 58,965 | 6,471,409 | |
Intrepid Potash, Inc. (a) | 61,302 | 182,067 | |
Koppers Holdings, Inc. (a) | 13,405 | 355,367 | |
Kraton Performance Polymers, Inc. (a) | 19,239 | 527,918 | |
Kronos Worldwide, Inc. (b) | 17,899 | 195,994 | |
Linde PLC | 317,741 | 60,024,452 | |
Loop Industries, Inc. (a)(b) | 6,560 | 92,824 | |
LSB Industries, Inc. (a) | 7,649 | 35,721 | |
LyondellBasell Industries NV Class A | 160,870 | 12,448,121 | |
Marrone Bio Innovations, Inc. (a)(b) | 8,836 | 12,105 | |
Minerals Technologies, Inc. | 21,940 | 1,057,508 | |
NewMarket Corp. | 5,074 | 2,408,882 | |
Northern Technologies International Corp. | 7,022 | 77,242 | |
Olin Corp. | 93,610 | 1,589,498 | |
OMNOVA Solutions, Inc. (a) | 28,601 | 287,440 | |
PolyOne Corp. | 43,633 | 1,396,692 | |
PPG Industries, Inc. | 138,059 | 15,295,557 | |
PQ Group Holdings, Inc. (a) | 22,435 | 320,596 | |
Quaker Chemical Corp. | 7,956 | 1,263,890 | |
Rayonier Advanced Materials, Inc. | 27,981 | 98,213 | |
RPM International, Inc. | 78,123 | 5,286,583 | |
Sensient Technologies Corp. | 24,285 | 1,586,296 | |
Sherwin-Williams Co. | 47,438 | 24,987,967 | |
Stepan Co. | 11,728 | 1,118,734 | |
Taronis Technologies, Inc. (a) | 10,725 | 20,378 | |
The Chemours Co. LLC | 93,120 | 1,319,510 | |
The Mosaic Co. | 208,007 | 3,825,249 | |
The Scotts Miracle-Gro Co. Class A | 22,538 | 2,396,240 | |
Trecora Resources (a) | 11,703 | 105,912 | |
Tredegar Corp. | 17,783 | 307,468 | |
Trinseo SA | 25,395 | 891,111 | |
Tronox Holdings PLC (b) | 54,126 | 402,156 | |
Valhi, Inc. (b) | 19,313 | 37,660 | |
Valvoline, Inc. | 108,388 | 2,449,569 | |
Venator Materials PLC (a) | 28,938 | 64,532 | |
W.R. Grace & Co. | 39,211 | 2,654,977 | |
Westlake Chemical Corp. | 20,716 | 1,213,750 | |
311,420,194 | |||
Construction Materials - 0.2% | |||
Concrete Pumping Holdings, Inc. (a) | 25,287 | 111,769 | |
Eagle Materials, Inc. | 25,871 | 2,178,079 | |
Forterra, Inc. (a)(b) | 8,775 | 52,475 | |
Foundation Building Materials, Inc. (a) | 10,209 | 174,880 | |
Martin Marietta Materials, Inc. | 36,806 | 9,340,259 | |
nVent Electric PLC | 94,155 | 1,907,580 | |
Summit Materials, Inc. (a) | 64,781 | 1,359,105 | |
Tecnoglass, Inc. | 9,923 | 71,148 | |
U.S. Concrete, Inc. (a)(b) | 8,877 | 359,696 | |
United States Lime & Minerals, Inc. | 1,071 | 82,649 | |
Vulcan Materials Co. | 77,778 | 10,986,143 | |
26,623,783 | |||
Containers & Packaging - 0.4% | |||
Amcor PLC | 950,480 | 9,333,714 | |
Aptargroup, Inc. | 36,835 | 4,501,974 | |
Avery Dennison Corp. | 49,637 | 5,736,548 | |
Ball Corp. | 196,176 | 15,774,512 | |
Berry Global Group, Inc. (a) | 76,434 | 2,991,627 | |
Crown Holdings, Inc. (a) | 78,892 | 5,194,249 | |
Graphic Packaging Holding Co. | 175,843 | 2,428,392 | |
Greif, Inc.: | |||
Class A | 18,931 | 666,182 | |
Class B | 1,771 | 73,691 | |
International Paper Co. | 233,323 | 9,122,929 | |
Myers Industries, Inc. | 22,430 | 377,497 | |
Owens-Illinois, Inc. | 89,628 | 911,517 | |
Packaging Corp. of America | 55,704 | 5,602,708 | |
Sealed Air Corp. | 90,423 | 3,600,644 | |
Silgan Holdings, Inc. | 45,304 | 1,348,247 | |
Sonoco Products Co. | 58,295 | 3,334,474 | |
UFP Technologies, Inc. (a) | 4,148 | 173,303 | |
WestRock Co. | 150,762 | 5,153,045 | |
76,325,253 | |||
Metals & Mining - 0.4% | |||
AK Steel Holding Corp. (a)(b) | 188,365 | 406,868 | |
Alcoa Corp. (a) | 105,818 | 1,897,317 | |
Allegheny Technologies, Inc. (a)(b) | 72,450 | 1,435,959 | |
Ampco-Pittsburgh Corp. (a) | 2,776 | 9,966 | |
Atkore International Group, Inc. (a) | 27,948 | 810,771 | |
Carpenter Technology Corp. | 27,298 | 1,327,775 | |
Century Aluminum Co. (a) | 29,311 | 161,504 | |
Cleveland-Cliffs, Inc. (b) | 169,464 | 1,345,544 | |
Coeur d'Alene Mines Corp. (a)(b) | 128,109 | 700,756 | |
Commercial Metals Co. | 69,376 | 1,087,122 | |
Compass Minerals International, Inc. (b) | 19,513 | 970,381 | |
Comstock Mining, Inc. (a)(b) | 3,024 | 321 | |
Freeport-McMoRan, Inc. | 847,260 | 7,786,319 | |
Friedman Industries | 533 | 3,385 | |
General Moly, Inc. (a) | 16,131 | 3,049 | |
Gold Resource Corp. | 44,290 | 151,029 | |
Golden Minerals Co. (a) | 18,930 | 5,155 | |
Haynes International, Inc. | 7,057 | 210,793 | |
Hecla Mining Co. | 282,393 | 502,660 | |
Kaiser Aluminum Corp. | 9,412 | 832,303 | |
Livent Corp. | 87,636 | 538,961 | |
Materion Corp. | 11,850 | 697,254 | |
Mayville Engineering Co., Inc. | 5,442 | 71,943 | |
McEwen Mining, Inc. (b) | 164,513 | 333,961 | |
Newmont Goldcorp Corp. | 479,658 | 19,133,558 | |
Nucor Corp. | 179,573 | 8,795,486 | |
Olympic Steel, Inc. | 4,288 | 46,096 | |
Paramount Gold Nevada Corp. (a)(b) | 2,121 | 1,824 | |
Reliance Steel & Aluminum Co. | 38,973 | 3,789,345 | |
Royal Gold, Inc. | 38,439 | 5,126,994 | |
Ryerson Holding Corp. (a) | 9,393 | 64,530 | |
Schnitzer Steel Industries, Inc. Class A | 16,224 | 359,199 | |
Solitario Exploration & Royalty Corp. (a) | 4,829 | 1,400 | |
Steel Dynamics, Inc. | 129,182 | 3,487,914 | |
SunCoke Energy, Inc. | 62,703 | 391,267 | |
Synalloy Corp. | 5,053 | 81,050 | |
TimkenSteel Corp. (a) | 23,977 | 125,160 | |
U.S. Antimony Corp. (a) | 6,654 | 4,425 | |
United States Steel Corp. (b) | 97,339 | 1,077,543 | |
Universal Stainless & Alloy Products, Inc. (a) | 4,453 | 70,046 | |
Warrior Metropolitan Coal, Inc. | 24,775 | 517,798 | |
Worthington Industries, Inc. | 25,414 | 881,866 | |
65,246,597 | |||
Paper & Forest Products - 0.0% | |||
Boise Cascade Co. | 23,703 | 744,274 | |
Clearwater Paper Corp. (a) | 9,549 | 152,975 | |
Domtar Corp. | 36,130 | 1,190,484 | |
Louisiana-Pacific Corp. (b) | 71,940 | 1,729,438 | |
Mercer International, Inc. (SBI) | 26,365 | 317,435 | |
Neenah, Inc. | 10,815 | 689,781 | |
P.H. Glatfelter Co. | 25,686 | 369,365 | |
Resolute Forest Products | 52,397 | 224,259 | |
Schweitzer-Mauduit International, Inc. | 19,649 | 659,027 | |
Verso Corp. (a)(b) | 19,832 | 202,485 | |
6,279,523 | |||
TOTAL MATERIALS | 485,895,350 | ||
REAL ESTATE - 4.3% | |||
Equity Real Estate Investment Trusts (REITs) - 4.1% | |||
Acadia Realty Trust (SBI) | 48,635 | 1,330,167 | |
Agree Realty Corp. | 24,313 | 1,815,938 | |
Alexander & Baldwin, Inc. | 41,944 | 960,098 | |
Alexanders, Inc. | 2,555 | 964,691 | |
Alexandria Real Estate Equities, Inc. | 65,682 | 9,841,791 | |
American Assets Trust, Inc. | 24,285 | 1,137,995 | |
American Campus Communities, Inc. | 81,482 | 3,787,283 | |
American Finance Trust, Inc. (b) | 32,944 | 394,340 | |
American Homes 4 Rent Class A | 152,600 | 3,903,508 | |
American Tower Corp. | 258,879 | 59,591,357 | |
Americold Realty Trust | 112,702 | 4,104,607 | |
Apartment Investment & Management Co. Class A | 85,675 | 4,369,425 | |
Apple Hospitality (REIT), Inc. | 116,925 | 1,862,615 | |
Armada Hoffler Properties, Inc. | 25,099 | 435,217 | |
Ashford Hospitality Trust, Inc. | 49,301 | 138,043 | |
AvalonBay Communities, Inc. | 81,650 | 17,355,524 | |
Bluerock Residential Growth (REIT), Inc. | 17,571 | 217,353 | |
Boston Properties, Inc. | 90,567 | 11,630,614 | |
Braemar Hotels & Resorts, Inc. | 16,975 | 155,661 | |
Brandywine Realty Trust (SBI) | 100,869 | 1,447,470 | |
Brixmor Property Group, Inc. | 176,980 | 3,261,741 | |
BRT Realty Trust | 40,637 | 588,424 | |
Camden Property Trust (SBI) | 56,527 | 6,119,048 | |
CareTrust (REIT), Inc. | 53,640 | 1,276,096 | |
CatchMark Timber Trust, Inc. | 26,842 | 266,004 | |
CBL & Associates Properties, Inc. | 108,282 | 98,537 | |
Cedar Realty Trust, Inc. | 51,576 | 122,235 | |
Chatham Lodging Trust | 27,209 | 451,397 | |
Chesapeake Lodging Trust | 34,136 | 879,002 | |
CIM Commercial Trust Corp. | 1,615 | 32,300 | |
City Office REIT, Inc. | 20,135 | 272,628 | |
Clipper Realty, Inc. | 10,440 | 114,214 | |
Colony Capital, Inc. | 286,182 | 1,287,819 | |
Columbia Property Trust, Inc. | 67,666 | 1,447,376 | |
Community Healthcare Trust, Inc. | 11,142 | 475,095 | |
Condor Hospitality Trust, Inc. | 29 | 320 | |
CorEnergy Infrastructure Trust, Inc. (b) | 6,061 | 273,412 | |
CorePoint Lodging, Inc. | 23,906 | 217,545 | |
CoreSite Realty Corp. | 20,954 | 2,434,436 | |
Corporate Office Properties Trust (SBI) | 63,488 | 1,834,168 | |
Corrections Corp. of America | 71,137 | 1,205,772 | |
Cousins Properties, Inc. | 86,616 | 3,005,575 | |
Crown Castle International Corp. | 243,203 | 35,305,780 | |
CubeSmart | 110,503 | 3,965,953 | |
CyrusOne, Inc. | 66,295 | 4,870,031 | |
DDR Corp. | 84,324 | 1,168,731 | |
DiamondRock Hospitality Co. | 113,457 | 1,074,438 | |
Digital Realty Trust, Inc. | 122,121 | 15,097,819 | |
Douglas Emmett, Inc. | 95,572 | 4,033,138 | |
Duke Realty Corp. | 211,011 | 7,020,336 | |
Easterly Government Properties, Inc. | 45,625 | 937,594 | |
EastGroup Properties, Inc. | 20,758 | 2,584,786 | |
Empire State Realty Trust, Inc. | 78,698 | 1,106,494 | |
EPR Properties | 44,538 | 3,485,099 | |
Equinix, Inc. | 49,139 | 27,335,043 | |
Equity Commonwealth | 70,027 | 2,357,109 | |
Equity Lifestyle Properties, Inc. | 53,057 | 7,147,839 | |
Equity Residential (SBI) | 218,037 | 18,480,816 | |
Essential Properties Realty Trust, Inc. | 41,462 | 941,602 | |
Essex Property Trust, Inc. | 38,575 | 12,392,605 | |
Extra Space Storage, Inc. | 74,378 | 9,068,166 | |
Farmland Partners, Inc. (b) | 23,454 | 141,428 | |
Federal Realty Investment Trust (SBI) | 43,995 | 5,684,594 | |
First Industrial Realty Trust, Inc. | 71,088 | 2,768,878 | |
Four Corners Property Trust, Inc. | 41,397 | 1,179,401 | |
Franklin Street Properties Corp. | 62,632 | 474,124 | |
Front Yard Residential Corp. Class B | 29,791 | 330,382 | |
Gaming & Leisure Properties | 117,492 | 4,596,287 | |
Getty Realty Corp. | 22,297 | 708,153 | |
Gladstone Commercial Corp. | 20,421 | 462,944 | |
Gladstone Land Corp. | 6,278 | 72,260 | |
Global Medical REIT, Inc. | 20,045 | 219,092 | |
Global Net Lease, Inc. | 49,585 | 951,040 | |
Government Properties Income Trust | 27,224 | 738,043 | |
Hannon Armstrong Sustainable Infrastructure Capital, Inc. | 36,004 | 994,791 | |
HCP, Inc. | 278,651 | 9,671,976 | |
Healthcare Realty Trust, Inc. | 73,275 | 2,434,928 | |
Healthcare Trust of America, Inc. | 123,896 | 3,513,691 | |
Hersha Hospitality Trust | 19,002 | 264,128 | |
Highwoods Properties, Inc. (SBI) | 62,182 | 2,686,884 | |
Hospitality Properties Trust (SBI) | 97,032 | 2,342,352 | |
Host Hotels & Resorts, Inc. | 431,252 | 6,917,282 | |
Hudson Pacific Properties, Inc. | 91,641 | 3,115,794 | |
Independence Realty Trust, Inc. | 51,678 | 718,841 | |
Industrial Logistics Properties Trust | 39,429 | 843,386 | |
Investors Real Estate Trust | 7,283 | 504,348 | |
Invitation Homes, Inc. | 244,136 | 7,021,351 | |
Iron Mountain, Inc. | 168,422 | 5,364,241 | |
iStar Financial, Inc. | 38,443 | 492,070 | |
JBG SMITH Properties | 72,186 | 2,761,836 | |
Jernigan Capital, Inc. | 10,149 | 195,977 | |
Kilroy Realty Corp. | 59,381 | 4,623,405 | |
Kimco Realty Corp. | 253,124 | 4,652,419 | |
Kite Realty Group Trust | 52,308 | 747,481 | |
Lamar Advertising Co. Class A | 50,268 | 3,853,042 | |
Lexington Corporate Properties Trust | 121,940 | 1,266,957 | |
Liberty Property Trust (SBI) | 87,191 | 4,544,395 | |
Life Storage, Inc. | 26,522 | 2,810,271 | |
LTC Properties, Inc. | 21,044 | 1,026,947 | |
Mack-Cali Realty Corp. | 52,171 | 1,062,723 | |
Medical Properties Trust, Inc. | 257,233 | 4,781,961 | |
Mid-America Apartment Communities, Inc. | 67,583 | 8,561,414 | |
Monmouth Real Estate Investment Corp. Class A | 55,353 | 726,231 | |
National Health Investors, Inc. | 24,884 | 2,064,377 | |
National Retail Properties, Inc. | 95,356 | 5,354,239 | |
National Storage Affiliates Trust | 33,699 | 1,127,569 | |
New Senior Investment Group, Inc. | 53,629 | 335,181 | |
NexPoint Residential Trust, Inc. | 12,538 | 581,763 | |
NorthStar Realty Europe Corp. | 29,515 | 499,689 | |
Omega Healthcare Investors, Inc. | 128,326 | 5,220,302 | |
One Liberty Properties, Inc. | 11,468 | 307,113 | |
Outfront Media, Inc. | 83,338 | 2,290,128 | |
Paramount Group, Inc. | 116,806 | 1,539,503 | |
Park Hotels & Resorts, Inc. | 114,036 | 2,685,548 | |
Pebblebrook Hotel Trust | 74,322 | 2,004,464 | |
Pennsylvania Real Estate Investment Trust (SBI) (b) | 36,648 | 188,371 | |
Physicians Realty Trust | 113,833 | 1,971,588 | |
Piedmont Office Realty Trust, Inc. Class A | 72,866 | 1,438,375 | |
Plymouth Industrial REIT, Inc. | 6,221 | 116,084 | |
Potlatch Corp. | 41,256 | 1,587,531 | |
Power (REIT) (a) | 191 | 1,870 | |
Preferred Apartment Communities, Inc. Class A | 26,209 | 352,773 | |
Prologis, Inc. | 369,690 | 30,913,478 | |
PS Business Parks, Inc. | 11,535 | 2,071,801 | |
Public Storage | 88,289 | 23,373,630 | |
QTS Realty Trust, Inc. Class A | 31,841 | 1,562,119 | |
Ramco-Gershenson Properties Trust (SBI) | 43,177 | 513,806 | |
Rayonier, Inc. | 75,105 | 2,012,814 | |
Realty Income Corp. | 185,390 | 13,683,636 | |
Regency Centers Corp. | 96,666 | 6,235,924 | |
Retail Opportunity Investments Corp. | 66,219 | 1,159,495 | |
Retail Properties America, Inc. | 132,243 | 1,502,280 | |
Rexford Industrial Realty, Inc. | 63,747 | 2,816,980 | |
RLJ Lodging Trust | 106,807 | 1,731,341 | |
Ryman Hospitality Properties, Inc. | 29,647 | 2,361,680 | |
Sabra Health Care REIT, Inc. | 110,087 | 2,380,081 | |
Safety Income and Growth, Inc. | 5,775 | 169,208 | |
Saul Centers, Inc. | 7,579 | 380,693 | |
SBA Communications Corp. Class A | 66,829 | 17,537,934 | |
Senior Housing Properties Trust (SBI) | 135,313 | 1,148,807 | |
Seritage Growth Properties | 16,632 | 650,145 | |
Simon Property Group, Inc. | 180,715 | 26,915,692 | |
SL Green Realty Corp. | 49,134 | 3,941,529 | |
Sotherly Hotels, Inc. | 14,156 | 96,190 | |
Spirit MTA REIT | 22,155 | 186,102 | |
Spirit Realty Capital, Inc. (b) | 49,352 | 2,365,935 | |
Stag Industrial, Inc. | 67,336 | 1,958,131 | |
Store Capital Corp. | 116,103 | 4,384,049 | |
Summit Hotel Properties, Inc. | 61,287 | 683,963 | |
Sun Communities, Inc. | 53,236 | 7,868,281 | |
Sunstone Hotel Investors, Inc. | 128,335 | 1,686,322 | |
Tanger Factory Outlet Centers, Inc. (b) | 54,331 | 768,240 | |
Target Hospitality Corp. (a) | 21,649 | 132,059 | |
Taubman Centers, Inc. | 35,411 | 1,382,800 | |
Terreno Realty Corp. | 33,956 | 1,716,815 | |
The GEO Group, Inc. | 69,993 | 1,201,080 | |
The Macerich Co. (b) | 59,669 | 1,702,357 | |
UDR, Inc. | 168,838 | 8,134,615 | |
UMH Properties, Inc. | 21,295 | 273,854 | |
Uniti Group, Inc. | 111,753 | 825,855 | |
Universal Health Realty Income Trust (SBI) | 7,261 | 702,066 | |
Urban Edge Properties | 66,801 | 1,169,686 | |
Urstadt Biddle Properties, Inc. Class A | 19,321 | 405,548 | |
Ventas, Inc. | 217,804 | 15,984,636 | |
VEREIT, Inc. | 583,852 | 5,692,557 | |
VICI Properties, Inc. | 240,868 | 5,337,635 | |
Vornado Realty Trust | 100,023 | 6,048,391 | |
Washington Prime Group, Inc. (b) | 111,366 | 359,712 | |
Washington REIT (SBI) | 45,453 | 1,204,050 | |
Weingarten Realty Investors (SBI) | 65,849 | 1,744,340 | |
Welltower, Inc. | 237,931 | 21,309,100 | |
Weyerhaeuser Co. | 438,620 | 11,540,092 | |
Wheeler REIT, Inc. (a) | 1,805 | 2,689 | |
Whitestone REIT Class B | 22,623 | 280,978 | |
WP Carey, Inc. | 99,602 | 8,944,260 | |
Xenia Hotels & Resorts, Inc. | 68,078 | 1,375,856 | |
706,505,753 | |||
Real Estate Management & Development - 0.2% | |||
Altisource Portfolio Solutions SA (a)(b) | 5,788 | 114,602 | |
Boston Omaha Corp. (a)(b) | 4,669 | 95,621 | |
CBRE Group, Inc. (a) | 183,434 | 9,588,095 | |
Colony NorthStar Credit Real Estate, Inc. | 50,202 | 629,031 | |
Consolidated-Tomoka Land Co. | 3,056 | 195,095 | |
eXp World Holdings, Inc. (a)(b) | 25,290 | 220,023 | |
Forestar Group, Inc. (a) | 5,961 | 113,617 | |
FRP Holdings, Inc. (a) | 4,072 | 200,302 | |
Griffin Industrial Realty, Inc. | 1,299 | 46,751 | |
Howard Hughes Corp. (a) | 22,867 | 2,887,416 | |
Jones Lang LaSalle, Inc. | 29,857 | 4,002,331 | |
Kennedy-Wilson Holdings, Inc. | 72,065 | 1,511,924 | |
Legacy Housing Corp. | 1,687 | 24,917 | |
Marcus & Millichap, Inc. (a) | 13,770 | 496,822 | |
Maui Land & Pineapple, Inc. (a) | 8,346 | 87,800 | |
Newmark Group, Inc. | 87,607 | 760,429 | |
Postal Realty Trust, Inc. | 4,427 | 67,423 | |
RE/MAX Holdings, Inc. | 10,712 | 274,977 | |
Realogy Holdings Corp. (b) | 62,932 | 300,815 | |
Redfin Corp. (a)(b) | 39,838 | 672,864 | |
Retail Value, Inc. | 9,325 | 344,932 | |
Stratus Properties, Inc. (a) | 6,594 | 173,422 | |
Tejon Ranch Co. (a) | 13,337 | 223,261 | |
The St. Joe Co. (a)(b) | 35,474 | 637,823 | |
Transcontinental Realty Investors, Inc. (a) | 3,654 | 107,099 | |
Trinity Place Holdings, Inc. (a) | 22,461 | 85,801 | |
Twin River Worldwide Holdings, Inc. | 15,245 | 345,299 | |
24,208,492 | |||
TOTAL REAL ESTATE | 730,714,245 | ||
UTILITIES - 3.4% | |||
Electric Utilities - 1.9% | |||
Allete, Inc. | 30,836 | 2,643,570 | |
Alliant Energy Corp. | 138,906 | 7,285,620 | |
American Electric Power Co., Inc. | 287,488 | 26,204,531 | |
Duke Energy Corp. | 427,129 | 39,611,943 | |
Edison International | 207,601 | 15,003,324 | |
El Paso Electric Co. | 23,553 | 1,570,985 | |
Entergy Corp. | 111,071 | 12,533,252 | |
Evergy, Inc. | 142,504 | 9,262,760 | |
Eversource Energy | 188,041 | 15,067,725 | |
Exelon Corp. | 566,777 | 26,785,881 | |
FirstEnergy Corp. | 297,290 | 13,675,340 | |
Genie Energy Ltd. Class B (b) | 9,403 | 67,325 | |
Hawaiian Electric Industries, Inc. (b) | 64,481 | 2,862,956 | |
IDACORP, Inc. | 29,812 | 3,273,656 | |
MGE Energy, Inc. | 20,286 | 1,538,693 | |
NextEra Energy, Inc. | 280,649 | 61,484,583 | |
OGE Energy Corp. | 118,606 | 5,084,639 | |
Otter Tail Corp. | 25,169 | 1,274,055 | |
Pinnacle West Capital Corp. | 65,738 | 6,265,489 | |
PNM Resources, Inc. | 46,528 | 2,373,393 | |
Portland General Electric Co. | 53,624 | 3,050,669 | |
PPL Corp. | 423,646 | 12,518,739 | |
Southern Co. | 608,112 | 35,428,605 | |
Spark Energy, Inc. Class A, (b) | 6,553 | 61,991 | |
Vistra Energy Corp. | 223,274 | 5,570,686 | |
Xcel Energy, Inc. | 297,913 | 19,131,973 | |
329,632,383 | |||
Gas Utilities - 0.2% | |||
Atmos Energy Corp. | 66,963 | 7,381,331 | |
Chesapeake Utilities Corp. (b) | 11,166 | 1,056,080 | |
National Fuel Gas Co. | 49,238 | 2,301,384 | |
New Jersey Resources Corp. | 50,154 | 2,294,044 | |
Northwest Natural Holding Co. | 18,003 | 1,284,694 | |
ONE Gas, Inc. | 30,473 | 2,791,632 | |
RGC Resources, Inc. | 4,812 | 136,565 | |
South Jersey Industries, Inc. (b) | 53,651 | 1,735,073 | |
Southwest Gas Holdings, Inc. | 29,983 | 2,735,349 | |
Spire, Inc. | 29,005 | 2,462,525 | |
UGI Corp. | 122,466 | 5,960,420 | |
30,139,097 | |||
Independent Power and Renewable Electricity Producers - 0.1% | |||
Bloom Energy Corp. Class A (a) | 12,341 | 55,288 | |
NRG Energy, Inc. | 148,641 | 5,410,532 | |
NRG Yield, Inc.: | |||
Class A | 11,869 | 198,924 | |
Class C (b) | 51,100 | 904,470 | |
Ormat Technologies, Inc. (b) | 29,761 | 2,210,349 | |
Pattern Energy Group, Inc. | 52,972 | 1,438,190 | |
Terraform Power, Inc. | 48,503 | 822,611 | |
The AES Corp. | 387,812 | 5,945,158 | |
16,985,522 | |||
Multi-Utilities - 1.0% | |||
Ameren Corp. | 142,887 | 11,023,732 | |
Avangrid, Inc. | 33,499 | 1,693,039 | |
Avista Corp. | 38,042 | 1,784,170 | |
Black Hills Corp. | 32,938 | 2,526,674 | |
CenterPoint Energy, Inc. | 295,708 | 8,188,155 | |
CMS Energy Corp. | 167,401 | 10,554,633 | |
Consolidated Edison, Inc. | 192,563 | 17,118,851 | |
Dominion Energy, Inc. | 470,656 | 36,537,025 | |
DTE Energy Co. | 107,322 | 13,915,371 | |
MDU Resources Group, Inc. | 114,276 | 3,072,882 | |
NiSource, Inc. | 216,552 | 6,399,112 | |
NorthWestern Energy Corp. | 30,592 | 2,216,084 | |
Public Service Enterprise Group, Inc. | 295,965 | 17,897,004 | |
Sempra Energy | 160,923 | 22,791,524 | |
Unitil Corp. | 8,305 | 501,373 | |
WEC Energy Group, Inc. | 184,911 | 17,708,926 | |
173,928,555 | |||
Water Utilities - 0.2% | |||
American States Water Co. | 21,837 | 2,020,578 | |
American Water Works Co., Inc. | 105,264 | 13,402,212 | |
Aqua America, Inc. | 125,858 | 5,574,251 | |
AquaVenture Holdings Ltd. (a) | 11,992 | 212,019 | |
Artesian Resources Corp. Class A | 8,828 | 321,339 | |
Cadiz, Inc. (a)(b) | 12,508 | 143,967 | |
California Water Service Group | 26,929 | 1,519,873 | |
Connecticut Water Service, Inc. | 7,369 | 516,862 | |
Global Water Resources, Inc. | 9,596 | 114,288 | |
Middlesex Water Co. | 10,570 | 645,193 | |
Pure Cycle Corp. (a) | 12,318 | 133,650 | |
Select Energy Services, Inc. Class A (a) | 38,978 | 318,060 | |
SJW Corp. | 13,792 | 942,407 | |
York Water Co. | 9,045 | 337,740 | |
26,202,439 | |||
TOTAL UTILITIES | 576,887,996 | ||
TOTAL COMMON STOCKS | |||
(Cost $17,165,628,886) | 17,044,382,069 | ||
Principal Amount | Value | ||
U.S. Treasury Obligations - 0.0% | |||
U.S. Treasury Bills, yield at date of purchase 2.4% to 2.42% 9/12/19 (d) | |||
(Cost $2,358,284) | 2,360,000 | 2,358,901 | |
Shares | Value | ||
Money Market Funds - 3.0% | |||
Fidelity Cash Central Fund 2.13% (e) | 60,723,448 | $60,735,593 | |
Fidelity Securities Lending Cash Central Fund 2.13% (e)(f) | 445,154,725 | 445,199,240 | |
TOTAL MONEY MARKET FUNDS | |||
(Cost $505,934,833) | 505,934,833 | ||
TOTAL INVESTMENT IN SECURITIES - 102.8% | |||
(Cost $17,673,922,003) | 17,552,675,803 | ||
NET OTHER ASSETS (LIABILITIES) - (2.8)% | (470,741,396) | ||
NET ASSETS - 100% | $17,081,934,407 |
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) | 61 | Sept. 2019 | $4,557,310 | $105,857 | $105,857 |
CME E-mini S&P 500 Index Contracts (United States) | 209 | Sept. 2019 | 30,564,160 | 836,845 | 836,845 |
CME E-mini S&P MidCap 400 Index Contracts (United States) | 12 | Sept. 2019 | 2,257,680 | 56,456 | 56,456 |
TOTAL FUTURES CONTRACTS | $999,158 |
The notional amount of futures purchased as a percentage of Net Assets is 0.2%
Legend
(a) Non-income producing
(b) Security or a portion of the security is on loan at period end.
(c) Level 3 security
(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 $2,358,901.
(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 are available on the SEC's website or upon request.
(f) Investment made with cash collateral received from securities on loan.
Affiliated Central Funds
Information regarding fiscal year to date income earned by the Fund from investments in Fidelity Central Funds is as follows:
Fund | Income earned |
Fidelity Cash Central Fund | $782,316 |
Fidelity Securities Lending Cash Central Fund | 752,695 |
Total | $1,535,011 |
Amounts in the income column in the above table include any capital gain distributions from underlying funds, which are presented in the corresponding line-item in the Statement of Operations, if applicable. Amount for Fidelity Securities Lending Cash Central Fund represents the income earned on investing cash collateral, less rebates paid to borrowers and any lending agent fees associated with the loan, plus any premium payments received for lending certain types of securities.
Investment Valuation
The following is a summary of the inputs used, as of August 31, 2019, involving the Fund's assets and liabilities carried at fair value. The inputs or methodology used for valuing securities may not be an indication of the risk associated with investing in those securities. For more information on valuation inputs, and their aggregation into the levels used below, please refer to the Investment Valuation section in the accompanying Notes to Financial Statements.
Valuation Inputs at Reporting Date: | ||||
Description | Total | Level 1 | Level 2 | Level 3 |
Investments in Securities: | ||||
Equities: | ||||
Communication Services | $1,629,268,288 | $1,629,268,288 | $-- | $-- |
Consumer Discretionary | 1,780,930,774 | 1,780,930,774 | -- | -- |
Consumer Staples | 1,157,203,733 | 1,157,203,733 | -- | -- |
Energy | 694,231,934 | 694,231,934 | -- | -- |
Financials | 2,278,158,717 | 2,278,158,717 | -- | -- |
Health Care | 2,350,413,413 | 2,350,413,078 | -- | 335 |
Industrials | 1,689,138,586 | 1,689,138,586 | -- | -- |
Information Technology | 3,671,539,033 | 3,671,539,033 | -- | -- |
Materials | 485,895,350 | 485,895,350 | -- | -- |
Real Estate | 730,714,245 | 730,714,245 | -- | -- |
Utilities | 576,887,996 | 576,887,996 | -- | -- |
U.S. Government and Government Agency Obligations | 2,358,901 | -- | 2,358,901 | -- |
Money Market Funds | 505,934,833 | 505,934,833 | -- | -- |
Total Investments in Securities: | $17,552,675,803 | $17,550,316,567 | $2,358,901 | $335 |
Derivative Instruments: | ||||
Assets | ||||
Futures Contracts | $999,158 | $999,158 | $-- | $-- |
Total Assets | $999,158 | $999,158 | $-- | $-- |
Total Derivative Instruments: | $999,158 | $999,158 | $-- | $-- |
Value of Derivative Instruments
The following table is a summary of the Fund's value of derivative instruments by primary risk exposure as of August 31, 2019. For additional information on derivative instruments, please refer to the Derivative Instruments section in the accompanying Notes to Financial Statements.
Primary Risk Exposure / Derivative Type | Value | |
Asset | Liability | |
Equity Risk | ||
Futures Contracts(a) | $999,158 | $0 |
Total Equity Risk | 999,158 | 0 |
Total Value of Derivatives | $999,158 | $0 |
(a) Reflects gross cumulative appreciation (depreciation) on futures contracts as presented in the Schedule of Investments. In the Statement of Assets and Liabilities, the period end daily variation margin is included in receivable or payable for daily variation margin on futures contracts, and the net cumulative appreciation (depreciation) is included in distributable earnings.
See accompanying notes which are an integral part of the financial statements.
Financial Statements
Statement of Assets and Liabilities
August 31, 2019 (Unaudited) | ||
Assets | ||
Investment in securities, at value (including securities loaned of $433,628,003) — See accompanying schedule: Unaffiliated issuers (cost $17,167,987,170) | $17,046,740,970 | |
Fidelity Central Funds (cost $505,934,833) | 505,934,833 | |
Total Investment in Securities (cost $17,673,922,003) | $17,552,675,803 | |
Segregated cash with brokers for derivative instruments | 1,713,386 | |
Cash | 449 | |
Receivable for investments sold | 75,731,374 | |
Receivable for fund shares sold | 3,394,957 | |
Dividends receivable | 29,653,655 | |
Distributions receivable from Fidelity Central Funds | 477,676 | |
Total assets | 17,663,647,300 | |
Liabilities | ||
Payable for fund shares redeemed | $136,265,409 | |
Payable for daily variation margin on futures contracts | 80,812 | |
Other payables and accrued expenses | 167,432 | |
Collateral on securities loaned | 445,199,240 | |
Total liabilities | 581,712,893 | |
Net Assets | $17,081,934,407 | |
Net Assets consist of: | ||
Paid in capital | $17,092,306,875 | |
Total distributable earnings (loss) | (10,372,468) | |
Net Assets, for 1,713,324,913 shares outstanding | $17,081,934,407 | |
Net Asset Value, offering price and redemption price per share ($17,081,934,407 ÷ 1,713,324,913 shares) | $9.97 |
See accompanying notes which are an integral part of the financial statements.
Statement of Operations
For the period April 26, 2019 (commencement of operations) to August 31, 2019 (Unaudited) | ||
Investment Income | ||
Dividends | $118,947,649 | |
Interest | 30,747 | |
Income from Fidelity Central Funds (including $752,695 from security lending) | 1,535,011 | |
Total income | 120,513,407 | |
Expenses | ||
Custodian fees and expenses | $167,432 | |
Independent trustees' fees and expenses | 24,645 | |
Interest | 32,206 | |
Total expenses | 224,283 | |
Net investment income (loss) | 120,289,124 | |
Realized and Unrealized Gain (Loss) | ||
Net realized gain (loss) on: | ||
Investment securities: | ||
Unaffiliated issuers | (10,927,441) | |
Futures contracts | 512,891 | |
Total net realized gain (loss) | (10,414,550) | |
Change in net unrealized appreciation (depreciation) on: | ||
Investment securities: | ||
Unaffiliated issuers | (121,246,200) | |
Futures contracts | 999,158 | |
Total change in net unrealized appreciation (depreciation) | (120,247,042) | |
Net gain (loss) | (130,661,592) | |
Net increase (decrease) in net assets resulting from operations | $(10,372,468) |
See accompanying notes which are an integral part of the financial statements.
Statement of Changes in Net Assets
For the period April 26, 2019 (commencement of operations) to August 31, 2019 (Unaudited) | |
Increase (Decrease) in Net Assets | |
Operations | |
Net investment income (loss) | $120,289,124 |
Net realized gain (loss) | (10,414,550) |
Change in net unrealized appreciation (depreciation) | (120,247,042) |
Net increase (decrease) in net assets resulting from operations | (10,372,468) |
Share transactions | |
Proceeds from sales of shares | 18,945,791,205 |
Cost of shares redeemed | (1,853,484,330) |
Net increase (decrease) in net assets resulting from share transactions | 17,092,306,875 |
Total increase (decrease) in net assets | 17,081,934,407 |
Net Assets | |
Beginning of period | – |
End of period | $17,081,934,407 |
Other Information | |
Shares | |
Sold | 1,897,725,191 |
Redeemed | (184,400,278) |
Net increase (decrease) | 1,713,324,913 |
See accompanying notes which are an integral part of the financial statements.
Financial Highlights
Fidelity Series Total Market Index Fund
Six months ended (Unaudited) August 31, | |
2019 A | |
Selected Per–Share Data | |
Net asset value, beginning of period | $10.00 |
Income from Investment Operations | |
Net investment income (loss)B | .07 |
Net realized and unrealized gain (loss) | (.10) |
Total from investment operations | (.03) |
Net asset value, end of period | $9.97 |
Total ReturnC | (.30)% |
Ratios to Average Net AssetsD,E | |
Expenses before reductions | - %F |
Expenses net of fee waivers, if any | - %F |
Expenses net of all reductions | - %F |
Net investment income (loss) | 2.08%F |
Supplemental Data | |
Net assets, end of period (000 omitted) | $17,081,934 |
Portfolio turnover rateG | 13%H,I |
A For the period April 26, 2019 (commencement of operations) to August 31, 2019.
B Calculated based on average shares outstanding during the period.
C Total returns for periods of less than one year are not annualized.
D Fees and expenses of any underlying Fidelity Central Funds are not included in the Fund's expense ratio. The Fund indirectly bears its proportionate share of the expenses of any underlying Fidelity Central Funds.
E Expense ratios reflect operating expenses of the Fund. Expenses before reductions do not reflect amounts reimbursed by the investment adviser or reductions from expense offset arrangements and do not represent the amount paid by the Fund during periods when reimbursements or reductions occur. Expenses net of fee waivers reflect expenses after reimbursement by the investment adviser but prior to reductions from expense offset arrangements. Expenses net of all reductions represent the net expenses paid by the Fund.
F Annualized
G Amount does not include the portfolio activity of any underlying Fidelity Central Funds.
H Portfolio turnover rate excludes securities received or delivered in-kind.
I Amount not annualized.
See accompanying notes which are an integral part of the financial statements.
Notes to Financial Statements (Unaudited)
For the period ended August 31, 2019
1. Organization.
Fidelity Series Total Market Index Fund (the Fund) is a fund of Fidelity Concord Street Trust (the Trust) and is authorized to issue an unlimited number of shares. Shares of the Fund are only available for purchase by mutual funds for which Fidelity Management & Research Company (FMR) or an affiliate serves as an investment manager. The Trust is registered under the Investment Company Act of 1940, as amended (the 1940 Act), as an open-end management investment company organized as a Massachusetts business trust.
2. Investments in Fidelity Central Funds.
The Fund invests in Fidelity Central Funds, which are open-end investment companies generally available only to other investment companies and accounts managed by the investment adviser and its affiliates. The Fund's Schedule of Investments lists each of the Fidelity Central Funds held as of period end, if any, as an investment of the Fund, but does not include the underlying holdings of each Fidelity Central Fund. As an Investing Fund, the Fund indirectly bears its proportionate share of the expenses of the underlying Fidelity Central Funds.
The Money Market Central Funds seek preservation of capital and current income and are managed by Fidelity Investments Money Management, Inc. (FIMM), an affiliate of the investment adviser. Annualized expenses of the Money Market Central Funds as of their most recent shareholder report date ranged from less than .005% to .01%.
A complete unaudited list of holdings for each Fidelity Central Fund is available upon request or at the Securities and Exchange Commission (the SEC) website at www.sec.gov. In addition, the financial statements of the Fidelity Central Funds are available on the SEC website or upon request.
3. Significant Accounting Policies.
The Fund is an investment company and applies the accounting and reporting guidance of the Financial Accounting Standards Board (FASB) Accounting Standards Codification Topic 946 Financial Services – Investments Companies. The financial statements have been prepared in conformity with accounting principles generally accepted in the United States of America (GAAP), which require management to make certain estimates and assumptions at the date of the financial statements. Actual results could differ from those estimates. Subsequent events, if any, through the date that the financial statements were issued have been evaluated in the preparation of the financial statements. The following summarizes the significant accounting policies of the Fund:
Investment Valuation. Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. The Board of Trustees (the Board) has delegated the day to day responsibility for the valuation of the Fund's investments to the Fair Value Committee (the Committee) established by the Fund's investment adviser. In accordance with valuation policies and procedures approved by the Board, the Fund attempts to obtain prices from one or more third party pricing vendors or brokers to value its investments. When current market prices, quotations or currency exchange rates are not readily available or reliable, investments will be fair valued in good faith by the Committee, in accordance with procedures adopted by the Board. Factors used in determining fair value vary by investment type and may include market or investment specific events, changes in interest rates and credit quality. The frequency with which these procedures are used cannot be predicted and they may be utilized to a significant extent. The Committee oversees the Fund's valuation policies and procedures and reports to the Board on the Committee's activities and fair value determinations. The Board monitors the appropriateness of the procedures used in valuing the Fund's investments and ratifies the fair value determinations of the Committee.
The Fund categorizes the inputs to valuation techniques used to value its investments into a disclosure hierarchy consisting of three levels as shown below:
- Level 1 – quoted prices in active markets for identical investments
- Level 2 – other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, etc.)
- Level 3 – unobservable inputs (including the Fund's own assumptions based on the best information available)
Valuation techniques used to value the Fund's investments by major category are as follows:
Equity securities, including restricted securities, for which market quotations are readily available, are valued at the last reported sale price or official closing price as reported by a third party pricing vendor on the primary market or exchange on which they are traded and are categorized as Level 1 in the hierarchy. In the event there were no sales during the day or closing prices are not available, securities are valued at the last quoted bid price or may be valued using the last available price and are generally categorized as Level 2 in the hierarchy. For foreign equity securities, when market or security specific events arise, comparisons to the valuation of American Depositary Receipts (ADRs), futures contracts, Exchange-Traded Funds (ETFs) and certain indexes as well as quoted prices for similar securities may be used and would be categorized as Level 2 in the hierarchy. For equity securities, including restricted securities, where observable inputs are limited, assumptions about market activity and risk are used and these securities may be categorized as Level 3 in the hierarchy.
Debt securities, including restricted securities, are valued based on evaluated prices received from third party pricing vendors or from brokers who make markets in such securities. U.S. government and government agency obligations are valued by pricing vendors who utilize matrix pricing which considers yield or price of bonds of comparable quality, coupon, maturity and type or by broker-supplied prices. When independent prices are unavailable or unreliable, debt securities may be valued utilizing pricing methodologies which consider similar factors that would be used by third party pricing vendors. Debt securities are generally categorized as Level 2 in the hierarchy but may be Level 3 depending on the circumstances.
Futures contracts are valued at the settlement price established each day by the board of trade or exchange on which they are traded and are categorized as Level 1 in the hierarchy. Investments in open-end mutual funds, including the Fidelity Central Funds, are valued at their closing net asset value (NAV) each business day and are categorized as Level 1 in the hierarchy.
Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy. The aggregate value of investments by input level as of August 31, 2019 is included at the end of the Fund's Schedule of Investments.
Investment Transactions and Income. For financial reporting purposes, the Fund's investment holdings and NAV include trades executed through the end of the last business day of the period. The NAV per share for processing shareholder transactions is calculated as of the close of business of the New York Stock Exchange (NYSE), normally 4:00 p.m. Eastern time and includes trades executed through the end of the prior business day. Gains and losses on securities sold are determined on the basis of identified cost. Dividend income is recorded on the ex-dividend date, except for certain dividends from foreign securities where the ex-dividend date may have passed, which are recorded as soon as the Fund is informed of the ex-dividend date. Non-cash dividends included in dividend income, if any, are recorded at the fair market value of the securities received. Income and capital gain distributions from Fidelity Central Funds, if any, are recorded on the ex-dividend date. Certain distributions received by the Fund represent a return of capital or capital gain. The Fund determines the components of these distributions subsequent to the ex-dividend date, based upon receipt of tax filings or other correspondence relating to the underlying investment. These distributions are recorded as a reduction of cost of investments and/or as a realized gain. Interest income is accrued as earned and includes coupon interest and amortization of premium and accretion of discount on debt securities as applicable.
Expenses. Expenses directly attributable to a fund are charged to that fund. Expenses attributable to more than one fund are allocated among the respective funds on the basis of relative net assets or other appropriate methods. Expense estimates are accrued in the period to which they relate and adjustments are made when actual amounts are known.
Income Tax Information and Distributions to Shareholders. Each year, the Fund intends to qualify as a regulated investment company under Subchapter M of the Internal Revenue Code, including distributing substantially all of its taxable income and realized gains. As a result, no provision for U.S. Federal income taxes is required. The Fund files a U.S. federal tax return, in addition to state and local tax returns as required. The Fund's federal income tax returns are subject to examination by the Internal Revenue Service (IRS) for a period of three fiscal years after they are filed. State and local tax returns may be subject to examination for an additional fiscal year depending on the jurisdiction.
Distributions are declared and recorded on the ex-dividend date. Income and capital gain distributions are determined in accordance with income tax regulations, which may differ from GAAP.
Capital accounts within the financial statements are adjusted for permanent book-tax differences. These adjustments have no impact on net assets or the results of operations. Capital accounts are not adjusted for temporary book-tax differences which will reverse in a subsequent period.
As of period end, the cost and unrealized appreciation (depreciation) in securities, and derivatives if applicable, for federal income tax purposes were as follows:
Gross unrealized appreciation | $837,992,707 |
Gross unrealized depreciation | (988,395,808) |
Net unrealized appreciation (depreciation) | $(150,403,101) |
Tax cost | $17,704,078,062 |
4. Derivative Instruments.
Risk Exposures and the Use of Derivative Instruments. The Fund's investment objective allows the Fund to enter into various types of derivative contracts, including futures contracts. Derivatives are investments whose value is primarily derived from underlying assets, indices or reference rates and may be transacted on an exchange or over-the-counter (OTC). Derivatives may involve a future commitment to buy or sell a specified asset based on specified terms, to exchange future cash flows at periodic intervals based on a notional principal amount, or for one party to make one or more payments upon the occurrence of specified events in exchange for periodic payments from the other party.
The Fund used derivatives to increase returns and to manage exposure to certain risks as defined below. The success of any strategy involving derivatives depends on analysis of numerous economic factors, and if the strategies for investment do not work as intended, the Fund may not achieve its objectives.
The Fund's use of derivatives increased or decreased its exposure to the following risk:
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. |
The Fund is also exposed to additional risks from investing in derivatives, such as liquidity risk and counterparty credit risk. Liquidity risk is the risk that the Fund will be unable to close out the derivative in the open market in a timely manner. Counterparty credit risk is the risk that the counterparty will not be able to fulfill its obligation to the Fund. Counterparty credit risk related to exchange-traded futures contracts may be mitigated by the protection provided by the exchange on which they trade.
Investing in derivatives may involve greater risks than investing in the underlying assets directly and, to varying degrees, may involve risk of loss in excess of any initial investment and collateral received and amounts recognized in the Statement of Assets and Liabilities. In addition, there may be the risk that the change in value of the derivative contract does not correspond to the change in value of the underlying instrument.
A summary of the value of derivatives by primary risk exposure as of period end is included at the end of the Schedule of Investments.
Futures Contracts. A futures contract is an agreement between two parties to buy or sell a specified underlying instrument for a fixed price at a specified future date. The Fund used futures contracts to manage its exposure to the stock market.
Upon entering into a futures contract, a fund is required to deposit either cash or securities (initial margin) with a clearing broker in an amount equal to a certain percentage of the face value of the contract. Futures contracts are marked-to-market daily and subsequent daily payments (variation margin) are made or received by a fund depending on the daily fluctuations in the value of the futures contracts and are recorded as unrealized appreciation or (depreciation). This receivable and/or payable, if any, is included in daily variation margin on futures contracts in the Statement of Assets and Liabilities. Realized gain or (loss) is recorded upon the expiration or closing of a futures contract. The net realized gain (loss) and change in net unrealized appreciation (depreciation) on futures contracts during the period is presented in the Statement of Operations.
Any open futures contracts at period end are presented in the Schedule of Investments under the caption "Futures Contracts". The notional amount at value reflects each contract's exposure to the underlying instrument or index at period end and is representative of volume of activity during the period. Securities deposited to meet initial margin requirements are identified in the Schedule of Investments. Cash deposited to meet initial margin requirements is presented as segregated cash with brokers for derivative instruments in the Statement of Assets and Liabilities.
5. Purchases and Sales of Investments.
Purchases and sales of securities (including the Underlying Fund shares), other than short-term securities and in-kind transactions, aggregated $1,851,049,911 and $1,715,188,727, respectively.
6. Fees and Other Transactions with Affiliates.
Management Fee. Fidelity Management & Research Company (the investment adviser) and its affiliates provide the Fund with investment management related services for which the Fund does not pay a management fee. Under the management contract, the investment adviser or an affiliate pays all ordinary operating expenses of the Fund, except custody fees, fees and expenses of the independent Trustees, and certain miscellaneous expenses such as proxy and shareholder meeting expenses.
Sub-Adviser. Geode Capital Management, LLC (Geode), serves as sub-adviser for the Fund. Geode provides discretionary investment advisory services to the Fund and is paid by the investment adviser for providing these services.
Interfund Lending Program. Pursuant to an Exemptive Order issued by the SEC, the Fund, along with other registered investment companies having management contracts with FMR or other affiliated entities of FMR, may participate in an interfund lending program. This program provides an alternative credit facility allowing the funds to borrow from, or lend money to, other participating affiliated funds. At period end, there were no interfund loans outstanding. The Fund's activity in this program during the period for which loans were outstanding was as follows:
Borrower or Lender | Average Loan Balance | Weighted Average Interest Rate | Interest Expense |
Borrower | $439,983,000 | 2.64% | $32,206 |
Interfund Trades. The Fund may purchase from or sell securities to other Fidelity Funds under procedures adopted by the Board. The procedures have been designed to ensure these interfund trades are executed in accordance with Rule 17a-7 of the 1940 Act. Interfund trades are included within the respective purchases and sales amounts shown in the Purchases and Sales of Investments note.
Affiliated Exchanges In-Kind. During the period, Series Total Market Index Fund received investments and cash valued at $17,132,980,258 in exchange for 1,713,298,026 shares of the Fund. The amount of in-kind exchanges is included in share transactions in the accompanying Statement of Changes in Net Assets.
Other. During the period, the investment adviser reimbursed the Fund for certain losses in the amount of $4,342.
7. Security Lending.
The Fund lends portfolio securities from time to time in order to earn additional income. For equity securities, lending agents are used, including National Financial Services (NFS), an affiliate of the Fund. Pursuant to a securities lending agreement, NFS will receive a fee, which is capped at 9.9% of daily lending revenue, for its services as lending agent. The Fund may lend securities to certain qualified borrowers, including NFS. On the settlement date of the loan, the Fund receives collateral (in the form of U.S. Treasury obligations, letters of credit and/or cash) against the loaned securities and maintains collateral in an amount not less than 100% of the market value of the loaned securities during the period of the loan. The market value of the loaned securities is determined at the close of business of the Fund and any additional required collateral is delivered to the Fund on the next business day. The Fund or borrower may terminate the loan at any time, and if the borrower defaults on its obligation to return the securities loaned because of insolvency or other reasons, the Fund may apply collateral received from the borrower against the obligation. The Fund may experience delays and costs in recovering the securities loaned. Any cash collateral received is invested in the Fidelity Securities Lending Cash Central Fund. The value of loaned securities and cash collateral at period end are disclosed on the Fund's Statement of Assets and Liabilities. The value of securities loaned to NFS, as affiliated borrower, at period end was $1,338,855. Total fees paid by the Fund to NFS, as lending agent, amounted to $79,744. Security lending income represents the income earned on investing cash collateral, less rebates paid to borrowers and any lending agent fees associated with the loan, plus any premium payments received for lending certain types of securities. Security lending income is presented in the Statement of Operations as a component of income from Fidelity Central Funds, and includes $3,678 from securities loaned to NFS, as affiliated borrower.
8. Other.
The Fund's organizational documents provide former and current trustees and officers with a limited indemnification against liabilities arising in connection with the performance of their duties to the Fund. In the normal course of business, the Fund may also enter into contracts that provide general indemnifications. The Fund's maximum exposure under these arrangements is unknown as this would be dependent on future claims that may be made against the Fund. The risk of material loss from such claims is considered remote.
At the end of the period, mutual funds managed by the investment adviser or its affiliates were the owners of record of all of the outstanding shares of the Fund.
Shareholder Expense Example
As a shareholder of the Fund, you incur two types of costs: (1) transaction costs and (2) ongoing costs, including other Fund expenses. This Example is intended to help you understand your ongoing costs (in dollars) of investing in the Fund and to compare these costs with the ongoing costs of investing in other mutual funds.
The actual expense Example is based on an investment of $1,000 invested at the beginning of the period and held for the period (April 26, 2019 to August 31, 2019). The hypothetical expense Example is based on an investment of $1,000 invested for the one-half year period (March 1, 2019 to August 31, 2019).
Actual Expenses
The first line of the accompanying table provides information about actual account values and actual expenses. You may use the information in this line, together with the amount you invested, to estimate the expenses that you paid over the period. Simply divide your account value by $1,000.00 (for example, an $8,600 account value divided by $1,000.00 = 8.6), then multiply the result by the number in the first line under the heading entitled "Expenses Paid During Period" to estimate the expenses you paid on your account during this period. In addition, the Fund, as a shareholder in the underlying Fidelity Central Funds, will indirectly bear its pro-rata share of the fees and expenses incurred by the underlying Fidelity Central Funds. These fees and expenses are not included in the Fund's annualized expense ratio used to calculate the expense estimate in the table below.
Hypothetical Example for Comparison Purposes
The second line of the accompanying table provides information about hypothetical account values and hypothetical expenses based on the Fund's actual expense ratio and an assumed rate of return of 5% per year before expenses, which is not the Fund's actual return. The hypothetical account values and expenses may not be used to estimate the actual ending account balance or expenses you paid for the period. You may use this information to compare the ongoing costs of investing in the Fund and other funds. To do so, compare this 5% hypothetical example with the 5% hypothetical examples that appear in the shareholder reports of the other funds. In addition, the Fund, as a shareholder in the underlying Fidelity Central Funds, will indirectly bear its pro-rata share of the fees and expenses incurred by the underlying Fidelity Central Funds. These fees and expenses are not included in the Fund's annualized expense ratio used to calculate the expense estimate in the table below.
Please note that the expenses shown in the table are meant to highlight your ongoing costs only and do not reflect any transaction costs. Therefore, the second line of the table is useful in comparing ongoing costs only, and will not help you determine the relative total costs of owning different funds.
Annualized Expense Ratio-A | Beginning Account Value | Ending Account Value August 31, 2019 | Expenses Paid During Period | |
Actual | - % | $1,000.00 | $997.00 | $--B |
Hypothetical-C | $1,000.00 | $1,025.14 | $--D |
A Annualized expense ratio reflects expenses net of applicable fee waivers.
B Actual expenses are equal to the Fund's annualized expense ratio, multiplied by the average account value over the period, multiplied by 128/366 (to reflect the period April 26, 2019 to August 31, 2019).
C 5% return per year before expenses
D Hypothetical expenses are equal to the Fund's annualized expense ratio, multiplied by the average account value over the period, multiplied by 184/366 (to reflect the one-half year period).
Board Approval of Investment Advisory Contracts and Management Fees
Fidelity Series Total Market Index Fund
On January 23, 2019, the Board of Trustees, including the Independent Trustees (together, the Board), voted to approve the management contract with Fidelity Management & Research Company (FMR) and the sub-advisory agreements with affiliates of FMR for the fund, as well as the fund's sub-advisory agreement with Geode Capital Management, LLC (Geode) (together, the Advisory Contracts). FMR and the sub-advisers are collectively referred to herein as the Investment Advisers. The Board, assisted by the advice of fund counsel and Independent Trustees' counsel, considered a broad range of information.
Nature, Extent, and Quality of Services Provided. The Board considered staffing as it relates to the fund, including the backgrounds of investment personnel of Fidelity and Geode, and also considered the fund's investment objective, strategies, and related investment philosophy, and the purpose of Series funds generally. The Board considered the structure of the investment personnel compensation program, and whether this structure, provides, appropriate incentives to act in the best interests of the fund.Resources Dedicated to Investment Management and Support Services. The Board and the Fund Oversight and Research Committees reviewed the general qualifications and capabilities of Fidelity's and Geode's investment staffs, including their size, education, experience, and resources, as well as Fidelity's and Geode's approach to recruiting, training, managing, and compensating investment personnel. The Board noted that Fidelity has continued to increase the resources devoted to non-U.S. offices, including expansion of Fidelity's global investment organization. Additionally, in its deliberations, the Board considered Fidelity's and Geode's trading, risk management, compliance, and technology and operationscapabilities and resources, which are integral parts of the investment management process.Administrative Services. The Board considered the nature, extent, quality, and cost of advisory and administrative services to be performed by the Investment Advisers and their affiliates under the Advisory Contracts and under separate agreements covering transfer agency, and pricing and bookkeeping, and securities lending services for the fund. The Board also considered the nature and extent of the supervision of third party service providers, principally custodians, subcustodians, and pricing vendors.Investment Performance. The fund is a new fund and therefore had no historical performance for the Board to review at the time it approved the fund's Advisory Contracts.Based on its review, the Board concluded that the nature, extent, and quality of services to be provided to the fund under the Advisory Contracts should benefit the shareholders of the fund.Competitiveness of Management Fee and Total Expense Ratio. The Board considered that the fund will not pay FMR a management fee for investment advisory services. In reviewing the Advisory Contracts, the Board also considered the projected total expense ratio of the fund. The Board noted that FMR or an affiliate undertakes to pay all operating expenses of the fund, except transfer agent fees, 12b-1 fees, Independent Trustee fees and expenses, custodian fees and expenses, proxy and shareholder meeting expenses, interest, taxes, and extraordinary expenses (such as litigation expenses).The Board also noted that FMR has contractually agreed to reimburse the fund to the extent that total operating expenses (excluding interest, certain taxes, fees and expenses of the Independent Trustees, proxy and shareholder meeting expenses, extraordinary expenses, and acquired fund fees and expenses, if any, as well as non-operating expenses such as brokerage commissions and fees and expenses associated with the fund's securities lending program, if applicable), as a percentage of its average net assets exceed 0.014%, through June 30, 2022.Based on its review, the Board considered that the fund will not pay a management fee and concluded that the fund's projected total expense ratio was reasonable in light of the services that the fund and its shareholders will receive and the other factors considered.Costs of the Services and Profitability. The fund is a new fund and therefore no revenue, cost, or profitability data was available for the Board to review in respect of the fund at the time it approved the Advisory Contracts. In connection with its future renewal of the fund's Advisory Contracts, the Board will consider the level of Fidelity's profits in respect of all the Fidelity funds.Economies of Scale. The Board concluded that because the fund will pay no advisory fees and FMR or an affiliate will bear all expenses of the fund, with certain limited exceptions, the realization of economies of scale was not a material factor in the Board's decision to approve the fund's Advisory Contracts.Additional Information Requested by the Board. In order to develop fully the factual basis for consideration of the Advisory Contracts, the Board received information explaining that the fund is offered exclusively to other Fidelity funds, which use the fund to gain exposure to a specific type of investment. The Board also noted that those Fidelity funds investing in the fund will benefit from investing in one centralized fund as the fund may deliver more uniform asset class performance and offer additional opportunities to generate returns and diversify the investing funds' equity allocations.Based on its evaluation of all of the conclusions noted above, and after considering all factors it believed relevant, the Board concluded that the advisory and sub-advisory fee arrangements are fair and reasonable, and that the fund's Advisory Contracts should be approved.STX-SANN-1019
1.9892982.100
Fidelity® 500 Index Fund Semi-Annual Report August 31, 2019 |
Beginning on January 1, 2021, as permitted by regulations adopted by the Securities and Exchange Commission, paper copies of a fund’s shareholder reports will no longer be sent by mail, unless you specifically request paper copies of the reports from the fund or from your financial intermediary, such as a financial advisor, broker-dealer or bank. Instead, the reports will be made available on a website, and you will be notified by mail each time a report is posted and provided with a website link to access the report.
If you already elected to receive shareholder reports electronically, you will not be affected by this change and you need not take any action. You may elect to receive shareholder reports and other communications from a fund electronically, by contacting your financial intermediary. For Fidelity customers, visit Fidelity's web site or call Fidelity using the contact information listed below.
You may elect to receive all future reports in paper free of charge. If you wish to continue receiving paper copies of your shareholder reports, you may contact your financial intermediary or, if you are a Fidelity customer, visit Fidelity’s website, or call Fidelity at the applicable toll-free number listed below. Your election to receive reports in paper will apply to all funds held with the fund complex/your financial intermediary.
Account Type | Website | Phone Number |
Brokerage, Mutual Fund, or Annuity Contracts: | fidelity.com/mailpreferences | 1-800-343-3548 |
Employer Provided Retirement Accounts: | netbenefits.fidelity.com/preferences (choose 'no' under Required Disclosures to continue to print) | 1-800-343-0860 |
Advisor Sold Accounts Serviced Through Your Financial Intermediary: | Contact Your Financial Intermediary | Your Financial Intermediary's phone number |
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Contents
To view a fund's proxy voting guidelines and proxy voting record for the 12-month period ended June 30, visit http://www.fidelity.com/proxyvotingresults or visit the Securities and Exchange Commission's (SEC) web site at http://www.sec.gov.
You may also call 1-800-544-8544 to request a free copy of the proxy voting guidelines.
Standard & Poor's, S&P and S&P 500 are registered service marks of The McGraw-Hill Companies, Inc. and have been licensed for use by Fidelity Distributors Corporation.
Other third-party marks appearing herein are the property of their respective owners.
All other marks appearing herein are registered or unregistered trademarks or service marks of FMR LLC or an affiliated company. © 2019 FMR LLC. All rights reserved.
This report and the financial statements contained herein are submitted for the general information of the shareholders of the Fund. This report is not authorized for distribution to prospective investors in the Fund unless preceded or accompanied by an effective prospectus.
A fund files its complete schedule of portfolio holdings with the SEC for the first and third quarters of each fiscal year on Form N-PORT. Forms N-PORT are available on the SEC’s web site at http://www.sec.gov. A fund's Forms N-PORT may be reviewed and copied at the SEC’s Public Reference Room in Washington, DC. Information regarding the operation of the SEC's Public Reference Room may be obtained by calling 1-800-SEC-0330.
For a complete list of a fund's portfolio holdings, view the most recent holdings listing, semiannual report, or annual report on Fidelity's web site at http://www.fidelity.com, http://www.institutional.fidelity.com, or http://www.401k.com, as applicable.
NOT FDIC INSURED •MAY LOSE VALUE •NO BANK GUARANTEE
Neither the Fund nor Fidelity Distributors Corporation is a bank.
Investment Summary (Unaudited)
Top Ten Stocks as of August 31, 2019
% of fund's net assets | |
Microsoft Corp. | 4.3 |
Apple, Inc. | 3.7 |
Amazon.com, Inc. | 3.0 |
Facebook, Inc. Class A | 1.8 |
Berkshire Hathaway, Inc. Class B | 1.6 |
Alphabet, Inc. Class C | 1.5 |
Alphabet, Inc. Class A | 1.5 |
JPMorgan Chase & Co. | 1.5 |
Johnson & Johnson | 1.4 |
Visa, Inc. Class A | 1.3 |
21.6 |
Top Market Sectors as of August 31, 2019
% of fund's net assets | |
Information Technology | 22.0 |
Health Care | 13.9 |
Financials | 12.7 |
Communication Services | 10.4 |
Consumer Discretionary | 10.1 |
Industrials | 9.2 |
Consumer Staples | 7.6 |
Energy | 4.4 |
Utilities | 3.5 |
Real Estate | 3.2 |
Schedule of Investments August 31, 2019 (Unaudited)
Showing Percentage of Net Assets
Common Stocks - 99.6% | |||
Shares | Value (000s) | ||
COMMUNICATION SERVICES - 10.4% | |||
Diversified Telecommunication Services - 2.1% | |||
AT&T, Inc. | 60,516,949 | $2,133,828 | |
CenturyLink, Inc. (a) | 7,956,224 | 90,542 | |
Verizon Communications, Inc. | 34,294,378 | 1,994,561 | |
4,218,931 | |||
Entertainment - 1.9% | |||
Activision Blizzard, Inc. | 6,351,933 | 321,408 | |
Electronic Arts, Inc. (b) | 2,459,900 | 230,443 | |
Netflix, Inc. (b) | 3,625,544 | 1,065,004 | |
Take-Two Interactive Software, Inc. (b) | 933,228 | 123,158 | |
The Walt Disney Co. | 14,475,873 | 1,986,958 | |
Viacom, Inc. Class B (non-vtg.) | 2,932,509 | 73,254 | |
3,800,225 | |||
Interactive Media & Services - 4.9% | |||
Alphabet, Inc.: | |||
Class A (b) | 2,483,002 | 2,956,088 | |
Class C (b) | 2,541,350 | 3,019,378 | |
Facebook, Inc. Class A (b) | 19,922,523 | 3,699,015 | |
TripAdvisor, Inc. (a)(b) | 858,314 | 32,607 | |
Twitter, Inc. (b) | 6,055,007 | 258,246 | |
9,965,334 | |||
Media - 1.4% | |||
CBS Corp. Class B | 2,918,495 | 122,752 | |
Charter Communications, Inc. Class A (b) | 1,426,470 | 584,268 | |
Comcast Corp. Class A | 37,558,544 | 1,662,341 | |
Discovery Communications, Inc.: | |||
Class A (a)(b) | 1,309,560 | 36,144 | |
Class C (non-vtg.) (a)(b) | 2,989,140 | 77,807 | |
DISH Network Corp. Class A (b) | 1,913,291 | 64,210 | |
Fox Corp.: | |||
Class A | 2,937,860 | 97,449 | |
Class B | 1,346,906 | 44,179 | |
Interpublic Group of Companies, Inc. | 3,209,429 | 63,803 | |
News Corp.: | |||
Class A | 3,195,751 | 43,942 | |
Class B | 1,027,508 | 14,550 | |
Omnicom Group, Inc. (a) | 1,825,691 | 138,862 | |
2,950,307 | |||
Wireless Telecommunication Services - 0.1% | |||
T-Mobile U.S., Inc. (b) | 2,621,119 | 204,578 | |
TOTAL COMMUNICATION SERVICES | 21,139,375 | ||
CONSUMER DISCRETIONARY - 10.1% | |||
Auto Components - 0.1% | |||
Aptiv PLC | 2,138,036 | 177,820 | |
BorgWarner, Inc. | 1,718,705 | 56,081 | |
233,901 | |||
Automobiles - 0.4% | |||
Ford Motor Co. | 32,494,848 | 297,978 | |
General Motors Co. | 10,938,372 | 405,704 | |
Harley-Davidson, Inc. (a) | 1,319,076 | 42,079 | |
745,761 | |||
Distributors - 0.1% | |||
Genuine Parts Co. | 1,211,202 | 109,359 | |
LKQ Corp. (b) | 2,603,722 | 68,400 | |
177,759 | |||
Diversified Consumer Services - 0.0% | |||
H&R Block, Inc. (a) | 1,685,759 | 40,829 | |
Hotels, Restaurants & Leisure - 2.0% | |||
Carnival Corp. | 3,320,279 | 146,358 | |
Chipotle Mexican Grill, Inc. (b) | 202,234 | 169,557 | |
Darden Restaurants, Inc. | 1,019,750 | 123,369 | |
Hilton Worldwide Holdings, Inc. | 2,413,571 | 222,942 | |
Marriott International, Inc. Class A | 2,291,823 | 288,907 | |
McDonald's Corp. | 6,331,609 | 1,380,101 | |
MGM Mirage, Inc. | 4,231,882 | 118,747 | |
Norwegian Cruise Line Holdings Ltd. (b) | 1,786,112 | 90,645 | |
Royal Caribbean Cruises Ltd. | 1,425,535 | 148,655 | |
Starbucks Corp. | 10,043,591 | 969,809 | |
Wynn Resorts Ltd. | 803,486 | 88,504 | |
Yum! Brands, Inc. | 2,537,226 | 296,297 | |
4,043,891 | |||
Household Durables - 0.3% | |||
D.R. Horton, Inc. | 2,815,979 | 139,306 | |
Garmin Ltd. | 1,005,479 | 82,017 | |
Leggett & Platt, Inc. (a) | 1,088,518 | 40,482 | |
Lennar Corp. Class A | 2,366,869 | 120,710 | |
Mohawk Industries, Inc. (b) | 510,454 | 60,688 | |
Newell Brands, Inc. | 3,227,781 | 53,581 | |
PulteGroup, Inc. | 2,114,246 | 71,462 | |
Whirlpool Corp. | 525,224 | 73,053 | |
641,299 | |||
Internet & Direct Marketing Retail - 3.6% | |||
Amazon.com, Inc. (b) | 3,429,340 | 6,091,502 | |
eBay, Inc. | 6,793,317 | 273,703 | |
Expedia, Inc. | 1,148,038 | 149,360 | |
The Booking Holdings, Inc. (b) | 358,980 | 705,902 | |
7,220,467 | |||
Leisure Products - 0.0% | |||
Hasbro, Inc. | 960,126 | 106,065 | |
Multiline Retail - 0.5% | |||
Dollar General Corp. | 2,142,083 | 334,358 | |
Dollar Tree, Inc. (b) | 1,970,068 | 200,021 | |
Kohl's Corp. | 1,343,562 | 63,497 | |
Macy's, Inc. | 2,561,249 | 37,804 | |
Nordstrom, Inc. (a) | 872,043 | 25,263 | |
Target Corp. | 4,248,409 | 454,750 | |
1,115,693 | |||
Specialty Retail - 2.4% | |||
Advance Auto Parts, Inc. | 594,862 | 82,061 | |
AutoZone, Inc. (b) | 203,401 | 224,085 | |
Best Buy Co., Inc. | 1,926,520 | 122,623 | |
CarMax, Inc. (a)(b) | 1,378,108 | 114,769 | |
Gap, Inc. (a) | 1,755,177 | 27,714 | |
L Brands, Inc. | 1,901,932 | 31,401 | |
Lowe's Companies, Inc. | 6,492,147 | 728,419 | |
O'Reilly Automotive, Inc. (b) | 649,094 | 249,096 | |
Ross Stores, Inc. | 3,046,918 | 323,004 | |
The Home Depot, Inc. | 9,123,863 | 2,079,420 | |
Tiffany & Co., Inc. (a) | 895,998 | 76,043 | |
TJX Companies, Inc. | 10,055,764 | 552,765 | |
Tractor Supply Co. | 1,000,395 | 101,920 | |
Ulta Beauty, Inc. (b) | 460,512 | 109,478 | |
4,822,798 | |||
Textiles, Apparel & Luxury Goods - 0.7% | |||
Capri Holdings Ltd. (b) | 1,251,626 | 33,018 | |
Hanesbrands, Inc. | 2,997,414 | 40,945 | |
NIKE, Inc. Class B | 10,421,096 | 880,583 | |
PVH Corp. | 621,198 | 47,087 | |
Ralph Lauren Corp. | 432,790 | 38,233 | |
Tapestry, Inc. | 2,405,884 | 49,682 | |
Under Armour, Inc.: | |||
Class A (sub. vtg.) (a)(b) | 1,559,039 | 29,014 | |
Class C (non-vtg.) (a)(b) | 1,610,931 | 27,257 | |
VF Corp. | 2,700,538 | 221,309 | |
1,367,128 | |||
TOTAL CONSUMER DISCRETIONARY | 20,515,591 | ||
CONSUMER STAPLES - 7.6% | |||
Beverages - 2.0% | |||
Brown-Forman Corp. Class B (non-vtg.) | 1,379,380 | 81,370 | |
Constellation Brands, Inc. Class A (sub. vtg.) | 1,386,541 | 283,340 | |
Molson Coors Brewing Co. Class B | 1,557,167 | 79,976 | |
Monster Beverage Corp. (b) | 3,245,383 | 190,407 | |
PepsiCo, Inc. | 11,624,279 | 1,589,388 | |
The Coca-Cola Co. | 31,838,180 | 1,752,373 | |
3,976,854 | |||
Food & Staples Retailing - 1.6% | |||
Costco Wholesale Corp. | 3,646,847 | 1,074,945 | |
Kroger Co. | 6,689,221 | 158,401 | |
Sysco Corp. | 3,921,056 | 291,452 | |
Walgreens Boots Alliance, Inc. | 6,444,368 | 329,887 | |
Walmart, Inc. | 11,599,334 | 1,325,340 | |
3,180,025 | |||
Food Products - 1.2% | |||
Archer Daniels Midland Co. | 4,645,036 | 176,744 | |
Campbell Soup Co. (a) | 1,598,218 | 71,920 | |
Conagra Brands, Inc. | 4,029,336 | 114,272 | |
General Mills, Inc. | 4,965,334 | 267,135 | |
Hormel Foods Corp. (a) | 2,257,661 | 96,199 | |
Kellogg Co. | 2,061,149 | 129,440 | |
Lamb Weston Holdings, Inc. | 1,212,943 | 85,379 | |
McCormick & Co., Inc. (non-vtg.) | 1,015,429 | 165,383 | |
Mondelez International, Inc. | 11,944,477 | 659,574 | |
The Hershey Co. | 1,155,070 | 183,055 | |
The J.M. Smucker Co. | 943,220 | 99,189 | |
The Kraft Heinz Co. | 5,159,189 | 131,663 | |
Tyson Foods, Inc. Class A | 2,444,593 | 227,445 | |
2,407,398 | |||
Household Products - 1.8% | |||
Church & Dwight Co., Inc. | 2,041,713 | 162,888 | |
Clorox Co. | 1,056,169 | 167,044 | |
Colgate-Palmolive Co. | 7,119,034 | 527,876 | |
Kimberly-Clark Corp. | 2,850,839 | 402,282 | |
Procter & Gamble Co. | 20,799,737 | 2,500,752 | |
3,760,842 | |||
Personal Products - 0.2% | |||
Coty, Inc. Class A | 2,492,317 | 23,802 | |
Estee Lauder Companies, Inc. Class A | 1,818,262 | 359,998 | |
383,800 | |||
Tobacco - 0.8% | |||
Altria Group, Inc. | 15,514,164 | 678,590 | |
Philip Morris International, Inc. | 12,901,131 | 930,043 | |
1,608,633 | |||
TOTAL CONSUMER STAPLES | 15,317,552 | ||
ENERGY - 4.4% | |||
Energy Equipment & Services - 0.4% | |||
Baker Hughes, A GE Co. Class A | 4,269,704 | 92,610 | |
Halliburton Co. | 7,247,257 | 136,538 | |
Helmerich & Payne, Inc. | 916,379 | 34,447 | |
National Oilwell Varco, Inc. | 3,200,151 | 65,379 | |
Schlumberger Ltd. | 11,485,799 | 372,484 | |
TechnipFMC PLC | 3,492,530 | 86,754 | |
788,212 | |||
Oil, Gas & Consumable Fuels - 4.0% | |||
Apache Corp. (a) | 3,117,236 | 67,239 | |
Cabot Oil & Gas Corp. | 3,510,000 | 60,091 | |
Chevron Corp. | 15,796,035 | 1,859,509 | |
Cimarex Energy Co. | 841,110 | 35,983 | |
Concho Resources, Inc. | 1,663,379 | 121,676 | |
ConocoPhillips Co. | 9,371,719 | 489,016 | |
Devon Energy Corp. | 3,442,948 | 75,710 | |
Diamondback Energy, Inc. | 1,283,574 | 125,893 | |
EOG Resources, Inc. | 4,812,209 | 357,018 | |
Exxon Mobil Corp. | 35,085,352 | 2,402,645 | |
Hess Corp. | 2,113,605 | 133,051 | |
HollyFrontier Corp. | 1,302,746 | 57,790 | |
Kinder Morgan, Inc. | 16,143,539 | 327,230 | |
Marathon Oil Corp. | 6,782,375 | 80,303 | |
Marathon Petroleum Corp. | 5,494,604 | 270,389 | |
Noble Energy, Inc. | 3,965,618 | 89,544 | |
Occidental Petroleum Corp. | 7,424,411 | 322,813 | |
ONEOK, Inc. | 3,422,682 | 243,969 | |
Phillips 66 Co. | 3,463,513 | 341,606 | |
Pioneer Natural Resources Co. | 1,396,616 | 172,370 | |
The Williams Companies, Inc. | 10,048,318 | 237,140 | |
Valero Energy Corp. | 3,459,873 | 260,459 | |
8,131,444 | |||
TOTAL ENERGY | 8,919,656 | ||
FINANCIALS - 12.7% | |||
Banks - 5.3% | |||
Bank of America Corp. | 73,325,420 | 2,017,182 | |
BB&T Corp. | 6,351,211 | 302,635 | |
Citigroup, Inc. | 19,175,597 | 1,233,950 | |
Citizens Financial Group, Inc. | 3,800,809 | 128,239 | |
Comerica, Inc. | 1,278,344 | 78,810 | |
Fifth Third Bancorp | 6,029,745 | 159,487 | |
First Republic Bank | 1,366,408 | 122,594 | |
Huntington Bancshares, Inc. | 8,677,360 | 114,975 | |
JPMorgan Chase & Co. | 26,899,883 | 2,955,221 | |
KeyCorp | 8,361,000 | 138,793 | |
M&T Bank Corp. | 1,132,906 | 165,642 | |
Peoples United Financial, Inc. | 3,270,266 | 46,994 | |
PNC Financial Services Group, Inc. | 3,743,444 | 482,642 | |
Regions Financial Corp. | 8,401,930 | 122,836 | |
SunTrust Banks, Inc. | 3,680,323 | 226,377 | |
SVB Financial Group (b) | 433,868 | 84,439 | |
U.S. Bancorp | 12,409,692 | 653,867 | |
Wells Fargo & Co. | 33,541,454 | 1,562,026 | |
Zions Bancorp NA | 1,513,878 | 62,205 | |
10,658,914 | |||
Capital Markets - 2.7% | |||
Affiliated Managers Group, Inc. | 424,555 | 32,534 | |
Ameriprise Financial, Inc. | 1,110,367 | 143,215 | |
Bank of New York Mellon Corp. | 7,304,786 | 307,239 | |
BlackRock, Inc. Class A | 986,630 | 416,910 | |
Cboe Global Markets, Inc. | 926,329 | 110,381 | |
Charles Schwab Corp. | 9,852,521 | 377,056 | |
CME Group, Inc. | 2,968,399 | 645,003 | |
E*TRADE Financial Corp. | 2,028,877 | 84,685 | |
Franklin Resources, Inc. (a) | 2,441,118 | 64,153 | |
Goldman Sachs Group, Inc. | 2,821,279 | 575,287 | |
IntercontinentalExchange, Inc. | 4,675,718 | 437,086 | |
Invesco Ltd. (a) | 3,321,747 | 52,151 | |
MarketAxess Holdings, Inc. | 312,594 | 124,294 | |
Moody's Corp. | 1,367,826 | 294,876 | |
Morgan Stanley | 10,601,649 | 439,862 | |
MSCI, Inc. | 702,181 | 164,753 | |
Northern Trust Corp. | 1,805,035 | 158,717 | |
Raymond James Financial, Inc. | 1,047,811 | 82,264 | |
S&P Global, Inc. | 2,040,569 | 530,936 | |
State Street Corp. | 3,094,375 | 158,772 | |
T. Rowe Price Group, Inc. | 1,960,913 | 216,916 | |
The NASDAQ OMX Group, Inc. | 961,849 | 96,031 | |
5,513,121 | |||
Consumer Finance - 0.7% | |||
American Express Co. | 5,678,265 | 683,493 | |
Capital One Financial Corp. | 3,894,023 | 337,300 | |
Discover Financial Services | 2,684,447 | 214,675 | |
Synchrony Financial | 5,258,712 | 168,542 | |
1,404,010 | |||
Diversified Financial Services - 1.6% | |||
Berkshire Hathaway, Inc. Class B (b) | 16,068,774 | 3,268,549 | |
Jefferies Financial Group, Inc. | 2,101,061 | 39,164 | |
3,307,713 | |||
Insurance - 2.4% | |||
AFLAC, Inc. | 6,181,626 | 310,194 | |
Allstate Corp. | 2,762,211 | 282,823 | |
American International Group, Inc. | 7,212,230 | 375,324 | |
Aon PLC | 1,994,472 | 388,623 | |
Arthur J. Gallagher & Co. | 1,536,159 | 139,345 | |
Assurant, Inc. | 509,767 | 62,701 | |
Chubb Ltd. | 3,796,788 | 593,362 | |
Cincinnati Financial Corp. | 1,258,012 | 141,514 | |
Everest Re Group Ltd. | 337,777 | 79,675 | |
Globe Life, Inc. | 838,727 | 74,865 | |
Hartford Financial Services Group, Inc. | 2,997,645 | 174,703 | |
Lincoln National Corp. | 1,677,882 | 88,726 | |
Loews Corp. | 2,224,827 | 106,947 | |
Marsh & McLennan Companies, Inc. | 4,240,200 | 423,554 | |
MetLife, Inc. | 7,880,711 | 349,115 | |
Principal Financial Group, Inc. | 2,148,108 | 114,322 | |
Progressive Corp. | 4,842,567 | 367,067 | |
Prudential Financial, Inc. | 3,366,659 | 269,636 | |
The Travelers Companies, Inc. | 2,171,810 | 319,169 | |
Unum Group | 1,756,973 | 44,645 | |
Willis Group Holdings PLC | 1,071,659 | 212,156 | |
4,918,466 | |||
TOTAL FINANCIALS | 25,802,224 | ||
HEALTH CARE - 13.9% | |||
Biotechnology - 2.1% | |||
AbbVie, Inc. | 12,258,721 | 805,888 | |
Alexion Pharmaceuticals, Inc. (b) | 1,859,433 | 187,356 | |
Amgen, Inc. | 5,057,751 | 1,055,148 | |
Biogen, Inc. (b) | 1,607,812 | 353,317 | |
Celgene Corp. (b) | 5,848,203 | 566,106 | |
Gilead Sciences, Inc. | 10,544,071 | 669,970 | |
Incyte Corp. (b) | 1,475,894 | 120,758 | |
Regeneron Pharmaceuticals, Inc. (b) | 652,110 | 189,145 | |
Vertex Pharmaceuticals, Inc. (b) | 2,123,823 | 382,331 | |
4,330,019 | |||
Health Care Equipment & Supplies - 3.6% | |||
Abbott Laboratories | 14,629,056 | 1,248,151 | |
Abiomed, Inc. (b) | 374,188 | 72,244 | |
Align Technology, Inc. (b) | 603,715 | 110,546 | |
Baxter International, Inc. | 3,934,317 | 346,023 | |
Becton, Dickinson & Co. | 2,236,689 | 567,940 | |
Boston Scientific Corp. (b) | 11,531,663 | 492,748 | |
Danaher Corp. | 5,224,309 | 742,322 | |
Dentsply Sirona, Inc. | 1,940,199 | 101,181 | |
Edwards Lifesciences Corp. (b) | 1,728,954 | 383,551 | |
Hologic, Inc. (b) | 2,222,742 | 109,737 | |
IDEXX Laboratories, Inc. (b) | 713,185 | 206,638 | |
Intuitive Surgical, Inc. (b) | 957,334 | 489,523 | |
Medtronic PLC | 11,117,423 | 1,199,459 | |
ResMed, Inc. | 1,189,053 | 165,635 | |
Stryker Corp. | 2,567,925 | 566,638 | |
Teleflex, Inc. | 382,721 | 139,280 | |
The Cooper Companies, Inc. | 410,368 | 127,111 | |
Varian Medical Systems, Inc. (b) | 754,148 | 79,887 | |
Zimmer Biomet Holdings, Inc. | 1,698,239 | 236,395 | |
7,385,009 | |||
Health Care Providers & Services - 2.6% | |||
AmerisourceBergen Corp. | 1,289,704 | 106,104 | |
Anthem, Inc. | 2,132,737 | 557,753 | |
Cardinal Health, Inc. | 2,471,592 | 106,600 | |
Centene Corp. (b) | 3,427,749 | 159,802 | |
Cigna Corp. | 3,146,566 | 484,477 | |
CVS Health Corp. | 10,772,415 | 656,256 | |
DaVita HealthCare Partners, Inc. (b) | 871,777 | 49,142 | |
HCA Holdings, Inc. | 2,214,030 | 266,126 | |
Henry Schein, Inc. (a)(b) | 1,236,161 | 76,172 | |
Humana, Inc. | 1,119,746 | 317,123 | |
Laboratory Corp. of America Holdings (b) | 816,788 | 136,861 | |
McKesson Corp. | 1,575,215 | 217,805 | |
Quest Diagnostics, Inc. | 1,114,273 | 114,068 | |
UnitedHealth Group, Inc. | 7,880,496 | 1,844,036 | |
Universal Health Services, Inc. Class B | 687,288 | 99,368 | |
Wellcare Health Plans, Inc. (b) | 417,200 | 112,953 | |
5,304,646 | |||
Health Care Technology - 0.1% | |||
Cerner Corp. | 2,698,477 | 185,952 | |
Life Sciences Tools & Services - 1.0% | |||
Agilent Technologies, Inc. | 2,620,297 | 186,329 | |
Illumina, Inc. (b) | 1,218,963 | 342,943 | |
IQVIA Holdings, Inc. (b) | 1,308,460 | 203,008 | |
Mettler-Toledo International, Inc. (b) | 205,673 | 135,084 | |
PerkinElmer, Inc. | 919,761 | 76,064 | |
Thermo Fisher Scientific, Inc. | 3,316,748 | 952,106 | |
Waters Corp. (b) | 576,105 | 122,071 | |
2,017,605 | |||
Pharmaceuticals - 4.5% | |||
Allergan PLC | 2,555,128 | 408,105 | |
Bristol-Myers Squibb Co. | 13,563,865 | 652,015 | |
Corteva, Inc. | 6,209,372 | 182,059 | |
Eli Lilly & Co. | 7,164,845 | 809,413 | |
Johnson & Johnson | 22,016,428 | 2,826,029 | |
Merck & Co., Inc. | 21,349,630 | 1,846,103 | |
Mylan NV (b) | 4,274,347 | 83,222 | |
Nektar Therapeutics (a)(b) | 1,445,400 | 25,396 | |
Perrigo Co. PLC | 1,037,460 | 48,532 | |
Pfizer, Inc. | 46,037,038 | 1,636,617 | |
Zoetis, Inc. Class A | 3,969,142 | 501,779 | |
9,019,270 | |||
TOTAL HEALTH CARE | 28,242,501 | ||
INDUSTRIALS - 9.2% | |||
Aerospace & Defense - 2.7% | |||
Arconic, Inc. | 3,310,934 | 85,555 | |
General Dynamics Corp. | 2,251,679 | 430,679 | |
Harris Corp. | 1,836,009 | 388,151 | |
Huntington Ingalls Industries, Inc. | 344,560 | 72,013 | |
Lockheed Martin Corp. | 2,038,313 | 782,936 | |
Northrop Grumman Corp. | 1,408,027 | 517,971 | |
Raytheon Co. | 2,309,736 | 428,040 | |
Textron, Inc. | 1,930,124 | 86,856 | |
The Boeing Co. | 4,338,894 | 1,579,748 | |
TransDigm Group, Inc. | 405,704 | 218,399 | |
United Technologies Corp. | 6,726,118 | 876,010 | |
5,466,358 | |||
Air Freight & Logistics - 0.6% | |||
C.H. Robinson Worldwide, Inc. (a) | 1,132,417 | 95,678 | |
Expeditors International of Washington, Inc. | 1,426,237 | 101,405 | |
FedEx Corp. | 1,987,896 | 315,300 | |
United Parcel Service, Inc. Class B | 5,784,079 | 686,339 | |
1,198,722 | |||
Airlines - 0.4% | |||
Alaska Air Group, Inc. | 1,024,128 | 61,161 | |
American Airlines Group, Inc. | 3,282,934 | 86,374 | |
Delta Air Lines, Inc. | 4,939,933 | 285,825 | |
Southwest Airlines Co. | 4,052,915 | 212,049 | |
United Continental Holdings, Inc. (b) | 1,832,826 | 154,526 | |
799,935 | |||
Building Products - 0.3% | |||
A.O. Smith Corp. | 1,170,346 | 54,444 | |
Allegion PLC | 779,025 | 74,997 | |
Fortune Brands Home & Security, Inc. | 1,159,931 | 59,226 | |
Johnson Controls International PLC | 6,598,827 | 281,704 | |
Masco Corp. | 2,434,186 | 99,144 | |
569,515 | |||
Commercial Services & Supplies - 0.4% | |||
Cintas Corp. | 702,376 | 185,287 | |
Copart, Inc. (b) | 1,671,882 | 126,043 | |
Republic Services, Inc. | 1,786,673 | 159,461 | |
Rollins, Inc. | 1,222,184 | 40,100 | |
Waste Management, Inc. | 3,239,849 | 386,676 | |
897,567 | |||
Construction & Engineering - 0.1% | |||
Jacobs Engineering Group, Inc. | 951,550 | 84,555 | |
Quanta Services, Inc. | 1,178,173 | 39,940 | |
124,495 | |||
Electrical Equipment - 0.5% | |||
AMETEK, Inc. | 1,889,318 | 162,349 | |
Eaton Corp. PLC | 3,508,457 | 283,203 | |
Emerson Electric Co. | 5,096,592 | 303,706 | |
Fortive Corp. | 2,445,282 | 173,370 | |
Rockwell Automation, Inc. | 981,489 | 149,962 | |
1,072,590 | |||
Industrial Conglomerates - 1.3% | |||
3M Co. | 4,779,885 | 773,003 | |
General Electric Co. | 72,315,250 | 596,601 | |
Honeywell International, Inc. | 6,034,629 | 993,421 | |
Roper Technologies, Inc. | 861,077 | 315,809 | |
2,678,834 | |||
Machinery - 1.4% | |||
Caterpillar, Inc. | 4,742,147 | 564,315 | |
Cummins, Inc. | 1,201,488 | 179,346 | |
Deere & Co. | 2,628,615 | 407,199 | |
Dover Corp. | 1,205,107 | 112,967 | |
Flowserve Corp. | 1,087,431 | 46,412 | |
IDEX Corp. | 627,782 | 103,402 | |
Illinois Tool Works, Inc. | 2,485,300 | 372,447 | |
Ingersoll-Rand PLC | 1,999,746 | 242,149 | |
PACCAR, Inc. | 2,872,797 | 188,341 | |
Parker Hannifin Corp. | 1,063,773 | 176,342 | |
Pentair PLC | 1,311,344 | 47,103 | |
Snap-On, Inc. | 459,425 | 68,307 | |
Stanley Black & Decker, Inc. | 1,256,543 | 166,944 | |
Wabtec Corp. (a) | 1,509,618 | 104,481 | |
Xylem, Inc. | 1,492,053 | 114,306 | |
2,894,061 | |||
Professional Services - 0.3% | |||
Equifax, Inc. | 1,001,905 | 146,659 | |
IHS Markit Ltd. (b) | 3,016,483 | 197,911 | |
Nielsen Holdings PLC | 2,947,851 | 61,197 | |
Robert Half International, Inc. | 982,426 | 52,530 | |
Verisk Analytics, Inc. | 1,357,162 | 219,236 | |
677,533 | |||
Road & Rail - 1.0% | |||
CSX Corp. | 6,374,312 | 427,206 | |
J.B. Hunt Transport Services, Inc. | 721,354 | 77,935 | |
Kansas City Southern | 834,094 | 104,929 | |
Norfolk Southern Corp. | 2,205,469 | 383,862 | |
Union Pacific Corp. | 5,869,580 | 950,637 | |
1,944,569 | |||
Trading Companies & Distributors - 0.2% | |||
Fastenal Co. | 4,745,804 | 145,317 | |
United Rentals, Inc. (b) | 651,971 | 73,386 | |
W.W. Grainger, Inc. | 372,403 | 101,908 | |
320,611 | |||
TOTAL INDUSTRIALS | 18,644,790 | ||
INFORMATION TECHNOLOGY - 22.0% | |||
Communications Equipment - 1.1% | |||
Arista Networks, Inc. (b) | 438,411 | 99,353 | |
Cisco Systems, Inc. | 35,496,972 | 1,661,613 | |
F5 Networks, Inc. (b) | 495,007 | 63,722 | |
Juniper Networks, Inc. | 2,855,235 | 66,127 | |
Motorola Solutions, Inc. | 1,366,449 | 247,204 | |
2,138,019 | |||
Electronic Equipment & Components - 0.4% | |||
Amphenol Corp. Class A | 2,477,165 | 216,851 | |
Corning, Inc. | 6,507,388 | 181,231 | |
FLIR Systems, Inc. | 1,122,947 | 55,328 | |
IPG Photonics Corp. (b) | 295,258 | 36,532 | |
Keysight Technologies, Inc. (b) | 1,560,364 | 151,137 | |
TE Connectivity Ltd. | 2,793,382 | 254,812 | |
895,891 | |||
IT Services - 5.8% | |||
Accenture PLC Class A | 5,289,080 | 1,048,137 | |
Akamai Technologies, Inc. (b) | 1,360,736 | 121,282 | |
Alliance Data Systems Corp. | 328,256 | 40,359 | |
Automatic Data Processing, Inc. | 3,609,026 | 612,957 | |
Broadridge Financial Solutions, Inc. | 963,055 | 124,658 | |
Cognizant Technology Solutions Corp. Class A | 4,720,645 | 289,800 | |
DXC Technology Co. | 2,224,574 | 73,900 | |
Fidelity National Information Services, Inc. | 5,082,048 | 692,277 | |
Fiserv, Inc. (b) | 4,725,317 | 505,325 | |
FleetCor Technologies, Inc. (b) | 714,735 | 213,277 | |
Gartner, Inc. (b) | 747,050 | 99,858 | |
Global Payments, Inc. | 1,299,307 | 215,659 | |
IBM Corp. | 7,352,279 | 996,454 | |
Jack Henry & Associates, Inc. | 640,196 | 92,803 | |
Leidos Holdings, Inc. | 1,195,844 | 104,469 | |
MasterCard, Inc. Class A | 7,452,898 | 2,097,022 | |
Paychex, Inc. | 2,652,362 | 216,698 | |
PayPal Holdings, Inc. (b) | 9,742,856 | 1,062,458 | |
The Western Union Co. (a) | 3,571,553 | 79,003 | |
Total System Services, Inc. | 1,350,061 | 181,205 | |
VeriSign, Inc. (b) | 869,701 | 177,289 | |
Visa, Inc. Class A | 14,420,149 | 2,607,451 | |
11,652,341 | |||
Semiconductors & Semiconductor Equipment - 3.8% | |||
Advanced Micro Devices, Inc. (a)(b) | 7,354,516 | 231,300 | |
Analog Devices, Inc. | 3,066,156 | 336,756 | |
Applied Materials, Inc. | 7,762,431 | 372,752 | |
Broadcom, Inc. | 3,282,460 | 927,754 | |
Intel Corp. | 37,124,470 | 1,760,071 | |
KLA-Tencor Corp. | 1,340,196 | 198,215 | |
Lam Research Corp. | 1,243,234 | 261,713 | |
Maxim Integrated Products, Inc. | 2,259,021 | 123,207 | |
Microchip Technology, Inc. (a) | 1,972,954 | 170,325 | |
Micron Technology, Inc. (b) | 9,176,942 | 415,440 | |
NVIDIA Corp. | 5,049,989 | 845,924 | |
Qorvo, Inc. (b) | 988,023 | 70,574 | |
Qualcomm, Inc. | 10,080,898 | 783,991 | |
Skyworks Solutions, Inc. | 1,432,024 | 107,788 | |
Texas Instruments, Inc. | 7,779,853 | 962,757 | |
Xilinx, Inc. | 2,105,572 | 219,106 | |
7,787,673 | |||
Software - 6.8% | |||
Adobe, Inc. (b) | 4,046,219 | 1,151,190 | |
ANSYS, Inc. (b) | 695,953 | 143,756 | |
Autodesk, Inc. (b) | 1,821,147 | 260,096 | |
Cadence Design Systems, Inc. (b) | 2,330,375 | 159,584 | |
Citrix Systems, Inc. | 1,037,109 | 96,430 | |
Fortinet, Inc. (b) | 1,203,596 | 95,301 | |
Intuit, Inc. | 2,149,712 | 619,891 | |
Microsoft Corp. | 63,542,117 | 8,759,915 | |
Oracle Corp. | 20,121,465 | 1,047,523 | |
Salesforce.com, Inc. (b) | 7,082,983 | 1,105,441 | |
Symantec Corp. | 5,126,228 | 119,185 | |
Synopsys, Inc. (b) | 1,243,002 | 176,270 | |
13,734,582 | |||
Technology Hardware, Storage & Peripherals - 4.1% | |||
Apple, Inc. | 36,245,666 | 7,565,920 | |
Hewlett Packard Enterprise Co. | 11,104,578 | 153,465 | |
HP, Inc. | 12,490,572 | 228,453 | |
NetApp, Inc. | 2,047,982 | 98,426 | |
Seagate Technology LLC | 2,089,046 | 104,891 | |
Western Digital Corp. | 2,429,617 | 139,144 | |
Xerox Holdings Corp. | 1,620,520 | 46,979 | |
8,337,278 | |||
TOTAL INFORMATION TECHNOLOGY | 44,545,784 | ||
MATERIALS - 2.6% | |||
Chemicals - 1.8% | |||
Air Products & Chemicals, Inc. | 1,825,401 | 412,395 | |
Albemarle Corp. U.S. (a) | 878,624 | 54,237 | |
Celanese Corp. Class A | 1,049,900 | 119,027 | |
CF Industries Holdings, Inc. | 1,833,237 | 88,344 | |
Dow, Inc. | 6,209,447 | 264,709 | |
DowDuPont, Inc. | 6,209,215 | 421,792 | |
Eastman Chemical Co. | 1,149,134 | 75,119 | |
Ecolab, Inc. | 2,103,358 | 433,944 | |
FMC Corp. | 1,091,743 | 94,250 | |
International Flavors & Fragrances, Inc. (a) | 840,475 | 92,242 | |
Linde PLC | 4,500,759 | 850,238 | |
LyondellBasell Industries NV Class A | 2,279,116 | 176,358 | |
PPG Industries, Inc. | 1,957,820 | 216,907 | |
Sherwin-Williams Co. | 673,648 | 354,844 | |
The Mosaic Co. | 2,943,132 | 54,124 | |
3,708,530 | |||
Construction Materials - 0.1% | |||
Martin Marietta Materials, Inc. | 518,092 | 131,476 | |
Vulcan Materials Co. | 1,095,342 | 154,717 | |
286,193 | |||
Containers & Packaging - 0.4% | |||
Amcor PLC | 13,459,034 | 132,168 | |
Avery Dennison Corp. | 700,000 | 80,899 | |
Ball Corp. | 2,775,786 | 223,201 | |
International Paper Co. | 3,294,798 | 128,827 | |
Packaging Corp. of America | 783,569 | 78,811 | |
Sealed Air Corp. | 1,291,139 | 51,413 | |
WestRock Co. | 2,131,468 | 72,854 | |
768,173 | |||
Metals & Mining - 0.3% | |||
Freeport-McMoRan, Inc. | 12,029,050 | 110,547 | |
Newmont Goldcorp Corp. | 6,796,614 | 271,117 | |
Nucor Corp. | 2,527,366 | 123,790 | |
505,454 | |||
TOTAL MATERIALS | 5,268,350 | ||
REAL ESTATE - 3.2% | |||
Equity Real Estate Investment Trusts (REITs) - 3.2% | |||
Alexandria Real Estate Equities, Inc. | 936,495 | 140,324 | |
American Tower Corp. | 3,665,372 | 843,732 | |
Apartment Investment & Management Co. Class A | 1,234,121 | 62,940 | |
AvalonBay Communities, Inc. | 1,155,966 | 245,712 | |
Boston Properties, Inc. | 1,281,321 | 164,547 | |
Crown Castle International Corp. | 3,447,434 | 500,464 | |
Digital Realty Trust, Inc. | 1,727,138 | 213,526 | |
Duke Realty Corp. | 2,980,473 | 99,160 | |
Equinix, Inc. | 697,131 | 387,800 | |
Equity Residential (SBI) | 3,071,969 | 260,380 | |
Essex Property Trust, Inc. | 544,943 | 175,068 | |
Extra Space Storage, Inc. | 1,056,882 | 128,855 | |
Federal Realty Investment Trust (SBI) | 621,141 | 80,258 | |
HCP, Inc. | 3,963,562 | 137,575 | |
Host Hotels & Resorts, Inc. | 6,143,689 | 98,545 | |
Iron Mountain, Inc. | 2,378,893 | 75,768 | |
Kimco Realty Corp. | 3,499,669 | 64,324 | |
Mid-America Apartment Communities, Inc. | 945,285 | 119,749 | |
Prologis, Inc. | 5,230,703 | 437,391 | |
Public Storage | 1,244,577 | 329,489 | |
Realty Income Corp. | 2,610,546 | 192,684 | |
Regency Centers Corp. | 1,385,704 | 89,392 | |
SBA Communications Corp. Class A | 939,107 | 246,450 | |
Simon Property Group, Inc. | 2,562,194 | 381,613 | |
SL Green Realty Corp. | 699,262 | 56,095 | |
The Macerich Co. (a) | 878,392 | 25,061 | |
UDR, Inc. | 2,336,720 | 112,583 | |
Ventas, Inc. | 3,063,262 | 224,813 | |
Vornado Realty Trust | 1,439,476 | 87,045 | |
Welltower, Inc. | 3,357,878 | 300,732 | |
Weyerhaeuser Co. | 6,175,963 | 162,490 | |
6,444,565 | |||
Real Estate Management & Development - 0.0% | |||
CBRE Group, Inc. (b) | 2,593,311 | 135,552 | |
TOTAL REAL ESTATE | 6,580,117 | ||
UTILITIES - 3.5% | |||
Electric Utilities - 2.1% | |||
Alliant Energy Corp. | 1,959,455 | 102,773 | |
American Electric Power Co., Inc. | 4,091,701 | 372,959 | |
Duke Energy Corp. | 6,037,158 | 559,886 | |
Edison International | 2,933,895 | 212,033 | |
Entergy Corp. | 1,574,917 | 177,714 | |
Evergy, Inc. | 2,024,125 | 131,568 | |
Eversource Energy | 2,662,654 | 213,358 | |
Exelon Corp. | 8,051,416 | 380,510 | |
FirstEnergy Corp. | 4,186,515 | 192,580 | |
NextEra Energy, Inc. | 3,971,456 | 870,067 | |
Pinnacle West Capital Corp. | 931,031 | 88,737 | |
PPL Corp. | 5,984,875 | 176,853 | |
Southern Co. | 8,630,863 | 502,834 | |
Xcel Energy, Inc. | 4,267,804 | 274,078 | |
4,255,950 | |||
Gas Utilities - 0.1% | |||
Atmos Energy Corp. | 970,095 | 106,934 | |
Independent Power and Renewable Electricity Producers - 0.1% | |||
NRG Energy, Inc. | 2,097,844 | 76,362 | |
The AES Corp. | 5,503,801 | 84,373 | |
160,735 | |||
Multi-Utilities - 1.1% | |||
Ameren Corp. | 2,036,556 | 157,120 | |
CenterPoint Energy, Inc. | 4,164,160 | 115,306 | |
CMS Energy Corp. | 2,352,964 | 148,354 | |
Consolidated Edison, Inc. | 2,712,416 | 241,134 | |
Dominion Energy, Inc. | 6,653,415 | 516,505 | |
DTE Energy Co. | 1,519,243 | 196,985 | |
NiSource, Inc. | 3,093,869 | 91,424 | |
Public Service Enterprise Group, Inc. | 4,191,159 | 253,439 | |
Sempra Energy (a) | 2,275,298 | 322,250 | |
WEC Energy Group, Inc. | 2,615,696 | 250,505 | |
2,293,022 | |||
Water Utilities - 0.1% | |||
American Water Works Co., Inc. | 1,496,912 | 190,587 | |
TOTAL UTILITIES | 7,007,228 | ||
TOTAL COMMON STOCKS | |||
(Cost $123,472,357) | 201,983,168 | ||
Principal Amount (000s) | Value (000s) | ||
U.S. Treasury Obligations - 0.0% | |||
U.S. Treasury Bills, yield at date of purchase 2.46% 9/12/19 (c) | |||
(Cost $39,970) | 40,000 | 39,981 | |
Shares | Value (000s) | ||
Money Market Funds - 1.0% | |||
Fidelity Cash Central Fund 2.13% (d) | 473,794,205 | $473,889 | |
Fidelity Securities Lending Cash Central Fund 2.13% (d)(e) | 1,507,988,302 | 1,508,139 | |
TOTAL MONEY MARKET FUNDS | |||
(Cost $1,982,010) | 1,982,028 | ||
TOTAL INVESTMENT IN SECURITIES - 100.6% | |||
(Cost $125,494,337) | 204,005,177 | ||
NET OTHER ASSETS (LIABILITIES) - (0.6)% | (1,251,817) | ||
NET ASSETS - 100% | $202,753,360 |
Futures Contracts | |||||
Number of contracts | Expiration Date | Notional Amount (000s) | Value (000s) | Unrealized Appreciation/(Depreciation) (000s) | |
Purchased | |||||
Equity Index Contracts | |||||
CME E-mini S&P 500 Index Contracts (United States) | 5,179 | Sept. 2019 | $757,377 | $14,470 | $14,470 |
The notional amount of futures purchased as a percentage of Net Assets is 0.4%
Legend
(a) Security or a portion of the security is on loan at period end.
(b) Non-income producing
(c) 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 $34,733,000.
(d) 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 are available on the SEC's website or upon request.
(e) Investment made with cash collateral received from securities on loan.
Affiliated Central Funds
Information regarding fiscal year to date income earned by the Fund from investments in Fidelity Central Funds is as follows:
Fund | Income earned |
(Amounts in thousands) | |
Fidelity Cash Central Fund | $6,337 |
Fidelity Securities Lending Cash Central Fund | 5,124 |
Total | $11,461 |
Amounts in the income column in the above table include any capital gain distributions from underlying funds, which are presented in the corresponding line-item in the Statement of Operations, if applicable. Amount for Fidelity Securities Lending Cash Central Fund represents the income earned on investing cash collateral, less rebates paid to borrowers and any lending agent fees associated with the loan, plus any premium payments received for lending certain types of securities.
Investment Valuation
The following is a summary of the inputs used, as of August 31, 2019, involving the Fund's assets and liabilities carried at fair value. The inputs or methodology used for valuing securities may not be an indication of the risk associated with investing in those securities. For more information on valuation inputs, and their aggregation into the levels used below, please refer to the Investment Valuation section in the accompanying Notes to Financial Statements.
Valuation Inputs at Reporting Date: | ||||
Description | Total | Level 1 | Level 2 | Level 3 |
(Amounts in thousands) | ||||
Investments in Securities: | ||||
Equities: | ||||
Communication Services | $21,139,375 | $21,139,375 | $-- | $-- |
Consumer Discretionary | 20,515,591 | 20,515,591 | -- | -- |
Consumer Staples | 15,317,552 | 15,317,552 | -- | -- |
Energy | 8,919,656 | 8,919,656 | -- | -- |
Financials | 25,802,224 | 25,802,224 | -- | -- |
Health Care | 28,242,501 | 28,242,501 | -- | -- |
Industrials | 18,644,790 | 18,644,790 | -- | -- |
Information Technology | 44,545,784 | 44,545,784 | -- | -- |
Materials | 5,268,350 | 5,268,350 | -- | -- |
Real Estate | 6,580,117 | 6,580,117 | -- | -- |
Utilities | 7,007,228 | 7,007,228 | -- | -- |
U.S. Government and Government Agency Obligations | 39,981 | -- | 39,981 | -- |
Money Market Funds | 1,982,028 | 1,982,028 | -- | -- |
Total Investments in Securities: | $204,005,177 | $203,965,196 | $39,981 | $-- |
Derivative Instruments: | ||||
Assets | ||||
Futures Contracts | $14,470 | $14,470 | $-- | $-- |
Total Assets | $14,470 | $14,470 | $-- | $-- |
Total Derivative Instruments: | $14,470 | $14,470 | $-- | $-- |
Value of Derivative Instruments
The following table is a summary of the Fund's value of derivative instruments by primary risk exposure as of August 31, 2019. For additional information on derivative instruments, please refer to the Derivative Instruments section in the accompanying Notes to Financial Statements.
Primary Risk Exposure / Derivative Type | Value | |
Asset | Liability | |
(Amounts in thousands) | ||
Equity Risk | ||
Futures Contracts(a) | $14,470 | $0 |
Total Equity Risk | 14,470 | 0 |
Total Value of Derivatives | $14,470 | $0 |
(a) Reflects gross cumulative appreciation (depreciation) on futures contracts as presented in the Schedule of Investments. In the Statement of Assets and Liabilities, the period end daily variation margin is included in receivable or payable for daily variation margin on futures contracts, and the net cumulative appreciation (depreciation) is included in distributable earnings.
See accompanying notes which are an integral part of the financial statements.
Financial Statements
Statement of Assets and Liabilities
Amounts in thousands (except per-share amounts) | August 31, 2019 (Unaudited) | |
Assets | ||
Investment in securities, at value (including securities loaned of $1,477,573) — See accompanying schedule: Unaffiliated issuers (cost $123,512,327) | $202,023,149 | |
Fidelity Central Funds (cost $1,982,010) | 1,982,028 | |
Total Investment in Securities (cost $125,494,337) | $204,005,177 | |
Receivable for investments sold | 9,961 | |
Receivable for fund shares sold | 296,915 | |
Dividends receivable | 389,767 | |
Distributions receivable from Fidelity Central Funds | 871 | |
Other receivables | 3,322 | |
Total assets | 204,706,013 | |
Liabilities | ||
Payable for investments purchased | $311,385 | |
Payable for fund shares redeemed | 127,107 | |
Accrued management fee | 2,488 | |
Payable for daily variation margin on futures contracts | 386 | |
Other payables and accrued expenses | 3,313 | |
Collateral on securities loaned | 1,507,974 | |
Total liabilities | 1,952,653 | |
Net Assets | $202,753,360 | |
Net Assets consist of: | ||
Paid in capital | $123,408,805 | |
Total distributable earnings (loss) | 79,344,555 | |
Net Assets | $202,753,360 | |
Net Asset Value and Maximum Offering Price | ||
Net Asset Value, offering price and redemption price per share ($202,753,360 ÷ 1,987,457 shares) | $102.02 |
See accompanying notes which are an integral part of the financial statements.
Statement of Operations
Amounts in thousands | Six months ended August 31, 2019 (Unaudited) | |
Investment Income | ||
Dividends | $1,904,339 | |
Interest | 499 | |
Income from Fidelity Central Funds (including $5,124 from security lending) | 11,461 | |
Total income | 1,916,299 | |
Expenses | ||
Management fee | $14,481 | |
Independent trustees' fees and expenses | 514 | |
Interest | 51 | |
Commitment fees | 246 | |
Total expenses before reductions | 15,292 | |
Expense reductions | (28) | |
Total expenses after reductions | 15,264 | |
Net investment income (loss) | 1,901,035 | |
Realized and Unrealized Gain (Loss) | ||
Net realized gain (loss) on: | ||
Investment securities: | ||
Unaffiliated issuers | 954,807 | |
Fidelity Central Funds | 150 | |
Futures contracts | 74,100 | |
Total net realized gain (loss) | 1,029,057 | |
Change in net unrealized appreciation (depreciation) on: | ||
Investment securities: | ||
Unaffiliated issuers | 8,411,987 | |
Fidelity Central Funds | (161) | |
Futures contracts | (38,299) | |
Total change in net unrealized appreciation (depreciation) | 8,373,527 | |
Net gain (loss) | 9,402,584 | |
Net increase (decrease) in net assets resulting from operations | $11,303,619 |
See accompanying notes which are an integral part of the financial statements.
Statement of Changes in Net Assets
Amounts in thousands | Six months ended August 31, 2019 (Unaudited) | Year ended February 28, 2019 |
Increase (Decrease) in Net Assets | ||
Operations | ||
Net investment income (loss) | $1,901,035 | $3,126,822 |
Net realized gain (loss) | 1,029,057 | 1,314,826 |
Change in net unrealized appreciation (depreciation) | 8,373,527 | 3,394,757 |
Net increase (decrease) in net assets resulting from operations | 11,303,619 | 7,836,405 |
Distributions to shareholders | (2,007,159) | (3,914,806) |
Share transactions - net increase (decrease) | 13,863,542 | 28,151,548 |
Total increase (decrease) in net assets | 23,160,002 | 32,073,147 |
Net Assets | ||
Beginning of period | 179,593,358 | 147,520,211 |
End of period | $202,753,360 | $179,593,358 |
See accompanying notes which are an integral part of the financial statements.
Financial Highlights
Fidelity 500 Index Fund
Six months ended (Unaudited) August 31, | Years endedFebruary 28, | |||||
2019 | 2019 | 2018 | 2017 | 2016 A | 2015 | |
Selected Per–Share Data | ||||||
Net asset value, beginning of period | $97.10 | $95.15 | $83.00 | $68.15 | $74.73 | $66.11 |
Income from Investment Operations | ||||||
Net investment income (loss)B | .99 | 1.86 | 1.74 | 1.61 | 1.50 | 1.50 |
Net realized and unrealized gain (loss) | 4.98 | 2.46 | 12.25 | 15.21 | (6.05) | 8.64 |
Total from investment operations | 5.97 | 4.32 | 13.99 | 16.82 | (4.55) | 10.14 |
Distributions from net investment income | (.94) | (1.81) | (1.69) | (1.58) | (1.57) | (1.36) |
Distributions from net realized gain | (.12) | (.57) | (.15) | (.40) | (.46) | (.16) |
Total distributions | (1.05)C | (2.37)D | (1.84) | (1.97)E | (2.03) | (1.52) |
Net asset value, end of period | $102.02 | $97.10 | $95.15 | $83.00 | $68.15 | $74.73 |
Total ReturnF,G | 6.16% | 4.67% | 17.08% | 24.97% | (6.19)% | 15.50% |
Ratios to Average Net AssetsH,I | ||||||
Expenses before reductions | .02%J | .02% | .02% | .02% | .03% | .03% |
Expenses net of fee waivers, if any | .02%J | .02% | .02% | .02% | .02% | .02% |
Expenses net of all reductions | .02%J | .02% | .02% | .02% | .02% | .02% |
Net investment income (loss) | 1.97%J | 1.99% | 1.96% | 2.11% | 2.09% | 2.14% |
Supplemental Data | ||||||
Net assets, end of period (in millions) | $202,753 | $179,593 | $32,225 | $14,824 | $6,722 | $6,217 |
Portfolio turnover rateK | 4%J,L | 4%L | 4%L | 5% | 5% | 4% |
A For the year ended February 29.
B Calculated based on average shares outstanding during the period.
C Total distributions of $1.05 per share is comprised of distributions from net investment income of $.935 and distributions from net realized gain of $.119 per share.
D Total distributions of $2.37 per share is comprised of distributions from net investment income of $1.807 and distributions from net realized gain of $.565 per share.
E Total distributions of $1.97 per share is comprised of distributions from net investment income of $1.576 and distributions from net realized gain of $.398 per share.
F Total returns for periods of less than one year are not annualized.
G Total returns would have been lower if certain expenses had not been reduced during the applicable periods shown.
H Fees and expenses of any underlying Fidelity Central Funds are not included in the Fund's expense ratio. The Fund indirectly bears its proportionate share of the expenses of any underlying Fidelity Central Funds.
I Expense ratios reflect operating expenses of the Fund. Expenses before reductions do not reflect amounts reimbursed by the investment adviser or reductions from brokerage service arrangements or reductions from other expense offset arrangements and do not represent the amount paid by the Fund during periods when reimbursements or reductions occur. Expenses net of fee waivers reflect expenses after reimbursement by the investment adviser but prior to reductions from brokerage service arrangements or other expense offset arrangements. Expenses net of all reductions represent the net expenses paid by the Fund.
J Annualized
K Amount does not include the portfolio activity of any underlying Fidelity Central Funds.
L Portfolio turnover rate excludes securities received or delivered in-kind.
See accompanying notes which are an integral part of the financial statements.
Notes to Financial Statements (Unaudited)
For the period ended August 31, 2019
(Amounts in thousands except percentages)
1. Organization.
Fidelity 500 Index Fund (the Fund) is a fund of Fidelity Concord Street Trust (the Trust) and is authorized to issue an unlimited number of shares. The Trust is registered under the Investment Company Act of 1940, as amended (the 1940 Act), as an open-end management investment company organized as a Massachusetts business trust.
Effective after the close of business November 2, 2018, the Fund's publicly offered shares classes were consolidated into a single share class. The surviving class is Fidelity 500 Index Fund (formerly Institutional Premium Class). All prior fiscal period dollar and share amounts for the classes that closed, which are presented in the Notes to Financial Statements, are for the period March 1, 2018 through November 2, 2018.
2. Investments in Fidelity Central Funds.
The Fund invests in Fidelity Central Funds, which are open-end investment companies generally available only to other investment companies and accounts managed by the investment adviser and its affiliates. The Fund's Schedule of Investments lists each of the Fidelity Central Funds held as of period end, if any, as an investment of the Fund, but does not include the underlying holdings of each Fidelity Central Fund. As an Investing Fund, the Fund indirectly bears its proportionate share of the expenses of the underlying Fidelity Central Funds.
The Money Market Central Funds seek preservation of capital and current income and are managed by Fidelity Investments Money Management, Inc. (FIMM), an affiliate of the investment adviser. Annualized expenses of the Money Market Central Funds as of their most recent shareholder report date ranged from less than .005% to .01%.
A complete unaudited list of holdings for each Fidelity Central Fund is available upon request or at the Securities and Exchange Commission (the SEC) website at www.sec.gov. In addition, the financial statements of the Fidelity Central Funds are available on the SEC website or upon request.
3. Significant Accounting Policies.
The Fund is an investment company and applies the accounting and reporting guidance of the Financial Accounting Standards Board (FASB) Accounting Standards Codification Topic 946 Financial Services – Investments Companies. The financial statements have been prepared in conformity with accounting principles generally accepted in the United States of America (GAAP), which require management to make certain estimates and assumptions at the date of the financial statements. Actual results could differ from those estimates. Subsequent events, if any, through the date that the financial statements were issued have been evaluated in the preparation of the financial statements. The following summarizes the significant accounting policies of the Fund:
Investment Valuation. Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. The Board of Trustees (the Board) has delegated the day to day responsibility for the valuation of the Fund's investments to the Fair Value Committee (the Committee) established by the Fund's investment adviser. In accordance with valuation policies and procedures approved by the Board, the Fund attempts to obtain prices from one or more third party pricing vendors or brokers to value its investments. When current market prices, quotations or currency exchange rates are not readily available or reliable, investments will be fair valued in good faith by the Committee, in accordance with procedures adopted by the Board. Factors used in determining fair value vary by investment type and may include market or investment specific events, changes in interest rates and credit quality. The frequency with which these procedures are used cannot be predicted and they may be utilized to a significant extent. The Committee oversees the Fund's valuation policies and procedures and reports to the Board on the Committee's activities and fair value determinations. The Board monitors the appropriateness of the procedures used in valuing the Fund's investments and ratifies the fair value determinations of the Committee.
The Fund categorizes the inputs to valuation techniques used to value its investments into a disclosure hierarchy consisting of three levels as shown below:
- Level 1 – quoted prices in active markets for identical investments
- Level 2 – other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, etc.)
- Level 3 – unobservable inputs (including the Fund's own assumptions based on the best information available)
Valuation techniques used to value the Fund's investments by major category are as follows:
Equity securities, including restricted securities, for which market quotations are readily available, are valued at the last reported sale price or official closing price as reported by a third party pricing vendor on the primary market or exchange on which they are traded and are categorized as Level 1 in the hierarchy. In the event there were no sales during the day or closing prices are not available, securities are valued at the last quoted bid price or may be valued using the last available price and are generally categorized as Level 2 in the hierarchy. For foreign equity securities, when market or security specific events arise, comparisons to the valuation of American Depositary Receipts (ADRs), futures contracts, Exchange-Traded Funds (ETFs) and certain indexes as well as quoted prices for similar securities may be used and would be categorized as Level 2 in the hierarchy. For equity securities, including restricted securities, where observable inputs are limited, assumptions about market activity and risk are used and these securities may be categorized as Level 3 in the hierarchy.
Debt securities, including restricted securities, are valued based on evaluated prices received from third party pricing vendors or from brokers who make markets in such securities. U.S. government and government agency obligations are valued by pricing vendors who utilize matrix pricing which considers yield or price of bonds of comparable quality, coupon, maturity and type or by broker-supplied prices. When independent prices are unavailable or unreliable, debt securities may be valued utilizing pricing methodologies which consider similar factors that would be used by third party pricing vendors. Debt securities are generally categorized as Level 2 in the hierarchy but may be Level 3 depending on the circumstances.
Futures contracts are valued at the settlement price established each day by the board of trade or exchange on which they are traded and are categorized as Level 1 in the hierarchy. Investments in open-end mutual funds, including the Fidelity Central Funds, are valued at their closing net asset value (NAV) each business day and are categorized as Level 1 in the hierarchy.
Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy. The aggregate value of investments by input level as of August 31, 2019 is included at the end of the Fund's Schedule of Investments.
Investment Transactions and Income. For financial reporting purposes, the Fund's investment holdings and NAV include trades executed through the end of the last business day of the period. The NAV per share for processing shareholder transactions is calculated as of the close of business of the New York Stock Exchange (NYSE), normally 4:00 p.m. Eastern time and includes trades executed through the end of the prior business day. Gains and losses on securities sold are determined on the basis of identified cost and include proceeds received from litigation. Dividend income is recorded on the ex-dividend date, except for certain dividends from foreign securities where the ex-dividend date may have passed, which are recorded as soon as the Fund is informed of the ex-dividend date. Non-cash dividends included in dividend income, if any, are recorded at the fair market value of the securities received. Income and capital gain distributions from Fidelity Central Funds, if any, are recorded on the ex-dividend date. Certain distributions received by the Fund represent a return of capital or capital gain. The Fund determines the components of these distributions subsequent to the ex-dividend date, based upon receipt of tax filings or other correspondence relating to the underlying investment. These distributions are recorded as a reduction of cost of investments and/or as a realized gain. Interest income is accrued as earned and includes coupon interest and amortization of premium and accretion of discount on debt securities as applicable.
Expenses. Expenses directly attributable to a fund are charged to that fund. Expenses attributable to more than one fund are allocated among the respective funds on the basis of relative net assets or other appropriate methods. Expense estimates are accrued in the period to which they relate and adjustments are made when actual amounts are known.
Deferred Trustee Compensation. Under a Deferred Compensation Plan (the Plan) for the Fund, certain independent Trustees have elected to defer receipt of a portion of their annual compensation. Deferred amounts are invested in a cross-section of Fidelity funds, are marked-to-market and remain in the Fund until distributed in accordance with the Plan. The investment of deferred amounts and the offsetting payable to the Trustees of $3,322 are included in the accompanying Statement of Assets and Liabilities in other receivables and other payables and accrued expenses, respectively.
Income Tax Information and Distributions to Shareholders. Each year, the Fund intends to qualify as a regulated investment company under Subchapter M of the Internal Revenue Code, including distributing substantially all of its taxable income and realized gains. As a result, no provision for U.S. Federal income taxes is required. The Fund files a U.S. federal tax return, in addition to state and local tax returns as required. The Fund's federal income tax returns are subject to examination by the Internal Revenue Service (IRS) for a period of three fiscal years after they are filed. State and local tax returns may be subject to examination for an additional fiscal year depending on the jurisdiction.
Distributions are declared and recorded on the ex-dividend date. Income and capital gain distributions are determined in accordance with income tax regulations, which may differ from GAAP.
Capital accounts within the financial statements are adjusted for permanent book-tax differences. These adjustments have no impact on net assets or the results of operations. Capital accounts are not adjusted for temporary book-tax differences which will reverse in a subsequent period.
Book-tax differences are primarily due to futures contracts, market discount, certain deemed distributions, redemptions in kind, deferred trustees compensation and losses deferred due to wash sales.
As of period end, the cost and unrealized appreciation (depreciation) in securities, and derivatives if applicable, for federal income tax purposes were as follows:
Gross unrealized appreciation | $85,840,285 |
Gross unrealized depreciation | (8,518,648) |
Net unrealized appreciation (depreciation) | $77,321,637 |
Tax cost | $126,698,010 |
4. Derivative Instruments.
Risk Exposures and the Use of Derivative Instruments. The Fund's investment objective allows the Fund to enter into various types of derivative contracts, including futures contracts. Derivatives are investments whose value is primarily derived from underlying assets, indices or reference rates and may be transacted on an exchange or over-the-counter (OTC). Derivatives may involve a future commitment to buy or sell a specified asset based on specified terms, to exchange future cash flows at periodic intervals based on a notional principal amount, or for one party to make one or more payments upon the occurrence of specified events in exchange for periodic payments from the other party.
The Fund used derivatives to increase returns and to manage exposure to certain risks as defined below. The success of any strategy involving derivatives depends on analysis of numerous economic factors, and if the strategies for investment do not work as intended, the Fund may not achieve its objectives.
The Fund's use of derivatives increased or decreased its exposure to the following risk:
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. |
The Fund is also exposed to additional risks from investing in derivatives, such as liquidity risk and counterparty credit risk. Liquidity risk is the risk that the Fund will be unable to close out the derivative in the open market in a timely manner. Counterparty credit risk is the risk that the counterparty will not be able to fulfill its obligation to the Fund. Counterparty credit risk related to exchange-traded futures contracts may be mitigated by the protection provided by the exchange on which they trade.
Investing in derivatives may involve greater risks than investing in the underlying assets directly and, to varying degrees, may involve risk of loss in excess of any initial investment and collateral received and amounts recognized in the Statement of Assets and Liabilities. In addition, there may be the risk that the change in value of the derivative contract does not correspond to the change in value of the underlying instrument.
Futures Contracts. A futures contract is an agreement between two parties to buy or sell a specified underlying instrument for a fixed price at a specified future date. The Fund used futures contracts to manage its exposure to the stock market.
Upon entering into a futures contract, a fund is required to deposit either cash or securities (initial margin) with a clearing broker in an amount equal to a certain percentage of the face value of the contract. Futures contracts are marked-to-market daily and subsequent daily payments (variation margin) are made or received by a fund depending on the daily fluctuations in the value of the futures contracts and are recorded as unrealized appreciation or (depreciation). This receivable and/or payable, if any, is included in daily variation margin on futures contracts in the Statement of Assets and Liabilities. Realized gain or (loss) is recorded upon the expiration or closing of a futures contract. The net realized gain (loss) and change in net unrealized appreciation (depreciation) on futures contracts during the period is presented in the Statement of Operations.
Any open futures contracts at period end are presented in the Schedule of Investments under the caption "Futures Contracts". The notional amount at value reflects each contract's exposure to the underlying instrument or index at period end and is representative of volume of activity during the period. Securities deposited to meet initial margin requirements are identified in the Schedule of Investments.
5. Purchases and Sales of Investments.
Purchases and sales of securities, other than short-term securities and in-kind transactions, aggregated $18,124,591 and $3,524,082, respectively.
Unaffiliated Redemptions In-Kind. During the period, 8,304 shares of the Fund were redeemed in-kind for investments and cash with a value of $850,431. The net realized gain of $637,507 on investments delivered through in-kind redemptions is included in the accompanying Statement of Operations. The amount of the in-kind redemptions is included in share transactions in the accompanying Statement of Changes in Net Assets. The Fund recognized no gain or loss for federal income tax purposes.
Prior Fiscal Year Unaffiliated Redemptions In-Kind. During the prior period, 4,681 shares of the Fund were redeemed in-kind for investments and cash with a value of $476,075. The Fund had a net realized gain of $358,360 on investments delivered through in-kind redemptions. The amount of the in-kind redemptions is included in share transactions in the accompanying Statement of Changes in Net Assets as well as the Notes to Financial Statements. The Fund recognized no gain or loss for federal income tax purposes.
Prior Fiscal Year Unaffiliated Exchanges In-Kind. During the prior period, the Fund received investments and cash valued at $285,906 in exchange for 2,971 shares of the Fund. The amount of in-kind exchanges is included in share transactions in the accompanying Statement of Changes in Net Assets as well as the Notes to Financial Statements.
6. Fees and Other Transactions with Affiliates.
Management Fee. Fidelity Management & Research Company (the investment adviser) and its affiliates provide the Fund with investment management related services for which the Fund pays a monthly management fee. The management fee is based on an annual rate of .015% of the Fund's average net assets. Under the management contract, the investment adviser pays all other operating expenses, except the compensation of the independent Trustees and certain other expenses such as interest expense, including commitment fees.
Sub-Adviser. Geode Capital Management, LLC (Geode), serves as sub-adviser for the Fund. Geode provides discretionary investment advisory services to the Fund and is paid by the investment adviser for providing these services.
Interfund Lending Program. Pursuant to an Exemptive Order issued by the SEC, the Fund, along with other registered investment companies having management contracts with Fidelity Management & Research Company (FMR) or other affiliated entities of FMR, may participate in an interfund lending program. This program provides an alternative credit facility allowing the funds to borrow from, or lend money to, other participating affiliated funds. At period end, there were no interfund loans outstanding. The Fund's activity in this program during the period for which loans were outstanding was as follows:
Borrower or Lender | Average Loan Balance | Weighted Average Interest Rate | Interest Expense |
Borrower | $173,412 | 2.67% | $51 |
Interfund Trades. The Fund may purchase from or sell securities to other Fidelity Funds under procedures adopted by the Board. The procedures have been designed to ensure these interfund trades are executed in accordance with Rule 17a-7 of the 1940 Act. Interfund trades are included within the respective purchases and sales amounts shown in the Purchases and Sales of Investments note.
Prior Fiscal Year Affiliated Redemptions In-Kind. During the prior period, 2,548 shares of the Fund were redeemed in-kind for investments and cash with a value of $236,624. The Fund had a net realized gain of $176,347 on investments delivered through in-kind redemptions. The amount of the in-kind redemptions is included in share transactions in the accompanying Statement of Changes in Net Assets as well as the Notes to Financial Statements. The Fund recognized no gain or loss for federal income tax purposes.
7. Committed Line of Credit.
The Fund participates with other funds managed by the investment adviser or an affiliate in a $4.25 billion credit facility (the "line of credit") to be utilized for temporary or emergency purposes to fund shareholder redemptions or for other short-term liquidity purposes. The Fund has agreed to pay commitment fees on its pro-rata portion of the line of credit, which amounted to $247 and is reflected in Commitment fees on the Statement of Operations. During the period, the Fund did not borrow on this line of credit.
8. Security Lending.
The Fund lends portfolio securities from time to time in order to earn additional income. For equity securities, lending agents are used, including National Financial Services (NFS), an affiliate of the Fund. Pursuant to a securities lending agreement, NFS will receive a fee, which is capped at 9.9% of daily lending revenue, for its services as lending agent. The Fund may lend securities to certain qualified borrowers, including NFS. On the settlement date of the loan, the Fund receives collateral (in the form of U.S. Treasury obligations, letters of credit and/or cash) against the loaned securities and maintains collateral in an amount not less than 100% of the market value of the loaned securities during the period of the loan. The market value of the loaned securities is determined at the close of business of the Fund and any additional required collateral is delivered to the Fund on the next business day. The Fund or borrower may terminate the loan at any time, and if the borrower defaults on its obligation to return the securities loaned because of insolvency or other reasons, the Fund may apply collateral received from the borrower against the obligation. The Fund may experience delays and costs in recovering the securities loaned. Any cash collateral received is invested in the Fidelity Securities Lending Cash Central Fund. The value of loaned securities and cash collateral at period end are disclosed on the Fund's Statement of Assets and Liabilities. The value of securities loaned to NFS, as affiliated borrower, at period end was $61. Total fees paid by the Fund to NFS, as lending agent, amounted to $16. Security lending income represents the income earned on investing cash collateral, less rebates paid to borrowers and any lending agent fees associated with the loan, plus any premium payments received for lending certain types of securities. Security lending income is presented in the Statement of Operations as a component of income from Fidelity Central Funds, and includes an amount less than five-hundred dollars from securities loaned to NFS, as affiliated borrower.
9. Expense Reductions.
Through arrangements with the Fund's custodian, credits realized as a result of certain uninvested cash balances were used to reduce the Fund's expenses by $28.
10. Distributions to Shareholders.
Distributions to shareholders of each class were as follows:
Six months ended August 31, 2019 | Year ended February 28, 2019 | |
Distributions to shareholders | ||
Investor Class | $– | $53,009 |
Premium Class | – | 1,076,162 |
Institutional Class | – | 478,603 |
Fidelity 500 Index Fund | 2,007,159 | 2,307,032 |
Total | $2,007,159 | $3,914,806 |
11. Share Transactions.
Share transactions for each class were as follows and may contain automatic conversions between classes or exchanges between affiliated funds:
Shares | Shares | Dollars | Dollars | |
Six months ended August 31, 2019 | Year ended February 28, 2019 | Six months ended August 31, 2019 | Year ended February 28, 2019 | |
Investor Class | ||||
Shares sold | – | 10,373 | $– | $1,004,051 |
Reinvestment of distributions | – | 511 | – | 48,869 |
Shares redeemed | – | (51,747) | – | (4,949,484) |
Net increase (decrease) | – | (40,863) | $– | $(3,896,564) |
Premium Class | ||||
Shares sold | – | 91,082 | $– | $8,804,912 |
Reinvestment of distributions | – | 10,441 | – | 997,936 |
Shares redeemed | – | (910,197) | – | (87,667,470) |
Net increase (decrease) | – | (808,674) | $– | $(77,864,622) |
Institutional Class | ||||
Shares sold | – | 67,809(a) | $– | $6,571,382(a) |
Reinvestment of distributions | – | 4,876 | – | 466,026 |
Shares redeemed | – | (434,837)(b) | – | (42,201,722)(b) |
Net increase (decrease) | – | (362,152) | $– | $(35,164,314) |
Fidelity 500 Index Fund | ||||
Shares sold | 310,580 | 1,654,635(a) | $31,254,128 | $158,508,205(a) |
Reinvestment of distributions | 18,765 | 24,262 | 1,914,876 | 2,222,530 |
Shares redeemed | (191,492)(c) | (167,957)(d) | (19,305,462)(c) | (15,653,687)(d) |
Net increase (decrease) | 137,853 | 1,510,940 | $13,863,542 | $145,077,048 |
(a) Amount includes in-kind exchanges (see the Prior Fiscal Year Unaffiliated Exchanges In-Kind note for additional details).
(b) Amount includes in-kind redemptions (see the Prior Fiscal Year Affiliated Redemptions In-Kind note for additional details).
(c) Amount includes in-kind redemptions (see the Unaffiliated Redemptions In-Kind note for additional details).
(d) Amount includes in-kind redemptions (see the Prior Fiscal Year Unaffiliated Redemptions In-Kind note for additional details).
12. Other.
The Fund's organizational documents provide former and current trustees and officers with a limited indemnification against liabilities arising in connection with the performance of their duties to the Fund. In the normal course of business, the Fund may also enter into contracts that provide general indemnifications. The Fund's maximum exposure under these arrangements is unknown as this would be dependent on future claims that may be made against the Fund. The risk of material loss from such claims is considered remote.
Shareholder Expense Example
As a shareholder of the Fund, you incur two types of costs: (1) transaction costs and (2) ongoing costs, including management fees and other Fund expenses. This Example is intended to help you understand your ongoing costs (in dollars) of investing in the Fund and to compare these costs with the ongoing costs of investing in other mutual funds.
The Example is based on an investment of $1,000 invested at the beginning of the period and held for the entire period (March 1, 2019 to August 31, 2019).
Actual Expenses
The first line of the accompanying table provides information about actual account values and actual expenses. You may use the information in this line, together with the amount you invested, to estimate the expenses that you paid over the period. Simply divide your account value by $1,000.00 (for example, an $8,600 account value divided by $1,000.00 = 8.6), then multiply the result by the number in the first line under the heading entitled "Expenses Paid During Period" to estimate the expenses you paid on your account during this period. In addition, the Fund, as a shareholder in the underlying Fidelity Central Funds, will indirectly bear its pro-rata share of the fees and expenses incurred by the underlying Fidelity Central Funds. These fees and expenses are not included in the Fund's annualized expense ratio used to calculate the expense estimate in the table below.
Hypothetical Example for Comparison Purposes
The second line of the accompanying table provides information about hypothetical account values and hypothetical expenses based on the Fund's actual expense ratio and an assumed rate of return of 5% per year before expenses, which is not the Fund's actual return. The hypothetical account values and expenses may not be used to estimate the actual ending account balance or expenses you paid for the period. You may use this information to compare the ongoing costs of investing in the Fund and other funds. To do so, compare this 5% hypothetical example with the 5% hypothetical examples that appear in the shareholder reports of the other funds. In addition, the Fund, as a shareholder in the underlying Fidelity Central Funds, will indirectly bear its pro-rata share of the fees and expenses incurred by the underlying Fidelity Central Funds. These fees and expenses are not included in the Fund's annualized expense ratio used to calculate the expense estimate in the table below.
Please note that the expenses shown in the table are meant to highlight your ongoing costs only and do not reflect any transaction costs. Therefore, the second line of the table is useful in comparing ongoing costs only, and will not help you determine the relative total costs of owning different funds.
Annualized Expense Ratio-A | Beginning Account Value March 1, 2019 | Ending Account Value August 31, 2019 | Expenses Paid During Period-B March 1, 2019 to August 31, 2019 | |
Fidelity 500 Index Fund | .02% | |||
Actual | $1,000.00 | $1,061.60 | $.10 | |
Hypothetical-C | $1,000.00 | $1,025.04 | $.10 |
A Annualized expense ratio reflects expenses net of applicable fee waivers.
B Expenses are equal to the Fund's annualized expense ratio, multiplied by the average account value over the period, multiplied by 184/366 (to reflect the one-half year period).
C 5% return per year before expenses
U5I-U5A-SANN-1019
1.925892.108
Fidelity Flex℠ Funds Fidelity Flex℠ 500 Index Fund Semi-Annual Report August 31, 2019 |
Beginning on January 1, 2021, as permitted by regulations adopted by the Securities and Exchange Commission, paper copies of a fund’s shareholder reports will no longer be sent by mail, unless you specifically request paper copies of the reports from the fund or from your financial intermediary, such as a financial advisor, broker-dealer or bank. Instead, the reports will be made available on a website, and you will be notified by mail each time a report is posted and provided with a website link to access the report.
If you already elected to receive shareholder reports electronically, you will not be affected by this change and you need not take any action. You may elect to receive shareholder reports and other communications from a fund electronically, by contacting your financial intermediary. For Fidelity customers, visit Fidelity's web site or call Fidelity using the contact information listed below.
You may elect to receive all future reports in paper free of charge. If you wish to continue receiving paper copies of your shareholder reports, you may contact your financial intermediary or, if you are a Fidelity customer, visit Fidelity’s website, or call Fidelity at the applicable toll-free number listed below. Your election to receive reports in paper will apply to all funds held with the fund complex/your financial intermediary.
Account Type | Website | Phone Number |
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Contents
To view a fund's proxy voting guidelines and proxy voting record for the 12-month period ended June 30, visit http://www.fidelity.com/proxyvotingresults or visit the Securities and Exchange Commission's (SEC) web site at http://www.sec.gov.
You may also call 1-800-544-3455 (for managed account clients) or 1-800-835-5092 (for retirement plan participants) to request a free copy of the proxy voting guidelines.
Standard & Poor's, S&P and S&P 500 are registered service marks of The McGraw-Hill Companies, Inc. and have been licensed for use by Fidelity Distributors Corporation.
Other third-party marks appearing herein are the property of their respective owners.
All other marks appearing herein are registered or unregistered trademarks or service marks of FMR LLC or an affiliated company. © 2019 FMR LLC. All rights reserved.
This report and the financial statements contained herein are submitted for the general information of the shareholders of the Fund. This report is not authorized for distribution to prospective investors in the Fund unless preceded or accompanied by an effective prospectus.
A fund files its complete schedule of portfolio holdings with the SEC for the first and third quarters of each fiscal year on Form N-PORT. Forms N-PORT are available on the SEC’s web site at http://www.sec.gov. A fund's Forms N-PORT may be reviewed and copied at the SEC’s Public Reference Room in Washington, DC. Information regarding the operation of the SEC's Public Reference Room may be obtained by calling 1-800-SEC-0330.
For a complete list of a fund's portfolio holdings, view the most recent holdings listing, semiannual report, or annual report on Fidelity's web site at http://www.fidelity.com, http://www.institutional.fidelity.com, or http://www.401k.com, as applicable.
NOT FDIC INSURED •MAY LOSE VALUE •NO BANK GUARANTEE
Neither the Fund nor Fidelity Distributors Corporation is a bank.
Investment Summary (Unaudited)
Top Ten Stocks as of August 31, 2019
% of fund's net assets | |
Microsoft Corp. | 4.3 |
Apple, Inc. | 3.7 |
Amazon.com, Inc. | 3.0 |
Facebook, Inc. Class A | 1.8 |
Berkshire Hathaway, Inc. Class B | 1.6 |
Alphabet, Inc. Class C | 1.5 |
Alphabet, Inc. Class A | 1.5 |
JPMorgan Chase & Co. | 1.5 |
Johnson & Johnson | 1.4 |
Visa, Inc. Class A | 1.3 |
21.6 |
Top Market Sectors as of August 31, 2019
% of fund's net assets | |
Information Technology | 22.0 |
Health Care | 13.9 |
Financials | 12.7 |
Communication Services | 10.4 |
Consumer Discretionary | 10.1 |
Industrials | 9.2 |
Consumer Staples | 7.6 |
Energy | 4.4 |
Utilities | 3.5 |
Real Estate | 3.3 |
Asset Allocation (% of fund's net assets)
As of August 31, 2019* | ||
Stocks and Equity Futures | 100.0% |
* Foreign investments - 3.8%
Schedule of Investments August 31, 2019 (Unaudited)
Showing Percentage of Net Assets
Common Stocks - 99.7% | |||
Shares | Value | ||
COMMUNICATION SERVICES - 10.4% | |||
Diversified Telecommunication Services - 2.1% | |||
AT&T, Inc. | 207,632 | $7,321,104 | |
CenturyLink, Inc. | 27,273 | 310,367 | |
Verizon Communications, Inc. | 117,663 | 6,843,280 | |
14,474,751 | |||
Entertainment - 1.9% | |||
Activision Blizzard, Inc. | 21,793 | 1,102,726 | |
Electronic Arts, Inc. (a) | 8,440 | 790,659 | |
Netflix, Inc. (a) | 12,439 | 3,653,956 | |
Take-Two Interactive Software, Inc. (a) | 3,202 | 422,568 | |
The Walt Disney Co. | 49,665 | 6,817,018 | |
Viacom, Inc. Class B (non-vtg.) | 10,071 | 251,574 | |
13,038,501 | |||
Interactive Media & Services - 4.9% | |||
Alphabet, Inc.: | |||
Class A (a) | 8,538 | 10,164,745 | |
Class C (a) | 8,700 | 10,336,470 | |
Facebook, Inc. Class A (a) | 68,354 | 12,691,287 | |
TripAdvisor, Inc. (a) | 2,951 | 112,108 | |
Twitter, Inc. (a) | 20,774 | 886,011 | |
34,190,621 | |||
Media - 1.4% | |||
CBS Corp. Class B | 10,014 | 421,189 | |
Charter Communications, Inc. Class A (a) | 4,894 | 2,004,533 | |
Comcast Corp. Class A | 128,858 | 5,703,255 | |
Discovery Communications, Inc.: | |||
Class A (a)(b) | 4,490 | 123,924 | |
Class C (non-vtg.) (a) | 10,257 | 266,990 | |
DISH Network Corp. Class A (a) | 6,570 | 220,489 | |
Fox Corp.: | |||
Class A | 10,087 | 334,586 | |
Class B | 4,631 | 151,897 | |
Interpublic Group of Companies, Inc. | 11,006 | 218,799 | |
News Corp.: | |||
Class A | 10,996 | 151,195 | |
Class B | 3,518 | 49,815 | |
Omnicom Group, Inc. | 6,264 | 476,440 | |
10,123,112 | |||
Wireless Telecommunication Services - 0.1% | |||
T-Mobile U.S., Inc. (a) | 8,992 | 701,826 | |
TOTAL COMMUNICATION SERVICES | 72,528,811 | ||
CONSUMER DISCRETIONARY - 10.1% | |||
Auto Components - 0.1% | |||
Aptiv PLC | 7,336 | 610,135 | |
BorgWarner, Inc. | 5,890 | 192,191 | |
802,326 | |||
Automobiles - 0.4% | |||
Ford Motor Co. | 111,486 | 1,022,327 | |
General Motors Co. | 37,529 | 1,391,951 | |
Harley-Davidson, Inc. | 4,535 | 144,667 | |
2,558,945 | |||
Distributors - 0.1% | |||
Genuine Parts Co. | 4,156 | 375,245 | |
LKQ Corp. (a) | 8,930 | 234,591 | |
609,836 | |||
Diversified Consumer Services - 0.0% | |||
H&R Block, Inc. | 5,791 | 140,258 | |
Hotels, Restaurants & Leisure - 2.0% | |||
Carnival Corp. | 11,391 | 502,115 | |
Chipotle Mexican Grill, Inc. (a) | 694 | 581,863 | |
Darden Restaurants, Inc. | 3,498 | 423,188 | |
Hilton Worldwide Holdings, Inc. | 8,280 | 764,824 | |
Marriott International, Inc. Class A | 7,863 | 991,210 | |
McDonald's Corp. | 21,724 | 4,735,180 | |
MGM Mirage, Inc. | 14,518 | 407,375 | |
Norwegian Cruise Line Holdings Ltd. (a) | 6,126 | 310,895 | |
Royal Caribbean Cruises Ltd. | 4,891 | 510,033 | |
Starbucks Corp. | 34,459 | 3,327,361 | |
Wynn Resorts Ltd. | 2,760 | 304,014 | |
Yum! Brands, Inc. | 8,705 | 1,016,570 | |
13,874,628 | |||
Household Durables - 0.3% | |||
D.R. Horton, Inc. | 9,660 | 477,880 | |
Garmin Ltd. | 3,447 | 281,172 | |
Leggett & Platt, Inc. | 3,732 | 138,793 | |
Lennar Corp. Class A | 8,119 | 414,069 | |
Mohawk Industries, Inc. (a) | 1,752 | 208,295 | |
Newell Brands, Inc. | 11,066 | 183,696 | |
PulteGroup, Inc. | 7,260 | 245,388 | |
Whirlpool Corp. | 1,804 | 250,918 | |
2,200,211 | |||
Internet & Direct Marketing Retail - 3.6% | |||
Amazon.com, Inc. (a) | 11,766 | 20,899,828 | |
eBay, Inc. | 23,306 | 938,999 | |
Expedia, Inc. | 3,938 | 512,334 | |
The Booking Holdings, Inc. (a) | 1,232 | 2,422,617 | |
24,773,778 | |||
Leisure Products - 0.0% | |||
Hasbro, Inc. | 3,294 | 363,888 | |
Multiline Retail - 0.5% | |||
Dollar General Corp. | 7,348 | 1,146,949 | |
Dollar Tree, Inc. (a) | 6,758 | 686,140 | |
Kohl's Corp. | 4,614 | 218,058 | |
Macy's, Inc. | 8,812 | 130,065 | |
Nordstrom, Inc. (b) | 3,003 | 86,997 | |
Target Corp. | 14,575 | 1,560,108 | |
3,828,317 | |||
Specialty Retail - 2.4% | |||
Advance Auto Parts, Inc. | 2,043 | 281,832 | |
AutoZone, Inc. (a) | 698 | 768,980 | |
Best Buy Co., Inc. | 6,610 | 420,727 | |
CarMax, Inc. (a) | 4,728 | 393,748 | |
Gap, Inc. | 6,044 | 95,435 | |
L Brands, Inc. | 6,534 | 107,876 | |
Lowe's Companies, Inc. | 22,274 | 2,499,143 | |
O'Reilly Automotive, Inc. (a) | 2,227 | 854,634 | |
Ross Stores, Inc. | 10,452 | 1,108,017 | |
The Home Depot, Inc. | 31,303 | 7,134,267 | |
Tiffany & Co., Inc. | 3,071 | 260,636 | |
TJX Companies, Inc. | 34,497 | 1,896,300 | |
Tractor Supply Co. | 3,435 | 349,958 | |
Ulta Beauty, Inc. (a) | 1,580 | 375,613 | |
16,547,166 | |||
Textiles, Apparel & Luxury Goods - 0.7% | |||
Capri Holdings Ltd. (a) | 4,287 | 113,091 | |
Hanesbrands, Inc. | 10,308 | 140,807 | |
NIKE, Inc. Class B | 35,756 | 3,021,382 | |
PVH Corp. | 2,133 | 161,681 | |
Ralph Lauren Corp. | 1,482 | 130,920 | |
Tapestry, Inc. | 8,243 | 170,218 | |
Under Armour, Inc.: | |||
Class A (sub. vtg.) (a) | 5,369 | 99,917 | |
Class C (non-vtg.) (a) | 5,484 | 92,789 | |
VF Corp. | 9,266 | 759,349 | |
4,690,154 | |||
TOTAL CONSUMER DISCRETIONARY | 70,389,507 | ||
CONSUMER STAPLES - 7.6% | |||
Beverages - 2.0% | |||
Brown-Forman Corp. Class B (non-vtg.) | 4,726 | 278,787 | |
Constellation Brands, Inc. Class A (sub. vtg.) | 4,757 | 972,093 | |
Molson Coors Brewing Co. Class B | 5,336 | 274,057 | |
Monster Beverage Corp. (a) | 11,135 | 653,290 | |
PepsiCo, Inc. | 39,884 | 5,453,339 | |
The Coca-Cola Co. | 109,239 | 6,012,515 | |
13,644,081 | |||
Food & Staples Retailing - 1.6% | |||
Costco Wholesale Corp. | 12,512 | 3,688,037 | |
Kroger Co. | 22,948 | 543,409 | |
Sysco Corp. | 13,452 | 999,887 | |
Walgreens Boots Alliance, Inc. | 22,109 | 1,131,760 | |
Walmart, Inc. | 39,797 | 4,547,205 | |
10,910,298 | |||
Food Products - 1.2% | |||
Archer Daniels Midland Co. | 15,935 | 606,327 | |
Campbell Soup Co. | 5,482 | 246,690 | |
Conagra Brands, Inc. | 13,823 | 392,020 | |
General Mills, Inc. | 17,035 | 916,483 | |
Hormel Foods Corp. (b) | 7,753 | 330,355 | |
Kellogg Co. | 7,071 | 444,059 | |
Lamb Weston Holdings, Inc. | 4,164 | 293,104 | |
McCormick & Co., Inc. (non-vtg.) | 3,484 | 567,439 | |
Mondelez International, Inc. | 40,980 | 2,262,916 | |
The Hershey Co. | 3,963 | 628,056 | |
The J.M. Smucker Co. | 3,237 | 340,403 | |
The Kraft Heinz Co. | 17,700 | 451,704 | |
Tyson Foods, Inc. Class A | 8,387 | 780,326 | |
8,259,882 | |||
Household Products - 1.8% | |||
Church & Dwight Co., Inc. | 7,005 | 558,859 | |
Clorox Co. | 3,623 | 573,014 | |
Colgate-Palmolive Co. | 24,425 | 1,811,114 | |
Kimberly-Clark Corp. | 9,781 | 1,380,197 | |
Procter & Gamble Co. | 71,364 | 8,580,094 | |
12,903,278 | |||
Personal Products - 0.2% | |||
Coty, Inc. Class A | 8,580 | 81,939 | |
Estee Lauder Companies, Inc. Class A | 6,238 | 1,235,062 | |
1,317,001 | |||
Tobacco - 0.8% | |||
Altria Group, Inc. | 53,228 | 2,328,193 | |
Philip Morris International, Inc. | 44,263 | 3,190,920 | |
5,519,113 | |||
TOTAL CONSUMER STAPLES | 52,553,653 | ||
ENERGY - 4.4% | |||
Energy Equipment & Services - 0.4% | |||
Baker Hughes, a GE Co. Class A | 14,647 | 317,693 | |
Halliburton Co. | 24,866 | 468,475 | |
Helmerich & Payne, Inc. | 3,143 | 118,145 | |
National Oilwell Varco, Inc. | 10,992 | 224,567 | |
Schlumberger Ltd. | 39,401 | 1,277,774 | |
TechnipFMC PLC | 11,989 | 297,807 | |
2,704,461 | |||
Oil, Gas & Consumable Fuels - 4.0% | |||
Apache Corp. | 10,696 | 230,713 | |
Cabot Oil & Gas Corp. | 12,062 | 206,501 | |
Chevron Corp. | 54,196 | 6,379,953 | |
Cimarex Energy Co. | 2,884 | 123,378 | |
Concho Resources, Inc. | 5,707 | 417,467 | |
ConocoPhillips Co. | 32,153 | 1,677,744 | |
Devon Energy Corp. | 11,802 | 259,526 | |
Diamondback Energy, Inc. | 4,405 | 432,042 | |
EOG Resources, Inc. | 16,509 | 1,224,803 | |
Exxon Mobil Corp. | 120,376 | 8,243,348 | |
Hess Corp. | 7,251 | 456,450 | |
HollyFrontier Corp. | 4,477 | 198,600 | |
Kinder Morgan, Inc. | 55,385 | 1,122,654 | |
Marathon Oil Corp. | 23,285 | 275,694 | |
Marathon Petroleum Corp. | 18,851 | 927,658 | |
Noble Energy, Inc. | 13,611 | 307,336 | |
Occidental Petroleum Corp. | 25,472 | 1,107,523 | |
ONEOK, Inc. | 11,742 | 836,970 | |
Phillips 66 Co. | 11,883 | 1,172,020 | |
Pioneer Natural Resources Co. | 4,791 | 591,305 | |
The Williams Companies, Inc. | 34,472 | 813,539 | |
Valero Energy Corp. | 11,870 | 893,574 | |
27,898,798 | |||
TOTAL ENERGY | 30,603,259 | ||
FINANCIALS - 12.7% | |||
Banks - 5.3% | |||
Bank of America Corp. | 251,577 | 6,920,883 | |
BB&T Corp. | 21,788 | 1,038,198 | |
Citigroup, Inc. | 65,790 | 4,233,587 | |
Citizens Financial Group, Inc. | 13,042 | 440,037 | |
Comerica, Inc. | 4,389 | 270,582 | |
Fifth Third Bancorp | 20,682 | 547,039 | |
First Republic Bank | 4,687 | 420,518 | |
Huntington Bancshares, Inc. | 29,787 | 394,678 | |
JPMorgan Chase & Co. | 92,293 | 10,139,309 | |
KeyCorp | 28,677 | 476,038 | |
M&T Bank Corp. | 3,886 | 568,172 | |
Peoples United Financial, Inc. | 11,231 | 161,389 | |
PNC Financial Services Group, Inc. | 12,843 | 1,655,848 | |
Regions Financial Corp. | 28,835 | 421,568 | |
SunTrust Banks, Inc. | 12,625 | 776,564 | |
SVB Financial Group (a) | 1,490 | 289,984 | |
U.S. Bancorp | 42,576 | 2,243,329 | |
Wells Fargo & Co. | 115,079 | 5,359,229 | |
Zions Bancorp NA | 5,193 | 213,380 | |
36,570,332 | |||
Capital Markets - 2.7% | |||
Affiliated Managers Group, Inc. | 1,457 | 111,650 | |
Ameriprise Financial, Inc. | 3,809 | 491,285 | |
Bank of New York Mellon Corp. | 25,062 | 1,054,108 | |
BlackRock, Inc. Class A | 3,385 | 1,430,366 | |
Cboe Global Markets, Inc. | 3,178 | 378,690 | |
Charles Schwab Corp. | 33,803 | 1,293,641 | |
CME Group, Inc. | 10,185 | 2,213,099 | |
E*TRADE Financial Corp. | 6,965 | 290,719 | |
Franklin Resources, Inc. | 8,377 | 220,148 | |
Goldman Sachs Group, Inc. | 9,680 | 1,973,849 | |
IntercontinentalExchange, Inc. | 16,043 | 1,499,700 | |
Invesco Ltd. | 11,394 | 178,886 | |
MarketAxess Holdings, Inc. | 1,072 | 426,249 | |
Moody's Corp. | 4,693 | 1,011,717 | |
Morgan Stanley | 36,373 | 1,509,116 | |
MSCI, Inc. | 2,409 | 565,224 | |
Northern Trust Corp. | 6,193 | 544,550 | |
Raymond James Financial, Inc. | 3,591 | 281,929 | |
S&P Global, Inc. | 7,001 | 1,821,590 | |
State Street Corp. | 10,616 | 544,707 | |
T. Rowe Price Group, Inc. | 6,727 | 744,141 | |
The NASDAQ OMX Group, Inc. | 3,301 | 329,572 | |
18,914,936 | |||
Consumer Finance - 0.7% | |||
American Express Co. | 19,482 | 2,345,048 | |
Capital One Financial Corp. | 13,360 | 1,157,243 | |
Discover Financial Services | 9,209 | 736,444 | |
Synchrony Financial | 18,040 | 578,182 | |
4,816,917 | |||
Diversified Financial Services - 1.6% | |||
Berkshire Hathaway, Inc. Class B (a) | 55,132 | 11,214,400 | |
Jefferies Financial Group, Inc. | 7,193 | 134,078 | |
11,348,478 | |||
Insurance - 2.4% | |||
AFLAC, Inc. | 21,208 | 1,064,217 | |
Allstate Corp. | 9,477 | 970,350 | |
American International Group, Inc. | 24,745 | 1,287,730 | |
Aon PLC | 6,843 | 1,333,359 | |
Arthur J. Gallagher & Co. | 5,270 | 478,042 | |
Assurant, Inc. | 1,751 | 215,373 | |
Chubb Ltd. | 13,027 | 2,035,860 | |
Cincinnati Financial Corp. | 4,316 | 485,507 | |
Everest Re Group Ltd. | 1,158 | 273,149 | |
Globe Life, Inc. | 2,881 | 257,158 | |
Hartford Financial Services Group, Inc. | 10,284 | 599,352 | |
Lincoln National Corp. | 5,755 | 304,324 | |
Loews Corp. | 7,636 | 367,063 | |
Marsh & McLennan Companies, Inc. | 14,548 | 1,453,200 | |
MetLife, Inc. | 27,037 | 1,197,739 | |
Principal Financial Group, Inc. | 7,370 | 392,231 | |
Progressive Corp. | 16,614 | 1,259,341 | |
Prudential Financial, Inc. | 11,550 | 925,040 | |
The Travelers Companies, Inc. | 7,451 | 1,094,999 | |
Unum Group | 6,036 | 153,375 | |
Willis Group Holdings PLC | 3,677 | 727,936 | |
16,875,345 | |||
TOTAL FINANCIALS | 88,526,008 | ||
HEALTH CARE - 13.9% | |||
Biotechnology - 2.1% | |||
AbbVie, Inc. | 42,059 | 2,764,959 | |
Alexion Pharmaceuticals, Inc. (a) | 6,379 | 642,748 | |
Amgen, Inc. | 17,353 | 3,620,183 | |
Biogen, Inc. (a) | 5,516 | 1,212,141 | |
Celgene Corp. (a) | 20,065 | 1,942,292 | |
Gilead Sciences, Inc. | 36,176 | 2,298,623 | |
Incyte Corp. (a) | 5,064 | 414,336 | |
Regeneron Pharmaceuticals, Inc. (a) | 2,237 | 648,842 | |
Vertex Pharmaceuticals, Inc. (a) | 7,287 | 1,311,806 | |
14,855,930 | |||
Health Care Equipment & Supplies - 3.6% | |||
Abbott Laboratories | 50,192 | 4,282,381 | |
Abiomed, Inc. (a) | 1,282 | 247,516 | |
Align Technology, Inc. (a) | 2,072 | 379,404 | |
Baxter International, Inc. | 13,498 | 1,187,149 | |
Becton, Dickinson & Co. | 7,674 | 1,948,582 | |
Boston Scientific Corp. (a) | 39,565 | 1,690,612 | |
Danaher Corp. | 17,925 | 2,546,963 | |
Dentsply Sirona, Inc. | 6,659 | 347,267 | |
Edwards Lifesciences Corp. (a) | 5,932 | 1,315,955 | |
Hologic, Inc. (a) | 7,627 | 376,545 | |
IDEXX Laboratories, Inc. (a) | 2,447 | 708,994 | |
Intuitive Surgical, Inc. (a) | 3,285 | 1,679,752 | |
Medtronic PLC | 38,144 | 4,115,356 | |
ResMed, Inc. | 4,079 | 568,205 | |
Stryker Corp. | 8,811 | 1,944,235 | |
Teleflex, Inc. | 1,313 | 477,827 | |
The Cooper Companies, Inc. | 1,408 | 436,128 | |
Varian Medical Systems, Inc. (a) | 2,590 | 274,359 | |
Zimmer Biomet Holdings, Inc. | 5,826 | 810,979 | |
25,338,209 | |||
Health Care Providers & Services - 2.6% | |||
AmerisourceBergen Corp. | 4,425 | 364,045 | |
Anthem, Inc. | 7,317 | 1,913,542 | |
Cardinal Health, Inc. | 8,481 | 365,786 | |
Centene Corp. (a) | 11,760 | 548,251 | |
Cigna Corp. | 10,796 | 1,662,260 | |
CVS Health Corp. | 36,960 | 2,251,603 | |
DaVita HealthCare Partners, Inc. (a) | 3,597 | 202,763 | |
HCA Holdings, Inc. | 7,596 | 913,039 | |
Henry Schein, Inc. (a) | 4,235 | 260,961 | |
Humana, Inc. | 3,842 | 1,088,093 | |
Laboratory Corp. of America Holdings (a) | 2,802 | 469,503 | |
McKesson Corp. | 5,404 | 747,211 | |
Quest Diagnostics, Inc. | 3,823 | 391,361 | |
UnitedHealth Group, Inc. | 27,038 | 6,326,892 | |
Universal Health Services, Inc. Class B | 2,360 | 341,209 | |
Wellcare Health Plans, Inc. (a) | 1,431 | 387,429 | |
18,233,948 | |||
Health Care Technology - 0.1% | |||
Cerner Corp. | 9,258 | 637,969 | |
Life Sciences Tools & Services - 1.0% | |||
Agilent Technologies, Inc. | 8,990 | 639,279 | |
Illumina, Inc. (a) | 4,182 | 1,176,564 | |
IQVIA Holdings, Inc. (a) | 4,489 | 696,468 | |
Mettler-Toledo International, Inc. (a) | 706 | 463,694 | |
PerkinElmer, Inc. | 3,153 | 260,753 | |
Thermo Fisher Scientific, Inc. | 11,380 | 3,266,743 | |
Waters Corp. (a) | 1,977 | 418,907 | |
6,922,408 | |||
Pharmaceuticals - 4.5% | |||
Allergan PLC | 8,767 | 1,400,265 | |
Bristol-Myers Squibb Co. | 46,537 | 2,237,034 | |
Corteva, Inc. | 21,305 | 624,663 | |
Eli Lilly & Co. | 24,582 | 2,777,029 | |
Johnson & Johnson | 75,538 | 9,696,058 | |
Merck & Co., Inc. | 73,250 | 6,333,928 | |
Mylan NV (a) | 14,675 | 285,722 | |
Nektar Therapeutics (a) | 4,938 | 86,761 | |
Perrigo Co. PLC | 3,561 | 166,584 | |
Pfizer, Inc. | 157,952 | 5,615,194 | |
Zoetis, Inc. Class A | 13,618 | 1,721,588 | |
30,944,826 | |||
TOTAL HEALTH CARE | 96,933,290 | ||
INDUSTRIALS - 9.2% | |||
Aerospace & Defense - 2.7% | |||
Arconic, Inc. | 11,373 | 293,878 | |
General Dynamics Corp. | 7,725 | 1,477,561 | |
Harris Corp. | 6,299 | 1,331,672 | |
Huntington Ingalls Industries, Inc. | 1,182 | 247,038 | |
Lockheed Martin Corp. | 6,993 | 2,686,081 | |
Northrop Grumman Corp. | 4,831 | 1,777,180 | |
Raytheon Co. | 7,924 | 1,468,476 | |
Textron, Inc. | 6,626 | 298,170 | |
The Boeing Co. | 14,887 | 5,420,208 | |
TransDigm Group, Inc. | 1,392 | 749,341 | |
United Technologies Corp. | 23,077 | 3,005,548 | |
18,755,153 | |||
Air Freight & Logistics - 0.6% | |||
C.H. Robinson Worldwide, Inc. | 3,890 | 328,666 | |
Expeditors International of Washington, Inc. | 4,896 | 348,106 | |
FedEx Corp. | 6,819 | 1,081,562 | |
United Parcel Service, Inc. Class B | 19,844 | 2,354,689 | |
4,113,023 | |||
Airlines - 0.4% | |||
Alaska Air Group, Inc. | 3,515 | 209,916 | |
American Airlines Group, Inc. | 11,270 | 296,514 | |
Delta Air Lines, Inc. | 16,946 | 980,496 | |
Southwest Airlines Co. | 13,903 | 727,405 | |
United Continental Holdings, Inc. (a) | 6,287 | 530,057 | |
2,744,388 | |||
Building Products - 0.3% | |||
A.O. Smith Corp. | 4,011 | 186,592 | |
Allegion PLC | 2,676 | 257,619 | |
Fortune Brands Home & Security, Inc. | 3,987 | 203,576 | |
Johnson Controls International PLC | 22,637 | 966,374 | |
Masco Corp. | 8,359 | 340,462 | |
1,954,623 | |||
Commercial Services & Supplies - 0.4% | |||
Cintas Corp. | 2,409 | 635,494 | |
Copart, Inc. (a) | 5,738 | 432,588 | |
Republic Services, Inc. | 6,129 | 547,013 | |
Rollins, Inc. | 4,205 | 137,966 | |
Waste Management, Inc. | 11,115 | 1,326,575 | |
3,079,636 | |||
Construction & Engineering - 0.1% | |||
Jacobs Engineering Group, Inc. | 3,269 | 290,483 | |
Quanta Services, Inc. | 4,034 | 136,753 | |
427,236 | |||
Electrical Equipment - 0.5% | |||
AMETEK, Inc. | 6,482 | 556,998 | |
Eaton Corp. PLC | 12,037 | 971,627 | |
Emerson Electric Co. | 17,485 | 1,041,931 | |
Fortive Corp. | 8,389 | 594,780 | |
Rockwell Automation, Inc. | 3,367 | 514,444 | |
3,679,780 | |||
Industrial Conglomerates - 1.3% | |||
3M Co. | 16,399 | 2,652,046 | |
General Electric Co. | 248,110 | 2,046,908 | |
Honeywell International, Inc. | 20,704 | 3,408,292 | |
Roper Technologies, Inc. | 2,954 | 1,083,409 | |
9,190,655 | |||
Machinery - 1.4% | |||
Caterpillar, Inc. | 16,270 | 1,936,130 | |
Cummins, Inc. | 4,122 | 615,291 | |
Deere & Co. | 9,019 | 1,397,133 | |
Dover Corp. | 4,135 | 387,615 | |
Flowserve Corp. | 3,737 | 159,495 | |
IDEX Corp. | 2,155 | 354,950 | |
Illinois Tool Works, Inc. | 8,527 | 1,277,856 | |
Ingersoll-Rand PLC | 6,861 | 830,798 | |
PACCAR, Inc. | 9,856 | 646,159 | |
Parker Hannifin Corp. | 3,649 | 604,895 | |
Pentair PLC | 4,505 | 161,820 | |
Snap-On, Inc. | 1,576 | 234,320 | |
Stanley Black & Decker, Inc. | 4,311 | 572,759 | |
Wabtec Corp. (b) | 5,183 | 358,715 | |
Xylem, Inc. | 5,119 | 392,167 | |
9,930,103 | |||
Professional Services - 0.3% | |||
Equifax, Inc. | 3,437 | 503,108 | |
IHS Markit Ltd. (a) | 10,349 | 678,998 | |
Nielsen Holdings PLC | 10,130 | 210,299 | |
Robert Half International, Inc. | 3,366 | 179,980 | |
Verisk Analytics, Inc. | 4,656 | 752,130 | |
2,324,515 | |||
Road & Rail - 1.0% | |||
CSX Corp. | 21,869 | 1,465,660 | |
J.B. Hunt Transport Services, Inc. | 2,472 | 267,075 | |
Kansas City Southern | 2,864 | 360,291 | |
Norfolk Southern Corp. | 7,566 | 1,316,862 | |
Union Pacific Corp. | 20,138 | 3,261,550 | |
6,671,438 | |||
Trading Companies & Distributors - 0.2% | |||
Fastenal Co. | 16,278 | 498,432 | |
United Rentals, Inc. (a) | 2,236 | 251,684 | |
W.W. Grainger, Inc. | 1,278 | 349,725 | |
1,099,841 | |||
TOTAL INDUSTRIALS | 63,970,391 | ||
INFORMATION TECHNOLOGY - 22.0% | |||
Communications Equipment - 1.1% | |||
Arista Networks, Inc. (a) | 1,503 | 340,610 | |
Cisco Systems, Inc. | 121,791 | 5,701,037 | |
F5 Networks, Inc. (a) | 1,698 | 218,584 | |
Juniper Networks, Inc. | 9,790 | 226,736 | |
Motorola Solutions, Inc. | 4,688 | 848,106 | |
7,335,073 | |||
Electronic Equipment & Components - 0.4% | |||
Amphenol Corp. Class A | 8,499 | 744,002 | |
Corning, Inc. | 22,325 | 621,751 | |
FLIR Systems, Inc. | 3,858 | 190,084 | |
IPG Photonics Corp. (a) | 1,011 | 125,091 | |
Keysight Technologies, Inc. (a) | 5,353 | 518,492 | |
TE Connectivity Ltd. | 9,584 | 874,252 | |
3,073,672 | |||
IT Services - 5.8% | |||
Accenture PLC Class A | 18,147 | 3,596,191 | |
Akamai Technologies, Inc. (a) | 4,668 | 416,059 | |
Alliance Data Systems Corp. | 1,125 | 138,319 | |
Automatic Data Processing, Inc. | 12,382 | 2,102,959 | |
Broadridge Financial Solutions, Inc. | 3,304 | 427,670 | |
Cognizant Technology Solutions Corp. Class A | 16,196 | 994,272 | |
DXC Technology Co. | 7,624 | 253,269 | |
Fidelity National Information Services, Inc. | 17,436 | 2,375,132 | |
Fiserv, Inc. (a) | 16,212 | 1,733,711 | |
FleetCor Technologies, Inc. (a) | 2,452 | 731,677 | |
Gartner, Inc. (a) | 2,565 | 342,864 | |
Global Payments, Inc. | 4,457 | 739,773 | |
IBM Corp. | 25,225 | 3,418,744 | |
Jack Henry & Associates, Inc. | 2,197 | 318,477 | |
Leidos Holdings, Inc. | 4,104 | 358,525 | |
MasterCard, Inc. Class A | 25,571 | 7,194,912 | |
Paychex, Inc. | 9,099 | 743,388 | |
PayPal Holdings, Inc. (a) | 33,428 | 3,645,323 | |
The Western Union Co. | 12,271 | 271,435 | |
Total System Services, Inc. | 4,632 | 621,707 | |
VeriSign, Inc. (a) | 2,984 | 608,288 | |
Visa, Inc. Class A | 49,476 | 8,946,250 | |
39,978,945 | |||
Semiconductors & Semiconductor Equipment - 3.8% | |||
Advanced Micro Devices, Inc. (a) | 25,233 | 793,578 | |
Analog Devices, Inc. | 10,520 | 1,155,412 | |
Applied Materials, Inc. | 26,633 | 1,278,917 | |
Broadcom, Inc. | 11,262 | 3,183,092 | |
Intel Corp. | 127,374 | 6,038,801 | |
KLA-Tencor Corp. | 4,598 | 680,044 | |
Lam Research Corp. | 4,265 | 897,825 | |
Maxim Integrated Products, Inc. | 7,750 | 422,685 | |
Microchip Technology, Inc. (b) | 6,769 | 584,368 | |
Micron Technology, Inc. (a) | 31,486 | 1,425,371 | |
NVIDIA Corp. | 17,326 | 2,902,278 | |
Qorvo, Inc. (a) | 3,387 | 241,933 | |
Qualcomm, Inc. | 34,587 | 2,689,831 | |
Skyworks Solutions, Inc. | 4,914 | 369,877 | |
Texas Instruments, Inc. | 26,693 | 3,303,259 | |
Xilinx, Inc. | 7,224 | 751,729 | |
26,719,000 | |||
Software - 6.8% | |||
Adobe, Inc. (a) | 13,883 | 3,949,852 | |
ANSYS, Inc. (a) | 2,388 | 493,265 | |
Autodesk, Inc. (a) | 6,248 | 892,339 | |
Cadence Design Systems, Inc. (a) | 7,995 | 547,498 | |
Citrix Systems, Inc. | 3,554 | 330,451 | |
Fortinet, Inc. (a) | 4,134 | 327,330 | |
Intuit, Inc. | 7,376 | 2,126,943 | |
Microsoft Corp. | 218,012 | 30,055,125 | |
Oracle Corp. | 69,037 | 3,594,066 | |
Salesforce.com, Inc. (a) | 24,302 | 3,792,813 | |
Symantec Corp. | 17,587 | 408,898 | |
Synopsys, Inc. (a) | 4,265 | 604,820 | |
47,123,400 | |||
Technology Hardware, Storage & Peripherals - 4.1% | |||
Apple, Inc. | 124,358 | 25,958,489 | |
Hewlett Packard Enterprise Co. | 38,089 | 526,390 | |
HP, Inc. | 42,845 | 783,635 | |
NetApp, Inc. | 7,035 | 338,102 | |
Seagate Technology LLC | 7,173 | 360,156 | |
Western Digital Corp. | 8,335 | 477,345 | |
Xerox Holdings Corp. | 5,566 | 161,358 | |
28,605,475 | |||
TOTAL INFORMATION TECHNOLOGY | 152,835,565 | ||
MATERIALS - 2.6% | |||
Chemicals - 1.8% | |||
Air Products & Chemicals, Inc. | 6,264 | 1,415,163 | |
Albemarle Corp. U.S. | 3,010 | 185,807 | |
Celanese Corp. Class A | 3,602 | 408,359 | |
CF Industries Holdings, Inc. | 6,289 | 303,067 | |
Dow, Inc. | 21,305 | 908,232 | |
DowDuPont, Inc. | 21,304 | 1,447,181 | |
Eastman Chemical Co. | 3,938 | 257,427 | |
Ecolab, Inc. | 7,217 | 1,488,939 | |
FMC Corp. | 3,742 | 323,047 | |
International Flavors & Fragrances, Inc. (b) | 2,884 | 316,519 | |
Linde PLC | 15,442 | 2,917,148 | |
LyondellBasell Industries NV Class A | 7,819 | 605,034 | |
PPG Industries, Inc. | 6,718 | 744,287 | |
Sherwin-Williams Co. | 2,311 | 1,217,319 | |
The Mosaic Co. | 10,082 | 185,408 | |
12,722,937 | |||
Construction Materials - 0.1% | |||
Martin Marietta Materials, Inc. | 1,777 | 450,949 | |
Vulcan Materials Co. | 3,758 | 530,818 | |
981,767 | |||
Containers & Packaging - 0.4% | |||
Amcor PLC | 46,171 | 453,399 | |
Avery Dennison Corp. | 2,405 | 277,946 | |
Ball Corp. | 9,523 | 765,744 | |
International Paper Co. | 11,305 | 442,026 | |
Packaging Corp. of America | 2,692 | 270,761 | |
Sealed Air Corp. | 4,425 | 176,204 | |
WestRock Co. | 7,310 | 249,856 | |
2,635,936 | |||
Metals & Mining - 0.3% | |||
Freeport-McMoRan, Inc. | 41,281 | 379,372 | |
Newmont Goldcorp Corp. | 23,319 | 930,195 | |
Nucor Corp. | 8,670 | 424,657 | |
1,734,224 | |||
TOTAL MATERIALS | 18,074,864 | ||
REAL ESTATE - 3.3% | |||
Equity Real Estate Investment Trusts (REITs) - 3.2% | |||
Alexandria Real Estate Equities, Inc. | 3,213 | 481,436 | |
American Tower Corp. | 12,576 | 2,894,869 | |
Apartment Investment & Management Co. Class A | 4,237 | 216,087 | |
AvalonBay Communities, Inc. | 3,966 | 843,013 | |
Boston Properties, Inc. | 4,396 | 564,534 | |
Crown Castle International Corp. | 11,828 | 1,717,071 | |
Digital Realty Trust, Inc. | 5,926 | 732,631 | |
Duke Realty Corp. | 10,235 | 340,518 | |
Equinix, Inc. | 2,392 | 1,330,622 | |
Equity Residential (SBI) | 10,539 | 893,286 | |
Essex Property Trust, Inc. | 1,870 | 600,756 | |
Extra Space Storage, Inc. | 3,626 | 442,082 | |
Federal Realty Investment Trust (SBI) | 2,132 | 275,476 | |
HCP, Inc. | 13,597 | 471,952 | |
Host Hotels & Resorts, Inc. | 21,096 | 338,380 | |
Iron Mountain, Inc. | 8,151 | 259,609 | |
Kimco Realty Corp. | 12,014 | 220,817 | |
Mid-America Apartment Communities, Inc. | 3,243 | 410,823 | |
Prologis, Inc. | 17,947 | 1,500,728 | |
Public Storage | 4,270 | 1,130,440 | |
Realty Income Corp. | 8,956 | 661,042 | |
Regency Centers Corp. | 4,751 | 306,487 | |
SBA Communications Corp. Class A | 3,222 | 845,549 | |
Simon Property Group, Inc. | 8,790 | 1,309,183 | |
SL Green Realty Corp. | 2,396 | 192,207 | |
The Macerich Co. | 3,016 | 86,046 | |
UDR, Inc. | 8,016 | 386,211 | |
Ventas, Inc. | 10,509 | 771,256 | |
Vornado Realty Trust | 4,941 | 298,782 | |
Welltower, Inc. | 11,520 | 1,031,731 | |
Weyerhaeuser Co. | 21,187 | 557,430 | |
22,111,054 | |||
Real Estate Management & Development - 0.1% | |||
CBRE Group, Inc. (a) | 8,895 | 464,942 | |
TOTAL REAL ESTATE | 22,575,996 | ||
UTILITIES - 3.5% | |||
Electric Utilities - 2.1% | |||
Alliant Energy Corp. | 6,728 | 352,884 | |
American Electric Power Co., Inc. | 14,038 | 1,279,564 | |
Duke Energy Corp. | 20,714 | 1,921,016 | |
Edison International | 10,066 | 727,470 | |
Entergy Corp. | 5,403 | 609,675 | |
Evergy, Inc. | 6,944 | 451,360 | |
Eversource Energy | 9,135 | 731,988 | |
Exelon Corp. | 27,623 | 1,305,463 | |
FirstEnergy Corp. | 14,361 | 660,606 | |
NextEra Energy, Inc. | 13,627 | 2,985,403 | |
Pinnacle West Capital Corp. | 3,192 | 304,230 | |
PPL Corp. | 20,531 | 606,691 | |
Southern Co. | 29,613 | 1,725,253 | |
Xcel Energy, Inc. | 14,641 | 940,245 | |
14,601,848 | |||
Gas Utilities - 0.1% | |||
Atmos Energy Corp. | 3,328 | 366,845 | |
Independent Power and Renewable Electricity Producers - 0.1% | |||
NRG Energy, Inc. | 7,203 | 262,189 | |
The AES Corp. | 18,906 | 289,829 | |
552,018 | |||
Multi-Utilities - 1.1% | |||
Ameren Corp. | 6,987 | 539,047 | |
CenterPoint Energy, Inc. | 14,285 | 395,552 | |
CMS Energy Corp. | 8,071 | 508,877 | |
Consolidated Edison, Inc. | 9,306 | 827,303 | |
Dominion Energy, Inc. | 22,828 | 1,772,138 | |
DTE Energy Co. | 5,212 | 675,788 | |
NiSource, Inc. | 10,619 | 313,791 | |
Public Service Enterprise Group, Inc. | 14,379 | 869,498 | |
Sempra Energy | 7,806 | 1,105,564 | |
WEC Energy Group, Inc. | 8,975 | 859,536 | |
7,867,094 | |||
Water Utilities - 0.1% | |||
American Water Works Co., Inc. | 5,136 | 653,916 | |
TOTAL UTILITIES | 24,041,721 | ||
TOTAL COMMON STOCKS | |||
(Cost $640,037,329) | 693,033,065 | ||
Money Market Funds - 0.4% | |||
Fidelity Cash Central Fund 2.13% (c) | 1,287,796 | 1,288,054 | |
Fidelity Securities Lending Cash Central Fund 2.13% (c)(d) | 1,563,085 | 1,563,242 | |
TOTAL MONEY MARKET FUNDS | |||
(Cost $2,851,296) | 2,851,296 | ||
TOTAL INVESTMENT IN SECURITIES - 100.1% | |||
(Cost $642,888,625) | 695,884,361 | ||
NET OTHER ASSETS (LIABILITIES) - (0.1)% | (797,274) | ||
NET ASSETS - 100% | $695,087,087 |
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) | 14 | Sept. 2019 | $2,047,360 | $32,305 | $32,305 |
The notional amount of futures purchased as a percentage of Net Assets is 0.3%
Legend
(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 are available on the SEC's website or upon request.
(d) Investment made with cash collateral received from securities on loan.
Affiliated Central Funds
Information regarding fiscal year to date income earned by the Fund from investments in Fidelity Central Funds is as follows:
Fund | Income earned |
Fidelity Cash Central Fund | $73,625 |
Fidelity Securities Lending Cash Central Fund | 13,686 |
Total | $87,311 |
Amounts in the income column in the above table include any capital gain distributions from underlying funds, which are presented in the corresponding line-item in the Statement of Operations, if applicable. Amount for Fidelity Securities Lending Cash Central Fund represents the income earned on investing cash collateral, less rebates paid to borrowers and any lending agent fees associated with the loan, plus any premium payments received for lending certain types of securities.
Investment Valuation
The following is a summary of the inputs used, as of August 31, 2019, involving the Fund's assets and liabilities carried at fair value. The inputs or methodology used for valuing securities may not be an indication of the risk associated with investing in those securities. For more information on valuation inputs, and their aggregation into the levels used below, please refer to the Investment Valuation section in the accompanying Notes to Financial Statements.
Valuation Inputs at Reporting Date: | ||||
Description | Total | Level 1 | Level 2 | Level 3 |
Investments in Securities: | ||||
Equities: | ||||
Communication Services | $72,528,811 | $72,528,811 | $-- | $-- |
Consumer Discretionary | 70,389,507 | 70,389,507 | -- | -- |
Consumer Staples | 52,553,653 | 52,553,653 | -- | -- |
Energy | 30,603,259 | 30,603,259 | -- | -- |
Financials | 88,526,008 | 88,526,008 | -- | -- |
Health Care | 96,933,290 | 96,933,290 | -- | -- |
Industrials | 63,970,391 | 63,970,391 | -- | -- |
Information Technology | 152,835,565 | 152,835,565 | -- | -- |
Materials | 18,074,864 | 18,074,864 | -- | -- |
Real Estate | 22,575,996 | 22,575,996 | -- | -- |
Utilities | 24,041,721 | 24,041,721 | -- | -- |
Money Market Funds | 2,851,296 | 2,851,296 | -- | -- |
Total Investments in Securities: | $695,884,361 | $695,884,361 | $-- | $-- |
Derivative Instruments: | ||||
Assets | ||||
Futures Contracts | $32,305 | $32,305 | $-- | $-- |
Total Assets | $32,305 | $32,305 | $-- | $-- |
Total Derivative Instruments: | $32,305 | $32,305 | $-- | $-- |
Value of Derivative Instruments
The following table is a summary of the Fund's value of derivative instruments by primary risk exposure as of August 31, 2019. For additional information on derivative instruments, please refer to the Derivative Instruments section in the accompanying Notes to Financial Statements.
Primary Risk Exposure / Derivative Type | Value | |
Asset | Liability | |
Equity Risk | ||
Futures Contracts(a) | $32,305 | $0 |
Total Equity Risk | 32,305 | 0 |
Total Value of Derivatives | $32,305 | $0 |
(a) Reflects gross cumulative appreciation (depreciation) on futures contracts as presented in the Schedule of Investments. In the Statement of Assets and Liabilities, the period end daily variation margin is included in receivable or payable for daily variation margin on futures contracts, and the net cumulative appreciation (depreciation) is included in distributable earnings.
See accompanying notes which are an integral part of the financial statements.
Financial Statements
Statement of Assets and Liabilities
August 31, 2019 (Unaudited) | ||
Assets | ||
Investment in securities, at value (including securities loaned of $1,536,969) — See accompanying schedule: Unaffiliated issuers (cost $640,037,329) | $693,033,065 | |
Fidelity Central Funds (cost $2,851,296) | 2,851,296 | |
Total Investment in Securities (cost $642,888,625) | $695,884,361 | |
Segregated cash with brokers for derivative instruments | 113,400 | |
Receivable for investments sold | 34,217 | |
Receivable for fund shares sold | 1,291,820 | |
Dividends receivable | 1,333,402 | |
Distributions receivable from Fidelity Central Funds | 3,540 | |
Other receivables | 166 | |
Total assets | 698,660,906 | |
Liabilities | ||
Payable for investments purchased | $1,502,640 | |
Payable for fund shares redeemed | 505,727 | |
Payable for daily variation margin on futures contracts | 2,077 | |
Collateral on securities loaned | 1,563,375 | |
Total liabilities | 3,573,819 | |
Net Assets | $695,087,087 | |
Net Assets consist of: | ||
Paid in capital | $640,757,731 | |
Total distributable earnings (loss) | 54,329,356 | |
Net Assets, for 55,592,241 shares outstanding | $695,087,087 | |
Net Asset Value, offering price and redemption price per share ($695,087,087 ÷ 55,592,241 shares) | $12.50 |
See accompanying notes which are an integral part of the financial statements.
Statement of Operations
Six months ended August 31, 2019 (Unaudited) | ||
Investment Income | ||
Dividends | $6,257,900 | |
Interest | 2,906 | |
Income from Fidelity Central Funds (including $13,686 from security lending) | 87,311 | |
Total income | 6,348,117 | |
Expenses | ||
Independent trustees' fees and expenses | $1,651 | |
Commitment fees | 782 | |
Total expenses before reductions | 2,433 | |
Expense reductions | (111) | |
Total expenses after reductions | 2,322 | |
Net investment income (loss) | 6,345,795 | |
Realized and Unrealized Gain (Loss) | ||
Net realized gain (loss) on: | ||
Investment securities: | ||
Unaffiliated issuers | 322,155 | |
Fidelity Central Funds | 536 | |
Futures contracts | 654,162 | |
Total net realized gain (loss) | 976,853 | |
Change in net unrealized appreciation (depreciation) on: | ||
Investment securities: | ||
Unaffiliated issuers | 28,882,784 | |
Fidelity Central Funds | (589) | |
Futures contracts | (136,032) | |
Total change in net unrealized appreciation (depreciation) | 28,746,163 | |
Net gain (loss) | 29,723,016 | |
Net increase (decrease) in net assets resulting from operations | $36,068,811 |
See accompanying notes which are an integral part of the financial statements.
Statement of Changes in Net Assets
Six months ended August 31, 2019 (Unaudited) | Year ended February 28, 2019 | |
Increase (Decrease) in Net Assets | ||
Operations | ||
Net investment income (loss) | $6,345,795 | $8,521,149 |
Net realized gain (loss) | 976,853 | (1,074,665) |
Change in net unrealized appreciation (depreciation) | 28,746,163 | 23,191,052 |
Net increase (decrease) in net assets resulting from operations | 36,068,811 | 30,637,536 |
Distributions to shareholders | (5,670,387) | (7,862,732) |
Share transactions | ||
Proceeds from sales of shares | 198,326,719 | 649,202,752 |
Reinvestment of distributions | 501,695 | 869,887 |
Cost of shares redeemed | (87,976,717) | (145,392,112) |
Net increase (decrease) in net assets resulting from share transactions | 110,851,697 | 504,680,527 |
Total increase (decrease) in net assets | 141,250,121 | 527,455,331 |
Net Assets | ||
Beginning of period | 553,836,966 | 26,381,635 |
End of period | $695,087,087 | $553,836,966 |
Other Information | ||
Shares | ||
Sold | 16,072,415 | 56,673,621 |
Issued in reinvestment of distributions | 40,002 | 75,823 |
Redeemed | (7,129,152) | (12,418,104) |
Net increase (decrease) | 8,983,265 | 44,331,340 |
See accompanying notes which are an integral part of the financial statements.
Financial Highlights
Fidelity Flex 500 Index Fund
Six months ended (Unaudited) August 31, | Years endedFebruary 28, | ||
2019 | 2019 | 2018 A | |
Selected Per–Share Data | |||
Net asset value, beginning of period | $11.88 | $11.58 | $10.00 |
Income from Investment Operations | |||
Net investment income (loss)B | .12 | .24 | .22 |
Net realized and unrealized gain (loss) | .61 | .29 | 1.47 |
Total from investment operations | .73 | .53 | 1.69 |
Distributions from net investment income | (.11) | (.19) | (.10) |
Distributions from net realized gain | – | (.04) | (.01) |
Total distributions | (.11) | (.23) | (.11) |
Net asset value, end of period | $12.50 | $11.88 | $11.58 |
Total ReturnC,D | 6.15% | 4.67% | 16.91% |
Ratios to Average Net AssetsE,F | |||
Expenses before reductionsG | - %H | -% | - %H |
Expenses net of fee waivers, if anyG | - %H | -% | - %H |
Expenses net of all reductionsG | - %H | -% | - %H |
Net investment income (loss) | 2.00%H | 2.05% | 2.04%H |
Supplemental Data | |||
Net assets, end of period (000 omitted) | $695,087 | $553,837 | $26,382 |
Portfolio turnover rateI | 4%H | 8%J | 10%H |
A For the period March 9, 2017 (commencement of operations) to February 28, 2018.
B Calculated based on average shares outstanding during the period.
C Total returns for periods of less than one year are not annualized.
D Total returns would have been lower if certain expenses had not been reduced during the applicable periods shown.
E Fees and expenses of any underlying Fidelity Central Funds are not included in the Fund's expense ratio. The Fund indirectly bears its proportionate share of the expenses of any underlying Fidelity Central Funds.
F Expense ratios reflect operating expenses of the Fund. Expenses before reductions do not reflect amounts reimbursed by the investment adviser or reductions from expense offset arrangements and do not represent the amount paid by the Fund during periods when reimbursements or reductions occur. Expenses net of fee waivers reflect expenses after reimbursement by the investment adviser but prior to reductions from expense offset arrangements. Expenses net of all reductions represent the net expenses paid by the Fund.
G Amount represents less than .005%.
H Annualized
I Amount does not include the portfolio activity of any underlying Fidelity Central Funds.
J Portfolio turnover rate excludes securities received or delivered in-kind.
See accompanying notes which are an integral part of the financial statements.
Notes to Financial Statements (Unaudited)
For the period ended August 31, 2019
1. Organization.
Fidelity Flex 500 Index Fund (the Fund) is a fund of Fidelity Concord Street Trust (the Trust) and is authorized to issue an unlimited number of shares. Share transactions on the Statement of Changes in Net Assets may contain exchanges between affiliated funds. The Trust is registered under the Investment Company Act of 1940, as amended (the 1940 Act), as an open-end management investment company organized as a Massachusetts business trust. The Fund is available only to certain fee-based accounts offered by Fidelity.
2. Investments in Fidelity Central Funds.
The Fund invests in Fidelity Central Funds, which are open-end investment companies generally available only to other investment companies and accounts managed by the investment adviser and its affiliates. The Fund's Schedule of Investments lists each of the Fidelity Central Funds held as of period end, if any, as an investment of the Fund, but does not include the underlying holdings of each Fidelity Central Fund. As an Investing Fund, the Fund indirectly bears its proportionate share of the expenses of the underlying Fidelity Central Funds.
The Money Market Central Funds seek preservation of capital and current income and are managed by Fidelity Investments Money Management, Inc. (FIMM), an affiliate of the investment adviser. Annualized expenses of the Money Market Central Funds as of their most recent shareholder report date ranged from less than .005% to .01%.
A complete unaudited list of holdings for each Fidelity Central Fund is available upon request or at the Securities and Exchange Commission (the SEC) website at www.sec.gov. In addition, the financial statements of the Fidelity Central Funds are available on the SEC website or upon request.
3. Significant Accounting Policies.
The Fund is an investment company and applies the accounting and reporting guidance of the Financial Accounting Standards Board (FASB) Accounting Standards Codification Topic 946 Financial Services – Investments Companies. The financial statements have been prepared in conformity with accounting principles generally accepted in the United States of America (GAAP), which require management to make certain estimates and assumptions at the date of the financial statements. Actual results could differ from those estimates. Subsequent events, if any, through the date that the financial statements were issued have been evaluated in the preparation of the financial statements. The following summarizes the significant accounting policies of the Fund:
Investment Valuation. Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. The Board of Trustees (the Board) has delegated the day to day responsibility for the valuation of the Fund's investments to the Fair Value Committee (the Committee) established by the Fund's investment adviser. In accordance with valuation policies and procedures approved by the Board, the Fund attempts to obtain prices from one or more third party pricing vendors or brokers to value its investments. When current market prices, quotations or currency exchange rates are not readily available or reliable, investments will be fair valued in good faith by the Committee, in accordance with procedures adopted by the Board. Factors used in determining fair value vary by investment type and may include market or investment specific events. The frequency with which these procedures are used cannot be predicted and they may be utilized to a significant extent. The Committee oversees the Fund's valuation policies and procedures and reports to the Board on the Committee's activities and fair value determinations. The Board monitors the appropriateness of the procedures used in valuing the Fund's investments and ratifies the fair value determinations of the Committee.
The Fund categorizes the inputs to valuation techniques used to value its investments into a disclosure hierarchy consisting of three levels as shown below:
- Level 1 – quoted prices in active markets for identical investments
- Level 2 – other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, etc.)
- Level 3 – unobservable inputs (including the Fund's own assumptions based on the best information available)
Valuation techniques used to value the Fund's investments by major category are as follows:
Equity securities, including restricted securities, for which market quotations are readily available, are valued at the last reported sale price or official closing price as reported by a third party pricing vendor on the primary market or exchange on which they are traded and are categorized as Level 1 in the hierarchy. In the event there were no sales during the day or closing prices are not available, securities are valued at the last quoted bid price or may be valued using the last available price and are generally categorized as Level 2 in the hierarchy. For foreign equity securities, when market or security specific events arise, comparisons to the valuation of American Depositary Receipts (ADRs), futures contracts, Exchange-Traded Funds (ETFs) and certain indexes as well as quoted prices for similar securities may be used and would be categorized as Level 2 in the hierarchy. For equity securities, including restricted securities, where observable inputs are limited, assumptions about market activity and risk are used and these securities may be categorized as Level 3 in the hierarchy.
Futures contracts are valued at the settlement price established each day by the board of trade or exchange on which they are traded and are categorized as Level 1 in the hierarchy. Investments in open-end mutual funds, including the Fidelity Central Funds, are valued at their closing net asset value (NAV) each business day and are categorized as Level 1 in the hierarchy.
Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy. The aggregate value of investments by input level as of August 31, 2019 is included at the end of the Fund's Schedule of Investments.
Investment Transactions and Income. For financial reporting purposes, the Fund's investment holdings and NAV include trades executed through the end of the last business day of the period. The NAV per share for processing shareholder transactions is calculated as of the close of business of the New York Stock Exchange (NYSE), normally 4:00 p.m. Eastern time and includes trades executed through the end of the prior business day. Gains and losses on securities sold are determined on the basis of identified cost. Dividend income is recorded on the ex-dividend date, except for certain dividends from foreign securities where the ex-dividend date may have passed, which are recorded as soon as the Fund is informed of the ex-dividend date. Non-cash dividends included in dividend income, if any, are recorded at the fair market value of the securities received. Income and capital gain distributions from Fidelity Central Funds, if any, are recorded on the ex-dividend date. Certain distributions received by the Fund represent a return of capital or capital gain. The Fund determines the components of these distributions subsequent to the ex-dividend date, based upon receipt of tax filings or other correspondence relating to the underlying investment. These distributions are recorded as a reduction of cost of investments and/or as a realized gain. Interest income is accrued as earned and includes coupon interest and amortization of premium and accretion of discount on debt securities as applicable.
Expenses. Expenses directly attributable to a fund are charged to that fund. Expenses attributable to more than one fund are allocated among the respective funds on the basis of relative net assets or other appropriate methods. Expense estimates are accrued in the period to which they relate and adjustments are made when actual amounts are known.
Income Tax Information and Distributions to Shareholders. Each year, the Fund intends to qualify as a regulated investment company under Subchapter M of the Internal Revenue Code, including distributing substantially all of its taxable income and realized gains. As a result, no provision for U.S. Federal income taxes is required. The Fund files a U.S. federal tax return, in addition to state and local tax returns as required. The Fund's federal income tax returns are subject to examination by the Internal Revenue Service (IRS) for a period of three fiscal years after they are filed. State and local tax returns may be subject to examination for an additional fiscal year depending on the jurisdiction.
Distributions are declared and recorded on the ex-dividend date. Income and capital gain distributions are determined in accordance with income tax regulations, which may differ from GAAP.
Capital accounts within the financial statements are adjusted for permanent book-tax differences. These adjustments have no impact on net assets or the results of operations. Capital accounts are not adjusted for temporary book-tax differences which will reverse in a subsequent period.
Book-tax differences are primarily due to futures contracts, short-term gain distributions from the Underlying funds, market discount, certain deemed distributions and losses deferred due to wash sales.
As of period end, the cost and unrealized appreciation (depreciation) in securities, and derivatives if applicable, for federal income tax purposes were as follows:
Gross unrealized appreciation | $88,526,606 |
Gross unrealized depreciation | (37,886,287) |
Net unrealized appreciation (depreciation) | $50,640,319 |
Tax cost | $645,276,347 |
4. Derivative Instruments.
Risk Exposures and the Use of Derivative Instruments. The Fund's investment objective allows the Fund to enter into various types of derivative contracts, including futures contracts. Derivatives are investments whose value is primarily derived from underlying assets, indices or reference rates and may be transacted on an exchange or over-the-counter (OTC). Derivatives may involve a future commitment to buy or sell a specified asset based on specified terms, to exchange future cash flows at periodic intervals based on a notional principal amount, or for one party to make one or more payments upon the occurrence of specified events in exchange for periodic payments from the other party.
The Fund used derivatives to increase returns and to manage exposure to certain risks as defined below. The success of any strategy involving derivatives depends on analysis of numerous economic factors, and if the strategies for investment do not work as intended, the Fund may not achieve its objectives.
The Fund's use of derivatives increased or decreased its exposure to the following risk:
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. |
The Fund is also exposed to additional risks from investing in derivatives, such as liquidity risk and counterparty credit risk. Liquidity risk is the risk that the Fund will be unable to close out the derivative in the open market in a timely manner. Counterparty credit risk is the risk that the counterparty will not be able to fulfill its obligation to the Fund. Counterparty credit risk related to exchange-traded futures contracts may be mitigated by the protection provided by the exchange on which they trade.
Investing in derivatives may involve greater risks than investing in the underlying assets directly and, to varying degrees, may involve risk of loss in excess of any initial investment and collateral received and amounts recognized in the Statement of Assets and Liabilities. In addition, there may be the risk that the change in value of the derivative contract does not correspond to the change in value of the underlying instrument.
Futures Contracts. A futures contract is an agreement between two parties to buy or sell a specified underlying instrument for a fixed price at a specified future date. The Fund used futures contracts to manage its exposure to the stock market.
Upon entering into a futures contract, a fund is required to deposit either cash or securities (initial margin) with a clearing broker in an amount equal to a certain percentage of the face value of the contract. Futures contracts are marked-to-market daily and subsequent daily payments (variation margin) are made or received by a fund depending on the daily fluctuations in the value of the futures contracts and are recorded as unrealized appreciation or (depreciation). This receivable and/or payable, if any, is included in daily variation margin on futures contracts in the Statement of Assets and Liabilities. Realized gain or (loss) is recorded upon the expiration or closing of a futures contract. The net realized gain (loss) and change in net unrealized appreciation (depreciation) on futures contracts during the period is presented in the Statement of Operations.
Any open futures contracts at period end are presented in the Schedule of Investments under the caption "Futures Contracts". The notional amount at value reflects each contract's exposure to the underlying instrument or index at period end and is representative of volume of activity during the period. Cash deposited to meet initial margin requirements is presented as segregated cash with brokers for derivatives in the Statement of Assets and Liabilities.
5. Purchases and Sales of Investments.
Purchases and sales of securities, other than short-term securities, aggregated $128,645,606 and $11,641,823, respectively.
6. Fees and Other Transactions with Affiliates.
Management Fee. Fidelity Management & Research Company (the investment adviser) and its affiliates provide the Fund with investment management related services and the Fund does not pay any fees for these services. Under the management contract, the investment adviser or an affiliate pays all other expenses of the Fund, excluding fees and expenses of the independent Trustees, and certain miscellaneous expenses such as proxy and shareholder meeting expenses.
Sub-Adviser. Geode Capital Management, LLC (Geode), serves as sub-adviser for the Fund. Geode provides discretionary investment advisory services to the Fund and is paid by the investment adviser for providing these services.
Interfund Trades. The Fund may purchase from or sell securities to other Fidelity Funds under procedures adopted by the Board. The procedures have been designed to ensure these interfund trades are executed in accordance with Rule 17a-7 of the 1940 Act. Interfund trades are included within the respective purchases and sales amounts shown in the Purchases and Sales of Investments note.
Prior Fiscal Year Affiliated Exchanges In-Kind. During the prior period, the Fund received investments and cash valued at $236,623,797 in exchange for 20,903,162 shares of the Fund. The amount of in-kind exchanges is included in share transactions in the accompanying Statement of Changes in Net Assets.
7. Committed Line of Credit.
The Fund participates with other funds managed by the investment adviser or an affiliate in a $4.25 billion credit facility (the "line of credit") to be utilized for temporary or emergency purposes to fund shareholder redemptions or for other short-term liquidity purposes. The Fund has agreed to pay commitment fees on its pro-rata portion of the line of credit, which amounted to $782 and is reflected in Commitment fees on the Statement of Operations. During the period, the Fund did not borrow on this line of credit.
8. Security Lending.
The Fund lends portfolio securities from time to time in order to earn additional income. For equity securities, lending agents are used, including National Financial Services (NFS), an affiliate of the Fund. Pursuant to a securities lending agreement, NFS will receive a fee, which is capped at 9.9% of daily lending revenue, for its services as lending agent. The Fund may lend securities to certain qualified borrowers, including NFS. On the settlement date of the loan, the Fund receives collateral (in the form of U.S. Treasury obligations, letters of credit and/or cash) against the loaned securities and maintains collateral in an amount not less than 100% of the market value of the loaned securities during the period of the loan. The market value of the loaned securities is determined at the close of business of the Fund and any additional required collateral is delivered to the Fund on the next business day. The Fund or borrower may terminate the loan at any time, and if the borrower defaults on its obligation to return the securities loaned because of insolvency or other reasons, the Fund may apply collateral received from the borrower against the obligation. The Fund may experience delays and costs in recovering the securities loaned. Any cash collateral received is invested in the Fidelity Securities Lending Cash Central Fund. The value of loaned securities and cash collateral at period end are disclosed on the Fund's Statement of Assets and Liabilities. Security lending income represents the income earned on investing cash collateral, less rebates paid to borrowers and any lending agent fees associated with the loan, plus any premium payments received for lending certain types of securities. Security lending income is presented in the Statement of Operations as a component of income from Fidelity Central Funds. During the period, there were no securities loaned to NFS.
9. Expense Reductions.
Through arrangements with the Fund's custodian, credits realized as a result of certain uninvested cash balances were used to reduce the Fund's expenses. During the period, these credits reduced the Fund's expenses by $111.
10. Other.
The Fund's organizational documents provide former and current trustees and officers with a limited indemnification against liabilities arising in connection with the performance of their duties to the Fund. In the normal course of business, the Fund may also enter into contracts that provide general indemnifications. The Fund's maximum exposure under these arrangements is unknown as this would be dependent on future claims that may be made against the Fund. The risk of material loss from such claims is considered remote.
Shareholder Expense Example
As a shareholder of the Fund, you incur two types of costs: (1) transaction costs and (2) ongoing costs, including other Fund expenses. This Example is intended to help you understand your ongoing costs (in dollars) of investing in the Fund and to compare these costs with the ongoing costs of investing in other mutual funds.
The Example is based on an investment of $1,000 invested at the beginning of the period and held for the entire period (March 1, 2019 to August 31, 2019).
Actual Expenses
The first line of the accompanying table provides information about actual account values and actual expenses. You may use the information in this line, together with the amount you invested, to estimate the expenses that you paid over the period. Simply divide your account value by $1,000.00 (for example, an $8,600 account value divided by $1,000.00 = 8.6), then multiply the result by the number in the first line under the heading entitled "Expenses Paid During Period" to estimate the expenses you paid on your account during this period. In addition, the Fund, as a shareholder in the underlying Fidelity Central Funds, will indirectly bear its pro-rata share of the fees and expenses incurred by the underlying Fidelity Central Funds. These fees and expenses are not included in the Fund's annualized expense ratio used to calculate the expense estimate in the table below.
Hypothetical Example for Comparison Purposes
The second line of the accompanying table provides information about hypothetical account values and hypothetical expenses based on the Fund's actual expense ratio and an assumed rate of return of 5% per year before expenses, which is not the Fund's actual return. The hypothetical account values and expenses may not be used to estimate the actual ending account balance or expenses you paid for the period. You may use this information to compare the ongoing costs of investing in the Fund and other funds. To do so, compare this 5% hypothetical example with the 5% hypothetical examples that appear in the shareholder reports of the other funds. In addition, the Fund, as a shareholder in the underlying Fidelity Central Funds, will indirectly bear its pro-rata share of the fees and expenses incurred by the underlying Fidelity Central Funds. These fees and expenses are not included in the Fund's annualized expense ratio used to calculate the expense estimate in the table below.
Please note that the expenses shown in the table are meant to highlight your ongoing costs only and do not reflect any transaction costs. Therefore, the second line of the table is useful in comparing ongoing costs only, and will not help you determine the relative total costs of owning different funds.
Annualized Expense Ratio-A | Beginning Account Value March 1, 2019 | Ending Account Value August 31, 2019 | Expenses Paid During Period-B March 1, 2019 to August 31, 2019 | |
Actual | - %-C | $1,000.00 | $1,061.50 | $--D |
Hypothetical-E | $1,000.00 | $1,025.14 | $--D |
A Annualized expense ratio reflects expenses net of applicable fee waivers.
B Expenses are equal to the Fund's annualized expense ratio, multiplied by the average account value over the period, multiplied by 184/366 (to reflect the one-half year period).
C Amount represents less than .005%.
D Amount represents less than $.005.
E 5% return per year before expenses
Z5I-SANN-1019
1.9881570.102
Item 2.
Code of Ethics
Not applicable.
Item 3.
Audit Committee Financial Expert
Not applicable.
Item 4.
Principal Accountant Fees and Services
Not applicable.
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 Fidelity Concord Street 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 Fidelity Concord Street Trust’s (the “Trust”) 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) | Not applicable. |
(a) | (2) | Certification pursuant to Rule 30a-2(a) under the Investment Company Act of 1940 (17 CFR 270.30a-2(a)) is filed and attached hereto as Exhibit 99.CERT. |
(a) | (3) | Not applicable. |
(b) | Certification pursuant to Rule 30a-2(b) under the Investment Company Act of 1940 (17 CFR 270.30a-2(b)) is furnished and attached hereto as Exhibit 99.906CERT. |
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 Concord Street Trust
By: | /s/Stacie M. Smith |
Stacie M. Smith | |
President and Treasurer | |
Date: | October 24, 2019 |
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/Stacie M. Smith |
Stacie M. Smith | |
President and Treasurer | |
Date: | October 24, 2019 |
By: | /s/John J. Burke III |
John J. Burke III | |
Chief Financial Officer | |
Date: | October 24, 2019 |